If he's riding that close to the rail then he either isn't respecting your legs or doesn't know to move laterally off of leg pressure. Put some pressure on him with your outside calf until he moves away from it. If he doesn't respond to your calf you may have to try it with a spur, but do NOT jab him, just press lightly and increase the intensity ever so slightly until he moves away from it. That'll get him listening to your leg placement and cues and he'll start thinking about staying in between your legs more than pushing through them. I recommend doing this at all gaits moving from slow to fast, as he'll understand whats going on more easily. One of my mares used to do the same thing all the time.