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: htx GET https://api.hbdm.com/api/v1/contract_contract_info; kucoinfutures fetchOrderBook() limit argument must be 20 or 100

Dataset Stats

Current feature and label inventory.

Total feature snapshots: 80240
Total labels: 240720
Pending labels: 221237
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: 2026-07-01 00:17:00.779733+02:00
Recent trades snapshots: 80235
Micro candles: 1604600
Avg data quality: 76.0200894804401740
Latest latency: 7434 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 168 of 8024 · 80240 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-30 19:36:53.964677+02:00	gate	VELVET/USDT:USDT	1.64452	68	9826 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 19:36:43.915445+02:00	binance	VELVET/USDT:USDT	1.64715	80	7819 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 19:36:35.952169+02:00	mexc	VELVET/USDT:USDT	1.64655	78	4848 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 19:36:30.873381+02:00	htx	VELVET/USDT:USDT	1.6432	80	7321 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 19:36:10.649156+02:00	gate	VELVET/USDT:USDT	1.640355	68	10140 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 19:36:00.370105+02:00	binance	VELVET/USDT:USDT	1.64735	80	7563 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 19:35:52.679619+02:00	mexc	VELVET/USDT:USDT	1.64565	78	4906 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 19:35:47.518273+02:00	htx	VELVET/USDT:USDT	1.644895	80	6554 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 19:35:28.592037+02:00	gate	VELVET/USDT:USDT	1.64515	68	9973 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 19:35:18.366843+02:00	binance	VELVET/USDT:USDT	1.64685	80	7054 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.64334
Best ask: 1.6457
Spread: 0.00236
Spread %: 0.143507
Mid price: 1.64452
Last price: 1.6445
Mark price: 1.64394
Index price: 1.642873

Order Book

Bid depth 5: 17
Ask depth 5: 13
Bid depth 10: 51
Ask depth 10: 21
Bid depth 20: 84
Ask depth 20: 43
Imbalance 5: 0.133333
Imbalance 10: 0.416667
Imbalance 20: 0.322835
Top bid size: 2
Top ask size: 3
Bid wall score: 0.02381
Ask wall score: 0.069767

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: -3
Imbalance 5 delta: 0.236782
Bid depth 10 delta: 4
Ask depth 10 delta: -31
Imbalance 10 delta: 0.467172
Spread delta: -0.00013
Mid price delta: 0.004165
Wall shift score: -0.036039

Tape

Buy volume: 58
Sell volume: 97
Buy/sell delta: -39
Buy/sell ratio: 0.597938
Avg trade size: 1.55
Large trade count: 6
Largest trade size: 6

Candle

Return 1: 0.022504
Return 3: -0.053483
Volume 1: 7
Volume avg 5: 7.6
Momentum 5: 0.450792

Cross Exchange

Mid avg: 1.64431375
Mid median: 1.644875
Price deviation %: 0.012543
Spread %: 0.413242

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6201200
Quote volume 24h: 10014946
Price change 24h %: 3.84

Quality

Capture latency ms: 9826
Order book timestamp: 2026-06-30 19:36:52+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:00.994000+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: 1.6471
Best ask: 1.6472
Spread: 0.0001
Spread %: 0.006071
Mid price: 1.64715
Last price: 1.6467
Mark price: -
Index price: -

Order Book

Bid depth 5: 438
Ask depth 5: 413
Bid depth 10: 3836
Ask depth 10: 936
Bid depth 20: 4635
Ask depth 20: 4550
Imbalance 5: 0.029377
Imbalance 10: 0.607712
Imbalance 20: 0.009254
Top bid size: 58
Top ask size: 14
Bid wall score: 0.012513
Ask wall score: 0.003077

Dynamics

Bid depth 5 delta: -103
Ask depth 5 delta: -225
Imbalance 5 delta: 0.11165
Bid depth 10 delta: 1741
Ask depth 10 delta: 57
Imbalance 10 delta: 0.198835
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: -0.010785

Tape

Buy volume: 2797
Sell volume: 7591
Buy/sell delta: -4794
Buy/sell ratio: 0.368463
Avg trade size: 103.88
Large trade count: 8
Largest trade size: 1598

Candle

Return 1: -0.012138
Return 3: 0.018213
Volume 1: 21191
Volume avg 5: 33693
Momentum 5: 0.438944

Cross Exchange

Mid avg: 1.64436375
Mid median: 1.644875
Price deviation %: 0.169442
Spread %: 0.425392

Funding / OI / Volume

Funding rate: 0.00046606
Funding delta: 0
Funding abs: 0.00046606
Funding pressure: 0.00046606
Open interest: 31408240
Volume 24h: 117930559
Quote volume 24h: 190373462.39386
Price change 24h %: 3.241

Quality

Capture latency ms: 7819
Order book timestamp: 2026-06-30 19:36:41.699000+02:00
Ticker timestamp: 2026-06-30 19:36:32.903000+02:00
Trades timestamp: 2026-06-30 19:36:42.486000+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: 1.6464
Best ask: 1.6467
Spread: 0.0003
Spread %: 0.01822
Mid price: 1.64655
Last price: 1.6459
Mark price: -
Index price: 1.6425

Order Book

Bid depth 5: 118
Ask depth 5: 38
Bid depth 10: 469
Ask depth 10: 360
Bid depth 20: 1007
Ask depth 20: 807
Imbalance 5: 0.512821
Imbalance 10: 0.131484
Imbalance 20: 0.110254
Top bid size: 2
Top ask size: 2
Bid wall score: 0.001986
Ask wall score: 0.002478

Dynamics

Bid depth 5 delta: 35
Ask depth 5 delta: -25
Imbalance 5 delta: 0.375834
Bid depth 10 delta: 259
Ask depth 10 delta: 118
Imbalance 10 delta: 0.20228
Spread delta: 0.0002
Mid price delta: 0.0009
Wall shift score: 0.014046

Tape

Buy volume: 314
Sell volume: 783
Buy/sell delta: -469
Buy/sell ratio: 0.401022
Avg trade size: 10.97
Large trade count: 7
Largest trade size: 63

Candle

Return 1: -0.006071
Return 3: -0.048547
Volume 1: 181
Volume avg 5: 706
Momentum 5: 0.273956

Cross Exchange

Mid avg: 1.64413875
Mid median: 1.644425
Price deviation %: 0.146657
Spread %: 0.425451

Funding / OI / Volume

Funding rate: 0.000466
Funding delta: 0.000002
Funding abs: 0.000466
Funding pressure: 0.000468
Open interest: -
Volume 24h: 2267859
Quote volume 24h: 36620563.758
Price change 24h %: 2.95

Quality

Capture latency ms: 4848
Order book timestamp: 2026-06-30 19:36:33.654000+02:00
Ticker timestamp: 2026-06-30 19:36:32.771000+02:00
Trades timestamp: 2026-06-30 19:36:33.652000+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: 1.64305
Best ask: 1.64335
Spread: 0.0003
Spread %: 0.018257
Mid price: 1.6432
Last price: 1.64795
Mark price: -
Index price: -

Order Book

Bid depth 5: 4549
Ask depth 5: 1979
Bid depth 10: 21304
Ask depth 10: 6611
Bid depth 20: 55205
Ask depth 20: 22825
Imbalance 5: 0.393689
Imbalance 10: 0.526348
Imbalance 20: 0.414969
Top bid size: 109
Top ask size: 12
Bid wall score: 0.001974
Ask wall score: 0.000526

Dynamics

Bid depth 5 delta: -8263
Ask depth 5 delta: -2596
Imbalance 5 delta: -0.080056
Bid depth 10 delta: -3791
Ask depth 10 delta: 162
Imbalance 10 delta: -0.064763
Spread delta: -0.00343
Mid price delta: -0.001695
Wall shift score: 0.007827

Tape

Buy volume: 3340
Sell volume: 2342
Buy/sell delta: 998
Buy/sell ratio: 1.426132
Avg trade size: 56.82
Large trade count: 2
Largest trade size: 1106

Candle

Return 1: 0
Return 3: 0.151934
Volume 1: 0
Volume avg 5: 10.8
Momentum 5: 0.529504

Cross Exchange

Mid avg: 1.6445625
Mid median: 1.6452725
Price deviation %: -0.082849
Spread %: 0.425341

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 112344
Volume 24h: 232670
Quote volume 24h: 232670
Price change 24h %: 3.491695

Quality

Capture latency ms: 7321
Order book timestamp: 2026-06-30 19:36:28.638000+02:00
Ticker timestamp: 2026-06-30 19:36:29.114000+02:00
Trades timestamp: 2026-06-30 19:34:00.951000+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: 1.63911
Best ask: 1.6416
Spread: 0.00249
Spread %: 0.151796
Mid price: 1.640355
Last price: 1.64098
Mark price: 1.64361
Index price: 1.642615

Order Book

Bid depth 5: 13
Ask depth 5: 16
Bid depth 10: 47
Ask depth 10: 52
Bid depth 20: 75
Ask depth 20: 82
Imbalance 5: -0.103448
Imbalance 10: -0.050505
Imbalance 20: -0.044586
Top bid size: 2
Top ask size: 3
Bid wall score: 0.026667
Ask wall score: 0.036585

Dynamics

Bid depth 5 delta: -22
Ask depth 5 delta: 4
Imbalance 5 delta: -0.59281
Bid depth 10 delta: -6
Ask depth 10 delta: 32
Imbalance 10 delta: -0.50256
Spread delta: 0.00099
Mid price delta: -0.004795
Wall shift score: 0.013247

Tape

Buy volume: 54
Sell volume: 102
Buy/sell delta: -48
Buy/sell ratio: 0.529412
Avg trade size: 1.56
Large trade count: 6
Largest trade size: 6

Candle

Return 1: -0.191591
Return 3: -0.267415
Volume 1: 3
Volume avg 5: 6.8
Momentum 5: 0.23578

Cross Exchange

Mid avg: 1.64576125
Mid median: 1.6454
Price deviation %: -0.328495
Spread %: 0.149171

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6200500
Quote volume 24h: 10013795
Price change 24h %: 3.61

Quality

Capture latency ms: 10140
Order book timestamp: 2026-06-30 19:36:09+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:00.969000+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: 1.6473
Best ask: 1.6474
Spread: 0.0001
Spread %: 0.00607
Mid price: 1.64735
Last price: 1.6456
Mark price: -
Index price: -

Order Book

Bid depth 5: 541
Ask depth 5: 638
Bid depth 10: 2095
Ask depth 10: 879
Bid depth 20: 5150
Ask depth 20: 3277
Imbalance 5: -0.082273
Imbalance 10: 0.408877
Imbalance 20: 0.222262
Top bid size: 156
Top ask size: 33
Bid wall score: 0.030291
Ask wall score: 0.01007

Dynamics

Bid depth 5 delta: 157
Ask depth 5 delta: 456
Imbalance 5 delta: -0.439164
Bid depth 10 delta: 1295
Ask depth 10 delta: 456
Imbalance 10 delta: 0.100619
Spread delta: 0
Mid price delta: 0.0005
Wall shift score: -0.00258

Tape

Buy volume: 2391
Sell volume: 2586
Buy/sell delta: -195
Buy/sell ratio: 0.924594
Avg trade size: 49.77
Large trade count: 4
Largest trade size: 610

Candle

Return 1: 0.139801
Return 3: 0.060735
Volume 1: 33080
Volume avg 5: 34469.4
Momentum 5: 0.182426

Cross Exchange

Mid avg: 1.64563625
Mid median: 1.6454
Price deviation %: 0.104139
Spread %: 0.118799

Funding / OI / Volume

Funding rate: 0.00046606
Funding delta: 0
Funding abs: 0.00046606
Funding pressure: 0.00046606
Open interest: 31409865
Volume 24h: 118347187
Quote volume 24h: 191029041.73896
Price change 24h %: 4.053

Quality

Capture latency ms: 7563
Order book timestamp: 2026-06-30 19:35:58.166000+02:00
Ticker timestamp: 2026-06-30 19:35:50.714000+02:00
Trades timestamp: 2026-06-30 19:35:58.745000+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: 1.6456
Best ask: 1.6457
Spread: 0.0001
Spread %: 0.006077
Mid price: 1.64565
Last price: 1.6463
Mark price: -
Index price: 1.6435

Order Book

Bid depth 5: 83
Ask depth 5: 63
Bid depth 10: 210
Ask depth 10: 242
Bid depth 20: 716
Ask depth 20: 633
Imbalance 5: 0.136986
Imbalance 10: -0.070796
Imbalance 20: 0.061527
Top bid size: 19
Top ask size: 26
Bid wall score: 0.026536
Ask wall score: 0.041074

Dynamics

Bid depth 5 delta: -26
Ask depth 5 delta: -162
Imbalance 5 delta: 0.484292
Bid depth 10 delta: -31
Ask depth 10 delta: -127
Imbalance 10 delta: 0.13904
Spread delta: -0.0003
Mid price delta: 0.00075
Wall shift score: 0.149544

Tape

Buy volume: 374
Sell volume: 823
Buy/sell delta: -449
Buy/sell ratio: 0.454435
Avg trade size: 11.97
Large trade count: 6
Largest trade size: 76

Candle

Return 1: -0.054638
Return 3: 0
Volume 1: 762
Volume avg 5: 757.6
Momentum 5: 0.042538

Cross Exchange

Mid avg: 1.64544875
Mid median: 1.645025
Price deviation %: 0.012231
Spread %: 0.118813

Funding / OI / Volume

Funding rate: 0.000464
Funding delta: 0
Funding abs: 0.000464
Funding pressure: 0.000464
Open interest: -
Volume 24h: 2267665
Quote volume 24h: 36617363.26
Price change 24h %: 2.98

Quality

Capture latency ms: 4906
Order book timestamp: 2026-06-30 19:35:50.933000+02:00
Ticker timestamp: 2026-06-30 19:35:47.921000+02:00
Trades timestamp: 2026-06-30 19:35:48.075000+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: 1.64303
Best ask: 1.64676
Spread: 0.00373
Spread %: 0.226762
Mid price: 1.644895
Last price: 1.64795
Mark price: -
Index price: -

Order Book

Bid depth 5: 12812
Ask depth 5: 4575
Bid depth 10: 25095
Ask depth 10: 6449
Bid depth 20: 57698
Ask depth 20: 51888
Imbalance 5: 0.473745
Imbalance 10: 0.591111
Imbalance 20: 0.053018
Top bid size: 109
Top ask size: 429
Bid wall score: 0.001889
Ask wall score: 0.008268

Dynamics

Bid depth 5 delta: 7530
Ask depth 5 delta: 4055
Imbalance 5 delta: -0.347007
Bid depth 10 delta: 19404
Ask depth 10 delta: 1871
Imbalance 10 delta: 0.482726
Spread delta: -0.03354
Mid price delta: 0.01493
Wall shift score: -0.055994

Tape

Buy volume: 3340
Sell volume: 2342
Buy/sell delta: 998
Buy/sell ratio: 1.426132
Avg trade size: 56.82
Large trade count: 2
Largest trade size: 1106

Candle

Return 1: 0
Return 3: 0.469441
Volume 1: 0
Volume avg 5: 23.2
Momentum 5: 0.421686

Cross Exchange

Mid avg: 1.64171625
Mid median: 1.645025
Price deviation %: 0.193624
Spread %: 1.028497

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 112344
Volume 24h: 234248
Quote volume 24h: 234248
Price change 24h %: 3.491695

Quality

Capture latency ms: 6554
Order book timestamp: 2026-06-30 19:35:44.838000+02:00
Ticker timestamp: 2026-06-30 19:35:45.681000+02:00
Trades timestamp: 2026-06-30 19:34:00.951000+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: 1.6444
Best ask: 1.6459
Spread: 0.0015
Spread %: 0.091177
Mid price: 1.64515
Last price: 1.64347
Mark price: 1.64351
Index price: 1.64347

Order Book

Bid depth 5: 35
Ask depth 5: 12
Bid depth 10: 53
Ask depth 10: 20
Bid depth 20: 87
Ask depth 20: 65
Imbalance 5: 0.489362
Imbalance 10: 0.452055
Imbalance 20: 0.144737
Top bid size: 2
Top ask size: 3
Bid wall score: 0.022989
Ask wall score: 0.046154

Dynamics

Bid depth 5 delta: 25
Ask depth 5 delta: -1
Imbalance 5 delta: 0.619796
Bid depth 10 delta: 9
Ask depth 10 delta: -5
Imbalance 10 delta: 0.176692
Spread delta: -0.00103
Mid price delta: 0.000515
Wall shift score: -0.008736

Tape

Buy volume: 57
Sell volume: 101
Buy/sell delta: -44
Buy/sell ratio: 0.564356
Avg trade size: 1.58
Large trade count: 6
Largest trade size: 6

Candle

Return 1: 0
Return 3: -0.065064
Volume 1: 0
Volume avg 5: 8.2
Momentum 5: 0.104766

Cross Exchange

Mid avg: 1.6415875
Mid median: 1.6447675
Price deviation %: 0.217016
Spread %: 1.028578

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6199900
Quote volume 24h: 10012808
Price change 24h %: 3.19

Quality

Capture latency ms: 9973
Order book timestamp: 2026-06-30 19:35:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:00.847000+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: 1.6468
Best ask: 1.6469
Spread: 0.0001
Spread %: 0.006072
Mid price: 1.64685
Last price: 1.645
Mark price: -
Index price: -

Order Book

Bid depth 5: 384
Ask depth 5: 182
Bid depth 10: 800
Ask depth 10: 423
Bid depth 20: 3362
Ask depth 20: 2016
Imbalance 5: 0.35689
Imbalance 10: 0.308258
Imbalance 20: 0.250279
Top bid size: 90
Top ask size: 8
Bid wall score: 0.02677
Ask wall score: 0.003968

Dynamics

Bid depth 5 delta: 217
Ask depth 5 delta: -38
Imbalance 5 delta: 0.493841
Bid depth 10 delta: 269
Ask depth 10 delta: -155
Imbalance 10 delta: 0.350639
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: 0.022709

Tape

Buy volume: 3692
Sell volume: 4032
Buy/sell delta: -340
Buy/sell ratio: 0.915675
Avg trade size: 77.24
Large trade count: 8
Largest trade size: 1327

Candle

Return 1: 0.079018
Return 3: 0
Volume 1: 10047
Volume avg 5: 29862.8
Momentum 5: 0.121618

Cross Exchange

Mid avg: 1.6416375
Mid median: 1.6447675
Price deviation %: 0.317518
Spread %: 1.040729

Funding / OI / Volume

Funding rate: 0.00046606
Funding delta: 0.00000185
Funding abs: 0.00046606
Funding pressure: 0.00046791
Open interest: 31413741
Volume 24h: 118355354
Quote volume 24h: 191045805.84516
Price change 24h %: 4.015

Quality

Capture latency ms: 7054
Order book timestamp: 2026-06-30 19:35:16.175000+02:00
Ticker timestamp: 2026-06-30 19:35:06.610000+02:00
Trades timestamp: 2026-06-30 19:35:17.244000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 20097
gate: 20097
htx: 19952
mexc: 20095

By Symbol

VELVET/USDT:USDT: 80241

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