What happened is quite a rare event, a very special case.
Had the movement been less swift, you would get executed at "market" - which will be better than 1.37746...
Of course, if the strategy is to trade around "news", then such situations might be happening more often.
Please give more details of a typical situation/approach.

What will help in any case is reducing latency between you and the broker, including: server location, frequency of price updates by Zorro, tuning of NIC/OS settings, efficiency of code, CPU speed.