Reference:
https://docs.microsoft.com/en-us/azure/event-grid/compare-messaging-services

Explanation
You can create a function that is triggered when messages are submitted to an Azure Storage queue.
Reference:
https://docs.microsoft.com/en-us/azure/azure-functions/functions-create-storage-queue-triggered-function

Explanation
Graphical user interface, application Description automatically generated

Box 1: The monitored container
The monitored container has the data from which the change feed is generated. Any inserts and updates to the monitored container are reflected in the change feed of the container.
Box 2: The lease container
The lease container acts as a state storage and coordinates processing the change feed across multiple workers.
The lease container can be stored in the same account as the monitored container or in a separate account.
Box 3: The host: A host is an application instance that uses the change feed processor to listen for changes.
Multiple instances with the same lease configuration can run in parallel, but each instance should have a different instance name.
Box 4: The delegate
The delegate is the code that defines what you, the developer, want to do with each batch of changes that the change feed processor reads.
Reference:
https://docs.microsoft.com/en-us/azure/cosmos-db/change-feed-processor

Explanation
It is strongly recommended to use available messaging products and services that support a publish-subscribe model, rather than building your own. In Azure, consider using Service Bus or Event Grid. Other technologies that can be used for pub/sub messaging include Redis, RabbitMQ, and Apache Kafka.
Reference:
https://docs.microsoft.com/en-us/azure/architecture/patterns/publisher-subscriber