Microsoft have announced the general availability of SQL Advanced Threat Protection & Vulnerability Assessment!
SQL Advanced Threat Protection will allow you to take steps to remediate any potential vulnerabilities within your databases in Azure. Whilst Vulnerability Assessment can be used for both your Azure SQL databases as well as on-premises SQL Servers via SQL Server Management Studio.
Microsoft recommend that you turn both of these features on and give them a try so that your databases are being proactively monitored to improve the security of your SQL databases. You can get a 60-day free trial of SQL ATP.