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: 85089
Total labels: 255267
Pending labels: 235784
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 13:16:05.035033+02:00
Recent trades snapshots: 85081
Micro candles: 1701580
Avg data quality: 76.0400756854587550
Latest latency: 9973 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 178 of 8509 · 85089 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 08:27:16.606235+02:00	gate	VELVET/USDT:USDT	1.58732	68	9321 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 08:27:07.189287+02:00	binance	VELVET/USDT:USDT	1.59295	80	6751 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 08:27:00.352229+02:00	mexc	VELVET/USDT:USDT	1.59415	78	4121 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 08:26:56.159185+02:00	htx	VELVET/USDT:USDT	1.59137	90	4621 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 08:26:41.692361+02:00	gate	VELVET/USDT:USDT	1.592345	68	9899 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 08:26:31.641275+02:00	binance	VELVET/USDT:USDT	1.59215	80	6487 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 08:26:25.043476+02:00	mexc	VELVET/USDT:USDT	1.5927	68	5200 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 08:26:19.752994+02:00	htx	VELVET/USDT:USDT	1.5922	80	5848 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 08:26:03.035088+02:00	gate	VELVET/USDT:USDT	1.585555	68	9605 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 08:25:53.303143+02:00	binance	VELVET/USDT:USDT	1.58915	80	6725 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.58625
Best ask: 1.58839
Spread: 0.00214
Spread %: 0.134818
Mid price: 1.58732
Last price: 1.59074
Mark price: 1.59116
Index price: 1.59079

Order Book

Bid depth 5: 18
Ask depth 5: 17
Bid depth 10: 52
Ask depth 10: 57
Bid depth 20: 88
Ask depth 20: 100
Imbalance 5: 0.028571
Imbalance 10: -0.045872
Imbalance 20: -0.06383
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011364
Ask wall score: 0.01

Dynamics

Bid depth 5 delta: -9
Ask depth 5 delta: 11
Imbalance 5 delta: -0.607792
Bid depth 10 delta: -21
Ask depth 10 delta: 29
Imbalance 10 delta: -0.491416
Spread delta: 0.00025
Mid price delta: -0.005025
Wall shift score: -0.012703

Tape

Buy volume: 74
Sell volume: 64
Buy/sell delta: 10
Buy/sell ratio: 1.15625
Avg trade size: 1.38
Large trade count: 6
Largest trade size: 6

Candle

Return 1: -0.418365
Return 3: -0.207737
Volume 1: 3
Volume avg 5: 26.4
Momentum 5: 0.095976

Cross Exchange

Mid avg: 1.59270375
Mid median: 1.5926475
Price deviation %: -0.338026
Spread %: 0.174546

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4141200
Quote volume 24h: 6550567
Price change 24h %: 0.19

Quality

Capture latency ms: 9321
Order book timestamp: 2026-07-01 08:27:15+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:47.228000+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: 1.5929
Best ask: 1.593
Spread: 0.0001
Spread %: 0.006278
Mid price: 1.59295
Last price: 1.5939
Mark price: -
Index price: -

Order Book

Bid depth 5: 455
Ask depth 5: 475
Bid depth 10: 6590
Ask depth 10: 956
Bid depth 20: 7492
Ask depth 20: 3438
Imbalance 5: -0.021505
Imbalance 10: 0.746621
Imbalance 20: 0.370906
Top bid size: 93
Top ask size: 92
Bid wall score: 0.012413
Ask wall score: 0.02676

Dynamics

Bid depth 5 delta: 353
Ask depth 5 delta: 331
Imbalance 5 delta: 0.149226
Bid depth 10 delta: 5952
Ask depth 10 delta: -127
Imbalance 10 delta: 1.005191
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: -0.006715

Tape

Buy volume: 4794
Sell volume: 3825
Buy/sell delta: 969
Buy/sell ratio: 1.253333
Avg trade size: 86.19
Large trade count: 6
Largest trade size: 2610

Candle

Return 1: 0.050204
Return 3: 0.27044
Volume 1: 3759
Volume avg 5: 42576.6
Momentum 5: 0.643899

Cross Exchange

Mid avg: 1.59250375
Mid median: 1.5922475
Price deviation %: 0.028022
Spread %: 0.174568

Funding / OI / Volume

Funding rate: 0.00023173
Funding delta: -0.00000064
Funding abs: 0.00023173
Funding pressure: 0.00023237
Open interest: 30561696
Volume 24h: 83639031
Quote volume 24h: 132881227.63558
Price change 24h %: -0.499

Quality

Capture latency ms: 6751
Order book timestamp: 2026-07-01 08:27:05.063000+02:00
Ticker timestamp: 2026-07-01 08:26:57.110000+02:00
Trades timestamp: 2026-07-01 08:27:05.737000+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: 1.5941
Best ask: 1.5942
Spread: 0.0001
Spread %: 0.006273
Mid price: 1.59415
Last price: 1.5933
Mark price: -
Index price: 1.5909

Order Book

Bid depth 5: 67
Ask depth 5: 54
Bid depth 10: 175
Ask depth 10: 273
Bid depth 20: 482
Ask depth 20: 775
Imbalance 5: 0.107438
Imbalance 10: -0.21875
Imbalance 20: -0.233095
Top bid size: 14
Top ask size: 6
Bid wall score: 0.029046
Ask wall score: 0.007742

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: 7
Imbalance 5 delta: -0.022192
Bid depth 10 delta: 54
Ask depth 10 delta: 37
Imbalance 10 delta: 0.103379
Spread delta: -0.0003
Mid price delta: 0.00145
Wall shift score: 0.016563

Tape

Buy volume: 525
Sell volume: 614
Buy/sell delta: -89
Buy/sell ratio: 0.855049
Avg trade size: 11.39
Large trade count: 8
Largest trade size: 192

Candle

Return 1: 0.409449
Return 3: 0.510751
Volume 1: 940
Volume avg 5: 673
Momentum 5: 0.777644

Cross Exchange

Mid avg: 1.59214125
Mid median: 1.5922475
Price deviation %: 0.126167
Spread %: 0.083535

Funding / OI / Volume

Funding rate: 0.000231
Funding delta: 0
Funding abs: 0.000231
Funding pressure: 0.000231
Open interest: -
Volume 24h: 1886506
Quote volume 24h: 30100957.16
Price change 24h %: -0.33

Quality

Capture latency ms: 4121
Order book timestamp: 2026-07-01 08:26:58.800000+02:00
Ticker timestamp: 2026-07-01 08:26:58.755000+02:00
Trades timestamp: 2026-07-01 08:26:59.298000+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: 1.58485
Best ask: 1.59789
Spread: 0.01304
Spread %: 0.81942
Mid price: 1.59137
Last price: 1.5885
Mark price: -
Index price: -

Order Book

Bid depth 5: 4249
Ask depth 5: 421
Bid depth 10: 6088
Ask depth 10: 4623
Bid depth 20: 10511
Ask depth 20: 6644
Imbalance 5: 0.8197
Imbalance 10: 0.136775
Imbalance 20: 0.225415
Top bid size: 65
Top ask size: 29
Bid wall score: 0.006184
Ask wall score: 0.004365

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -129
Imbalance 5 delta: 0.048915
Bid depth 10 delta: 9
Ask depth 10 delta: -13
Imbalance 10 delta: 0.002104
Spread delta: -0.00166
Mid price delta: -0.00083
Wall shift score: 0.050229

Tape

Buy volume: 1310
Sell volume: 3138
Buy/sell delta: -1828
Buy/sell ratio: 0.417463
Avg trade size: 44.48
Large trade count: 4
Largest trade size: 304

Candle

Return 1: 0
Return 3: 0.643077
Volume 1: 0
Volume avg 5: 25.2
Momentum 5: 0.506169

Cross Exchange

Mid avg: 1.59234875
Mid median: 1.5922725
Price deviation %: -0.061466
Spread %: 0.03454

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111798
Volume 24h: 173688
Quote volume 24h: 173688
Price change 24h %: -0.241781

Quality

Capture latency ms: 4621
Order book timestamp: 2026-07-01 08:26:54.438000+02:00
Ticker timestamp: 2026-07-01 08:26:55.114000+02:00
Trades timestamp: 2026-07-01 08:25:52.928000+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: 1.5914
Best ask: 1.59329
Spread: 0.00189
Spread %: 0.118693
Mid price: 1.592345
Last price: 1.59031
Mark price: 1.59116
Index price: 1.59113

Order Book

Bid depth 5: 27
Ask depth 5: 6
Bid depth 10: 73
Ask depth 10: 28
Bid depth 20: 115
Ask depth 20: 68
Imbalance 5: 0.636364
Imbalance 10: 0.445545
Imbalance 20: 0.256831
Top bid size: 5
Top ask size: 2
Bid wall score: 0.043478
Ask wall score: 0.029412

Dynamics

Bid depth 5 delta: 14
Ask depth 5 delta: -11
Imbalance 5 delta: 0.769697
Bid depth 10 delta: 49
Ask depth 10 delta: -6
Imbalance 10 delta: 0.617958
Spread delta: -0.00068
Mid price delta: 0.00679
Wall shift score: 0.000959

Tape

Buy volume: 72
Sell volume: 65
Buy/sell delta: 7
Buy/sell ratio: 1.107692
Avg trade size: 1.37
Large trade count: 5
Largest trade size: 6

Candle

Return 1: 0.154926
Return 3: 0.536088
Volume 1: 6
Volume avg 5: 36
Momentum 5: 0.762861

Cross Exchange

Mid avg: 1.59065125
Mid median: 1.592175
Price deviation %: 0.106482
Spread %: 0.449187

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4140400
Quote volume 24h: 6549294
Price change 24h %: -0.31

Quality

Capture latency ms: 9899
Order book timestamp: 2026-07-01 08:26:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:47.192000+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: 1.5921
Best ask: 1.5922
Spread: 0.0001
Spread %: 0.006281
Mid price: 1.59215
Last price: 1.5926
Mark price: -
Index price: -

Order Book

Bid depth 5: 102
Ask depth 5: 144
Bid depth 10: 638
Ask depth 10: 1083
Bid depth 20: 3005
Ask depth 20: 3635
Imbalance 5: -0.170732
Imbalance 10: -0.258571
Imbalance 20: -0.09488
Top bid size: 6
Top ask size: 35
Bid wall score: 0.001997
Ask wall score: 0.009629

Dynamics

Bid depth 5 delta: -371
Ask depth 5 delta: -317
Imbalance 5 delta: -0.18358
Bid depth 10 delta: -441
Ask depth 10 delta: -38
Imbalance 10 delta: -0.23948
Spread delta: 0
Mid price delta: 0.003
Wall shift score: -0.030809

Tape

Buy volume: 3614
Sell volume: 3582
Buy/sell delta: 32
Buy/sell ratio: 1.008934
Avg trade size: 71.96
Large trade count: 5
Largest trade size: 1919

Candle

Return 1: 0.333837
Return 3: 0.498423
Volume 1: 34630
Volume avg 5: 53179.4
Momentum 5: 0.714466

Cross Exchange

Mid avg: 1.58990125
Mid median: 1.590675
Price deviation %: 0.14144
Spread %: 0.449399

Funding / OI / Volume

Funding rate: 0.00023237
Funding delta: 0.0000006
Funding abs: 0.00023237
Funding pressure: 0.00023297
Open interest: 30564381
Volume 24h: 83617988
Quote volume 24h: 132847691.50008
Price change 24h %: -0.581

Quality

Capture latency ms: 6487
Order book timestamp: 2026-07-01 08:26:29.471000+02:00
Ticker timestamp: 2026-07-01 08:26:20.369000+02:00
Trades timestamp: 2026-07-01 08:26:30.674000+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: 1.5925
Best ask: 1.5929
Spread: 0.0004
Spread %: 0.025115
Mid price: 1.5927
Last price: 1.5928
Mark price: -
Index price: 1.5896

Order Book

Bid depth 5: 61
Ask depth 5: 47
Bid depth 10: 121
Ask depth 10: 236
Bid depth 20: 513
Ask depth 20: 903
Imbalance 5: 0.12963
Imbalance 10: -0.322129
Imbalance 20: -0.275424
Top bid size: 3
Top ask size: 1
Bid wall score: 0.005848
Ask wall score: 0.001107

Dynamics

Bid depth 5 delta: -159
Ask depth 5 delta: -61
Imbalance 5 delta: -0.211834
Bid depth 10 delta: -285
Ask depth 10 delta: -215
Imbalance 10 delta: -0.26962
Spread delta: -0.0003
Mid price delta: 0.00325
Wall shift score: -0.057142

Tape

Buy volume: 541
Sell volume: 437
Buy/sell delta: 104
Buy/sell ratio: 1.237986
Avg trade size: 9.78
Large trade count: 10
Largest trade size: 69

Candle

Return 1: 0.333858
Return 3: 0.435084
Volume 1: 378
Volume avg 5: 560.6
Momentum 5: 0.701777

Cross Exchange

Mid avg: 1.58908875
Mid median: 1.5893
Price deviation %: 0.227253
Spread %: 0.418164

Funding / OI / Volume

Funding rate: 0.000231
Funding delta: 0
Funding abs: 0.000231
Funding pressure: 0.000231
Open interest: -
Volume 24h: 1886007
Quote volume 24h: 30093007.675
Price change 24h %: -0.36

Quality

Capture latency ms: 5200
Order book timestamp: 2026-07-01 08:26:23.578000+02:00
Ticker timestamp: 2026-07-01 08:26:22.806000+02:00
Trades timestamp: 2026-07-01 08:26:22.232000+02:00
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: 1.58485
Best ask: 1.59955
Spread: 0.0147
Spread %: 0.923251
Mid price: 1.5922
Last price: 1.5885
Mark price: -
Index price: -

Order Book

Bid depth 5: 4249
Ask depth 5: 550
Bid depth 10: 6079
Ask depth 10: 4636
Bid depth 20: 9672
Ask depth 20: 6657
Imbalance 5: 0.770786
Imbalance 10: 0.134671
Imbalance 20: 0.184641
Top bid size: 65
Top ask size: 367
Bid wall score: 0.00672
Ask wall score: 0.05513

Dynamics

Bid depth 5 delta: 13
Ask depth 5 delta: 277
Imbalance 5 delta: -0.108123
Bid depth 10 delta: 23
Ask depth 10 delta: 503
Imbalance 10 delta: -0.054062
Spread delta: -0.0121
Mid price delta: 0.01243
Wall shift score: -0.059735

Tape

Buy volume: 1310
Sell volume: 3138
Buy/sell delta: -1828
Buy/sell ratio: 0.417463
Avg trade size: 44.48
Large trade count: 4
Largest trade size: 304

Candle

Return 1: 0
Return 3: 0.643077
Volume 1: 0
Volume avg 5: 25.2
Momentum 5: 0.506169

Cross Exchange

Mid avg: 1.58598125
Mid median: 1.5873525
Price deviation %: 0.392107
Spread %: 0.610348

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111830
Volume 24h: 173688
Quote volume 24h: 173688
Price change 24h %: -0.241781

Quality

Capture latency ms: 5848
Order book timestamp: 2026-07-01 08:26:17.738000+02:00
Ticker timestamp: 2026-07-01 08:26:18.221000+02:00
Trades timestamp: 2026-07-01 08:25:52.928000+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: 1.58427
Best ask: 1.58684
Spread: 0.00257
Spread %: 0.162088
Mid price: 1.585555
Last price: 1.58785
Mark price: 1.58785
Index price: 1.58775

Order Book

Bid depth 5: 13
Ask depth 5: 17
Bid depth 10: 24
Ask depth 10: 34
Bid depth 20: 83
Ask depth 20: 91
Imbalance 5: -0.133333
Imbalance 10: -0.172414
Imbalance 20: -0.045977
Top bid size: 2
Top ask size: 1
Bid wall score: 0.024096
Ask wall score: 0.010989

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 0
Imbalance 5 delta: -0.214414
Bid depth 10 delta: -14
Ask depth 10 delta: -1
Imbalance 10 delta: -0.21351
Spread delta: -0.00036
Mid price delta: -0.00063
Wall shift score: -0.020567

Tape

Buy volume: 82
Sell volume: 59
Buy/sell delta: 23
Buy/sell ratio: 1.389831
Avg trade size: 1.41
Large trade count: 5
Largest trade size: 6

Candle

Return 1: 0
Return 3: 0.380572
Volume 1: 0
Volume avg 5: 34.8
Momentum 5: 0.606994

Cross Exchange

Mid avg: 1.58613875
Mid median: 1.5876675
Price deviation %: -0.036803
Spread %: 0.610287

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4139900
Quote volume 24h: 6548499
Price change 24h %: -0.8

Quality

Capture latency ms: 9605
Order book timestamp: 2026-07-01 08:26:01+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:47.149000+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: 1.5891
Best ask: 1.5892
Spread: 0.0001
Spread %: 0.006293
Mid price: 1.58915
Last price: 1.5891
Mark price: -
Index price: -

Order Book

Bid depth 5: 473
Ask depth 5: 461
Bid depth 10: 1079
Ask depth 10: 1121
Bid depth 20: 7466
Ask depth 20: 3609
Imbalance 5: 0.012848
Imbalance 10: -0.019091
Imbalance 20: 0.348262
Top bid size: 202
Top ask size: 14
Bid wall score: 0.027056
Ask wall score: 0.003879

Dynamics

Bid depth 5 delta: 303
Ask depth 5 delta: 50
Imbalance 5 delta: 0.42765
Bid depth 10 delta: 437
Ask depth 10 delta: -356
Imbalance 10 delta: 0.374963
Spread delta: 0
Mid price delta: 0.0014
Wall shift score: 0.083734

Tape

Buy volume: 2091
Sell volume: 5227
Buy/sell delta: -3136
Buy/sell ratio: 0.400038
Avg trade size: 73.18
Large trade count: 5
Largest trade size: 1071

Candle

Return 1: -0.056604
Return 3: 0.315637
Volume 1: 28136
Volume avg 5: 50385.2
Momentum 5: 0.709804

Cross Exchange

Mid avg: 1.58578875
Mid median: 1.5869675
Price deviation %: 0.211961
Spread %: 0.610422

Funding / OI / Volume

Funding rate: 0.00023177
Funding delta: 0
Funding abs: 0.00023177
Funding pressure: 0.00023177
Open interest: 30567664
Volume 24h: 83764051
Quote volume 24h: 133080306.41278
Price change 24h %: 0.063

Quality

Capture latency ms: 6725
Order book timestamp: 2026-07-01 08:25:51.131000+02:00
Ticker timestamp: 2026-07-01 08:25:44.166000+02:00
Trades timestamp: 2026-07-01 08:25:52.285000+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: 21311
gate: 21311
htx: 21159
mexc: 21308

By Symbol

VELVET/USDT:USDT: 85089

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