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: 82669
Total labels: 248007
Pending labels: 228524
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 06:43:46.936258+02:00
Recent trades snapshots: 82663
Micro candles: 1653180
Avg data quality: 76.0361441410927917
Latest latency: 9665 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 173 of 8267 · 82669 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 02:10:16.817332+02:00	gate	VELVET/USDT:USDT	1.64724	68	9623 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 02:10:07.094574+02:00	binance	VELVET/USDT:USDT	1.64905	80	7593 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 02:09:59.393987+02:00	mexc	VELVET/USDT:USDT	1.6498	78	4382 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 02:09:54.924907+02:00	htx	VELVET/USDT:USDT	1.648255	90	4808 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 02:09:40.373661+02:00	gate	VELVET/USDT:USDT	1.6468	68	9358 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 02:09:30.915601+02:00	binance	VELVET/USDT:USDT	1.648	80	6509 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 02:09:24.255274+02:00	mexc	VELVET/USDT:USDT	1.6483	78	4581 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 02:09:19.607472+02:00	htx	VELVET/USDT:USDT	1.645095	80	6185 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 02:08:43.034176+02:00	gate	VELVET/USDT:USDT	1.64231	68	9575 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 02:08:33.343581+02:00	binance	VELVET/USDT:USDT	1.64545	80	8465 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.6459
Best ask: 1.64858
Spread: 0.00268
Spread %: 0.162696
Mid price: 1.64724
Last price: 1.64686
Mark price: 1.64595
Index price: 1.644848

Order Book

Bid depth 5: 17
Ask depth 5: 17
Bid depth 10: 61
Ask depth 10: 40
Bid depth 20: 98
Ask depth 20: 101
Imbalance 5: 0
Imbalance 10: 0.207921
Imbalance 20: -0.015075
Top bid size: 1
Top ask size: 1
Bid wall score: 0.010204
Ask wall score: 0.009901

Dynamics

Bid depth 5 delta: -16
Ask depth 5 delta: 1
Imbalance 5 delta: -0.346939
Bid depth 10 delta: 10
Ask depth 10 delta: 13
Imbalance 10 delta: -0.099772
Spread delta: 0.00118
Mid price delta: 0.00044
Wall shift score: 0.001309

Tape

Buy volume: 65
Sell volume: 66
Buy/sell delta: -1
Buy/sell ratio: 0.984848
Avg trade size: 1.31
Large trade count: 5
Largest trade size: 6

Candle

Return 1: -0.229002
Return 3: 0.125243
Volume 1: 2
Volume avg 5: 5
Momentum 5: 0.277659

Cross Exchange

Mid avg: 1.64847625
Mid median: 1.6486525
Price deviation %: -0.074993
Spread %: 0.181986

Funding / OI / Volume

Funding rate: 0.000098
Funding delta: 0.000048
Funding abs: 0.000098
Funding pressure: 0.000146
Open interest: -
Volume 24h: 5604000
Quote volume 24h: 9027773
Price change 24h %: 1.61

Quality

Capture latency ms: 9623
Order book timestamp: 2026-07-01 02:10:15+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:24.602000+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: 1.649
Best ask: 1.6491
Spread: 0.0001
Spread %: 0.006064
Mid price: 1.64905
Last price: 1.6494
Mark price: -
Index price: -

Order Book

Bid depth 5: 618
Ask depth 5: 296
Bid depth 10: 2089
Ask depth 10: 1310
Bid depth 20: 5219
Ask depth 20: 3449
Imbalance 5: 0.352298
Imbalance 10: 0.229185
Imbalance 20: 0.204199
Top bid size: 29
Top ask size: 74
Bid wall score: 0.005557
Ask wall score: 0.021455

Dynamics

Bid depth 5 delta: 230
Ask depth 5 delta: -388
Imbalance 5 delta: 0.628417
Bid depth 10 delta: 437
Ask depth 10 delta: -464
Imbalance 10 delta: 0.264795
Spread delta: -0.0001
Mid price delta: 0.00105
Wall shift score: -0.007334

Tape

Buy volume: 3363
Sell volume: 3330
Buy/sell delta: 33
Buy/sell ratio: 1.00991
Avg trade size: 66.93
Large trade count: 5
Largest trade size: 841

Candle

Return 1: -0.066659
Return 3: 0.176163
Volume 1: 3172
Volume avg 5: 23398.2
Momentum 5: 0.298017

Cross Exchange

Mid avg: 1.64821375
Mid median: 1.6481275
Price deviation %: 0.050737
Spread %: 0.182015

Funding / OI / Volume

Funding rate: 0.00043549
Funding delta: 0
Funding abs: 0.00043549
Funding pressure: 0.00043549
Open interest: 30932579
Volume 24h: 104320513
Quote volume 24h: 168086566.00538
Price change 24h %: 1.934

Quality

Capture latency ms: 7593
Order book timestamp: 2026-07-01 02:10:04.942000+02:00
Ticker timestamp: 2026-07-01 02:09:56.449000+02:00
Trades timestamp: 2026-07-01 02:10:06.652000+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: 1.6495
Best ask: 1.6501
Spread: 0.0006
Spread %: 0.036368
Mid price: 1.6498
Last price: 1.6504
Mark price: -
Index price: 1.6454

Order Book

Bid depth 5: 198
Ask depth 5: 59
Bid depth 10: 659
Ask depth 10: 188
Bid depth 20: 1564
Ask depth 20: 979
Imbalance 5: 0.540856
Imbalance 10: 0.55608
Imbalance 20: 0.230043
Top bid size: 14
Top ask size: 1
Bid wall score: 0.008951
Ask wall score: 0.001021

Dynamics

Bid depth 5 delta: 129
Ask depth 5 delta: -160
Imbalance 5 delta: 1.061689
Bid depth 10 delta: 375
Ask depth 10 delta: -317
Imbalance 10 delta: 0.836182
Spread delta: -0.0004
Mid price delta: 0.0015
Wall shift score: 0.006087

Tape

Buy volume: 322
Sell volume: 702
Buy/sell delta: -380
Buy/sell ratio: 0.458689
Avg trade size: 10.24
Large trade count: 8
Largest trade size: 95

Candle

Return 1: 0.243013
Return 3: 0.364964
Volume 1: 642
Volume avg 5: 370
Momentum 5: 0.024248

Cross Exchange

Mid avg: 1.64783875
Mid median: 1.6481275
Price deviation %: 0.11902
Spread %: 0.091028

Funding / OI / Volume

Funding rate: 0.000432
Funding delta: 0
Funding abs: 0.000432
Funding pressure: 0.000432
Open interest: -
Volume 24h: 2036651
Quote volume 24h: 32782191.273
Price change 24h %: 3.24

Quality

Capture latency ms: 4382
Order book timestamp: 2026-07-01 02:09:57.843000+02:00
Ticker timestamp: 2026-07-01 02:09:55.727000+02:00
Trades timestamp: 2026-07-01 02:09:56.507000+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: 1.64734
Best ask: 1.64917
Spread: 0.00183
Spread %: 0.111027
Mid price: 1.648255
Last price: 1.64445
Mark price: -
Index price: -

Order Book

Bid depth 5: 5630
Ask depth 5: 4420
Bid depth 10: 31305
Ask depth 10: 8069
Bid depth 20: 65616
Ask depth 20: 57025
Imbalance 5: 0.120398
Imbalance 10: 0.590136
Imbalance 20: 0.07005
Top bid size: 8
Top ask size: 13
Bid wall score: 0.000122
Ask wall score: 0.000228

Dynamics

Bid depth 5 delta: -2541
Ask depth 5 delta: 536
Imbalance 5 delta: -0.235222
Bid depth 10 delta: -15112
Ask depth 10 delta: 1740
Imbalance 10 delta: -0.169884
Spread delta: 0.0001
Mid price delta: 0.00316
Wall shift score: -0.004483

Tape

Buy volume: 1202
Sell volume: 2456
Buy/sell delta: -1254
Buy/sell ratio: 0.489414
Avg trade size: 36.58
Large trade count: 2
Largest trade size: 292

Candle

Return 1: 0
Return 3: 0.138841
Volume 1: 0
Volume avg 5: 24
Momentum 5: 0.249947

Cross Exchange

Mid avg: 1.64704875
Mid median: 1.6474
Price deviation %: 0.073237
Spread %: 0.19459

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111857
Volume 24h: 199150
Quote volume 24h: 199150
Price change 24h %: 3.271894

Quality

Capture latency ms: 4808
Order book timestamp: 2026-07-01 02:09:53.438000+02:00
Ticker timestamp: 2026-07-01 02:09:53.737000+02:00
Trades timestamp: 2026-07-01 02:08:44.803000+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: 1.64605
Best ask: 1.64755
Spread: 0.0015
Spread %: 0.091086
Mid price: 1.6468
Last price: 1.64326
Mark price: 1.64326
Index price: 1.64234

Order Book

Bid depth 5: 33
Ask depth 5: 16
Bid depth 10: 51
Ask depth 10: 27
Bid depth 20: 87
Ask depth 20: 80
Imbalance 5: 0.346939
Imbalance 10: 0.307692
Imbalance 20: 0.041916
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011494
Ask wall score: 0.0125

Dynamics

Bid depth 5 delta: 22
Ask depth 5 delta: 5
Imbalance 5 delta: 0.346939
Bid depth 10 delta: 8
Ask depth 10 delta: 5
Imbalance 10 delta: -0.015385
Spread delta: -0.00098
Mid price delta: 0.00449
Wall shift score: 0.007089

Tape

Buy volume: 63
Sell volume: 64
Buy/sell delta: -1
Buy/sell ratio: 0.984375
Avg trade size: 1.27
Large trade count: 5
Largest trade size: 6

Candle

Return 1: 0.117588
Return 3: 0.050535
Volume 1: 1
Volume avg 5: 5.2
Momentum 5: -0.142197

Cross Exchange

Mid avg: 1.64592625
Mid median: 1.6465475
Price deviation %: 0.053086
Spread %: 0.363929

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5602900
Quote volume 24h: 9025960
Price change 24h %: 1.63

Quality

Capture latency ms: 9358
Order book timestamp: 2026-07-01 02:09:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:24.542000+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: 1.6479
Best ask: 1.6481
Spread: 0.0002
Spread %: 0.012136
Mid price: 1.648
Last price: 1.6478
Mark price: -
Index price: -

Order Book

Bid depth 5: 388
Ask depth 5: 684
Bid depth 10: 1652
Ask depth 10: 1774
Bid depth 20: 8248
Ask depth 20: 6086
Imbalance 5: -0.276119
Imbalance 10: -0.03561
Imbalance 20: 0.15083
Top bid size: 134
Top ask size: 151
Bid wall score: 0.016246
Ask wall score: 0.024811

Dynamics

Bid depth 5 delta: -2602
Ask depth 5 delta: 29
Imbalance 5 delta: -0.916723
Bid depth 10 delta: -2518
Ask depth 10 delta: 176
Imbalance 10 delta: -0.481519
Spread delta: 0.0001
Mid price delta: 0.00255
Wall shift score: 0.022272

Tape

Buy volume: 6992
Sell volume: 2315
Buy/sell delta: 4677
Buy/sell ratio: 3.020302
Avg trade size: 93.07
Large trade count: 5
Largest trade size: 3274

Candle

Return 1: 0.091108
Return 3: 0.267721
Volume 1: 9741
Volume avg 5: 22278.8
Momentum 5: -0.084884

Cross Exchange

Mid avg: 1.64528875
Mid median: 1.6452725
Price deviation %: 0.164789
Spread %: 0.36407

Funding / OI / Volume

Funding rate: 0.00043549
Funding delta: 0.00000271
Funding abs: 0.00043549
Funding pressure: 0.0004382
Open interest: 30943061
Volume 24h: 104314869
Quote volume 24h: 168077615.13558
Price change 24h %: 1.835

Quality

Capture latency ms: 6509
Order book timestamp: 2026-07-01 02:09:28.769000+02:00
Ticker timestamp: 2026-07-01 02:09:24.090000+02:00
Trades timestamp: 2026-07-01 02:09:30.228000+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: 1.6478
Best ask: 1.6488
Spread: 0.001
Spread %: 0.060669
Mid price: 1.6483
Last price: 1.6467
Mark price: -
Index price: 1.6427

Order Book

Bid depth 5: 69
Ask depth 5: 219
Bid depth 10: 284
Ask depth 10: 505
Bid depth 20: 638
Ask depth 20: 995
Imbalance 5: -0.520833
Imbalance 10: -0.280101
Imbalance 20: -0.218616
Top bid size: 14
Top ask size: 20
Bid wall score: 0.021944
Ask wall score: 0.020101

Dynamics

Bid depth 5 delta: -9
Ask depth 5 delta: 7
Imbalance 5 delta: -0.058764
Bid depth 10 delta: -651
Ask depth 10 delta: -597
Imbalance 10 delta: -0.198118
Spread delta: 0.0009
Mid price delta: 0.00225
Wall shift score: -0.003313

Tape

Buy volume: 294
Sell volume: 780
Buy/sell delta: -486
Buy/sell ratio: 0.376923
Avg trade size: 10.74
Large trade count: 11
Largest trade size: 76

Candle

Return 1: 0.109356
Return 3: 0.231144
Volume 1: 419
Volume avg 5: 325.4
Momentum 5: -0.109117

Cross Exchange

Mid avg: 1.64472625
Mid median: 1.6452725
Price deviation %: 0.217285
Spread %: 0.227393

Funding / OI / Volume

Funding rate: 0.000432
Funding delta: 0.000002
Funding abs: 0.000432
Funding pressure: 0.000434
Open interest: -
Volume 24h: 2036124
Quote volume 24h: 32773510.762
Price change 24h %: 3

Quality

Capture latency ms: 4581
Order book timestamp: 2026-07-01 02:09:22.543000+02:00
Ticker timestamp: 2026-07-01 02:09:19.787000+02:00
Trades timestamp: 2026-07-01 02:09:22.961000+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: 1.64423
Best ask: 1.64596
Spread: 0.00173
Spread %: 0.105161
Mid price: 1.645095
Last price: 1.64445
Mark price: -
Index price: -

Order Book

Bid depth 5: 8171
Ask depth 5: 3884
Bid depth 10: 46417
Ask depth 10: 6329
Bid depth 20: 80856
Ask depth 20: 53289
Imbalance 5: 0.35562
Imbalance 10: 0.76002
Imbalance 20: 0.205502
Top bid size: 360
Top ask size: 4
Bid wall score: 0.004452
Ask wall score: 0.000075

Dynamics

Bid depth 5 delta: -10062
Ask depth 5 delta: -3781
Imbalance 5 delta: -0.052442
Bid depth 10 delta: 945
Ask depth 10 delta: -7803
Imbalance 10 delta: 0.234216
Spread delta: -0.00241
Mid price delta: -0.000005
Wall shift score: 0.016503

Tape

Buy volume: 1202
Sell volume: 2456
Buy/sell delta: -1254
Buy/sell ratio: 0.489414
Avg trade size: 36.58
Large trade count: 2
Largest trade size: 292

Candle

Return 1: 0
Return 3: 0.138841
Volume 1: 0
Volume avg 5: 24
Momentum 5: 0.249947

Cross Exchange

Mid avg: 1.6447275
Mid median: 1.645275
Price deviation %: 0.022344
Spread %: 0.227393

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111857
Volume 24h: 199150
Quote volume 24h: 199150
Price change 24h %: 3.271894

Quality

Capture latency ms: 6185
Order book timestamp: 2026-07-01 02:09:17.538000+02:00
Ticker timestamp: 2026-07-01 02:09:17.904000+02:00
Trades timestamp: 2026-07-01 02:08:44.803000+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: 1.64107
Best ask: 1.64355
Spread: 0.00248
Spread %: 0.151007
Mid price: 1.64231
Last price: 1.64133
Mark price: 1.64244
Index price: 1.64237

Order Book

Bid depth 5: 11
Ask depth 5: 11
Bid depth 10: 43
Ask depth 10: 22
Bid depth 20: 84
Ask depth 20: 50
Imbalance 5: 0
Imbalance 10: 0.323077
Imbalance 20: 0.253731
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011905
Ask wall score: 0.02

Dynamics

Bid depth 5 delta: -27
Ask depth 5 delta: 0
Imbalance 5 delta: -0.55102
Bid depth 10 delta: -13
Ask depth 10 delta: 0
Imbalance 10 delta: -0.112821
Spread delta: -0.00023
Mid price delta: 0.000165
Wall shift score: -0.00358

Tape

Buy volume: 64
Sell volume: 63
Buy/sell delta: 1
Buy/sell ratio: 1.015873
Avg trade size: 1.27
Large trade count: 5
Largest trade size: 6

Candle

Return 1: -0.210968
Return 3: -0.059064
Volume 1: 2
Volume avg 5: 9.8
Momentum 5: 0.094525

Cross Exchange

Mid avg: 1.64468625
Mid median: 1.645275
Price deviation %: -0.14448
Spread %: 0.237431

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5602800
Quote volume 24h: 9025796
Price change 24h %: 1.65

Quality

Capture latency ms: 9575
Order book timestamp: 2026-07-01 02:08:41+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:24.482000+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: 1.6454
Best ask: 1.6455
Spread: 0.0001
Spread %: 0.006077
Mid price: 1.64545
Last price: 1.6458
Mark price: -
Index price: -

Order Book

Bid depth 5: 2990
Ask depth 5: 655
Bid depth 10: 4170
Ask depth 10: 1598
Bid depth 20: 7930
Ask depth 20: 8551
Imbalance 5: 0.640604
Imbalance 10: 0.445908
Imbalance 20: -0.03768
Top bid size: 4
Top ask size: 268
Bid wall score: 0.000504
Ask wall score: 0.031341

Dynamics

Bid depth 5 delta: 2573
Ask depth 5 delta: 261
Imbalance 5 delta: 0.612244
Bid depth 10 delta: 3076
Ask depth 10 delta: 485
Imbalance 10 delta: 0.454517
Spread delta: -0.0001
Mid price delta: -0.00165
Wall shift score: -0.014443

Tape

Buy volume: 1986
Sell volume: 3061
Buy/sell delta: -1075
Buy/sell ratio: 0.648808
Avg trade size: 50.47
Large trade count: 7
Largest trade size: 1017

Candle

Return 1: -0.030373
Return 3: 0.09123
Volume 1: 4883
Volume avg 5: 34064.6
Momentum 5: 0.433297

Cross Exchange

Mid avg: 1.64509875
Mid median: 1.645575
Price deviation %: 0.021351
Spread %: 0.301198

Funding / OI / Volume

Funding rate: 0.00043278
Funding delta: 0.00000217
Funding abs: 0.00043278
Funding pressure: 0.00043495
Open interest: 30934653
Volume 24h: 104310267
Quote volume 24h: 168068975.06068
Price change 24h %: 1.618

Quality

Capture latency ms: 8465
Order book timestamp: 2026-07-01 02:08:30.263000+02:00
Ticker timestamp: 2026-07-01 02:08:18.242000+02:00
Trades timestamp: 2026-07-01 02:08:32.665000+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: 20705
gate: 20705
htx: 20557
mexc: 20702

By Symbol

VELVET/USDT:USDT: 82669

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