Traditional firewalls are well-known chokepoints in any virtualized environment. The firewalling functionality can be distributed across VM NICs, but some of those implementations still rely on VM-based packet processing resulting in a local (instead of a global) performance bottleneck.
VMware NSX solves that challenge with two mechanisms: OpenFlow-based stateful(ish) ACLs in VMware NSX for multiple hypervisors and distributed in-kernel stateful firewall in VMware NSX for vSphere. You’ll find more details in the NSX Firewalls video recorded during the VMware NSX Architecture webinar.
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