feat: add convert order type

- Add `convert` orders for direct base/quote token exchange without order book
- Distinguish buy/sell validation: buy uses quoteOrderQty, sell uses quantity
- Support automatic amount estimation when only one of quantity/quoteOrderQty is provided
- Update README: replace old order type list, document convert usage with BASE/QUOTE symbols and new examples
- Lowercase order_type and side values throughout documentation

main.py

@@ -7,7 +7,7 @@
 功能：
 1. 从JSON配置文件读取交易指令
 2. 支持按日期执行多个交易(*表示每天执行)
-3. 支持多种订单类型 (limit, market)
+3. 支持多种订单类型 (limit, market, convert)
 4. 当无price时自动获取实时价格作为限价
 5. limit订单支持只提供quoteOrderQty自动计算quantity
 6. 证券代码映射功能
@@ -100,7 +100,8 @@ class BotSpotTrade:
 
     ORDER_TYPE_REQUIREMENTS = {
         "limit": ["quantity", "price", "quoteOrderQty"],
-        "market": ["quantity", "quoteOrderQty"]
+        "market": ["quantity", "quoteOrderQty"],
+        "convert": ["quoteOrderQty", "quantity"]
     }
 
     def __init__(self, exchange: ccxt.Exchange, symbol_mapping: Dict[str, str], config_file_name: str):
@@ -138,7 +139,18 @@ class BotSpotTrade:
     def _tool_map_symbol(self, symbol: str) -> str:
         return self.symbol_mapping.get(symbol, symbol)
 
-    def _tool_validate_order_params(self, order_type: str, params: Dict[str, Any]) -> Tuple[bool, str]:
+    def _tool_validate_order_params(
+        self, order_type: str, params: Dict[str, Any], side: Optional[str] = None
+    ) -> Tuple[bool, str]:
+        if order_type == "convert":
+            if side == "buy":
+                if "quoteOrderQty" not in params and "quantity" not in params:
+                    return False, "convert订单（买入）需要quoteOrderQty或quantity参数"
+            elif side == "sell":
+                if "quantity" not in params and "quoteOrderQty" not in params:
+                    return False, "convert订单（卖出）需要quantity或quoteOrderQty参数"
+            return True, ""
+
         required_params = self.ORDER_TYPE_REQUIREMENTS.get(order_type, [])
         if not required_params:
             return False, f"未知的订单类型: {order_type}"
@@ -167,7 +179,7 @@ class BotSpotTrade:
         result = result.rstrip('0').rstrip('.')
         return result
 
-    def _tool_record_transaction(self, order_data: Dict[str, Any]) -> bool:
+    def _tool_record_transaction(self, order_data: Dict[str, Any], is_convert: bool = False) -> bool:
         try:
             original_symbol = order_data["symbol"]
             mapped_symbol = self._tool_map_symbol(original_symbol)
@@ -180,6 +192,11 @@ class BotSpotTrade:
             trade_type = "买入" if side == "buy" else "卖出"
             timestamp = datetime.fromtimestamp(order_data["timestamp"] / 1000).strftime("%Y-%m-%dT%H:%M")
 
+            if is_convert:
+                note = f"DCA Order ID (Convert): {order_id}"
+            else:
+                note = f"DCA Order ID: {order_id}"
+
             row = [
                 timestamp,
                 trade_type,
@@ -188,7 +205,7 @@ class BotSpotTrade:
                 cummulative_quote_qty,
                 "资金账户",
                 "CEX",
-                f"DCA Order ID: {order_id}",
+                note,
                 balances,
             ]
 
@@ -214,7 +231,117 @@ class BotSpotTrade:
             self.logger.error("记录交易失败: %s", str(e))
             return False
 
+    def _trade_convert(self, symbol: str, side: str, **kwargs) -> Optional[Dict[str, Any]]:
+        """闪兑交易：直接币币兑换，不走订单簿"""
+        if side not in ["buy", "sell"]:
+            self.logger.error("无效的交易方向: %s", side)
+            return None
+
+        quote_order_qty = kwargs.get("quoteOrderQty")
+        quantity = kwargs.get("quantity")
+
+        try:
+            base_currency, quote_currency = symbol.split("/")
+        except ValueError:
+            self.logger.error("无效的交易对格式: %s（应为 BASE/QUOTE 格式）", symbol)
+            return None
+
+        if side == "buy":
+            from_currency = quote_currency
+            to_currency = base_currency
+            if quote_order_qty is not None:
+                amount_str = quote_order_qty
+            else:
+                price = self.market.get_price(symbol)
+                if price is None:
+                    self.logger.error("无法获取实时价格来估算花费金额")
+                    return None
+                amount_str = str(float(quantity) * price)
+        else:
+            from_currency = base_currency
+            to_currency = quote_currency
+            if quantity is not None:
+                amount_str = quantity
+            else:
+                price = self.market.get_price(symbol)
+                if price is None:
+                    self.logger.error("无法获取实时价格来估算卖出数量")
+                    return None
+                amount_str = str(float(quote_order_qty) / price)
+
+        try:
+            amount = float(amount_str)
+        except (ValueError, TypeError):
+            self.logger.error("无效的金额: %s", amount_str)
+            return None
+
+        self.logger.info("开始闪兑: %s %s → %s", amount, from_currency, to_currency)
+
+        try:
+            quote = self.exchange.fetchConvertQuote(from_currency, to_currency, amount)
+            self.logger.info(
+                "获取闪兑报价成功: %s %s → %s %s, 报价ID: %s",
+                from_currency, amount, to_currency,
+                quote.get("toAmount"), quote.get("id"),
+            )
+        except Exception as e:
+            self.logger.error("获取闪兑报价失败: %s", str(e))
+            return None
+
+        if not quote or not quote.get("id"):
+            self.logger.error("闪兑报价无效: %s", quote)
+            return None
+
+        quote_id = quote["id"]
+
+        try:
+            convert_trade = self.exchange.createConvertTrade(
+                quote_id, from_currency, to_currency, amount
+            )
+            self.logger.info("创建闪兑交易成功: %s", convert_trade)
+        except Exception as e:
+            self.logger.error("创建闪兑交易失败: %s", str(e))
+            return None
+
+        if not convert_trade or not convert_trade.get("id"):
+            self.logger.error("闪兑交易未返回有效的ID: %s", convert_trade)
+            return None
+
+        trade_id = convert_trade["id"]
+
+        trade_detail = None
+        try:
+            trade_detail = self.exchange.fetchConvertTrade(trade_id, from_currency)
+            self.logger.info("查询闪兑结果成功: %s", trade_detail)
+        except Exception as e:
+            self.logger.warning("查询闪兑结果失败: %s（使用创建返回的数据）", str(e))
+
+        final_data = trade_detail or convert_trade
+
+        record_data = {
+            "symbol": symbol,
+            "id": trade_id,
+            "filled": final_data.get("toAmount", 0.0),
+            "cost": final_data.get("fromAmount", 0.0),
+            "side": side,
+            "timestamp": final_data.get("timestamp", int(time.time() * 1000)),
+        }
+
+        if not self._tool_record_transaction(record_data, is_convert=True):
+            self.logger.error("闪兑交易记录失败")
+
+        self.logger.info("闪兑交易完成: %s %s → %s, 交易ID: %s", side, from_currency, to_currency, trade_id)
+        return final_data
+
     def trade(self, symbol: str, order_type: str, side: str, **kwargs) -> Optional[Dict[str, Any]]:
+        is_valid, error_msg = self._tool_validate_order_params(order_type, kwargs, side)
+        if not is_valid:
+            self.logger.error("订单参数验证失败: %s", error_msg)
+            return None
+
+        if order_type == "convert":
+            return self._trade_convert(symbol, side, **kwargs)
+
         if side not in ["buy", "sell"]:
             self.logger.error("无效的交易方向: %s", side)
             return None
@@ -273,7 +400,7 @@ class BotSpotTrade:
             clean_price = current_price
             amount = float(processed_kwargs["quoteOrderQty"]) / clean_price
 
-        is_valid, error_msg = self._tool_validate_order_params(order_type, processed_kwargs)
+        is_valid, error_msg = self._tool_validate_order_params(order_type, processed_kwargs, side)
         if not is_valid:
             self.logger.error("订单参数验证失败: %s", error_msg)
             return None