Removing created temp files in unexpected bash exit

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I usually create a directory in which to place all my temporary files, and then immediately after, create an EXIT handler to clean up this directory when the script exits.

MYTMPDIR="$(mktemp -d)"
trap 'rm -rf -- "$MYTMPDIR"' EXIT

If you put all your temporary files under $MYTMPDIR, then they will all be deleted when your script exits in most circumstances. Killing a process with SIGKILL (kill -9) kills the process right away though, so your EXIT handler won’t run in that case.

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