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Best practices are similar to what you would do when connecting to another data store: declare the variable holding the connection to the database outside your handler so it can be re-utilized by subsequent invocations of your function.
You can find a good example here: https://docs.atlas.mongodb.com/best-practices-connecting-to-aws-lambda.
answered 5 years ago
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Only if the function is warm though. Not quite the same as RDS Proxy.