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Implement a lock-free histogram with hot and cold bucket pools. Implementation inspired by Prometheus library in Go and the histogram crate.
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/// This file is a slightly adapted version of `config.rs` from the `histogram` | ||
/// crate released under MIT License. | ||
use core::ops::RangeInclusive; | ||
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/// The configuration of a histogram which determines the bucketing strategy and | ||
/// therefore the relative error and memory utilization of a histogram. | ||
/// * `grouping_power` - controls the number of buckets that are used to span | ||
/// consecutive powers of two. Lower values result in less memory usage since | ||
/// fewer buckets will be created. However, this will result in larger | ||
/// relative error as each bucket represents a wider range of values. | ||
/// * `max_value_power` - controls the largest value which can be stored in the | ||
/// histogram. `2^(max_value_power) - 1` is the inclusive upper bound for the | ||
/// representable range of values. | ||
/// | ||
/// # How to choose parameters for your data | ||
/// Please see <https://observablehq.com/@iopsystems/h2histogram> for an | ||
/// in-depth discussion about the bucketing strategy and an interactive | ||
/// calculator that lets you explore how these parameters result in histograms | ||
/// with varying error guarantees and memory utilization requirements. | ||
/// | ||
/// # The short version | ||
/// ## Grouping Power | ||
/// `grouping_power` should be set such that `2^(-1 * grouping_power)` is an | ||
/// acceptable relative error. Rephrased, we can plug-in the acceptable | ||
/// relative error into `grouping_power = ceil(log2(1/e))`. For example, if we | ||
/// want to limit the error to 0.1% (0.001) we should set `grouping_power = 7`. | ||
/// | ||
/// ## Max Value Power | ||
/// `max_value_power` should be the closest power of 2 that is larger than the | ||
/// largest value you expect in your data. If your only guarantee is that the | ||
/// values are all `u64`, then setting this to `64` may be reasonable if you | ||
/// can tolerate a bit of relative error. | ||
/// | ||
/// ## Resulting size | ||
/// | ||
/// If we want to allow any value in a range of unsigned types, the amount of | ||
/// memory for the histogram is approximately: | ||
/// | ||
/// | power | error | u16 | u32 | u64 | | ||
/// |-------|-------|---------|---------|---------| | ||
/// | 2 | 25% | 0.6 KiB | 1 KiB | 2 KiB | | ||
/// | 3 | 12.5% | 1 KiB | 2 KiB | 4 KiB | | ||
/// | 4 | 6.25% | 2 KiB | 4 KiB | 8 KiB | | ||
/// | 5 | 3.13% | 3 KiB | 7 KiB | 15 KiB | | ||
/// | 6 | 1.56% | 6 KiB | 14 KiB | 30 KiB | | ||
/// | 7 | .781% | 10 KiB | 26 KiB | 58 KiB | | ||
/// | 8 | .391% | 18 KiB | 50 KiB | 114 KiB | | ||
/// | 9 | .195% | 32 KiB | 96 KiB | 224 KiB | | ||
/// | 10 | .098% | 56 KiB | 184 KiB | 440 KiB | | ||
/// | 11 | .049% | 96 KiB | 352 KiB | 864 KiB | | ||
/// | 12 | .025% | 160 KiB | 672 KiB | 1.7 MiB | | ||
/// | ||
/// # Constraints: | ||
/// * `max_value_power` must be in the range `0..=64` | ||
/// * `max_value_power` must be greater than `grouping_power | ||
#[derive(Clone, Copy, Debug, PartialEq)] | ||
pub struct Config { | ||
max: u64, | ||
grouping_power: u8, | ||
max_value_power: u8, | ||
cutoff_power: u8, | ||
cutoff_value: u64, | ||
lower_bin_count: u32, | ||
upper_bin_divisions: u32, | ||
upper_bin_count: u32, | ||
} | ||
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impl Config { | ||
/// Create a new histogram `Config` from the parameters. See the struct | ||
/// documentation [`crate::Config`] for the meaning of the parameters and | ||
/// their constraints. | ||
pub const fn new(grouping_power: u8, max_value_power: u8) -> Result<Self, &'static str> { | ||
// we only allow values up to 2^64 | ||
if max_value_power > 64 { | ||
return Err("max_value_power too high"); | ||
} | ||
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// check that the other parameters make sense together | ||
if grouping_power >= max_value_power { | ||
return Err("max_value_power too low"); | ||
} | ||
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// the cutoff is the point at which the linear range divisions and the | ||
// logarithmic range subdivisions diverge. | ||
// | ||
// for example: | ||
// when a = 0, the linear range has bins with width 1. | ||
// if b = 7 the logarithmic range has 128 subdivisions. | ||
// this means that for 0..128 we must be representing the values exactly | ||
// but we also represent 128..256 exactly since the subdivisions divide | ||
// that range into bins with the same width as the linear portion. | ||
// | ||
// therefore our cutoff power = a + b + 1 | ||
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// note: because a + b must be less than n which is a u8, a + b + 1 must | ||
// be less than or equal to u8::MAX. This means our cutoff power will | ||
// always fit in a u8 | ||
let cutoff_power = grouping_power + 1; | ||
let cutoff_value = 2_u64.pow(cutoff_power as u32); | ||
let lower_bin_width = 2_u32.pow(0); | ||
let upper_bin_divisions = 2_u32.pow(grouping_power as u32); | ||
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let max = if max_value_power == 64 { | ||
u64::MAX | ||
} else { | ||
2_u64.pow(max_value_power as u32) | ||
}; | ||
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let lower_bin_count = (cutoff_value / lower_bin_width as u64) as u32; | ||
let upper_bin_count = (max_value_power - cutoff_power) as u32 * upper_bin_divisions; | ||
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Ok(Self { | ||
max, | ||
grouping_power, | ||
max_value_power, | ||
cutoff_power, | ||
cutoff_value, | ||
lower_bin_count, | ||
upper_bin_divisions, | ||
upper_bin_count, | ||
}) | ||
} | ||
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/// Returns the grouping power that was used to create this configuration. | ||
pub const fn grouping_power(&self) -> u8 { | ||
self.grouping_power | ||
} | ||
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/// Returns the max value power that was used to create this configuration. | ||
pub const fn max_value_power(&self) -> u8 { | ||
self.max_value_power | ||
} | ||
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/// Returns the relative error (in percentage) of this configuration. This | ||
/// only applies to the logarithmic bins of the histogram (linear bins have | ||
/// a width of 1 and no error). For histograms with no logarithmic bins, | ||
/// error for the entire histogram is zero. | ||
pub fn error(&self) -> f64 { | ||
match self.grouping_power == self.max_value_power - 1 { | ||
true => 0.0, | ||
false => 100.0 / 2_u64.pow(self.grouping_power as u32) as f64, | ||
} | ||
} | ||
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/// Return the total number of buckets needed for this config. | ||
pub const fn total_buckets(&self) -> usize { | ||
(self.lower_bin_count + self.upper_bin_count) as usize | ||
} | ||
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/// Converts a value to a bucket index. Returns an error if the value is | ||
/// outside of the range for the config. | ||
pub(crate) fn value_to_index(&self, value: u64) -> Result<usize, &'static str> { | ||
if value < self.cutoff_value { | ||
return Ok(value as usize); | ||
} | ||
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if value > self.max { | ||
return Err("value out of range for histogram"); | ||
} | ||
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let power = 63 - value.leading_zeros(); | ||
let log_bin = power - self.cutoff_power as u32; | ||
let offset = (value - (1 << power)) >> (power - self.grouping_power as u32); | ||
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Ok((self.lower_bin_count + log_bin * self.upper_bin_divisions + offset as u32) as usize) | ||
} | ||
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/// Convert a bucket index to a lower bound. | ||
pub(crate) fn index_to_lower_bound(&self, index: usize) -> u64 { | ||
let g = index as u64 >> self.grouping_power; | ||
let h = index as u64 - g * (1 << self.grouping_power); | ||
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if g < 1 { | ||
h | ||
} else { | ||
(1 << (self.grouping_power as u64 + g - 1)) + (1 << (g - 1)) * h | ||
} | ||
} | ||
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/// Convert a bucket index to a upper inclusive bound. | ||
#[allow(dead_code)] | ||
pub(crate) fn index_to_upper_bound(&self, index: usize) -> u64 { | ||
if index as u32 == self.lower_bin_count + self.upper_bin_count - 1 { | ||
return self.max; | ||
} | ||
let g = index as u64 >> self.grouping_power; | ||
let h = index as u64 - g * (1 << self.grouping_power) + 1; | ||
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if g < 1 { | ||
h - 1 | ||
} else { | ||
(1 << (self.grouping_power as u64 + g - 1)) + (1 << (g - 1)) * h - 1 | ||
} | ||
} | ||
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/// Convert a bucket index to a range. | ||
#[allow(dead_code)] | ||
pub(crate) fn index_to_range(&self, index: usize) -> RangeInclusive<u64> { | ||
self.index_to_lower_bound(index)..=self.index_to_upper_bound(index) | ||
} | ||
} |
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use std::hint; | ||
/// This file was inspired by a lock-free histogram implementation | ||
/// from the Prometheus library in Go. | ||
/// https://github.com/prometheus/client_golang/blob/main/prometheus/histogram.go | ||
/// Note: in the current implementation, the histogram *may* incur a data race | ||
/// after (1 << 63) increments (which is quite a lot). | ||
use std::sync::atomic::{AtomicU64, Ordering}; | ||
use std::sync::{Arc, Mutex}; | ||
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use super::Config; | ||
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const ORDER_TYPE: Ordering = Ordering::Relaxed; | ||
const HIGH_BIT: u64 = 1 << 63; | ||
const LOW_MASK: u64 = HIGH_BIT - 1; | ||
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#[derive(Debug)] | ||
pub struct Histogram { | ||
/// Hot index - index of the hot pool. | ||
/// Count - number of all started observations. | ||
/// Use of both of these variables in one AtomicU64 | ||
/// allows use of a lock-free algorithm. | ||
hot_idx_and_count: AtomicU64, | ||
/// Finished observations for each bucket pool. | ||
pool_counts: [AtomicU64; 2], | ||
/// Two bucket pools: hot and cold. | ||
bucket_pools: [Box<[AtomicU64]>; 2], | ||
/// Mutex for "writers" (logging operations) | ||
/// (logging time is not as critical). | ||
logger_mutex: Arc<Mutex<i8>>, | ||
/// Standard configuration for math operations. | ||
config: Config, | ||
} | ||
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impl Histogram { | ||
pub fn new() -> Self { | ||
let grouping_power = 7; | ||
let max_value_power = 64; | ||
let config = Config::new(grouping_power, max_value_power) | ||
.expect("default histogram construction failure"); | ||
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Self::with_config(&config) | ||
} | ||
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pub fn with_config(config: &Config) -> Self { | ||
let mut buckets1 = Vec::with_capacity(config.total_buckets()); | ||
buckets1.resize_with(config.total_buckets(), || AtomicU64::new(0)); | ||
let mut buckets2 = Vec::with_capacity(config.total_buckets()); | ||
buckets2.resize_with(config.total_buckets(), || AtomicU64::new(0)); | ||
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Self { | ||
hot_idx_and_count: AtomicU64::new(0), | ||
pool_counts: [AtomicU64::new(0), AtomicU64::new(0)], | ||
bucket_pools: [buckets1.into(), buckets2.into()], | ||
logger_mutex: Arc::new(Mutex::new(0)), | ||
config: *config, | ||
} | ||
} | ||
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pub fn increment(&self, value: u64) -> Result<(), &'static str> { | ||
// Increment started observations count. | ||
let n = self.hot_idx_and_count.fetch_add(1, ORDER_TYPE); | ||
let hot_idx = (n >> 63) as usize; | ||
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// Increment the corresponding bucket value. | ||
let idx = self.config.value_to_index(value)?; | ||
self.bucket_pools[hot_idx][idx].fetch_add(1, ORDER_TYPE); | ||
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// Increment finished observations count. | ||
self.pool_counts[hot_idx].fetch_add(1, ORDER_TYPE); | ||
Ok(()) | ||
} | ||
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pub fn mean() -> impl FnOnce(&[AtomicU64], &Config) -> Result<u64, &'static str> { | ||
|buckets, config| { | ||
let total_count = Histogram::get_total_count(buckets); | ||
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let mut weighted_sum = 0; | ||
for (i, bucket) in buckets.iter().enumerate() { | ||
// Note: we choose index_to_lower_bound here | ||
// but that choice is arbitrary. | ||
weighted_sum += | ||
bucket.load(ORDER_TYPE) as u128 * config.index_to_lower_bound(i) as u128; | ||
} | ||
Ok((weighted_sum / total_count) as u64) | ||
} | ||
} | ||
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pub fn percentile( | ||
percentile: f64, | ||
) -> impl FnOnce(&[AtomicU64], &Config) -> Result<u64, &'static str> { | ||
move |buckets, config| { | ||
if !(0.0..100.0).contains(&percentile) { | ||
return Err("percentile out of bounds"); | ||
} | ||
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let total_count = Histogram::get_total_count(buckets); | ||
let count = (percentile / 100.0 * total_count as f64).ceil() as u128; | ||
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let mut pref_sum = 0; | ||
for (i, bucket) in buckets.iter().enumerate() { | ||
if pref_sum >= count { | ||
// Note: we choose index_to_lower_bound here and after the loop | ||
// but that choice is arbitrary. | ||
return Ok(config.index_to_lower_bound(i)); | ||
} | ||
pref_sum += bucket.load(ORDER_TYPE) as u128; | ||
} | ||
Ok(config.index_to_lower_bound(buckets.len() - 1)) | ||
} | ||
} | ||
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pub fn get_total_count(buckets: &[AtomicU64]) -> u128 { | ||
buckets.iter().map(|v| v.load(ORDER_TYPE) as u128).sum() | ||
} | ||
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pub fn log_operation<T>( | ||
&self, | ||
f: impl FnOnce(&[AtomicU64], &Config) -> Result<T, &'static str>, | ||
) -> Result<T, &'static str> { | ||
// Lock the "writers" mutex. | ||
let _guard = self.logger_mutex.lock(); | ||
if _guard.is_err() { | ||
return Err("couldn't lock the logger mutex"); | ||
} | ||
let _guard = _guard.unwrap(); | ||
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// Switch the hot-cold index (wrapping add on highest bit). | ||
let n = self.hot_idx_and_count.fetch_add(HIGH_BIT, ORDER_TYPE); | ||
let started_count = n & LOW_MASK; | ||
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let hot_idx = (n >> 63) as usize; | ||
let cold_idx = 1 - hot_idx; | ||
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let hot_counts = &self.pool_counts[hot_idx]; | ||
let cold_counts = &self.pool_counts[cold_idx]; | ||
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// Wait until the old hot observers (now working on the currently | ||
// cold bucket pool) finish their job. | ||
// (Since observer's job is fast, we can wait in a spin loop). | ||
while started_count != cold_counts.load(ORDER_TYPE) { | ||
hint::spin_loop(); | ||
} | ||
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// Now there are no active observers on the cold pool, so we can safely | ||
// access the data without a logical race. | ||
let result = f(&self.bucket_pools[cold_idx], &self.config); | ||
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// Compund the cold histogram results onto the already running hot ones. | ||
// Note that no logging operation can run now as we still hold | ||
// the mutex, so it doesn't matter that the entire operation isn't atomic. | ||
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// Update finished observations' counts. | ||
hot_counts.fetch_add(cold_counts.load(ORDER_TYPE), ORDER_TYPE); | ||
cold_counts.store(0, ORDER_TYPE); | ||
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// Update bucket values (both pools have the same length). | ||
for i in 0..self.bucket_pools[0].len() { | ||
let hot_bucket = &self.bucket_pools[hot_idx][i]; | ||
let cold_bucket = &self.bucket_pools[cold_idx][i]; | ||
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hot_bucket.fetch_add(cold_bucket.load(ORDER_TYPE), ORDER_TYPE); | ||
cold_bucket.store(0, ORDER_TYPE); | ||
} | ||
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result | ||
} | ||
} | ||
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impl Default for Histogram { | ||
fn default() -> Self { | ||
Histogram::new() | ||
} | ||
} |
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mod config; | ||
mod lock_free_histogram; | ||
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pub use config::Config; | ||
pub use lock_free_histogram::Histogram; |
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