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I have an idea whereby I intend to build a cloud native application for algorithmic trading, ideally by consuming all PaaS and SaaS (no IaaS), and I'd like to get some feedback on how I intend to build it. The concept is pretty straight-forward in that I intend to consume financial trading data from an external SaaS solution via an API query, feed that data into various Azure PaaS solutions (most notably ML for modeling), and then take some action. Here is a high-level diagram I've come up with so far:

Solution Overview

As a note, while I'm familiar with Azure, I'm not a Azure cloud engineer and have limited experience in actually building solutions myself. Subsequently, I intend to use this project as a foundation to further educate myself.

When starting on the build, I immediately questioned whether I should or shouldn't use Event Hubs. Conceptually it makes sense, in that I'm decoupling the production of a data stream from the consumption of it. Presumably, this facilitates less complications when / if I need to update the data feed(s) in the future. I also thought about where the data is stored... should it be a SQL database, or more simply, an Azure Table? The idea here is that the trading data will need to be stored for regression testing as my iterate through my models. All that said, looking for some insights from anybody that may have experience in this space.

Thanks!

jbush
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There's no real question in here. Take a look on the architecture reference provided by Microsoft: https://learn.microsoft.com/en-us/azure/architecture/reference-architectures/

Thiago Custodio
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