Thanks to both of you for such prompt and detailed replies. I realise what you mean about the whole thing being rendered on your side and then displayed in an iframe on my end, I had (somehow) never inspected the actual final output of code as a result of a Tweet being embedded until now, and I had never seen the whole iframe
@benward , I understand what you are saying with regards to the balances that are required in situations where JS isn’t present/the tweet has been deleted.
That documentation looks like exactly what I will need to use 
Thanks to both of you again!
EDIT: Just to confirm, by caching the simple HTML returned from the oembed request, is this the proper protocol? I am assuming I can’t store all the rendered iframe data. So I am also assuming every time a page with tweet is loaded it will need to send that request to you to have it rendered, and there is no way to stop this. The only thing I can decrease is the amount of of calls to oembed endpoint. Correct?