Feature Request: Support `BEGIN PRIORITY X` for pgx

[danthegoodman1]

Currently there is no way to specify the priority of a transaction when using the pgx integration on initialization of the transaction. This results in another round trip to the DB with a SET TRANSACTION PRIORITY.

It would be stellar if there was an option in crdbpgx.ExecuteTx() that would allow specification of a transaction priority.

[rafiss]

Until we resolve this, one option you could consider is to use the default_transaction_priority session variable. It controls the default priority for all transactions created in the current session, so it's another way of avoiding that round-trip.

One issue that makes it a bit harder to make this change is that it seems we'd have to make a backward-incompatible change to the interface, so that transaction priority can be passed in.

[danthegoodman1]

Not particularly keen on using 2 connection pools, so I'll be patient and look forward to an update :P (although that's what I've been doing where needed)

[HeCorr]

Related: jackc/pgx#1643