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: 78683
Total labels: 236049
Pending labels: 216566
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 19:56:45.214737+02:00
Recent trades snapshots: 78678
Micro candles: 1573460
Avg data quality: 76.0186571432202636
Latest latency: 9833 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 165 of 7869 · 78683 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-30 15:19:39.698545+02:00	htx	VELVET/USDT:USDT	1.57935	80	5862 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 15:19:23.403345+02:00	gate	VELVET/USDT:USDT	1.58893	68	9423 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 15:19:13.871157+02:00	binance	VELVET/USDT:USDT	1.58855	80	5888 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 15:19:07.846797+02:00	mexc	VELVET/USDT:USDT	1.58785	68	5575 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 15:19:02.171927+02:00	htx	VELVET/USDT:USDT	1.577415	80	6048 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 15:18:46.240583+02:00	gate	VELVET/USDT:USDT	1.5871	68	9970 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 15:18:36.153028+02:00	binance	VELVET/USDT:USDT	1.59145	80	7620 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 15:18:28.434956+02:00	mexc	VELVET/USDT:USDT	1.59135	78	3817 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 15:18:24.541592+02:00	htx	VELVET/USDT:USDT	1.57719	80	5371 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 15:18:09.533675+02:00	gate	VELVET/USDT:USDT	1.58898	68	9844 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.56113
Best ask: 1.59757
Spread: 0.03644
Spread %: 2.307278
Mid price: 1.57935
Last price: 1.55967
Mark price: -
Index price: -

Order Book

Bid depth 5: 4828
Ask depth 5: 250
Bid depth 10: 6662
Ask depth 10: 1126
Bid depth 20: 8519
Ask depth 20: 6182
Imbalance 5: 0.901536
Imbalance 10: 0.710837
Imbalance 20: 0.158969
Top bid size: 409
Top ask size: 12
Bid wall score: 0.04801
Ask wall score: 0.001941

Dynamics

Bid depth 5 delta: -54
Ask depth 5 delta: 8
Imbalance 5 delta: -0.004007
Bid depth 10 delta: -1000
Ask depth 10 delta: -3458
Imbalance 10 delta: 0.45949
Spread delta: 0.00359
Mid price delta: 0.001935
Wall shift score: -0.018286

Tape

Buy volume: 4098
Sell volume: 3994
Buy/sell delta: 104
Buy/sell ratio: 1.026039
Avg trade size: 80.92
Large trade count: 6
Largest trade size: 808

Candle

Return 1: 0
Return 3: -2.25488
Volume 1: 0
Volume avg 5: 23.6
Momentum 5: -1.858168

Cross Exchange

Mid avg: 1.58568625
Mid median: 1.5882
Price deviation %: -0.39959
Spread %: 0.726184

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 99500
Volume 24h: 199246
Quote volume 24h: 199246
Price change 24h %: -7.160842

Quality

Capture latency ms: 5862
Order book timestamp: 2026-06-30 15:19:38.296000+02:00
Ticker timestamp: 2026-06-30 15:19:38.648000+02:00
Trades timestamp: 2026-06-30 15:18:06.294000+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: 1.58747
Best ask: 1.59039
Spread: 0.00292
Spread %: 0.183771
Mid price: 1.58893
Last price: 1.58243
Mark price: 1.58819
Index price: 1.588487

Order Book

Bid depth 5: 19
Ask depth 5: 25
Bid depth 10: 44
Ask depth 10: 38
Bid depth 20: 90
Ask depth 20: 76
Imbalance 5: -0.136364
Imbalance 10: 0.073171
Imbalance 20: 0.084337
Top bid size: 1
Top ask size: 2
Bid wall score: 0.011111
Ask wall score: 0.026316

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 6
Imbalance 5 delta: -0.291919
Bid depth 10 delta: -1
Ask depth 10 delta: -6
Imbalance 10 delta: 0.061935
Spread delta: -0.00014
Mid price delta: 0.00183
Wall shift score: -0.016289

Tape

Buy volume: 110
Sell volume: 82
Buy/sell delta: 28
Buy/sell ratio: 1.341463
Avg trade size: 1.92
Large trade count: 4
Largest trade size: 15

Candle

Return 1: -0.262826
Return 3: -0.273512
Volume 1: 5
Volume avg 5: 9.2
Momentum 5: -0.37585

Cross Exchange

Mid avg: 1.58522875
Mid median: 1.587475
Price deviation %: 0.233484
Spread %: 0.702422

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7506900
Quote volume 24h: 12206228
Price change 24h %: -2.28

Quality

Capture latency ms: 9423
Order book timestamp: 2026-06-30 15:19:22+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:45.547000+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: 1.5885
Best ask: 1.5886
Spread: 0.0001
Spread %: 0.006295
Mid price: 1.58855
Last price: 1.5889
Mark price: -
Index price: -

Order Book

Bid depth 5: 224
Ask depth 5: 725
Bid depth 10: 669
Ask depth 10: 1270
Bid depth 20: 2842
Ask depth 20: 4259
Imbalance 5: -0.527924
Imbalance 10: -0.309954
Imbalance 20: -0.199549
Top bid size: 27
Top ask size: 76
Bid wall score: 0.0095
Ask wall score: 0.017845

Dynamics

Bid depth 5 delta: -149
Ask depth 5 delta: 420
Imbalance 5 delta: -0.628219
Bid depth 10 delta: -803
Ask depth 10 delta: 125
Imbalance 10 delta: -0.434906
Spread delta: -0.0002
Mid price delta: -0.0029
Wall shift score: -0.023515

Tape

Buy volume: 5246
Sell volume: 997
Buy/sell delta: 4249
Buy/sell ratio: 5.261785
Avg trade size: 62.43
Large trade count: 10
Largest trade size: 470

Candle

Return 1: -0.044042
Return 3: -0.01888
Volume 1: 18871
Volume avg 5: 39865.6
Momentum 5: -0.332497

Cross Exchange

Mid avg: 1.58595375
Mid median: 1.587475
Price deviation %: 0.163703
Spread %: 0.884956

Funding / OI / Volume

Funding rate: 0.00035987
Funding delta: -0.00000036
Funding abs: 0.00035987
Funding pressure: 0.00036023
Open interest: 32210818
Volume 24h: 133005225
Quote volume 24h: 216475933.73384
Price change 24h %: -0.132

Quality

Capture latency ms: 5888
Order book timestamp: 2026-06-30 15:19:11.712000+02:00
Ticker timestamp: 2026-06-30 15:19:04.082000+02:00
Trades timestamp: 2026-06-30 15:19:13.176000+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: 1.5877
Best ask: 1.588
Spread: 0.0003
Spread %: 0.018893
Mid price: 1.58785
Last price: 1.5903
Mark price: -
Index price: 1.5886

Order Book

Bid depth 5: 104
Ask depth 5: 176
Bid depth 10: 300
Ask depth 10: 325
Bid depth 20: 862
Ask depth 20: 579
Imbalance 5: -0.257143
Imbalance 10: -0.04
Imbalance 20: 0.196391
Top bid size: 2
Top ask size: 10
Bid wall score: 0.00232
Ask wall score: 0.017271

Dynamics

Bid depth 5 delta: 37
Ask depth 5 delta: 91
Imbalance 5 delta: -0.138722
Bid depth 10 delta: 51
Ask depth 10 delta: 26
Imbalance 10 delta: 0.051241
Spread delta: 0
Mid price delta: -0.0035
Wall shift score: 0.082011

Tape

Buy volume: 250
Sell volume: 877
Buy/sell delta: -627
Buy/sell ratio: 0.285063
Avg trade size: 11.27
Large trade count: 9
Largest trade size: 55

Candle

Return 1: -0.157213
Return 3: -0.056654
Volume 1: 4
Volume avg 5: 1082.4
Momentum 5: -0.388983

Cross Exchange

Mid avg: 1.58682875
Mid median: 1.589225
Price deviation %: 0.064358
Spread %: 0.884468

Funding / OI / Volume

Funding rate: 0.00036
Funding delta: 0
Funding abs: 0.00036
Funding pressure: 0.00036
Open interest: -
Volume 24h: 2608909
Quote volume 24h: 42482367.302
Price change 24h %: -6.13

Quality

Capture latency ms: 5575
Order book timestamp: 2026-06-30 15:19:06.169000+02:00
Ticker timestamp: 2026-06-30 15:19:02.747000+02:00
Trades timestamp: 2026-06-30 15:19:05.359000+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: 1.56099
Best ask: 1.59384
Spread: 0.03285
Spread %: 2.082521
Mid price: 1.577415
Last price: 1.55967
Mark price: -
Index price: -

Order Book

Bid depth 5: 4882
Ask depth 5: 242
Bid depth 10: 7662
Ask depth 10: 4584
Bid depth 20: 9007
Ask depth 20: 6160
Imbalance 5: 0.905543
Imbalance 10: 0.251347
Imbalance 20: 0.18771
Top bid size: 682
Top ask size: 70
Bid wall score: 0.075719
Ask wall score: 0.011364

Dynamics

Bid depth 5 delta: 54
Ask depth 5 delta: -155
Imbalance 5 delta: 0.057504
Bid depth 10 delta: 1000
Ask depth 10 delta: -995
Imbalance 10 delta: 0.162874
Spread delta: 0.00171
Mid price delta: 0.000225
Wall shift score: 0.04358

Tape

Buy volume: 4098
Sell volume: 3994
Buy/sell delta: 104
Buy/sell ratio: 1.026039
Avg trade size: 80.92
Large trade count: 6
Largest trade size: 808

Candle

Return 1: 0
Return 3: -2.25488
Volume 1: 0
Volume avg 5: 23.6
Momentum 5: -1.858168

Cross Exchange

Mid avg: 1.5867725
Mid median: 1.589225
Price deviation %: -0.589719
Spread %: 0.89868

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 99500
Volume 24h: 199246
Quote volume 24h: 199246
Price change 24h %: -7.160842

Quality

Capture latency ms: 6048
Order book timestamp: 2026-06-30 15:19:00.438000+02:00
Ticker timestamp: 2026-06-30 15:19:01.043000+02:00
Trades timestamp: 2026-06-30 15:18:06.294000+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: 1.58557
Best ask: 1.58863
Spread: 0.00306
Spread %: 0.192804
Mid price: 1.5871
Last price: 1.5866
Mark price: 1.58832
Index price: 1.588448

Order Book

Bid depth 5: 26
Ask depth 5: 19
Bid depth 10: 45
Ask depth 10: 44
Bid depth 20: 82
Ask depth 20: 90
Imbalance 5: 0.155556
Imbalance 10: 0.011236
Imbalance 20: -0.046512
Top bid size: 1
Top ask size: 1
Bid wall score: 0.012195
Ask wall score: 0.011111

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: 1
Imbalance 5 delta: 0.102924
Bid depth 10 delta: -2
Ask depth 10 delta: 7
Imbalance 10 delta: -0.107812
Spread delta: 0
Mid price delta: -0.00188
Wall shift score: -0.00738

Tape

Buy volume: 113
Sell volume: 81
Buy/sell delta: 32
Buy/sell ratio: 1.395062
Avg trade size: 1.94
Large trade count: 4
Largest trade size: 15

Candle

Return 1: -0.362979
Return 3: -0.566544
Volume 1: 3
Volume avg 5: 8.2
Momentum 5: -0.113322

Cross Exchange

Mid avg: 1.5872425
Mid median: 1.590165
Price deviation %: -0.008978
Spread %: 0.898413

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7506400
Quote volume 24h: 12205436
Price change 24h %: -0.27

Quality

Capture latency ms: 9970
Order book timestamp: 2026-06-30 15:18:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:45.503000+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: 1.5913
Best ask: 1.5916
Spread: 0.0003
Spread %: 0.018851
Mid price: 1.59145
Last price: 1.5932
Mark price: -
Index price: -

Order Book

Bid depth 5: 373
Ask depth 5: 305
Bid depth 10: 1472
Ask depth 10: 1145
Bid depth 20: 5099
Ask depth 20: 3443
Imbalance 5: 0.100295
Imbalance 10: 0.124952
Imbalance 20: 0.193866
Top bid size: 144
Top ask size: 45
Bid wall score: 0.028241
Ask wall score: 0.01307

Dynamics

Bid depth 5 delta: -290
Ask depth 5 delta: -258
Imbalance 5 delta: 0.018729
Bid depth 10 delta: -48
Ask depth 10 delta: 365
Imbalance 10 delta: -0.196787
Spread delta: 0.0002
Mid price delta: -0.0027
Wall shift score: -0.048843

Tape

Buy volume: 2596
Sell volume: 6775
Buy/sell delta: -4179
Buy/sell ratio: 0.383173
Avg trade size: 93.71
Large trade count: 11
Largest trade size: 960

Candle

Return 1: -0.11913
Return 3: -0.331602
Volume 1: 22287
Volume avg 5: 35562.6
Momentum 5: 0.081674

Cross Exchange

Mid avg: 1.5879175
Mid median: 1.590165
Price deviation %: 0.222461
Spread %: 1.068066

Funding / OI / Volume

Funding rate: 0.00036023
Funding delta: 0
Funding abs: 0.00036023
Funding pressure: 0.00036023
Open interest: 32216938
Volume 24h: 133088074
Quote volume 24h: 216607341.26414
Price change 24h %: 0.899

Quality

Capture latency ms: 7620
Order book timestamp: 2026-06-30 15:18:33.983000+02:00
Ticker timestamp: 2026-06-30 15:18:28.044000+02:00
Trades timestamp: 2026-06-30 15:18:35.244000+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: 1.5912
Best ask: 1.5915
Spread: 0.0003
Spread %: 0.018852
Mid price: 1.59135
Last price: 1.5912
Mark price: -
Index price: 1.5902

Order Book

Bid depth 5: 67
Ask depth 5: 85
Bid depth 10: 249
Ask depth 10: 299
Bid depth 20: 624
Ask depth 20: 599
Imbalance 5: -0.118421
Imbalance 10: -0.091241
Imbalance 20: 0.020442
Top bid size: 2
Top ask size: 60
Bid wall score: 0.003205
Ask wall score: 0.100167

Dynamics

Bid depth 5 delta: -144
Ask depth 5 delta: 3
Imbalance 5 delta: -0.558694
Bid depth 10 delta: -220
Ask depth 10 delta: 48
Imbalance 10 delta: -0.394019
Spread delta: 0.0002
Mid price delta: -0.0037
Wall shift score: -0.144006

Tape

Buy volume: 198
Sell volume: 1038
Buy/sell delta: -840
Buy/sell ratio: 0.190751
Avg trade size: 12.36
Large trade count: 7
Largest trade size: 55

Candle

Return 1: -0.112973
Return 3: -0.406758
Volume 1: 718
Volume avg 5: 1237
Momentum 5: -0.012565

Cross Exchange

Mid avg: 1.5888425
Mid median: 1.591565
Price deviation %: 0.157819
Spread %: 1.124089

Funding / OI / Volume

Funding rate: 0.00036
Funding delta: -0.000001
Funding abs: 0.00036
Funding pressure: 0.000361
Open interest: -
Volume 24h: 2608798
Quote volume 24h: 42480606.672
Price change 24h %: -6.07

Quality

Capture latency ms: 3817
Order book timestamp: 2026-06-30 15:18:27.098000+02:00
Ticker timestamp: 2026-06-30 15:18:26.874000+02:00
Trades timestamp: 2026-06-30 15:18:26.408000+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: 1.56162
Best ask: 1.59276
Spread: 0.03114
Spread %: 1.974398
Mid price: 1.57719
Last price: 1.59345
Mark price: -
Index price: -

Order Book

Bid depth 5: 4828
Ask depth 5: 397
Bid depth 10: 6662
Ask depth 10: 5579
Bid depth 20: 8519
Ask depth 20: 6211
Imbalance 5: 0.848038
Imbalance 10: 0.088473
Imbalance 20: 0.156687
Top bid size: 273
Top ask size: 70
Bid wall score: 0.032046
Ask wall score: 0.01127

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 70
Imbalance 5 delta: -0.025095
Bid depth 10 delta: 1497
Ask depth 10 delta: 70
Imbalance 10 delta: 0.120701
Spread delta: -0.00576
Mid price delta: -0.00054
Wall shift score: -0.010458

Tape

Buy volume: 4098
Sell volume: 3994
Buy/sell delta: 104
Buy/sell ratio: 1.026039
Avg trade size: 80.92
Large trade count: 6
Largest trade size: 808

Candle

Return 1: -2.25488
Return 3: -2.25488
Volume 1: 54
Volume avg 5: 23.6
Momentum 5: -1.858168

Cross Exchange

Mid avg: 1.5889775
Mid median: 1.591565
Price deviation %: -0.741829
Spread %: 1.090009

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 99491
Volume 24h: 199844
Quote volume 24h: 199844
Price change 24h %: -5.150092

Quality

Capture latency ms: 5371
Order book timestamp: 2026-06-30 15:18:22.496000+02:00
Ticker timestamp: 2026-06-30 15:18:22.824000+02:00
Trades timestamp: 2026-06-30 15:18:06.294000+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: 1.58745
Best ask: 1.59051
Spread: 0.00306
Spread %: 0.192576
Mid price: 1.58898
Last price: 1.59238
Mark price: 1.59238
Index price: 1.59228

Order Book

Bid depth 5: 20
Ask depth 5: 18
Bid depth 10: 47
Ask depth 10: 37
Bid depth 20: 91
Ask depth 20: 74
Imbalance 5: 0.052632
Imbalance 10: 0.119048
Imbalance 20: 0.10303
Top bid size: 2
Top ask size: 1
Bid wall score: 0.021978
Ask wall score: 0.013514

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 5
Imbalance 5 delta: -0.244666
Bid depth 10 delta: -2
Ask depth 10 delta: -6
Imbalance 10 delta: 0.05383
Spread delta: 0.00005
Mid price delta: -0.002485
Wall shift score: 0.083929

Tape

Buy volume: 114
Sell volume: 85
Buy/sell delta: 29
Buy/sell ratio: 1.341176
Avg trade size: 1.99
Large trade count: 5
Largest trade size: 15

Candle

Return 1: 0
Return 3: -0.204307
Volume 1: 0
Volume avg 5: 7.6
Momentum 5: 0.250567

Cross Exchange

Mid avg: 1.58959875
Mid median: 1.5928075
Price deviation %: -0.038925
Spread %: 1.089583

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7506100
Quote volume 24h: 12204960
Price change 24h %: 0.09

Quality

Capture latency ms: 9844
Order book timestamp: 2026-06-30 15:18:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:45.479000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 19707
gate: 19707
htx: 19565
mexc: 19704

By Symbol

VELVET/USDT:USDT: 78683

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