I think I must be a little dull because I'm having so much difficulty with this.
I use WCF for pretty much everything in-house, it's the most appropriate technology. I have a new Silverlight 3 app that is connecting to the WCF service and that's working fine.
Where the problem begins is:
Because of the expense in creating the objects within this service and the high correlation of individual objects being shared between clients I want to have a console application that basically gathers/calculates/caches all the data for the service 24/7 and the service basically connects to the console app (or whatever it is) and gets the pre-processed data.
eg, think of it in terms of a stock reporting app (which it is).
Person A has a portfolio of x, y z Person B has a portfolio of x, q, z, r
The service needs to provide updated metrics on how their portfolio is performing.
So instead of every 1 second processing person A, then person B, the app independently gathers the stock price and persons position information into memory and the service just queries the in memory result.
Thanks for your help, I really am feeling dumb right now.