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: 83641
Total labels: 250923
Pending labels: 231440
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 09:18:27.145658+02:00
Recent trades snapshots: 83635
Micro candles: 1672620
Avg data quality: 76.0462930859267584
Latest latency: 5852 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 175 of 8365 · 83641 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 04:43:33.761470+02:00	gate	VELVET/USDT:USDT	1.632315	68	9381 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 04:43:24.271610+02:00	binance	VELVET/USDT:USDT	1.63465	80	7676 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 04:43:16.468696+02:00	mexc	VELVET/USDT:USDT	1.6353	78	4425 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 04:43:11.962718+02:00	htx	VELVET/USDT:USDT	1.632905	80	5401 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 04:42:55.665503+02:00	gate	VELVET/USDT:USDT	1.633675	68	9945 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 04:42:45.576674+02:00	binance	VELVET/USDT:USDT	1.63425	80	8186 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 04:42:37.286647+02:00	mexc	VELVET/USDT:USDT	1.63355	78	4094 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 04:42:33.091914+02:00	htx	VELVET/USDT:USDT	1.633605	80	5813 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 04:42:17.269593+02:00	gate	VELVET/USDT:USDT	1.633655	68	9369 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 04:42:07.777495+02:00	binance	VELVET/USDT:USDT	1.63775	80	6528 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.63117
Best ask: 1.63346
Spread: 0.00229
Spread %: 0.140292
Mid price: 1.632315
Last price: 1.6326
Mark price: 1.63253
Index price: 1.63251

Order Book

Bid depth 5: 13
Ask depth 5: 6
Bid depth 10: 36
Ask depth 10: 18
Bid depth 20: 95
Ask depth 20: 74
Imbalance 5: 0.368421
Imbalance 10: 0.333333
Imbalance 20: 0.12426
Top bid size: 2
Top ask size: 1
Bid wall score: 0.021053
Ask wall score: 0.013514

Dynamics

Bid depth 5 delta: -11
Ask depth 5 delta: 0
Imbalance 5 delta: -0.231579
Bid depth 10 delta: -27
Ask depth 10 delta: -27
Imbalance 10 delta: 0.166667
Spread delta: 0.00062
Mid price delta: -0.00136
Wall shift score: 0.00978

Tape

Buy volume: 64
Sell volume: 121
Buy/sell delta: -57
Buy/sell ratio: 0.528926
Avg trade size: 1.85
Large trade count: 8
Largest trade size: 12

Candle

Return 1: 0
Return 3: 0.257306
Volume 1: 0
Volume avg 5: 12.2
Momentum 5: 0.320145

Cross Exchange

Mid avg: 1.6341325
Mid median: 1.6341625
Price deviation %: -0.111221
Spread %: 0.146561

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5443800
Quote volume 24h: 8769045
Price change 24h %: 2.3

Quality

Capture latency ms: 9381
Order book timestamp: 2026-07-01 04:43:32+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:33.736000+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: 1.6346
Best ask: 1.6347
Spread: 0.0001
Spread %: 0.006118
Mid price: 1.63465
Last price: 1.635
Mark price: -
Index price: -

Order Book

Bid depth 5: 147
Ask depth 5: 182
Bid depth 10: 713
Ask depth 10: 1240
Bid depth 20: 2749
Ask depth 20: 2989
Imbalance 5: -0.106383
Imbalance 10: -0.269841
Imbalance 20: -0.041826
Top bid size: 12
Top ask size: 41
Bid wall score: 0.004365
Ask wall score: 0.013717

Dynamics

Bid depth 5 delta: -135
Ask depth 5 delta: -324
Imbalance 5 delta: 0.177881
Bid depth 10 delta: -161
Ask depth 10 delta: 422
Imbalance 10 delta: -0.302938
Spread delta: -0.0002
Mid price delta: 0.0004
Wall shift score: -0.000769

Tape

Buy volume: 3504
Sell volume: 872
Buy/sell delta: 2632
Buy/sell ratio: 4.018349
Avg trade size: 43.76
Large trade count: 5
Largest trade size: 463

Candle

Return 1: 0.048966
Return 3: 0.220723
Volume 1: 6900
Volume avg 5: 29457.6
Momentum 5: 0.436252

Cross Exchange

Mid avg: 1.6340325
Mid median: 1.6339625
Price deviation %: 0.03779
Spread %: 0.14657

Funding / OI / Volume

Funding rate: 0.00032759
Funding delta: 0
Funding abs: 0.00032759
Funding pressure: 0.00032759
Open interest: 30692422
Volume 24h: 99008617
Quote volume 24h: 159442413.38928
Price change 24h %: 1.945

Quality

Capture latency ms: 7676
Order book timestamp: 2026-07-01 04:43:22.117000+02:00
Ticker timestamp: 2026-07-01 04:43:14.947000+02:00
Trades timestamp: 2026-07-01 04:43:23.577000+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: 1.6352
Best ask: 1.6354
Spread: 0.0002
Spread %: 0.01223
Mid price: 1.6353
Last price: 1.6345
Mark price: -
Index price: 1.6314

Order Book

Bid depth 5: 66
Ask depth 5: 40
Bid depth 10: 174
Ask depth 10: 237
Bid depth 20: 450
Ask depth 20: 748
Imbalance 5: 0.245283
Imbalance 10: -0.153285
Imbalance 20: -0.248748
Top bid size: 2
Top ask size: 1
Bid wall score: 0.004444
Ask wall score: 0.001337

Dynamics

Bid depth 5 delta: 18
Ask depth 5 delta: -42
Imbalance 5 delta: 0.506821
Bid depth 10 delta: -88
Ask depth 10 delta: 58
Imbalance 10 delta: -0.341493
Spread delta: 0.0001
Mid price delta: 0.00175
Wall shift score: 0.045124

Tape

Buy volume: 656
Sell volume: 168
Buy/sell delta: 488
Buy/sell ratio: 3.904762
Avg trade size: 8.24
Large trade count: 7
Largest trade size: 61

Candle

Return 1: 0.024478
Return 3: 0.294533
Volume 1: 53
Volume avg 5: 254.8
Momentum 5: 0.467146

Cross Exchange

Mid avg: 1.633595
Mid median: 1.6336125
Price deviation %: 0.104371
Spread %: 0.082334

Funding / OI / Volume

Funding rate: 0.000327
Funding delta: 0.000005
Funding abs: 0.000327
Funding pressure: 0.000332
Open interest: -
Volume 24h: 1999858
Quote volume 24h: 32179753.822
Price change 24h %: 2.24

Quality

Capture latency ms: 4425
Order book timestamp: 2026-07-01 04:43:14.966000+02:00
Ticker timestamp: 2026-07-01 04:43:13.777000+02:00
Trades timestamp: 2026-07-01 04:43:12.814000+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: 1.63085
Best ask: 1.63496
Spread: 0.00411
Spread %: 0.251699
Mid price: 1.632905
Last price: 1.63035
Mark price: -
Index price: -

Order Book

Bid depth 5: 12120
Ask depth 5: 4972
Bid depth 10: 18111
Ask depth 10: 8431
Bid depth 20: 49103
Ask depth 20: 29762
Imbalance 5: 0.418207
Imbalance 10: 0.364705
Imbalance 20: 0.245242
Top bid size: 94
Top ask size: 13
Bid wall score: 0.001914
Ask wall score: 0.000437

Dynamics

Bid depth 5 delta: 591
Ask depth 5 delta: 732
Imbalance 5 delta: -0.044029
Bid depth 10 delta: 393
Ask depth 10 delta: -1292
Imbalance 10 delta: 0.073353
Spread delta: 0.0004
Mid price delta: -0.0007
Wall shift score: -0.000415

Tape

Buy volume: 3824
Sell volume: 3122
Buy/sell delta: 702
Buy/sell ratio: 1.224856
Avg trade size: 69.46
Large trade count: 7
Largest trade size: 534

Candle

Return 1: 0
Return 3: 0.141273
Volume 1: 0
Volume avg 5: 263.2
Momentum 5: 0.147425

Cross Exchange

Mid avg: 1.63377
Mid median: 1.63364
Price deviation %: -0.052945
Spread %: 0.042846

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 112281
Volume 24h: 196166
Quote volume 24h: 196166
Price change 24h %: 2.38641

Quality

Capture latency ms: 5401
Order book timestamp: 2026-07-01 04:43:09.896000+02:00
Ticker timestamp: 2026-07-01 04:43:10.904000+02:00
Trades timestamp: 2026-07-01 04:41:12.615000+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: 1.63284
Best ask: 1.63451
Spread: 0.00167
Spread %: 0.102224
Mid price: 1.633675
Last price: 1.6326
Mark price: 1.6326
Index price: 1.632588

Order Book

Bid depth 5: 24
Ask depth 5: 6
Bid depth 10: 63
Ask depth 10: 45
Bid depth 20: 105
Ask depth 20: 85
Imbalance 5: 0.6
Imbalance 10: 0.166667
Imbalance 20: 0.105263
Top bid size: 1
Top ask size: 1
Bid wall score: 0.009524
Ask wall score: 0.011765

Dynamics

Bid depth 5 delta: -18
Ask depth 5 delta: 1
Imbalance 5 delta: -0.187234
Bid depth 10 delta: -3
Ask depth 10 delta: 1
Imbalance 10 delta: -0.033333
Spread delta: -0.00044
Mid price delta: 0.00002
Wall shift score: -0.018374

Tape

Buy volume: 64
Sell volume: 121
Buy/sell delta: -57
Buy/sell ratio: 0.528926
Avg trade size: 1.85
Large trade count: 8
Largest trade size: 12

Candle

Return 1: -0.07039
Return 3: 0.320145
Volume 1: 11
Volume avg 5: 13.2
Momentum 5: 0.384296

Cross Exchange

Mid avg: 1.633765
Mid median: 1.63363
Price deviation %: -0.005509
Spread %: 0.042846

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5443800
Quote volume 24h: 8769045
Price change 24h %: 2.02

Quality

Capture latency ms: 9945
Order book timestamp: 2026-07-01 04:42:54+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:33.736000+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: 1.6341
Best ask: 1.6344
Spread: 0.0003
Spread %: 0.018357
Mid price: 1.63425
Last price: 1.634
Mark price: -
Index price: -

Order Book

Bid depth 5: 282
Ask depth 5: 506
Bid depth 10: 874
Ask depth 10: 818
Bid depth 20: 3195
Ask depth 20: 2706
Imbalance 5: -0.284264
Imbalance 10: 0.033097
Imbalance 20: 0.082867
Top bid size: 8
Top ask size: 30
Bid wall score: 0.002504
Ask wall score: 0.011086

Dynamics

Bid depth 5 delta: -288
Ask depth 5 delta: 151
Imbalance 5 delta: -0.516696
Bid depth 10 delta: -111
Ask depth 10 delta: -182
Imbalance 10 delta: 0.040654
Spread delta: 0.0002
Mid price delta: -0.0035
Wall shift score: -0.011106

Tape

Buy volume: 2993
Sell volume: 2247
Buy/sell delta: 746
Buy/sell ratio: 1.331998
Avg trade size: 52.4
Large trade count: 10
Largest trade size: 253

Candle

Return 1: -0.134458
Return 3: 0.516732
Volume 1: 31315
Volume avg 5: 30274.2
Momentum 5: 0.362386

Cross Exchange

Mid avg: 1.63464
Mid median: 1.63363
Price deviation %: -0.023858
Spread %: 0.256937

Funding / OI / Volume

Funding rate: 0.00032759
Funding delta: 0
Funding abs: 0.00032759
Funding pressure: 0.00032759
Open interest: 30692108
Volume 24h: 99045601
Quote volume 24h: 159505619.01988
Price change 24h %: 1.661

Quality

Capture latency ms: 8186
Order book timestamp: 2026-07-01 04:42:43.408000+02:00
Ticker timestamp: 2026-07-01 04:42:38.771000+02:00
Trades timestamp: 2026-07-01 04:42:44.214000+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: 1.6335
Best ask: 1.6336
Spread: 0.0001
Spread %: 0.006122
Mid price: 1.63355
Last price: 1.6349
Mark price: -
Index price: 1.6326

Order Book

Bid depth 5: 48
Ask depth 5: 82
Bid depth 10: 262
Ask depth 10: 179
Bid depth 20: 665
Ask depth 20: 422
Imbalance 5: -0.261538
Imbalance 10: 0.188209
Imbalance 20: 0.223551
Top bid size: 2
Top ask size: 19
Bid wall score: 0.003008
Ask wall score: 0.045024

Dynamics

Bid depth 5 delta: -81
Ask depth 5 delta: -41
Imbalance 5 delta: -0.285348
Bid depth 10 delta: -420
Ask depth 10 delta: -180
Imbalance 10 delta: -0.12207
Spread delta: -0.0003
Mid price delta: -0.00245
Wall shift score: -0.000871

Tape

Buy volume: 343
Sell volume: 537
Buy/sell delta: -194
Buy/sell ratio: 0.638734
Avg trade size: 8.8
Large trade count: 11
Largest trade size: 61

Candle

Return 1: -0.116172
Return 3: 0.448872
Volume 1: 104
Volume avg 5: 216.4
Momentum 5: 0.177838

Cross Exchange

Mid avg: 1.6352525
Mid median: 1.6348275
Price deviation %: -0.104112
Spread %: 0.253478

Funding / OI / Volume

Funding rate: 0.000322
Funding delta: -0.000003
Funding abs: 0.000322
Funding pressure: 0.000325
Open interest: -
Volume 24h: 1999513
Quote volume 24h: 32174117.511
Price change 24h %: 2.27

Quality

Capture latency ms: 4094
Order book timestamp: 2026-07-01 04:42:35.784000+02:00
Ticker timestamp: 2026-07-01 04:42:34.764000+02:00
Trades timestamp: 2026-07-01 04:42:35.594000+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: 1.63175
Best ask: 1.63546
Spread: 0.00371
Spread %: 0.227105
Mid price: 1.633605
Last price: 1.63035
Mark price: -
Index price: -

Order Book

Bid depth 5: 11529
Ask depth 5: 4240
Bid depth 10: 17718
Ask depth 10: 9723
Bid depth 20: 50625
Ask depth 20: 34306
Imbalance 5: 0.462236
Imbalance 10: 0.291352
Imbalance 20: 0.192144
Top bid size: 115
Top ask size: 13
Bid wall score: 0.002272
Ask wall score: 0.000379

Dynamics

Bid depth 5 delta: -6973
Ask depth 5 delta: -1221
Imbalance 5 delta: -0.081978
Bid depth 10 delta: -8087
Ask depth 10 delta: -3550
Imbalance 10 delta: -0.02934
Spread delta: 0.0005
Mid price delta: -0.00065
Wall shift score: -0.031897

Tape

Buy volume: 3824
Sell volume: 3122
Buy/sell delta: 702
Buy/sell ratio: 1.224856
Avg trade size: 69.46
Large trade count: 7
Largest trade size: 534

Candle

Return 1: 0
Return 3: 0.147425
Volume 1: 0
Volume avg 5: 275.2
Momentum 5: 0.141273

Cross Exchange

Mid avg: 1.635415
Mid median: 1.6351275
Price deviation %: -0.110675
Spread %: 0.250395

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 112281
Volume 24h: 196228
Quote volume 24h: 196228
Price change 24h %: 2.38641

Quality

Capture latency ms: 5813
Order book timestamp: 2026-07-01 04:42:30.996000+02:00
Ticker timestamp: 2026-07-01 04:42:32.001000+02:00
Trades timestamp: 2026-07-01 04:41:12.615000+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: 1.6326
Best ask: 1.63471
Spread: 0.00211
Spread %: 0.129158
Mid price: 1.633655
Last price: 1.63294
Mark price: 1.63383
Index price: 1.63421

Order Book

Bid depth 5: 42
Ask depth 5: 5
Bid depth 10: 66
Ask depth 10: 44
Bid depth 20: 107
Ask depth 20: 84
Imbalance 5: 0.787234
Imbalance 10: 0.2
Imbalance 20: 0.120419
Top bid size: 3
Top ask size: 1
Bid wall score: 0.028037
Ask wall score: 0.011905

Dynamics

Bid depth 5 delta: 18
Ask depth 5 delta: 0
Imbalance 5 delta: 0.132062
Bid depth 10 delta: 24
Ask depth 10 delta: 28
Imbalance 10 delta: -0.248276
Spread delta: -0.00022
Mid price delta: 0.00008
Wall shift score: 0.022161

Tape

Buy volume: 64
Sell volume: 126
Buy/sell delta: -62
Buy/sell ratio: 0.507937
Avg trade size: 1.9
Large trade count: 8
Largest trade size: 12

Candle

Return 1: -0.07039
Return 3: 0.320145
Volume 1: 11
Volume avg 5: 13.2
Momentum 5: 0.384296

Cross Exchange

Mid avg: 1.635395
Mid median: 1.6351275
Price deviation %: -0.106396
Spread %: 0.25529

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5443000
Quote volume 24h: 8767738
Price change 24h %: 2.04

Quality

Capture latency ms: 9369
Order book timestamp: 2026-07-01 04:42:16+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:33.736000+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: 1.6377
Best ask: 1.6378
Spread: 0.0001
Spread %: 0.006106
Mid price: 1.63775
Last price: 1.6362
Mark price: -
Index price: -

Order Book

Bid depth 5: 570
Ask depth 5: 355
Bid depth 10: 985
Ask depth 10: 1000
Bid depth 20: 4371
Ask depth 20: 4026
Imbalance 5: 0.232432
Imbalance 10: -0.007557
Imbalance 20: 0.041086
Top bid size: 74
Top ask size: 58
Bid wall score: 0.01693
Ask wall score: 0.014406

Dynamics

Bid depth 5 delta: -194
Ask depth 5 delta: -154
Imbalance 5 delta: 0.032118
Bid depth 10 delta: -607
Ask depth 10 delta: -1021
Imbalance 10 delta: 0.111181
Spread delta: -0.0002
Mid price delta: 0.0034
Wall shift score: -0.026382

Tape

Buy volume: 6522
Sell volume: 1798
Buy/sell delta: 4724
Buy/sell ratio: 3.627364
Avg trade size: 83.2
Large trade count: 8
Largest trade size: 718

Candle

Return 1: 0.128346
Return 3: 0.78125
Volume 1: 7663
Volume avg 5: 25543.8
Momentum 5: 0.626497

Cross Exchange

Mid avg: 1.634545
Mid median: 1.6343025
Price deviation %: 0.196079
Spread %: 0.148359

Funding / OI / Volume

Funding rate: 0.00032759
Funding delta: 0.00000473
Funding abs: 0.00032759
Funding pressure: 0.00033232
Open interest: 30692377
Volume 24h: 99052823
Quote volume 24h: 159516284.73428
Price change 24h %: 1.526

Quality

Capture latency ms: 6528
Order book timestamp: 2026-07-01 04:42:05.595000+02:00
Ticker timestamp: 2026-07-01 04:41:58.635000+02:00
Trades timestamp: 2026-07-01 04:42:06.727000+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: 20949
gate: 20948
htx: 20798
mexc: 20946

By Symbol

VELVET/USDT:USDT: 83641

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