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: 78199
Total labels: 234597
Pending labels: 215114
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 18:32:08.272298+02:00
Recent trades snapshots: 78194
Micro candles: 1563800
Avg data quality: 76.0192585582935843
Latest latency: 7191 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 164 of 7820 · 78199 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-30 14:04:21.545515+02:00	mexc	VELVET/USDT:USDT	1.57265	78	4799 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 14:04:16.695309+02:00	htx	VELVET/USDT:USDT	1.559965	80	5975 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 14:04:00.952139+02:00	gate	VELVET/USDT:USDT	1.572425	68	9429 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 14:03:51.435163+02:00	binance	VELVET/USDT:USDT	1.5749	80	5610 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 14:03:45.735526+02:00	mexc	VELVET/USDT:USDT	1.57535	68	5521 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 14:03:40.114108+02:00	htx	VELVET/USDT:USDT	1.559895	80	5506 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 14:03:25.157333+02:00	gate	VELVET/USDT:USDT	1.573	68	9513 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 14:03:15.556829+02:00	binance	VELVET/USDT:USDT	1.57655	80	6397 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 14:03:09.070785+02:00	mexc	VELVET/USDT:USDT	1.5762	78	4358 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 14:03:04.657849+02:00	htx	VELVET/USDT:USDT	1.559705	80	5208 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.5726
Best ask: 1.5727
Spread: 0.0001
Spread %: 0.006359
Mid price: 1.57265
Last price: 1.5728
Mark price: -
Index price: 1.5702

Order Book

Bid depth 5: 61
Ask depth 5: 230
Bid depth 10: 311
Ask depth 10: 299
Bid depth 20: 733
Ask depth 20: 605
Imbalance 5: -0.580756
Imbalance 10: 0.019672
Imbalance 20: 0.095665
Top bid size: 5
Top ask size: 18
Bid wall score: 0.006821
Ask wall score: 0.029752

Dynamics

Bid depth 5 delta: -169
Ask depth 5 delta: 195
Imbalance 5 delta: -1.316605
Bid depth 10 delta: -58
Ask depth 10 delta: 134
Imbalance 10 delta: -0.36235
Spread delta: 0
Mid price delta: -0.0027
Wall shift score: -0.162304

Tape

Buy volume: 1108
Sell volume: 329
Buy/sell delta: 779
Buy/sell ratio: 3.367781
Avg trade size: 14.37
Large trade count: 7
Largest trade size: 97

Candle

Return 1: -0.171385
Return 3: 0.536981
Volume 1: 428
Volume avg 5: 2225.8
Momentum 5: 0.267772

Cross Exchange

Mid avg: 1.57066
Mid median: 1.5736625
Price deviation %: 0.126698
Spread %: 0.979525

Funding / OI / Volume

Funding rate: 0.000285
Funding delta: 0
Funding abs: 0.000285
Funding pressure: 0.000285
Open interest: -
Volume 24h: 2832478
Quote volume 24h: 46156382.533
Price change 24h %: -7.16

Quality

Capture latency ms: 4799
Order book timestamp: 2026-06-30 14:04:19.550000+02:00
Ticker timestamp: 2026-06-30 14:04:18.894000+02:00
Trades timestamp: 2026-06-30 14:04:19.101000+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: 1.54638
Best ask: 1.57355
Spread: 0.02717
Spread %: 1.741706
Mid price: 1.559965
Last price: 1.57354
Mark price: -
Index price: -

Order Book

Bid depth 5: 4298
Ask depth 5: 367
Bid depth 10: 7200
Ask depth 10: 1326
Bid depth 20: 8781
Ask depth 20: 6478
Imbalance 5: 0.842658
Imbalance 10: 0.688951
Imbalance 20: 0.150927
Top bid size: 690
Top ask size: 12
Bid wall score: 0.078579
Ask wall score: 0.001852

Dynamics

Bid depth 5 delta: -1575
Ask depth 5 delta: 3
Imbalance 5 delta: -0.040619
Bid depth 10 delta: -34
Ask depth 10 delta: -91
Imbalance 10 delta: 0.016544
Spread delta: -0.00014
Mid price delta: 0.00007
Wall shift score: 0.000293

Tape

Buy volume: 3452
Sell volume: 4042
Buy/sell delta: -590
Buy/sell ratio: 0.854033
Avg trade size: 74.94
Large trade count: 4
Largest trade size: 564

Candle

Return 1: 0
Return 3: 0.000636
Volume 1: 0
Volume avg 5: 106
Momentum 5: -0.000636

Cross Exchange

Mid avg: 1.5706425
Mid median: 1.5736625
Price deviation %: -0.679817
Spread %: 0.983992

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 99924
Volume 24h: 215290
Quote volume 24h: 215290
Price change 24h %: -6.335232

Quality

Capture latency ms: 5975
Order book timestamp: 2026-06-30 14:04:14.696000+02:00
Ticker timestamp: 2026-06-30 14:04:15.430000+02:00
Trades timestamp: 2026-06-30 14:03:24.832000+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: 1.57149
Best ask: 1.57336
Spread: 0.00187
Spread %: 0.118925
Mid price: 1.572425
Last price: 1.57312
Mark price: 1.57312
Index price: 1.573508

Order Book

Bid depth 5: 27
Ask depth 5: 13
Bid depth 10: 51
Ask depth 10: 24
Bid depth 20: 89
Ask depth 20: 75
Imbalance 5: 0.35
Imbalance 10: 0.36
Imbalance 20: 0.085366
Top bid size: 1
Top ask size: 2
Bid wall score: 0.011236
Ask wall score: 0.026667

Dynamics

Bid depth 5 delta: 16
Ask depth 5 delta: -10
Imbalance 5 delta: 0.702941
Bid depth 10 delta: 23
Ask depth 10 delta: -16
Imbalance 10 delta: 0.536471
Spread delta: -0.00083
Mid price delta: -0.000575
Wall shift score: -0.018614

Tape

Buy volume: 102
Sell volume: 96
Buy/sell delta: 6
Buy/sell ratio: 1.0625
Avg trade size: 1.98
Large trade count: 7
Largest trade size: 11

Candle

Return 1: 0
Return 3: 0.72674
Volume 1: 0
Volume avg 5: 26.6
Momentum 5: 0.522704

Cross Exchange

Mid avg: 1.57078625
Mid median: 1.57395
Price deviation %: 0.104327
Spread %: 0.983902

Funding / OI / Volume

Funding rate: 0.000035
Funding delta: 0.000019
Funding abs: 0.000035
Funding pressure: 0.000054
Open interest: -
Volume 24h: 8009800
Quote volume 24h: 13052037
Price change 24h %: -8.47

Quality

Capture latency ms: 9429
Order book timestamp: 2026-06-30 14:03:59+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:41.035000+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: 1.5747
Best ask: 1.5751
Spread: 0.0004
Spread %: 0.025398
Mid price: 1.5749
Last price: 1.5754
Mark price: -
Index price: -

Order Book

Bid depth 5: 381
Ask depth 5: 683
Bid depth 10: 1382
Ask depth 10: 1183
Bid depth 20: 3477
Ask depth 20: 3153
Imbalance 5: -0.283835
Imbalance 10: 0.077583
Imbalance 20: 0.048869
Top bid size: 21
Top ask size: 358
Bid wall score: 0.00604
Ask wall score: 0.113543

Dynamics

Bid depth 5 delta: 153
Ask depth 5 delta: -123
Imbalance 5 delta: 0.27516
Bid depth 10 delta: 969
Ask depth 10 delta: -656
Imbalance 10 delta: 0.710798
Spread delta: 0.0003
Mid price delta: -0.00165
Wall shift score: -0.033501

Tape

Buy volume: 2552
Sell volume: 2874
Buy/sell delta: -322
Buy/sell ratio: 0.887961
Avg trade size: 54.26
Large trade count: 9
Largest trade size: 380

Candle

Return 1: -0.643208
Return 3: 0.13346
Volume 1: 60103
Volume avg 5: 75543.2
Momentum 5: 0.063508

Cross Exchange

Mid avg: 1.57119875
Mid median: 1.574175
Price deviation %: 0.235569
Spread %: 1.060019

Funding / OI / Volume

Funding rate: 0.00028527
Funding delta: 0
Funding abs: 0.00028527
Funding pressure: 0.00028527
Open interest: 32548171
Volume 24h: 148670157
Quote volume 24h: 241913246.08656
Price change 24h %: -9.094

Quality

Capture latency ms: 5610
Order book timestamp: 2026-06-30 14:03:49.281000+02:00
Ticker timestamp: 2026-06-30 14:03:43.499000+02:00
Trades timestamp: 2026-06-30 14:03:50.085000+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: 1.5753
Best ask: 1.5754
Spread: 0.0001
Spread %: 0.006348
Mid price: 1.57535
Last price: 1.5769
Mark price: -
Index price: 1.5738

Order Book

Bid depth 5: 230
Ask depth 5: 35
Bid depth 10: 369
Ask depth 10: 165
Bid depth 20: 673
Ask depth 20: 560
Imbalance 5: 0.735849
Imbalance 10: 0.382022
Imbalance 20: 0.091646
Top bid size: 95
Top ask size: 1
Bid wall score: 0.141159
Ask wall score: 0.001786

Dynamics

Bid depth 5 delta: 92
Ask depth 5 delta: -61
Imbalance 5 delta: 0.556362
Bid depth 10 delta: 86
Ask depth 10 delta: -244
Imbalance 10 delta: 0.564103
Spread delta: -0.0005
Mid price delta: -0.00085
Wall shift score: 0.121213

Tape

Buy volume: 375
Sell volume: 456
Buy/sell delta: -81
Buy/sell ratio: 0.822368
Avg trade size: 8.31
Large trade count: 6
Largest trade size: 90

Candle

Return 1: -0.529868
Return 3: 0.254307
Volume 1: 647
Volume avg 5: 2094
Momentum 5: 0.177879

Cross Exchange

Mid avg: 1.57141125
Mid median: 1.5746
Price deviation %: 0.25065
Spread %: 1.059875

Funding / OI / Volume

Funding rate: 0.000285
Funding delta: 0
Funding abs: 0.000285
Funding pressure: 0.000285
Open interest: -
Volume 24h: 2831364
Quote volume 24h: 46138857.727
Price change 24h %: -6.92

Quality

Capture latency ms: 5521
Order book timestamp: 2026-06-30 14:03:43.825000+02:00
Ticker timestamp: 2026-06-30 14:03:42.662000+02:00
Trades timestamp: 2026-06-30 14:03:38.581000+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: 1.54624
Best ask: 1.57355
Spread: 0.02731
Spread %: 1.750759
Mid price: 1.559895
Last price: 1.57353
Mark price: -
Index price: -

Order Book

Bid depth 5: 5873
Ask depth 5: 364
Bid depth 10: 7234
Ask depth 10: 1417
Bid depth 20: 8814
Ask depth 20: 6483
Imbalance 5: 0.883277
Imbalance 10: 0.672408
Imbalance 20: 0.152383
Top bid size: 690
Top ask size: 12
Bid wall score: 0.078285
Ask wall score: 0.001851

Dynamics

Bid depth 5 delta: 1628
Ask depth 5 delta: 26
Imbalance 5 delta: 0.030779
Bid depth 10 delta: 1114
Ask depth 10 delta: 4
Imbalance 10 delta: 0.047557
Spread delta: -0.00038
Mid price delta: 0.00019
Wall shift score: 0.07816

Tape

Buy volume: 3452
Sell volume: 4042
Buy/sell delta: -590
Buy/sell ratio: 0.854033
Avg trade size: 74.94
Large trade count: 4
Largest trade size: 564

Candle

Return 1: -0.001271
Return 3: 0.000636
Volume 1: 66
Volume avg 5: 110.8
Momentum 5: -0.001271

Cross Exchange

Mid avg: 1.57136375
Mid median: 1.5746
Price deviation %: -0.72986
Spread %: 1.071999

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 99892
Volume 24h: 215312
Quote volume 24h: 215312
Price change 24h %: -6.335827

Quality

Capture latency ms: 5506
Order book timestamp: 2026-06-30 14:03:38.738000+02:00
Ticker timestamp: 2026-06-30 14:03:39.085000+02:00
Trades timestamp: 2026-06-30 14:03:24.832000+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: 1.57165
Best ask: 1.57435
Spread: 0.0027
Spread %: 0.171647
Mid price: 1.573
Last price: 1.57295
Mark price: 1.57346
Index price: 1.57371

Order Book

Bid depth 5: 11
Ask depth 5: 23
Bid depth 10: 28
Ask depth 10: 40
Bid depth 20: 77
Ask depth 20: 102
Imbalance 5: -0.352941
Imbalance 10: -0.176471
Imbalance 20: -0.139665
Top bid size: 1
Top ask size: 1
Bid wall score: 0.012987
Ask wall score: 0.009804

Dynamics

Bid depth 5 delta: -10
Ask depth 5 delta: 17
Imbalance 5 delta: -0.908497
Bid depth 10 delta: -30
Ask depth 10 delta: 19
Imbalance 10 delta: -0.644825
Spread delta: 0.00047
Mid price delta: -0.007895
Wall shift score: 0.015512

Tape

Buy volume: 121
Sell volume: 97
Buy/sell delta: 24
Buy/sell ratio: 1.247423
Avg trade size: 2.18
Large trade count: 4
Largest trade size: 11

Candle

Return 1: -0.411801
Return 3: 0.172431
Volume 1: 14
Volume avg 5: 44.6
Momentum 5: -0.034923

Cross Exchange

Mid avg: 1.5733375
Mid median: 1.576375
Price deviation %: -0.021451
Spread %: 1.346818

Funding / OI / Volume

Funding rate: 0.000016
Funding delta: 0.000234
Funding abs: 0.000016
Funding pressure: 0.00025
Open interest: -
Volume 24h: 8008000
Quote volume 24h: 13049204
Price change 24h %: -8.48

Quality

Capture latency ms: 9513
Order book timestamp: 2026-06-30 14:03:24+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:41.004000+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: 1.5765
Best ask: 1.5766
Spread: 0.0001
Spread %: 0.006343
Mid price: 1.57655
Last price: 1.5761
Mark price: -
Index price: -

Order Book

Bid depth 5: 228
Ask depth 5: 806
Bid depth 10: 413
Ask depth 10: 1839
Bid depth 20: 2858
Ask depth 20: 3445
Imbalance 5: -0.558994
Imbalance 10: -0.633215
Imbalance 20: -0.09313
Top bid size: 49
Top ask size: 314
Bid wall score: 0.017145
Ask wall score: 0.091147

Dynamics

Bid depth 5 delta: -305
Ask depth 5 delta: 476
Imbalance 5 delta: -0.79422
Bid depth 10 delta: -818
Ask depth 10 delta: -1964
Imbalance 10 delta: -0.122289
Spread delta: -0.0001
Mid price delta: -0.00275
Wall shift score: -0.106212

Tape

Buy volume: 5244
Sell volume: 2297
Buy/sell delta: 2947
Buy/sell ratio: 2.282978
Avg trade size: 75.41
Large trade count: 7
Largest trade size: 888

Candle

Return 1: -0.580149
Return 3: 0.197013
Volume 1: 34284
Volume avg 5: 70379.4
Momentum 5: 0.127016

Cross Exchange

Mid avg: 1.574025
Mid median: 1.57775
Price deviation %: 0.160417
Spread %: 1.34623

Funding / OI / Volume

Funding rate: 0.00028527
Funding delta: 0
Funding abs: 0.00028527
Funding pressure: 0.00028527
Open interest: 32556382
Volume 24h: 148621982
Quote volume 24h: 241836411.78736
Price change 24h %: -9.054

Quality

Capture latency ms: 6397
Order book timestamp: 2026-06-30 14:03:13.419000+02:00
Ticker timestamp: 2026-06-30 14:03:05.492000+02:00
Trades timestamp: 2026-06-30 14:03:14.664000+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: 1.5759
Best ask: 1.5765
Spread: 0.0006
Spread %: 0.038066
Mid price: 1.5762
Last price: 1.5759
Mark price: -
Index price: 1.5763

Order Book

Bid depth 5: 138
Ask depth 5: 96
Bid depth 10: 283
Ask depth 10: 409
Bid depth 20: 872
Ask depth 20: 749
Imbalance 5: 0.179487
Imbalance 10: -0.182081
Imbalance 20: 0.075879
Top bid size: 17
Top ask size: 1
Bid wall score: 0.019495
Ask wall score: 0.001335

Dynamics

Bid depth 5 delta: 67
Ask depth 5 delta: -88
Imbalance 5 delta: 0.622624
Bid depth 10 delta: -110
Ask depth 10 delta: -75
Imbalance 10 delta: -0.078318
Spread delta: 0.0005
Mid price delta: 0.00055
Wall shift score: -0.009826

Tape

Buy volume: 617
Sell volume: 544
Buy/sell delta: 73
Buy/sell ratio: 1.134191
Avg trade size: 11.61
Large trade count: 6
Largest trade size: 88

Candle

Return 1: -0.592948
Return 3: 0.19073
Volume 1: 71
Volume avg 5: 1978.8
Momentum 5: 0.114351

Cross Exchange

Mid avg: 1.5738875
Mid median: 1.577475
Price deviation %: 0.146929
Spread %: 1.346348

Funding / OI / Volume

Funding rate: 0.000285
Funding delta: 0.000004
Funding abs: 0.000285
Funding pressure: 0.000289
Open interest: -
Volume 24h: 2830846
Quote volume 24h: 46130684.187
Price change 24h %: -6.98

Quality

Capture latency ms: 4358
Order book timestamp: 2026-06-30 14:03:07.681000+02:00
Ticker timestamp: 2026-06-30 14:03:06.750000+02:00
Trades timestamp: 2026-06-30 14:03:06.681000+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: 1.54586
Best ask: 1.57355
Spread: 0.02769
Spread %: 1.775336
Mid price: 1.559705
Last price: 1.57356
Mark price: -
Index price: -

Order Book

Bid depth 5: 4245
Ask depth 5: 338
Bid depth 10: 6120
Ask depth 10: 1413
Bid depth 20: 7928
Ask depth 20: 6479
Imbalance 5: 0.852498
Imbalance 10: 0.624851
Imbalance 20: 0.100576
Top bid size: 1
Top ask size: 12
Bid wall score: 0.000126
Ask wall score: 0.001852

Dynamics

Bid depth 5 delta: 952
Ask depth 5 delta: -174
Imbalance 5 delta: 0.121618
Bid depth 10 delta: 1011
Ask depth 10 delta: -2900
Imbalance 10 delta: 0.540368
Spread delta: -0.0068
Mid price delta: 0.0034
Wall shift score: -0.015184

Tape

Buy volume: 3452
Sell volume: 4044
Buy/sell delta: -592
Buy/sell ratio: 0.85361
Avg trade size: 74.96
Large trade count: 4
Largest trade size: 564

Candle

Return 1: 0
Return 3: 0.001907
Volume 1: 0
Volume avg 5: 97.6
Momentum 5: 0

Cross Exchange

Mid avg: 1.5730375
Mid median: 1.577475
Price deviation %: -0.847564
Spread %: 1.563218

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 99892
Volume 24h: 215248
Quote volume 24h: 215248
Price change 24h %: -6.334042

Quality

Capture latency ms: 5208
Order book timestamp: 2026-06-30 14:03:03.196000+02:00
Ticker timestamp: 2026-06-30 14:03:03.595000+02:00
Trades timestamp: 2026-06-30 14:02:54.106000+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: 19586
gate: 19585
htx: 19445
mexc: 19583

By Symbol

VELVET/USDT:USDT: 78199

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