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: 77209
Total labels: 231627
Pending labels: 212144
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 15:46:13.006827+02:00
Recent trades snapshots: 77204
Micro candles: 1544000
Avg data quality: 76.0226657514020386
Latest latency: 6593 ms
Missing fields: 0

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 162 of 7721 · 77209 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-30 11:24:02.477146+02:00	mexc	VELVET/USDT:USDT	1.5795	78	4787 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 11:23:57.599093+02:00	htx	VELVET/USDT:USDT	1.565785	80	5619 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 11:23:41.915649+02:00	gate	VELVET/USDT:USDT	1.579165	68	9753 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 11:23:32.016238+02:00	binance	VELVET/USDT:USDT	1.58345	80	8964 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 11:23:22.920705+02:00	mexc	VELVET/USDT:USDT	1.58355	78	4489 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 11:23:18.355183+02:00	htx	VELVET/USDT:USDT	1.565785	80	5283 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 11:23:02.341030+02:00	gate	VELVET/USDT:USDT	1.584195	68	9656 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 11:22:52.557369+02:00	binance	VELVET/USDT:USDT	1.58745	80	5858 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 11:22:46.594537+02:00	mexc	VELVET/USDT:USDT	1.58495	68	26046 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 11:22:20.481609+02:00	htx	VELVET/USDT:USDT	1.564415	80	5173 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.5794
Best ask: 1.5796
Spread: 0.0002
Spread %: 0.012662
Mid price: 1.5795
Last price: 1.5801
Mark price: -
Index price: 1.5803

Order Book

Bid depth 5: 34
Ask depth 5: 43
Bid depth 10: 292
Ask depth 10: 103
Bid depth 20: 616
Ask depth 20: 268
Imbalance 5: -0.116883
Imbalance 10: 0.478481
Imbalance 20: 0.393665
Top bid size: 14
Top ask size: 3
Bid wall score: 0.022727
Ask wall score: 0.011194

Dynamics

Bid depth 5 delta: -110
Ask depth 5 delta: -3
Imbalance 5 delta: -0.632673
Bid depth 10 delta: -108
Ask depth 10 delta: -113
Imbalance 10 delta: 0.17978
Spread delta: -0.0001
Mid price delta: -0.00405
Wall shift score: 0.03414

Tape

Buy volume: 433
Sell volume: 491
Buy/sell delta: -58
Buy/sell ratio: 0.881874
Avg trade size: 9.24
Large trade count: 7
Largest trade size: 65

Candle

Return 1: 0.069616
Return 3: -0.277497
Volume 1: 17
Volume avg 5: 676.6
Momentum 5: -0.559713

Cross Exchange

Mid avg: 1.5779875
Mid median: 1.5813075
Price deviation %: 0.09585
Spread %: 1.125801

Funding / OI / Volume

Funding rate: -0.002825
Funding delta: 0
Funding abs: 0.002825
Funding pressure: 0.002825
Open interest: -
Volume 24h: 3003044
Quote volume 24h: 49397955.079
Price change 24h %: -6.73

Quality

Capture latency ms: 4787
Order book timestamp: 2026-06-30 11:24:00.652000+02:00
Ticker timestamp: 2026-06-30 11:23:58.788000+02:00
Trades timestamp: 2026-06-30 11:23:58.231000+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: 1.54954
Best ask: 1.58203
Spread: 0.03249
Spread %: 2.074998
Mid price: 1.565785
Last price: 1.58201
Mark price: -
Index price: -

Order Book

Bid depth 5: 3661
Ask depth 5: 182
Bid depth 10: 6532
Ask depth 10: 4568
Bid depth 20: 8515
Ask depth 20: 5279
Imbalance 5: 0.905282
Imbalance 10: 0.176937
Imbalance 20: 0.234595
Top bid size: 3000
Top ask size: 12
Bid wall score: 0.352319
Ask wall score: 0.002273

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -90
Imbalance 5 delta: 0.043599
Bid depth 10 delta: 0
Ask depth 10 delta: -93
Imbalance 10 delta: 0.009779
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.000039

Tape

Buy volume: 1456
Sell volume: 2194
Buy/sell delta: -738
Buy/sell ratio: 0.663628
Avg trade size: 36.5
Large trade count: 4
Largest trade size: 220

Candle

Return 1: -0.417965
Return 3: -0.417965
Volume 1: 34
Volume avg 5: 19.2
Momentum 5: 1.393349

Cross Exchange

Mid avg: 1.5779875
Mid median: 1.5813075
Price deviation %: -0.773295
Spread %: 1.125801

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100251
Volume 24h: 250630
Quote volume 24h: 250630
Price change 24h %: -5.831057

Quality

Capture latency ms: 5619
Order book timestamp: 2026-06-30 11:23:56.238000+02:00
Ticker timestamp: 2026-06-30 11:23:56.554000+02:00
Trades timestamp: 2026-06-30 11:23:09.132000+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: 1.57841
Best ask: 1.57992
Spread: 0.00151
Spread %: 0.09562
Mid price: 1.579165
Last price: 1.5832
Mark price: 1.58232
Index price: 1.582455

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 33
Ask depth 10: 10
Bid depth 20: 45
Ask depth 20: 43
Imbalance 5: 0
Imbalance 10: 0.534884
Imbalance 20: 0.022727
Top bid size: 1
Top ask size: 1
Bid wall score: 0.022222
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: 23
Ask depth 10 delta: -23
Imbalance 10 delta: 1.069767
Spread delta: -0.00062
Mid price delta: -0.00503
Wall shift score: -0.001587

Tape

Buy volume: 92
Sell volume: 60
Buy/sell delta: 32
Buy/sell ratio: 1.533333
Avg trade size: 1.52
Large trade count: 6
Largest trade size: 6

Candle

Return 1: 0
Return 3: -0.109153
Volume 1: 0
Volume avg 5: 15.4
Momentum 5: -0.876534

Cross Exchange

Mid avg: 1.579245
Mid median: 1.5835
Price deviation %: -0.005066
Spread %: 1.165747

Funding / OI / Volume

Funding rate: -0.000123
Funding delta: 0
Funding abs: 0.000123
Funding pressure: 0.000123
Open interest: -
Volume 24h: 9824300
Quote volume 24h: 16198494
Price change 24h %: -4.97

Quality

Capture latency ms: 9753
Order book timestamp: 2026-06-30 11:23:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:31.364000+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: 1.5833
Best ask: 1.5836
Spread: 0.0003
Spread %: 0.018946
Mid price: 1.58345
Last price: 1.5834
Mark price: -
Index price: -

Order Book

Bid depth 5: 311
Ask depth 5: 346
Bid depth 10: 865
Ask depth 10: 1066
Bid depth 20: 2720
Ask depth 20: 2590
Imbalance 5: -0.053272
Imbalance 10: -0.104091
Imbalance 20: 0.024482
Top bid size: 77
Top ask size: 48
Bid wall score: 0.028309
Ask wall score: 0.018533

Dynamics

Bid depth 5 delta: -332
Ask depth 5 delta: 199
Imbalance 5 delta: -0.681121
Bid depth 10 delta: -403
Ask depth 10 delta: 350
Imbalance 10 delta: -0.382317
Spread delta: 0.0002
Mid price delta: -0.004
Wall shift score: 0.014048

Tape

Buy volume: 1033
Sell volume: 2964
Buy/sell delta: -1931
Buy/sell ratio: 0.348516
Avg trade size: 39.97
Large trade count: 4
Largest trade size: 614

Candle

Return 1: -0.088328
Return 3: -0.132434
Volume 1: 9194
Volume avg 5: 33701.4
Momentum 5: -0.789375

Cross Exchange

Mid avg: 1.580245
Mid median: 1.5838725
Price deviation %: 0.202817
Spread %: 1.37099

Funding / OI / Volume

Funding rate: 0.0001406
Funding delta: -0.00000165
Funding abs: 0.0001406
Funding pressure: 0.00014225
Open interest: 32861813
Volume 24h: 156831482
Quote volume 24h: 257842069.62662
Price change 24h %: -5.66

Quality

Capture latency ms: 8964
Order book timestamp: 2026-06-30 11:23:29.861000+02:00
Ticker timestamp: 2026-06-30 11:23:22.486000+02:00
Trades timestamp: 2026-06-30 11:23:31.570000+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: 1.5834
Best ask: 1.5837
Spread: 0.0003
Spread %: 0.018945
Mid price: 1.58355
Last price: 1.5838
Mark price: -
Index price: 1.5831

Order Book

Bid depth 5: 144
Ask depth 5: 46
Bid depth 10: 400
Ask depth 10: 216
Bid depth 20: 794
Ask depth 20: 379
Imbalance 5: 0.515789
Imbalance 10: 0.298701
Imbalance 20: 0.353794
Top bid size: 3
Top ask size: 10
Bid wall score: 0.003778
Ask wall score: 0.026385

Dynamics

Bid depth 5 delta: 119
Ask depth 5 delta: -8
Imbalance 5 delta: 0.882878
Bid depth 10 delta: 220
Ask depth 10 delta: 43
Imbalance 10 delta: 0.278871
Spread delta: 0
Mid price delta: -0.0014
Wall shift score: -0.021133

Tape

Buy volume: 351
Sell volume: 546
Buy/sell delta: -195
Buy/sell ratio: 0.642857
Avg trade size: 8.97
Large trade count: 8
Largest trade size: 46

Candle

Return 1: -0.107269
Return 3: -0.189143
Volume 1: 142
Volume avg 5: 782.6
Momentum 5: -0.789622

Cross Exchange

Mid avg: 1.580595
Mid median: 1.5845725
Price deviation %: 0.186955
Spread %: 1.370686

Funding / OI / Volume

Funding rate: -0.002825
Funding delta: 0
Funding abs: 0.002825
Funding pressure: 0.002825
Open interest: -
Volume 24h: 3002472
Quote volume 24h: 49388896.378
Price change 24h %: -6.51

Quality

Capture latency ms: 4489
Order book timestamp: 2026-06-30 11:23:20.940000+02:00
Ticker timestamp: 2026-06-30 11:23:19.778000+02:00
Trades timestamp: 2026-06-30 11:23:21.534000+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: 1.54954
Best ask: 1.58203
Spread: 0.03249
Spread %: 2.074998
Mid price: 1.565785
Last price: 1.58201
Mark price: -
Index price: -

Order Book

Bid depth 5: 3661
Ask depth 5: 272
Bid depth 10: 6532
Ask depth 10: 4661
Bid depth 20: 8515
Ask depth 20: 5372
Imbalance 5: 0.861683
Imbalance 10: 0.167158
Imbalance 20: 0.226327
Top bid size: 3000
Top ask size: 12
Bid wall score: 0.352319
Ask wall score: 0.002234

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -152
Imbalance 5 delta: 0.069272
Bid depth 10 delta: -52
Ask depth 10 delta: -90
Imbalance 10 delta: 0.005447
Spread delta: -0.00658
Mid price delta: 0.00137
Wall shift score: 0.016206

Tape

Buy volume: 1456
Sell volume: 2194
Buy/sell delta: -738
Buy/sell ratio: 0.663628
Avg trade size: 36.5
Large trade count: 4
Largest trade size: 220

Candle

Return 1: -0.417965
Return 3: -0.417965
Volume 1: 34
Volume avg 5: 19.2
Momentum 5: 1.393349

Cross Exchange

Mid avg: 1.5802525
Mid median: 1.5845725
Price deviation %: -0.915518
Spread %: 1.457678

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100251
Volume 24h: 250630
Quote volume 24h: 250630
Price change 24h %: -5.831057

Quality

Capture latency ms: 5283
Order book timestamp: 2026-06-30 11:23:14.938000+02:00
Ticker timestamp: 2026-06-30 11:23:16.682000+02:00
Trades timestamp: 2026-06-30 11:23:09.132000+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: 1.58313
Best ask: 1.58526
Spread: 0.00213
Spread %: 0.134453
Mid price: 1.584195
Last price: 1.5832
Mark price: 1.5818
Index price: 1.58195

Order Book

Bid depth 5: 5
Ask depth 5: 6
Bid depth 10: 10
Ask depth 10: 33
Bid depth 20: 42
Ask depth 20: 43
Imbalance 5: -0.090909
Imbalance 10: -0.534884
Imbalance 20: -0.011765
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02381
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: 1
Imbalance 10 delta: -0.011074
Spread delta: -0.00058
Mid price delta: 0.00251
Wall shift score: 0.000554

Tape

Buy volume: 92
Sell volume: 60
Buy/sell delta: 32
Buy/sell ratio: 1.533333
Avg trade size: 1.52
Large trade count: 6
Largest trade size: 6

Candle

Return 1: 0
Return 3: -0.109153
Volume 1: 0
Volume avg 5: 15.4
Momentum 5: -0.876534

Cross Exchange

Mid avg: 1.579625
Mid median: 1.5833175
Price deviation %: 0.289309
Spread %: 1.458257

Funding / OI / Volume

Funding rate: -0.000123
Funding delta: 0.000015
Funding abs: 0.000123
Funding pressure: 0.000138
Open interest: -
Volume 24h: 9824300
Quote volume 24h: 16198494
Price change 24h %: -4.97

Quality

Capture latency ms: 9656
Order book timestamp: 2026-06-30 11:23:01+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:31.364000+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: 1.5874
Best ask: 1.5875
Spread: 0.0001
Spread %: 0.006299
Mid price: 1.58745
Last price: 1.5846
Mark price: -
Index price: -

Order Book

Bid depth 5: 643
Ask depth 5: 147
Bid depth 10: 1268
Ask depth 10: 716
Bid depth 20: 3686
Ask depth 20: 1577
Imbalance 5: 0.627848
Imbalance 10: 0.278226
Imbalance 20: 0.400722
Top bid size: 31
Top ask size: 20
Bid wall score: 0.00841
Ask wall score: 0.012682

Dynamics

Bid depth 5 delta: 395
Ask depth 5 delta: 55
Imbalance 5 delta: 0.169025
Bid depth 10 delta: 171
Ask depth 10 delta: -54
Imbalance 10 delta: 0.103079
Spread delta: -0.0001
Mid price delta: 0.00205
Wall shift score: -0.00687

Tape

Buy volume: 1383
Sell volume: 2095
Buy/sell delta: -712
Buy/sell ratio: 0.660143
Avg trade size: 34.78
Large trade count: 6
Largest trade size: 430

Candle

Return 1: 0.195658
Return 3: -0.075533
Volume 1: 64059
Volume avg 5: 39816.4
Momentum 5: 0.069339

Cross Exchange

Mid avg: 1.5791125
Mid median: 1.5833175
Price deviation %: 0.527986
Spread %: 1.328911

Funding / OI / Volume

Funding rate: 0.00014225
Funding delta: 0
Funding abs: 0.00014225
Funding pressure: 0.00014225
Open interest: 32860915
Volume 24h: 156901030
Quote volume 24h: 257957592.30202
Price change 24h %: -5.51

Quality

Capture latency ms: 5858
Order book timestamp: 2026-06-30 11:22:50.419000+02:00
Ticker timestamp: 2026-06-30 11:22:45.219000+02:00
Trades timestamp: 2026-06-30 11:22:51.947000+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: 1.5848
Best ask: 1.5851
Spread: 0.0003
Spread %: 0.018928
Mid price: 1.58495
Last price: 1.5834
Mark price: -
Index price: 1.5818

Order Book

Bid depth 5: 25
Ask depth 5: 54
Bid depth 10: 180
Ask depth 10: 173
Bid depth 20: 533
Ask depth 20: 574
Imbalance 5: -0.367089
Imbalance 10: 0.01983
Imbalance 20: -0.037037
Top bid size: 2
Top ask size: 3
Bid wall score: 0.003752
Ask wall score: 0.005226

Dynamics

Bid depth 5 delta: -94
Ask depth 5 delta: 28
Imbalance 5 delta: -1.008468
Bid depth 10 delta: -193
Ask depth 10 delta: 92
Imbalance 10 delta: -0.623342
Spread delta: -0.0006
Mid price delta: -0.0009
Wall shift score: -0.005935

Tape

Buy volume: 576
Sell volume: 747
Buy/sell delta: -171
Buy/sell ratio: 0.771084
Avg trade size: 13.23
Large trade count: 5
Largest trade size: 225

Candle

Return 1: -0.056761
Return 3: -0.339601
Volume 1: 1482
Volume avg 5: 865.4
Momentum 5: -0.232939

Cross Exchange

Mid avg: 1.5793375
Mid median: 1.5835425
Price deviation %: 0.355371
Spread %: 1.357215

Funding / OI / Volume

Funding rate: -0.002825
Funding delta: 0
Funding abs: 0.002825
Funding pressure: 0.002825
Open interest: -
Volume 24h: 3002295
Quote volume 24h: 49386099.644
Price change 24h %: -6.53

Quality

Capture latency ms: 26046
Order book timestamp: 2026-06-30 11:22:44.978000+02:00
Ticker timestamp: 2026-06-30 11:22:43.734000+02:00
Trades timestamp: 2026-06-30 11:22:44.973000+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

Price

Best bid: 1.54488
Best ask: 1.58395
Spread: 0.03907
Spread %: 2.497419
Mid price: 1.564415
Last price: 1.58865
Mark price: -
Index price: -

Order Book

Bid depth 5: 3661
Ask depth 5: 424
Bid depth 10: 6584
Ask depth 10: 4751
Bid depth 20: 8539
Ask depth 20: 5387
Imbalance 5: 0.792411
Imbalance 10: 0.161712
Imbalance 20: 0.226339
Top bid size: 3000
Top ask size: 94
Bid wall score: 0.351329
Ask wall score: 0.017449

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -1
Imbalance 5 delta: 0.000439
Bid depth 10 delta: 64
Ask depth 10 delta: -1
Imbalance 10 delta: 0.004863
Spread delta: 0.0015
Mid price delta: -0.00738
Wall shift score: -0.01405

Tape

Buy volume: 1422
Sell volume: 2198
Buy/sell delta: -776
Buy/sell ratio: 0.646952
Avg trade size: 36.2
Large trade count: 4
Largest trade size: 220

Candle

Return 1: 0
Return 3: 1.818916
Volume 1: 0
Volume avg 5: 12.4
Momentum 5: 1.818916

Cross Exchange

Mid avg: 1.5811825
Mid median: 1.5835425
Price deviation %: -1.060441
Spread %: 0.888892

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100234
Volume 24h: 250652
Quote volume 24h: 250652
Price change 24h %: -5.435811

Quality

Capture latency ms: 5173
Order book timestamp: 2026-06-30 11:22:19.096000+02:00
Ticker timestamp: 2026-06-30 11:22:19.426000+02:00
Trades timestamp: 2026-06-30 11:20:33.254000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 19338
gate: 19337
htx: 19199
mexc: 19335

By Symbol

VELVET/USDT:USDT: 77209

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