diff --git a/hyperdrive/Exchange.py b/hyperdrive/Exchange.py
index e29616ae..7226364f 100755
--- a/hyperdrive/Exchange.py
+++ b/hyperdrive/Exchange.py
@@ -5,7 +5,6 @@
 import hashlib
 import requests
 import urllib.parse
-from collections import OrderedDict
 from binance import Client
 from binance.helpers import round_step_size
 from dotenv import load_dotenv, find_dotenv
@@ -185,7 +184,7 @@ def get_trades(self, trade_ids):
         return trades
 
     def standardize_order(self, order, trades):
-        std = OrderedDict()
+        std = {}
         std['symbol'] = order['descr']['pair']
         std['orderId'] = order['order_id']
         std['transactTime'] = int(
@@ -205,7 +204,7 @@ def standardize_order(self, order, trades):
         std['side'] = side
 
         def standardize_trade(trade):
-            std_trade = OrderedDict()
+            std_trade = {}
             std_trade['price'] = str(round(float(trade['price']), 10))
             std_trade['qty'] = trade['vol']
             std_trade['commission'] = trade['fee']
@@ -215,6 +214,14 @@ def standardize_trade(trade):
         std['fills'] = fills
         return std
 
+    def get_test_side(self, base, quote):
+        pair = f'{base}{quote}'
+        pair_info = self.get_asset_pair(pair)
+        balance = float(self.get_balance()[base])
+        min_order = float(pair_info['ordermin'])
+        side = 'buy' if balance < min_order else 'sell'
+        return side
+
 
 class Binance(CEX):
     def __init__(self, key=None, secret=None, testnet=False):
diff --git a/scripts/execute_order.py b/scripts/execute_order.py
index c98eb290..865a3d27 100755
--- a/scripts/execute_order.py
+++ b/scripts/execute_order.py
@@ -35,20 +35,24 @@
         base = 'XXBT'
         quote = 'ZUSD'
         spend_ratio = 0.0005 if test else 1
+        if test:
+            side = kr.get_test_side(base, quote)
 
         order = kr.order(base, quote, side, spend_ratio, test)
         if not test:
+            order = kr.get_order(order['txid'])
             trades = kr.get_trades(order['trades'])
             order = kr.standardize_order(order, trades)
         order['exchange'] = C.KRAKEN
 
     order_df = pd.json_normalize(order)
-
+    # to keep track of multiple orders (from multiple exchanges),
+    # order_df = pd.concat(bin_order_df, kr_order_df)
     yesterday = (
         datetime.utcnow().date() -
         timedelta(days=1)
     ).strftime(C.DATE_FMT)
-    order_df[C.TIME] = [yesterday]
+    order_df[C.TIME] = [yesterday for _ in range(len(order_df))]
 
     orders = md.reader.update_df(orders_path, order_df, C.TIME, C.DATE_FMT)
     md.writer.update_csv(orders_path, orders)
diff --git a/test/test_Exchange.py b/test/test_Exchange.py
index 93bbc267..1c5f850d 100755
--- a/test/test_Exchange.py
+++ b/test/test_Exchange.py
@@ -95,11 +95,7 @@ def test_init(self):
     def test_order(self):
         base = 'XXBT'
         quote = 'ZUSD'
-        pair = f'{base}{quote}'
-        pair_info = kr.get_asset_pair(pair)
-        balance = float(kr.get_balance()[base])
-        min_order = float(pair_info['ordermin'])
-        side = 'buy' if balance < min_order else 'sell'
+        side = kr.get_test_side(base, quote)
         kr.order(base, quote, side, 0.0005, test=True)
 
     def test_standardize_order(self):