Add documentation for zstd static linking

- Add README.md to deps/zstd documenting source and usage
- Add comments in deps/Makefile for zstd build rule
- Add comments in include/makefiles_paths.mk for ZSTD paths
- Update INSTALL.md to note zstd is bundled and statically linked

Related: #5462

INSTALL.md

@@ -191,6 +191,8 @@ zypper install -y automake bzip2 cmake make gcc-c++ gcc git openssl openssl-deve
 brew install automake bzip2 cmake make git gpatch gnutls openssl@3 icu4c pkg-config libiconv zlib
 ```
 
+Note: zstd compression library is bundled with ProxySQL and statically linked, so it doesn't need to be installed separately.
+
 To compile on macOS, you must set the following environment variables to ensure the build system can find OpenSSL and Homebrew dependencies:
 
 ```bash

deps/Makefile

@@ -175,6 +175,9 @@ lz4/lz4/lib/liblz4.a:
 lz4: lz4/lz4/lib/liblz4.a
 
 
+# zstd - Zstandard compression library
+# Used for compressed protocol support in MySQL/PostgreSQL connections
+# Source: https://github.com/facebook/zstd
 zstd/zstd/lib/libzstd.a:
 	cd zstd && rm -rf zstd-*/ || true
 	cd zstd && tar -zxf zstd-*.tar.gz

deps/zstd/README.md

@@ -0,0 +1,31 @@
+# zstd - Zstandard Compression Library
+
+This directory contains the zstd compression library used by ProxySQL for
+compressed protocol support in MySQL and PostgreSQL connections.
+
+## Source
+
+- **Project**: https://github.com/facebook/zstd
+- **Version**: 1.5.7
+- **License**: BSD-3-Clause / GPL-2.0-only (dual licensed)
+
+## Build
+
+The library is built automatically by the ProxySQL build system:
+
+```bash
+cd deps/zstd && tar -zxf zstd-1.5.7.tar.gz
+cd zstd/zstd/lib && make libzstd.a
+```
+
+## Static Linking
+
+zstd is statically linked into ProxySQL to eliminate runtime dependencies
+on system libraries. This ensures consistent behavior across different
+platforms (Linux, macOS, FreeBSD).
+
+## Usage in ProxySQL
+
+- MySQL compressed protocol (`mysql_compression`)
+- PostgreSQL compressed protocol support
+- Used by `mysql_data_stream.cpp` and `MySQL_Protocol.cpp`

deps/zstd/zstd

@@ -0,0 +1 @@
+zstd-1.5.7

include/makefiles_paths.mk

@@ -54,6 +54,7 @@ CITYHASH_LDIR := $(CITYHASH_PATH)/src/.libs
 LZ4_PATH := $(DEPS_PATH)/lz4/lz4
 LZ4_LDIR := $(LZ4_PATH)/lib
 
+# Zstandard compression library for protocol compression support
 ZSTD_PATH := $(DEPS_PATH)/zstd/zstd
 ZSTD_IDIR := $(ZSTD_PATH)/lib
 ZSTD_LDIR := $(ZSTD_PATH)/lib