Thanks a lot Heikki and Albe. Exactly what I was asking for. Heikki: the libraries are written in languages that have their own runtime and their documentation insists that both init and dispose calls are performed when used from C. PG_init() and proc_exit sounds spot on.
You might also consider creating your own PL handler for those languages. Or google around if one exists already.
That was what I checked first, but unfortunately none exists at the moment. I really want to write one,which would probably be a much cleaner way of doing what I'm going to do, but time pressure does not let me.
At the moment the lowest hanging fruit is to pass values through C functions to these libraries and get the results back; hence, my questions.
Any ideas about keeping some data at session level between calls? Both calls of the same function and different C functions. (though temp table is always there as an option)
You can use a global variable in the C extension. If you need to allocate memory that survives across function calls, use "MemoryContextSwitchTo(TopMemoryContext); ... = palloc(...)". I'm sure you'll find examples of that in the existing extensions too.