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: 80782
Total labels: 242346
Pending labels: 222863
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 01:42:54.859465+02:00
Recent trades snapshots: 80777
Micro candles: 1615440
Avg data quality: 76.0233715431655567
Latest latency: 5778 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 169 of 8079 · 80782 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-30 21:10:14.229225+02:00	mexc	VELVET/USDT:USDT	1.57275	78	4820 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 21:10:09.258115+02:00	htx	VELVET/USDT:USDT	1.555505	80	5041 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 21:09:53.787716+02:00	gate	VELVET/USDT:USDT	1.568365	68	9625 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 21:09:44.039020+02:00	binance	VELVET/USDT:USDT	1.5698	80	8624 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 21:09:35.306160+02:00	mexc	VELVET/USDT:USDT	1.57135	78	4705 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 21:09:30.475965+02:00	htx	VELVET/USDT:USDT	1.58104	80	6155 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 21:09:11.807013+02:00	gate	VELVET/USDT:USDT	1.58264	68	10090 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 21:09:01.374234+02:00	binance	VELVET/USDT:USDT	1.58235	80	7116 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 21:08:54.123865+02:00	mexc	VELVET/USDT:USDT	1.58335	78	4387 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 21:08:49.671503+02:00	htx	VELVET/USDT:USDT	1.569565	80	5410 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.5722
Best ask: 1.5733
Spread: 0.0011
Spread %: 0.069941
Mid price: 1.57275
Last price: 1.5733
Mark price: -
Index price: 1.5687

Order Book

Bid depth 5: 85
Ask depth 5: 87
Bid depth 10: 183
Ask depth 10: 546
Bid depth 20: 375
Ask depth 20: 1158
Imbalance 5: -0.011628
Imbalance 10: -0.497942
Imbalance 20: -0.510763
Top bid size: 17
Top ask size: 13
Bid wall score: 0.045333
Ask wall score: 0.011226

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 23
Imbalance 5 delta: -0.146763
Bid depth 10 delta: -23
Ask depth 10 delta: 278
Imbalance 10 delta: -0.367141
Spread delta: 0.001
Mid price delta: 0.0014
Wall shift score: -0.069339

Tape

Buy volume: 517
Sell volume: 792
Buy/sell delta: -275
Buy/sell ratio: 0.652778
Avg trade size: 13.09
Large trade count: 8
Largest trade size: 81

Candle

Return 1: 0.019103
Return 3: -1.269722
Volume 1: 1035
Volume avg 5: 2093.4
Momentum 5: -1.517337

Cross Exchange

Mid avg: 1.566255
Mid median: 1.5690825
Price deviation %: 0.414683
Spread %: 1.011649

Funding / OI / Volume

Funding rate: 0.000395
Funding delta: 0
Funding abs: 0.000395
Funding pressure: 0.000395
Open interest: -
Volume 24h: 2052972
Quote volume 24h: 33156231.637
Price change 24h %: -1.58

Quality

Capture latency ms: 4820
Order book timestamp: 2026-06-30 21:10:12.519000+02:00
Ticker timestamp: 2026-06-30 21:10:11.936000+02:00
Trades timestamp: 2026-06-30 21:10:11.745000+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: 1.53738
Best ask: 1.57363
Spread: 0.03625
Spread %: 2.330433
Mid price: 1.555505
Last price: 1.59185
Mark price: -
Index price: -

Order Book

Bid depth 5: 3968
Ask depth 5: 459
Bid depth 10: 5257
Ask depth 10: 4626
Bid depth 20: 7905
Ask depth 20: 6120
Imbalance 5: 0.792636
Imbalance 10: 0.063847
Imbalance 20: 0.127273
Top bid size: 180
Top ask size: 12
Bid wall score: 0.02277
Ask wall score: 0.001961

Dynamics

Bid depth 5 delta: -17973
Ask depth 5 delta: -4507
Imbalance 5 delta: 0.161759
Bid depth 10 delta: -25384
Ask depth 10 delta: -1808
Imbalance 10 delta: -0.589073
Spread delta: 0.03227
Mid price delta: -0.025535
Wall shift score: 0.02928

Tape

Buy volume: 2226
Sell volume: 4140
Buy/sell delta: -1914
Buy/sell ratio: 0.537681
Avg trade size: 63.66
Large trade count: 5
Largest trade size: 1106

Candle

Return 1: 0
Return 3: -0.062781
Volume 1: 0
Volume avg 5: 3.6
Momentum 5: -0.060898

Cross Exchange

Mid avg: 1.57263875
Mid median: 1.570575
Price deviation %: -1.089491
Spread %: 0.80597

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 112341
Volume 24h: 213256
Quote volume 24h: 213256
Price change 24h %: -0.0314

Quality

Capture latency ms: 5041
Order book timestamp: 2026-06-30 21:10:07.696000+02:00
Ticker timestamp: 2026-06-30 21:10:08.020000+02:00
Trades timestamp: 2026-06-30 21:08:00.523000+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: 1.56717
Best ask: 1.56956
Spread: 0.00239
Spread %: 0.152388
Mid price: 1.568365
Last price: 1.5696
Mark price: 1.56653
Index price: 1.566058

Order Book

Bid depth 5: 27
Ask depth 5: 21
Bid depth 10: 70
Ask depth 10: 69
Bid depth 20: 120
Ask depth 20: 118
Imbalance 5: 0.125
Imbalance 10: 0.007194
Imbalance 20: 0.008403
Top bid size: 7
Top ask size: 4
Bid wall score: 0.058333
Ask wall score: 0.033898

Dynamics

Bid depth 5 delta: 15
Ask depth 5 delta: 3
Imbalance 5 delta: 0.325
Bid depth 10 delta: 22
Ask depth 10 delta: 28
Imbalance 10 delta: -0.071457
Spread delta: 0.00099
Mid price delta: -0.014275
Wall shift score: 0.033244

Tape

Buy volume: 97
Sell volume: 55
Buy/sell delta: 42
Buy/sell ratio: 1.763636
Avg trade size: 1.52
Large trade count: 3
Largest trade size: 7

Candle

Return 1: -1.01907
Return 3: -1.533829
Volume 1: 136
Volume avg 5: 48.8
Momentum 5: -1.44913

Cross Exchange

Mid avg: 1.5762075
Mid median: 1.576195
Price deviation %: -0.497555
Spread %: 0.814614

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5868600
Quote volume 24h: 9468047
Price change 24h %: -5.38

Quality

Capture latency ms: 9625
Order book timestamp: 2026-06-30 21:09:52+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:06.590000+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: 1.5697
Best ask: 1.5699
Spread: 0.0002
Spread %: 0.01274
Mid price: 1.5698
Last price: 1.569
Mark price: -
Index price: -

Order Book

Bid depth 5: 377
Ask depth 5: 228
Bid depth 10: 714
Ask depth 10: 1084
Bid depth 20: 2906
Ask depth 20: 4236
Imbalance 5: 0.246281
Imbalance 10: -0.205784
Imbalance 20: -0.186222
Top bid size: 55
Top ask size: 51
Bid wall score: 0.018926
Ask wall score: 0.01204

Dynamics

Bid depth 5 delta: -1666
Ask depth 5 delta: -319
Imbalance 5 delta: -0.331325
Bid depth 10 delta: -2026
Ask depth 10 delta: 65
Imbalance 10 delta: -0.663619
Spread delta: 0.0001
Mid price delta: -0.01255
Wall shift score: -0.007845

Tape

Buy volume: 2289
Sell volume: 5386
Buy/sell delta: -3097
Buy/sell ratio: 0.424991
Avg trade size: 76.75
Large trade count: 11
Largest trade size: 667

Candle

Return 1: -0.871542
Return 3: -1.567791
Volume 1: 163620
Volume avg 5: 68283
Momentum 5: -1.487479

Cross Exchange

Mid avg: 1.579345
Mid median: 1.581695
Price deviation %: -0.604364
Spread %: 0.714853

Funding / OI / Volume

Funding rate: 0.00039537
Funding delta: 0
Funding abs: 0.00039537
Funding pressure: 0.00039537
Open interest: 31187335
Volume 24h: 107450529
Quote volume 24h: 173547712.36308
Price change 24h %: -4.678

Quality

Capture latency ms: 8624
Order book timestamp: 2026-06-30 21:09:41.867000+02:00
Ticker timestamp: 2026-06-30 21:09:35.882000+02:00
Trades timestamp: 2026-06-30 21:09:43.392000+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: 1.5713
Best ask: 1.5714
Spread: 0.0001
Spread %: 0.006364
Mid price: 1.57135
Last price: 1.5718
Mark price: -
Index price: 1.5731

Order Book

Bid depth 5: 84
Ask depth 5: 64
Bid depth 10: 206
Ask depth 10: 268
Bid depth 20: 587
Ask depth 20: 696
Imbalance 5: 0.135135
Imbalance 10: -0.130802
Imbalance 20: -0.084957
Top bid size: 70
Top ask size: 11
Bid wall score: 0.11925
Ask wall score: 0.015805

Dynamics

Bid depth 5 delta: 32
Ask depth 5 delta: -266
Imbalance 5 delta: 0.862884
Bid depth 10 delta: 60
Ask depth 10 delta: -319
Imbalance 10 delta: 0.470835
Spread delta: -0.0002
Mid price delta: -0.012
Wall shift score: 0.082112

Tape

Buy volume: 167
Sell volume: 899
Buy/sell delta: -732
Buy/sell ratio: 0.185762
Avg trade size: 10.66
Large trade count: 6
Largest trade size: 60

Candle

Return 1: -0.682421
Return 3: -1.460723
Volume 1: 2524
Volume avg 5: 1997.4
Momentum 5: -1.337016

Cross Exchange

Mid avg: 1.582345
Mid median: 1.582495
Price deviation %: -0.694855
Spread %: 0.145986

Funding / OI / Volume

Funding rate: 0.000395
Funding delta: -0.000004
Funding abs: 0.000395
Funding pressure: 0.000399
Open interest: -
Volume 24h: 2051116
Quote volume 24h: 33127092.845
Price change 24h %: -1.67

Quality

Capture latency ms: 4705
Order book timestamp: 2026-06-30 21:09:33.567000+02:00
Ticker timestamp: 2026-06-30 21:09:32.803000+02:00
Trades timestamp: 2026-06-30 21:09:32.686000+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: 1.57905
Best ask: 1.58303
Spread: 0.00398
Spread %: 0.251733
Mid price: 1.58104
Last price: 1.59185
Mark price: -
Index price: -

Order Book

Bid depth 5: 21941
Ask depth 5: 4966
Bid depth 10: 30641
Ask depth 10: 6434
Bid depth 20: 65768
Ask depth 20: 54231
Imbalance 5: 0.630877
Imbalance 10: 0.65292
Imbalance 20: 0.096142
Top bid size: 59
Top ask size: 508
Bid wall score: 0.000897
Ask wall score: 0.009367

Dynamics

Bid depth 5 delta: 17682
Ask depth 5 delta: 4512
Imbalance 5 delta: -0.176465
Bid depth 10 delta: 25095
Ask depth 10 delta: 1819
Imbalance 10 delta: 0.561295
Spread delta: -0.02847
Mid price delta: 0.011475
Wall shift score: -0.076754

Tape

Buy volume: 2226
Sell volume: 4140
Buy/sell delta: -1914
Buy/sell ratio: 0.537681
Avg trade size: 63.66
Large trade count: 5
Largest trade size: 1106

Candle

Return 1: 0
Return 3: -0.060898
Volume 1: 0
Volume avg 5: 16
Momentum 5: -0.162439

Cross Exchange

Mid avg: 1.57947625
Mid median: 1.582495
Price deviation %: 0.099004
Spread %: 0.872758

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 112341
Volume 24h: 213362
Quote volume 24h: 213362
Price change 24h %: -0.0314

Quality

Capture latency ms: 6155
Order book timestamp: 2026-06-30 21:09:28.438000+02:00
Ticker timestamp: 2026-06-30 21:09:28.909000+02:00
Trades timestamp: 2026-06-30 21:08:00.523000+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: 1.58194
Best ask: 1.58334
Spread: 0.0014
Spread %: 0.08846
Mid price: 1.58264
Last price: 1.58326
Mark price: 1.58211
Index price: 1.58196

Order Book

Bid depth 5: 12
Ask depth 5: 18
Bid depth 10: 48
Ask depth 10: 41
Bid depth 20: 77
Ask depth 20: 115
Imbalance 5: -0.2
Imbalance 10: 0.078652
Imbalance 20: -0.197917
Top bid size: 2
Top ask size: 4
Bid wall score: 0.025974
Ask wall score: 0.034783

Dynamics

Bid depth 5 delta: -8
Ask depth 5 delta: 2
Imbalance 5 delta: -0.311111
Bid depth 10 delta: -9
Ask depth 10 delta: 8
Imbalance 10 delta: -0.188015
Spread delta: -0.00146
Mid price delta: -0.00128
Wall shift score: -0.008539

Tape

Buy volume: 60
Sell volume: 87
Buy/sell delta: -27
Buy/sell ratio: 0.689655
Avg trade size: 1.47
Large trade count: 3
Largest trade size: 6

Candle

Return 1: -0.157653
Return 3: -0.676892
Volume 1: 9
Volume avg 5: 23.4
Momentum 5: -0.591456

Cross Exchange

Mid avg: 1.57979625
Mid median: 1.58285
Price deviation %: 0.180007
Spread %: 0.908661

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5858400
Quote volume 24h: 9452015
Price change 24h %: -4.55

Quality

Capture latency ms: 10090
Order book timestamp: 2026-06-30 21:09:10+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:06.545000+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: 1.5823
Best ask: 1.5824
Spread: 0.0001
Spread %: 0.00632
Mid price: 1.58235
Last price: 1.5821
Mark price: -
Index price: -

Order Book

Bid depth 5: 2043
Ask depth 5: 547
Bid depth 10: 2740
Ask depth 10: 1019
Bid depth 20: 4809
Ask depth 20: 4980
Imbalance 5: 0.577606
Imbalance 10: 0.457835
Imbalance 20: -0.017469
Top bid size: 179
Top ask size: 112
Bid wall score: 0.037222
Ask wall score: 0.02249

Dynamics

Bid depth 5 delta: 1922
Ask depth 5 delta: -344
Imbalance 5 delta: 1.338476
Bid depth 10 delta: 1741
Ask depth 10 delta: -950
Imbalance 10 delta: 0.784654
Spread delta: 0
Mid price delta: -0.0015
Wall shift score: 0.03347

Tape

Buy volume: 4565
Sell volume: 4881
Buy/sell delta: -316
Buy/sell ratio: 0.935259
Avg trade size: 94.46
Large trade count: 6
Largest trade size: 1011

Candle

Return 1: -0.565504
Return 3: -0.789919
Volume 1: 96349
Volume avg 5: 43325.8
Momentum 5: -1.062832

Cross Exchange

Mid avg: 1.58017125
Mid median: 1.5836
Price deviation %: 0.137881
Spread %: 0.908446

Funding / OI / Volume

Funding rate: 0.00039537
Funding delta: 0
Funding abs: 0.00039537
Funding pressure: 0.00039537
Open interest: 31213087
Volume 24h: 107374438
Quote volume 24h: 173437844.06788
Price change 24h %: -4.33

Quality

Capture latency ms: 7116
Order book timestamp: 2026-06-30 21:08:59.153000+02:00
Ticker timestamp: 2026-06-30 21:08:53.506000+02:00
Trades timestamp: 2026-06-30 21:09:00.682000+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: 1.5832
Best ask: 1.5835
Spread: 0.0003
Spread %: 0.018947
Mid price: 1.58335
Last price: 1.5825
Mark price: -
Index price: 1.5811

Order Book

Bid depth 5: 52
Ask depth 5: 330
Bid depth 10: 146
Ask depth 10: 587
Bid depth 20: 811
Ask depth 20: 958
Imbalance 5: -0.727749
Imbalance 10: -0.601637
Imbalance 20: -0.083098
Top bid size: 30
Top ask size: 15
Bid wall score: 0.036991
Ask wall score: 0.015658

Dynamics

Bid depth 5 delta: -41
Ask depth 5 delta: 207
Imbalance 5 delta: -0.58886
Bid depth 10 delta: -16
Ask depth 10 delta: 235
Imbalance 10 delta: -0.231987
Spread delta: 0.0002
Mid price delta: -0.0098
Wall shift score: 0.021781

Tape

Buy volume: 379
Sell volume: 1273
Buy/sell delta: -894
Buy/sell ratio: 0.297722
Avg trade size: 16.52
Large trade count: 4
Largest trade size: 131

Candle

Return 1: -0.484003
Return 3: -0.733588
Volume 1: 4363
Volume avg 5: 1717
Momentum 5: -1.03763

Cross Exchange

Mid avg: 1.58262125
Mid median: 1.583885
Price deviation %: 0.046047
Spread %: 1.490249

Funding / OI / Volume

Funding rate: 0.000399
Funding delta: 0
Funding abs: 0.000399
Funding pressure: 0.000399
Open interest: -
Volume 24h: 2048697
Quote volume 24h: 33088919.034
Price change 24h %: -1

Quality

Capture latency ms: 4387
Order book timestamp: 2026-06-30 21:08:52.248000+02:00
Ticker timestamp: 2026-06-30 21:08:50.966000+02:00
Trades timestamp: 2026-06-30 21:08:51.618000+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: 1.55334
Best ask: 1.58579
Spread: 0.03245
Spread %: 2.067452
Mid price: 1.569565
Last price: 1.59185
Mark price: -
Index price: -

Order Book

Bid depth 5: 4259
Ask depth 5: 454
Bid depth 10: 5546
Ask depth 10: 4615
Bid depth 20: 8167
Ask depth 20: 6109
Imbalance 5: 0.807341
Imbalance 10: 0.091625
Imbalance 20: 0.144158
Top bid size: 682
Top ask size: 93
Bid wall score: 0.083507
Ask wall score: 0.015223

Dynamics

Bid depth 5 delta: 26
Ask depth 5 delta: 1
Imbalance 5 delta: 0.000683
Bid depth 10 delta: -1512
Ask depth 10 delta: 4
Imbalance 10 delta: -0.118076
Spread delta: 0.00032
Mid price delta: -0.0068
Wall shift score: 0.036682

Tape

Buy volume: 2226
Sell volume: 4140
Buy/sell delta: -1914
Buy/sell ratio: 0.537681
Avg trade size: 63.66
Large trade count: 5
Largest trade size: 1106

Candle

Return 1: -0.062781
Return 3: -0.060898
Volume 1: 16
Volume avg 5: 28.4
Momentum 5: -0.578349

Cross Exchange

Mid avg: 1.58432125
Mid median: 1.583885
Price deviation %: -0.931393
Spread %: 1.059444

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 112333
Volume 24h: 213362
Quote volume 24h: 213362
Price change 24h %: -0.0314

Quality

Capture latency ms: 5410
Order book timestamp: 2026-06-30 21:08:47.796000+02:00
Ticker timestamp: 2026-06-30 21:08:48.409000+02:00
Trades timestamp: 2026-06-30 21:08:00.523000+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: 20233
gate: 20233
htx: 20087
mexc: 20230

By Symbol

VELVET/USDT:USDT: 80783

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