We investigate subgroups of $\text{SL}(n,\mathbb{Z})$ which preserve an open nondegenerate convex cone in $\mathbb{R}^{n}$ and admit in that cone as fundamental domain a polyhedral cone of which some faces are allowed to lie on the boundary. Examples are arithmetic groups acting on self-dual cones, Weyl groups of certain Kac–Moody algebras, and they do occur in algebraic geometry as the automorphism groups of projective manifolds acting on their ample cones.