Struct DDSketch 

pub struct DDSketch { /* private fields */ }

DDSketch implementation based on the Datadog Agent.

This implementation is subtly different from the open-source implementations of DDSketch, as Datadog made some slight tweaks to configuration values and in-memory layout to optimize it for insertion performance within the agent.

We’ve mimicked the agent version of DDSketch here in order to support a future where we can take sketches shipped by the agent, handle them internally, merge them, and so on, without any loss of accuracy, eventually forwarding them to Datadog ourselves.

As such, this implementation is constrained in the same ways: the configuration parameters can’t be changed, the collapsing strategy is fixed, and we support a limited number of methods for inserting into the sketch.

Importantly, we’ve a special function, again taken from the agent version, to allow us to interpolate histograms, specifically our own aggregated histograms, into a sketch so that we can emit useful default quantiles, rather than having to ship the buckets – upper bound and count – to a downstream system that might have no native way to do the same thing, basically providing no value as they have no way to render useful data from them.

Features

This crate exposes a single feature, serde, which enables serialization and deserialization of DDSketch with serde. This feature isn’t enabled by default, as it can be slightly risky to use. This is primarily due to the fact that the format of DDSketch isn’t promised to be stable over time. If you enable this feature, you should take care to avoid storing serialized DDSketch data for long periods of time, as deserializing it in the future may work but could lead to incorrect/unexpected behavior or issues with correctness.

Implementations

impl DDSketch

pub fn remap_mapping() -> LogarithmicMapping

Returns the canonical DDSketch mapping that aligns with the agent sketch’s key space.

pub fn value_for_key(key: i16) -> f64

Returns the representative value for the given agent sketch key.

pub fn bin_count(&self) -> usize

Returns the number of bins in the sketch.

pub fn is_empty(&self) -> bool

Whether or not this sketch is empty.

pub fn count(&self) -> u64

Number of samples currently represented by this sketch.

pub fn set_count(&mut self, count: u64)

Overrides the sample count tracked by this sketch.

pub fn set_sum(&mut self, sum: f64)

Overrides the sum of all values tracked by this sketch.

pub fn set_avg(&mut self, avg: f64)

Overrides the average value tracked by this sketch.

pub fn set_min(&mut self, min: f64)

Overrides the minimum value tracked by this sketch.

pub fn set_max(&mut self, max: f64)

Overrides the maximum value tracked by this sketch.

pub fn min(&self) -> Option<f64>

Minimum value seen by this sketch.

Returns None if the sketch is empty.

pub fn max(&self) -> Option<f64>

Maximum value seen by this sketch.

Returns None if the sketch is empty.

pub fn sum(&self) -> Option<f64>

Sum of all values seen by this sketch.

Returns None if the sketch is empty.

pub fn stored_sum(&self) -> f64

Returns the stored sum summary field without considering the sample count.

pub fn avg(&self) -> Option<f64>

Average value seen by this sketch.

Returns None if the sketch is empty.

pub fn stored_avg(&self) -> f64

Returns the stored average summary field without considering the sample count.

pub fn stored_min(&self) -> f64

Returns the stored minimum summary field without considering the sample count.

pub fn stored_max(&self) -> f64

Returns the stored maximum summary field without considering the sample count.

pub fn bins(&self) -> &[Bin]

Returns the current bins of this sketch.

pub fn clear(&mut self)

Clears the sketch, removing all bins and resetting all statistics.

pub fn insert(&mut self, v: f64)

Inserts a single value into the sketch.

pub fn insert_many(&mut self, vs: &[f64])

Inserts many values into the sketch.

pub fn insert_n(&mut self, v: f64, n: u64)

Inserts a single value into the sketch n times.

pub fn insert_interpolate_buckets( &mut self, buckets: Vec<Bucket>, ) -> Result<(), &'static str>

Inserts histogram buckets into the sketch via linear interpolation.

Errors

Returns an error if a bucket size is greater that u32::MAX.

pub fn quantile(&self, q: f64) -> Option<f64>

Gets the value at a given quantile.

pub fn merge(&mut self, other: &DDSketch)

Merges another sketch into this sketch, without a loss of accuracy.

All samples present in the other sketch will be correctly represented in this sketch, and summary statistics such as the sum, average, count, min, and max, will represent the sum of samples from both sketches.

A zero-count sketch can retain bins after an upstream cumulative-to-delta conversion. Its summary fields do not describe samples in the current interval, so they do not contribute to the merged summary. Its bins are still merged.

pub fn merge_to_dogsketch(&self, dogsketch: &mut Dogsketch)

Merges this sketch into the Dogsketch Protocol Buffers representation.

Trait Implementations

impl Clone for DDSketch

fn clone(&self) -> DDSketch

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for DDSketch

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for DDSketch

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for DDSketch

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for DDSketch

fn eq(&self, other: &Self) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for DDSketch

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl TryFrom<Dogsketch> for DDSketch

type Error = &'static str

The type returned in the event of a conversion error.

fn try_from(value: Dogsketch) -> Result<Self, Self::Error>

Performs the conversion.

impl Eq for DDSketch