apacheGH-29847: [C++] Build with Azure SDK for C++ (apache#36835)

### Rationale for this change
We want to use the Azure SDK for C++ to read/write to Azure blob storage. Obviously this is pretty important for building an `AzureFileSystem`. 

### What changes are included in this PR?
Builds the the relevant parts of the azure SDK as a cmake external project. Adds a couple of simple tests that just assert that the Azure SDK is working and a couple of lines in `AzureFileSystem` to initialise the blob storage client to ensure the build is working correctly in all environments.

I started with the build setup from apache#12914 but I did make few changes.

1. Although its atypical for this project we chose to switch from cmake's `ExternalProject` to `FetchContent`. `FetchContent` is recomended by the Azure docs https://github.com/Azure/azure-sdk-for-cpp#cmake-project--fetch-content. It also solves a few problems including: automatically linking system curl and ssl instead of bootstrapping vcpkg and installing curl and ssl from there. 
2. Only build one version of the Azure SDK for C++ because it contains all the components. Previously we were unnecessarily building 5 different versions of the whole thing on top of each other. This created race conditions for which version each component came from.
3. We are using `azure-core_1.10.2` which is a very recent version. There are a couple of important reasons for this 1.  [an important managed identity fix](Azure/azure-sdk-for-cpp#4723), 2. [fixed support for curl versions < 7.71.0](Azure/azure-sdk-for-cpp#4792).

There will be follow up PRs to enable Azure in the manylinux builds. We need to update `vcpkg` first so we can get a version of the Azure SDK which contains [an important managed identity fix](Azure/azure-sdk-for-cpp#4723).

### Are these changes tested?
Yes. There is a simple test that just runs the Azure client against azurite. Additionally just initialising the client in `AzureFileSystem` goes a long way towards ensuring the build is working. 

### Are there any user-facing changes?
No
* Closes: apache#29847

Lead-authored-by: Thomas Newton <thomas.w.newton@gmail.com>
Co-authored-by: Sutou Kouhei <kou@cozmixng.org>
Co-authored-by: Sutou Kouhei <kou@clear-code.com>
Co-authored-by: Antoine Pitrou <pitrou@free.fr>
Co-authored-by: shefali singh <shefalisingh@microsoft.com>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>

ci/docker/ubuntu-20.04-cpp.dockerfile

@@ -99,6 +99,7 @@ RUN apt-get update -y -q && \
         libssl-dev \
         libthrift-dev \
         libutf8proc-dev \
+        libxml2-dev \
         libzstd-dev \
         make \
         ninja-build \
@@ -172,6 +173,7 @@ ENV absl_SOURCE=BUNDLED \
     ARROW_WITH_ZSTD=ON \
     ASAN_SYMBOLIZER_PATH=/usr/lib/llvm-${llvm}/bin/llvm-symbolizer \
     AWSSDK_SOURCE=BUNDLED \
+    Azure_SOURCE=BUNDLED \
     google_cloud_cpp_storage_SOURCE=BUNDLED \
     gRPC_SOURCE=BUNDLED \
     GTest_SOURCE=BUNDLED \

ci/docker/ubuntu-22.04-cpp.dockerfile

@@ -98,6 +98,7 @@ RUN apt-get update -y -q && \
         libssl-dev \
         libthrift-dev \
         libutf8proc-dev \
+        libxml2-dev \
         libzstd-dev \
         make \
         ninja-build \
@@ -196,6 +197,7 @@ ENV absl_SOURCE=BUNDLED \
     ARROW_WITH_ZSTD=ON \
     ASAN_SYMBOLIZER_PATH=/usr/lib/llvm-${llvm}/bin/llvm-symbolizer \
     AWSSDK_SOURCE=BUNDLED \
+    Azure_SOURCE=BUNDLED \
     google_cloud_cpp_storage_SOURCE=BUNDLED \
     GTest_SOURCE=BUNDLED \
     ORC_SOURCE=BUNDLED \

ci/scripts/cpp_build.sh

@@ -152,6 +152,7 @@ cmake \
   -DARROW_WITH_ZLIB=${ARROW_WITH_ZLIB:-OFF} \
   -DARROW_WITH_ZSTD=${ARROW_WITH_ZSTD:-OFF} \
   -DAWSSDK_SOURCE=${AWSSDK_SOURCE:-} \
+  -DAzure_SOURCE=${Azure_SOURCE:-} \
   -Dbenchmark_SOURCE=${benchmark_SOURCE:-} \
   -DBOOST_SOURCE=${BOOST_SOURCE:-} \
   -DBrotli_SOURCE=${Brotli_SOURCE:-} \

cpp/CMakeLists.txt

@@ -818,6 +818,11 @@ if(ARROW_WITH_OPENTELEMETRY)
   list(APPEND ARROW_STATIC_INSTALL_INTERFACE_LIBS CURL::libcurl)
 endif()
 
+if(ARROW_WITH_AZURE_SDK)
+  list(APPEND ARROW_SHARED_LINK_LIBS ${AZURE_SDK_LINK_LIBRARIES})
+  list(APPEND ARROW_STATIC_LINK_LIBS ${AZURE_SDK_LINK_LIBRARIES})
+endif()
+
 if(ARROW_WITH_UTF8PROC)
   list(APPEND ARROW_SHARED_LINK_LIBS utf8proc::utf8proc)
   list(APPEND ARROW_STATIC_LINK_LIBS utf8proc::utf8proc)

cpp/cmake_modules/FindAzure.cmake

@@ -0,0 +1,45 @@
+# Licensed to the Apache Software Foundation (ASF) under one
+# or more contributor license agreements.  See the NOTICE file
+# distributed with this work for additional information
+# regarding copyright ownership.  The ASF licenses this file
+# to you under the Apache License, Version 2.0 (the
+# "License"); you may not use this file except in compliance
+# with the License.  You may obtain a copy of the License at
+#
+#   http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing,
+# software distributed under the License is distributed on an
+# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+# KIND, either express or implied.  See the License for the
+# specific language governing permissions and limitations
+# under the License.
+
+if(Azure_FOUND)
+  return()
+endif()
+
+set(find_package_args)
+list(APPEND find_package_args CONFIG)
+if(Azure_FIND_QUIETLY)
+  list(APPEND find_package_args QUIET)
+endif()
+
+if(Azure_FIND_REQUIRED)
+  list(APPEND find_package_args REQUIRED)
+endif()
+
+find_package(azure-core-cpp ${find_package_args})
+find_package(azure-identity-cpp ${find_package_args})
+find_package(azure-storage-blobs-cpp ${find_package_args})
+find_package(azure-storage-common-cpp ${find_package_args})
+find_package(azure-storage-files-datalake-cpp ${find_package_args})
+
+find_package_handle_standard_args(
+  Azure
+  REQUIRED_VARS azure-core-cpp_FOUND
+                azure-identity-cpp_FOUND
+                azure-storage-blobs-cpp_FOUND
+                azure-storage-common-cpp_FOUND
+                azure-storage-files-datalake-cpp_FOUND
+  VERSION_VAR azure-core-cpp_VERSION)

cpp/cmake_modules/ThirdpartyToolchain.cmake

@@ -49,6 +49,7 @@ set(ARROW_RE2_LINKAGE
 set(ARROW_THIRDPARTY_DEPENDENCIES
     absl
     AWSSDK
+    Azure
     benchmark
     Boost
     Brotli
@@ -162,6 +163,8 @@ macro(build_dependency DEPENDENCY_NAME)
     build_absl()
   elseif("${DEPENDENCY_NAME}" STREQUAL "AWSSDK")
     build_awssdk()
+  elseif("${DEPENDENCY_NAME}" STREQUAL "Azure")
+    build_azure_sdk()
   elseif("${DEPENDENCY_NAME}" STREQUAL "benchmark")
     build_benchmark()
   elseif("${DEPENDENCY_NAME}" STREQUAL "Boost")
@@ -389,6 +392,10 @@ if(ARROW_GCS)
   set(ARROW_WITH_ZLIB ON)
 endif()
 
+if(ARROW_AZURE)
+  set(ARROW_WITH_AZURE_SDK ON)
+endif()
+
 if(ARROW_JSON)
   set(ARROW_WITH_RAPIDJSON ON)
 endif()
@@ -569,6 +576,14 @@ else()
            "${THIRDPARTY_MIRROR_URL}/aws-sdk-cpp-${ARROW_AWSSDK_BUILD_VERSION}.tar.gz")
 endif()
 
+if(DEFINED ENV{ARROW_AZURE_SDK_URL})
+  set(ARROW_AZURE_SDK_URL "$ENV{ARROW_AZURE_SDK_URL}")
+else()
+  set_urls(ARROW_AZURE_SDK_URL
+           "https://github.com/Azure/azure-sdk-for-cpp/archive/${ARROW_AZURE_SDK_BUILD_VERSION}.tar.gz"
+  )
+endif()
+
 if(DEFINED ENV{ARROW_BOOST_URL})
   set(BOOST_SOURCE_URL "$ENV{ARROW_BOOST_URL}")
 else()
@@ -981,6 +996,8 @@ else()
   set(MAKE_BUILD_ARGS "-j${NPROC}")
 endif()
 
+include(FetchContent)
+
 # ----------------------------------------------------------------------
 # Find pthreads
 
@@ -1388,6 +1405,7 @@ endif()
 set(ARROW_OPENSSL_REQUIRED_VERSION "1.0.2")
 set(ARROW_USE_OPENSSL OFF)
 if(PARQUET_REQUIRE_ENCRYPTION
+   OR ARROW_AZURE
    OR ARROW_FLIGHT
    OR ARROW_GANDIVA
    OR ARROW_GCS
@@ -5095,6 +5113,56 @@ if(ARROW_S3)
   endif()
 endif()
 
+# ----------------------------------------------------------------------
+# Azure SDK for C++
+
+function(build_azure_sdk)
+  message(STATUS "Building Azure SDK for C++ from source")
+  fetchcontent_declare(azure_sdk
+                       URL ${ARROW_AZURE_SDK_URL}
+                       URL_HASH "SHA256=${ARROW_AZURE_SDK_BUILD_SHA256_CHECKSUM}")
+  set(BUILD_PERFORMANCE_TESTS FALSE)
+  set(BUILD_SAMPLES FALSE)
+  set(BUILD_TESTING FALSE)
+  set(BUILD_WINDOWS_UWP TRUE)
+  set(CMAKE_EXPORT_NO_PACKAGE_REGISTRY TRUE)
+  set(DISABLE_AZURE_CORE_OPENTELEMETRY TRUE)
+  set(ENV{AZURE_SDK_DISABLE_AUTO_VCPKG} TRUE)
+  set(WARNINGS_AS_ERRORS FALSE)
+  # TODO: Configure flags in a better way. FetchContent builds inherit
+  # global flags but we want to disable -Werror for Azure SDK for C++ builds.
+  if(MSVC)
+    string(REPLACE "/WX" "" CMAKE_C_FLAGS_DEBUG "${CMAKE_C_FLAGS_DEBUG}")
+    string(REPLACE "/WX" "" CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG}")
+  else()
+    string(REPLACE "-Werror" "" CMAKE_C_FLAGS_DEBUG "${CMAKE_C_FLAGS_DEBUG}")
+    string(REPLACE "-Werror" "" CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG}")
+  endif()
+  fetchcontent_makeavailable(azure_sdk)
+  set(AZURE_SDK_VENDORED
+      TRUE
+      PARENT_SCOPE)
+  list(APPEND
+       ARROW_BUNDLED_STATIC_LIBS
+       Azure::azure-core
+       Azure::azure-identity
+       Azure::azure-storage-blobs
+       Azure::azure-storage-common
+       Azure::azure-storage-files-datalake)
+  set(ARROW_BUNDLED_STATIC_LIBS
+      ${ARROW_BUNDLED_STATIC_LIBS}
+      PARENT_SCOPE)
+endfunction()
+
+if(ARROW_WITH_AZURE_SDK)
+  resolve_dependency(Azure REQUIRED_VERSION 1.10.2)
+  set(AZURE_SDK_LINK_LIBRARIES
+      Azure::azure-storage-files-datalake
+      Azure::azure-storage-common
+      Azure::azure-storage-blobs
+      Azure::azure-identity
+      Azure::azure-core)
+endif()
 # ----------------------------------------------------------------------
 # ucx - communication framework for modern, high-bandwidth and low-latency networks
 

cpp/src/arrow/filesystem/azurefs.cc

@@ -17,6 +17,9 @@
 
 #include "arrow/filesystem/azurefs.h"
 
+#include <azure/identity/default_azure_credential.hpp>
+#include <azure/storage/blobs.hpp>
+
 #include "arrow/result.h"
 #include "arrow/util/checked_cast.h"
 
@@ -47,6 +50,12 @@ class AzureFileSystem::Impl {
       : io_context_(io_context), options_(std::move(options)) {}
 
   Status Init() {
+    // TODO: GH-18014 Delete this once we have a proper implementation. This just
+    // initializes a pointless Azure blob service client with a fake endpoint to ensure
+    // the build will fail if the Azure SDK build is broken.
+    auto default_credential = std::make_shared<Azure::Identity::DefaultAzureCredential>();
+    auto service_client = Azure::Storage::Blobs::BlobServiceClient(
+        "http://fake-blob-storage-endpoint", default_credential);
     if (options_.backend == AzureBackend::Azurite) {
       // gen1Client_->GetAccountInfo().Value.IsHierarchicalNamespaceEnabled
       // throws error in azurite

cpp/src/arrow/filesystem/azurefs_test.cc

@@ -45,6 +45,12 @@
 #include "arrow/testing/gtest_util.h"
 #include "arrow/testing/util.h"
 
+#include <azure/identity/client_secret_credential.hpp>
+#include <azure/identity/default_azure_credential.hpp>
+#include <azure/identity/managed_identity_credential.hpp>
+#include <azure/storage/blobs.hpp>
+#include <azure/storage/common/storage_credential.hpp>
+
 namespace arrow {
 using internal::TemporaryDir;
 namespace fs {
@@ -105,15 +111,42 @@ AzuriteEnv* GetAzuriteEnv() {
   return ::arrow::internal::checked_cast<AzuriteEnv*>(azurite_env);
 }
 
-// Placeholder tests for file structure
+// Placeholder tests
 // TODO: GH-18014 Remove once a proper test is added
-TEST(AzureFileSystem, InitialiseAzurite) {
+TEST(AzureFileSystem, UploadThenDownload) {
+  const std::string container_name = "sample-container";
+  const std::string blob_name = "sample-blob.txt";
+  const std::string blob_content = "Hello Azure!";
+
   const std::string& account_name = GetAzuriteEnv()->account_name();
   const std::string& account_key = GetAzuriteEnv()->account_key();
-  EXPECT_EQ(account_name, "devstoreaccount1");
-  EXPECT_EQ(account_key,
-            "Eby8vdM02xNOcqFlqUwJPLlmEtlCDXJ1OUzFT50uSRZ6IFsuFq2UVErCz4I6tq/"
-            "K1SZFPTOtr/KBHBeksoGMGw==");
+
+  auto credential = std::make_shared<Azure::Storage::StorageSharedKeyCredential>(
+      account_name, account_key);
+
+  auto service_client = Azure::Storage::Blobs::BlobServiceClient(
+      std::string("http://127.0.0.1:10000/") + account_name, credential);
+  auto container_client = service_client.GetBlobContainerClient(container_name);
+  container_client.CreateIfNotExists();
+  auto blob_client = container_client.GetBlockBlobClient(blob_name);
+
+  std::vector<uint8_t> buffer(blob_content.begin(), blob_content.end());
+  blob_client.UploadFrom(buffer.data(), buffer.size());
+
+  std::vector<uint8_t> downloaded_content(blob_content.size());
+  blob_client.DownloadTo(downloaded_content.data(), downloaded_content.size());
+
+  EXPECT_EQ(std::string(downloaded_content.begin(), downloaded_content.end()),
+            blob_content);
+}
+
+TEST(AzureFileSystem, InitializeCredentials) {
+  auto default_credential = std::make_shared<Azure::Identity::DefaultAzureCredential>();
+  auto managed_identity_credential =
+      std::make_shared<Azure::Identity::ManagedIdentityCredential>();
+  auto service_principal_credential =
+      std::make_shared<Azure::Identity::ClientSecretCredential>("tenant_id", "client_id",
+                                                                "client_secret");
 }
 
 TEST(AzureFileSystem, OptionsCompare) {

cpp/thirdparty/versions.txt

@@ -53,6 +53,9 @@ ARROW_AWS_LC_BUILD_VERSION=v1.3.0
 ARROW_AWS_LC_BUILD_SHA256_CHECKSUM=ae96a3567161552744fc0cae8b4d68ed88b1ec0f3d3c98700070115356da5a37
 ARROW_AWSSDK_BUILD_VERSION=1.10.55
 ARROW_AWSSDK_BUILD_SHA256_CHECKSUM=2d552fb1a84bef4a9b65e34aa7031851ed2aef5319e02cc6e4cb735c48aa30de
+# Despite the confusing version name this is still the whole Azure SDK for C++ including core, keyvault, storage-common, etc.
+ARROW_AZURE_SDK_BUILD_VERSION=azure-core_1.10.2
+ARROW_AZURE_SDK_BUILD_SHA256_CHECKSUM=36557dae87de4cdd257d9b441d9a7f043290eae6666fb1065e0fa486ae3e58a0
 ARROW_BOOST_BUILD_VERSION=1.81.0
 ARROW_BOOST_BUILD_SHA256_CHECKSUM=9e0ffae35528c35f90468997bc8d99500bf179cbae355415a89a600c38e13574
 ARROW_BROTLI_BUILD_VERSION=v1.0.9