Maybe there is an answer in their native code but I couldn't find it. 
So I fixed it by adding a plugin. Changed these lines in Draggable.prototype.draw
//  if((!this.options.constraint) || (this.options.constraint=='horizontal'))
//      style.left = p[0] + "px";
//  if((!this.options.constraint) || (this.options.constraint=='vertical'))
//      style.top = p[1] + "px";  
if((!this.options.constraint) || (this.options.constraint=='horizontal'))
    style.left = ((this.options.mouseOffset && point[0]) || p[0]) + "px";
if((!this.options.constraint) || (this.options.constraint=='vertical'))
    style.top = ((this.options.mouseOffset && point[1]) || p[1]) + "px"; 
and when I create the draggable I set my own custom option 
mouseOffset: true