1. A method for data storage, comprising: in a hardware-implemented front-end of a storage device, opening at least one connection, executing in a memory of the storage device storage commands associated with at least one connection, closing the at least one connection after executing the storage commands, and caching one or more contexts of respective one or more connections that were most recently closed; receiving a storage command associated with a given connection that is not currently open; checking the given connection against the cached contexts; and upon identifying that the given connection is one of the one or more connections that were most recently closed, re-opening the given connection using one of the cached contexts and executing the storage command using the hardware-implemented front-end in accordance with the one of the contexts.