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Assume we have a .NET application that exposes its web services. This app needs to be integrated with our J2EE application running on Weblogic. Both are internal applications so we don't worry too much about security.

There are no really complex data structures/types so we should be able to map them between .NET and Java tier (or at least write adapters on the Java tier to ensure the match).

What is the best approach of consuming these .NET web services in the J2EE application?

The simple approach would be to just generate WSDLs for the .NET web services, and generate Java client classes using wsdl2java or other similar tool and see if that can work without adapters/changes, create unit tests, etc. But in case of data related challenges we may need to deal with XSD/Schemas, generating classes, etc.

I know there is WSIT to deal with interoperability issues, but want to keep this as simple as possible. Any thoughts, ideas?

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You could connect the two applications with a RESTful API. This lets them talk in a shared, high level API over HTTP. Both languages have plenty of support for both creating and using HTTP/RESTful services, so this should be fairly simple to implement in either language.

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I would think that for data intensive system (I forgot to mention that) it would be better to use SOAP based services.
I don't know that too much about SOAP, and how it deals with data-intensive systems, so I can't really comment. However, I can say that REST applications can handle data-intensive applications as well. HTTP has plenty features that can really help with this (like caching)

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