github.com/simon-xia/fuzzyquantile (go): Package fuzzyQuantile is a high performance quantile estimation(e.g. 90th, 95th, 99th) of streaming data, with user defined reasonable error (e.g 0.1%).  This is an implementation of the algorithm presented in Cormode, Korn, Muthukrishnan, and Srivastava. "Effective Computation of Biased Quantiles over Data Streams" in ICDE 2005. (https://www.cs.rutgers.edu/~muthu/bquant.pdf)
Keywords: golang|quantile|stream-processing