What's the best way to have some kind of state in a custom module?

Hello Nginx Gurus,

I’m kind of a newby in nginx plugin development, so trying to understand
what’s the best way to
connect to a proprietary backend system (that provides C API) from
within nginx plugin?

As far as I understand the best way for such issues is to implement
custom upstream proxy module but it’s
pretty difficult to understand the low level protocol of the backend
system, so I need to use the API it provides.

Could you suggest where to place the initialization code/connection code
to the backend system and where to hold
the connection (which must be created only once) to the system itself.