Add zstd as a compression algorithm.

[stefins]

Is your feature request related to a problem? Please describe.
It would be better to add zstd as a compression algorithm for transferring file as it provides high compression ratio.

Describe the solution you'd like
We can use the go library https://github.com/DataDog/zstd for it.

Additional context
https://facebook.github.io/zstd/

[schollz]

Would accept a PR for this

[stefins]

Closed in #506

[schollz]

@stefins sorry - I reverted this change because unfortunately there is no scheme in place to have different compression algorithms so this would be a breaking change. I'm okay with a breaking change, but I'll wait a bit before releasing it, possibly with another breaking change.

Lets keep this open until then!

[stefins]

Sure! No problem :)

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