diff --git a/pkg/strategy/xmaker/metrics.go b/pkg/strategy/xmaker/metrics.go
index bb2c157dc..a05743d19 100644
--- a/pkg/strategy/xmaker/metrics.go
+++ b/pkg/strategy/xmaker/metrics.go
@@ -26,6 +26,18 @@ var makerBestAskPriceMetrics = prometheus.NewGaugeVec(
 		Help: "",
 	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
 
+var bidMarginMetrics = prometheus.NewGaugeVec(
+	prometheus.GaugeOpts{
+		Name: "xmaker_bid_margin",
+		Help: "the current bid margin (dynamic)",
+	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
+
+var askMarginMetrics = prometheus.NewGaugeVec(
+	prometheus.GaugeOpts{
+		Name: "xmaker_ask_margin",
+		Help: "the current ask margin (dynamic)",
+	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
+
 var configNumOfLayersMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "xmaker_config_num_of_layers",
@@ -56,6 +68,8 @@ func init() {
 		openOrderAskExposureInUsdMetrics,
 		makerBestBidPriceMetrics,
 		makerBestAskPriceMetrics,
+		bidMarginMetrics,
+		askMarginMetrics,
 		configNumOfLayersMetrics,
 		configMaxExposureMetrics,
 		configBidMarginMetrics,
diff --git a/pkg/strategy/xmaker/strategy.go b/pkg/strategy/xmaker/strategy.go
index 2d88eda74..6354bedc3 100644
--- a/pkg/strategy/xmaker/strategy.go
+++ b/pkg/strategy/xmaker/strategy.go
@@ -401,9 +401,12 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 
 	bidExposureInUsd := fixedpoint.Zero
 	askExposureInUsd := fixedpoint.Zero
-
 	bidPrice := bestBidPrice
 	askPrice := bestAskPrice
+
+	bidMarginMetrics.With(labels).Set(bidMargin.Float64())
+	askMarginMetrics.With(labels).Set(askMargin.Float64())
+
 	for i := 0; i < s.NumLayers; i++ {
 		// for maker bid orders
 		if !disableMakerBid {
@@ -430,13 +433,13 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 			}
 
 			bidPrice = bidPrice.Mul(fixedpoint.One.Sub(bidMargin))
-			if i > 0 && pips.Sign() > 0 {
+			if i == 0 {
+				makerBestBidPriceMetrics.With(labels).Set(bidPrice.Float64())
+			} else if i > 0 && pips.Sign() > 0 {
 				bidPrice = bidPrice.Sub(pips.Mul(fixedpoint.NewFromInt(int64(i)).
 					Mul(s.makerMarket.TickSize)))
 			}
 
-			makerBestBidPriceMetrics.With(labels).Set(bidPrice.Float64())
-
 			if makerQuota.QuoteAsset.Lock(bidQuantity.Mul(bidPrice)) && hedgeQuota.BaseAsset.Lock(bidQuantity) {
 				// if we bought, then we need to sell the base from the hedge session
 				submitOrders = append(submitOrders, types.SubmitOrder{
@@ -487,12 +490,12 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 			}
 
 			askPrice = askPrice.Mul(fixedpoint.One.Add(askMargin))
-			if i > 0 && pips.Sign() > 0 {
+			if i == 0 {
+				makerBestAskPriceMetrics.With(labels).Set(askPrice.Float64())
+			} else if i > 0 && pips.Sign() > 0 {
 				askPrice = askPrice.Add(pips.Mul(fixedpoint.NewFromInt(int64(i)).Mul(s.makerMarket.TickSize)))
 			}
 
-			makerBestAskPriceMetrics.With(labels).Set(askPrice.Float64())
-
 			if makerQuota.BaseAsset.Lock(askQuantity) && hedgeQuota.QuoteAsset.Lock(askQuantity.Mul(askPrice)) {
 
 				// if we bought, then we need to sell the base from the hedge session