diff --git a/pkg/strategy/xmaker/strategy.go b/pkg/strategy/xmaker/strategy.go
index a30aba6e4..be9106efa 100644
--- a/pkg/strategy/xmaker/strategy.go
+++ b/pkg/strategy/xmaker/strategy.go
@@ -259,11 +259,6 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
 		panic(fmt.Errorf("source session %s is not defined", s.SourceExchange))
 	}
 
-	sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{
-		// TODO: fix depth20 stream for binance
-		// Depth: s.SourceDepthLevel,
-	})
-
 	sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
 
 	makerSession, ok := sessions[s.MakerExchange]
@@ -273,12 +268,6 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
 
 	makerSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
 
-	if s.EnableArbitrage {
-		makerSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{
-			Depth: types.DepthLevelMedium,
-		})
-	}
-
 	for _, sig := range s.SignalConfigList {
 		if sig.TradeVolumeWindowSignal != nil {
 			sourceSession.Subscribe(types.MarketTradeChannel, s.Symbol, types.SubscribeOptions{})
@@ -1046,6 +1035,10 @@ func aggregatePriceVolumeSliceWithPriceFilter(
 
 // tryArbitrage tries to arbitrage between the source and maker exchange
 func (s *Strategy) tryArbitrage(ctx context.Context, quote *Quote, makerBalances, hedgeBalances types.BalanceMap) (bool, error) {
+	if s.makerBook == nil {
+		return false, nil
+	}
+
 	marginBidPrice := quote.BestBidPrice.Mul(fixedpoint.One.Sub(quote.BidMargin))
 	marginAskPrice := quote.BestAskPrice.Mul(fixedpoint.One.Add(quote.AskMargin))
 
@@ -1730,11 +1723,35 @@ func (s *Strategy) CrossRun(
 		s.ProfitStats.ProfitStats = profitStats
 	}
 
-	s.makerBook = types.NewStreamBook(s.Symbol, s.makerSession.ExchangeName)
-	s.makerBook.BindStream(s.makerSession.MarketDataStream)
+	if s.EnableArbitrage {
+		makerMarketStream := s.makerSession.Exchange.NewStream()
+		makerMarketStream.SetPublicOnly()
+		makerMarketStream.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{
+			Depth: types.DepthLevelFull,
+			Speed: types.SpeedLow,
+		})
+
+		s.makerBook = types.NewStreamBook(s.Symbol, s.makerSession.ExchangeName)
+		s.makerBook.BindStream(s.makerSession.MarketDataStream)
+
+		if err := makerMarketStream.Connect(ctx); err != nil {
+			return err
+		}
+	}
+
+	sourceMarketStream := s.sourceSession.Exchange.NewStream()
+	sourceMarketStream.SetPublicOnly()
+	sourceMarketStream.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{
+		Depth: types.DepthLevelFull,
+		Speed: types.SpeedLow,
+	})
 
 	s.sourceBook = types.NewStreamBook(s.Symbol, s.sourceSession.ExchangeName)
-	s.sourceBook.BindStream(s.sourceSession.MarketDataStream)
+	s.sourceBook.BindStream(sourceMarketStream)
+
+	if err := sourceMarketStream.Connect(ctx); err != nil {
+		return err
+	}
 
 	if s.EnableSignalMargin {
 		s.logger.Infof("signal margin is enabled")