Clear market depth when depth is stopped

Previously the stopped market depth data remained in the Ticker object
until the next depth request, but it would obviously be old and just
using extra memory unnecessarily since it wasn't being used anymore.

Now we clear the market depth data on:

- initial market data request (ib.py)
- upstream market data "reset" signal (wrapper.py)
- market data stop/cancel (ib.py)

Author: mattsta

ib_async/ib.py

@@ -1533,6 +1533,13 @@ def cancelMktDepth(self, contract: Contract, isSmartDepth=False):
         reqId = self.wrapper.endTicker(ticker, "mktDepth") if ticker else 0
         if ticker and reqId:
             self.client.cancelMktDepth(reqId, isSmartDepth)
+
+            # clear market depth state from live ticker since it is not longer
+            # being updated after the cancel request.
+            ticker.domBids.clear()
+            ticker.domAsks.clear()
+            ticker.domBidsDict.clear()
+            ticker.domAsksDict.clear()
         else:
             self._logger.error(
                 f"cancelMktDepth: No reqId found for contract {contract}"