As far as I can recall, I’ve never seen anything to measure THD here using OEM kit. And the reason is that generally, we can’t sample fast enough or store enough data (until we started using the -DB series processor).
I’ve used either a Windoze PC Oscilloscope and laptop sound card or, since I got a real DSO, this to sample the waveforms and then move the data into a spreadsheet. There’s a link to it somewhere 
ZMPT101B, powerfactor and current shown - #52 by Robert.Wall but this only does the harmonics individually - though it’s trivial to sum them. This is how I measure transformer phase error.
I haven’t got a feel for what the ESP32 can do, so I can’t offer a suggestion as to whether it’s doable or not.