[C++/Python] Add ability to set codec options for lz4 codec

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The LZ4 library has many parameters, currently we do not expose these in C++ or Python

Reporter: Wes McKinney / @wesm

Related issues:

• [C++] Allow user to select the compression level (relates to)

_{Note: This issue was originally created as ARROW-2290. Please see the migration documentation for further details.}

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Lawrence Chan / @llchan:
For what it's worth, this isn't lz4-specific, I just happen to be working with that at the moment.

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Kyle Beauchamp:
I'd like to upvote this; I encountered a use case where I wanted to improve compression ratio at the cost of compute and was sad to not have access to this knob.

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Kyle Beauchamp:
PS: this benchmark suggests that Brotli in particular could gain another 10% or so compression ratio by a higher compression level: https://quixdb.github.io/squash-benchmark/#ratio-vs-decompression

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Kyle Beauchamp:
Finally, I think we should change the title of this issue to generalize to all codecs.  

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Lawrence Chan / @llchan:
Maybe I don't have permissions, or maybe I'm overlooking something, but I can't seem to edit the issue title?

EDIT: derp, I'm not the owner, Wes opened this on my behalf in converting my GH issue.

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Tanguy Fautre:
It's also a bit sad that LZ4 HC (High Compression) is exposed as a separate set of functions by LZ4, which means that it cannot be used in Arrow/Parquet for the moment.

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Wes McKinney / @wesm:
Now that we have LZ4_FRAME compression type it would be straightforward to add this. Any takers?

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Antoine Pitrou / @pitrou:
The compression level is exposed, are we looking to expose other settings?

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Antoine Pitrou / @pitrou:
Closing for now, as there doesn't seem to be any demand for this besides the already exposed compression_level.