I heard there is an IoT Hub Gateway. Would this allow me to add custom steps for handling messaging when they go from the device through the gateway?
4 Answers
Yes, there is an Azure IoT Hub Gateway SDK which is designed to be modular so any step you need to take can be a custom build module running within the Gateway. You can 'stack' modules to determine a flow for message handling.
Like this: Decrypt->Convert2JSON->Add Metadata->Map to IoT Hub device ID-> Encrypt-> etc.
You can find the sources and documentation here.

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Your question was not too clear but if you want to know about gateway devices. I can suggest you a very good source Take a look here.
https://new-console.ng.bluemix.net/docs/services/IoT/getting_started/concepts.html#gateways
I hope that might help

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Yes . Hope I can help you here further. Starting from basic,
What is IoT Gateway?
IoT Gateway HuB is a component which collects Sensor data from Sensor device and pushes to Cloud Platform and vice versa i.e collect action/triggers from cloud to actuator device.
Why we need IoT Gateway?
Sensor or Actuator device are basically preferred to equipped with Wireless Low Power communication protocol such Zwave, Zigbee or Bluetooth which mostly belongs to IEEE 801.15 standards. Such sensor cannot interact with cloud. The Gateway device, which can connect with ISP, collect data from sensors and push it to cloud via Wifi and Ethernet.
The sensors in sensor network operating in different Wireless protocol so Gateway will able to give Multi - Protocol support.
How it achieve it?
IoT Gateway hub has equipped with Pluggable or inbuilt transceiver module for generating a variety of Low power wireless protocol.Thus it can interact with Bluetooth Sensors or Zigbee device or etc.
The software component such will build with high modular nature using framework like OSGI. So it can get updated and install or uninstall in the fly i.e without shutting down the service.
So here your solution for question,
You build a 'parsing/processing module' (software component ) which " allow you to add custom steps for handling messaging" when it goes from End-device to Cloud.
If you are Software/Embedded Engineer i.e or just got some idea in programming, you can develop it yourself. Not from scratch, just depend on open source projects like openHAB or Eclipse SmartHome.Run it on Raspberry Pi like mini-computer with necessary peripherals.
You can do it. I had done something like this.

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There was an Azure IoT Field Gateway SDK, before. That has been renamed to Azure IoT Edge v1, because of the recent announcements for Azure IoT Edge. Azure IoT Edge is a container based runtime that can be installed on field/edge devices. It exists of modules (that are run as Docker containers). These modules can be configured on the IoT Hub (as Module Twins). You can build your own modules, or use the out of the box modules/containers that are provided by Microsoft, such as Stream Analytics, Azure functions, Machine Learning and (in the future?) Cognitive Services.
More information: https://learn.microsoft.com/en-us/azure/iot-edge/quickstart

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