* fix FindLZ4 to follow convention (LIBRARIES, not LIBRARY)
* remove redundant checks from rocksdb/CMakeLists.txt
* put all checks through the same macro that uniformly
checks for a package, prints the message, adds definition
This change add WITH_ROCKSDB_{LZ4,BZIP2,ZSTD,snappy} CMake variables
that can be set to ON/OFF/AUTO.
If variable has default value AUTO, rocksdb links with corresponding
compression library. OFF disables compiling/linking with specific compression
library, ON forces compiling with it (cmake would throw error if library
is not available)
Support for ZLIB is added unconditionally, as it is always there.