exitAtLimit: round exit price

src/ATrade/RoboCom/Positions.hs

@@ -661,23 +661,32 @@ exitAtLimit :: (StateHasPositions s, MonadRobot m c s) => NominalDiffTime -> Pri
 exitAtLimit timeToCancel price position operationSignalName = do
   lastTs <- view seLastTimestamp <$> getEnvironment
   inst <- view seInstanceId <$> getEnvironment
+  cfg <- getConfig
+  (BarSeriesId tid tf) <- getFirstTickerId
+  maybeSeries <- getTicker tid tf
+  case maybeSeries of
+    Just series -> do
+      let roundedPrice = roundTo (ipTickSize . bsParams $ series) price
       case posCurrentOrder position of
         Just order -> cancelOrder (orderId order)
         Nothing    -> doNothing
-  oid <- submitOrder (closeOrder inst)
+      oid <- submitOrder (closeOrder inst roundedPrice)
       appendToLog Trace $ [t|exitAtLimit: %?, deadline: %?|] (posTicker position) (timeToCancel `addUTCTime` lastTs)
       modifyPosition (\pos ->
         pos { posCurrentOrder = Nothing,
-      posState = PositionWaitingCloseSubmission (closeOrder inst) { orderId = oid },
+          posState = PositionWaitingCloseSubmission (closeOrder inst roundedPrice) { orderId = oid },
           posNextState = Just PositionClosed,
           posSubmissionDeadline = Just $ 10 `addUTCTime` lastTs,
           posExecutionDeadline = Just $ timeToCancel `addUTCTime` lastTs }) position
+    Nothing -> do
+      appendToLog Warning $ "Unable to locate first bar series"
+      return position
   where
-    closeOrder inst = mkOrder {
+    closeOrder inst roundedPrice = mkOrder {
       orderAccountId = posAccount position,
       orderSecurity = posTicker position,
       orderQuantity = (abs . posBalance) position,
-      orderPrice = Limit price,
+      orderPrice = Limit roundedPrice,
       orderOperation = if posBalance position > 0 then Sell else Buy,
       orderSignalId = SignalId inst operationSignalName ""
     }