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ddsketch::DdSketchbehind theddsketchfeature for mergeable numeric quantiles with relative value accuracy, useful for heavy-tailed latency distributions. The implementation follows the DDSketch paper, with Datadog's implementation and the C++ proposal as references.Fixed logarithmic buckets use bounded dense stores for positive and negative values. The default collapses the smallest numerical values to preserve high-quantile accuracy; callers can select highest-value collapse instead.
quantile_is_collapsedidentifies estimates that have lost the configured accuracy. The API includes integer weighted updates, compatible merging, exact extrema, allocation reuse, and lower discrete quantiles without losing rank precision above2^53.Subnormal values share the zero bucket and have an absolute error bound. Serialization uses a versioned Rust-specific format and preserves collapse state; it does not claim Datadog or TCK wire compatibility. Documentation, a distributed latency example, behavior and malformed-image tests, and update/merge/query/serialization benchmarks are included.
Validation:
cargo x check,cargo x test, andcargo x lint.1.86.0.ddsketch_latencyexample.--sample-count 20 --min-time 0.05 --max-time 0.2.