diff --git a/pkg/strategy/xgap/strategy.go b/pkg/strategy/xgap/strategy.go
index 232301bd03..bd076b5f7e 100644
--- a/pkg/strategy/xgap/strategy.go
+++ b/pkg/strategy/xgap/strategy.go
@@ -154,7 +154,7 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
 	}
 
 	sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
-	sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
+	sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{Depth: types.DepthLevel5})
 
 	tradingSession, ok := sessions[s.TradingExchange]
 	if !ok {
@@ -162,7 +162,7 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
 	}
 
 	tradingSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
-	tradingSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
+	tradingSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{Depth: types.DepthLevel5})
 }
 
 func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error {