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: 81281
Total labels: 243843
Pending labels: 224360
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 03:04:00.034541+02:00
Recent trades snapshots: 81276
Micro candles: 1625420
Avg data quality: 76.0253933883687455
Latest latency: 9598 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 170 of 8129 · 81281 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-30 22:32:29.620028+02:00	binance	VELVET/USDT:USDT	1.5836	80	6159 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 22:32:23.286374+02:00	mexc	VELVET/USDT:USDT	1.58395	78	4695 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 22:32:18.513686+02:00	htx	VELVET/USDT:USDT	1.582885	90	4137 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 22:32:04.051872+02:00	gate	VELVET/USDT:USDT	1.580795	68	9915 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 22:31:54.025293+02:00	binance	VELVET/USDT:USDT	1.5815	80	5916 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 22:31:47.995771+02:00	mexc	VELVET/USDT:USDT	1.5796	78	4668 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 22:31:43.257289+02:00	htx	VELVET/USDT:USDT	1.567735	90	4485 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 22:31:28.555568+02:00	gate	VELVET/USDT:USDT	1.578105	68	9773 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 22:31:18.677337+02:00	binance	VELVET/USDT:USDT	1.57705	80	7224 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 22:31:11.337551+02:00	mexc	VELVET/USDT:USDT	1.5753	78	4610 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.5834
Best ask: 1.5838
Spread: 0.0004
Spread %: 0.025259
Mid price: 1.5836
Last price: 1.5841
Mark price: -
Index price: -

Order Book

Bid depth 5: 123
Ask depth 5: 306
Bid depth 10: 646
Ask depth 10: 650
Bid depth 20: 2946
Ask depth 20: 4659
Imbalance 5: -0.426573
Imbalance 10: -0.003086
Imbalance 20: -0.225247
Top bid size: 27
Top ask size: 139
Bid wall score: 0.009165
Ask wall score: 0.029835

Dynamics

Bid depth 5 delta: -178
Ask depth 5 delta: 192
Imbalance 5 delta: -0.877176
Bid depth 10 delta: -207
Ask depth 10 delta: -184
Imbalance 10 delta: -0.014349
Spread delta: 0.0002
Mid price delta: 0.0021
Wall shift score: -0.03087

Tape

Buy volume: 1303
Sell volume: 2713
Buy/sell delta: -1410
Buy/sell ratio: 0.48028
Avg trade size: 40.16
Large trade count: 7
Largest trade size: 693

Candle

Return 1: 0.018956
Return 3: 0.170864
Volume 1: 8974
Volume avg 5: 23195.8
Momentum 5: -0.2772

Cross Exchange

Mid avg: 1.5822825
Mid median: 1.5821925
Price deviation %: 0.083266
Spread %: 0.199395

Funding / OI / Volume

Funding rate: 0.00033859
Funding delta: 0
Funding abs: 0.00033859
Funding pressure: 0.00033859
Open interest: 31061378
Volume 24h: 105710314
Quote volume 24h: 170238993.37778
Price change 24h %: -3.503

Quality

Capture latency ms: 6159
Order book timestamp: 2026-06-30 22:32:27.489000+02:00
Ticker timestamp: 2026-06-30 22:32:22.648000+02:00
Trades timestamp: 2026-06-30 22:32:28.903000+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: 1.5838
Best ask: 1.5841
Spread: 0.0003
Spread %: 0.01894
Mid price: 1.58395
Last price: 1.5841
Mark price: -
Index price: 1.5823

Order Book

Bid depth 5: 30
Ask depth 5: 55
Bid depth 10: 173
Ask depth 10: 198
Bid depth 20: 498
Ask depth 20: 505
Imbalance 5: -0.294118
Imbalance 10: -0.067385
Imbalance 20: -0.006979
Top bid size: 8
Top ask size: 10
Bid wall score: 0.016064
Ask wall score: 0.019802

Dynamics

Bid depth 5 delta: -39
Ask depth 5 delta: -9
Imbalance 5 delta: -0.331712
Bid depth 10 delta: -8
Ask depth 10 delta: -51
Imbalance 10 delta: 0.090754
Spread delta: -0.0001
Mid price delta: 0.00435
Wall shift score: 0.005109

Tape

Buy volume: 368
Sell volume: 457
Buy/sell delta: -89
Buy/sell ratio: 0.805252
Avg trade size: 8.25
Large trade count: 10
Largest trade size: 53

Candle

Return 1: 0.069488
Return 3: 0.284882
Volume 1: 39
Volume avg 5: 653
Momentum 5: -0.182735

Cross Exchange

Mid avg: 1.581195
Mid median: 1.5811475
Price deviation %: 0.174235
Spread %: 0.207754

Funding / OI / Volume

Funding rate: 0.000338
Funding delta: -0.000004
Funding abs: 0.000338
Funding pressure: 0.000342
Open interest: -
Volume 24h: 2063745
Quote volume 24h: 33197975.612
Price change 24h %: -0.9

Quality

Capture latency ms: 4695
Order book timestamp: 2026-06-30 22:32:21.750000+02:00
Ticker timestamp: 2026-06-30 22:32:20.897000+02:00
Trades timestamp: 2026-06-30 22:32:20.372000+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: 1.58235
Best ask: 1.58342
Spread: 0.00107
Spread %: 0.067598
Mid price: 1.582885
Last price: 1.58157
Mark price: -
Index price: -

Order Book

Bid depth 5: 10869
Ask depth 5: 5424
Bid depth 10: 21483
Ask depth 10: 7349
Bid depth 20: 58278
Ask depth 20: 59354
Imbalance 5: 0.334193
Imbalance 10: 0.490219
Imbalance 20: -0.009147
Top bid size: 388
Top ask size: 8
Bid wall score: 0.006658
Ask wall score: 0.000135

Dynamics

Bid depth 5 delta: 7163
Ask depth 5 delta: 4903
Imbalance 5 delta: -0.419297
Bid depth 10 delta: 14352
Ask depth 10 delta: 2483
Imbalance 10 delta: 0.301422
Spread delta: -0.03296
Mid price delta: 0.01515
Wall shift score: 0.012451

Tape

Buy volume: 2264
Sell volume: 2622
Buy/sell delta: -358
Buy/sell ratio: 0.863463
Avg trade size: 48.86
Large trade count: 5
Largest trade size: 460

Candle

Return 1: 0
Return 3: -0.213256
Volume 1: 0
Volume avg 5: 12.4
Momentum 5: -0.213256

Cross Exchange

Mid avg: 1.5774075
Mid median: 1.5801975
Price deviation %: 0.347247
Spread %: 0.872634

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111671
Volume 24h: 206482
Quote volume 24h: 206482
Price change 24h %: -0.676987

Quality

Capture latency ms: 4137
Order book timestamp: 2026-06-30 22:32:16.896000+02:00
Ticker timestamp: 2026-06-30 22:32:17.226000+02:00
Trades timestamp: 2026-06-30 22:30:27.194000+02:00
Data quality score: 90
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: 1.57979
Best ask: 1.5818
Spread: 0.00201
Spread %: 0.127151
Mid price: 1.580795
Last price: 1.58129
Mark price: 1.58062
Index price: 1.580188

Order Book

Bid depth 5: 12
Ask depth 5: 8
Bid depth 10: 44
Ask depth 10: 40
Bid depth 20: 82
Ask depth 20: 71
Imbalance 5: 0.2
Imbalance 10: 0.047619
Imbalance 20: 0.071895
Top bid size: 1
Top ask size: 1
Bid wall score: 0.012195
Ask wall score: 0.014085

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: -24
Imbalance 5 delta: 0.506122
Bid depth 10 delta: -10
Ask depth 10 delta: -19
Imbalance 10 delta: 0.091867
Spread delta: 0
Mid price delta: 0.00269
Wall shift score: -0.001997

Tape

Buy volume: 73
Sell volume: 61
Buy/sell delta: 12
Buy/sell ratio: 1.196721
Avg trade size: 1.34
Large trade count: 4
Largest trade size: 10

Candle

Return 1: 0
Return 3: 0.091781
Volume 1: 0
Volume avg 5: 7.2
Momentum 5: -0.431949

Cross Exchange

Mid avg: 1.576735
Mid median: 1.5788525
Price deviation %: 0.257494
Spread %: 0.873007

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5853200
Quote volume 24h: 9431119
Price change 24h %: -3.42

Quality

Capture latency ms: 9915
Order book timestamp: 2026-06-30 22:32:02+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:11.498000+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: 1.5814
Best ask: 1.5816
Spread: 0.0002
Spread %: 0.012646
Mid price: 1.5815
Last price: 1.5795
Mark price: -
Index price: -

Order Book

Bid depth 5: 301
Ask depth 5: 114
Bid depth 10: 853
Ask depth 10: 834
Bid depth 20: 3935
Ask depth 20: 4131
Imbalance 5: 0.450602
Imbalance 10: 0.011263
Imbalance 20: -0.0243
Top bid size: 63
Top ask size: 24
Bid wall score: 0.01601
Ask wall score: 0.00581

Dynamics

Bid depth 5 delta: -610
Ask depth 5 delta: -192
Imbalance 5 delta: -0.046522
Bid depth 10 delta: -2511
Ask depth 10 delta: 18
Imbalance 10 delta: -0.598307
Spread delta: 0.0001
Mid price delta: 0.00445
Wall shift score: 0.019402

Tape

Buy volume: 1292
Sell volume: 1954
Buy/sell delta: -662
Buy/sell ratio: 0.661208
Avg trade size: 32.46
Large trade count: 9
Largest trade size: 271

Candle

Return 1: 0.412672
Return 3: -0.25227
Volume 1: 23631
Volume avg 5: 26168.6
Momentum 5: -0.777917

Cross Exchange

Mid avg: 1.5756225
Mid median: 1.5775775
Price deviation %: 0.373027
Spread %: 0.753036

Funding / OI / Volume

Funding rate: 0.00033859
Funding delta: 0
Funding abs: 0.00033859
Funding pressure: 0.00033859
Open interest: 31060339
Volume 24h: 105787803
Quote volume 24h: 170370086.89088
Price change 24h %: -3.654

Quality

Capture latency ms: 5916
Order book timestamp: 2026-06-30 22:31:51.837000+02:00
Ticker timestamp: 2026-06-30 22:31:42.915000+02:00
Trades timestamp: 2026-06-30 22:31:53.422000+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: 1.5794
Best ask: 1.5798
Spread: 0.0004
Spread %: 0.025323
Mid price: 1.5796
Last price: 1.5791
Mark price: -
Index price: 1.579

Order Book

Bid depth 5: 69
Ask depth 5: 64
Bid depth 10: 181
Ask depth 10: 249
Bid depth 20: 522
Ask depth 20: 631
Imbalance 5: 0.037594
Imbalance 10: -0.15814
Imbalance 20: -0.094536
Top bid size: 2
Top ask size: 8
Bid wall score: 0.003831
Ask wall score: 0.012678

Dynamics

Bid depth 5 delta: 9
Ask depth 5 delta: -10
Imbalance 5 delta: 0.142072
Bid depth 10 delta: -60
Ask depth 10 delta: 51
Imbalance 10 delta: -0.256089
Spread delta: 0.0002
Mid price delta: 0.0043
Wall shift score: -0.027972

Tape

Buy volume: 589
Sell volume: 679
Buy/sell delta: -90
Buy/sell ratio: 0.867452
Avg trade size: 12.68
Large trade count: 8
Largest trade size: 117

Candle

Return 1: 0.241224
Return 3: -0.453886
Volume 1: 594
Volume avg 5: 645.6
Momentum 5: -0.891232

Cross Exchange

Mid avg: 1.5745475
Mid median: 1.576175
Price deviation %: 0.320886
Spread %: 0.658602

Funding / OI / Volume

Funding rate: 0.000342
Funding delta: 0
Funding abs: 0.000342
Funding pressure: 0.000342
Open interest: -
Volume 24h: 2063431
Quote volume 24h: 33193009.67
Price change 24h %: -1.21

Quality

Capture latency ms: 4668
Order book timestamp: 2026-06-30 22:31:46.166000+02:00
Ticker timestamp: 2026-06-30 22:31:44.937000+02:00
Trades timestamp: 2026-06-30 22:31:43.919000+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: 1.55072
Best ask: 1.58475
Spread: 0.03403
Spread %: 2.170647
Mid price: 1.567735
Last price: 1.58157
Mark price: -
Index price: -

Order Book

Bid depth 5: 3706
Ask depth 5: 521
Bid depth 10: 7131
Ask depth 10: 4866
Bid depth 20: 8133
Ask depth 20: 6588
Imbalance 5: 0.753489
Imbalance 10: 0.188797
Imbalance 20: 0.104952
Top bid size: 274
Top ask size: 261
Bid wall score: 0.03369
Ask wall score: 0.039617

Dynamics

Bid depth 5 delta: 983
Ask depth 5 delta: -6175
Imbalance 5 delta: 1.175296
Bid depth 10 delta: -380
Ask depth 10 delta: -2612
Imbalance 10 delta: 0.186596
Spread delta: 0.02986
Mid price delta: -0.00551
Wall shift score: -0.006795

Tape

Buy volume: 2264
Sell volume: 2622
Buy/sell delta: -358
Buy/sell ratio: 0.863463
Avg trade size: 48.86
Large trade count: 5
Largest trade size: 460

Candle

Return 1: 0
Return 3: -0.213256
Volume 1: 0
Volume avg 5: 13.6
Momentum 5: -0.436887

Cross Exchange

Mid avg: 1.575925
Mid median: 1.576175
Price deviation %: -0.519695
Spread %: 0.30839

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111671
Volume 24h: 206482
Quote volume 24h: 206482
Price change 24h %: -0.676987

Quality

Capture latency ms: 4485
Order book timestamp: 2026-06-30 22:31:41.738000+02:00
Ticker timestamp: 2026-06-30 22:31:42.205000+02:00
Trades timestamp: 2026-06-30 22:30:27.194000+02:00
Data quality score: 90
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: 1.5771
Best ask: 1.57911
Spread: 0.00201
Spread %: 0.127368
Mid price: 1.578105
Last price: 1.57465
Mark price: 1.57706
Index price: 1.577

Order Book

Bid depth 5: 17
Ask depth 5: 32
Bid depth 10: 54
Ask depth 10: 59
Bid depth 20: 96
Ask depth 20: 97
Imbalance 5: -0.306122
Imbalance 10: -0.044248
Imbalance 20: -0.005181
Top bid size: 1
Top ask size: 1
Bid wall score: 0.010417
Ask wall score: 0.010309

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 10
Imbalance 5 delta: -0.0839
Bid depth 10 delta: 10
Ask depth 10 delta: -7
Imbalance 10 delta: 0.155752
Spread delta: -0.00031
Mid price delta: 0.001805
Wall shift score: 0.020005

Tape

Buy volume: 73
Sell volume: 61
Buy/sell delta: 12
Buy/sell ratio: 1.196721
Avg trade size: 1.34
Large trade count: 4
Largest trade size: 10

Candle

Return 1: -0.031108
Return 3: -0.645475
Volume 1: 1
Volume avg 5: 7.4
Momentum 5: -1.090445

Cross Exchange

Mid avg: 1.57547375
Mid median: 1.5758
Price deviation %: 0.167013
Spread %: 0.241515

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5853000
Quote volume 24h: 9430802
Price change 24h %: -3.83

Quality

Capture latency ms: 9773
Order book timestamp: 2026-06-30 22:31:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:11.473000+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: 1.577
Best ask: 1.5771
Spread: 0.0001
Spread %: 0.006341
Mid price: 1.57705
Last price: 1.5766
Mark price: -
Index price: -

Order Book

Bid depth 5: 911
Ask depth 5: 306
Bid depth 10: 3364
Ask depth 10: 816
Bid depth 20: 4836
Ask depth 20: 3112
Imbalance 5: 0.497124
Imbalance 10: 0.609569
Imbalance 20: 0.21691
Top bid size: 13
Top ask size: 37
Bid wall score: 0.002688
Ask wall score: 0.011889

Dynamics

Bid depth 5 delta: -194
Ask depth 5 delta: 52
Imbalance 5 delta: -0.129072
Bid depth 10 delta: 1993
Ask depth 10 delta: -68
Imbalance 10 delta: 0.393605
Spread delta: -0.0001
Mid price delta: 0.00155
Wall shift score: -0.009206

Tape

Buy volume: 3794
Sell volume: 505
Buy/sell delta: 3289
Buy/sell ratio: 7.512871
Avg trade size: 42.99
Large trade count: 11
Largest trade size: 233

Candle

Return 1: 0.120627
Return 3: -0.542381
Volume 1: 10334
Volume avg 5: 23509.2
Momentum 5: -1.066499

Cross Exchange

Mid avg: 1.57508625
Mid median: 1.5754
Price deviation %: 0.124676
Spread %: 0.193958

Funding / OI / Volume

Funding rate: 0.00033859
Funding delta: -0.00000433
Funding abs: 0.00033859
Funding pressure: 0.00034292
Open interest: 31060603
Volume 24h: 105738841
Quote volume 24h: 170286955.94998
Price change 24h %: -3.831

Quality

Capture latency ms: 7224
Order book timestamp: 2026-06-30 22:31:16.437000+02:00
Ticker timestamp: 2026-06-30 22:31:12.975000+02:00
Trades timestamp: 2026-06-30 22:31:18.058000+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: 1.5752
Best ask: 1.5754
Spread: 0.0002
Spread %: 0.012696
Mid price: 1.5753
Last price: 1.5754
Mark price: -
Index price: 1.5742

Order Book

Bid depth 5: 60
Ask depth 5: 74
Bid depth 10: 241
Ask depth 10: 198
Bid depth 20: 602
Ask depth 20: 405
Imbalance 5: -0.104478
Imbalance 10: 0.09795
Imbalance 20: 0.195631
Top bid size: 13
Top ask size: 1
Bid wall score: 0.021595
Ask wall score: 0.002469

Dynamics

Bid depth 5 delta: -48
Ask depth 5 delta: 12
Imbalance 5 delta: -0.375066
Bid depth 10 delta: -205
Ask depth 10 delta: 57
Imbalance 10 delta: -0.421641
Spread delta: 0.0001
Mid price delta: -0.00455
Wall shift score: 0.025257

Tape

Buy volume: 345
Sell volume: 852
Buy/sell delta: -507
Buy/sell ratio: 0.40493
Avg trade size: 11.97
Large trade count: 7
Largest trade size: 117

Candle

Return 1: -0.006348
Return 3: -0.699742
Volume 1: 227
Volume avg 5: 572.2
Momentum 5: -1.136007

Cross Exchange

Mid avg: 1.57622375
Mid median: 1.5759
Price deviation %: -0.058605
Spread %: 0.419039

Funding / OI / Volume

Funding rate: 0.000342
Funding delta: -0.000002
Funding abs: 0.000342
Funding pressure: 0.000344
Open interest: -
Volume 24h: 2063084
Quote volume 24h: 33187522.389
Price change 24h %: -1.45

Quality

Capture latency ms: 4610
Order book timestamp: 2026-06-30 22:31:09.855000+02:00
Ticker timestamp: 2026-06-30 22:31:08.788000+02:00
Trades timestamp: 2026-06-30 22:31:09.877000+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: 20358
gate: 20358
htx: 20210
mexc: 20355

By Symbol

VELVET/USDT:USDT: 81281

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