Out of curiosity, why do you think Democrats need to compromise? Because they're the sensible party and Republicans are a hopeless bunch of goofs who don't care about the workers they currently direct and are responsible for? Do we, well, American people, want to set a precedent that any president can do whatever he/she wants by holding the government hostage? According to many polls, most of the American people are against the wall and the president's approval ratings are dropping, aren't Republicans supposed to take that into account, if they really believe in democracy that is?
As far as I can see, the problem isn't just with Trump but also his party backing him up in his relentless quest. They can override the presidential veto with two thirds majority in both houses. The budget proposal from Democrats got more votes in the senate than that of Republicans even though the latter party has the majority, I guess even his own party has started to realize Trump's digging a hole for himself. He apparently now considers the possibility of declaring national emergency to get his budget for the wall, a budget spared for real emergencies, it's sad to see that he stops at nothing to do as he wishes. There's no compromise with such a man I suppose other than always submitting to his demands which, I think, is hard to swallow.