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: 79205
Total labels: 237615
Pending labels: 218132
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 21:27:45.112979+02:00
Recent trades snapshots: 79200
Micro candles: 1583900
Avg data quality: 76.0166656145445363
Latest latency: 9621 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 166 of 7921 · 79205 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-30 16:43:12.770430+02:00	mexc	VELVET/USDT:USDT	1.6396	78	4523 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 16:43:07.970215+02:00	htx	VELVET/USDT:USDT	1.621085	80	5907 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 16:42:49.919557+02:00	gate	VELVET/USDT:USDT	1.635245	68	9709 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 16:42:40.066761+02:00	binance	VELVET/USDT:USDT	1.63955	80	5972 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 16:42:33.936810+02:00	mexc	VELVET/USDT:USDT	1.63795	78	4752 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 16:42:29.100531+02:00	htx	VELVET/USDT:USDT	1.62196	80	6336 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 16:42:11.981651+02:00	gate	VELVET/USDT:USDT	1.636045	68	9693 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 16:42:01.847183+02:00	binance	VELVET/USDT:USDT	1.64245	80	6550 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 16:41:55.177872+02:00	mexc	VELVET/USDT:USDT	1.63995	68	7665 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 16:41:47.440585+02:00	htx	VELVET/USDT:USDT	1.618645	80	5921 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.6395
Best ask: 1.6397
Spread: 0.0002
Spread %: 0.012198
Mid price: 1.6396
Last price: 1.6365
Mark price: -
Index price: 1.6353

Order Book

Bid depth 5: 87
Ask depth 5: 149
Bid depth 10: 429
Ask depth 10: 900
Bid depth 20: 1205
Ask depth 20: 1321
Imbalance 5: -0.262712
Imbalance 10: -0.354402
Imbalance 20: -0.045922
Top bid size: 1
Top ask size: 23
Bid wall score: 0.00083
Ask wall score: 0.017411

Dynamics

Bid depth 5 delta: 41
Ask depth 5 delta: 80
Imbalance 5 delta: -0.062712
Bid depth 10 delta: 312
Ask depth 10 delta: 748
Imbalance 10 delta: -0.22429
Spread delta: 0.0001
Mid price delta: 0.00165
Wall shift score: 0.012207

Tape

Buy volume: 628
Sell volume: 625
Buy/sell delta: 3
Buy/sell ratio: 1.0048
Avg trade size: 12.53
Large trade count: 4
Largest trade size: 156

Candle

Return 1: -0.00611
Return 3: -0.134253
Volume 1: 30
Volume avg 5: 972.8
Momentum 5: 0.423417

Cross Exchange

Mid avg: 1.6334575
Mid median: 1.6365975
Price deviation %: 0.376043
Spread %: 1.130424

Funding / OI / Volume

Funding rate: 0.000289
Funding delta: -0.000003
Funding abs: 0.000289
Funding pressure: 0.000292
Open interest: -
Volume 24h: 2472376
Quote volume 24h: 40200053.027
Price change 24h %: -3.4

Quality

Capture latency ms: 4523
Order book timestamp: 2026-06-30 16:43:10.796000+02:00
Ticker timestamp: 2026-06-30 16:43:09.001000+02:00
Trades timestamp: 2026-06-30 16:43:08.209000+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: 1.60277
Best ask: 1.6394
Spread: 0.03663
Spread %: 2.259598
Mid price: 1.621085
Last price: 1.6396
Mark price: -
Index price: -

Order Book

Bid depth 5: 2743
Ask depth 5: 167
Bid depth 10: 4133
Ask depth 10: 1118
Bid depth 20: 5680
Ask depth 20: 3044
Imbalance 5: 0.885223
Imbalance 10: 0.574176
Imbalance 20: 0.302155
Top bid size: 1
Top ask size: 4
Bid wall score: 0.000176
Ask wall score: 0.001314

Dynamics

Bid depth 5 delta: 1475
Ask depth 5 delta: -9
Imbalance 5 delta: 0.128991
Bid depth 10 delta: 87
Ask depth 10 delta: -245
Imbalance 10 delta: 0.078151
Spread delta: -0.00313
Mid price delta: -0.000875
Wall shift score: -0.000991

Tape

Buy volume: 3540
Sell volume: 2234
Buy/sell delta: 1306
Buy/sell ratio: 1.584602
Avg trade size: 57.74
Large trade count: 8
Largest trade size: 332

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 6.4
Momentum 5: 2.700299

Cross Exchange

Mid avg: 1.63367625
Mid median: 1.6365975
Price deviation %: -0.770731
Spread %: 1.076713

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 98848
Volume 24h: 186260
Quote volume 24h: 186260
Price change 24h %: -2.403019

Quality

Capture latency ms: 5907
Order book timestamp: 2026-06-30 16:43:06.438000+02:00
Ticker timestamp: 2026-06-30 16:43:06.892000+02:00
Trades timestamp: 2026-06-30 16:40:41.220000+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: 1.63431
Best ask: 1.63618
Spread: 0.00187
Spread %: 0.114356
Mid price: 1.635245
Last price: 1.63449
Mark price: 1.63694
Index price: 1.637875

Order Book

Bid depth 5: 17
Ask depth 5: 6
Bid depth 10: 43
Ask depth 10: 11
Bid depth 20: 58
Ask depth 20: 44
Imbalance 5: 0.478261
Imbalance 10: 0.592593
Imbalance 20: 0.137255
Top bid size: 13
Top ask size: 1
Bid wall score: 0.224138
Ask wall score: 0.022727

Dynamics

Bid depth 5 delta: 10
Ask depth 5 delta: 0
Imbalance 5 delta: 0.401338
Bid depth 10 delta: 10
Ask depth 10 delta: -22
Imbalance 10 delta: 0.592593
Spread delta: -0.0004
Mid price delta: -0.0008
Wall shift score: 0.203833

Tape

Buy volume: 75
Sell volume: 105
Buy/sell delta: -30
Buy/sell ratio: 0.714286
Avg trade size: 1.8
Large trade count: 4
Largest trade size: 14

Candle

Return 1: -0.309229
Return 3: 0.319773
Volume 1: 33
Volume avg 5: 45.8
Momentum 5: 0.439367

Cross Exchange

Mid avg: 1.63387625
Mid median: 1.6369975
Price deviation %: 0.083773
Spread %: 1.076581

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7511900
Quote volume 24h: 12195355
Price change 24h %: -1.99

Quality

Capture latency ms: 9709
Order book timestamp: 2026-06-30 16:42:48+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:50.551000+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: 1.6395
Best ask: 1.6396
Spread: 0.0001
Spread %: 0.006099
Mid price: 1.63955
Last price: 1.6373
Mark price: -
Index price: -

Order Book

Bid depth 5: 361
Ask depth 5: 190
Bid depth 10: 1698
Ask depth 10: 723
Bid depth 20: 5986
Ask depth 20: 2756
Imbalance 5: 0.310345
Imbalance 10: 0.402726
Imbalance 20: 0.369481
Top bid size: 72
Top ask size: 47
Bid wall score: 0.012028
Ask wall score: 0.017054

Dynamics

Bid depth 5 delta: -51
Ask depth 5 delta: 41
Imbalance 5 delta: -0.158461
Bid depth 10 delta: 549
Ask depth 10 delta: 174
Imbalance 10 delta: 0.049369
Spread delta: 0
Mid price delta: -0.0029
Wall shift score: 0.002896

Tape

Buy volume: 1880
Sell volume: 2835
Buy/sell delta: -955
Buy/sell ratio: 0.663139
Avg trade size: 47.15
Large trade count: 5
Largest trade size: 569

Candle

Return 1: -0.280061
Return 3: 0.287779
Volume 1: 24532
Volume avg 5: 38009.6
Momentum 5: 0.496993

Cross Exchange

Mid avg: 1.63460125
Mid median: 1.6369975
Price deviation %: 0.30275
Spread %: 1.253517

Funding / OI / Volume

Funding rate: 0.00028913
Funding delta: -0.00000364
Funding abs: 0.00028913
Funding pressure: 0.00029277
Open interest: 31755637
Volume 24h: 126796759
Quote volume 24h: 205741912.89792
Price change 24h %: -1.302

Quality

Capture latency ms: 5972
Order book timestamp: 2026-06-30 16:42:37.910000+02:00
Ticker timestamp: 2026-06-30 16:42:30.894000+02:00
Trades timestamp: 2026-06-30 16:42:38.883000+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: 1.6379
Best ask: 1.638
Spread: 0.0001
Spread %: 0.006105
Mid price: 1.63795
Last price: 1.6381
Mark price: -
Index price: 1.6374

Order Book

Bid depth 5: 46
Ask depth 5: 69
Bid depth 10: 117
Ask depth 10: 152
Bid depth 20: 484
Ask depth 20: 331
Imbalance 5: -0.2
Imbalance 10: -0.130112
Imbalance 20: 0.18773
Top bid size: 8
Top ask size: 15
Bid wall score: 0.016529
Ask wall score: 0.045317

Dynamics

Bid depth 5 delta: -272
Ask depth 5 delta: -170
Imbalance 5 delta: -0.341831
Bid depth 10 delta: -355
Ask depth 10 delta: -231
Imbalance 10 delta: -0.234205
Spread delta: 0
Mid price delta: -0.002
Wall shift score: -0.006665

Tape

Buy volume: 563
Sell volume: 558
Buy/sell delta: 5
Buy/sell ratio: 1.008961
Avg trade size: 11.21
Large trade count: 10
Largest trade size: 156

Candle

Return 1: -0.371249
Return 3: 0.263367
Volume 1: 446
Volume avg 5: 1068.4
Momentum 5: 0.454099

Cross Exchange

Mid avg: 1.63510125
Mid median: 1.6379975
Price deviation %: 0.174225
Spread %: 1.253133

Funding / OI / Volume

Funding rate: 0.000292
Funding delta: -0.000001
Funding abs: 0.000292
Funding pressure: 0.000293
Open interest: -
Volume 24h: 2471760
Quote volume 24h: 40189974.227
Price change 24h %: -3.31

Quality

Capture latency ms: 4752
Order book timestamp: 2026-06-30 16:42:32.211000+02:00
Ticker timestamp: 2026-06-30 16:42:29.694000+02:00
Trades timestamp: 2026-06-30 16:42:31.465000+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: 1.60208
Best ask: 1.64184
Spread: 0.03976
Spread %: 2.451355
Mid price: 1.62196
Last price: 1.6396
Mark price: -
Index price: -

Order Book

Bid depth 5: 1268
Ask depth 5: 176
Bid depth 10: 4046
Ask depth 10: 1363
Bid depth 20: 5553
Ask depth 20: 3054
Imbalance 5: 0.756233
Imbalance 10: 0.496025
Imbalance 20: 0.290345
Top bid size: 1
Top ask size: 1
Bid wall score: 0.00018
Ask wall score: 0.000327

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -260
Imbalance 5 delta: 0.26767
Bid depth 10 delta: -1
Ask depth 10 delta: -213
Imbalance 10 delta: 0.05658
Spread delta: -0.00379
Mid price delta: 0.003315
Wall shift score: -0.000001

Tape

Buy volume: 3540
Sell volume: 2234
Buy/sell delta: 1306
Buy/sell ratio: 1.584602
Avg trade size: 57.74
Large trade count: 8
Largest trade size: 332

Candle

Return 1: 0
Return 3: 2.700299
Volume 1: 0
Volume avg 5: 23.6
Momentum 5: 0.595129

Cross Exchange

Mid avg: 1.6342725
Mid median: 1.6379975
Price deviation %: -0.753393
Spread %: 1.456611

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 98848
Volume 24h: 186262
Quote volume 24h: 186262
Price change 24h %: -2.403019

Quality

Capture latency ms: 6336
Order book timestamp: 2026-06-30 16:42:26.896000+02:00
Ticker timestamp: 2026-06-30 16:42:27.856000+02:00
Trades timestamp: 2026-06-30 16:40:41.220000+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: 1.63491
Best ask: 1.63718
Spread: 0.00227
Spread %: 0.138749
Mid price: 1.636045
Last price: 1.63725
Mark price: 1.63752
Index price: 1.63835

Order Book

Bid depth 5: 7
Ask depth 5: 6
Bid depth 10: 33
Ask depth 10: 33
Bid depth 20: 48
Ask depth 20: 43
Imbalance 5: 0.076923
Imbalance 10: 0
Imbalance 20: 0.054945
Top bid size: 1
Top ask size: 1
Bid wall score: 0.020833
Ask wall score: 0.023256

Dynamics

Bid depth 5 delta: -19
Ask depth 5 delta: -1
Imbalance 5 delta: -0.498834
Bid depth 10 delta: -4
Ask depth 10 delta: 20
Imbalance 10 delta: -0.48
Spread delta: 0.00008
Mid price delta: 0.00191
Wall shift score: 0.018786

Tape

Buy volume: 67
Sell volume: 123
Buy/sell delta: -56
Buy/sell ratio: 0.544715
Avg trade size: 1.9
Large trade count: 4
Largest trade size: 20

Candle

Return 1: -0.140891
Return 3: 0.489173
Volume 1: 10
Volume avg 5: 41.2
Momentum 5: 0.608969

Cross Exchange

Mid avg: 1.633795
Mid median: 1.6370425
Price deviation %: 0.137716
Spread %: 1.457037

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7509300
Quote volume 24h: 12191101
Price change 24h %: -1.82

Quality

Capture latency ms: 9693
Order book timestamp: 2026-06-30 16:42:10+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:50.530000+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: 1.6424
Best ask: 1.6425
Spread: 0.0001
Spread %: 0.006088
Mid price: 1.64245
Last price: 1.6418
Mark price: -
Index price: -

Order Book

Bid depth 5: 412
Ask depth 5: 149
Bid depth 10: 1149
Ask depth 10: 549
Bid depth 20: 3122
Ask depth 20: 2480
Imbalance 5: 0.468806
Imbalance 10: 0.353357
Imbalance 20: 0.114602
Top bid size: 8
Top ask size: 26
Bid wall score: 0.002562
Ask wall score: 0.010484

Dynamics

Bid depth 5 delta: -361
Ask depth 5 delta: -100
Imbalance 5 delta: -0.043914
Bid depth 10 delta: -191
Ask depth 10 delta: 38
Imbalance 10 delta: -0.094509
Spread delta: 0
Mid price delta: 0.0048
Wall shift score: -0.015979

Tape

Buy volume: 5361
Sell volume: 642
Buy/sell delta: 4719
Buy/sell ratio: 8.350467
Avg trade size: 60.03
Large trade count: 9
Largest trade size: 350

Candle

Return 1: 0.244096
Return 3: 0.785324
Volume 1: 32582
Volume avg 5: 44224.8
Momentum 5: 0.64947

Cross Exchange

Mid avg: 1.632595
Mid median: 1.6358925
Price deviation %: 0.60364
Spread %: 1.304978

Funding / OI / Volume

Funding rate: 0.00029277
Funding delta: 0
Funding abs: 0.00029277
Funding pressure: 0.00029277
Open interest: 31761153
Volume 24h: 126848082
Quote volume 24h: 205830451.18982
Price change 24h %: -0.947

Quality

Capture latency ms: 6550
Order book timestamp: 2026-06-30 16:41:59.628000+02:00
Ticker timestamp: 2026-06-30 16:41:53.509000+02:00
Trades timestamp: 2026-06-30 16:42:00.582000+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: 1.6399
Best ask: 1.64
Spread: 0.0001
Spread %: 0.006098
Mid price: 1.63995
Last price: 1.64
Mark price: -
Index price: 1.6368

Order Book

Bid depth 5: 318
Ask depth 5: 239
Bid depth 10: 472
Ask depth 10: 383
Bid depth 20: 925
Ask depth 20: 683
Imbalance 5: 0.141831
Imbalance 10: 0.104094
Imbalance 20: 0.150498
Top bid size: 31
Top ask size: 38
Bid wall score: 0.033514
Ask wall score: 0.055637

Dynamics

Bid depth 5 delta: 228
Ask depth 5 delta: 138
Imbalance 5 delta: 0.199423
Bid depth 10 delta: 178
Ask depth 10 delta: 173
Imbalance 10 delta: -0.062573
Spread delta: -0.0001
Mid price delta: 0.00455
Wall shift score: 0.000027

Tape

Buy volume: 580
Sell volume: 482
Buy/sell delta: 98
Buy/sell ratio: 1.20332
Avg trade size: 10.62
Large trade count: 9
Largest trade size: 66

Candle

Return 1: 0.189174
Return 3: 0.74865
Volume 1: 782
Volume avg 5: 1302.6
Momentum 5: 0.538885

Cross Exchange

Mid avg: 1.6314575
Mid median: 1.6347675
Price deviation %: 0.520547
Spread %: 1.164909

Funding / OI / Volume

Funding rate: 0.000293
Funding delta: 0
Funding abs: 0.000293
Funding pressure: 0.000293
Open interest: -
Volume 24h: 2471185
Quote volume 24h: 40180534.86
Price change 24h %: -3.19

Quality

Capture latency ms: 7665
Order book timestamp: 2026-06-30 16:41:52.102000+02:00
Ticker timestamp: 2026-06-30 16:41:50.688000+02:00
Trades timestamp: 2026-06-30 16:41:53.257000+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: 1.59687
Best ask: 1.64042
Spread: 0.04355
Spread %: 2.690522
Mid price: 1.618645
Last price: 1.6396
Mark price: -
Index price: -

Order Book

Bid depth 5: 1269
Ask depth 5: 436
Bid depth 10: 4047
Ask depth 10: 1576
Bid depth 20: 5554
Ask depth 20: 3063
Imbalance 5: 0.488563
Imbalance 10: 0.439445
Imbalance 20: 0.28908
Top bid size: 1
Top ask size: 1
Bid wall score: 0.00018
Ask wall score: 0.000326

Dynamics

Bid depth 5 delta: 53
Ask depth 5 delta: 137
Imbalance 5 delta: -0.116717
Bid depth 10 delta: 53
Ask depth 10 delta: -44
Imbalance 10 delta: 0.016574
Spread delta: 0.00849
Mid price delta: -0.004725
Wall shift score: 0.013512

Tape

Buy volume: 3540
Sell volume: 2234
Buy/sell delta: 1306
Buy/sell ratio: 1.584602
Avg trade size: 57.74
Large trade count: 8
Largest trade size: 332

Candle

Return 1: 0
Return 3: 2.700299
Volume 1: 0
Volume avg 5: 36
Momentum 5: 2.818156

Cross Exchange

Mid avg: 1.63263875
Mid median: 1.6347675
Price deviation %: -0.857125
Spread %: 0.874658

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 98848
Volume 24h: 186262
Quote volume 24h: 186262
Price change 24h %: -2.403019

Quality

Capture latency ms: 5921
Order book timestamp: 2026-06-30 16:41:45.738000+02:00
Ticker timestamp: 2026-06-30 16:41:46.167000+02:00
Trades timestamp: 2026-06-30 16:40:41.220000+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: 19838
gate: 19838
htx: 19694
mexc: 19835

By Symbol

VELVET/USDT:USDT: 79205

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