ENH: add compression / direct calls to inline-msgpack

[jreback]

link to #3831

• compression is actually enabled (via blosc/zlib), pass compress='blosc', but
  need to pass this on packing AND unpacking, so defering this to 0.12
• maybe should make blosc an included library as well (as blosc
  vastly outperforms zlib)
• direct calls to inline msgpack interface to increase pack/unpack perf

[pganssle]

I know that the second point is not fixed, but I think the first point in this issue is now addressed, correct?

[jreback]

right, closed by #8031