Some refactor and cleanup

[Martin-Molinero]

Description

• Some refactor and cleanups
• Improve live trading CI tests speed

Extracted from #8001

Related Issue

See #6964

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

Existing tests

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>