A synchronous connection is one that blocks until data is returned. Asynchronous allows you to go on doing work and get notified when data is ready for you.
There are many benefits to using an asynchronous approach. The main one however is that you can continue to accomplish work while you wait for data (like I mentioned above). This is an ideal approach in a networking environment since you are often dealing connections that respond in varying amounts of time. Leaving the system idle while you wait on remote data is simply not very efficient.
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