Promxy is a prometheus proxy that makes many shards of prometheus appear as a single API endpoint to the user. This significantly simplifies operations and use of prometheus at scale (when you have more than one prometheus host). Promxy delivers this unified access endpoint without requiring any sidecars, custom-builds, or other changes to your prometheus infrastructure. Short version: Prometheus itself provides no real HA/clustering support. As such the best-practice is to run multiple (e.g N) hosts with the same config. Similarly prometheus has no real built-in query federation, which means that you end up with N sources in grafana that is (1) confusing grafana users and (2) no support for aggregation across the sources. Promxy enables an HA prometheus setup by "merging" the data from the duplicate hosts (so if there is a gap in one, promxy will fill with the other). In addition Promxy provides a single datasource for all promql queries -- meaning your grafana can have a single source and you can have globally aggregated promql queries.