This is somewhat how Thanos works.

It has a gRPC federating protocol that allows you to pull in metric data
from multiple TSDBs and glue the results together in the Thanos Query
engine.

The Thanos Sidecar already supports Prometheus remote read protocol, so it
could be a shim for what you need.

On Fri, Sep 6, 2024 at 5:28 PM Samit Jain <[email protected]> wrote:

>
> We've multiple segregated data systems which support PromQL, each storing
> metrics for different class of applications, infra, etc.
>
> We would like to explore the possibility of abstracting promql over these
> systems, such that user can run a query without knowing about the different
> backends. The options we considered below use something of a brute force
> approach and won't scale:
>
>    1. support remote read API in all backends and configure Prometheus to
>    remote read from all of them.
>    2. send PromQL query to all backends and merge the results.
>
> I think a system where there is an external 'router' component which knows
> where different time series' are stored (some sort of an index table) and
> uses it to query the right backend would be worth exploring. We can presume
> for now that the time series are unique across all backends. Do you know of
> something like this exists in some form, or some literature on this that we
> could build upon?
>
>
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