Instrument Thanos with Exemplars

[yeya24]

While I am looking at #3846 and the E2E tests for exemplars, I find that there are few applications available instrumented with exemplars and it is hard to add test cases for that pr.

As exemplars is available in Prometheus, I think we can start trying to instrument Thanos with exemplars.

So what metrics should we add exemplars to? Maybe we can start with HTTP metrics?

Feel free to leave any comments. Ideas are welcomed!

[metalmatze]

Yes, absolutely and I'd say let's start with the HTTP metrics for the query / query frontend.
http_request_duration_seconds histogram for query and query_range endpoints should be really good entrypoints!