The state-tracking of WAL reading in various places was pretty messy,
mostly because the ancient physical-replication WAL reading code wasn't
using the XLogReader abstraction.  This led to some untidy code.  Make
it prettier by creating two additional supporting structs,
WALSegmentContext and WALOpenSegment which keep track of WAL-reading
state.  This makes code cleaner, as well as supports more future
cleanup.

Author: Antonin Houska
Reviewed-by: Álvaro Herrera and (older versions) Robert Haas
Discussion: https://postgr.es/m/14984.1554998742@spoje.net