Add custom collectors / collectors support

[lutangar]

Hi there,

I thought it would be interesting to discuss this matter here.

I created the following exporter with this Prometheus client:
https://github.com/LePetitBloc/bitcoind-exporter

But I stumble upon an issue, related to direct instrumentation, while discussing my submission with @brian-brazil :

This is where you need to use const metrics rather than direct instrumentation. I don't think the node.js client quite supports that, so you'd have to rewrite in Go/Java/Python.
prometheus/docs#1011 (comment)

As per @brian-brazil this client doesn't seem to support custom collectors. It was also mentioned in #177.

I might be mistaken by linking direct instrumentation problems to the missing collectors feature, but from what I get it is related.
I'd like to help on the matter but I don't fully grasp the problem nor the solution.

Maybe we could come up with something together?

Cheers.

Resources
The relevant Prometheus doc on collectors can be found here:
https://prometheus.io/docs/instrumenting/writing_exporters/#collectors

And here is the custom collector reference implementation in Python:
https://github.com/prometheus/client_python#custom-collectors

[SimenB]

@siimon thoughts on this one?