Rework XLogReader callback system

Code review for 0dc8ead463, prompted by a bug closed by 91c40548d5.

XLogReader's system for opening and closing segments had gotten too
complicated, with callbacks being passed at both the XLogReaderAllocate
level (read_page) as well as at the WALRead level (segment_open).  This
was confusing and hard to follow, so restructure things so that these
callbacks are passed together at XLogReaderAllocate time, and add
another callback to the set (segment_close) to make it a coherent whole.
Also, ensure XLogReaderState is an argument to all the callbacks, so
that they can grab at the ->private data if necessary.

Document the whole arrangement more clearly.

Author: Álvaro Herrera <alvherre@alvh.no-ip.org>
Reviewed-by: Kyotaro Horiguchi <horikyota.ntt@gmail.com>
Discussion: https://postgr.es/m/20200422175754.GA19858@alvherre.pgsql

src/backend/access/transam/twophase.c

@@ -1331,7 +1331,10 @@ XlogReadTwoPhaseData(XLogRecPtr lsn, char **buf, int *len)
 	char	   *errormsg;
 
 	xlogreader = XLogReaderAllocate(wal_segment_size, NULL,
-									&read_local_xlog_page, NULL);
+									XL_ROUTINE(.page_read = &read_local_xlog_page,
+											   .segment_open = &wal_segment_open,
+											   .segment_close = &wal_segment_close),
+									NULL);
 	if (!xlogreader)
 		ereport(ERROR,
 				(errcode(ERRCODE_OUT_OF_MEMORY),