Write a document about write proxy thrift API

[sijie]

FEATURE REQUEST

1. Please describe the feature you are requesting.

Currently the documentation about write proxy thrift API is missing. It is good to have a page about the write proxy thrift API. It is good for supporting different language bindings.

2. Indicate the importance of this issue to you (blocker, must-have, should-have, nice-to-have). Are you currently using any workarounds to address this issue?

nice-to-have

3. Provide any additional detail on your proposed use case for this feature.

N/A