Precompilers, OCI & OCCI :: Keep Connected To Oracle Or It's Better Reconnect After Work?

I'm a beginner in the PRO*C and I have this issue/I have to maintain a multithreaded C++ PRO*C application and has the following structure

1) Application runs waiting for requirements
2) When detects a requirement it creates a Thread to work
3) The thread connects to Oracle with a EXEC SQL CONNECT :uid IDENTIFIED BY :pwd; instruction
4) Calls some anonymous calls to execute a stored procedure

EXEC SQL EXECUTE
BEGIN
commit;
:Status:=stored_procedure(:param1, :param2);
commit;
END;
END-EXEC;

5) If anything went wrong then issues a EXEC SQL ROLLBACK WORK RELEASE; then reconnects and the thread die
6) If everything was OK then the thread dies, but never called a EXEC SQL COMMIT WORK RELEASE; to disconnect from Oracle

I don't know why never the application disconnects from Oracle, maybe is for performance. Sometimes the application crashes and I believe that maybe the error is for never freeing the connections, the PROC compile line is this

proc parse=full sqlcheck=full user=system/manager cpp_suffix=cpp iname=source.pc include="..Hdr" include="C:ORACLEORA81ociinclude" include="C:ORACLEORA81precomppublic"

Which is the way to implement the connections?, connect and disconnect when done? or just keep the connection alive? Which way has better performance, connect and disconnect or just keep the opened connection?