sketches-rust

This is a direct port of the java DDSketch quantile implementation writen by Rust. DDSketch is mergeable, meaning that multiple sketches from distributed systems can be combined in a central node.

Features

It aims at as compatible as possible with Java implementations, here is some features has support:

• CubicallyInterpolatedMapping
• LogarithmicMapping
• CollapsingHighestDenseStore: collapse the highest bucket when reach specified size
• CollapsingLowestDenseStore: collapse the lowest bucket when reach specified size
• UnboundedSizeDenseStore: unlimited bucket
• Merge with other instance
• Deserialize from bytes
• Serialize to bytes

Usage

Run the following Cargo command in your project directory:

cargo add sketches-rust

Or add the following line to your Cargo.toml:

sketches-rust = "0.2.2"

Demos

Query quantile:

    use sketches_rust::DDSketch;
    let mut d = DDSketch::collapsing_lowest_dense(0.02,100).unwrap();
    d.accept(1.0);
    d.accept(2.0);
    d.accept(3.0);
    let c = d.get_count();
    assert_eq!(c, 3.0);
    let q = d.get_value_at_quantile(0.5).unwrap();
    assert!(q < 2.01 && q > 1.99);

Merge with other instance:

    use sketches_rust::DDSketch;
    let mut d1 = DDSketch::collapsing_lowest_dense(0.02,100).unwrap();
    d1.accept(1.0);
    d1.accept(2.0);
    d1.accept(3.0);
    assert_eq!(3.0,  d1.get_count());
    let mut d2 = DDSketch::collapsing_lowest_dense(0.02,100).unwrap();
    d2.accept(1.0);
    d2.accept(2.0);
    d2.accept(3.0);
    assert_eq!(3.0,  d2.get_count());
    d2.merge_with(&mut d1).unwrap();
    assert_eq!(6.0,  d2.get_count());

Serialize to bytes:

    use sketches_rust::DDSketch;
    let mut d = DDSketch::unbounded_dense(2e-2).unwrap();
    d.accept(1.0);
    d.accept(2.0);
    d.accept(3.0);
    d.accept(4.0);
    d.accept(5.0);
    println!("encode: {:?}", d.encode().unwrap());

Deserialize from bytes:

    use sketches_rust::DDSketch;
    let mut input = vec![
        2, 42, 120, 57, 5, 47, 167, 240, 63, 0, 0, 0, 0, 0, 0, 0, 0, 13, 50, 130, 1, 2, 136, 32, 0,
        3, 0, 0, 0, 3, 0, 2, 0, 0, 3, 3, 2, 2, 3, 3, 2, 0, 0, 0, 0, 2, 0, 2, 2, 2, 4, 4, 132, 64,
        0, 4, 2, 0, 2, 2, 3, 132, 64, 4, 132, 64, 4, 2, 2, 0, 6, 4, 6, 132, 64, 2, 6,
    ];
    let mut d = DDSketch::decode(&input).unwrap();
    assert_eq!(d.get_count(), 100.0);