go-ethereum/metrics/ewma.go

112 lines
3.1 KiB
Go

package metrics
import (
"math"
"sync"
"sync/atomic"
"time"
)
type EWMASnapshot interface {
Rate() float64
}
// EWMAs continuously calculate an exponentially-weighted moving average
// based on an outside source of clock ticks.
type EWMA interface {
Snapshot() EWMASnapshot
Tick()
Update(int64)
}
// NewEWMA constructs a new EWMA with the given alpha.
func NewEWMA(alpha float64) EWMA {
return &StandardEWMA{alpha: alpha}
}
// NewEWMA1 constructs a new EWMA for a one-minute moving average.
func NewEWMA1() EWMA {
return NewEWMA(1 - math.Exp(-5.0/60.0/1))
}
// NewEWMA5 constructs a new EWMA for a five-minute moving average.
func NewEWMA5() EWMA {
return NewEWMA(1 - math.Exp(-5.0/60.0/5))
}
// NewEWMA15 constructs a new EWMA for a fifteen-minute moving average.
func NewEWMA15() EWMA {
return NewEWMA(1 - math.Exp(-5.0/60.0/15))
}
// ewmaSnapshot is a read-only copy of another EWMA.
type ewmaSnapshot float64
// Rate returns the rate of events per second at the time the snapshot was
// taken.
func (a ewmaSnapshot) Rate() float64 { return float64(a) }
// NilEWMA is a no-op EWMA.
type NilEWMA struct{}
func (NilEWMA) Snapshot() EWMASnapshot { return (*emptySnapshot)(nil) }
func (NilEWMA) Tick() {}
func (NilEWMA) Update(n int64) {}
// StandardEWMA is the standard implementation of an EWMA and tracks the number
// of uncounted events and processes them on each tick. It uses the
// sync/atomic package to manage uncounted events.
type StandardEWMA struct {
uncounted atomic.Int64
alpha float64
rate atomic.Uint64
init atomic.Bool
mutex sync.Mutex
}
// Snapshot returns a read-only copy of the EWMA.
func (a *StandardEWMA) Snapshot() EWMASnapshot {
r := math.Float64frombits(a.rate.Load()) * float64(time.Second)
return ewmaSnapshot(r)
}
// Tick ticks the clock to update the moving average. It assumes it is called
// every five seconds.
func (a *StandardEWMA) Tick() {
// Optimization to avoid mutex locking in the hot-path.
if a.init.Load() {
a.updateRate(a.fetchInstantRate())
return
}
// Slow-path: this is only needed on the first Tick() and preserves transactional updating
// of init and rate in the else block. The first conditional is needed below because
// a different thread could have set a.init = 1 between the time of the first atomic load and when
// the lock was acquired.
a.mutex.Lock()
if a.init.Load() {
// The fetchInstantRate() uses atomic loading, which is unnecessary in this critical section
// but again, this section is only invoked on the first successful Tick() operation.
a.updateRate(a.fetchInstantRate())
} else {
a.init.Store(true)
a.rate.Store(math.Float64bits(a.fetchInstantRate()))
}
a.mutex.Unlock()
}
func (a *StandardEWMA) fetchInstantRate() float64 {
count := a.uncounted.Swap(0)
return float64(count) / float64(5*time.Second)
}
func (a *StandardEWMA) updateRate(instantRate float64) {
currentRate := math.Float64frombits(a.rate.Load())
currentRate += a.alpha * (instantRate - currentRate)
a.rate.Store(math.Float64bits(currentRate))
}
// Update adds n uncounted events.
func (a *StandardEWMA) Update(n int64) {
a.uncounted.Add(n)
}