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Add rust CKMS backend #4686

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@graydon graydon commented Apr 10, 2025

This is a sketch of a hookup between medida and a rust library that provides CKMS estimators. There are two reasons:

  1. The rust code is much faster than the prometheus C++ client code we copied into medida previously
  2. The rust code is more correct! Apparently the CKMS paper had two versions, one of which corrected a bunch of mistakes in the first, and the prometheus code is based on the first, where the rust is based on the second.

I don't claim to understand point 2 super well, but it is a claim made by the rust implementation. I can empirically validate point 1 -- it is faster! -- and that is the original motivation here, since CKMS metrics updates are expensive enough to risk lagging core if done accidentally in a hot loop.

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