wboayue / rust-ibapi / 22809831948

86%

Build Type

push

github

Committed by web-flow

Commit Message

Fix async market_depth cancel not propagating is_smart_depth flag (#437)

* Fix async market_depth cancel not propagating is_smart_depth flag

The sync `market_depth()` correctly uses `send_with_context()` to
propagate the `is_smart_depth` flag into the subscription's
`DecoderContext`. However, the async version uses plain `send()`,
which creates a default context with `is_smart_depth: false`.

When cancelling an async smart depth subscription, the cancel message
is encoded with `is_smart_depth = false` (from the default context),
while the original subscribe was sent with `is_smart_depth = true`.
TWS silently ignores the mismatched cancel — the subscription slot
is never freed. After 3 subscriptions, TWS rejects new requests with
error 309: "Max number (3) of market depth requests has been reached".

This affects both explicit `sub.cancel()` and the Drop-based cleanup.

The fix mirrors what the sync version already does: use
`send_with_context()` with the correct `is_smart_depth` value so
the cancel message matches the subscribe.

Related: #224

* Fix rustfmt formatting in async market_depth

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