pull out .Subscribe from trader.Run

pkg/bbgo/session.go

@@ -148,6 +148,8 @@ type ExchangeSession struct {
 
 	usedSymbols        map[string]struct{}
 	initializedSymbols map[string]struct{}
+
+	logger *log.Entry
 }
 
 func NewExchangeSession(name string, exchange types.Exchange) *ExchangeSession {
@@ -174,6 +176,7 @@ func NewExchangeSession(name string, exchange types.Exchange) *ExchangeSession {
 		orderStores:           make(map[string]*OrderStore),
 		usedSymbols:           make(map[string]struct{}),
 		initializedSymbols:    make(map[string]struct{}),
+		logger:                log.WithField("session", name),
 	}
 }
 

pkg/bbgo/trader.go

@@ -127,7 +127,7 @@ func (trader *Trader) SetRiskControls(riskControls *RiskControls) {
 	trader.riskControls = riskControls
 }
 
-func (trader *Trader) Run(ctx context.Context) error {
+func (trader *Trader) Subscribe() {
 	// pre-subscribe the data
 	for sessionName, strategies := range trader.exchangeStrategies {
 		session := trader.environment.sessions[sessionName]
@@ -143,7 +143,9 @@ func (trader *Trader) Run(ctx context.Context) error {
 			subscriber.CrossSubscribe(trader.environment.sessions)
 		}
 	}
+}
 
+func (trader *Trader) Run(ctx context.Context) error {
 	if err := trader.environment.Init(ctx); err != nil {
 		return err
 	}

pkg/cmd/backtest.go

@@ -218,6 +218,8 @@ var BacktestCmd = &cobra.Command{
 			log.Warnf("backtest does not support CrossExchangeStrategy, strategies won't be added.")
 		}
 
+		trader.Subscribe()
+
 		if err := trader.Run(ctx); err != nil {
 			return err
 		}

pkg/cmd/run.go

@@ -214,6 +214,8 @@ func runConfig(basectx context.Context, userConfig *bbgo.Config, enableApiServer
 		}
 	}
 
+	trader.Subscribe()
+
 	if err := trader.Run(ctx); err != nil {
 		return err
 	}