fix: preserve SOR execution venue separately

2026-08-19 12:48:05 +09:00
parent 15aeae6930
commit 7366cadf03
15 changed files with 126 additions and 17 deletions
@@ -773,6 +773,20 @@ class ExecutionService:
            if resolved_price is not None
            else (float(fs.avg_price) if fs.avg_price is not None else 0.0)
        )
+        execution_venue = fs.execution_venue
+        if execution_venue is None and slot.venue in {"KRX", "NXT"}:
+            execution_venue = slot.venue
+        if execution_venue not in {"KRX", "NXT"}:
+            r.ledger_skipped += 1
+            _log.warning(
+                "ledger skip: slot=%s portfolio_id=%s side=%s "
+                "reason=missing_execution_venue order_venue=%s",
+                slot.slot_id,
+                slot.portfolio_id,
+                side,
+                slot.venue,
+            )
+            return
        trade = LedgerTrade(
            asset_id=str(slot.portfolio_id),
            order_id=str(broker_order_id),
@@ -783,7 +797,8 @@ class ExecutionService:
            fee=float(fs.fee),
            tax=float(fs.tax),
            executed_at=datetime.now(tz=timezone.utc),
-            venue=slot.venue,
+            venue=execution_venue,
+            order_venue=slot.venue,
        )
        self._ledger_outbox.enqueue(trade)
        r.ledger_enqueued += 1