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
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@@ -5,6 +5,7 @@
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import csv
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import os
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import re
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from collections import defaultdict
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@@ -33,7 +34,8 @@ def process_csv(input_file, output_file):
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for row in reader:
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datetime_str = row["日期"]
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date_part, time_part = datetime_str.split("T")
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order_id = row["备注"].split("Order ID: ")[-1].strip()
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match = re.search(r"Order ID[^:]*:\s*([^\s,]+)", row["备注"])
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order_id = match.group(1) if match else row["备注"]
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merge_key = (date_part, row["证券代码"])
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record = merged_records[merge_key]
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