We read only the information which is already present on your magento site. We use the magento REST API. We use only GET methods for reading products and categories. The REST endpoints we use are:
GET /V1/products
GET /V1/products/?searchCriteria…
GET /V1/categories
GET /V1/categories/:categoryId
GET /V1/categories/:categoryId/products
By checking Allow Anonymous Guest Access you provide access to a more endpoints than we use. Although it is generally safe, we recommend you restricting access to all your endpoints and allowing only the GET endpoints listed above. That way you can be sure there is no security risk for you.
For more information on how to do this, read: http://devdocs.magento.com/guides/v2.0/rest/anonymous-api-security.html