ML Training | FuturesML

Dataset Training Mode

Collect feature snapshots, label future movement, and train an offline baseline model.

running

Session: Training session 2026-06-30 10:55:48
Started: 2026-06-30 12:55:48.074854+02:00
Interval: 5s
Horizons: [10, 30, 60]

Last runner error: kucoinfutures fetchOrderBook() limit argument must be 20 or 100

Dataset Stats

Current feature and label inventory.

Total feature snapshots: 76709
Total labels: 230127
Pending labels: 210644
Labeled snapshots: 19483
Labels with advanced TP/SL: 485
Avg long MFE 30s: -
Avg long MAE 30s: -
Avg short MFE 30s: -
Avg short MAE 30s: -
Long labels: 7700
Short labels: 7386
Flat labels: 4397
Latest snapshot: 2026-06-30 14:26:04.933962+02:00
Recent trades snapshots: 76704
Micro candles: 1534000
Avg data quality: 76.0202844516288832
Latest latency: 4488 ms
Missing fields: 1

Active Exchanges / Pairs

Pairs currently eligible for ML feature collection.

Exchange	Code	Symbol
Binance	binance	VELVET/USDT:USDT
Gate.io	gate	VELVET/USDT:USDT
Huobi / HTX	htx	VELVET/USDT:USDT
KuCoin Futures	kucoinfutures	VELVET/USDT:USDT
MEXC	mexc	VELVET/USDT:USDT

Recent Feature Snapshots

Latest ML rows with tape pressure, candle momentum, deltas, and quality.

Page 161 of 7671 · 76709 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-30 10:03:32.079979+02:00	binance	VELVET/USDT:USDT	1.5619	80	7218 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 10:03:24.757363+02:00	mexc	VELVET/USDT:USDT	1.56365	78	4493 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 10:03:20.210326+02:00	htx	VELVET/USDT:USDT	1.54931	80	5753 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 10:03:04.510633+02:00	gate	VELVET/USDT:USDT	1.569825	68	10120 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 10:02:54.280431+02:00	binance	VELVET/USDT:USDT	1.5683	80	5714 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 10:02:48.469773+02:00	mexc	VELVET/USDT:USDT	1.56435	78	4762 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 10:02:43.638976+02:00	htx	VELVET/USDT:USDT	1.5557	80	5898 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 10:02:27.226146+02:00	gate	VELVET/USDT:USDT	1.573765	68	9608 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 10:02:17.510635+02:00	binance	VELVET/USDT:USDT	1.57345	80	6352 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 10:02:11.045410+02:00	mexc	VELVET/USDT:USDT	1.56965	68	5320 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.5617
Best ask: 1.5621
Spread: 0.0004
Spread %: 0.02561
Mid price: 1.5619
Last price: 1.5615
Mark price: -
Index price: -

Order Book

Bid depth 5: 463
Ask depth 5: 674
Bid depth 10: 994
Ask depth 10: 1396
Bid depth 20: 16278
Ask depth 20: 2712
Imbalance 5: -0.185576
Imbalance 10: -0.168201
Imbalance 20: 0.714376
Top bid size: 12
Top ask size: 41
Bid wall score: 0.000737
Ask wall score: 0.015118

Dynamics

Bid depth 5 delta: 331
Ask depth 5 delta: 331
Imbalance 5 delta: 0.258634
Bid depth 10 delta: 152
Ask depth 10 delta: 552
Imbalance 10 delta: -0.167015
Spread delta: 0
Mid price delta: -0.0064
Wall shift score: 0.008441

Tape

Buy volume: 4156
Sell volume: 1294
Buy/sell delta: 2862
Buy/sell ratio: 3.211747
Avg trade size: 54.5
Large trade count: 12
Largest trade size: 377

Candle

Return 1: -0.826026
Return 3: -0.261998
Volume 1: 107825
Volume avg 5: 114206.6
Momentum 5: -0.204604

Cross Exchange

Mid avg: 1.56277125
Mid median: 1.565975
Price deviation %: -0.05575
Spread %: 1.312732

Funding / OI / Volume

Funding rate: 0.00015485
Funding delta: -0.00000222
Funding abs: 0.00015485
Funding pressure: 0.00015707
Open interest: 32862847
Volume 24h: 165485821
Quote volume 24h: 273025164.09672
Price change 24h %: -9.094

Quality

Capture latency ms: 7218
Order book timestamp: 2026-06-30 10:03:29.928000+02:00
Ticker timestamp: 2026-06-30 10:03:26.336000+02:00
Trades timestamp: 2026-06-30 10:03:31.487000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 1.5634
Best ask: 1.5639
Spread: 0.0005
Spread %: 0.031976
Mid price: 1.56365
Last price: 1.5628
Mark price: -
Index price: 1.5637

Order Book

Bid depth 5: 679
Ask depth 5: 12
Bid depth 10: 819
Ask depth 10: 512
Bid depth 20: 1171
Ask depth 20: 1424
Imbalance 5: 0.965268
Imbalance 10: 0.230654
Imbalance 20: -0.097495
Top bid size: 3
Top ask size: 2
Bid wall score: 0.002562
Ask wall score: 0.001404

Dynamics

Bid depth 5 delta: 544
Ask depth 5 delta: -137
Imbalance 5 delta: 1.014564
Bid depth 10 delta: 534
Ask depth 10 delta: 246
Imbalance 10 delta: 0.196171
Spread delta: 0
Mid price delta: -0.0007
Wall shift score: 0.07408

Tape

Buy volume: 511
Sell volume: 605
Buy/sell delta: -94
Buy/sell ratio: 0.844628
Avg trade size: 11.16
Large trade count: 8
Largest trade size: 87

Candle

Return 1: -0.445378
Return 3: 0.012784
Volume 1: 753
Volume avg 5: 1738
Momentum 5: -0.216823

Cross Exchange

Mid avg: 1.56294625
Mid median: 1.566325
Price deviation %: 0.045027
Spread %: 1.312585

Funding / OI / Volume

Funding rate: -0.002825
Funding delta: 0
Funding abs: 0.002825
Funding pressure: 0.002825
Open interest: -
Volume 24h: 3073878
Quote volume 24h: 50693668.041
Price change 24h %: -7.75

Quality

Capture latency ms: 4493
Order book timestamp: 2026-06-30 10:03:23.221000+02:00
Ticker timestamp: 2026-06-30 10:03:22.874000+02:00
Trades timestamp: 2026-06-30 10:03:23.424000+02:00
Data quality score: 78
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 1.53223
Best ask: 1.56639
Spread: 0.03416
Spread %: 2.204852
Mid price: 1.54931
Last price: 1.56355
Mark price: -
Index price: -

Order Book

Bid depth 5: 4715
Ask depth 5: 269
Bid depth 10: 6650
Ask depth 10: 4458
Bid depth 20: 8812
Ask depth 20: 5198
Imbalance 5: 0.892055
Imbalance 10: 0.197335
Imbalance 20: 0.257959
Top bid size: 3000
Top ask size: 1
Bid wall score: 0.340445
Ask wall score: 0.000192

Dynamics

Bid depth 5 delta: 1053
Ask depth 5 delta: -64
Imbalance 5 delta: 0.058763
Bid depth 10 delta: 1717
Ask depth 10 delta: 256
Imbalance 10 delta: 0.117313
Spread delta: -0.00984
Mid price delta: -0.00639
Wall shift score: -0.012935

Tape

Buy volume: 3076
Sell volume: 2416
Buy/sell delta: 660
Buy/sell ratio: 1.273179
Avg trade size: 54.92
Large trade count: 5
Largest trade size: 494

Candle

Return 1: 0.279632
Return 3: 2.568224
Volume 1: 64
Volume avg 5: 16.4
Momentum 5: 1.587931

Cross Exchange

Mid avg: 1.56454375
Mid median: 1.566325
Price deviation %: -0.973686
Spread %: 0.902819

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100489
Volume 24h: 259596
Quote volume 24h: 259596
Price change 24h %: -6.929886

Quality

Capture latency ms: 5753
Order book timestamp: 2026-06-30 10:03:17.996000+02:00
Ticker timestamp: 2026-06-30 10:03:18.730000+02:00
Trades timestamp: 2026-06-30 10:03:17.373000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 1.56833
Best ask: 1.57132
Spread: 0.00299
Spread %: 0.190467
Mid price: 1.569825
Last price: 1.57285
Mark price: 1.57161
Index price: 1.570268

Order Book

Bid depth 5: 5
Ask depth 5: 6
Bid depth 10: 32
Ask depth 10: 11
Bid depth 20: 44
Ask depth 20: 43
Imbalance 5: -0.090909
Imbalance 10: 0.488372
Imbalance 20: 0.011494
Top bid size: 1
Top ask size: 1
Bid wall score: 0.022727
Ask wall score: 0.023256

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.090909
Bid depth 10 delta: 0
Ask depth 10 delta: -21
Imbalance 10 delta: 0.488372
Spread delta: 0.00092
Mid price delta: -0.00394
Wall shift score: 0.000025

Tape

Buy volume: 90
Sell volume: 59
Buy/sell delta: 31
Buy/sell ratio: 1.525424
Avg trade size: 1.49
Large trade count: 5
Largest trade size: 7

Candle

Return 1: -0.37893
Return 3: 0.286737
Volume 1: 7
Volume avg 5: 39.2
Momentum 5: 0.189907

Cross Exchange

Mid avg: 1.56552875
Mid median: 1.566325
Price deviation %: 0.274428
Spread %: 1.153923

Funding / OI / Volume

Funding rate: 0.00087
Funding delta: 0.00082
Funding abs: 0.00087
Funding pressure: 0.00169
Open interest: -
Volume 24h: 10109500
Quote volume 24h: 16700528
Price change 24h %: -8.33

Quality

Capture latency ms: 10120
Order book timestamp: 2026-06-30 10:03:03+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:26.583000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 1.5681
Best ask: 1.5685
Spread: 0.0004
Spread %: 0.025505
Mid price: 1.5683
Last price: 1.5647
Mark price: -
Index price: -

Order Book

Bid depth 5: 132
Ask depth 5: 343
Bid depth 10: 842
Ask depth 10: 844
Bid depth 20: 3139
Ask depth 20: 3081
Imbalance 5: -0.444211
Imbalance 10: -0.001186
Imbalance 20: 0.009325
Top bid size: 17
Top ask size: 87
Bid wall score: 0.005416
Ask wall score: 0.028238

Dynamics

Bid depth 5 delta: -583
Ask depth 5 delta: -85
Imbalance 5 delta: -0.695304
Bid depth 10 delta: -454
Ask depth 10 delta: 157
Imbalance 10 delta: -0.308297
Spread delta: 0.0003
Mid price delta: -0.00515
Wall shift score: -0.085315

Tape

Buy volume: 3865
Sell volume: 4060
Buy/sell delta: -195
Buy/sell ratio: 0.95197
Avg trade size: 79.25
Large trade count: 5
Largest trade size: 2405

Candle

Return 1: -0.177981
Return 3: 0.75709
Volume 1: 120451
Volume avg 5: 120388.6
Momentum 5: -0.076355

Cross Exchange

Mid avg: 1.56681625
Mid median: 1.5689
Price deviation %: 0.094698
Spread %: 1.152975

Funding / OI / Volume

Funding rate: 0.00015707
Funding delta: 0
Funding abs: 0.00015707
Funding pressure: 0.00015707
Open interest: 32875743
Volume 24h: 165547652
Quote volume 24h: 273159559.67242
Price change 24h %: -9.145

Quality

Capture latency ms: 5714
Order book timestamp: 2026-06-30 10:02:52.138000+02:00
Ticker timestamp: 2026-06-30 10:02:41.858000+02:00
Trades timestamp: 2026-06-30 10:02:53.704000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 1.5641
Best ask: 1.5646
Spread: 0.0005
Spread %: 0.031962
Mid price: 1.56435
Last price: 1.5647
Mark price: -
Index price: 1.5643

Order Book

Bid depth 5: 135
Ask depth 5: 149
Bid depth 10: 285
Ask depth 10: 266
Bid depth 20: 599
Ask depth 20: 429
Imbalance 5: -0.049296
Imbalance 10: 0.034483
Imbalance 20: 0.16537
Top bid size: 1
Top ask size: 32
Bid wall score: 0.001669
Ask wall score: 0.074592

Dynamics

Bid depth 5 delta: 53
Ask depth 5 delta: 89
Imbalance 5 delta: -0.204225
Bid depth 10 delta: 121
Ask depth 10 delta: 54
Imbalance 10 delta: 0.162142
Spread delta: 0.0004
Mid price delta: -0.0053
Wall shift score: -0.059746

Tape

Buy volume: 747
Sell volume: 368
Buy/sell delta: 379
Buy/sell ratio: 2.029891
Avg trade size: 11.15
Large trade count: 6
Largest trade size: 80

Candle

Return 1: -0.552872
Return 3: 0.359136
Volume 1: 1225
Volume avg 5: 2114
Momentum 5: -0.451654

Cross Exchange

Mid avg: 1.56814125
Mid median: 1.57155
Price deviation %: -0.241767
Spread %: 1.152001

Funding / OI / Volume

Funding rate: -0.002825
Funding delta: 0
Funding abs: 0.002825
Funding pressure: 0.002825
Open interest: -
Volume 24h: 3072992
Quote volume 24h: 50679779.405
Price change 24h %: -7.64

Quality

Capture latency ms: 4762
Order book timestamp: 2026-06-30 10:02:46.846000+02:00
Ticker timestamp: 2026-06-30 10:02:46.752000+02:00
Trades timestamp: 2026-06-30 10:02:45.826000+02:00
Data quality score: 78
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 1.5337
Best ask: 1.5777
Spread: 0.044
Spread %: 2.828309
Mid price: 1.5557
Last price: 1.55919
Mark price: -
Index price: -

Order Book

Bid depth 5: 3662
Ask depth 5: 333
Bid depth 10: 4933
Ask depth 10: 4202
Bid depth 20: 8490
Ask depth 20: 5915
Imbalance 5: 0.833292
Imbalance 10: 0.080022
Imbalance 20: 0.178757
Top bid size: 3000
Top ask size: 1
Bid wall score: 0.353357
Ask wall score: 0.000169

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -520
Imbalance 5 delta: 0.211143
Bid depth 10 delta: 1
Ask depth 10 delta: 22
Imbalance 10 delta: -0.002507
Spread delta: -0.00435
Mid price delta: -0.002895
Wall shift score: -0.000041

Tape

Buy volume: 3178
Sell volume: 2352
Buy/sell delta: 826
Buy/sell ratio: 1.35119
Avg trade size: 55.3
Large trade count: 5
Largest trade size: 494

Candle

Return 1: 0
Return 3: 1.085942
Volume 1: 0
Volume avg 5: 3.6
Momentum 5: 1.30465

Cross Exchange

Mid avg: 1.568865
Mid median: 1.57155
Price deviation %: -0.839142
Spread %: 0.966941

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100489
Volume 24h: 259590
Quote volume 24h: 259590
Price change 24h %: -7.189414

Quality

Capture latency ms: 5898
Order book timestamp: 2026-06-30 10:02:42.096000+02:00
Ticker timestamp: 2026-06-30 10:02:42.423000+02:00
Trades timestamp: 2026-06-30 10:01:28.741000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 1.57273
Best ask: 1.5748
Spread: 0.00207
Spread %: 0.131532
Mid price: 1.573765
Last price: 1.5744
Mark price: 1.56963
Index price: 1.570195

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 32
Ask depth 10: 32
Bid depth 20: 43
Ask depth 20: 42
Imbalance 5: 0
Imbalance 10: 0
Imbalance 20: 0.011765
Top bid size: 1
Top ask size: 1
Bid wall score: 0.023256
Ask wall score: 0.02381

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -1
Imbalance 5 delta: 0.090909
Bid depth 10 delta: 0
Ask depth 10 delta: 20
Imbalance 10 delta: -0.454545
Spread delta: -0.00051
Mid price delta: 0.001565
Wall shift score: -0.002141

Tape

Buy volume: 96
Sell volume: 71
Buy/sell delta: 25
Buy/sell ratio: 1.352113
Avg trade size: 1.67
Large trade count: 5
Largest trade size: 14

Candle

Return 1: 0.146301
Return 3: 1.151316
Volume 1: 21
Volume avg 5: 50.8
Momentum 5: 0.167327

Cross Exchange

Mid avg: 1.56847375
Mid median: 1.570925
Price deviation %: 0.33735
Spread %: 0.947099

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 10106200
Quote volume 24h: 16695348
Price change 24h %: -8.24

Quality

Capture latency ms: 9608
Order book timestamp: 2026-06-30 10:02:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:26.544000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 1.5734
Best ask: 1.5735
Spread: 0.0001
Spread %: 0.006355
Mid price: 1.57345
Last price: 1.569
Mark price: -
Index price: -

Order Book

Bid depth 5: 715
Ask depth 5: 428
Bid depth 10: 1296
Ask depth 10: 687
Bid depth 20: 2992
Ask depth 20: 2489
Imbalance 5: 0.251094
Imbalance 10: 0.30711
Imbalance 20: 0.091772
Top bid size: 199
Top ask size: 10
Bid wall score: 0.066511
Ask wall score: 0.004018

Dynamics

Bid depth 5 delta: -274
Ask depth 5 delta: 261
Imbalance 5 delta: -0.459979
Bid depth 10 delta: -338
Ask depth 10 delta: -1171
Imbalance 10 delta: 0.371257
Spread delta: -0.0002
Mid price delta: 0.0034
Wall shift score: 0.031844

Tape

Buy volume: 3493
Sell volume: 1709
Buy/sell delta: 1784
Buy/sell ratio: 2.043885
Avg trade size: 52.02
Large trade count: 6
Largest trade size: 419

Candle

Return 1: -0.019069
Return 3: 0.91749
Volume 1: 16408
Volume avg 5: 99580
Momentum 5: 0.082718

Cross Exchange

Mid avg: 1.56762375
Mid median: 1.56985
Price deviation %: 0.371661
Spread %: 0.867874

Funding / OI / Volume

Funding rate: 0.00015707
Funding delta: 0.00000074
Funding abs: 0.00015707
Funding pressure: 0.00015781
Open interest: 32874673
Volume 24h: 165445598
Quote volume 24h: 272993092.31082
Price change 24h %: -8.896

Quality

Capture latency ms: 6352
Order book timestamp: 2026-06-30 10:02:15.377000+02:00
Ticker timestamp: 2026-06-30 10:02:08.217000+02:00
Trades timestamp: 2026-06-30 10:02:16.834000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 1.5696
Best ask: 1.5697
Spread: 0.0001
Spread %: 0.006371
Mid price: 1.56965
Last price: 1.5704
Mark price: -
Index price: 1.5703

Order Book

Bid depth 5: 82
Ask depth 5: 60
Bid depth 10: 164
Ask depth 10: 212
Bid depth 20: 551
Ask depth 20: 595
Imbalance 5: 0.15493
Imbalance 10: -0.12766
Imbalance 20: -0.038394
Top bid size: 2
Top ask size: 10
Bid wall score: 0.00363
Ask wall score: 0.016807

Dynamics

Bid depth 5 delta: -125
Ask depth 5 delta: -54
Imbalance 5 delta: -0.13479
Bid depth 10 delta: -65
Ask depth 10 delta: -91
Imbalance 10 delta: 0.011438
Spread delta: -0.0006
Mid price delta: 0.0016
Wall shift score: -0.048653

Tape

Buy volume: 504
Sell volume: 656
Buy/sell delta: -152
Buy/sell ratio: 0.768293
Avg trade size: 11.6
Large trade count: 4
Largest trade size: 80

Candle

Return 1: -0.241484
Return 3: 0.673379
Volume 1: 402
Volume avg 5: 1949.4
Momentum 5: -0.139949

Cross Exchange

Mid avg: 1.56722375
Mid median: 1.56905
Price deviation %: 0.154812
Spread %: 0.868096

Funding / OI / Volume

Funding rate: -0.002825
Funding delta: 0
Funding abs: 0.002825
Funding pressure: 0.002825
Open interest: -
Volume 24h: 3072191
Quote volume 24h: 50667181.172
Price change 24h %: -7.3

Quality

Capture latency ms: 5320
Order book timestamp: 2026-06-30 10:02:09.386000+02:00
Ticker timestamp: 2026-06-30 10:02:08.015000+02:00
Trades timestamp: 2026-06-30 10:02:09.295000+02:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 19212
gate: 19212
htx: 19075
mexc: 19210

By Symbol

VELVET/USDT:USDT: 76709

Trained Models

Offline baseline models trained from labeled historical data.

Title	Status	Type	Horizon	Rows	Accuracy	Long precision	Short precision	Flat precision	Trained	Path / Error
Direction model 60s	trained	RandomForestClassifier	60s	6815	0.48936170	0.48387097	0.49813433	0.48192771	2026-06-30 12:10:19.505424+02:00	storage/models/3207c579-dec8-45d5-b7e7-b6c4a41f6354.joblib