As I found solutions on making site-to-site VPN between Azure and AWS using a software VPN server, I'm asking myself if it's possible to connect the VPN gateways (Azure VNET / AWS VPC) directly.
Is there a limitation that forbids it ?
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I haven't tried it yet, but here is a very detailed walkthrough of how to do set that up:
I spent some time working on this today, and as far as I can tell, it is not currently possible. While you can get the gateway IP addresses and pre-shared keys synced up, you don't seem to have any control over the IKE parameters for either cloud provider's gateways. AWS wants to use AES-128-CBC, and Azure wants to use AES-256, and that's all she wrote. (Azure may also not yet support group 2 PFS for the IPSEC parameters, but since I couldn't actually get that far, I don't know if there would be a way to address that problem.)
Unless I'm mistaken, it looks like using a software VPN on one side or the other is required for now.
Not technically. The only problem I've seen connecting AWS and Azure is that both services prefer to generate the shared key on "their side". I couldn't figure out how to get to the point where the same key was configured on both sides of the tunnel. That was a while ago, so the services/apis might have been updated to allow this by now.
Yes, you can do it without any problem Here you have a step-by-step guide. It's in spanish but I think that you can understand without problems with Bing translator: http://www.microsofttranslator.com/bv.aspx?from=es&to=en&a=http%3A%2F%2Fenterprise.plainconcepts.com%2F2015%2F04%2Fconectando-microsoft-azure-con-amazon-web-services%2F