Add RocksDB options for in memory configurations.

Functions to set wal options are called during make test.

Use wal uniformly instead of WAL

Use wal uniformly instead of WAL

When you set the path to rocksdb directory in memory like in /dev/shm,
you need to set the wal_dir and WAL_ttl_seconds options if you want to
recover your in-memory RocksDB database after a machine reboot.

See: https://github.com/facebook/rocksdb/wiki/How-to-persist-in-memory-RocksDB-database

download zlib from github