diff --git a/config/xalign.yaml b/config/xalign.yaml
index 51956f74f..6f07ba4b8 100644
--- a/config/xalign.yaml
+++ b/config/xalign.yaml
@@ -27,7 +27,6 @@ persistence:
     db: 0
 
 crossExchangeStrategies:
-
 - xalign:
     interval: 1m
     sessions:
@@ -41,4 +40,10 @@ crossExchangeStrategies:
       sell: [USDT]
     expectedBalances:
       BTC: 0.0440
-
+    useTakerOrder: false
+    dryRun: true
+    balanceToleranceRange: 10%
+    maxAmounts:
+      USDT: 100
+      USDC: 100
+      TWD: 3000
diff --git a/pkg/strategy/xalign/strategy.go b/pkg/strategy/xalign/strategy.go
index 140c1fb50..b6c4f49ad 100644
--- a/pkg/strategy/xalign/strategy.go
+++ b/pkg/strategy/xalign/strategy.go
@@ -45,6 +45,7 @@ type Strategy struct {
 	DryRun                   bool                        `json:"dryRun"`
 	BalanceToleranceRange    fixedpoint.Value            `json:"balanceToleranceRange"`
 	Duration                 types.Duration              `json:"for"`
+	MaxAmounts               map[string]fixedpoint.Value `json:"maxAmounts"`
 
 	faultBalanceRecords map[string][]TimeBalance
 
@@ -156,7 +157,7 @@ func (s *Strategy) selectSessionForCurrency(ctx context.Context, sessions map[st
 			switch side {
 
 			case types.SideTypeBuy:
-				price := ticker.Sell
+				var price fixedpoint.Value
 				if taker {
 					price = ticker.Sell
 				} else if spread.Compare(market.TickSize) > 0 {
@@ -177,6 +178,12 @@ func (s *Strategy) selectSessionForCurrency(ctx context.Context, sessions map[st
 					continue
 				}
 
+				maxAmount, ok := s.MaxAmounts[market.QuoteCurrency]
+				if ok {
+					requiredQuoteAmount = bbgo.AdjustQuantityByMaxAmount(requiredQuoteAmount, price, maxAmount)
+					log.Infof("adjusted quantity %f %s by max amount %f %s", requiredQuoteAmount.Float64(), market.BaseCurrency, maxAmount.Float64(), market.QuoteCurrency)
+				}
+
 				if quantity, ok := market.GreaterThanMinimalOrderQuantity(side, price, requiredQuoteAmount); ok {
 					return session, &types.SubmitOrder{
 						Symbol:      symbol,
@@ -190,7 +197,7 @@ func (s *Strategy) selectSessionForCurrency(ctx context.Context, sessions map[st
 				}
 
 			case types.SideTypeSell:
-				price := ticker.Buy
+				var price fixedpoint.Value
 				if taker {
 					price = ticker.Buy
 				} else if spread.Compare(market.TickSize) > 0 {
@@ -209,6 +216,12 @@ func (s *Strategy) selectSessionForCurrency(ctx context.Context, sessions map[st
 					continue
 				}
 
+				maxAmount, ok := s.MaxAmounts[market.QuoteCurrency]
+				if ok {
+					q = bbgo.AdjustQuantityByMaxAmount(q, price, maxAmount)
+					log.Infof("adjusted quantity %f %s by max amount %f %s", q.Float64(), market.BaseCurrency, maxAmount.Float64(), market.QuoteCurrency)
+				}
+
 				if quantity, ok := market.GreaterThanMinimalOrderQuantity(side, price, q); ok {
 					return session, &types.SubmitOrder{
 						Symbol:      symbol,