Further Azure Thoughts

The Azure SDK comes with a number of samples including the default Hello and the more interesting Distributed Sort sample.

The Distributed Sort is interesting since it provides an easy to follow example of an ASP.NET front end connecting to the work item (Azure service) via a queue (persistent messaging between services). AJAX is used to provide the “real-time” update on the web page. The sample itself is configured to use only one worker role instance, but changing the .cscfg file allows more workers to be created – when I run on my local Development Fabric I’m only running across my two CPU cores, how do the Worker’s get distributed in the Azure Services Developer Portal?

Fabric services need one or more roles:

  • A web role is a web application accessible via an HTTP and/or an HTTPS endpoint. A web role is hosted in an environment designed to support a subset of ASP.NET and Windows Communication Foundation technologies.
  • A worker role is a background processing application. A worker role may communicate with storage services and with other Internet-based services. It does not expose any external endpoints. A worker role can read requests from a queue defined in the Queue storage service.

One question I have is around the .NET Service Bus (MMC). Can I use the service bus to move market data into my cloud service? – Ruby integration now available here.

SDS, how will it work in the financial world given the regulatory requirements we have to adhere to? i.e. certain data can’t cross certain country borders etc

If the Service Bus is Microsoft’s equivalent of Lightstreamer/Liberator (firewall-friendly, Internet-scale pub-sub messaging system), then I guess I can hook it up to my Silverlight/WPF trading application?

Assuming I wanted to build an algo trading service, if I can feed my Azure service with market data (using the Service Bus) I just have to decide how to auto execute my trade strategies – the making of an Azure Automated Strategy Trader? So the final piece of the possible jigsaw is what do I use to execute the trade strategies? There is always SLinq and CLinq, or even F#. Or go for a “wild card” WF implementation? I’m not sure this is possible, or even feasible given the performance requirements, but given the Check Score Workflow sample that comes with the .NET Services SDK, if I had a trading strategy that specified that if the market conditions meet a certain criteria, I should sell a Bund, and then following the sell, wait for certain market conditions to buy a Schatz and Bobl, you can kind of see the workflow 🙂


~ by mdavey on December 29, 2008.

6 Responses to “Further Azure Thoughts”

  1. Relying on service providers for exchange connectivity proves troublesome enough. I doubt the banks would be that interested in the cloud… but a potential ‘algo’ day trader, cloud based service would be viable. I could imagine a good WF designer working well there.

  2. Again and again, when cloud/fabric/grid/etc. solutions come up, every industry with sensitive data — and frankly, what industry DOESN’T have massive amounts of sensitive data — voices concerns about compliance. HIPAA, PCI continue to rear their demanding heads. I believe AWS put out a whitepaper on HIPAA compliance, but I don’t think anyone’s been able to meet PCI requirements in the cloud yet. The very nature of the cloud — distributed, ubiquitous — makes things like controlling/monitoring physical access/egress very difficult to do, to document, to audit.

  3. [Off topic] I think it was this blog which tipped me off about a forthcoming book Concurrent Programming on Windows probably over a year ago. Anyway, I notice that its now complete and stocked and available at Amazon.co.uk although I hope that it has kept up with the opinions and practices in the fast changing parallel space, no pun intended.

  4. WF? You have to be joking. That is pathetic and slow, no one will ever take you seriously.

    Wake up call..

  5. […] https://mdavey.wordpress.com/2008/12/29/further-azure-thoughts/ […]

  6. Got posting a response but became too long so posted here,


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