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: 82209
Total labels: 246627
Pending labels: 227144
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 05:32:52.026799+02:00
Recent trades snapshots: 82204
Micro candles: 1643980
Avg data quality: 76.0316267075381041
Latest latency: 9414 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 172 of 8221 · 82209 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 00:57:09.180904+02:00	gate	VELVET/USDT:USDT	1.62698	68	9796 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 00:56:59.244921+02:00	binance	VELVET/USDT:USDT	1.6295	80	5685 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 00:56:53.466607+02:00	mexc	VELVET/USDT:USDT	1.63035	78	4759 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 00:56:48.646985+02:00	htx	VELVET/USDT:USDT	1.619855	80	5263 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 00:56:33.904529+02:00	gate	VELVET/USDT:USDT	1.628285	68	9229 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 00:56:24.588482+02:00	binance	VELVET/USDT:USDT	1.63045	80	6840 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 00:56:17.616909+02:00	mexc	VELVET/USDT:USDT	1.6313	78	4120 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 00:56:13.425020+02:00	htx	VELVET/USDT:USDT	1.6274	90	4806 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 00:55:58.639058+02:00	gate	VELVET/USDT:USDT	1.62979	68	9792 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 00:55:48.750391+02:00	binance	VELVET/USDT:USDT	1.63185	80	6046 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.62586
Best ask: 1.6281
Spread: 0.00224
Spread %: 0.137678
Mid price: 1.62698
Last price: 1.62805
Mark price: 1.62805
Index price: 1.628067

Order Book

Bid depth 5: 8
Ask depth 5: 8
Bid depth 10: 41
Ask depth 10: 16
Bid depth 20: 61
Ask depth 20: 56
Imbalance 5: 0
Imbalance 10: 0.438596
Imbalance 20: 0.042735
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016393
Ask wall score: 0.017857

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 0
Imbalance 5 delta: -0.2
Bid depth 10 delta: 17
Ask depth 10 delta: 0
Imbalance 10 delta: 0.238596
Spread delta: 0.00065
Mid price delta: -0.001305
Wall shift score: -0.016104

Tape

Buy volume: 83
Sell volume: 45
Buy/sell delta: 38
Buy/sell ratio: 1.844444
Avg trade size: 1.28
Large trade count: 4
Largest trade size: 6

Candle

Return 1: 0
Return 3: -0.144749
Volume 1: 0
Volume avg 5: 10.4
Momentum 5: 0.032565

Cross Exchange

Mid avg: 1.6269975
Mid median: 1.6288925
Price deviation %: -0.001076
Spread %: 0.645053

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5744400
Quote volume 24h: 9256644
Price change 24h %: -1.43

Quality

Capture latency ms: 9796
Order book timestamp: 2026-07-01 00:57:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:20.183000+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: 1.6294
Best ask: 1.6296
Spread: 0.0002
Spread %: 0.012274
Mid price: 1.6295
Last price: 1.6304
Mark price: -
Index price: -

Order Book

Bid depth 5: 392
Ask depth 5: 520
Bid depth 10: 929
Ask depth 10: 1097
Bid depth 20: 4532
Ask depth 20: 3349
Imbalance 5: -0.140351
Imbalance 10: -0.082922
Imbalance 20: 0.150108
Top bid size: 4
Top ask size: 26
Bid wall score: 0.000883
Ask wall score: 0.007764

Dynamics

Bid depth 5 delta: 38
Ask depth 5 delta: 49
Imbalance 5 delta: 0.001467
Bid depth 10 delta: 279
Ask depth 10 delta: -122
Imbalance 10 delta: 0.221519
Spread delta: 0.0001
Mid price delta: -0.00095
Wall shift score: 0.017918

Tape

Buy volume: 2460
Sell volume: 1712
Buy/sell delta: 748
Buy/sell ratio: 1.436916
Avg trade size: 41.72
Large trade count: 7
Largest trade size: 248

Candle

Return 1: -0.128637
Return 3: -0.336206
Volume 1: 15914
Volume avg 5: 29945
Momentum 5: -0.299639

Cross Exchange

Mid avg: 1.627235
Mid median: 1.6293175
Price deviation %: 0.139193
Spread %: 0.651104

Funding / OI / Volume

Funding rate: 0.00040772
Funding delta: 0
Funding abs: 0.00040772
Funding pressure: 0.00040772
Open interest: 31011219
Volume 24h: 105614200
Quote volume 24h: 170166220.29368
Price change 24h %: -1.854

Quality

Capture latency ms: 5685
Order book timestamp: 2026-07-01 00:56:57.121000+02:00
Ticker timestamp: 2026-07-01 00:56:52.797000+02:00
Trades timestamp: 2026-07-01 00:56:58.432000+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: 1.6303
Best ask: 1.6304
Spread: 0.0001
Spread %: 0.006134
Mid price: 1.63035
Last price: 1.6304
Mark price: -
Index price: 1.6283

Order Book

Bid depth 5: 73
Ask depth 5: 311
Bid depth 10: 201
Ask depth 10: 365
Bid depth 20: 978
Ask depth 20: 1266
Imbalance 5: -0.619792
Imbalance 10: -0.289753
Imbalance 20: -0.128342
Top bid size: 7
Top ask size: 25
Bid wall score: 0.007157
Ask wall score: 0.019747

Dynamics

Bid depth 5 delta: -33
Ask depth 5 delta: 27
Imbalance 5 delta: -0.163381
Bid depth 10 delta: -20
Ask depth 10 delta: -246
Imbalance 10 delta: 0.178997
Spread delta: -0.0003
Mid price delta: -0.00095
Wall shift score: -0.041862

Tape

Buy volume: 1078
Sell volume: 710
Buy/sell delta: 368
Buy/sell ratio: 1.51831
Avg trade size: 17.88
Large trade count: 7
Largest trade size: 120

Candle

Return 1: -0.153102
Return 3: -0.220318
Volume 1: 616
Volume avg 5: 2031.4
Momentum 5: -0.299639

Cross Exchange

Mid avg: 1.6274725
Mid median: 1.6293675
Price deviation %: 0.176808
Spread %: 0.703238

Funding / OI / Volume

Funding rate: 0.000405
Funding delta: 0
Funding abs: 0.000405
Funding pressure: 0.000405
Open interest: -
Volume 24h: 2096485
Quote volume 24h: 33750775.714
Price change 24h %: 1.98

Quality

Capture latency ms: 4759
Order book timestamp: 2026-07-01 00:56:51.594000+02:00
Ticker timestamp: 2026-07-01 00:56:50.781000+02:00
Trades timestamp: 2026-07-01 00:56:46.587000+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: 1.60815
Best ask: 1.63156
Spread: 0.02341
Spread %: 1.445191
Mid price: 1.619855
Last price: 1.62925
Mark price: -
Index price: -

Order Book

Bid depth 5: 6042
Ask depth 5: 263
Bid depth 10: 7361
Ask depth 10: 5583
Bid depth 20: 8477
Ask depth 20: 6654
Imbalance 5: 0.916574
Imbalance 10: 0.137361
Imbalance 20: 0.120481
Top bid size: 358
Top ask size: 9
Bid wall score: 0.042232
Ask wall score: 0.001353

Dynamics

Bid depth 5 delta: -992
Ask depth 5 delta: -2
Imbalance 5 delta: -0.010813
Bid depth 10 delta: -1327
Ask depth 10 delta: 999
Imbalance 10 delta: -0.171861
Spread delta: 0.01411
Mid price delta: -0.007545
Wall shift score: 0.045547

Tape

Buy volume: 1280
Sell volume: 3034
Buy/sell delta: -1754
Buy/sell ratio: 0.421885
Avg trade size: 43.14
Large trade count: 3
Largest trade size: 292

Candle

Return 1: 0
Return 3: -0.303511
Volume 1: 0
Volume avg 5: 12
Momentum 5: -0.303511

Cross Exchange

Mid avg: 1.62935875
Mid median: 1.6293675
Price deviation %: -0.583282
Spread %: 0.239358

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111846
Volume 24h: 209344
Quote volume 24h: 209344
Price change 24h %: 2.31733

Quality

Capture latency ms: 5263
Order book timestamp: 2026-07-01 00:56:46.696000+02:00
Ticker timestamp: 2026-07-01 00:56:46.975000+02:00
Trades timestamp: 2026-07-01 00:54:30.395000+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: 1.62749
Best ask: 1.62908
Spread: 0.00159
Spread %: 0.097649
Mid price: 1.628285
Last price: 1.62805
Mark price: 1.62805
Index price: 1.62815

Order Book

Bid depth 5: 12
Ask depth 5: 8
Bid depth 10: 24
Ask depth 10: 16
Bid depth 20: 65
Ask depth 20: 62
Imbalance 5: 0.2
Imbalance 10: 0.2
Imbalance 20: 0.023622
Top bid size: 2
Top ask size: 1
Bid wall score: 0.030769
Ask wall score: 0.016129

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 0
Imbalance 5 delta: -0.072727
Bid depth 10 delta: -22
Ask depth 10 delta: -6
Imbalance 10 delta: -0.152941
Spread delta: 0.00093
Mid price delta: -0.001505
Wall shift score: 0.015099

Tape

Buy volume: 83
Sell volume: 45
Buy/sell delta: 38
Buy/sell ratio: 1.844444
Avg trade size: 1.28
Large trade count: 4
Largest trade size: 6

Candle

Return 1: -0.058931
Return 3: -0.308007
Volume 1: 3
Volume avg 5: 16.6
Momentum 5: -0.326927

Cross Exchange

Mid avg: 1.629735
Mid median: 1.63012
Price deviation %: -0.088972
Spread %: 0.239303

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5744400
Quote volume 24h: 9256644
Price change 24h %: -1.43

Quality

Capture latency ms: 9229
Order book timestamp: 2026-07-01 00:56:32+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:20.183000+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: 1.6304
Best ask: 1.6305
Spread: 0.0001
Spread %: 0.006133
Mid price: 1.63045
Last price: 1.6307
Mark price: -
Index price: -

Order Book

Bid depth 5: 354
Ask depth 5: 471
Bid depth 10: 650
Ask depth 10: 1219
Bid depth 20: 3659
Ask depth 20: 2918
Imbalance 5: -0.141818
Imbalance 10: -0.304441
Imbalance 20: 0.112665
Top bid size: 145
Top ask size: 188
Bid wall score: 0.039628
Ask wall score: 0.064428

Dynamics

Bid depth 5 delta: 66
Ask depth 5 delta: 64
Imbalance 5 delta: 0.029405
Bid depth 10 delta: -356
Ask depth 10 delta: 30
Imbalance 10 delta: -0.22107
Spread delta: 0
Mid price delta: -0.0014
Wall shift score: 0.063713

Tape

Buy volume: 2947
Sell volume: 4809
Buy/sell delta: -1862
Buy/sell ratio: 0.612809
Avg trade size: 77.56
Large trade count: 8
Largest trade size: 738

Candle

Return 1: -0.128637
Return 3: -0.336206
Volume 1: 7346
Volume avg 5: 28231.4
Momentum 5: -0.299639

Cross Exchange

Mid avg: 1.630085
Mid median: 1.630545
Price deviation %: 0.022391
Spread %: 0.272992

Funding / OI / Volume

Funding rate: 0.00040772
Funding delta: 0.00000269
Funding abs: 0.00040772
Funding pressure: 0.00041041
Open interest: 31012633
Volume 24h: 105640336
Quote volume 24h: 170212741.44218
Price change 24h %: -1.836

Quality

Capture latency ms: 6840
Order book timestamp: 2026-07-01 00:56:22.442000+02:00
Ticker timestamp: 2026-07-01 00:56:14.630000+02:00
Trades timestamp: 2026-07-01 00:56:23.962000+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: 1.6311
Best ask: 1.6315
Spread: 0.0004
Spread %: 0.02452
Mid price: 1.6313
Last price: 1.6307
Mark price: -
Index price: 1.6294

Order Book

Bid depth 5: 106
Ask depth 5: 284
Bid depth 10: 221
Ask depth 10: 611
Bid depth 20: 805
Ask depth 20: 1322
Imbalance 5: -0.45641
Imbalance 10: -0.46875
Imbalance 20: -0.243065
Top bid size: 26
Top ask size: 4
Bid wall score: 0.032298
Ask wall score: 0.003026

Dynamics

Bid depth 5 delta: 53
Ask depth 5 delta: 152
Imbalance 5 delta: -0.029383
Bid depth 10 delta: -4
Ask depth 10 delta: -16
Imbalance 10 delta: 0.003081
Spread delta: 0.0003
Mid price delta: -0.00155
Wall shift score: 0.02811

Tape

Buy volume: 958
Sell volume: 811
Buy/sell delta: 147
Buy/sell ratio: 1.181258
Avg trade size: 17.69
Large trade count: 7
Largest trade size: 120

Candle

Return 1: -0.128606
Return 3: -0.195838
Volume 1: 113
Volume avg 5: 1930.8
Momentum 5: -0.275179

Cross Exchange

Mid avg: 1.6304725
Mid median: 1.63082
Price deviation %: 0.050752
Spread %: 0.334259

Funding / OI / Volume

Funding rate: 0.000405
Funding delta: 0
Funding abs: 0.000405
Funding pressure: 0.000405
Open interest: -
Volume 24h: 2095988
Quote volume 24h: 33742670.308
Price change 24h %: 2

Quality

Capture latency ms: 4120
Order book timestamp: 2026-07-01 00:56:16.041000+02:00
Ticker timestamp: 2026-07-01 00:56:14.920000+02:00
Trades timestamp: 2026-07-01 00:56:15.033000+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: 1.62275
Best ask: 1.63205
Spread: 0.0093
Spread %: 0.571464
Mid price: 1.6274
Last price: 1.62925
Mark price: -
Index price: -

Order Book

Bid depth 5: 7034
Ask depth 5: 265
Bid depth 10: 8688
Ask depth 10: 4584
Bid depth 20: 9769
Ask depth 20: 6555
Imbalance 5: 0.927387
Imbalance 10: 0.309222
Imbalance 20: 0.196888
Top bid size: 93
Top ask size: 93
Bid wall score: 0.00952
Ask wall score: 0.014188

Dynamics

Bid depth 5 delta: -7677
Ask depth 5 delta: -4790
Imbalance 5 delta: 0.438872
Bid depth 10 delta: -14037
Ask depth 10 delta: -4295
Imbalance 10 delta: -0.128887
Spread delta: 0.0052
Mid price delta: -0.00441
Wall shift score: -0.007079

Tape

Buy volume: 1280
Sell volume: 3034
Buy/sell delta: -1754
Buy/sell ratio: 0.421885
Avg trade size: 43.14
Large trade count: 3
Largest trade size: 292

Candle

Return 1: 0
Return 3: -0.303511
Volume 1: 0
Volume avg 5: 12
Momentum 5: -0.303511

Cross Exchange

Mid avg: 1.631575
Mid median: 1.63183
Price deviation %: -0.255888
Spread %: 0.187549

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111846
Volume 24h: 209344
Quote volume 24h: 209344
Price change 24h %: 2.31733

Quality

Capture latency ms: 4806
Order book timestamp: 2026-07-01 00:56:11.838000+02:00
Ticker timestamp: 2026-07-01 00:56:12.167000+02:00
Trades timestamp: 2026-07-01 00:54:30.395000+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: 1.62946
Best ask: 1.63012
Spread: 0.00066
Spread %: 0.040496
Mid price: 1.62979
Last price: 1.62901
Mark price: 1.62978
Index price: 1.629958

Order Book

Bid depth 5: 14
Ask depth 5: 8
Bid depth 10: 46
Ask depth 10: 22
Bid depth 20: 67
Ask depth 20: 65
Imbalance 5: 0.272727
Imbalance 10: 0.352941
Imbalance 20: 0.015152
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014925
Ask wall score: 0.015385

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: -3
Imbalance 5 delta: 0.430622
Bid depth 10 delta: 6
Ask depth 10 delta: -3
Imbalance 10 delta: 0.122172
Spread delta: -0.00029
Mid price delta: 0.000625
Wall shift score: 0.04082

Tape

Buy volume: 82
Sell volume: 46
Buy/sell delta: 36
Buy/sell ratio: 1.782609
Avg trade size: 1.28
Large trade count: 4
Largest trade size: 6

Candle

Return 1: -0.085868
Return 3: 0.09155
Volume 1: 5
Volume avg 5: 19.2
Momentum 5: -0.012276

Cross Exchange

Mid avg: 1.63141875
Mid median: 1.63183
Price deviation %: -0.099836
Spread %: 0.225877

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5744100
Quote volume 24h: 9256156
Price change 24h %: -1.73

Quality

Capture latency ms: 9792
Order book timestamp: 2026-07-01 00:55:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:20.153000+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: 1.6318
Best ask: 1.6319
Spread: 0.0001
Spread %: 0.006128
Mid price: 1.63185
Last price: 1.6317
Mark price: -
Index price: -

Order Book

Bid depth 5: 288
Ask depth 5: 407
Bid depth 10: 1006
Ask depth 10: 1189
Bid depth 20: 4556
Ask depth 20: 3142
Imbalance 5: -0.171223
Imbalance 10: -0.083371
Imbalance 20: 0.183684
Top bid size: 126
Top ask size: 365
Bid wall score: 0.027656
Ask wall score: 0.116168

Dynamics

Bid depth 5 delta: -107
Ask depth 5 delta: -534
Imbalance 5 delta: 0.23746
Bid depth 10 delta: 364
Ask depth 10 delta: 126
Imbalance 10 delta: 0.16355
Spread delta: 0
Mid price delta: -0.003
Wall shift score: -0.002869

Tape

Buy volume: 3487
Sell volume: 2880
Buy/sell delta: 607
Buy/sell ratio: 1.210764
Avg trade size: 63.67
Large trade count: 7
Largest trade size: 689

Candle

Return 1: -0.207913
Return 3: 0.110423
Volume 1: 10161
Volume avg 5: 32791.4
Momentum 5: -0.091833

Cross Exchange

Mid avg: 1.63216875
Mid median: 1.63233
Price deviation %: -0.019529
Spread %: 0.34831

Funding / OI / Volume

Funding rate: 0.00040503
Funding delta: 0
Funding abs: 0.00040503
Funding pressure: 0.00040503
Open interest: 31009107
Volume 24h: 105651311
Quote volume 24h: 170228282.50838
Price change 24h %: -1.527

Quality

Capture latency ms: 6046
Order book timestamp: 2026-07-01 00:55:46.606000+02:00
Ticker timestamp: 2026-07-01 00:55:42.844000+02:00
Trades timestamp: 2026-07-01 00:55:46.638000+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: 20590
gate: 20590
htx: 20442
mexc: 20587

By Symbol

VELVET/USDT:USDT: 82209

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