diff --git a/pkg/strategy/xfixedmaker/order_price_risk.go b/pkg/risk/riskcontrol/order_price_risk.go
similarity index 94%
rename from pkg/strategy/xfixedmaker/order_price_risk.go
rename to pkg/risk/riskcontrol/order_price_risk.go
index e7ec81b1c..253d62072 100644
--- a/pkg/strategy/xfixedmaker/order_price_risk.go
+++ b/pkg/risk/riskcontrol/order_price_risk.go
@@ -1,9 +1,10 @@
-package xfixedmaker
+package riskcontrol
 
 import (
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	indicatorv2 "github.com/c9s/bbgo/pkg/indicator/v2"
 	"github.com/c9s/bbgo/pkg/types"
+	log "github.com/sirupsen/logrus"
 )
 
 type OrderPriceRiskControl struct {
diff --git a/pkg/strategy/xfixedmaker/order_price_risk_test.go b/pkg/risk/riskcontrol/order_price_risk_test.go
similarity index 98%
rename from pkg/strategy/xfixedmaker/order_price_risk_test.go
rename to pkg/risk/riskcontrol/order_price_risk_test.go
index da023c733..cfa9422f9 100644
--- a/pkg/strategy/xfixedmaker/order_price_risk_test.go
+++ b/pkg/risk/riskcontrol/order_price_risk_test.go
@@ -1,4 +1,4 @@
-package xfixedmaker
+package riskcontrol
 
 import (
 	"testing"
diff --git a/pkg/strategy/xfixedmaker/strategy.go b/pkg/strategy/xfixedmaker/strategy.go
index 5a9a9db98..6d9bac2b5 100644
--- a/pkg/strategy/xfixedmaker/strategy.go
+++ b/pkg/strategy/xfixedmaker/strategy.go
@@ -9,6 +9,7 @@ import (
 
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/risk/riskcontrol"
 	"github.com/c9s/bbgo/pkg/strategy/common"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -42,7 +43,7 @@ type Strategy struct {
 
 	market                types.Market
 	activeOrderBook       *bbgo.ActiveOrderBook
-	orderPriceRiskControl *OrderPriceRiskControl
+	orderPriceRiskControl *riskcontrol.OrderPriceRiskControl
 }
 
 func (s *Strategy) Defaults() error {
@@ -120,7 +121,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 
 	s.Strategy.Initialize(ctx, s.Environment, tradingSession, s.market, ID, s.InstanceID())
 
-	s.orderPriceRiskControl = NewOrderPriceRiskControl(
+	s.orderPriceRiskControl = riskcontrol.NewOrderPriceRiskControl(
 		referenceSession.Indicators(s.Symbol).EMA(s.ReferencePriceEMA),
 		s.OrderPriceLossThreshold,
 	)