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: 84055
Total labels: 252165
Pending labels: 232682
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 10:28:49.446818+02:00
Recent trades snapshots: 84049
Micro candles: 1680900
Avg data quality: 76.0433287728273154
Latest latency: 5387 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 176 of 8406 · 84055 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 05:48:01.782533+02:00	gate	VELVET/USDT:USDT	1.594115	68	9528 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 05:47:52.146746+02:00	binance	VELVET/USDT:USDT	1.59605	80	7723 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 05:47:44.321061+02:00	mexc	VELVET/USDT:USDT	1.5971	78	4218 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 05:47:40.024372+02:00	htx	VELVET/USDT:USDT	1.597125	80	15806 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 05:46:54.750138+02:00	gate	VELVET/USDT:USDT	1.596235	68	9323 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 05:46:45.335379+02:00	binance	VELVET/USDT:USDT	1.5979	80	6807 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 05:46:38.437973+02:00	mexc	VELVET/USDT:USDT	1.5973	78	4700 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 05:46:33.680550+02:00	htx	VELVET/USDT:USDT	1.580485	90	4600 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 05:46:19.609145+02:00	gate	VELVET/USDT:USDT	1.59467	68	9619 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 05:46:09.875173+02:00	binance	VELVET/USDT:USDT	1.59435	80	6073 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.59334
Best ask: 1.59489
Spread: 0.00155
Spread %: 0.097233
Mid price: 1.594115
Last price: 1.59513
Mark price: 1.59699
Index price: 1.596338

Order Book

Bid depth 5: 18
Ask depth 5: 11
Bid depth 10: 58
Ask depth 10: 51
Bid depth 20: 101
Ask depth 20: 85
Imbalance 5: 0.241379
Imbalance 10: 0.06422
Imbalance 20: 0.086022
Top bid size: 1
Top ask size: 1
Bid wall score: 0.009901
Ask wall score: 0.011765

Dynamics

Bid depth 5 delta: -29
Ask depth 5 delta: 5
Imbalance 5 delta: -0.532206
Bid depth 10 delta: -6
Ask depth 10 delta: 34
Imbalance 10 delta: -0.516027
Spread delta: -0.00044
Mid price delta: -0.00212
Wall shift score: 0.009265

Tape

Buy volume: 70
Sell volume: 80
Buy/sell delta: -10
Buy/sell ratio: 0.875
Avg trade size: 1.5
Large trade count: 6
Largest trade size: 7

Candle

Return 1: -0.128351
Return 3: 0.120511
Volume 1: 2
Volume avg 5: 8
Momentum 5: 0.353568

Cross Exchange

Mid avg: 1.5966275
Mid median: 1.5966675
Price deviation %: -0.157363
Spread %: 0.067329

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5277900
Quote volume 24h: 8477224
Price change 24h %: -5.59

Quality

Capture latency ms: 9528
Order book timestamp: 2026-07-01 05:48:00+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:37.680000+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: 1.596
Best ask: 1.5961
Spread: 0.0001
Spread %: 0.006265
Mid price: 1.59605
Last price: 1.5967
Mark price: -
Index price: -

Order Book

Bid depth 5: 1349
Ask depth 5: 347
Bid depth 10: 3294
Ask depth 10: 1042
Bid depth 20: 6125
Ask depth 20: 3550
Imbalance 5: 0.590802
Imbalance 10: 0.519373
Imbalance 20: 0.26615
Top bid size: 1262
Top ask size: 77
Bid wall score: 0.206041
Ask wall score: 0.02169

Dynamics

Bid depth 5 delta: 1136
Ask depth 5 delta: -433
Imbalance 5 delta: 1.161799
Bid depth 10 delta: 2630
Ask depth 10 delta: 136
Imbalance 10 delta: 0.673513
Spread delta: -0.0001
Mid price delta: -0.00185
Wall shift score: 0.223245

Tape

Buy volume: 655
Sell volume: 14366
Buy/sell delta: -13711
Buy/sell ratio: 0.045594
Avg trade size: 150.21
Large trade count: 10
Largest trade size: 2102

Candle

Return 1: -0.281074
Return 3: 0.465672
Volume 1: 22816
Volume avg 5: 31370.6
Momentum 5: 0.478318

Cross Exchange

Mid avg: 1.59709
Mid median: 1.5971125
Price deviation %: -0.065118
Spread %: 0.104252

Funding / OI / Volume

Funding rate: 0.00026487
Funding delta: -0.0000004
Funding abs: 0.00026487
Funding pressure: 0.00026527
Open interest: 30600587
Volume 24h: 96232602
Quote volume 24h: 154626720.02738
Price change 24h %: -6.01

Quality

Capture latency ms: 7723
Order book timestamp: 2026-07-01 05:47:50.012000+02:00
Ticker timestamp: 2026-07-01 05:47:43.783000+02:00
Trades timestamp: 2026-07-01 05:47:51.075000+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: 1.597
Best ask: 1.5972
Spread: 0.0002
Spread %: 0.012523
Mid price: 1.5971
Last price: 1.5999
Mark price: -
Index price: 1.5964

Order Book

Bid depth 5: 78
Ask depth 5: 81
Bid depth 10: 266
Ask depth 10: 220
Bid depth 20: 1689
Ask depth 20: 467
Imbalance 5: -0.018868
Imbalance 10: 0.09465
Imbalance 20: 0.56679
Top bid size: 1
Top ask size: 14
Bid wall score: 0.000592
Ask wall score: 0.029979

Dynamics

Bid depth 5 delta: -131
Ask depth 5 delta: -8
Imbalance 5 delta: -0.421552
Bid depth 10 delta: -217
Ask depth 10 delta: -116
Imbalance 10 delta: -0.084837
Spread delta: -0.0002
Mid price delta: -0.0002
Wall shift score: 0.030229

Tape

Buy volume: 870
Sell volume: 313
Buy/sell delta: 557
Buy/sell ratio: 2.779553
Avg trade size: 11.83
Large trade count: 5
Largest trade size: 121

Candle

Return 1: -0.175011
Return 3: 0.471817
Volume 1: 723
Volume avg 5: 354
Momentum 5: 0.598388

Cross Exchange

Mid avg: 1.59714
Mid median: 1.5972125
Price deviation %: -0.002504
Spread %: 0.104249

Funding / OI / Volume

Funding rate: 0.000265
Funding delta: -0.000002
Funding abs: 0.000265
Funding pressure: 0.000267
Open interest: -
Volume 24h: 1972204
Quote volume 24h: 31720398.875
Price change 24h %: 0.08

Quality

Capture latency ms: 4218
Order book timestamp: 2026-07-01 05:47:42.822000+02:00
Ticker timestamp: 2026-07-01 05:47:40.761000+02:00
Trades timestamp: 2026-07-01 05:47:42.318000+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: 1.59552
Best ask: 1.59873
Spread: 0.00321
Spread %: 0.200986
Mid price: 1.597125
Last price: 1.59848
Mark price: -
Index price: -

Order Book

Bid depth 5: 4497
Ask depth 5: 259
Bid depth 10: 6375
Ask depth 10: 1244
Bid depth 20: 10189
Ask depth 20: 6425
Imbalance 5: 0.891085
Imbalance 10: 0.673448
Imbalance 20: 0.226556
Top bid size: 261
Top ask size: 14
Bid wall score: 0.025616
Ask wall score: 0.002179

Dynamics

Bid depth 5 delta: 258
Ask depth 5 delta: -75
Imbalance 5 delta: 0.03716
Bid depth 10 delta: 210
Ask depth 10 delta: -484
Imbalance 10 delta: 0.111304
Spread delta: -0.0338
Mid price delta: 0.01664
Wall shift score: -0.025281

Tape

Buy volume: 3188
Sell volume: 3336
Buy/sell delta: -148
Buy/sell ratio: 0.955635
Avg trade size: 65.24
Large trade count: 7
Largest trade size: 534

Candle

Return 1: 0
Return 3: 0.777354
Volume 1: 0
Volume avg 5: 27.2
Momentum 5: 0.777354

Cross Exchange

Mid avg: 1.59298
Mid median: 1.5967675
Price deviation %: 0.260204
Spread %: 1.093234

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111966
Volume 24h: 192744
Quote volume 24h: 192744
Price change 24h %: 0.384966

Quality

Capture latency ms: 15806
Order book timestamp: 2026-07-01 05:47:38.696000+02:00
Ticker timestamp: 2026-07-01 05:47:38.986000+02:00
Trades timestamp: 2026-07-01 05:45:48.704000+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: 1.59524
Best ask: 1.59723
Spread: 0.00199
Spread %: 0.124668
Mid price: 1.596235
Last price: 1.59785
Mark price: 1.59602
Index price: 1.595515

Order Book

Bid depth 5: 47
Ask depth 5: 6
Bid depth 10: 64
Ask depth 10: 17
Bid depth 20: 112
Ask depth 20: 69
Imbalance 5: 0.773585
Imbalance 10: 0.580247
Imbalance 20: 0.237569
Top bid size: 2
Top ask size: 2
Bid wall score: 0.017857
Ask wall score: 0.028986

Dynamics

Bid depth 5 delta: 29
Ask depth 5 delta: -1
Imbalance 5 delta: 0.333585
Bid depth 10 delta: 23
Ask depth 10 delta: -1
Imbalance 10 delta: 0.190416
Spread delta: -0.00001
Mid price delta: 0.001565
Wall shift score: -0.058167

Tape

Buy volume: 77
Sell volume: 76
Buy/sell delta: 1
Buy/sell ratio: 1.013158
Avg trade size: 1.53
Large trade count: 6
Largest trade size: 7

Candle

Return 1: 0.291236
Return 3: 0.52469
Volume 1: 9
Volume avg 5: 7
Momentum 5: 0.832355

Cross Exchange

Mid avg: 1.59258875
Mid median: 1.595985
Price deviation %: 0.228951
Spread %: 1.093503

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5277000
Quote volume 24h: 8475787
Price change 24h %: -5.82

Quality

Capture latency ms: 9323
Order book timestamp: 2026-07-01 05:46:53+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:37.603000+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: 1.5978
Best ask: 1.598
Spread: 0.0002
Spread %: 0.012516
Mid price: 1.5979
Last price: 1.5974
Mark price: -
Index price: -

Order Book

Bid depth 5: 213
Ask depth 5: 780
Bid depth 10: 664
Ask depth 10: 906
Bid depth 20: 5372
Ask depth 20: 2548
Imbalance 5: -0.570997
Imbalance 10: -0.15414
Imbalance 20: 0.356566
Top bid size: 4
Top ask size: 101
Bid wall score: 0.000745
Ask wall score: 0.039639

Dynamics

Bid depth 5 delta: -4032
Ask depth 5 delta: 691
Imbalance 5 delta: -1.529926
Bid depth 10 delta: -3780
Ask depth 10 delta: 56
Imbalance 10 delta: -0.833022
Spread delta: 0.0001
Mid price delta: 0.00355
Wall shift score: -0.041098

Tape

Buy volume: 10433
Sell volume: 2223
Buy/sell delta: 8210
Buy/sell ratio: 4.693207
Avg trade size: 126.56
Large trade count: 8
Largest trade size: 1808

Candle

Return 1: 0.219477
Return 3: 0.414677
Volume 1: 14835
Volume avg 5: 25032.4
Momentum 5: 0.604306

Cross Exchange

Mid avg: 1.59170125
Mid median: 1.59451
Price deviation %: 0.389442
Spread %: 1.056417

Funding / OI / Volume

Funding rate: 0.00026527
Funding delta: 0
Funding abs: 0.00026527
Funding pressure: 0.00026527
Open interest: 30610160
Volume 24h: 96291015
Quote volume 24h: 154732238.50188
Price change 24h %: -6.404

Quality

Capture latency ms: 6807
Order book timestamp: 2026-07-01 05:46:43.208000+02:00
Ticker timestamp: 2026-07-01 05:46:33.078000+02:00
Trades timestamp: 2026-07-01 05:46:44.827000+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: 1.5971
Best ask: 1.5975
Spread: 0.0004
Spread %: 0.025042
Mid price: 1.5973
Last price: 1.5961
Mark price: -
Index price: 1.5947

Order Book

Bid depth 5: 209
Ask depth 5: 89
Bid depth 10: 483
Ask depth 10: 336
Bid depth 20: 924
Ask depth 20: 781
Imbalance 5: 0.402685
Imbalance 10: 0.179487
Imbalance 20: 0.083871
Top bid size: 23
Top ask size: 66
Bid wall score: 0.024892
Ask wall score: 0.084507

Dynamics

Bid depth 5 delta: 34
Ask depth 5 delta: -7
Imbalance 5 delta: 0.111172
Bid depth 10 delta: 112
Ask depth 10 delta: 159
Imbalance 10 delta: -0.174527
Spread delta: 0.0001
Mid price delta: 0.00275
Wall shift score: 0.02636

Tape

Buy volume: 754
Sell volume: 240
Buy/sell delta: 514
Buy/sell ratio: 3.141667
Avg trade size: 9.94
Large trade count: 6
Largest trade size: 133

Candle

Return 1: 0.119063
Return 3: 0.471639
Volume 1: 53
Volume avg 5: 216.2
Momentum 5: 0.598161

Cross Exchange

Mid avg: 1.59101375
Mid median: 1.59445
Price deviation %: 0.39511
Spread %: 0.89157

Funding / OI / Volume

Funding rate: 0.000267
Funding delta: 0
Funding abs: 0.000267
Funding pressure: 0.000267
Open interest: -
Volume 24h: 1971336
Quote volume 24h: 31706517.688
Price change 24h %: -0.15

Quality

Capture latency ms: 4700
Order book timestamp: 2026-07-01 05:46:36.923000+02:00
Ticker timestamp: 2026-07-01 05:46:35.018000+02:00
Trades timestamp: 2026-07-01 05:46:35.594000+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: 1.56198
Best ask: 1.59899
Spread: 0.03701
Spread %: 2.341686
Mid price: 1.580485
Last price: 1.59848
Mark price: -
Index price: -

Order Book

Bid depth 5: 4239
Ask depth 5: 334
Bid depth 10: 6165
Ask depth 10: 1728
Bid depth 20: 10902
Ask depth 20: 6632
Imbalance 5: 0.853925
Imbalance 10: 0.562144
Imbalance 20: 0.243527
Top bid size: 684
Top ask size: 93
Bid wall score: 0.062741
Ask wall score: 0.014023

Dynamics

Bid depth 5 delta: 1468
Ask depth 5 delta: -5267
Imbalance 5 delta: 1.191957
Bid depth 10 delta: -1433
Ask depth 10 delta: -5212
Imbalance 10 delta: 0.516883
Spread delta: 0.03289
Mid price delta: -0.013695
Wall shift score: 0.075674

Tape

Buy volume: 3188
Sell volume: 3336
Buy/sell delta: -148
Buy/sell ratio: 0.955635
Avg trade size: 65.24
Large trade count: 7
Largest trade size: 534

Candle

Return 1: 0
Return 3: 0.777354
Volume 1: 0
Volume avg 5: 39.6
Momentum 5: 0.514368

Cross Exchange

Mid avg: 1.5944375
Mid median: 1.59445
Price deviation %: -0.875073
Spread %: 0.030732

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111966
Volume 24h: 192780
Quote volume 24h: 192780
Price change 24h %: 0.384966

Quality

Capture latency ms: 4600
Order book timestamp: 2026-07-01 05:46:31.496000+02:00
Ticker timestamp: 2026-07-01 05:46:32.657000+02:00
Trades timestamp: 2026-07-01 05:45:48.704000+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: 1.59367
Best ask: 1.59567
Spread: 0.002
Spread %: 0.125418
Mid price: 1.59467
Last price: 1.59598
Mark price: 1.59408
Index price: 1.594085

Order Book

Bid depth 5: 18
Ask depth 5: 7
Bid depth 10: 41
Ask depth 10: 18
Bid depth 20: 98
Ask depth 20: 82
Imbalance 5: 0.44
Imbalance 10: 0.389831
Imbalance 20: 0.088889
Top bid size: 7
Top ask size: 2
Bid wall score: 0.071429
Ask wall score: 0.02439

Dynamics

Bid depth 5 delta: -29
Ask depth 5 delta: 2
Imbalance 5 delta: -0.367692
Bid depth 10 delta: -35
Ask depth 10 delta: -21
Imbalance 10 delta: 0.068091
Spread delta: 0.00054
Mid price delta: 0.00075
Wall shift score: 0.043409

Tape

Buy volume: 72
Sell volume: 81
Buy/sell delta: -9
Buy/sell ratio: 0.888889
Avg trade size: 1.53
Large trade count: 6
Largest trade size: 7

Candle

Return 1: 0.173863
Return 3: 0.407044
Volume 1: 4
Volume avg 5: 6
Momentum 5: 0.714349

Cross Exchange

Mid avg: 1.59425
Mid median: 1.594265
Price deviation %: 0.026345
Spread %: 0.039517

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5276700
Quote volume 24h: 8475308
Price change 24h %: -5.93

Quality

Capture latency ms: 9619
Order book timestamp: 2026-07-01 05:46:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:37.577000+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: 1.5943
Best ask: 1.5944
Spread: 0.0001
Spread %: 0.006272
Mid price: 1.59435
Last price: 1.5951
Mark price: -
Index price: -

Order Book

Bid depth 5: 4245
Ask depth 5: 89
Bid depth 10: 4444
Ask depth 10: 850
Bid depth 20: 7422
Ask depth 20: 3111
Imbalance 5: 0.958929
Imbalance 10: 0.678882
Imbalance 20: 0.409285
Top bid size: 76
Top ask size: 25
Bid wall score: 0.01024
Ask wall score: 0.008036

Dynamics

Bid depth 5 delta: 3761
Ask depth 5 delta: -1
Imbalance 5 delta: 0.272518
Bid depth 10 delta: 2057
Ask depth 10 delta: 472
Imbalance 10 delta: -0.047701
Spread delta: 0
Mid price delta: -0.0004
Wall shift score: -0.003938

Tape

Buy volume: 2995
Sell volume: 2603
Buy/sell delta: 392
Buy/sell ratio: 1.150595
Avg trade size: 55.98
Large trade count: 4
Largest trade size: 348

Candle

Return 1: 0.018812
Return 3: 0.213622
Volume 1: 1649
Volume avg 5: 22395.2
Momentum 5: 0.40287

Cross Exchange

Mid avg: 1.59435
Mid median: 1.594365
Price deviation %: 0
Spread %: 0.052059

Funding / OI / Volume

Funding rate: 0.00026527
Funding delta: -0.00000246
Funding abs: 0.00026527
Funding pressure: 0.00026773
Open interest: 30612202
Volume 24h: 96242580
Quote volume 24h: 154649757.34578
Price change 24h %: -6.539

Quality

Capture latency ms: 6073
Order book timestamp: 2026-07-01 05:46:07.735000+02:00
Ticker timestamp: 2026-07-01 05:46:04.037000+02:00
Trades timestamp: 2026-07-01 05:46:08.838000+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: 21052
gate: 21052
htx: 20902
mexc: 21049

By Symbol

VELVET/USDT:USDT: 84055

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