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Add support for sketches into the metric datamodel #9181

@prognant

Description

@prognant

Use-cases

Accurately represent distribution, perform operation on those, send sketches to endpoint that support that kind of data for better accuracy and flexibility.

Proposal

Based on the current supported metric types two option can be envisioned:

  1. Switch an existing type to be the facade for sketches (e.g. the Distribution type)
  2. Add a new Sketch type and expose conversion between relevant type in VRL

Option #2 seems more reasonable: no compatibility issue, user can do what they want if conversion are consistently implemented between relevant types. The sketch format would likely be ddsketch.

References

The problem: Streaming quantiles
Datadog approach: ddsketch

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    domain: data modelAnything related to Vector's internal data modeldomain: metricsAnything related to Vector's metrics eventstype: enhancementA value-adding code change that enhances its existing functionality.

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