The immediate motivation for this is to provide clean infrastructure
for the proposed \if...\endif patch for psql; but it seems like a good
thing to have even if that patch doesn't get in.  Previously the callback
functions could only make use of application-global state, which is a
pretty severe handicap.
For the moment, the pointer is only passed through to the get_variable
callback function.  I considered also passing it to the write_error
callback, but for now let's not.  Neither psql nor pgbench has a use
for that, and in the case of psql we'd have to invent a separate wrapper
function because we would certainly not want to change the signature of
psql_error().
Discussion: https://postgr.es/m/10108.
1489418309@sss.pgh.pa.us
  * If "escape" is true, return the value suitably quoted and escaped,
  * as an identifier or string literal depending on "as_ident".
  * (Failure in escaping should lead to returning NULL.)
+ *
+ * "passthrough" is the pointer previously given to psql_scan_set_passthrough.
+ * psql currently doesn't use this.
  */
 char *
-psql_get_variable(const char *varname, bool escape, bool as_ident)
+psql_get_variable(const char *varname, bool escape, bool as_ident,
+                                 void *passthrough)
 {
        char       *result;
        const char *value;
 
 extern bool openQueryOutputFile(const char *fname, FILE **fout, bool *is_pipe);
 extern bool setQFout(const char *fname);
 
-extern char *psql_get_variable(const char *varname, bool escape, bool as_ident);
+extern char *psql_get_variable(const char *varname, bool escape, bool as_ident,
+                                 void *passthrough);
 
 extern void psql_error(const char *fmt,...) pg_attribute_printf(1, 2);
 
 
                                                                                                                         yyleng - 1);
                                                value = cur_state->callbacks->get_variable(varname,
                                                                                                                                   false,
-                                                                                                                                  false);
+                                                                                                                                  false,
+                                                                                                                                  cur_state->cb_passthrough);
                                                free(varname);
 
                                                /*
 
                                        if (cur_state->callbacks->get_variable)
                                                value = cur_state->callbacks->get_variable(varname,
                                                                                                                                   false,
-                                                                                                                                  false);
+                                                                                                                                  false,
+                                                                                                                                  cur_state->cb_passthrough);
                                        else
                                                value = NULL;
 
        free(state);
 }
 
+/*
+ * Set the callback passthrough pointer for the lexer.
+ *
+ * This could have been integrated into psql_scan_create, but keeping it
+ * separate allows the application to change the pointer later, which might
+ * be useful.
+ */
+void
+psql_scan_set_passthrough(PsqlScanState state, void *passthrough)
+{
+       state->cb_passthrough = passthrough;
+}
+
 /*
  * Set up to perform lexing of the given input line.
  *
        /* Variable lookup. */
        varname = psqlscan_extract_substring(state, txt + 2, len - 3);
        if (state->callbacks->get_variable)
-               value = state->callbacks->get_variable(varname, true, as_ident);
+               value = state->callbacks->get_variable(varname, true, as_ident,
+                                                                                          state->cb_passthrough);
        else
                value = NULL;
        free(varname);
 
 {
        /* Fetch value of a variable, as a pfree'able string; NULL if unknown */
        /* This pointer can be NULL if no variable substitution is wanted */
-       char       *(*get_variable) (const char *varname, bool escape, bool as_ident);
+       char       *(*get_variable) (const char *varname, bool escape,
+                                                                                  bool as_ident, void *passthrough);
        /* Print an error message someplace appropriate */
        /* (very old gcc versions don't support attributes on function pointers) */
 #if defined(__GNUC__) && __GNUC__ < 4
 extern PsqlScanState psql_scan_create(const PsqlScanCallbacks *callbacks);
 extern void psql_scan_destroy(PsqlScanState state);
 
+extern void psql_scan_set_passthrough(PsqlScanState state, void *passthrough);
+
 extern void psql_scan_setup(PsqlScanState state,
                                const char *line, int line_len,
                                int encoding, bool std_strings);
 
        char       *dolqstart;          /* current $foo$ quote start string */
 
        /*
-        * Callback functions provided by the program making use of the lexer.
+        * Callback functions provided by the program making use of the lexer,
+        * plus a void* callback passthrough argument.
         */
        const PsqlScanCallbacks *callbacks;
+       void       *cb_passthrough;
 } PsqlScanStateData;