round exiting orders to be MARKET orders if the price diff is very tiny

jesse/services/broker.py

@@ -95,7 +95,7 @@ class Broker:
 
         side = jh.opposite_side(jh.type_to_side(self.position.type))
 
-        if price == self.position.current_price:
+        if abs(price - self.position.current_price) < 0.0001:
             return self.api.market_order(
                 self.exchange,
                 self.symbol,

jesse/strategies/TestMarketOrderForLowPriceDifference/__init__.py

@@ -5,6 +5,9 @@ class TestMarketOrderForLowPriceDifference(Strategy):
     def on_open_position(self, order):
         assert order.type == 'MARKET'
 
+    def on_close_position(self, order) -> None:
+        assert order.type == 'MARKET'
+
     def should_long(self) -> bool:
         return self.index == 0
 
@@ -15,6 +18,10 @@ class TestMarketOrderForLowPriceDifference(Strategy):
         # current-price: 1
         self.buy = 1, 1.00001
 
+    def update_position(self) -> None:
+        # submit a take-profit order that has a low difference with the current price
+        self.take_profit = self.position.qty, self.price + 0.00001
+
     def go_short(self):
         pass