fix(ledger): retain SOR fills with unknown venue

This commit is contained in:
Hermes Agent
2026-08-24 09:47:21 +09:00
parent f8ad591f0d
commit 9da8c27e52
3 changed files with 99 additions and 2 deletions
+3 -2
View File
@@ -776,14 +776,15 @@ class ExecutionService:
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"}:
if execution_venue is not None and 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",
"reason=unsupported_execution_venue execution_venue=%s order_venue=%s",
slot.slot_id,
slot.portfolio_id,
side,
execution_venue,
slot.venue,
)
return