reqContractDetails called on BAG contracts after ib_async migration — combo/roll orders dropped from broker order view, console spammed with IB warnings

[rorymac]

Summary

After the ib_insync → ib_async migration, viewing the broker order stack with a live combo/spread (roll) order produces a stream of ib_async.wrapper warnings, and the combo order is silently omitted from the displayed list.

Steps to reproduce

1. Have a live futures spread/roll order at IB (IB represents these as a BAG contract).
2. Run interactive_order_stack → 0 (View) → 4 (View IB orders and fills).

Observed behaviour

WARNING ib_async.wrapper Warning 2104, reqId -1: Market data farm connection is OK:cafarm
... (2104 / 2106 / 2158 messages) ...
WARNING ib_async.wrapper Warning 321, reqId 664678: Error validating request.-'bI' :
cause - 'BAG' isn't supported for contract data request. Please enter a valid
security type, contract: Bag(conId=..., symbol='HE', ..., comboLegs=[...])

The combo order does not appear in the order list.

Root cause

_create_broker_control_order_object (sysbrokers/IB/ib_orders.py) passes the raw contract to the instrument-code lookup:

ib_contract = trade_with_contract_from_ib.ibcontract_with_legs.ibcontract
instrument_code = self.futures_instrument_data.get_instrument_code_from_broker_contract_object(ib_contract)

For a combo order that ib_contract is a BAG. The lookup chain ends at ibClient._get_contract_details → self.ib.reqContractDetails(BAG). IB's API does not support reqContractDetails on a BAG contract (Warning 321), so it returns
nothing → missingContract → caught by the bare except in _create_broker_control_order_object → order skipped as "usual behaviour for FX and equities trades".

So a system's own roll orders are silently dropped from "View IB orders and fills". This is a long-standing logic issue, but it was previously masked: commit 741906a ("remove error reporting from ib_client. we get same messages
direct from logger"), part of the ib_async migration, deleted ibClient.error_handler, which used to intercept and filter IB messages. Now ib_async's own logger emits every IB message — including the BAG warning and the harmless
2104/2106/2158 "connection is OK" notices — straight to the console at WARNING level.

Two separable problems

1. Combo orders dropped / spurious Warning 321. reqContractDetails should never be called on a BAG. Each resolved leg (already available in ibcontract_with_legs.legs) is an ordinary futures contract for the same instrument and
   can be used for the instrument-code lookup instead.
2. Console noise. With error_handler removed, routine IB informational warnings (2104/2106/2158) now print at WARNING level on every connection. Consider re-adding a lightweight handler or filtering these, or documenting the
   expected log output.

Suggested fix for (1)

When the contract is a BAG with resolved legs, identify the instrument from the first leg rather than the BAG:

def _ib_contract_for_instrument_lookup(ibcontract_with_legs):
ib_contract = ibcontract_with_legs.ibcontract
legs = ibcontract_with_legs.legs
if getattr(ib_contract, "secType", "") == "BAG" and len(legs) > 0:
return legs[0]
return ib_contract

…and call it in _create_broker_control_order_object. Happy to open a PR if useful.

Environment

• pysystemtrade develop (post ib_async migration, commit 741906a present)
• ib_async 2.x
• Python 3.10

[bug-or-feature]

This has nothing to do with the ib_insync / ib_async migration, spread orders have never appeared in 'View IB orders and fills'