but direct P2P trade will ruin your privacy
No. It is the opposite, if I had to make a list of ways you can buy Bitcoin, Decentralized Exchanges and Peer to Peer (as in face to face) trades would be at the bottom of the list.
Peer to peer gives you the best privacy since no party is collecting data on you, unless you fell in a honeypot or are trading with a weirdo. That is considering you are taking the proper safety measures prior to meeting the guy you are about to trade with.
also you can use Bitcoin ATM, but it doesn't worth since they charge large fees.
ATM's usually charge large fees only upon selling Bitcoin. For buying Bitcoin they are in fact a great choice most of the time. Buying fees are negligible.
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Regards,
PrivacyG