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: 85612
Total labels: 256836
Pending labels: 237353
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 14:43:07.513123+02:00
Recent trades snapshots: 85604
Micro candles: 1712040
Avg data quality: 76.0382890249030510
Latest latency: 9701 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 179 of 8562 · 85612 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 09:50:53.727320+02:00	mexc	VELVET/USDT:USDT	1.55425	68	5472 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 09:50:48.185125+02:00	htx	VELVET/USDT:USDT	1.54611	90	4748 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 09:50:33.270180+02:00	gate	VELVET/USDT:USDT	1.55302	68	9608 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 09:50:23.445923+02:00	binance	VELVET/USDT:USDT	1.5567	80	6802 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 09:50:16.536565+02:00	mexc	VELVET/USDT:USDT	1.5539	68	5587 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 09:50:10.868928+02:00	htx	VELVET/USDT:USDT	1.544815	80	5059 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 09:49:55.854631+02:00	gate	VELVET/USDT:USDT	1.546645	68	9450 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 09:49:46.315180+02:00	binance	VELVET/USDT:USDT	1.54875	80	6360 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 09:49:39.865085+02:00	mexc	VELVET/USDT:USDT	1.5494	78	4517 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 09:49:35.281360+02:00	htx	VELVET/USDT:USDT	1.549305	80	5833 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.5539
Best ask: 1.5546
Spread: 0.0007
Spread %: 0.045038
Mid price: 1.55425
Last price: 1.5538
Mark price: -
Index price: 1.5521

Order Book

Bid depth 5: 54
Ask depth 5: 154
Bid depth 10: 165
Ask depth 10: 683
Bid depth 20: 690
Ask depth 20: 1814
Imbalance 5: -0.480769
Imbalance 10: -0.610849
Imbalance 20: -0.448882
Top bid size: 3
Top ask size: 4
Bid wall score: 0.004348
Ask wall score: 0.002205

Dynamics

Bid depth 5 delta: -100
Ask depth 5 delta: -8
Imbalance 5 delta: -0.455453
Bid depth 10 delta: -14
Ask depth 10 delta: 369
Imbalance 10 delta: -0.337015
Spread delta: 0.0003
Mid price delta: 0.00035
Wall shift score: -0.365379

Tape

Buy volume: 680
Sell volume: 422
Buy/sell delta: 258
Buy/sell ratio: 1.611374
Avg trade size: 11.02
Large trade count: 8
Largest trade size: 127

Candle

Return 1: 0.232228
Return 3: -0.0386
Volume 1: 676
Volume avg 5: 889.4
Momentum 5: -0.70931

Cross Exchange

Mid avg: 1.5524325
Mid median: 1.55346
Price deviation %: 0.117074
Spread %: 0.682155

Funding / OI / Volume

Funding rate: 0.000179
Funding delta: 0
Funding abs: 0.000179
Funding pressure: 0.000179
Open interest: -
Volume 24h: 1744302
Quote volume 24h: 27797229.17
Price change 24h %: -2.8

Quality

Capture latency ms: 5472
Order book timestamp: 2026-07-01 09:50:51.748000+02:00
Ticker timestamp: 2026-07-01 09:50:49.823000+02:00
Trades timestamp: 2026-07-01 09:50:46.952000+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: 1.53601
Best ask: 1.55621
Spread: 0.0202
Spread %: 1.306505
Mid price: 1.54611
Last price: 1.55435
Mark price: -
Index price: -

Order Book

Bid depth 5: 3849
Ask depth 5: 275
Bid depth 10: 4553
Ask depth 10: 1654
Bid depth 20: 9966
Ask depth 20: 6691
Imbalance 5: 0.866634
Imbalance 10: 0.467053
Imbalance 20: 0.196614
Top bid size: 279
Top ask size: 15
Bid wall score: 0.027995
Ask wall score: 0.002242

Dynamics

Bid depth 5 delta: -81
Ask depth 5 delta: -186
Imbalance 5 delta: 0.076609
Bid depth 10 delta: 0
Ask depth 10 delta: -2501
Imbalance 10 delta: 0.421348
Spread delta: 0.00267
Mid price delta: 0.001295
Wall shift score: 0.000705

Tape

Buy volume: 1790
Sell volume: 2808
Buy/sell delta: -1018
Buy/sell ratio: 0.637464
Avg trade size: 45.98
Large trade count: 3
Largest trade size: 304

Candle

Return 1: 0
Return 3: -0.580138
Volume 1: 0
Volume avg 5: 64.4
Momentum 5: -0.721745

Cross Exchange

Mid avg: 1.55210875
Mid median: 1.55346
Price deviation %: -0.38649
Spread %: 0.765732

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111712
Volume 24h: 165062
Quote volume 24h: 165062
Price change 24h %: -2.38641

Quality

Capture latency ms: 4748
Order book timestamp: 2026-07-01 09:50:46.338000+02:00
Ticker timestamp: 2026-07-01 09:50:47.122000+02:00
Trades timestamp: 2026-07-01 09:48:04.029000+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: 1.55237
Best ask: 1.55367
Spread: 0.0013
Spread %: 0.083708
Mid price: 1.55302
Last price: 1.55556
Mark price: 1.55316
Index price: 1.553165

Order Book

Bid depth 5: 6
Ask depth 5: 12
Bid depth 10: 17
Ask depth 10: 54
Bid depth 20: 72
Ask depth 20: 82
Imbalance 5: -0.333333
Imbalance 10: -0.521127
Imbalance 20: -0.064935
Top bid size: 1
Top ask size: 1
Bid wall score: 0.013889
Ask wall score: 0.012195

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: 0
Imbalance 5 delta: -0.289855
Bid depth 10 delta: -6
Ask depth 10 delta: 7
Imbalance 10 delta: -0.17827
Spread delta: -0.00043
Mid price delta: 0.006375
Wall shift score: 0.000201

Tape

Buy volume: 56
Sell volume: 110
Buy/sell delta: -54
Buy/sell ratio: 0.509091
Avg trade size: 1.66
Large trade count: 9
Largest trade size: 6

Candle

Return 1: 0.576734
Return 3: 0.135827
Volume 1: 5
Volume avg 5: 12.8
Momentum 5: -0.508471

Cross Exchange

Mid avg: 1.550515
Mid median: 1.5502725
Price deviation %: 0.161559
Spread %: 0.76652

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3499000
Quote volume 24h: 5572729
Price change 24h %: 0.17

Quality

Capture latency ms: 9608
Order book timestamp: 2026-07-01 09:50:32+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:52.219000+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: 1.5566
Best ask: 1.5568
Spread: 0.0002
Spread %: 0.012848
Mid price: 1.5567
Last price: 1.5539
Mark price: -
Index price: -

Order Book

Bid depth 5: 253
Ask depth 5: 395
Bid depth 10: 1035
Ask depth 10: 1346
Bid depth 20: 4632
Ask depth 20: 4277
Imbalance 5: -0.219136
Imbalance 10: -0.130617
Imbalance 20: 0.039847
Top bid size: 24
Top ask size: 8
Bid wall score: 0.005181
Ask wall score: 0.00187

Dynamics

Bid depth 5 delta: -77
Ask depth 5 delta: 172
Imbalance 5 delta: -0.412626
Bid depth 10 delta: 112
Ask depth 10 delta: -54
Imbalance 10 delta: 0.074721
Spread delta: 0.0001
Mid price delta: 0.00795
Wall shift score: 0.002683

Tape

Buy volume: 6954
Sell volume: 1456
Buy/sell delta: 5498
Buy/sell ratio: 4.776099
Avg trade size: 84.1
Large trade count: 7
Largest trade size: 867

Candle

Return 1: 0.380424
Return 3: 0.23178
Volume 1: 26455
Volume avg 5: 32909.6
Momentum 5: -0.447628

Cross Exchange

Mid avg: 1.5485275
Mid median: 1.5476975
Price deviation %: 0.527759
Spread %: 0.586686

Funding / OI / Volume

Funding rate: 0.00017894
Funding delta: -0.00000078
Funding abs: 0.00017894
Funding pressure: 0.00017972
Open interest: 30593303
Volume 24h: 72529673
Quote volume 24h: 115770922.85918
Price change 24h %: -1.114

Quality

Capture latency ms: 6802
Order book timestamp: 2026-07-01 09:50:21.265000+02:00
Ticker timestamp: 2026-07-01 09:50:12.687000+02:00
Trades timestamp: 2026-07-01 09:50:22.796000+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: 1.5537
Best ask: 1.5541
Spread: 0.0004
Spread %: 0.025742
Mid price: 1.5539
Last price: 1.5537
Mark price: -
Index price: 1.5499

Order Book

Bid depth 5: 154
Ask depth 5: 162
Bid depth 10: 179
Ask depth 10: 314
Bid depth 20: 359
Ask depth 20: 704
Imbalance 5: -0.025316
Imbalance 10: -0.273834
Imbalance 20: -0.324553
Top bid size: 135
Top ask size: 6
Bid wall score: 0.376045
Ask wall score: 0.008523

Dynamics

Bid depth 5 delta: 96
Ask depth 5 delta: 99
Imbalance 5 delta: 0.016006
Bid depth 10 delta: -83
Ask depth 10 delta: 9
Imbalance 10 delta: -0.197996
Spread delta: 0.0002
Mid price delta: 0.0045
Wall shift score: 0.364902

Tape

Buy volume: 809
Sell volume: 446
Buy/sell delta: 363
Buy/sell ratio: 1.813901
Avg trade size: 12.55
Large trade count: 8
Largest trade size: 127

Candle

Return 1: 0.225777
Return 3: -0.045033
Volume 1: 536
Volume avg 5: 861.4
Momentum 5: -0.715701

Cross Exchange

Mid avg: 1.5474025
Mid median: 1.5476975
Price deviation %: 0.419897
Spread %: 0.296303

Funding / OI / Volume

Funding rate: 0.000179
Funding delta: 0
Funding abs: 0.000179
Funding pressure: 0.000179
Open interest: -
Volume 24h: 1744176
Quote volume 24h: 27795270.698
Price change 24h %: -2.8

Quality

Capture latency ms: 5587
Order book timestamp: 2026-07-01 09:50:14.946000+02:00
Ticker timestamp: 2026-07-01 09:50:13.875000+02:00
Trades timestamp: 2026-07-01 09:50:13.382000+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: 1.53605
Best ask: 1.55358
Spread: 0.01753
Spread %: 1.134764
Mid price: 1.544815
Last price: 1.55435
Mark price: -
Index price: -

Order Book

Bid depth 5: 3930
Ask depth 5: 461
Bid depth 10: 4553
Ask depth 10: 4155
Bid depth 20: 10199
Ask depth 20: 6501
Imbalance 5: 0.790025
Imbalance 10: 0.045705
Imbalance 20: 0.221437
Top bid size: 279
Top ask size: 15
Bid wall score: 0.027356
Ask wall score: 0.002307

Dynamics

Bid depth 5 delta: 1351
Ask depth 5 delta: -4880
Imbalance 5 delta: 1.138762
Bid depth 10 delta: 519
Ask depth 10 delta: -2575
Imbalance 10 delta: 0.29617
Spread delta: 0.01352
Mid price delta: -0.00449
Wall shift score: 0.033839

Tape

Buy volume: 1790
Sell volume: 2808
Buy/sell delta: -1018
Buy/sell ratio: 0.637464
Avg trade size: 45.98
Large trade count: 3
Largest trade size: 304

Candle

Return 1: 0
Return 3: -0.580138
Volume 1: 0
Volume avg 5: 64.4
Momentum 5: -0.721745

Cross Exchange

Mid avg: 1.548525
Mid median: 1.5490275
Price deviation %: -0.239583
Spread %: 0.177911

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111712
Volume 24h: 165062
Quote volume 24h: 165062
Price change 24h %: -2.38641

Quality

Capture latency ms: 5059
Order book timestamp: 2026-07-01 09:50:09.338000+02:00
Ticker timestamp: 2026-07-01 09:50:09.625000+02:00
Trades timestamp: 2026-07-01 09:48:04.029000+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: 1.54578
Best ask: 1.54751
Spread: 0.00173
Spread %: 0.111855
Mid price: 1.546645
Last price: 1.54664
Mark price: 1.54784
Index price: 1.548203

Order Book

Bid depth 5: 11
Ask depth 5: 12
Bid depth 10: 23
Ask depth 10: 47
Bid depth 20: 77
Ask depth 20: 87
Imbalance 5: -0.043478
Imbalance 10: -0.342857
Imbalance 20: -0.060976
Top bid size: 1
Top ask size: 1
Bid wall score: 0.012987
Ask wall score: 0.011494

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -6
Imbalance 5 delta: 0.156522
Bid depth 10 delta: -6
Ask depth 10 delta: -6
Imbalance 10 delta: -0.050174
Spread delta: -0.00008
Mid price delta: -0.00382
Wall shift score: 0.011093

Tape

Buy volume: 51
Sell volume: 115
Buy/sell delta: -64
Buy/sell ratio: 0.443478
Avg trade size: 1.66
Large trade count: 9
Largest trade size: 6

Candle

Return 1: -0.236083
Return 3: -0.992229
Volume 1: 16
Volume avg 5: 17
Momentum 5: -0.767355

Cross Exchange

Mid avg: 1.54948
Mid median: 1.5493525
Price deviation %: -0.182965
Spread %: 0.110682

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3498500
Quote volume 24h: 5571951
Price change 24h %: -1.34

Quality

Capture latency ms: 9450
Order book timestamp: 2026-07-01 09:49:54+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:52.180000+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: 1.5487
Best ask: 1.5488
Spread: 0.0001
Spread %: 0.006457
Mid price: 1.54875
Last price: 1.5497
Mark price: -
Index price: -

Order Book

Bid depth 5: 330
Ask depth 5: 223
Bid depth 10: 923
Ask depth 10: 1400
Bid depth 20: 6358
Ask depth 20: 4399
Imbalance 5: 0.19349
Imbalance 10: -0.205338
Imbalance 20: 0.182114
Top bid size: 17
Top ask size: 9
Bid wall score: 0.002674
Ask wall score: 0.002046

Dynamics

Bid depth 5 delta: 86
Ask depth 5 delta: -276
Imbalance 5 delta: 0.536693
Bid depth 10 delta: -230
Ask depth 10 delta: 674
Imbalance 10 delta: -0.432586
Spread delta: 0
Mid price delta: -0.0026
Wall shift score: -0.00431

Tape

Buy volume: 2786
Sell volume: 3841
Buy/sell delta: -1055
Buy/sell ratio: 0.725332
Avg trade size: 66.27
Large trade count: 7
Largest trade size: 451

Candle

Return 1: -0.25124
Return 3: -0.622553
Volume 1: 24737
Volume avg 5: 26428.6
Momentum 5: -1.155442

Cross Exchange

Mid avg: 1.55013
Mid median: 1.5499325
Price deviation %: -0.089025
Spread %: 0.131924

Funding / OI / Volume

Funding rate: 0.00017972
Funding delta: 0
Funding abs: 0.00017972
Funding pressure: 0.00017972
Open interest: 30590623
Volume 24h: 73277543
Quote volume 24h: 116950450.78418
Price change 24h %: -0.019

Quality

Capture latency ms: 6360
Order book timestamp: 2026-07-01 09:49:44.155000+02:00
Ticker timestamp: 2026-07-01 09:49:38.787000+02:00
Trades timestamp: 2026-07-01 09:49:45.381000+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: 1.5493
Best ask: 1.5495
Spread: 0.0002
Spread %: 0.012908
Mid price: 1.5494
Last price: 1.5491
Mark price: -
Index price: 1.5479

Order Book

Bid depth 5: 58
Ask depth 5: 63
Bid depth 10: 262
Ask depth 10: 305
Bid depth 20: 1453
Ask depth 20: 1010
Imbalance 5: -0.041322
Imbalance 10: -0.075838
Imbalance 20: 0.179862
Top bid size: 11
Top ask size: 5
Bid wall score: 0.007571
Ask wall score: 0.00495

Dynamics

Bid depth 5 delta: -31
Ask depth 5 delta: 26
Imbalance 5 delta: -0.454021
Bid depth 10 delta: 82
Ask depth 10 delta: -34
Imbalance 10 delta: 0.230521
Spread delta: -0.0001
Mid price delta: -0.00265
Wall shift score: 0.010513

Tape

Buy volume: 661
Sell volume: 275
Buy/sell delta: 386
Buy/sell ratio: 2.403636
Avg trade size: 9.36
Large trade count: 7
Largest trade size: 104

Candle

Return 1: -0.199704
Return 3: -0.552061
Volume 1: 610
Volume avg 5: 674.8
Momentum 5: -0.977948

Cross Exchange

Mid avg: 1.5507925
Mid median: 1.5509075
Price deviation %: -0.089793
Spread %: 0.177006

Funding / OI / Volume

Funding rate: 0.000179
Funding delta: -0.000004
Funding abs: 0.000179
Funding pressure: 0.000183
Open interest: -
Volume 24h: 1743240
Quote volume 24h: 27780763.166
Price change 24h %: -3.09

Quality

Capture latency ms: 4517
Order book timestamp: 2026-07-01 09:49:38.101000+02:00
Ticker timestamp: 2026-07-01 09:49:37.830000+02:00
Trades timestamp: 2026-07-01 09:49:38.212000+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: 1.5473
Best ask: 1.55131
Spread: 0.00401
Spread %: 0.258826
Mid price: 1.549305
Last price: 1.55435
Mark price: -
Index price: -

Order Book

Bid depth 5: 2579
Ask depth 5: 5341
Bid depth 10: 4034
Ask depth 10: 6730
Bid depth 20: 42668
Ask depth 20: 45184
Imbalance 5: -0.348737
Imbalance 10: -0.250465
Imbalance 20: -0.028639
Top bid size: 149
Top ask size: 555
Bid wall score: 0.003492
Ask wall score: 0.012283

Dynamics

Bid depth 5 delta: -20526
Ask depth 5 delta: 843
Imbalance 5 delta: -1.022831
Bid depth 10 delta: -26916
Ask depth 10 delta: -726
Imbalance 10 delta: -0.862192
Spread delta: 0.00021
Mid price delta: -0.001805
Wall shift score: -0.00217

Tape

Buy volume: 1790
Sell volume: 2808
Buy/sell delta: -1018
Buy/sell ratio: 0.637464
Avg trade size: 45.98
Large trade count: 3
Largest trade size: 304

Candle

Return 1: 0
Return 3: -0.580138
Volume 1: 0
Volume avg 5: 77.2
Momentum 5: -0.374952

Cross Exchange

Mid avg: 1.55124375
Mid median: 1.55123
Price deviation %: -0.12498
Spread %: 0.102176

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111712
Volume 24h: 165126
Quote volume 24h: 165126
Price change 24h %: -2.38641

Quality

Capture latency ms: 5833
Order book timestamp: 2026-07-01 09:49:33.896000+02:00
Ticker timestamp: 2026-07-01 09:49:34.214000+02:00
Trades timestamp: 2026-07-01 09:48:04.029000+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: 21442
gate: 21442
htx: 21289
mexc: 21439

By Symbol

VELVET/USDT:USDT: 85612

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