From 8bb6d12f2adfb0124c2feb57da3e09bfc51a0a7c Mon Sep 17 00:00:00 2001
From: nkaz001 <nkaz001@protonmail.com>
Date: Mon, 22 May 2023 10:25:00 -0400
Subject: [PATCH] Fix incorrect trade message processing

---
 hftbacktest/__init__.py                  | 2 +-
 hftbacktest/data/utils/binancefutures.py | 2 ++
 2 files changed, 3 insertions(+), 1 deletion(-)

diff --git a/hftbacktest/__init__.py b/hftbacktest/__init__.py
index fa07fe9..9c52630 100644
--- a/hftbacktest/__init__.py
+++ b/hftbacktest/__init__.py
@@ -128,7 +128,7 @@
     'correct'
 )
 
-__version__ = '1.6.0'
+__version__ = '1.6.1'
 
 
 # JIT'ed latency models
diff --git a/hftbacktest/data/utils/binancefutures.py b/hftbacktest/data/utils/binancefutures.py
index df1609d..cbdc798 100644
--- a/hftbacktest/data/utils/binancefutures.py
+++ b/hftbacktest/data/utils/binancefutures.py
@@ -68,6 +68,8 @@ def convert(
             if data is not None:
                 evt = data['e']
                 if evt == 'trade':
+                    if data['X'] != 'MARKET':
+                        continue
                     # event_time = data['E']
                     transaction_time = data['T']
                     price = data['p']