Barak Pahima, thank you for posting this question on Microsoft Q&A.
Azure Managed Prometheus can be configured to collect data from the following sources:
- Azure Kubernetes service (AKS)
- Any Kubernetes cluster running self-managed Prometheus using remote-write.
- Azure Arc-enabled Kubernetes
Based on the scenario mentioned in the question, the "remote-write" option seems to be optimum for your case, as you are using custom exporter. If you are running this exporter as Kubernetes cluster, either of the following method:
Configure remote write for Azure Monitor managed service for Prometheus using managed identity authentication - if you are running this exporter as Azure Kubernetes Cluster OR Azure Arc-enabled Kubernetes cluster
Configure remote write for Azure Monitor managed service for Prometheus using Microsoft Entra authentication - if you are running this exporter as Azure Kubernetes Cluster OR Azure Arc-enabled Kubernetes cluster OR Kubernetes cluster running in another cloud or on-premises
Hope this helps.
If the answer did not help, please add more context/follow-up question for it to help us understand the scenario better.