it's currently wired straight to the battery. You have to find the proper wire that is on only when the ignition is turned on.
If you're using the stock wiring harness, you may have a bad ground, or improper wirings. If worse comes to worse, find the power wire and add a switch there. It'll be a Pain in the butt every time you get in and out, but it'll help prolong the life of your battery.
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