diff --git a/pkg/backtest/matching.go b/pkg/backtest/matching.go
index 6b7b75185..b2f06d512 100644
--- a/pkg/backtest/matching.go
+++ b/pkg/backtest/matching.go
@@ -99,7 +99,6 @@ func (m *SimplePriceMatching) CancelOrder(o types.Order) (types.Order, error) {
 		}
 		m.askOrders = orders
 		m.mu.Unlock()
-
 	}
 
 	if !found {
@@ -191,6 +190,8 @@ func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (*types.Order, *ty
 		order2.ExecutedQuantity = order2.Quantity
 		order2.IsWorking = false
 
+		m.EmitOrderUpdate(order2)
+
 		// let the exchange emit the "FILLED" order update (we need the closed order)
 		// m.EmitOrderUpdate(order2)
 		return &order2, &trade, nil
diff --git a/pkg/bbgo/activeorderbook.go b/pkg/bbgo/activeorderbook.go
index e720e46fd..ba13b6293 100644
--- a/pkg/bbgo/activeorderbook.go
+++ b/pkg/bbgo/activeorderbook.go
@@ -131,8 +131,6 @@ func (b *ActiveOrderBook) orderUpdateHandler(order types.Order) {
 		return
 	}
 
-	log.Debugf("[ActiveOrderBook] received order update: %+v", order)
-
 	switch order.Status {
 	case types.OrderStatusFilled:
 		// make sure we have the order and we remove it
diff --git a/pkg/cmd/backtest.go b/pkg/cmd/backtest.go
index 1c1ac11a4..e9a567b9b 100644
--- a/pkg/cmd/backtest.go
+++ b/pkg/cmd/backtest.go
@@ -267,6 +267,12 @@ var BacktestCmd = &cobra.Command{
 			return err
 		}
 
+		for _, session := range environ.Sessions() {
+			backtestEx := session.Exchange.(*backtest.Exchange)
+			backtestEx.UserDataStream = session.UserDataStream.(types.StandardStreamEmitter)
+			backtestEx.MarketDataStream = session.MarketDataStream.(types.StandardStreamEmitter)
+		}
+
 		trader := bbgo.NewTrader(environ)
 		if verboseCnt == 0 {
 			trader.DisableLogging()
@@ -642,12 +648,10 @@ func confirmation(s string) bool {
 
 func toExchangeSources(sessions map[string]*bbgo.ExchangeSession, extraIntervals ...types.Interval) (exchangeSources []backtest.ExchangeDataSource, err error) {
 	for _, session := range sessions {
-		exchange := session.Exchange.(*backtest.Exchange)
-		exchange.UserDataStream = session.UserDataStream.(types.StandardStreamEmitter)
-		exchange.MarketDataStream = session.MarketDataStream.(types.StandardStreamEmitter)
-		exchange.InitMarketData()
+		backtestEx := session.Exchange.(*backtest.Exchange)
+		backtestEx.InitMarketData()
 
-		c, err := exchange.SubscribeMarketData(extraIntervals...)
+		c, err := backtestEx.SubscribeMarketData(extraIntervals...)
 		if err != nil {
 			return exchangeSources, err
 		}
@@ -655,7 +659,7 @@ func toExchangeSources(sessions map[string]*bbgo.ExchangeSession, extraIntervals
 		sessionCopy := session
 		exchangeSources = append(exchangeSources, backtest.ExchangeDataSource{
 			C:        c,
-			Exchange: exchange,
+			Exchange: backtestEx,
 			Session:  sessionCopy,
 		})
 	}