I have read neutron source code and have found the reason:
When assigning a fip to a VM, a callback for fip update event is invoked[1].
Then a fip agent port for the host bound to the fixed port is created as follows:
[1]->[2]->[3]
[1]https://github.com/openstack/neutron/blob/master/neutron/db/l3_dvr_db.py#L321
[2]https://github.com/openstack/neutron/blob/master/neutron/db/l3_dvr_db.py#L840
[3]https://github.com/openstack/neutron/blob/master/neutron/db/l3_dvr_db.py#L865

The details of the fip agent port is as follows:
+-----------------------+---------------------------------------------------------------------------------+
| Field                 | Value                                                                           |
+-----------------------+---------------------------------------------------------------------------------+
| admin_state_up        | True                                                                            |
| allowed_address_pairs |                                                                                 |
| binding:host_id       | shz-server87                                                                    |
| binding:profile       | {}                                                                              |
| binding:vif_details   | {}                                                                              |
| binding:vif_type      | binding_failed                                                                  |
| binding:vnic_type     | normal                                                                          |
| created_at            | 2017-10-17T02:09:27Z                                                            |
| description           |                                                                                 |
| device_id             | f83bc76a-917d-457b-a472-c34610621454                                            |
| device_owner          | network:floatingip_agent_gateway                                                |
| extra_dhcp_opts       |                                                                                 |
| fixed_ips             | {"subnet_id": "5ba473f5-44e2-411c-80e6-c13d15b6b1cc", "ip_address": "9.9.9.15"} |
| id                    | 46a91872-d25b-4ccc-9d04-0b8c894ace67                                            |
| mac_address           | fa:16:3e:93:36:28                                                               |
| name                  |                                                                                 |
| network_id            | af256bab-acbc-419c-bdcf-3ba6708da4af                                            |
| port_security_enabled | False                                                                           |
| project_id            |                                                                                 |
| qos_policy_id         |                                                                                 |
| revision_number       | 4                                                                               |
| security_groups       |                                                                                 |
| status                | DOWN                                                                            |
| tags                  |                                                                                 |
| tenant_id             |                                                                                 |
| updated_at            | 2017-10-17T02:09:28Z                                                            |
+-----------------------+---------------------------------------------------------------------------------+