ENH: add compression / direct calls to inline-msgpack
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
