X11 has had this since day one. However the trade offs to actually employing it are... unfortunate. It leans real hard on the application to actually cross screen boundaries and very few applications were willing to put the work in. so xrandr was invented. which does more of what people want with multiple screens by treating them as parts of one large virtual screen but you loose the per screen dpi.

http://wok.oblomov.eu/tecnologia/mixed-dpi-x11/

Natively in X11? No. Even with Xrandr. It is no. But you can obtain the display size and then draw things differently using OpenGL but now you're reinventing the display protocol in your drawing engine (which is what GLX is after all but I digress). You need to onboard every toolkit to your protocol.