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I am going to assign this to myself as I got it working from a Thanos standpoint for the most part. 🎉
Right now I'm unable to actually make it work in Grafana, but that should be all for the most part.
Probably, worth noting that I had to use the histogramVec directly as client_golang ObserveWithExemplar doesn't work with currying right now. I'll open an issue.
From the discussion #3938, we think it is a good start to instrument https://github.com/thanos-io/thanos/blob/main/pkg/extprom/http/instrument_server.go#L44 with Exemplars.
Exemplar example:
Help is welcomed!
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