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: 79762
Total labels: 239286
Pending labels: 219806
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 22:59:48.116526+02:00
Recent trades snapshots: 79758
Micro candles: 1595060
Avg data quality: 76.0182039291400775
Latest latency: 5790 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 167 of 7977 · 79762 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-30 18:16:24.109456+02:00	binance	VELVET/USDT:USDT	1.63765	80	6453 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 18:16:17.509923+02:00	mexc	VELVET/USDT:USDT	1.6404	68	5094 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 18:16:12.357121+02:00	htx	VELVET/USDT:USDT	1.639	80	5013 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 18:15:55.525817+02:00	gate	VELVET/USDT:USDT	1.638775	68	10620 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 18:15:44.797724+02:00	binance	VELVET/USDT:USDT	1.64405	80	6803 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 18:15:37.843788+02:00	mexc	VELVET/USDT:USDT	1.64355	68	5576 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 18:15:32.203206+02:00	htx	VELVET/USDT:USDT	1.63955	80	5159 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 18:15:15.118120+02:00	gate	VELVET/USDT:USDT	1.640475	68	9917 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 18:15:05.097174+02:00	binance	VELVET/USDT:USDT	1.64465	80	7656 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 18:14:57.344273+02:00	mexc	VELVET/USDT:USDT	1.6445	78	4593 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.6376
Best ask: 1.6377
Spread: 0.0001
Spread %: 0.006106
Mid price: 1.63765
Last price: 1.6402
Mark price: -
Index price: -

Order Book

Bid depth 5: 793
Ask depth 5: 395
Bid depth 10: 1193
Ask depth 10: 1137
Bid depth 20: 3737
Ask depth 20: 2704
Imbalance 5: 0.335017
Imbalance 10: 0.024034
Imbalance 20: 0.160379
Top bid size: 8
Top ask size: 30
Bid wall score: 0.002141
Ask wall score: 0.011095

Dynamics

Bid depth 5 delta: 432
Ask depth 5 delta: -411
Imbalance 5 delta: 0.716336
Bid depth 10 delta: 67
Ask depth 10 delta: -768
Imbalance 10 delta: 0.281045
Spread delta: 0
Mid price delta: -0.0064
Wall shift score: 0.004952

Tape

Buy volume: 3568
Sell volume: 2714
Buy/sell delta: 854
Buy/sell ratio: 1.314665
Avg trade size: 62.82
Large trade count: 8
Largest trade size: 685

Candle

Return 1: -0.194872
Return 3: -0.425299
Volume 1: 13141
Volume avg 5: 56355.8
Momentum 5: -0.048789

Cross Exchange

Mid avg: 1.64055625
Mid median: 1.6397
Price deviation %: -0.17715
Spread %: 0.321537

Funding / OI / Volume

Funding rate: 0.0003165
Funding delta: 0.00000353
Funding abs: 0.0003165
Funding pressure: 0.00032003
Open interest: 31539451
Volume 24h: 123566997
Quote volume 24h: 199855153.70508
Price change 24h %: -3.37

Quality

Capture latency ms: 6453
Order book timestamp: 2026-06-30 18:16:21.933000+02:00
Ticker timestamp: 2026-06-30 18:16:14.164000+02:00
Trades timestamp: 2026-06-30 18:16:23.512000+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: 1.6402
Best ask: 1.6406
Spread: 0.0004
Spread %: 0.024384
Mid price: 1.6404
Last price: 1.6411
Mark price: -
Index price: 1.638

Order Book

Bid depth 5: 112
Ask depth 5: 119
Bid depth 10: 312
Ask depth 10: 308
Bid depth 20: 626
Ask depth 20: 582
Imbalance 5: -0.030303
Imbalance 10: 0.006452
Imbalance 20: 0.036424
Top bid size: 7
Top ask size: 31
Bid wall score: 0.011182
Ask wall score: 0.053265

Dynamics

Bid depth 5 delta: -48
Ask depth 5 delta: 69
Imbalance 5 delta: -0.554113
Bid depth 10 delta: -2
Ask depth 10 delta: 80
Imbalance 10 delta: -0.15222
Spread delta: 0.0003
Mid price delta: -0.00315
Wall shift score: -0.057309

Tape

Buy volume: 1297
Sell volume: 917
Buy/sell delta: 380
Buy/sell ratio: 1.414395
Avg trade size: 22.14
Large trade count: 4
Largest trade size: 257

Candle

Return 1: -0.024368
Return 3: -0.430773
Volume 1: 784
Volume avg 5: 1453
Momentum 5: 0.103696

Cross Exchange

Mid avg: 1.64134375
Mid median: 1.641275
Price deviation %: -0.057499
Spread %: 0.321383

Funding / OI / Volume

Funding rate: 0.000312
Funding delta: 0.000003
Funding abs: 0.000312
Funding pressure: 0.000315
Open interest: -
Volume 24h: 2300240
Quote volume 24h: 37229255.844
Price change 24h %: 2.65

Quality

Capture latency ms: 5094
Order book timestamp: 2026-06-30 18:16:15.466000+02:00
Ticker timestamp: 2026-06-30 18:16:15.014000+02:00
Trades timestamp: 2026-06-30 18:16:13.507000+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: 1.63794
Best ask: 1.64006
Spread: 0.00212
Spread %: 0.129347
Mid price: 1.639
Last price: 1.64106
Mark price: -
Index price: -

Order Book

Bid depth 5: 2858
Ask depth 5: 2736
Bid depth 10: 6868
Ask depth 10: 4733
Bid depth 20: 40152
Ask depth 20: 10896
Imbalance 5: 0.021809
Imbalance 10: 0.184036
Imbalance 20: 0.573108
Top bid size: 570
Top ask size: 12
Bid wall score: 0.014196
Ask wall score: 0.001101

Dynamics

Bid depth 5 delta: 121
Ask depth 5 delta: -5272
Imbalance 5 delta: 0.512363
Bid depth 10 delta: -31068
Ask depth 10 delta: -5866
Imbalance 10 delta: -0.379207
Spread delta: -0.0009
Mid price delta: -0.00055
Wall shift score: 0.002297

Tape

Buy volume: 174
Sell volume: 7174
Buy/sell delta: -7000
Buy/sell ratio: 0.024254
Avg trade size: 73.48
Large trade count: 1
Largest trade size: 292

Candle

Return 1: 0
Return 3: -0.248003
Volume 1: 0
Volume avg 5: 653.6
Momentum 5: 0.120799

Cross Exchange

Mid avg: 1.64148125
Mid median: 1.64155
Price deviation %: -0.151159
Spread %: 0.321356

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 112872
Volume 24h: 265518
Quote volume 24h: 265518
Price change 24h %: 3.059001

Quality

Capture latency ms: 5013
Order book timestamp: 2026-06-30 18:16:10.996000+02:00
Ticker timestamp: 2026-06-30 18:16:11.284000+02:00
Trades timestamp: 2026-06-30 18:15:38.959000+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: 1.63715
Best ask: 1.6404
Spread: 0.00325
Spread %: 0.198319
Mid price: 1.638775
Last price: 1.63999
Mark price: 1.63987
Index price: 1.63963

Order Book

Bid depth 5: 14
Ask depth 5: 16
Bid depth 10: 25
Ask depth 10: 27
Bid depth 20: 45
Ask depth 20: 51
Imbalance 5: -0.066667
Imbalance 10: -0.038462
Imbalance 20: -0.0625
Top bid size: 2
Top ask size: 2
Bid wall score: 0.044444
Ask wall score: 0.039216

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 2
Imbalance 5 delta: -0.101149
Bid depth 10 delta: -6
Ask depth 10 delta: 2
Imbalance 10 delta: -0.145604
Spread delta: 0.00128
Mid price delta: -0.0017
Wall shift score: 0.040316

Tape

Buy volume: 63
Sell volume: 103
Buy/sell delta: -40
Buy/sell ratio: 0.61165
Avg trade size: 1.66
Large trade count: 8
Largest trade size: 11

Candle

Return 1: -0.146736
Return 3: -0.327584
Volume 1: 11
Volume avg 5: 24.4
Momentum 5: 0.031718

Cross Exchange

Mid avg: 1.64190625
Mid median: 1.6420125
Price deviation %: -0.190708
Spread %: 0.274072

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6857000
Quote volume 24h: 11067201
Price change 24h %: -3.18

Quality

Capture latency ms: 10620
Order book timestamp: 2026-06-30 18:15:54+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:56.136000+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: 1.644
Best ask: 1.6441
Spread: 0.0001
Spread %: 0.006083
Mid price: 1.64405
Last price: 1.6445
Mark price: -
Index price: -

Order Book

Bid depth 5: 361
Ask depth 5: 806
Bid depth 10: 1126
Ask depth 10: 1905
Bid depth 20: 3816
Ask depth 20: 3933
Imbalance 5: -0.38132
Imbalance 10: -0.257011
Imbalance 20: -0.015099
Top bid size: 10
Top ask size: 65
Bid wall score: 0.002621
Ask wall score: 0.016527

Dynamics

Bid depth 5 delta: 279
Ask depth 5 delta: 40
Imbalance 5 delta: 0.425284
Bid depth 10 delta: 389
Ask depth 10 delta: 410
Imbalance 10 delta: 0.082595
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: 0.054385

Tape

Buy volume: 10541
Sell volume: 2550
Buy/sell delta: 7991
Buy/sell ratio: 4.133725
Avg trade size: 130.91
Large trade count: 3
Largest trade size: 6020

Candle

Return 1: -0.054715
Return 3: -0.339476
Volume 1: 58136
Volume avg 5: 81875
Momentum 5: 0.091324

Cross Exchange

Mid avg: 1.64205625
Mid median: 1.6420125
Price deviation %: 0.121418
Spread %: 0.310586

Funding / OI / Volume

Funding rate: 0.00031297
Funding delta: 0
Funding abs: 0.00031297
Funding pressure: 0.00031297
Open interest: 31541295
Volume 24h: 123755084
Quote volume 24h: 200175293.37888
Price change 24h %: -2.859

Quality

Capture latency ms: 6803
Order book timestamp: 2026-06-30 18:15:42.654000+02:00
Ticker timestamp: 2026-06-30 18:15:37.628000+02:00
Trades timestamp: 2026-06-30 18:15:43.908000+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: 1.6435
Best ask: 1.6436
Spread: 0.0001
Spread %: 0.006084
Mid price: 1.64355
Last price: 1.6404
Mark price: -
Index price: 1.6388

Order Book

Bid depth 5: 160
Ask depth 5: 50
Bid depth 10: 314
Ask depth 10: 228
Bid depth 20: 1096
Ask depth 20: 923
Imbalance 5: 0.52381
Imbalance 10: 0.158672
Imbalance 20: 0.085686
Top bid size: 25
Top ask size: 7
Bid wall score: 0.02281
Ask wall score: 0.007584

Dynamics

Bid depth 5 delta: 65
Ask depth 5 delta: -233
Imbalance 5 delta: 1.021164
Bid depth 10 delta: -22
Ask depth 10 delta: -361
Imbalance 10 delta: 0.432185
Spread delta: -0.0003
Mid price delta: -0.00095
Wall shift score: 0.075206

Tape

Buy volume: 1126
Sell volume: 690
Buy/sell delta: 436
Buy/sell ratio: 1.631884
Avg trade size: 18.16
Large trade count: 6
Largest trade size: 257

Candle

Return 1: -0.24325
Return 3: -0.334164
Volume 1: 1671
Volume avg 5: 1579.8
Momentum 5: -0.127854

Cross Exchange

Mid avg: 1.64229375
Mid median: 1.6424875
Price deviation %: 0.076494
Spread %: 0.310541

Funding / OI / Volume

Funding rate: 0.000309
Funding delta: 0.000003
Funding abs: 0.000309
Funding pressure: 0.000312
Open interest: -
Volume 24h: 2299131
Quote volume 24h: 37211066.358
Price change 24h %: 2.61

Quality

Capture latency ms: 5576
Order book timestamp: 2026-06-30 18:15:36.336000+02:00
Ticker timestamp: 2026-06-30 18:15:35.894000+02:00
Trades timestamp: 2026-06-30 18:15:34.650000+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: 1.63804
Best ask: 1.64106
Spread: 0.00302
Spread %: 0.184197
Mid price: 1.63955
Last price: 1.64303
Mark price: -
Index price: -

Order Book

Bid depth 5: 2737
Ask depth 5: 8008
Bid depth 10: 37936
Ask depth 10: 10599
Bid depth 20: 40988
Ask depth 20: 16928
Imbalance 5: -0.490554
Imbalance 10: 0.563243
Imbalance 20: 0.415429
Top bid size: 445
Top ask size: 1
Bid wall score: 0.010857
Ask wall score: 0.000059

Dynamics

Bid depth 5 delta: -8478
Ask depth 5 delta: 2651
Imbalance 5 delta: -0.844042
Bid depth 10 delta: 19713
Ask depth 10 delta: 1861
Imbalance 10 delta: 0.211439
Spread delta: -0.0006
Mid price delta: -0.0037
Wall shift score: 0.005064

Tape

Buy volume: 172
Sell volume: 7248
Buy/sell delta: -7076
Buy/sell ratio: 0.023731
Avg trade size: 74.2
Large trade count: 1
Largest trade size: 292

Candle

Return 1: 0
Return 3: -0.403108
Volume 1: 0
Volume avg 5: 1209.2
Momentum 5: 0.05176

Cross Exchange

Mid avg: 1.64321875
Mid median: 1.643875
Price deviation %: -0.223266
Spread %: 0.254075

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 112872
Volume 24h: 265516
Quote volume 24h: 265516
Price change 24h %: 3.182717

Quality

Capture latency ms: 5159
Order book timestamp: 2026-06-30 18:15:30.738000+02:00
Ticker timestamp: 2026-06-30 18:15:31.009000+02:00
Trades timestamp: 2026-06-30 18:14:00.706000+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: 1.63949
Best ask: 1.64146
Spread: 0.00197
Spread %: 0.120087
Mid price: 1.640475
Last price: 1.6395
Mark price: 1.64107
Index price: 1.640957

Order Book

Bid depth 5: 15
Ask depth 5: 14
Bid depth 10: 31
Ask depth 10: 25
Bid depth 20: 57
Ask depth 20: 57
Imbalance 5: 0.034483
Imbalance 10: 0.107143
Imbalance 20: 0
Top bid size: 1
Top ask size: 3
Bid wall score: 0.017544
Ask wall score: 0.052632

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 2
Imbalance 5 delta: -0.04244
Bid depth 10 delta: 6
Ask depth 10 delta: 2
Imbalance 10 delta: 0.065476
Spread delta: -0.00134
Mid price delta: 0.00077
Wall shift score: -0.035088

Tape

Buy volume: 64
Sell volume: 103
Buy/sell delta: -39
Buy/sell ratio: 0.621359
Avg trade size: 1.67
Large trade count: 3
Largest trade size: 11

Candle

Return 1: -0.062104
Return 3: -0.243105
Volume 1: 4
Volume avg 5: 23
Momentum 5: 0.116501

Cross Exchange

Mid avg: 1.64302625
Mid median: 1.643875
Price deviation %: -0.155277
Spread %: 0.300969

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6856100
Quote volume 24h: 11065726
Price change 24h %: -3.21

Quality

Capture latency ms: 9917
Order book timestamp: 2026-06-30 18:15:13+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:56.114000+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: 1.6446
Best ask: 1.6447
Spread: 0.0001
Spread %: 0.00608
Mid price: 1.64465
Last price: 1.6444
Mark price: -
Index price: -

Order Book

Bid depth 5: 82
Ask depth 5: 766
Bid depth 10: 737
Ask depth 10: 1495
Bid depth 20: 3799
Ask depth 20: 3257
Imbalance 5: -0.806604
Imbalance 10: -0.339606
Imbalance 20: 0.076814
Top bid size: 24
Top ask size: 243
Bid wall score: 0.006317
Ask wall score: 0.074609

Dynamics

Bid depth 5 delta: -226
Ask depth 5 delta: 25
Imbalance 5 delta: -0.39383
Bid depth 10 delta: -84
Ask depth 10 delta: -304
Imbalance 10 delta: 0.033677
Spread delta: -0.0001
Mid price delta: 0.00125
Wall shift score: -0.066827

Tape

Buy volume: 7247
Sell volume: 4603
Buy/sell delta: 2644
Buy/sell ratio: 1.574408
Avg trade size: 118.5
Large trade count: 3
Largest trade size: 2142

Candle

Return 1: -0.060757
Return 3: 0.317131
Volume 1: 46206
Volume avg 5: 87708.6
Momentum 5: 0.133926

Cross Exchange

Mid avg: 1.64271375
Mid median: 1.643325
Price deviation %: 0.117869
Spread %: 0.291895

Funding / OI / Volume

Funding rate: 0.00031297
Funding delta: 0.00000313
Funding abs: 0.00031297
Funding pressure: 0.0003161
Open interest: 31536075
Volume 24h: 123716100
Quote volume 24h: 200110637.94658
Price change 24h %: -2.727

Quality

Capture latency ms: 7656
Order book timestamp: 2026-06-30 18:15:02.915000+02:00
Ticker timestamp: 2026-06-30 18:14:56.341000+02:00
Trades timestamp: 2026-06-30 18:15:04.120000+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: 1.6443
Best ask: 1.6447
Spread: 0.0004
Spread %: 0.024324
Mid price: 1.6445
Last price: 1.6446
Mark price: -
Index price: 1.6412

Order Book

Bid depth 5: 95
Ask depth 5: 283
Bid depth 10: 336
Ask depth 10: 589
Bid depth 20: 712
Ask depth 20: 896
Imbalance 5: -0.497354
Imbalance 10: -0.273514
Imbalance 20: -0.114428
Top bid size: 1
Top ask size: 55
Bid wall score: 0.001404
Ask wall score: 0.061384

Dynamics

Bid depth 5 delta: 36
Ask depth 5 delta: 72
Imbalance 5 delta: 0.065608
Bid depth 10 delta: 131
Ask depth 10 delta: 244
Imbalance 10 delta: -0.018968
Spread delta: 0.0002
Mid price delta: -0.0001
Wall shift score: -0.038342

Tape

Buy volume: 378
Sell volume: 697
Buy/sell delta: -319
Buy/sell ratio: 0.542324
Avg trade size: 10.75
Large trade count: 3
Largest trade size: 67

Candle

Return 1: -0.230555
Return 3: 0.30499
Volume 1: 1361
Volume avg 5: 1580.2
Momentum 5: 0.115677

Cross Exchange

Mid avg: 1.64273875
Mid median: 1.643325
Price deviation %: 0.107214
Spread %: 0.297978

Funding / OI / Volume

Funding rate: 0.000306
Funding delta: 0
Funding abs: 0.000306
Funding pressure: 0.000306
Open interest: -
Volume 24h: 2297605
Quote volume 24h: 37186005.317
Price change 24h %: 2.87

Quality

Capture latency ms: 4593
Order book timestamp: 2026-06-30 18:14:55.790000+02:00
Ticker timestamp: 2026-06-30 18:14:53.746000+02:00
Trades timestamp: 2026-06-30 18:14:55.035000+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: 19978
gate: 19977
htx: 19833
mexc: 19975

By Symbol

VELVET/USDT:USDT: 79763

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