what is the way to have an always running process on azure? on windows it is windows service, but do i have to get a virtual machine just to have a single running process? I
There is no specific way to run your code in Azure. You have lots of choices, and which you choose is really up to you (and a matter of opinion). But, objectively speaking:
I see that @Neil suggested Service Fabric in his answer. That works too, except you'll need to learn about Service Fabric in general, since it works a bit differently.