IB : Exception in message dispatch. Handler 'commissionReport' for 'commissionReport' <...> in push_commissionreport ex = self.executions.pop(cr.m_execId)

[FGU1]

Not really a technical bug on Backtrader side, IMO more a design problem on IB side, but I create this issue for information.
When trading with BT via IB, one can get this kind of message :

08-Oct-20 17:47:24 ERROR Exception in message dispatch. Handler 'commissionReport' for 'commissionReport' Traceback (most recent call last): File "x/backtrader-J2SaRgr0/lib/python3.7/site-packages/ib/opt/dispatcher.py", line 44, in __call__ results.append(listener(message)) File "x/backtrader/backtrader/backtrader/stores/ibstore.py", line 1323, in commissionReport self.broker.push_commissionreport(msg.commissionReport) File x/labs/backtrader/backtrader/backtrader/brokers/ibbroker.py", line 482, in push_commissionreport ex = self.executions.pop(cr.m_execId) KeyError: '0000e215.5f7e7752.01.01

This exception is raised when backtrader is running with a given ClientID, and that an order is placed manually or with another API connection and a different ClientID.
The reason is that BT cannot filter by ClientID when receiving commissionReport, as IB do not send a ClientID in the commissionReport message.

More details on this :

• IB do send the ClientID and the OrderId with the openorder callback but not the ExecId (Which is normal as the order may not have been executed)

• IB send the ExecId, the ClientID and the OrderId with the execDetails messages.

• IB do not send the ClientID or OrderId with the commissionReport messages, the only thing that can be linked to an order that is then sent is the ExecId

So a running strategy will receive commissionReport messages for all order executed on TWS : its own orders, orders placed manually and from another clientId, but not the openorder and execDetails messages.
There are 2 exception for this :

• ClientID 0 will receive openorders, execDetails and commissionReports for itself and for orders placed manually

• If a ClientID is set as "Master API client ID" (in Global configuration / API / Settings) it will receive openorder, execDetails and commissionReport for all clients.