Summary

Adds market order support to the framework. Market orders execute at the best available price — in backtesting this means the Open price of the next candle (+ optional slippage via TradingCost).

Changes

Core implementation:

• Add MARKET to OrderType enum
• Add estimated_price property to Order model (stored in metadata, no DB migration needed)
• Add create_market_order(), create_market_buy_order(), create_market_sell_order() to Context and TradingStrategy
• Add validate_market_order() to OrderService (balance/position checks using estimated price)

Backtesting:

• Market orders fill at the Open price of the first candle after order.updated_at
• Slippage applied via TradingCost when configured
• Portfolio automatically reconciled: delta between estimated and actual fill price adjusted in unallocated balance and position

Live trading:

• CCXT executor calls createMarketBuyOrder() / createMarketSellOrder() (no price param)

Tests:

• 14 new tests covering: enum, estimated_price model, order creation, fill at open price, slippage, portfolio reconciliation, validation

Docs:

• Updated orders.md with market order API, parameters, and examples (DCA, Grid, Trailing Stop)
• Updated strategies.md with market order methods in the reference section

Closes #430