You just reminded me of a short story with that exact premise. My memory and googlefu are inadequate to come up with a name or title, but I do remember some other stuff. The protagonist is a detective of some sort I believe on a planet orbiting a star called Hell. The planet doesn’t rotate, so all the habitable zones lie along the equator and there is no law, only anarchy. The people live in hovels and murder, rape, and slavery are de rigeur except within the heavily guarded confines of a few corporation buildings that own everything. The protag gets taken as a slave, I believe at some point loses a hand, some stuff happens and kills some bad guys on a boat heading into the night side of the planet (yes not only is there atmosphere there’s water on this mercury-like planet) and I think it more or less ends there.
Ring any bells for anybody else?