It depends on how you want to store your data. Every OS has a standard for where applications should store their data. You should store your data at the appropriate path. If you have structured data against which you want to run queries you could use a sqlite DB (the sqlx crate supports sqlite) instead of just a bunch of config files.
This would most certainty be part of the used subscriber. I’m not sure if any of the existing subscribers support it, but in the worst case you can write your own subscriber that wraps an existing one.