skip buy records not covered by selector

internal/report.go

@@ -68,7 +68,8 @@ func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter,
 		case <-ctx.Done():
 			return ctx.Err()
 		case <-progTicker.C:
-			slog.InfoContext(ctx, "Progress update",
+			slog.InfoContext(
+				ctx, "Progress update",
 				slog.Int64("total_records", buysCount+sellsCount),
 				slog.Int64("sell_records", sellsCount),
 				slog.Int64("buy_records", buysCount),
@@ -108,10 +109,13 @@ func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter,
 
 // processRecord either adds buys to the queue or consumes buys from the queue when processing a
 // sell record.
-// Selectors are only applied on sells for performance reasons. It's much cheaper to just accumulate
-// buys and only actually inspect a record once a sell happens due to potential network requests to
+//
+// NOTE: Selectors are only applied when processing sell records for performance reasons. It's much
+// cheaper to just accumulate buys and only actually inspect any records once a sell happens. This
+// avoids potential network requests to for every single record.
 func processRecord(ctx context.Context, q *FillerQueue, rec Record, sel Selector, writer ReportWriter) error {
-	slog.Debug("Report: processing record",
+	slog.Debug(
+		"Report: processing record",
 		slog.String("symbol", rec.Symbol()),
 		slog.String("side", rec.Kind().String()),
 	)
@@ -122,7 +126,8 @@ func processRecord(ctx context.Context, q *FillerQueue, rec Record, sel Selector
 
 	case KindSell:
 		if !sel(rec) {
-			slog.Debug("Report: skipping record",
+			slog.Debug(
+				"Report: skipping record",
 				slog.String("symbol", rec.Symbol()),
 				slog.String("side", rec.Kind().String()),
 			)
@@ -137,6 +142,11 @@ func processRecord(ctx context.Context, q *FillerQueue, rec Record, sel Selector
 				return ErrInsufficientBoughtVolume
 			}
 
+			// Since we don't apply selectors while processing buys we need to apply them here.
+			if !sel(buy) {
+				continue
+			}
+
 			matchedQty, filled := buy.Fill(unmatchedQty)
 
 			if filled {