feat: add an option to turn on compression for arrow output

[sunng87]

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Refer to a related PR or issue link (optional)

What's changed and what's your intention?

Add http param for compressing the arrow ipc format.

Checklist

• I have written the necessary rustdoc comments.
• I have added the necessary unit tests and integration tests.
• This PR requires documentation updates.

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[codecov]

Codecov Report

Attention: Patch coverage is 95.65217% with 3 lines in your changes missing coverage. Please review.

Project coverage is 84.53%. Comparing base (36b1baf) to head (95dfcd0).
Report is 9 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #4730      +/-   ##
==========================================
- Coverage   84.79%   84.53%   -0.26%     
==========================================
  Files        1115     1115              
  Lines      201200   201264      +64     
==========================================
- Hits       170598   170147     -451     
- Misses      30602    31117     +515     

[v0y4g3r]

LGTM