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With current AS7 version you can still use limited JMX/MBean features; via jboss-service.xml.
But I'm just working on porting MC beans way of describing services to AS7.
I'm waiting for some MSC feature which I need for type dependency resolution, to be fully done.
Hopefully this MC support will be part of next AS7 release.
(if not the next one, then definitely the next-next one :-)
The conventional way to do this in J2EE is by writing a JCA resource adapter, and deploying it in a RAR. Resource adapters are permitted to open server sockets, access the file system, load native code, and do other things which EJBs and so on aren't. They have access to a WorkManager which is a sort of thread pool. This would not only let you do what you want, but would be portable across app servers, in case you ever (heaven forfend!) decided to move off JBoss.
I have no idea what AS 7's support for JCA is.