Hi
Yes certainly,
here are are loads of examples which include closing positions before the off.
The best way to do this is, in your closing positions automation, to offer prices x ticks above or below the current best price. Betfair will always match at best available price. This reduces situations of leaving unmatched bets. For example:
Lay at best lay price + 5 ticks
Back at best back price - 5 ticks
Another way for closing positions is to use bet persistence "take SP". Betfair will match the bet at BSP as soon as the market turns in-play.