fix(ledger): retain SOR fills with unknown venue
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@@ -776,14 +776,15 @@ class ExecutionService:
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execution_venue = fs.execution_venue
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if execution_venue is None and slot.venue in {"KRX", "NXT"}:
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execution_venue = slot.venue
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if execution_venue not in {"KRX", "NXT"}:
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if execution_venue is not None and execution_venue not in {"KRX", "NXT"}:
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r.ledger_skipped += 1
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_log.warning(
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"ledger skip: slot=%s portfolio_id=%s side=%s "
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"reason=missing_execution_venue order_venue=%s",
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"reason=unsupported_execution_venue execution_venue=%s order_venue=%s",
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slot.slot_id,
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slot.portfolio_id,
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side,
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execution_venue,
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slot.venue,
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)
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return
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