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: 81753
Total labels: 245259
Pending labels: 225776
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 04:20:36.559416+02:00
Recent trades snapshots: 81748
Micro candles: 1634860
Avg data quality: 76.0283047716903355
Latest latency: 9247 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 171 of 8176 · 81753 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-30 23:46:11.955048+02:00	htx	VELVET/USDT:USDT	1.670665	80	5726 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 23:45:55.930416+02:00	gate	VELVET/USDT:USDT	1.66523	68	9501 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 23:45:46.331117+02:00	binance	VELVET/USDT:USDT	1.6711	80	6047 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 23:45:40.164928+02:00	mexc	VELVET/USDT:USDT	1.67365	78	4662 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 23:45:35.372408+02:00	htx	VELVET/USDT:USDT	1.67031	80	5682 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 23:45:18.561515+02:00	gate	VELVET/USDT:USDT	1.669985	68	10033 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 23:45:08.416937+02:00	binance	VELVET/USDT:USDT	1.67485	80	6035 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 23:45:01.841777+02:00	mexc	VELVET/USDT:USDT	1.67635	68	5431 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 23:44:56.340135+02:00	htx	VELVET/USDT:USDT	1.675255	80	5024 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 23:44:41.429661+02:00	gate	VELVET/USDT:USDT	1.667835	68	9580 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.66814
Best ask: 1.67319
Spread: 0.00505
Spread %: 0.302275
Mid price: 1.670665
Last price: 1.67335
Mark price: -
Index price: -

Order Book

Bid depth 5: 3516
Ask depth 5: 3416
Bid depth 10: 16014
Ask depth 10: 6549
Bid depth 20: 51255
Ask depth 20: 47605
Imbalance 5: 0.014426
Imbalance 10: 0.419492
Imbalance 20: 0.036921
Top bid size: 257
Top ask size: 257
Bid wall score: 0.005014
Ask wall score: 0.005399

Dynamics

Bid depth 5 delta: -7753
Ask depth 5 delta: -753
Imbalance 5 delta: -0.445478
Bid depth 10 delta: -3696
Ask depth 10 delta: 832
Imbalance 10 delta: -0.130828
Spread delta: -0.00011
Mid price delta: 0.000355
Wall shift score: 0.00228

Tape

Buy volume: 1948
Sell volume: 2186
Buy/sell delta: -238
Buy/sell ratio: 0.891125
Avg trade size: 41.34
Large trade count: 3
Largest trade size: 292

Candle

Return 1: 0
Return 3: -1.005709
Volume 1: 0
Volume avg 5: 20.4
Momentum 5: -0.41658

Cross Exchange

Mid avg: 1.6700725
Mid median: 1.670705
Price deviation %: 0.035478
Spread %: 0.50417

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111906
Volume 24h: 210106
Quote volume 24h: 210106
Price change 24h %: 5.086821

Quality

Capture latency ms: 5726
Order book timestamp: 2026-06-30 23:46:09.996000+02:00
Ticker timestamp: 2026-06-30 23:46:10.899000+02:00
Trades timestamp: 2026-06-30 23:45:09.811000+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: 1.66349
Best ask: 1.66697
Spread: 0.00348
Spread %: 0.20898
Mid price: 1.66523
Last price: 1.66495
Mark price: 1.67109
Index price: 1.671103

Order Book

Bid depth 5: 16
Ask depth 5: 15
Bid depth 10: 54
Ask depth 10: 30
Bid depth 20: 92
Ask depth 20: 86
Imbalance 5: 0.032258
Imbalance 10: 0.285714
Imbalance 20: 0.033708
Top bid size: 1
Top ask size: 1
Bid wall score: 0.01087
Ask wall score: 0.011628

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 2
Ask depth 10 delta: -1
Imbalance 10 delta: 0.032702
Spread delta: 0.00119
Mid price delta: -0.004755
Wall shift score: -0.003222

Tape

Buy volume: 114
Sell volume: 62
Buy/sell delta: 52
Buy/sell ratio: 1.83871
Avg trade size: 1.76
Large trade count: 2
Largest trade size: 12

Candle

Return 1: -0.524577
Return 3: -1.373117
Volume 1: 24
Volume avg 5: 18.6
Momentum 5: -1.009554

Cross Exchange

Mid avg: 1.67126125
Mid median: 1.670705
Price deviation %: -0.36088
Spread %: 0.219295

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5892000
Quote volume 24h: 9496051
Price change 24h %: 2.72

Quality

Capture latency ms: 9501
Order book timestamp: 2026-06-30 23:45:54+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:15.954000+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: 1.671
Best ask: 1.6712
Spread: 0.0002
Spread %: 0.011968
Mid price: 1.6711
Last price: 1.6715
Mark price: -
Index price: -

Order Book

Bid depth 5: 283
Ask depth 5: 940
Bid depth 10: 716
Ask depth 10: 1430
Bid depth 20: 3696
Ask depth 20: 2615
Imbalance 5: -0.537204
Imbalance 10: -0.332712
Imbalance 20: 0.171288
Top bid size: 60
Top ask size: 9
Bid wall score: 0.016234
Ask wall score: 0.003442

Dynamics

Bid depth 5 delta: 215
Ask depth 5 delta: -1107
Imbalance 5 delta: 0.398494
Bid depth 10 delta: 483
Ask depth 10 delta: -746
Imbalance 10 delta: 0.473847
Spread delta: 0.0001
Mid price delta: -0.00375
Wall shift score: 0.513849

Tape

Buy volume: 3115
Sell volume: 2656
Buy/sell delta: 459
Buy/sell ratio: 1.172816
Avg trade size: 57.71
Large trade count: 6
Largest trade size: 731

Candle

Return 1: -0.316173
Return 3: -0.977778
Volume 1: 23020
Volume avg 5: 37585.8
Momentum 5: -0.771971

Cross Exchange

Mid avg: 1.67219875
Mid median: 1.67198
Price deviation %: -0.065707
Spread %: 0.290934

Funding / OI / Volume

Funding rate: 0.00035118
Funding delta: 0
Funding abs: 0.00035118
Funding pressure: 0.00035118
Open interest: 31068360
Volume 24h: 106205984
Quote volume 24h: 171054175.76038
Price change 24h %: 3.281

Quality

Capture latency ms: 6047
Order book timestamp: 2026-06-30 23:45:44.171000+02:00
Ticker timestamp: 2026-06-30 23:45:39.608000+02:00
Trades timestamp: 2026-06-30 23:45:45.442000+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: 1.6736
Best ask: 1.6737
Spread: 0.0001
Spread %: 0.005975
Mid price: 1.67365
Last price: 1.6737
Mark price: -
Index price: 1.6712

Order Book

Bid depth 5: 32
Ask depth 5: 150
Bid depth 10: 115
Ask depth 10: 286
Bid depth 20: 552
Ask depth 20: 709
Imbalance 5: -0.648352
Imbalance 10: -0.426434
Imbalance 20: -0.124504
Top bid size: 7
Top ask size: 29
Bid wall score: 0.012681
Ask wall score: 0.040903

Dynamics

Bid depth 5 delta: -9
Ask depth 5 delta: 43
Imbalance 5 delta: -0.202406
Bid depth 10 delta: -66
Ask depth 10 delta: 85
Imbalance 10 delta: -0.374078
Spread delta: 0
Mid price delta: -0.0027
Wall shift score: -0.032949

Tape

Buy volume: 304
Sell volume: 866
Buy/sell delta: -562
Buy/sell ratio: 0.351039
Avg trade size: 11.7
Large trade count: 7
Largest trade size: 116

Candle

Return 1: -0.256426
Return 3: -0.982714
Volume 1: 2048
Volume avg 5: 2378.4
Momentum 5: -0.700546

Cross Exchange

Mid avg: 1.67287375
Mid median: 1.67258
Price deviation %: 0.046402
Spread %: 0.380483

Funding / OI / Volume

Funding rate: 0.000351
Funding delta: 0
Funding abs: 0.000351
Funding pressure: 0.000351
Open interest: -
Volume 24h: 2063728
Quote volume 24h: 33190451.03
Price change 24h %: 4.69

Quality

Capture latency ms: 4662
Order book timestamp: 2026-06-30 23:45:38.623000+02:00
Ticker timestamp: 2026-06-30 23:45:35.763000+02:00
Trades timestamp: 2026-06-30 23:45:37.368000+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: 1.66773
Best ask: 1.67289
Spread: 0.00516
Spread %: 0.308925
Mid price: 1.67031
Last price: 1.67335
Mark price: -
Index price: -

Order Book

Bid depth 5: 11269
Ask depth 5: 4169
Bid depth 10: 19710
Ask depth 10: 5717
Bid depth 20: 53098
Ask depth 20: 47239
Imbalance 5: 0.459904
Imbalance 10: 0.550321
Imbalance 20: 0.058393
Top bid size: 171
Top ask size: 278
Bid wall score: 0.00322
Ask wall score: 0.005885

Dynamics

Bid depth 5 delta: 2865
Ask depth 5 delta: 1427
Imbalance 5 delta: -0.048081
Bid depth 10 delta: 3428
Ask depth 10 delta: 557
Imbalance 10 delta: 0.031619
Spread delta: 0.00011
Mid price delta: -0.004945
Wall shift score: -0.006775

Tape

Buy volume: 1948
Sell volume: 2186
Buy/sell delta: -238
Buy/sell ratio: 0.891125
Avg trade size: 41.34
Large trade count: 3
Largest trade size: 292

Candle

Return 1: -1.005709
Return 3: -1.005709
Volume 1: 56
Volume avg 5: 20.4
Momentum 5: -0.41658

Cross Exchange

Mid avg: 1.67411
Mid median: 1.6750525
Price deviation %: -0.226986
Spread %: 0.380202

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111906
Volume 24h: 210106
Quote volume 24h: 210106
Price change 24h %: 5.086821

Quality

Capture latency ms: 5682
Order book timestamp: 2026-06-30 23:45:33.338000+02:00
Ticker timestamp: 2026-06-30 23:45:33.784000+02:00
Trades timestamp: 2026-06-30 23:45:09.811000+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: 1.66884
Best ask: 1.67113
Spread: 0.00229
Spread %: 0.137127
Mid price: 1.669985
Last price: 1.67151
Mark price: 1.67202
Index price: 1.671975

Order Book

Bid depth 5: 16
Ask depth 5: 15
Bid depth 10: 52
Ask depth 10: 31
Bid depth 20: 75
Ask depth 20: 92
Imbalance 5: 0.032258
Imbalance 10: 0.253012
Imbalance 20: -0.101796
Top bid size: 1
Top ask size: 1
Bid wall score: 0.013333
Ask wall score: 0.01087

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: 0
Imbalance 5 delta: 0.186104
Bid depth 10 delta: 5
Ask depth 10 delta: -20
Imbalance 10 delta: 0.293828
Spread delta: 0.0001
Mid price delta: 0.00215
Wall shift score: 0.002053

Tape

Buy volume: 102
Sell volume: 60
Buy/sell delta: 42
Buy/sell ratio: 1.7
Avg trade size: 1.62
Large trade count: 8
Largest trade size: 9

Candle

Return 1: -0.195969
Return 3: -1.047313
Volume 1: 3
Volume avg 5: 14.4
Momentum 5: -0.682549

Cross Exchange

Mid avg: 1.6735725
Mid median: 1.6750525
Price deviation %: -0.214362
Spread %: 0.508792

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5890000
Quote volume 24h: 9492710
Price change 24h %: 3.12

Quality

Capture latency ms: 10033
Order book timestamp: 2026-06-30 23:45:17+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:15.910000+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: 1.6748
Best ask: 1.6749
Spread: 0.0001
Spread %: 0.005971
Mid price: 1.67485
Last price: 1.6763
Mark price: -
Index price: -

Order Book

Bid depth 5: 68
Ask depth 5: 2047
Bid depth 10: 233
Ask depth 10: 2176
Bid depth 20: 2049
Ask depth 20: 3949
Imbalance 5: -0.935697
Imbalance 10: -0.806559
Imbalance 20: -0.316772
Top bid size: 23
Top ask size: 2023
Bid wall score: 0.011225
Ask wall score: 0.512282

Dynamics

Bid depth 5 delta: -30
Ask depth 5 delta: 1576
Imbalance 5 delta: -0.280161
Bid depth 10 delta: -626
Ask depth 10 delta: 850
Imbalance 10 delta: -0.592829
Spread delta: 0
Mid price delta: 0.0039
Wall shift score: -0.407216

Tape

Buy volume: 1639
Sell volume: 1597
Buy/sell delta: 42
Buy/sell ratio: 1.026299
Avg trade size: 32.36
Large trade count: 7
Largest trade size: 330

Candle

Return 1: 0.029828
Return 3: -0.634074
Volume 1: 584
Volume avg 5: 33098.6
Momentum 5: -0.427553

Cross Exchange

Mid avg: 1.6725975
Mid median: 1.6731025
Price deviation %: 0.134671
Spread %: 0.509088

Funding / OI / Volume

Funding rate: 0.00035118
Funding delta: 0
Funding abs: 0.00035118
Funding pressure: 0.00035118
Open interest: 31067346
Volume 24h: 106202180
Quote volume 24h: 171046762.89428
Price change 24h %: 3.558

Quality

Capture latency ms: 6035
Order book timestamp: 2026-06-30 23:45:06.279000+02:00
Ticker timestamp: 2026-06-30 23:44:59.169000+02:00
Trades timestamp: 2026-06-30 23:45:07.422000+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: 1.6763
Best ask: 1.6764
Spread: 0.0001
Spread %: 0.005965
Mid price: 1.67635
Last price: 1.6767
Mark price: -
Index price: 1.6735

Order Book

Bid depth 5: 41
Ask depth 5: 107
Bid depth 10: 181
Ask depth 10: 201
Bid depth 20: 571
Ask depth 20: 519
Imbalance 5: -0.445946
Imbalance 10: -0.052356
Imbalance 20: 0.047706
Top bid size: 6
Top ask size: 3
Bid wall score: 0.010508
Ask wall score: 0.00578

Dynamics

Bid depth 5 delta: -15
Ask depth 5 delta: 24
Imbalance 5 delta: -0.251701
Bid depth 10 delta: 55
Ask depth 10 delta: 52
Imbalance 10 delta: 0.03128
Spread delta: 0
Mid price delta: 0.0019
Wall shift score: 0.040532

Tape

Buy volume: 739
Sell volume: 153
Buy/sell delta: 586
Buy/sell ratio: 4.830065
Avg trade size: 8.92
Large trade count: 7
Largest trade size: 103

Candle

Return 1: -0.285459
Return 3: -0.728242
Volume 1: 1501
Volume avg 5: 2865.8
Momentum 5: -0.581085

Cross Exchange

Mid avg: 1.6721225
Mid median: 1.6727
Price deviation %: 0.252822
Spread %: 0.443747

Funding / OI / Volume

Funding rate: 0.000351
Funding delta: 0
Funding abs: 0.000351
Funding pressure: 0.000351
Open interest: -
Volume 24h: 2061867
Quote volume 24h: 33159318.354
Price change 24h %: 4.88

Quality

Capture latency ms: 5431
Order book timestamp: 2026-06-30 23:44:59.635000+02:00
Ticker timestamp: 2026-06-30 23:44:59.887000+02:00
Trades timestamp: 2026-06-30 23:44:57.668000+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: 1.67273
Best ask: 1.67778
Spread: 0.00505
Spread %: 0.301447
Mid price: 1.675255
Last price: 1.69035
Mark price: -
Index price: -

Order Book

Bid depth 5: 8404
Ask depth 5: 2742
Bid depth 10: 16282
Ask depth 10: 5160
Bid depth 20: 49589
Ask depth 20: 49020
Imbalance 5: 0.507985
Imbalance 10: 0.518702
Imbalance 20: 0.00577
Top bid size: 217
Top ask size: 13
Bid wall score: 0.004376
Ask wall score: 0.000265

Dynamics

Bid depth 5 delta: 4246
Ask depth 5 delta: -1277
Imbalance 5 delta: 0.490986
Bid depth 10 delta: -653
Ask depth 10 delta: -1989
Imbalance 10 delta: 0.112374
Spread delta: -0.00005
Mid price delta: -0.003495
Wall shift score: 0.011241

Tape

Buy volume: 1960
Sell volume: 2130
Buy/sell delta: -170
Buy/sell ratio: 0.920188
Avg trade size: 40.9
Large trade count: 3
Largest trade size: 292

Candle

Return 1: 0
Return 3: 0.595114
Volume 1: 0
Volume avg 5: 9.2
Momentum 5: 0.595114

Cross Exchange

Mid avg: 1.67299625
Mid median: 1.6727
Price deviation %: 0.135012
Spread %: 0.652422

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111906
Volume 24h: 210114
Quote volume 24h: 210114
Price change 24h %: 6.154426

Quality

Capture latency ms: 5024
Order book timestamp: 2026-06-30 23:44:54.296000+02:00
Ticker timestamp: 2026-06-30 23:44:55.150000+02:00
Trades timestamp: 2026-06-30 23:42:29.040000+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: 1.66674
Best ask: 1.66893
Spread: 0.00219
Spread %: 0.131308
Mid price: 1.667835
Last price: 1.66905
Mark price: 1.67125
Index price: 1.67121

Order Book

Bid depth 5: 11
Ask depth 5: 15
Bid depth 10: 47
Ask depth 10: 51
Bid depth 20: 84
Ask depth 20: 87
Imbalance 5: -0.153846
Imbalance 10: -0.040816
Imbalance 20: -0.017544
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011905
Ask wall score: 0.011494

Dynamics

Bid depth 5 delta: -28
Ask depth 5 delta: 0
Imbalance 5 delta: -0.598291
Bid depth 10 delta: -8
Ask depth 10 delta: 0
Imbalance 10 delta: -0.078552
Spread delta: 0.00066
Mid price delta: -0.01234
Wall shift score: -0.025305

Tape

Buy volume: 102
Sell volume: 60
Buy/sell delta: 42
Buy/sell ratio: 1.7
Avg trade size: 1.62
Large trade count: 8
Largest trade size: 9

Candle

Return 1: -0.670706
Return 3: -1.090989
Volume 1: 24
Volume avg 5: 23
Momentum 5: -0.963045

Cross Exchange

Mid avg: 1.67608125
Mid median: 1.6766
Price deviation %: -0.491996
Spread %: 0.550391

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5888800
Quote volume 24h: 9490707
Price change 24h %: 3.08

Quality

Capture latency ms: 9580
Order book timestamp: 2026-06-30 23:44:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:15.879000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 20476
gate: 20476
htx: 20328
mexc: 20473

By Symbol

VELVET/USDT:USDT: 81753

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