Then, what is baptism by fire?
In a way, you are also right.
At the Cross, The Lord endured that fire of great tribulation: that cup of the Father's wrath that He poured upon Him in our stead.
In fact, the Lord had known such would be the case...
Matthew 26:38 Then saith he unto them, My soul is exceeding sorrowful, even unto death: tarry ye here, and watch with me. 26:39 And he went a little farther, and fell on his face, and prayed, saying, O my Father, if it be possible, let this cup pass from me: nevertheless not as I will, but as thou wilt. 26:40 And he cometh unto the disciples, and findeth them asleep, and saith unto Peter, What, could ye not watch with me one hour? 26:41 Watch and pray, that ye enter not into temptation: the spirit indeed is willing, but the flesh is weak. 26:42 He went away again the second time, and prayed, saying, O my Father, if this cup may not pass away from me, except I drink it, thy will be done.
Luke 22:43 And there appeared an angel unto him from heaven, strengthening him. 22:44 And being in an agony he prayed more earnestly: and his sweat was as it were great drops of blood falling down to the ground.
Talk about so great an anxiety that one so Devine; so Pure; so Innocent had ended up sweating drops of blood that should have been our drops of blood...
He well knew of the fire of the Father's wrath He was headed for, in our stead.
Further, the moment we trust that He died for our sins, the Spirit baptizes us - that is to say; identifies us as having died that fiery death with Him, Romans 6; 1 Cor. 12; Gal. 3; etc.
2 Corinthians 5:21 For he hath made him to be sin for us, who knew no sin; that we might be made the righteousness of God in him.
So yeah, one could say that is a baptism of fire.
At the same time, there is this other baptism of fire - the wrath to come upon the world that Malachi was referring to in Malachi 3, and that John the Baptist was talking about, in Matthew 3.
Thank God then, for the baptismal fire of Romans 5:8 - in - our - stead!!!