Arpeggios are positioned by default directly to the left of a chord.
If a chord is preceded by a grace note, you can position the arpeggio in front of the grace note by using an invisible note in a separate voice.
In order to span the two grace notes with the arpeggio, we add the
Span_arpeggio_engraver to the
Staff context, and set
connectArpeggios = ##t.
Here's an example from Chopin's Nocturne No. 11 (Op. 37, No. 2):