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: 77666
Total labels: 232998
Pending labels: 213515
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 17:02:32.795181+02:00
Recent trades snapshots: 77662
Micro candles: 1553160
Avg data quality: 76.0193904747189926
Latest latency: 5652 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 163 of 7767 · 77666 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-30 12:40:11.808177+02:00	binance	VELVET/USDT:USDT	1.56905	80	6391 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 12:40:05.243982+02:00	mexc	VELVET/USDT:USDT	1.56785	68	5842 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 12:39:59.236637+02:00	htx	VELVET/USDT:USDT	1.543655	80	5236 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 12:39:43.353944+02:00	gate	VELVET/USDT:USDT	1.56733	68	10024 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 12:39:33.182645+02:00	binance	VELVET/USDT:USDT	1.56835	80	6319 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 12:39:26.678157+02:00	mexc	VELVET/USDT:USDT	1.56485	78	4698 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 12:39:21.905395+02:00	htx	VELVET/USDT:USDT	1.5421	80	6716 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 12:39:02.354630+02:00	gate	VELVET/USDT:USDT	1.5551	68	10212 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 12:38:52.006777+02:00	binance	VELVET/USDT:USDT	1.55835	80	7023 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 12:38:44.847559+02:00	mexc	VELVET/USDT:USDT	1.55745	78	4816 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.569
Best ask: 1.5691
Spread: 0.0001
Spread %: 0.006373
Mid price: 1.56905
Last price: 1.5676
Mark price: -
Index price: -

Order Book

Bid depth 5: 385
Ask depth 5: 116
Bid depth 10: 1019
Ask depth 10: 409
Bid depth 20: 3390
Ask depth 20: 4390
Imbalance 5: 0.536926
Imbalance 10: 0.427171
Imbalance 20: -0.128535
Top bid size: 139
Top ask size: 73
Bid wall score: 0.041003
Ask wall score: 0.016629

Dynamics

Bid depth 5 delta: -24
Ask depth 5 delta: -46
Imbalance 5 delta: 0.104352
Bid depth 10 delta: 52
Ask depth 10 delta: -228
Imbalance 10 delta: 0.221435
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: 0.001232

Tape

Buy volume: 2698
Sell volume: 938
Buy/sell delta: 1760
Buy/sell ratio: 2.876333
Avg trade size: 36.36
Large trade count: 8
Largest trade size: 691

Candle

Return 1: 0.204342
Return 3: 0.576849
Volume 1: 3013
Volume avg 5: 52678.4
Momentum 5: 0.48668

Cross Exchange

Mid avg: 1.56179625
Mid median: 1.56759
Price deviation %: 0.464449
Spread %: 1.581192

Funding / OI / Volume

Funding rate: 0.00012785
Funding delta: 0.00000026
Funding abs: 0.00012785
Funding pressure: 0.00012811
Open interest: 32929019
Volume 24h: 154297384
Quote volume 24h: 253165286.07502
Price change 24h %: -6.652

Quality

Capture latency ms: 6391
Order book timestamp: 2026-06-30 12:40:09.625000+02:00
Ticker timestamp: 2026-06-30 12:40:02.192000+02:00
Trades timestamp: 2026-06-30 12:40:11.203000+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: 1.5677
Best ask: 1.568
Spread: 0.0003
Spread %: 0.019134
Mid price: 1.56785
Last price: 1.5662
Mark price: -
Index price: 1.5645

Order Book

Bid depth 5: 67
Ask depth 5: 33
Bid depth 10: 145
Ask depth 10: 188
Bid depth 20: 277
Ask depth 20: 503
Imbalance 5: 0.34
Imbalance 10: -0.129129
Imbalance 20: -0.289744
Top bid size: 3
Top ask size: 4
Bid wall score: 0.01083
Ask wall score: 0.007952

Dynamics

Bid depth 5 delta: -32
Ask depth 5 delta: -152
Imbalance 5 delta: 0.642817
Bid depth 10 delta: -96
Ask depth 10 delta: -77
Imbalance 10 delta: -0.081698
Spread delta: 0.0002
Mid price delta: 0.003
Wall shift score: 0.017944

Tape

Buy volume: 424
Sell volume: 340
Buy/sell delta: 84
Buy/sell ratio: 1.247059
Avg trade size: 7.64
Large trade count: 11
Largest trade size: 57

Candle

Return 1: 0.102125
Return 3: 0.467649
Volume 1: 5
Volume avg 5: 812.6
Momentum 5: 0.416186

Cross Exchange

Mid avg: 1.56104625
Mid median: 1.56609
Price deviation %: 0.435846
Spread %: 1.581952

Funding / OI / Volume

Funding rate: -0.002825
Funding delta: 0
Funding abs: 0.002825
Funding pressure: 0.002825
Open interest: -
Volume 24h: 2931807
Quote volume 24h: 48121492.797
Price change 24h %: -7.55

Quality

Capture latency ms: 5842
Order book timestamp: 2026-06-30 12:40:03.344000+02:00
Ticker timestamp: 2026-06-30 12:40:01.923000+02:00
Trades timestamp: 2026-06-30 12:40:03.924000+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: 1.52975
Best ask: 1.55756
Spread: 0.02781
Spread %: 1.801568
Mid price: 1.543655
Last price: 1.55754
Mark price: -
Index price: -

Order Book

Bid depth 5: 3638
Ask depth 5: 236
Bid depth 10: 6532
Ask depth 10: 1657
Bid depth 20: 8211
Ask depth 20: 2374
Imbalance 5: 0.878162
Imbalance 10: 0.595311
Imbalance 20: 0.551441
Top bid size: 473
Top ask size: 12
Bid wall score: 0.057606
Ask wall score: 0.005055

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 45
Imbalance 5 delta: -0.022073
Bid depth 10 delta: -4
Ask depth 10 delta: 49
Imbalance 10 delta: -0.009797
Spread delta: -0.00311
Mid price delta: 0.001555
Wall shift score: -0.307473

Tape

Buy volume: 1542
Sell volume: 2118
Buy/sell delta: -576
Buy/sell ratio: 0.728045
Avg trade size: 36.6
Large trade count: 2
Largest trade size: 220

Candle

Return 1: 0
Return 3: -0.000642
Volume 1: 0
Volume avg 5: 14
Momentum 5: 1.567656

Cross Exchange

Mid avg: 1.5606575
Mid median: 1.56609
Price deviation %: -1.089445
Spread %: 1.681983

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100162
Volume 24h: 236210
Quote volume 24h: 236210
Price change 24h %: -7.28763

Quality

Capture latency ms: 5236
Order book timestamp: 2026-06-30 12:39:57.538000+02:00
Ticker timestamp: 2026-06-30 12:39:58.155000+02:00
Trades timestamp: 2026-06-30 12:37:54.514000+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: 1.56583
Best ask: 1.56883
Spread: 0.003
Spread %: 0.191408
Mid price: 1.56733
Last price: 1.55699
Mark price: 1.56499
Index price: 1.564978

Order Book

Bid depth 5: 6
Ask depth 5: 7
Bid depth 10: 11
Ask depth 10: 14
Bid depth 20: 23
Ask depth 20: 34
Imbalance 5: -0.076923
Imbalance 10: -0.12
Imbalance 20: -0.192982
Top bid size: 1
Top ask size: 1
Bid wall score: 0.043478
Ask wall score: 0.029412

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 1
Imbalance 5 delta: -0.153846
Bid depth 10 delta: -3
Ask depth 10 delta: 1
Imbalance 10 delta: -0.157037
Spread delta: 0.00068
Mid price delta: 0.01223
Wall shift score: -0.015563

Tape

Buy volume: 81
Sell volume: 55
Buy/sell delta: 26
Buy/sell ratio: 1.472727
Avg trade size: 1.36
Large trade count: 4
Largest trade size: 9

Candle

Return 1: 0.052693
Return 3: -0.281162
Volume 1: 14
Volume avg 5: 7
Momentum 5: -0.233878

Cross Exchange

Mid avg: 1.5576
Mid median: 1.559975
Price deviation %: 0.624679
Spread %: 1.685285

Funding / OI / Volume

Funding rate: 0.00004
Funding delta: 0
Funding abs: 0.00004
Funding pressure: 0.00004
Open interest: -
Volume 24h: 9886900
Quote volume 24h: 16274527
Price change 24h %: -7.3

Quality

Capture latency ms: 10024
Order book timestamp: 2026-06-30 12:39:42+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:35.957000+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: 1.5683
Best ask: 1.5684
Spread: 0.0001
Spread %: 0.006376
Mid price: 1.56835
Last price: 1.5673
Mark price: -
Index price: -

Order Book

Bid depth 5: 409
Ask depth 5: 162
Bid depth 10: 967
Ask depth 10: 637
Bid depth 20: 3552
Ask depth 20: 3077
Imbalance 5: 0.432574
Imbalance 10: 0.205736
Imbalance 20: 0.071655
Top bid size: 148
Top ask size: 57
Bid wall score: 0.041667
Ask wall score: 0.018525

Dynamics

Bid depth 5 delta: 29
Ask depth 5 delta: -191
Imbalance 5 delta: 0.39574
Bid depth 10 delta: -375
Ask depth 10 delta: -421
Imbalance 10 delta: 0.087402
Spread delta: -0.0004
Mid price delta: 0.01
Wall shift score: 0.015716

Tape

Buy volume: 5505
Sell volume: 1591
Buy/sell delta: 3914
Buy/sell ratio: 3.460088
Avg trade size: 70.96
Large trade count: 11
Largest trade size: 584

Candle

Return 1: 0.51953
Return 3: 0.655106
Volume 1: 82683
Volume avg 5: 56691.2
Momentum 5: 0.134177

Cross Exchange

Mid avg: 1.5551
Mid median: 1.556725
Price deviation %: 0.852035
Spread %: 1.462928

Funding / OI / Volume

Funding rate: 0.00012759
Funding delta: 0
Funding abs: 0.00012759
Funding pressure: 0.00012759
Open interest: 32930367
Volume 24h: 154313083
Quote volume 24h: 253192543.68552
Price change 24h %: -7.013

Quality

Capture latency ms: 6319
Order book timestamp: 2026-06-30 12:39:31.010000+02:00
Ticker timestamp: 2026-06-30 12:39:26.722000+02:00
Trades timestamp: 2026-06-30 12:39:32.583000+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: 1.5648
Best ask: 1.5649
Spread: 0.0001
Spread %: 0.00639
Mid price: 1.56485
Last price: 1.5604
Mark price: -
Index price: 1.5575

Order Book

Bid depth 5: 99
Ask depth 5: 185
Bid depth 10: 241
Ask depth 10: 265
Bid depth 20: 397
Ask depth 20: 588
Imbalance 5: -0.302817
Imbalance 10: -0.047431
Imbalance 20: -0.193909
Top bid size: 19
Top ask size: 37
Bid wall score: 0.047859
Ask wall score: 0.062925

Dynamics

Bid depth 5 delta: -10
Ask depth 5 delta: 138
Imbalance 5 delta: -0.700253
Bid depth 10 delta: -349
Ask depth 10 delta: 135
Imbalance 10 delta: -0.68632
Spread delta: -0.0004
Mid price delta: 0.0074
Wall shift score: -0.00863

Tape

Buy volume: 513
Sell volume: 478
Buy/sell delta: 35
Buy/sell ratio: 1.073222
Avg trade size: 9.91
Large trade count: 9
Largest trade size: 77

Candle

Return 1: 0.33359
Return 3: 0.488306
Volume 1: 558
Volume avg 5: 864.6
Momentum 5: -0.095816

Cross Exchange

Mid avg: 1.55325
Mid median: 1.556275
Price deviation %: 0.746821
Spread %: 1.046193

Funding / OI / Volume

Funding rate: -0.002825
Funding delta: 0
Funding abs: 0.002825
Funding pressure: 0.002825
Open interest: -
Volume 24h: 2931120
Quote volume 24h: 48110727.722
Price change 24h %: -7.89

Quality

Capture latency ms: 4698
Order book timestamp: 2026-06-30 12:39:25.059000+02:00
Ticker timestamp: 2026-06-30 12:39:22.804000+02:00
Trades timestamp: 2026-06-30 12:39:24.836000+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: 1.52664
Best ask: 1.55756
Spread: 0.03092
Spread %: 2.005058
Mid price: 1.5421
Last price: 1.55754
Mark price: -
Index price: -

Order Book

Bid depth 5: 3638
Ask depth 5: 191
Bid depth 10: 6536
Ask depth 10: 1608
Bid depth 20: 8215
Ask depth 20: 2325
Imbalance 5: 0.900235
Imbalance 10: 0.605108
Imbalance 20: 0.558824
Top bid size: 3000
Top ask size: 12
Bid wall score: 0.365186
Ask wall score: 0.005161

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -2
Imbalance 5 delta: 0.001018
Bid depth 10 delta: 5
Ask depth 10 delta: 948
Imbalance 10 delta: -0.211329
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.000295

Tape

Buy volume: 1542
Sell volume: 2118
Buy/sell delta: -576
Buy/sell ratio: 0.728045
Avg trade size: 36.6
Large trade count: 2
Largest trade size: 220

Candle

Return 1: 0
Return 3: -0.000642
Volume 1: 0
Volume avg 5: 14
Momentum 5: 1.567656

Cross Exchange

Mid avg: 1.55325
Mid median: 1.556275
Price deviation %: -0.71785
Spread %: 1.046193

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100162
Volume 24h: 236210
Quote volume 24h: 236210
Price change 24h %: -7.28763

Quality

Capture latency ms: 6716
Order book timestamp: 2026-06-30 12:39:20.096000+02:00
Ticker timestamp: 2026-06-30 12:39:20.400000+02:00
Trades timestamp: 2026-06-30 12:37:54.514000+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: 1.55394
Best ask: 1.55626
Spread: 0.00232
Spread %: 0.149187
Mid price: 1.5551
Last price: 1.55352
Mark price: 1.55727
Index price: 1.5573

Order Book

Bid depth 5: 7
Ask depth 5: 6
Bid depth 10: 14
Ask depth 10: 13
Bid depth 20: 30
Ask depth 20: 27
Imbalance 5: 0.076923
Imbalance 10: 0.037037
Imbalance 20: 0.052632
Top bid size: 2
Top ask size: 1
Bid wall score: 0.066667
Ask wall score: 0.037037

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -1
Imbalance 5 delta: 0.076923
Bid depth 10 delta: -2
Ask depth 10 delta: -1
Imbalance 10 delta: -0.02963
Spread delta: -0.00062
Mid price delta: -0.00006
Wall shift score: 0.067725

Tape

Buy volume: 87
Sell volume: 57
Buy/sell delta: 30
Buy/sell ratio: 1.526316
Avg trade size: 1.44
Large trade count: 5
Largest trade size: 9

Candle

Return 1: -0.17029
Return 3: -0.503401
Volume 1: 6
Volume avg 5: 5.4
Momentum 5: -0.456223

Cross Exchange

Mid avg: 1.553265
Mid median: 1.556305
Price deviation %: 0.118138
Spread %: 1.046183

Funding / OI / Volume

Funding rate: 0.00004
Funding delta: 0.000003
Funding abs: 0.00004
Funding pressure: 0.000043
Open interest: -
Volume 24h: 9885500
Quote volume 24h: 16272349
Price change 24h %: -7.69

Quality

Capture latency ms: 10212
Order book timestamp: 2026-06-30 12:39:01+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:35.940000+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: 1.5581
Best ask: 1.5586
Spread: 0.0005
Spread %: 0.032085
Mid price: 1.55835
Last price: 1.5581
Mark price: -
Index price: -

Order Book

Bid depth 5: 380
Ask depth 5: 353
Bid depth 10: 1342
Ask depth 10: 1058
Bid depth 20: 5399
Ask depth 20: 4846
Imbalance 5: 0.036835
Imbalance 10: 0.118333
Imbalance 20: 0.053978
Top bid size: 88
Top ask size: 43
Bid wall score: 0.016299
Ask wall score: 0.008873

Dynamics

Bid depth 5 delta: 326
Ask depth 5 delta: -239
Imbalance 5 delta: 0.869652
Bid depth 10 delta: 1045
Ask depth 10 delta: -1879
Imbalance 10 delta: 0.93466
Spread delta: 0.0004
Mid price delta: -0.0006
Wall shift score: 0.032655

Tape

Buy volume: 3912
Sell volume: 836
Buy/sell delta: 3076
Buy/sell ratio: 4.679426
Avg trade size: 47.48
Large trade count: 3
Largest trade size: 1509

Candle

Return 1: -0.044866
Return 3: -0.134477
Volume 1: 22627
Volume avg 5: 47383.4
Momentum 5: -0.236694

Cross Exchange

Mid avg: 1.553415
Mid median: 1.556305
Price deviation %: 0.317687
Spread %: 1.084707

Funding / OI / Volume

Funding rate: 0.00012759
Funding delta: 0
Funding abs: 0.00012759
Funding pressure: 0.00012759
Open interest: 32900128
Volume 24h: 154321317
Quote volume 24h: 253218727.14772
Price change 24h %: -6.946

Quality

Capture latency ms: 7023
Order book timestamp: 2026-06-30 12:38:49.875000+02:00
Ticker timestamp: 2026-06-30 12:38:43.916000+02:00
Trades timestamp: 2026-06-30 12:38:50.957000+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: 1.5572
Best ask: 1.5577
Spread: 0.0005
Spread %: 0.032104
Mid price: 1.55745
Last price: 1.5594
Mark price: -
Index price: 1.5573

Order Book

Bid depth 5: 109
Ask depth 5: 47
Bid depth 10: 590
Ask depth 10: 130
Bid depth 20: 1282
Ask depth 20: 774
Imbalance 5: 0.397436
Imbalance 10: 0.638889
Imbalance 20: 0.247082
Top bid size: 5
Top ask size: 8
Bid wall score: 0.0039
Ask wall score: 0.010336

Dynamics

Bid depth 5 delta: 20
Ask depth 5 delta: -61
Imbalance 5 delta: 0.493883
Bid depth 10 delta: 216
Ask depth 10 delta: -104
Imbalance 10 delta: 0.408626
Spread delta: 0.0004
Mid price delta: -0.0012
Wall shift score: 0.045693

Tape

Buy volume: 430
Sell volume: 457
Buy/sell delta: -27
Buy/sell ratio: 0.940919
Avg trade size: 8.87
Large trade count: 10
Largest trade size: 80

Candle

Return 1: -0.217809
Return 3: -0.26892
Volume 1: 368
Volume avg 5: 1194.2
Momentum 5: -0.38373

Cross Exchange

Mid avg: 1.553715
Mid median: 1.556905
Price deviation %: 0.240392
Spread %: 1.084497

Funding / OI / Volume

Funding rate: -0.002825
Funding delta: 0
Funding abs: 0.002825
Funding pressure: 0.002825
Open interest: -
Volume 24h: 2930513
Quote volume 24h: 48101262.897
Price change 24h %: -7.95

Quality

Capture latency ms: 4816
Order book timestamp: 2026-06-30 12:38:43.399000+02:00
Ticker timestamp: 2026-06-30 12:38:40.987000+02:00
Trades timestamp: 2026-06-30 12:38:43.668000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 19452
gate: 19452
htx: 19313
mexc: 19450

By Symbol

VELVET/USDT:USDT: 77667

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