As I know, in AWS, if there\'s a new message in queue, AWS SNS can call my web API to inform me to get the message, so I don\'t need to get message by polling the queue to check
Not via Web API, but via .NET client library. This is named there the "Event Driven Programming model". And is in .NET Client library since April'2013. You can read more here:
http://msdn.microsoft.com/en-us/library/azure/dn198643.aspx and here http://fabriccontroller.net/blog/posts/introducing-the-event-driven-message-programming-model-for-the-windows-azure-service-bus/