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Do it at scale and your database will be sad about the number of connections

At least that was the case when I did the "python is single threaded, let's run many of them" + "python is slow, let's run many of them" dance

At scale you end up using shared connection pools outside of python (like pgbouncer) and a lot of tuning to make it serve the load while not killing the database

Of course, then we reimplemented in a multithreaded somewhat performant language and it became dead simple again

That is why CGI eventually evolved into a model that would keep some of the stuff around between requests.

There were standard ways to handle that, such as hosting a separate daemon that acts effectively as your proxy. Using Unix sockets instead of TCP/IP makes connecting to it relatively cheap.

Use udp