Support Compression Methods

[gingerwizard]

Currently, we support lz4 only at a block level for both HTTP and native. ClickHouse supports more than this, specifically:

For native:

• zstd - this is supported in ch-go. Exposing should be simple. Clean up compression + add zstd #656

For HTTP via Accept-Encoding:

• zstd Clean up compression + add zstd #656
• lz4 (this would be a HTTP transport level, probably not needed given we support at block level)
• br Support Brotli compression #671
• gz Gzip compression #664
• xz
• deflate Add support for zlib/deflate #667

Also related:

• allow all compression methods via DSN and compress - currently bool. Support true(LZ4) or specific e.g. gzip. Compress options in DSN #668

[gingerwizard]

xz compression is the remaining task here. I would rather not write a specific lib to achieve this - I don't think its higher enough value. The main option appears to be https://github.com/ulikunitz/xz. This isn't really focused on streaming use cases though and doesn't support Reset or Flush - we'd need to create a new reader and writer each time adding GC pressure. Whilst this is not critical, its also not compatible with our compression pool approach. There is a rewrite however which might address this https://github.com/ulikunitz/xz/tree/rewrite. Will wait for rewrite and reassess when its released.

If xz is an urgent feature for your usecase please raise here and we'll reconsider.