I was taking a look at pg_stat_statements module and noticed that it does not collect any percentile metrics. I believe that It would be really handy to have those available and I'd love to contribute with this feature.
The basic idea is to accumulate the the query execution times using an approximation structure like q-digest or t-digest and add those results to the pg_stat_statements table as fixed columns. Something like this
p90_time:
p95_time:
p99_time:
p70_time:
...
Another solution is to persist de digest structure in a binary column and use a function to extract the desired quantile ilke this SELECT approx_quantile(digest_times, 0.99) FROM pg_stat_statements
What do you guys think?
+ the idea
But I am not sure about performance and memory overhead