Add Indent Support in to_json
- [X] closes #12004
- [X] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

After some of the recent refactor this should be relatively easy to do after vendoring a few updates
@WillAyd can you merge master. Actually just realized that the simplejson implementation prefers indent to be a string rather than an int. Let me see if I can work that in here

https://github.com/simplejson/simplejson/blob/5fccfc1d88cc70455d013fbf13f9a49a19cd7929/simplejson/__init__.py#L328 Nevermind ignore previous comment - mixed up my JSON libraries this morning. ujson only supports an int OK I think this is ready. If it helps for review here is the reference implementation that I've vendored into our ujson copy:

https://github.com/esnme/ultrajson/pull/163/files For completeness here are benchmarks showing no change:

<details>

```sh
· Running 22 total benchmarks (2 commits * 1 environments * 11 benchmarks)
[  0.00%] · For pandas commit 51db82d9 <master> (round 1/2):
[  0.00%] ·· Building for conda-py3.6-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-pytest-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt...............................................
[  0.00%] ·· Benchmarking conda-py3.6-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-pytest-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt
[  6.82%] ··· Running (io.json.ToJSON.time_to_json--).
[  9.09%] ··· Running (io.json.ToJSON.time_to_json_wide--).
[ 11.36%] ··· Running (io.json.ToJSONLines.time_delta_int_tstamp_lines--).....
[ 25.00%] · For pandas commit 638d0552 <json-indent2> (round 1/2):
[ 25.00%] ·· Building for conda-py3.6-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-pytest-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt...
[ 25.00%] ·· Benchmarking conda-py3.6-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-pytest-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt
[ 31.82%] ··· Running (io.json.ToJSON.time_to_json--).
[ 34.09%] ··· Running (io.json.ToJSON.time_to_json_wide--).
[ 36.36%] ··· Running (io.json.ToJSONLines.time_delta_int_tstamp_lines--).....
[ 50.00%] · For pandas commit 638d0552 <json-indent2> (round 2/2):
[ 50.00%] ·· Benchmarking conda-py3.6-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-pytest-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt
[ 52.27%] ··· io.json.ToJSON.mem_to_json                                                                                    ok
[ 52.27%] ··· ========= ==== ============= ============== =============== ==================
              --                                       frame
              --------- --------------------------------------------------------------------
                orient   df   df_date_idx   df_td_int_ts   df_int_floats   df_int_float_str
              ========= ==== ============= ============== =============== ==================
                split    0         0             0               0                0
               columns   0         0             0               0                0
                index    0         0             0               0                0
                values   0         0             0               0                0
               records   0         0             0               0                0
              ========= ==== ============= ============== =============== ==================

[ 54.55%] ··· io.json.ToJSON.mem_to_json_wide                                                                               ok
[ 54.55%] ··· ========= ==== ============= ============== =============== ==================
              --                                       frame
              --------- --------------------------------------------------------------------
                orient   df   df_date_idx   df_td_int_ts   df_int_floats   df_int_float_str
              ========= ==== ============= ============== =============== ==================
                split    0         0             0               0                0
               columns   0         0             0               0                0
                index    0         0             0               0                0
                values   0         0             0               0                0
               records   0         0             0               0                0
              ========= ==== ============= ============== =============== ==================

[ 56.82%] ··· io.json.ToJSON.time_to_json                                                                                   ok
[ 56.82%] ··· ========= ========== ============= ============== =============== ==================
              --                                          frame
              --------- --------------------------------------------------------------------------
                orient      df      df_date_idx   df_td_int_ts   df_int_floats   df_int_float_str
              ========= ========== ============= ============== =============== ==================
                split    93.9±5ms     94.2±9ms      98.5±6ms        102±5ms          102±20ms
               columns   95.6±2ms     308±20ms      352±40ms        321±60ms         313±40ms
                index    121±3ms      319±10ms      318±20ms        318±5ms          316±3ms
                values   78.3±3ms     78.6±1ms      79.3±1ms        88.4±1ms         87.5±1ms
               records   89.1±6ms     92.0±2ms      109±2ms         117±2ms          116±3ms
              ========= ========== ============= ============== =============== ==================

[ 59.09%] ··· io.json.ToJSON.time_to_json_wide                                                                              ok
[ 59.09%] ··· ========= ========== ============= ============== =============== ==================
              --                                          frame
              --------- --------------------------------------------------------------------------
                orient      df      df_date_idx   df_td_int_ts   df_int_floats   df_int_float_str
              ========= ========== ============= ============== =============== ==================
                split    110±1ms      110±2ms       168±4ms         154±6ms          181±20ms
               columns   123±1ms      139±2ms       190±2ms         176±2ms          200±3ms
                index    125±3ms      125±2ms      188±0.9ms        168±4ms          207±7ms
                values   109±9ms      112±7ms       170±10ms        149±10ms         191±20ms
               records   139±10ms     137±10ms      199±10ms        171±20ms         195±6ms
              ========= ========== ============= ============== =============== ==================

[ 61.36%] ··· io.json.ToJSONLines.time_delta_int_tstamp_lines                                                          147±3ms
[ 63.64%] ··· io.json.ToJSONLines.time_float_int_lines                                                                 163±4ms
[ 65.91%] ··· io.json.ToJSONLines.time_float_int_str_lines                                                            168±10ms
[ 68.18%] ··· io.json.ToJSONLines.time_floats_with_dt_index_lines                                                      131±7ms
[ 70.45%] ··· io.json.ToJSONLines.time_floats_with_int_idex_lines                                                      126±3ms
[ 72.73%] ··· Setting up io/json.py:200                                                                                     ok
[ 72.73%] ··· io.json.ToJSONMem.peakmem_float                                                                            62.3M
[ 75.00%] ··· io.json.ToJSONMem.peakmem_int                                                                              62.5M.
[ 75.00%] · For pandas commit 51db82d9 <master> (round 2/2):
[ 75.00%] ·· Building for conda-py3.6-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-pytest-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt...
[ 75.00%] ·· Benchmarking conda-py3.6-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-pytest-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt
[ 77.27%] ··· io.json.ToJSON.mem_to_json                                                                                    ok
[ 77.27%] ··· ========= ==== ============= ============== =============== ==================
              --                                       frame
              --------- --------------------------------------------------------------------
                orient   df   df_date_idx   df_td_int_ts   df_int_floats   df_int_float_str
              ========= ==== ============= ============== =============== ==================
                split    0         0             0               0                0
               columns   0         0             0               0                0
                index    0         0             0               0                0
                values   0         0             0               0                0
               records   0         0             0               0                0
              ========= ==== ============= ============== =============== ==================

[ 79.55%] ··· io.json.ToJSON.mem_to_json_wide                                                                               ok
[ 79.55%] ··· ========= ==== ============= ============== =============== ==================
              --                                       frame
              --------- --------------------------------------------------------------------
                orient   df   df_date_idx   df_td_int_ts   df_int_floats   df_int_float_str
              ========= ==== ============= ============== =============== ==================
                split    0         0             0               0                0
               columns   0         0             0               0                0
                index    0         0             0               0                0
                values   0         0             0               0                0
               records   0         0             0               0                0
              ========= ==== ============= ============== =============== ==================

[ 81.82%] ··· io.json.ToJSON.time_to_json                                                                                   ok
[ 81.82%] ··· ========= =========== ============= ============== =============== ==================
              --                                           frame
              --------- ---------------------------------------------------------------------------
                orient       df      df_date_idx   df_td_int_ts   df_int_floats   df_int_float_str
              ========= =========== ============= ============== =============== ==================
                split    90.9±10ms     88.8±6ms      92.2±4ms        98.5±7ms         107±2ms
               columns    107±10ms     313±20ms      298±20ms        320±7ms          324±20ms
                index    104±0.8ms     309±10ms      308±10ms        311±5ms          343±10ms
                values    75.1±1ms     76.5±2ms      80.3±3ms        122±20ms         85.3±6ms
               records   95.0±10ms    92.1±10ms      123±10ms        125±7ms          141±30ms
              ========= =========== ============= ============== =============== ==================

[ 84.09%] ··· io.json.ToJSON.time_to_json_wide                                                                              ok
[ 84.09%] ··· ========= =========== ============= ============== =============== ==================
              --                                           frame
              --------- ---------------------------------------------------------------------------
                orient       df      df_date_idx   df_td_int_ts   df_int_floats   df_int_float_str
              ========= =========== ============= ============== =============== ==================
                split     112±6ms      111±5ms       214±30ms        184±10ms         189±30ms
               columns    126±3ms      140±2ms       205±10ms        179±4ms          211±20ms
                index     125±2ms      123±2ms       186±7ms         169±5ms          215±10ms
                values    113±10ms     107±2ms       163±6ms         146±1ms          174±3ms
               records   122±0.7ms     135±10ms      239±50ms        167±3ms          207±20ms
              ========= =========== ============= ============== =============== ==================

[ 86.36%] ··· io.json.ToJSONLines.time_delta_int_tstamp_lines                                                          147±2ms
[ 88.64%] ··· io.json.ToJSONLines.time_float_int_lines                                                                 164±4ms
[ 90.91%] ··· io.json.ToJSONLines.time_float_int_str_lines                                                             171±5ms
[ 93.18%] ··· io.json.ToJSONLines.time_floats_with_dt_index_lines                                                      123±6ms
[ 95.45%] ··· io.json.ToJSONLines.time_floats_with_int_idex_lines                                                     149±20ms
[ 97.73%] ··· Setting up io/json.py:200                                                                                     ok
[ 97.73%] ··· io.json.ToJSONMem.peakmem_float                                                                            62.3M
[100.00%] ··· io.json.ToJSONMem.peakmem_int                                                                              62.3M
.
BENCHMARKS NOT SIGNIFICANTLY CHANGED.
```

</details>

Anyone have thoughts on this? Couple 35 compat things came up when simplifying table build. Not necessarily relevant as order of JSON objects is undefined and 35 will be dropped by time this goes live anyway, but added appropriate compat to get tests to pass. 

In any case ready for review again Validation added and changed the default to `indent=None`, with a documentation note on `index=0` behavior and how it differs from stdlib Ping on this one - I think good to go Thanks for the feedback @gfyoung . If no other comments I plan to merge this on Wednesday Hi.

Is indent feature still in pending?