diff --git a/bbgo/kline_regression.go b/bbgo/kline_regression.go
index 99f6017cf..0a3a7af25 100644
--- a/bbgo/kline_regression.go
+++ b/bbgo/kline_regression.go
@@ -38,13 +38,13 @@ func (trader *BackTestTrader) SubmitOrder(cxt context.Context, order *types.Subm
 	trader.pendingOrders = append(trader.pendingOrders, order)
 }
 
-func (trader *BackTestTrader) RunStrategy(ctx context.Context, strategy Strategy) (chan struct{}, error) {
+func (trader *BackTestTrader) RunStrategy(ctx context.Context, strategy MarketStrategy) (chan struct{}, error) {
 	logrus.Infof("[regression] number of kline data: %d", len(trader.SourceKLines))
 
 	done := make(chan struct{})
 	defer close(done)
 
-	if err := strategy.Load(trader.Context, trader); err != nil {
+	if err := strategy.OnLoad(trader.Context, trader); err != nil {
 		return nil, err
 	}
 
diff --git a/bbgo/service/trade.go b/bbgo/service/trade.go
index eb58da5f2..219259e79 100644
--- a/bbgo/service/trade.go
+++ b/bbgo/service/trade.go
@@ -8,16 +8,14 @@ import (
 	"github.com/pkg/errors"
 	log "github.com/sirupsen/logrus"
 
-	"github.com/c9s/bbgo/pkg/bbgo/exchange/binance"
 	"github.com/c9s/bbgo/pkg/bbgo/types"
 )
 
 type TradeSync struct {
 	Service  *TradeService
-	Exchange *binance.Exchange
 }
 
-func (s *TradeSync) Sync(ctx context.Context, symbol string, startTime time.Time) error {
+func (s *TradeSync) Sync(ctx context.Context, exchange types.Exchange, symbol string, startTime time.Time) error {
 	lastTrade, err := s.Service.QueryLast(symbol)
 	if err != nil {
 		return err
@@ -31,7 +29,7 @@ func (s *TradeSync) Sync(ctx context.Context, symbol string, startTime time.Time
 		log.Infof("found last trade, start from lastID = %d since %s", lastTrade.ID, startTime)
 	}
 
-	trades, err := s.Exchange.BatchQueryTrades(ctx, symbol, &types.TradeQueryOptions{
+	trades, err := exchange.BatchQueryTrades(ctx, symbol, &types.TradeQueryOptions{
 		StartTime:   &startTime,
 		Limit:       200,
 		LastTradeID: lastID,
diff --git a/bbgo/trader.go b/bbgo/trader.go
index afc69d922..3aafae352 100644
--- a/bbgo/trader.go
+++ b/bbgo/trader.go
@@ -12,17 +12,68 @@ import (
 
 	"github.com/c9s/bbgo/pkg/bbgo/accounting"
 	"github.com/c9s/bbgo/pkg/bbgo/config"
-	"github.com/c9s/bbgo/pkg/bbgo/service"
-
 	"github.com/c9s/bbgo/pkg/bbgo/exchange/binance"
+	"github.com/c9s/bbgo/pkg/bbgo/service"
 	"github.com/c9s/bbgo/pkg/bbgo/types"
 )
 
-type Strategy interface {
-	Load(tradingContext *Context, trader types.Trader) error
+// MarketStrategy represents the single Exchange strategy
+type MarketStrategy interface {
+	OnLoad(tradingContext *Context, trader types.Trader) error
 	OnNewStream(stream types.PrivateStream) error
 }
 
+type ExchangeSession struct {
+	Name string
+
+	Account *Account
+
+	Stream types.PrivateStream
+
+	Subscriptions []types.Subscription
+
+	Exchange *binance.Exchange
+
+	Strategies []MarketStrategy
+
+	loadedSymbols map[string]struct{}
+
+	Markets map[string]types.Market
+
+	Trades map[string][]types.Trade
+}
+
+func (session *ExchangeSession) Subscribe(channel string, symbol string, options types.SubscribeOptions) *ExchangeSession {
+	session.Symbols(symbol)
+
+	session.Subscriptions = append(session.Subscriptions, types.Subscription{
+		Channel: channel,
+		Symbol:  symbol,
+		Options: options,
+	})
+
+	return session
+}
+
+func (session *ExchangeSession) Symbols(symbols ...string) *ExchangeSession {
+	for _, symbol := range symbols {
+		session.loadedSymbols[symbol] = struct{}{}
+
+		if market, ok := types.FindMarket(symbol); ok {
+			session.Markets[symbol] = market
+		} else {
+			log.Panicf("market of symbol %s not found", symbol)
+		}
+	}
+
+	return session
+}
+
+func (session *ExchangeSession) AddStrategy(strategy MarketStrategy) *ExchangeSession {
+	session.Strategies = append(session.Strategies, strategy)
+	return session
+}
+
 type Trader struct {
 	Symbol       string
 	TradeService *service.TradeService
@@ -39,16 +90,9 @@ type Trader struct {
 
 	Account *Account
 
-	// new fieldss
-	Exchanges map[string]*binance.Exchange
-
-	ExchangeAccounts map[string]*Account
-
-	ExchangeStreams map[string]types.PrivateStream
-
-	ExchangeSubscriptions map[string][]types.Subscription
-
 	Notifiers []Notifier
+
+	ExchangeSessions map[string]*ExchangeSession
 }
 
 func New(db *sqlx.DB, exchange *binance.Exchange, symbol string) *Trader {
@@ -58,8 +102,7 @@ func New(db *sqlx.DB, exchange *binance.Exchange, symbol string) *Trader {
 		Exchange:     exchange,
 		TradeService: tradeService,
 		TradeSync: &service.TradeSync{
-			Service:  tradeService,
-			Exchange: exchange,
+			Service: tradeService,
 		},
 	}
 }
@@ -68,36 +111,67 @@ func (trader *Trader) AddNotifier(notifier Notifier) {
 	trader.Notifiers = append(trader.Notifiers, notifier)
 }
 
-func (trader *Trader) AddExchange(name string, exchange *binance.Exchange) {
-	trader.Exchanges[name] = exchange
+func (trader *Trader) AddExchange(name string, exchange *binance.Exchange) (session *ExchangeSession) {
+	session = &ExchangeSession{
+		Name:     name,
+		Exchange: exchange,
+	}
+
+	trader.ExchangeSessions[name] = session
+	return session
 }
 
-func (trader *Trader) Subscribe(exchange string, channel string, symbol string, options types.SubscribeOptions) {
-	trader.ExchangeSubscriptions[exchange] = append(trader.ExchangeSubscriptions[exchange], types.Subscription{
-		Channel: channel,
-		Symbol:  symbol,
-		Options: options,
-	})
-}
+func (trader *Trader) Connect(ctx context.Context) (err error) {
+	log.Info("syncing trades from exchange...")
+	startTime := time.Now().AddDate(0, 0, -7) // sync from 7 days ago
 
-func (trader *Trader) Connect(ctx context.Context) error {
-	for n, ex := range trader.Exchanges {
-		account, err := LoadAccount(ctx, ex)
+	for _, session := range trader.ExchangeSessions {
+
+		for symbol := range session.loadedSymbols {
+			if err := trader.TradeSync.Sync(ctx, session.Exchange, symbol, startTime); err != nil {
+				return err
+			}
+
+			var trades []types.Trade
+
+			tradingFeeCurrency := session.Exchange.PlatformFeeCurrency()
+			if strings.HasPrefix(symbol, tradingFeeCurrency) {
+				trades, err = trader.TradeService.QueryForTradingFeeCurrency(symbol, tradingFeeCurrency)
+			} else {
+				trades, err = trader.TradeService.Query(symbol)
+			}
+
+			if err != nil {
+				return err
+			}
+
+			log.Infof("symbol %s: %d trades loaded", symbol, len(trades))
+			session.Trades[symbol] = trades
+
+			stockManager := &StockManager{
+				Symbol:             symbol,
+				TradingFeeCurrency: tradingFeeCurrency,
+			}
+
+			checkpoints, err := stockManager.AddTrades(trades)
+			if err != nil {
+				return err
+			}
+
+			log.Infof("symbol %s: found stock checkpoints: %+v", symbol, checkpoints)
+		}
+
+		session.Account, err = LoadAccount(ctx, session.Exchange)
 		if err != nil {
 			return err
 		}
 
-		trader.ExchangeAccounts[n] = account
-
-
-		stream, err := ex.NewPrivateStream()
+		session.Stream, err = session.Exchange.NewPrivateStream()
 		if err != nil {
 			return err
 		}
 
-		trader.ExchangeStreams[n] = stream
-
-		if err := stream.Connect(ctx); err != nil {
+		if err := session.Stream.Connect(ctx); err != nil {
 			return err
 		}
 	}
@@ -106,11 +180,7 @@ func (trader *Trader) Connect(ctx context.Context) error {
 }
 
 func (trader *Trader) Initialize(ctx context.Context, startTime time.Time) error {
-	log.Info("syncing trades from exchange...")
-	if err := trader.TradeSync.Sync(ctx, trader.Symbol, startTime); err != nil {
-		return err
-	}
-
+	// query all trades from database so that we can get the correct pnl
 	var err error
 	var trades []types.Trade
 	tradingFeeCurrency := trader.Exchange.PlatformFeeCurrency()
@@ -188,7 +258,7 @@ func (trader *Trader) Initialize(ctx context.Context, startTime time.Time) error
 	return nil
 }
 
-func (trader *Trader) RunStrategyWithHotReload(ctx context.Context, strategy Strategy, configFile string) (chan struct{}, error) {
+func (trader *Trader) RunStrategyWithHotReload(ctx context.Context, strategy MarketStrategy, configFile string) (chan struct{}, error) {
 	var done = make(chan struct{})
 	var configWatcherDone = make(chan struct{})
 
@@ -264,8 +334,8 @@ func (trader *Trader) RunStrategyWithHotReload(ctx context.Context, strategy Str
 	return done, nil
 }
 
-func (trader *Trader) RunStrategy(ctx context.Context, strategy Strategy) (chan struct{}, error) {
-	if err := strategy.Load(trader.Context, trader); err != nil {
+func (trader *Trader) RunStrategy(ctx context.Context, strategy MarketStrategy) (chan struct{}, error) {
+	if err := strategy.OnLoad(trader.Context, trader); err != nil {
 		return nil, err
 	}
 
diff --git a/bbgo/types/exchange.go b/bbgo/types/exchange.go
index eb7da5133..fbf12ad96 100644
--- a/bbgo/types/exchange.go
+++ b/bbgo/types/exchange.go
@@ -13,7 +13,9 @@ type Exchange interface {
 	QueryAccountBalances(ctx context.Context) (map[string]Balance, error)
 
 	QueryKLines(ctx context.Context, symbol string, interval string, options KLineQueryOptions) ([]KLine, error)
+
 	QueryTrades(ctx context.Context, symbol string, options *TradeQueryOptions) ([]Trade, error)
+	BatchQueryTrades(ctx context.Context, symbol string, options *TradeQueryOptions) ([]Trade, error)
 
 	SubmitOrder(ctx context.Context, order *SubmitOrder) error
 }