internal/report.go

@@ -55,8 +55,8 @@ type ReportWriter interface {
 type Selector func(Record) bool
 
 // BuildReport reads records from a RecordReader and, if the record passes the Selector, it is
-// processed into the report
+// processed into the ReportWriter.
-func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter, s Selector) error {
+func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter, sel Selector) error {
 	buys := make(map[string]*FillerQueue)
 
 	var buysCount, sellsCount int64
@@ -83,14 +83,6 @@ func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter,
 				return err
 			}
 
-			if !s(rec) {
-				slog.Debug("Report: skipping record",
-					slog.String("symbol", rec.Symbol()),
-					slog.String("side", rec.Side().String()),
-				)
-				continue
-			}
-
 			if rec.Side().IsBuy() {
 				buysCount++
 			} else {
@@ -105,7 +97,7 @@ func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter,
 				buys[rec.Symbol()] = buyQueue
 			}
 
-			err = processRecord(ctx, buyQueue, rec, writer)
+			err = processRecord(ctx, buyQueue, rec, sel, writer)
 			if err != nil {
 				return fmt.Errorf("processing record: %w", err)
 			}
@@ -114,7 +106,11 @@ func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter,
 	}
 }
 
-func processRecord(ctx context.Context, q *FillerQueue, rec Record, writer ReportWriter) error {
+// processRecord either adds buys to the queue or consumes buys from the queue when processing a
+// sell record.
+// Selectors are only applied for sells for performance reasons. It's much cheaper to just accumulate
+// buys and only actually inspect a record once a sell happens
+func processRecord(ctx context.Context, q *FillerQueue, rec Record, sel Selector, writer ReportWriter) error {
 	slog.Debug("Report: processing record",
 		slog.String("symbol", rec.Symbol()),
 		slog.String("side", rec.Side().String()),
@@ -125,6 +121,14 @@ func processRecord(ctx context.Context, q *FillerQueue, rec Record, writer Repor
 		q.Push(NewFiller(rec))
 
 	case SideSell:
+		if !sel(rec) {
+			slog.Debug("Report: skipping record",
+				slog.String("symbol", rec.Symbol()),
+				slog.String("side", rec.Side().String()),
+			)
+			return nil
+		}
+
 		unmatchedQty := rec.Quantity()
 
 		for unmatchedQty.IsPositive() {