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: 83121
Total labels: 249363
Pending labels: 229880
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 07:55:58.854507+02:00
Recent trades snapshots: 83115
Micro candles: 1662220
Avg data quality: 76.0417944923665500
Latest latency: 5077 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 174 of 8313 · 83121 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 03:22:48.042744+02:00	binance	VELVET/USDT:USDT	1.59435	80	8203 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 03:22:39.695074+02:00	mexc	VELVET/USDT:USDT	1.59905	78	4032 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 03:22:35.566305+02:00	htx	VELVET/USDT:USDT	1.59803	80	5794 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 03:22:18.781793+02:00	gate	VELVET/USDT:USDT	1.600055	68	9851 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 03:22:08.802823+02:00	binance	VELVET/USDT:USDT	1.60045	80	7146 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 03:22:01.482083+02:00	mexc	VELVET/USDT:USDT	1.59955	78	3969 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 03:21:57.382995+02:00	htx	VELVET/USDT:USDT	1.59863	80	6245 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 03:21:41.177027+02:00	gate	VELVET/USDT:USDT	1.598945	68	9459 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 03:21:31.613053+02:00	binance	VELVET/USDT:USDT	1.60025	80	6692 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 03:21:24.813585+02:00	mexc	VELVET/USDT:USDT	1.6012	78	4228 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.5943
Best ask: 1.5944
Spread: 0.0001
Spread %: 0.006272
Mid price: 1.59435
Last price: 1.5964
Mark price: -
Index price: -

Order Book

Bid depth 5: 673
Ask depth 5: 484
Bid depth 10: 1565
Ask depth 10: 1032
Bid depth 20: 4725
Ask depth 20: 2993
Imbalance 5: 0.163354
Imbalance 10: 0.205237
Imbalance 20: 0.22441
Top bid size: 74
Top ask size: 9
Bid wall score: 0.015661
Ask wall score: 0.003007

Dynamics

Bid depth 5 delta: 453
Ask depth 5 delta: 279
Imbalance 5 delta: 0.128059
Bid depth 10 delta: -240
Ask depth 10 delta: 447
Imbalance 10 delta: -0.305223
Spread delta: 0
Mid price delta: -0.0061
Wall shift score: 0.00487

Tape

Buy volume: 1836
Sell volume: 3177
Buy/sell delta: -1341
Buy/sell ratio: 0.577904
Avg trade size: 50.13
Large trade count: 11
Largest trade size: 255

Candle

Return 1: -0.156328
Return 3: -0.386799
Volume 1: 14915
Volume avg 5: 45107.4
Momentum 5: 0.478258

Cross Exchange

Mid avg: 1.59939625
Mid median: 1.5995525
Price deviation %: -0.31551
Spread %: 0.151307

Funding / OI / Volume

Funding rate: 0.00039791
Funding delta: 0
Funding abs: 0.00039791
Funding pressure: 0.00039791
Open interest: 30756809
Volume 24h: 101463273
Quote volume 24h: 163417889.18438
Price change 24h %: -1.06

Quality

Capture latency ms: 8203
Order book timestamp: 2026-07-01 03:22:45.879000+02:00
Ticker timestamp: 2026-07-01 03:22:38.780000+02:00
Trades timestamp: 2026-07-01 03:22:47.266000+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: 1.5987
Best ask: 1.5994
Spread: 0.0007
Spread %: 0.043776
Mid price: 1.59905
Last price: 1.5988
Mark price: -
Index price: 1.5989

Order Book

Bid depth 5: 123
Ask depth 5: 145
Bid depth 10: 303
Ask depth 10: 305
Bid depth 20: 1069
Ask depth 20: 863
Imbalance 5: -0.08209
Imbalance 10: -0.003289
Imbalance 20: 0.106625
Top bid size: 31
Top ask size: 31
Bid wall score: 0.028999
Ask wall score: 0.035921

Dynamics

Bid depth 5 delta: 78
Ask depth 5 delta: -91
Imbalance 5 delta: 0.597626
Bid depth 10 delta: 70
Ask depth 10 delta: -48
Imbalance 10 delta: 0.201489
Spread delta: 0.0006
Mid price delta: -0.0005
Wall shift score: 0.026557

Tape

Buy volume: 399
Sell volume: 904
Buy/sell delta: -505
Buy/sell ratio: 0.441372
Avg trade size: 13.03
Large trade count: 4
Largest trade size: 60

Candle

Return 1: -0.124938
Return 3: -0.31176
Volume 1: 639
Volume avg 5: 379.6
Momentum 5: 0.528169

Cross Exchange

Mid avg: 1.59952125
Mid median: 1.5998025
Price deviation %: -0.029462
Spread %: 0.151295

Funding / OI / Volume

Funding rate: 0.000402
Funding delta: 0.000001
Funding abs: 0.000402
Funding pressure: 0.000403
Open interest: -
Volume 24h: 2031569
Quote volume 24h: 32688891.069
Price change 24h %: 0.01

Quality

Capture latency ms: 4032
Order book timestamp: 2026-07-01 03:22:38.255000+02:00
Ticker timestamp: 2026-07-01 03:22:37.730000+02:00
Trades timestamp: 2026-07-01 03:22:36.179000+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: 1.59582
Best ask: 1.60024
Spread: 0.00442
Spread %: 0.276591
Mid price: 1.59803
Last price: 1.60295
Mark price: -
Index price: -

Order Book

Bid depth 5: 3850
Ask depth 5: 338
Bid depth 10: 4489
Ask depth 10: 4547
Bid depth 20: 9619
Ask depth 20: 6586
Imbalance 5: 0.838586
Imbalance 10: -0.006419
Imbalance 20: 0.187164
Top bid size: 79
Top ask size: 14
Bid wall score: 0.008213
Ask wall score: 0.002126

Dynamics

Bid depth 5 delta: 1792
Ask depth 5 delta: -3952
Imbalance 5 delta: 1.190193
Bid depth 10 delta: -2423
Ask depth 10 delta: -1091
Imbalance 10 delta: -0.107933
Spread delta: 0.00038
Mid price delta: -0.0006
Wall shift score: 0.014592

Tape

Buy volume: 2358
Sell volume: 2566
Buy/sell delta: -208
Buy/sell ratio: 0.91894
Avg trade size: 49.24
Large trade count: 7
Largest trade size: 322

Candle

Return 1: 0
Return 3: 0.930631
Volume 1: 0
Volume avg 5: 15.6
Momentum 5: 0.770101

Cross Exchange

Mid avg: 1.59967125
Mid median: 1.5998025
Price deviation %: -0.102599
Spread %: 0.113773

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111307
Volume 24h: 194868
Quote volume 24h: 194868
Price change 24h %: 0.665683

Quality

Capture latency ms: 5794
Order book timestamp: 2026-07-01 03:22:33.538000+02:00
Ticker timestamp: 2026-07-01 03:22:34.510000+02:00
Trades timestamp: 2026-07-01 03:20:54.954000+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: 1.59903
Best ask: 1.60108
Spread: 0.00205
Spread %: 0.128121
Mid price: 1.600055
Last price: 1.60226
Mark price: 1.60079
Index price: 1.600743

Order Book

Bid depth 5: 17
Ask depth 5: 6
Bid depth 10: 33
Ask depth 10: 45
Bid depth 20: 94
Ask depth 20: 84
Imbalance 5: 0.478261
Imbalance 10: -0.153846
Imbalance 20: 0.05618
Top bid size: 2
Top ask size: 1
Bid wall score: 0.021277
Ask wall score: 0.011905

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -6
Imbalance 5 delta: 0.305847
Bid depth 10 delta: -23
Ask depth 10 delta: -7
Imbalance 10 delta: -0.190883
Spread delta: -0.00028
Mid price delta: 0.00111
Wall shift score: 0.010405

Tape

Buy volume: 82
Sell volume: 43
Buy/sell delta: 39
Buy/sell ratio: 1.906977
Avg trade size: 1.25
Large trade count: 3
Largest trade size: 6

Candle

Return 1: 0
Return 3: 0.052453
Volume 1: 0
Volume avg 5: 12.4
Momentum 5: 0.781211

Cross Exchange

Mid avg: 1.59939375
Mid median: 1.5992475
Price deviation %: 0.041344
Spread %: 0.113793

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5520100
Quote volume 24h: 8894961
Price change 24h %: -1.17

Quality

Capture latency ms: 9851
Order book timestamp: 2026-07-01 03:22:17+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:28.894000+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: 1.6004
Best ask: 1.6005
Spread: 0.0001
Spread %: 0.006248
Mid price: 1.60045
Last price: 1.5996
Mark price: -
Index price: -

Order Book

Bid depth 5: 220
Ask depth 5: 205
Bid depth 10: 1805
Ask depth 10: 585
Bid depth 20: 4745
Ask depth 20: 2323
Imbalance 5: 0.035294
Imbalance 10: 0.51046
Imbalance 20: 0.342671
Top bid size: 88
Top ask size: 25
Bid wall score: 0.018546
Ask wall score: 0.010762

Dynamics

Bid depth 5 delta: -1291
Ask depth 5 delta: -730
Imbalance 5 delta: -0.200192
Bid depth 10 delta: 47
Ask depth 10 delta: -626
Imbalance 10 delta: 0.326223
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: 0.013174

Tape

Buy volume: 2400
Sell volume: 2029
Buy/sell delta: 371
Buy/sell ratio: 1.182849
Avg trade size: 44.29
Large trade count: 4
Largest trade size: 651

Candle

Return 1: 0.062531
Return 3: -0.168445
Volume 1: 2970
Volume avg 5: 42718.4
Momentum 5: 0.698509

Cross Exchange

Mid avg: 1.59934375
Mid median: 1.5992475
Price deviation %: 0.069169
Spread %: 0.101292

Funding / OI / Volume

Funding rate: 0.00039791
Funding delta: -0.00000415
Funding abs: 0.00039791
Funding pressure: 0.00040206
Open interest: 30758087
Volume 24h: 101521247
Quote volume 24h: 163515777.62388
Price change 24h %: -1.271

Quality

Capture latency ms: 7146
Order book timestamp: 2026-07-01 03:22:06.626000+02:00
Ticker timestamp: 2026-07-01 03:21:58.352000+02:00
Trades timestamp: 2026-07-01 03:22:07.644000+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: 1.5995
Best ask: 1.5996
Spread: 0.0001
Spread %: 0.006252
Mid price: 1.59955
Last price: 1.601
Mark price: -
Index price: 1.5999

Order Book

Bid depth 5: 45
Ask depth 5: 236
Bid depth 10: 233
Ask depth 10: 353
Bid depth 20: 996
Ask depth 20: 957
Imbalance 5: -0.679715
Imbalance 10: -0.204778
Imbalance 20: 0.019969
Top bid size: 1
Top ask size: 33
Bid wall score: 0.001004
Ask wall score: 0.034483

Dynamics

Bid depth 5 delta: -273
Ask depth 5 delta: 179
Imbalance 5 delta: -1.375715
Bid depth 10 delta: -146
Ask depth 10 delta: 176
Imbalance 10 delta: -0.568088
Spread delta: -0.0003
Mid price delta: -0.00165
Wall shift score: -0.400974

Tape

Buy volume: 561
Sell volume: 337
Buy/sell delta: 224
Buy/sell ratio: 1.664688
Avg trade size: 8.98
Large trade count: 8
Largest trade size: 60

Candle

Return 1: -0.099838
Return 3: 0.413949
Volume 1: 445
Volume avg 5: 465.2
Momentum 5: -0.118535

Cross Exchange

Mid avg: 1.59975625
Mid median: 1.5995975
Price deviation %: -0.012893
Spread %: 0.160649

Funding / OI / Volume

Funding rate: 0.000401
Funding delta: 0
Funding abs: 0.000401
Funding pressure: 0.000401
Open interest: -
Volume 24h: 2030986
Quote volume 24h: 32679586.795
Price change 24h %: 0.15

Quality

Capture latency ms: 3969
Order book timestamp: 2026-07-01 03:21:59.601000+02:00
Ticker timestamp: 2026-07-01 03:21:59.006000+02:00
Trades timestamp: 2026-07-01 03:21:47.887000+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: 1.59661
Best ask: 1.60065
Spread: 0.00404
Spread %: 0.252716
Mid price: 1.59863
Last price: 1.60295
Mark price: -
Index price: -

Order Book

Bid depth 5: 2058
Ask depth 5: 4290
Bid depth 10: 6912
Ask depth 10: 5638
Bid depth 20: 41542
Ask depth 20: 43023
Imbalance 5: -0.351607
Imbalance 10: 0.101514
Imbalance 20: -0.017513
Top bid size: 199
Top ask size: 572
Bid wall score: 0.00479
Ask wall score: 0.013295

Dynamics

Bid depth 5 delta: -9966
Ask depth 5 delta: 530
Imbalance 5 delta: -0.875175
Bid depth 10 delta: -13669
Ask depth 10 delta: -107
Imbalance 10 delta: -0.462035
Spread delta: 0.00001
Mid price delta: 0.000105
Wall shift score: -0.007007

Tape

Buy volume: 2358
Sell volume: 2566
Buy/sell delta: -208
Buy/sell ratio: 0.91894
Avg trade size: 49.24
Large trade count: 7
Largest trade size: 322

Candle

Return 1: 0
Return 3: 0.930631
Volume 1: 0
Volume avg 5: 15.6
Momentum 5: 0.770101

Cross Exchange

Mid avg: 1.59973
Mid median: 1.5995975
Price deviation %: -0.068762
Spread %: 0.167216

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111307
Volume 24h: 194868
Quote volume 24h: 194868
Price change 24h %: 0.665683

Quality

Capture latency ms: 6245
Order book timestamp: 2026-07-01 03:21:54.638000+02:00
Ticker timestamp: 2026-07-01 03:21:55.665000+02:00
Trades timestamp: 2026-07-01 03:20:54.954000+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: 1.59778
Best ask: 1.60011
Spread: 0.00233
Spread %: 0.145721
Mid price: 1.598945
Last price: 1.60226
Mark price: 1.60035
Index price: 1.6

Order Book

Bid depth 5: 17
Ask depth 5: 12
Bid depth 10: 56
Ask depth 10: 52
Bid depth 20: 90
Ask depth 20: 86
Imbalance 5: 0.172414
Imbalance 10: 0.037037
Imbalance 20: 0.022727
Top bid size: 2
Top ask size: 2
Bid wall score: 0.022222
Ask wall score: 0.023256

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 5
Imbalance 5 delta: -0.309068
Bid depth 10 delta: -4
Ask depth 10 delta: 11
Imbalance 10 delta: -0.151082
Spread delta: 0.00057
Mid price delta: -0.002455
Wall shift score: 0.016378

Tape

Buy volume: 82
Sell volume: 43
Buy/sell delta: 39
Buy/sell ratio: 1.906977
Avg trade size: 1.25
Large trade count: 3
Largest trade size: 6

Candle

Return 1: -0.037433
Return 3: 0.571192
Volume 1: 6
Volume avg 5: 13.2
Momentum 5: 0.022473

Cross Exchange

Mid avg: 1.60034375
Mid median: 1.600725
Price deviation %: -0.087403
Spread %: 0.179649

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5519900
Quote volume 24h: 8894640
Price change 24h %: -1.05

Quality

Capture latency ms: 9459
Order book timestamp: 2026-07-01 03:21:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:28.894000+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: 1.6002
Best ask: 1.6003
Spread: 0.0001
Spread %: 0.006249
Mid price: 1.60025
Last price: 1.6012
Mark price: -
Index price: -

Order Book

Bid depth 5: 1511
Ask depth 5: 935
Bid depth 10: 1758
Ask depth 10: 1211
Bid depth 20: 3620
Ask depth 20: 3421
Imbalance 5: 0.235487
Imbalance 10: 0.184237
Imbalance 20: 0.028263
Top bid size: 8
Top ask size: 26
Bid wall score: 0.00221
Ask wall score: 0.0076

Dynamics

Bid depth 5 delta: 817
Ask depth 5 delta: 889
Imbalance 5 delta: -0.640189
Bid depth 10 delta: 669
Ask depth 10 delta: 310
Imbalance 10 delta: 0.089765
Spread delta: 0
Mid price delta: -0.0024
Wall shift score: -0.054257

Tape

Buy volume: 1575
Sell volume: 7729
Buy/sell delta: -6154
Buy/sell ratio: 0.203778
Avg trade size: 93.04
Large trade count: 7
Largest trade size: 1274

Candle

Return 1: -0.087358
Return 3: 0.451694
Volume 1: 12825
Volume avg 5: 48878
Momentum 5: -0.099825

Cross Exchange

Mid avg: 1.60094375
Mid median: 1.6013
Price deviation %: -0.043334
Spread %: 0.257661

Funding / OI / Volume

Funding rate: 0.00040206
Funding delta: 0.00000061
Funding abs: 0.00040206
Funding pressure: 0.00040267
Open interest: 30758959
Volume 24h: 101467930
Quote volume 24h: 163426107.56748
Price change 24h %: -1.173

Quality

Capture latency ms: 6692
Order book timestamp: 2026-07-01 03:21:29.479000+02:00
Ticker timestamp: 2026-07-01 03:21:27.019000+02:00
Trades timestamp: 2026-07-01 03:21:31.164000+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: 1.601
Best ask: 1.6014
Spread: 0.0004
Spread %: 0.024981
Mid price: 1.6012
Last price: 1.6005
Mark price: -
Index price: 1.5992

Order Book

Bid depth 5: 318
Ask depth 5: 57
Bid depth 10: 379
Ask depth 10: 177
Bid depth 20: 689
Ask depth 20: 470
Imbalance 5: 0.696
Imbalance 10: 0.363309
Imbalance 20: 0.188956
Top bid size: 262
Top ask size: 6
Bid wall score: 0.380261
Ask wall score: 0.012766

Dynamics

Bid depth 5 delta: 236
Ask depth 5 delta: -5
Imbalance 5 delta: 0.557111
Bid depth 10 delta: 100
Ask depth 10 delta: 46
Imbalance 10 delta: 0.002334
Spread delta: -0.0002
Mid price delta: -0.0003
Wall shift score: 0.332218

Tape

Buy volume: 571
Sell volume: 160
Buy/sell delta: 411
Buy/sell ratio: 3.56875
Avg trade size: 7.31
Large trade count: 5
Largest trade size: 60

Candle

Return 1: -0.131037
Return 3: 0.382589
Volume 1: 94
Volume avg 5: 395
Momentum 5: -0.149729

Cross Exchange

Mid avg: 1.60101875
Mid median: 1.60145
Price deviation %: 0.011321
Spread %: 0.257648

Funding / OI / Volume

Funding rate: 0.000401
Funding delta: 0
Funding abs: 0.000401
Funding pressure: 0.000401
Open interest: -
Volume 24h: 2030670
Quote volume 24h: 32674528.892
Price change 24h %: 0.11

Quality

Capture latency ms: 4228
Order book timestamp: 2026-07-01 03:21:23.453000+02:00
Ticker timestamp: 2026-07-01 03:21:22.893000+02:00
Trades timestamp: 2026-07-01 03:21:22.143000+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: 20818
gate: 20818
htx: 20670
mexc: 20815

By Symbol

VELVET/USDT:USDT: 83121

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