rerouteMktDataReq / rerouteMktDepthReq missing from Wrapper — AttributeError on CFD reroute

[msdavid]

Bug: rerouteMktDataReq / rerouteMktDepthReq missing from Wrapper — AttributeError on CFD reroute

Version

ib_async 2.1.0

Description

When IBKR reroutes a CFD order to the underlying stock, the API sends message IDs 91 and 92. decoder.py (lines 122-123) routes these to wrapper.rerouteMktDataReq and wrapper.rerouteMktDepthReq respectively.

However, the Wrapper class in wrapper.py does not define these methods. This means any CFD reroute event raises AttributeError.

Steps to reproduce

1. Subscribe to market data for a CFD contract (e.g., CFD('AAPL'))
2. IBKR internally reroutes the CFD to the underlying stock
3. Message ID 91/92 arrives from the server
4. decoder.py dispatches to wrapper.rerouteMktDataReq(reqId, conId, exchange) or wrapper.rerouteMktDepthReq(reqId, conId, exchange)
5. AttributeError: 'Wrapper' object has no attribute 'rerouteMktDataReq'

Expected behavior

Wrapper should define rerouteMktDataReq and rerouteMktDepthReq methods (matching the TWS API EWrapper interface), and ideally surface them as events on the IB class.

Code references

• decoder.py L122-123: message routing
• wrapper.py: missing method definitions
• TWS API reference: EWrapper::rerouteMktDataReq, EWrapper::rerouteMktDepthReq

[mattsta]

technically correct probably. Lots of the data flows in the library here is around fixing common things used in common workflows and we just haven't come across a lot of live CFD interactions. More checks which may already be working better for the (hopefully soon, we haven't forgotten) migration to ibkr protobufs api too.

Will investigate for correctness during a spring cleaning update with picking up some lingering issues hopefully.