High Dynamic Range HDR Histogram for Erlang/OTP, Elixir & LFE
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README.md

hdr_histogram_erl Build Status ![Gitter](https://badges.gitter.im/Join Chat.svg) Build Status

Description

The HDR histogram library is an Erlang native interface function wrapper of Mike Barker's C port of Gil Tene's HDR Histogram utility.

A high dynamic range histogram is one that supports recording and analyzing sampled data points across a configurable range with configurable precision within that range. The precision is expressed as a number of significant figures in the recording.

This HDR histogram implementation is designed for recording histograms of value measurements in latency sensitive environments. Although the native recording times can be as low as single digit nanoseconds there is added overhead in this wrapper/binding due to both the frontend overhead of converting from native C to the NIF interface, and the erlang overhead incurred calling into the NIFs. C'est la vie, I suppose.

A distinct advantage of this histogram implementation is constant space and recording (time) overhead with an ability to recycle and reset instances whilst reclaiming already allocated space for reuse thereby reducing allocation cost and garbage collection overhead in the BEAM where repeated or continuous usage is likely. For example, a gen_server recording metrics continuously and resetting and logging histogram dumps on a periodic or other windowed basis.

The code is released to the public domain, under the same terms as its sibling projects, as explained in the LICENSE.txt and COPYING.txt in the root of this repository, but normatively at:

http://creativecommons.org/publicdomain/zero/1.0/

Examples

Capture metrics and produce a histogram using Erlang/OTP:

#!/usr/bin/env escript
%%! -sname hdr_histogram_simple -pa ebin

-mode(compile).

%
% Simple histogram capture example using Erlang
%

loop(_,0) -> ok;
loop(R,X) -> hdr_histogram:record(R,random:uniform(1000000)), loop(R,X-1).

main(_) ->
    {ok,R} = hdr_histogram:open(1000000,3),
    N = 10000000, %2.2 million/sec on my laptop but YMMV

    %% record a random uniform distribution of 1M data points
    S = os:timestamp(),
    loop(R, N),
    E = os:timestamp(),
    X = timer:now_diff(E,S)/1.0e6,
    Y = case X>1 of true -> N/X; false -> N*X end,
    io:format("Runtime: ~psecs ~.5frps~n", [X,Y]),

    %% print percentiles to stdout as CSV
    hdr_histogram:print(R,csv),

    %% print percentiles to stdout as CLASSIC
    hdr_histogram:log(R,classic,"erlang.hgrm"),

    io:format("Min ~p~n", [hdr_histogram:min(R)]),
    io:format("Mean ~.3f~n", [hdr_histogram:mean(R)]),
    io:format("Median ~.3f~n", [hdr_histogram:median(R)]),
    io:format("Max ~p~n", [hdr_histogram:max(R)]),
    io:format("Stddev ~.3f~n", [hdr_histogram:stddev(R)]),
    io:format("99ile ~.3f~n", [hdr_histogram:percentile(R,99.0)]),
    io:format("99.9999ile ~.3f~n", [hdr_histogram:percentile(R,99.9999)]),
    io:format("Memory Size ~p~n", [hdr_histogram:get_memory_size(R)]),
    io:format("Total Count ~p~n", [hdr_histogram:get_total_count(R)]),

    %% we're done, cleanup any held resources
    hdr_histogram:close(R),

    io:format("Done!\n").

The same library works with other BEAM hosted languages, such as Elixir. See examples/simple.exs.

API documentation

A note on tuning

A common useage example of HdrHistogram is to record response times, in units ofmicroseconds, across a dynamic range stretching from 1 usec to over an hour. We want a good enough resolution to support performing post-recording analysis on the collected data at some future time.

In order to facilitate the accuracy needed for such post-recording activities, we can maintain a resolution of ~1 usec or better for times ranging to ~2 msec in magnitude, while at the same time maintaining a resolution of ~1 msec or better for times ranging to ~2 sec, and a resolution of ~1 second or better for values up to 2,000 seconds, and so on. This sort of dynamic resolution can be thought of as "always accurate to 3 decimal points".

A HDR Histogram works like this. We MUST tune the highest trackable value to 3,600,000,000, and the number of significant value digits of 3. This range is fixed, and occupies a fixed, unchanging memory footprint of around 185KB.

A note on footprint estimation

Due to it's dynamic range representation, HDR Histogram is relatively efficient in memory space requirements given the accuracy and dynamic range that it covers.

Still, it is useful to be able to estimate the memory footprint involved for a given highest trackable value and the configured number of significant value digits combination. Beyond a relatively small fixed-size footprint used for internal fields and stats (which can be estimated as "fixed at well less than 1KB"), the bulk of a histogram's storage is taken up by it's data value recording counts array. The total footprint can be conservatively estimated by:

 largestValueWithSingleUnitResolution =
        2 * (10 ^ numberOfSignificantValueDigits);
 subBucketSize =
        roundedUpToNearestPowerOf2(largestValueWithSingleUnitResolution);

 expectedHistogramFootprintInBytes = 512 +
      ({primitive type size} / 2) *
      (log2RoundedUp((highestTrackableValue) / subBucketSize) + 2) *
      subBucketSize

A conservative (high) estimate of a Histogram's footprint in bytes is available via thegetEstimatedFootprintInBytes() method.

A note on concurrent access

HdrHistogram does NOT have any internal synchronization and at present hdr_histogram_erl does NOT provide any synchronization. This means that a Histogram reference must not be written to or read from multiple processes.

It is recommended that you either wrap an hdr_histogram in a process, thus serializing access. It is also possible to use hdr_histogram:add/2 to aggregate the contents of two histograms, making it possible to utilize per-process histograms that are aggregated by a separate reporting process.

Enjoy!