1 files changed, 118 insertions, 0 deletions
diff --git a/metrics/ewma.go b/metrics/ewma.go
new file mode 100644
index 000000000..3aecd4fa3
--- /dev/null
+++ b/metrics/ewma.go
@@ -0,0 +1,118 @@
+package metrics
+
+import (
+	"math"
+	"sync"
+	"sync/atomic"
+)
+
+// EWMAs continuously calculate an exponentially-weighted moving average
+// based on an outside source of clock ticks.
+type EWMA interface {
+	Rate() float64
+	Snapshot() EWMA
+	Tick()
+	Update(int64)
+}
+
+// NewEWMA constructs a new EWMA with the given alpha.
+func NewEWMA(alpha float64) EWMA {
+	if !Enabled {
+		return NilEWMA{}
+	}
+	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) }
+
+// Snapshot returns the snapshot.
+func (a EWMASnapshot) Snapshot() EWMA { return a }
+
+// Tick panics.
+func (EWMASnapshot) Tick() {
+	panic("Tick called on an EWMASnapshot")
+}
+
+// Update panics.
+func (EWMASnapshot) Update(int64) {
+	panic("Update called on an EWMASnapshot")
+}
+
+// NilEWMA is a no-op EWMA.
+type NilEWMA struct{}
+
+// Rate is a no-op.
+func (NilEWMA) Rate() float64 { return 0.0 }
+
+// Snapshot is a no-op.
+func (NilEWMA) Snapshot() EWMA { return NilEWMA{} }
+
+// Tick is a no-op.
+func (NilEWMA) Tick() {}
+
+// Update is a no-op.
+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 int64 // /!\ this should be the first member to ensure 64-bit alignment
+	alpha     float64
+	rate      float64
+	init      bool
+	mutex     sync.Mutex
+}
+
+// Rate returns the moving average rate of events per second.
+func (a *StandardEWMA) Rate() float64 {
+	a.mutex.Lock()
+	defer a.mutex.Unlock()
+	return a.rate * float64(1e9)
+}
+
+// Snapshot returns a read-only copy of the EWMA.
+func (a *StandardEWMA) Snapshot() EWMA {
+	return EWMASnapshot(a.Rate())
+}
+
+// Tick ticks the clock to update the moving average.  It assumes it is called
+// every five seconds.
+func (a *StandardEWMA) Tick() {
+	count := atomic.LoadInt64(&a.uncounted)
+	atomic.AddInt64(&a.uncounted, -count)
+	instantRate := float64(count) / float64(5e9)
+	a.mutex.Lock()
+	defer a.mutex.Unlock()
+	if a.init {
+		a.rate += a.alpha * (instantRate - a.rate)
+	} else {
+		a.init = true
+		a.rate = instantRate
+	}
+}
+
+// Update adds n uncounted events.
+func (a *StandardEWMA) Update(n int64) {
+	atomic.AddInt64(&a.uncounted, n)
+}