Add compression to SDK

_As a funcX user I want input data and responses to optionally be compressed on both ends of the connection to reduce network costs_

The issue names no files, tests, or entry points. Start by tracing the SDK's connection paths for input data and responses, then identify how both ends can negotiate optional compression. Done means compression is optional and works for inputs and responses on both ends, with coverage for compressed and uncompressed communication.

Written by the indexing model from the issue text.