Support multiple compression method

[Lloyd-Pottiger]

Feature Request

Is your feature request related to a problem? Please describe:

Now we only support LZ4 and ZSTD. We need to support more compression methods.

Describe the feature you'd like:

We can introduce more compression method or encoding method, like delta. And we need to support need multiple compression method on the same data, like delta + LZ4.

Describe alternatives you've considered:

Teachability, Documentation, Adoption, Migration Strategy: