diff --git a/pkg/strategy/xdepthmaker/strategy.go b/pkg/strategy/xdepthmaker/strategy.go
index 855de24ce..7a8d80c4c 100644
--- a/pkg/strategy/xdepthmaker/strategy.go
+++ b/pkg/strategy/xdepthmaker/strategy.go
@@ -49,7 +49,10 @@ type CrossExchangeMarketMakingStrategy struct {
 	Position        *types.Position    `json:"position,omitempty" persistence:"position"`
 	ProfitStats     *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`
 	CoveredPosition fixedpoint.Value   `json:"coveredPosition,omitempty" persistence:"covered_position"`
-	mu              sync.Mutex
+
+	core.ConverterManager
+
+	mu sync.Mutex
 
 	MakerOrderExecutor, HedgeOrderExecutor *bbgo.GeneralOrderExecutor
 }
@@ -107,6 +110,10 @@ func (s *CrossExchangeMarketMakingStrategy) Initialize(
 		s.makerMarket.Symbol,
 		strategyID, instanceID,
 		s.Position)
+
+	// update converter manager
+	s.MakerOrderExecutor.TradeCollector().ConverterManager = s.ConverterManager
+
 	s.MakerOrderExecutor.BindEnvironment(environ)
 	s.MakerOrderExecutor.BindProfitStats(s.ProfitStats)
 	s.MakerOrderExecutor.Bind()
@@ -122,6 +129,9 @@ func (s *CrossExchangeMarketMakingStrategy) Initialize(
 	s.HedgeOrderExecutor.BindEnvironment(environ)
 	s.HedgeOrderExecutor.BindProfitStats(s.ProfitStats)
 	s.HedgeOrderExecutor.Bind()
+
+	s.HedgeOrderExecutor.TradeCollector().ConverterManager = s.ConverterManager
+
 	s.HedgeOrderExecutor.TradeCollector().OnPositionUpdate(func(position *types.Position) {
 		// bbgo.Sync(ctx, s)
 	})
@@ -148,8 +158,6 @@ func (s *CrossExchangeMarketMakingStrategy) Initialize(
 type Strategy struct {
 	*CrossExchangeMarketMakingStrategy
 
-	*core.ConverterManager
-
 	Environment *bbgo.Environment
 
 	Symbol string `json:"symbol"`
diff --git a/pkg/types/position.go b/pkg/types/position.go
index 589fa2a2b..d0b37f031 100644
--- a/pkg/types/position.go
+++ b/pkg/types/position.go
@@ -19,16 +19,19 @@ const (
 	PositionClosed = PositionType("Closed")
 )
 
+// ExchangeFee stores the exchange fee rate
 type ExchangeFee struct {
 	MakerFeeRate fixedpoint.Value
 	TakerFeeRate fixedpoint.Value
 }
 
+// PositionRisk stores the position risk data
 type PositionRisk struct {
-	Leverage         fixedpoint.Value `json:"leverage"`
-	LiquidationPrice fixedpoint.Value `json:"liquidationPrice"`
+	Leverage         fixedpoint.Value `json:"leverage,omitempty"`
+	LiquidationPrice fixedpoint.Value `json:"liquidationPrice,omitempty"`
 }
 
+// Position stores the position data
 type Position struct {
 	Symbol        string `json:"symbol" db:"symbol"`
 	BaseCurrency  string `json:"baseCurrency" db:"base"`
@@ -281,8 +284,14 @@ type FuturesPosition struct {
 	ExchangeFeeRates map[ExchangeName]ExchangeFee `json:"exchangeFeeRates"`
 
 	// Futures data fields
-	Isolated     bool  `json:"isolated"`
-	UpdateTime   int64 `json:"updateTime"`
+	// -------------------
+	// Isolated margin mode
+	Isolated bool `json:"isolated"`
+
+	// UpdateTime is the time when the position is updated
+	UpdateTime int64 `json:"updateTime"`
+
+	// PositionRisk stores the position risk data
 	PositionRisk *PositionRisk
 }