fix: retain precise missing execution quote diagnostics during risk checks

2026-09-11 09:14:58 +08:00
parent c32807db1d
commit d3c36e9478
1 changed files with 18 additions and 18 deletions
@@ -6166,6 +6166,24 @@ where
        } else {
            rule
        };
+        if (rule.allowed || rule.reason.as_deref() == Some("invalid execution price"))
+            && let Some(missing_reason) =
+                self.missing_daily_execution_price_reason(snapshot, algo_request)
+        {
+            Self::reject_missing_execution_price_order(
+                report,
+                date,
+                order_id,
+                symbol,
+                OrderSide::Buy,
+                requested_qty,
+                reason,
+                missing_reason,
+                emit_creation_events,
+            );
+            self.clear_open_order(order_id);
+            return Ok(());
+        }
        if !rule.allowed {
            let rule_reason = rule.reason.as_deref().unwrap_or_default().to_string();
            let status = match rule.reason.as_deref() {
@@ -6202,24 +6220,6 @@ where
            return Ok(());
        }

-        if let Some(missing_reason) =
-            self.missing_daily_execution_price_reason(snapshot, algo_request)
-        {
-            Self::reject_missing_execution_price_order(
-                report,
-                date,
-                order_id,
-                symbol,
-                OrderSide::Buy,
-                requested_qty,
-                reason,
-                missing_reason,
-                emit_creation_events,
-            );
-            self.clear_open_order(order_id);
-            return Ok(());
-        }
-
        let current_position_quantity = portfolio
            .position(symbol)
            .map(|position| position.quantity)