Enable compressed payloads on ThreadStats object

Author: James Forcier

datadog_lambda/metric.py

@@ -20,7 +20,6 @@
 
 logger = logging.getLogger(__name__)
 
-
 class StatsDWrapper:
     """
     Wraps StatsD calls, to give an identical interface to ThreadStats
@@ -41,7 +40,7 @@ def flush(self, value):
 if should_use_extension:
     lambda_stats = StatsDWrapper()
 else:
-    lambda_stats = ThreadStats()
+    lambda_stats = ThreadStats(compress_payload=True)
     lambda_stats.start()