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Dispatch Sqlite Instance with event loop
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Creating a new connection for each request will probably be slow (SQLite needs to parse the schema when creating a connection).

Having one global connection and running multiple threads against it will cause problems with transactions (no thread can be sure when a transaction begins and when it ends) and with concurrency.

Using a dedicated connection for each thread will probably give the best results.

How to handle thread local data is a question best handled in a forum dedicated to the programming language you are using.