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: 86036
Total labels: 258108
Pending labels: 238625
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 15:54:13.752381+02:00
Recent trades snapshots: 86028
Micro candles: 1720520
Avg data quality: 76.0361709052024734
Latest latency: 9559 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 180 of 8604 · 86036 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 10:58:29.406515+02:00	gate	VELVET/USDT:USDT	1.529935	68	9418 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 10:58:19.902341+02:00	binance	VELVET/USDT:USDT	1.53165	80	8465 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 10:58:11.337773+02:00	mexc	VELVET/USDT:USDT	1.5338	78	4311 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 10:58:06.959441+02:00	htx	VELVET/USDT:USDT	1.519305	80	5844 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 10:57:51.783732+02:00	gate	VELVET/USDT:USDT	1.534175	68	9249 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 10:57:42.443731+02:00	binance	VELVET/USDT:USDT	1.5346	80	6751 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 10:57:35.603673+02:00	mexc	VELVET/USDT:USDT	1.53465	68	5032 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 10:57:30.517413+02:00	htx	VELVET/USDT:USDT	1.53296	80	6461 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 10:57:15.288261+02:00	gate	VELVET/USDT:USDT	1.53312	68	9614 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 10:57:05.584357+02:00	binance	VELVET/USDT:USDT	1.53355	80	5699 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.52911
Best ask: 1.53076
Spread: 0.00165
Spread %: 0.107848
Mid price: 1.529935
Last price: 1.53096
Mark price: 1.53078
Index price: 1.529355

Order Book

Bid depth 5: 14
Ask depth 5: 10
Bid depth 10: 27
Ask depth 10: 43
Bid depth 20: 75
Ask depth 20: 69
Imbalance 5: 0.166667
Imbalance 10: -0.228571
Imbalance 20: 0.041667
Top bid size: 2
Top ask size: 1
Bid wall score: 0.026667
Ask wall score: 0.014493

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: 0
Imbalance 5 delta: 0.219298
Bid depth 10 delta: 8
Ask depth 10 delta: 24
Imbalance 10 delta: -0.228571
Spread delta: 0
Mid price delta: -0.00424
Wall shift score: 0.01386

Tape

Buy volume: 125
Sell volume: 119
Buy/sell delta: 6
Buy/sell ratio: 1.05042
Avg trade size: 2.44
Large trade count: 3
Largest trade size: 10

Candle

Return 1: -0.124603
Return 3: 0.261958
Volume 1: 9
Volume avg 5: 25.8
Momentum 5: -0.234595

Cross Exchange

Mid avg: 1.5297325
Mid median: 1.532725
Price deviation %: 0.013238
Spread %: 0.972065

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3448200
Quote volume 24h: 5483726
Price change 24h %: -3.17

Quality

Capture latency ms: 9418
Order book timestamp: 2026-07-01 10:58:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:56.295000+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: 1.5316
Best ask: 1.5317
Spread: 0.0001
Spread %: 0.006529
Mid price: 1.53165
Last price: 1.5328
Mark price: -
Index price: -

Order Book

Bid depth 5: 254
Ask depth 5: 358
Bid depth 10: 1418
Ask depth 10: 707
Bid depth 20: 5942
Ask depth 20: 6819
Imbalance 5: -0.169935
Imbalance 10: 0.334588
Imbalance 20: -0.068725
Top bid size: 37
Top ask size: 43
Bid wall score: 0.006227
Ask wall score: 0.006306

Dynamics

Bid depth 5 delta: -568
Ask depth 5 delta: -2467
Imbalance 5 delta: 0.379284
Bid depth 10 delta: -2580
Ask depth 10 delta: -2591
Imbalance 10 delta: 0.238645
Spread delta: -0.0001
Mid price delta: -0.00295
Wall shift score: -0.000197

Tape

Buy volume: 4359
Sell volume: 11516
Buy/sell delta: -7157
Buy/sell ratio: 0.378517
Avg trade size: 158.75
Large trade count: 12
Largest trade size: 2153

Candle

Return 1: -0.31901
Return 3: 0.163548
Volume 1: 24462
Volume avg 5: 31210.2
Momentum 5: -0.241074

Cross Exchange

Mid avg: 1.53047
Mid median: 1.5339875
Price deviation %: 0.0771
Spread %: 0.999366

Funding / OI / Volume

Funding rate: 0.00021556
Funding delta: 0
Funding abs: 0.00021556
Funding pressure: 0.00021556
Open interest: 30575832
Volume 24h: 67810480
Quote volume 24h: 108184015.09418
Price change 24h %: -3.03

Quality

Capture latency ms: 8465
Order book timestamp: 2026-07-01 10:58:17.753000+02:00
Ticker timestamp: 2026-07-01 10:58:14.621000+02:00
Trades timestamp: 2026-07-01 10:58:19.255000+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: 1.5337
Best ask: 1.5339
Spread: 0.0002
Spread %: 0.01304
Mid price: 1.5338
Last price: 1.5365
Mark price: -
Index price: 1.532

Order Book

Bid depth 5: 302
Ask depth 5: 28
Bid depth 10: 747
Ask depth 10: 86
Bid depth 20: 1400
Ask depth 20: 539
Imbalance 5: 0.830303
Imbalance 10: 0.793517
Imbalance 20: 0.444043
Top bid size: 163
Top ask size: 4
Bid wall score: 0.116429
Ask wall score: 0.007421

Dynamics

Bid depth 5 delta: 81
Ask depth 5 delta: -79
Imbalance 5 delta: 0.482742
Bid depth 10 delta: 182
Ask depth 10 delta: -447
Imbalance 10 delta: 0.764374
Spread delta: -0.0003
Mid price delta: -0.00085
Wall shift score: 0.108722

Tape

Buy volume: 861
Sell volume: 251
Buy/sell delta: 610
Buy/sell ratio: 3.430279
Avg trade size: 11.12
Large trade count: 7
Largest trade size: 134

Candle

Return 1: -0.130234
Return 3: 0.366468
Volume 1: 43
Volume avg 5: 1156.6
Momentum 5: -0.143238

Cross Exchange

Mid avg: 1.5306825
Mid median: 1.5343875
Price deviation %: 0.203667
Spread %: 1.002494

Funding / OI / Volume

Funding rate: 0.000215
Funding delta: 0.000001
Funding abs: 0.000215
Funding pressure: 0.000216
Open interest: -
Volume 24h: 1602099
Quote volume 24h: 25621642.867
Price change 24h %: -3.88

Quality

Capture latency ms: 4311
Order book timestamp: 2026-07-01 10:58:09.121000+02:00
Ticker timestamp: 2026-07-01 10:58:07.726000+02:00
Trades timestamp: 2026-07-01 10:58:03.616000+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: 1.50402
Best ask: 1.53459
Spread: 0.03057
Spread %: 2.012104
Mid price: 1.519305
Last price: 1.53459
Mark price: -
Index price: -

Order Book

Bid depth 5: 3910
Ask depth 5: 348
Bid depth 10: 4606
Ask depth 10: 1577
Bid depth 20: 8417
Ask depth 20: 6439
Imbalance 5: 0.836543
Imbalance 10: 0.489892
Imbalance 20: 0.133145
Top bid size: 706
Top ask size: 9
Bid wall score: 0.083878
Ask wall score: 0.001398

Dynamics

Bid depth 5 delta: -25122
Ask depth 5 delta: -8837
Imbalance 5 delta: 0.317219
Bid depth 10 delta: -32620
Ask depth 10 delta: -12140
Imbalance 10 delta: 0.028415
Spread delta: 0.02731
Mid price delta: -0.013655
Wall shift score: 0.078364

Tape

Buy volume: 2824
Sell volume: 2340
Buy/sell delta: 484
Buy/sell ratio: 1.206838
Avg trade size: 51.64
Large trade count: 5
Largest trade size: 424

Candle

Return 1: 0
Return 3: 0.260682
Volume 1: 0
Volume avg 5: 245.6
Momentum 5: 0.263957

Cross Exchange

Mid avg: 1.53409625
Mid median: 1.5343875
Price deviation %: -0.964167
Spread %: 0.110163

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111246
Volume 24h: 166930
Quote volume 24h: 166930
Price change 24h %: -3.627343

Quality

Capture latency ms: 5844
Order book timestamp: 2026-07-01 10:58:05.038000+02:00
Ticker timestamp: 2026-07-01 10:58:05.950000+02:00
Trades timestamp: 2026-07-01 10:57:54.355000+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: 1.53335
Best ask: 1.535
Spread: 0.00165
Spread %: 0.10755
Mid price: 1.534175
Last price: 1.53287
Mark price: 1.53268
Index price: 1.531235

Order Book

Bid depth 5: 9
Ask depth 5: 10
Bid depth 10: 19
Ask depth 10: 19
Bid depth 20: 73
Ask depth 20: 65
Imbalance 5: -0.052632
Imbalance 10: 0
Imbalance 20: 0.057971
Top bid size: 1
Top ask size: 1
Bid wall score: 0.013699
Ask wall score: 0.015385

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 0
Imbalance 5 delta: -0.100251
Bid depth 10 delta: -1
Ask depth 10 delta: -24
Imbalance 10 delta: 0.365079
Spread delta: -0.00005
Mid price delta: 0.001055
Wall shift score: -0.012968

Tape

Buy volume: 122
Sell volume: 139
Buy/sell delta: -17
Buy/sell ratio: 0.877698
Avg trade size: 2.61
Large trade count: 3
Largest trade size: 10

Candle

Return 1: 0.079653
Return 3: 0.327253
Volume 1: 10
Volume avg 5: 36.6
Momentum 5: 0.339074

Cross Exchange

Mid avg: 1.5338325
Mid median: 1.53386
Price deviation %: 0.02233
Spread %: 0.110182

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3448000
Quote volume 24h: 5483420
Price change 24h %: -3.19

Quality

Capture latency ms: 9249
Order book timestamp: 2026-07-01 10:57:50+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:56.267000+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: 1.5345
Best ask: 1.5347
Spread: 0.0002
Spread %: 0.013033
Mid price: 1.5346
Last price: 1.5341
Mark price: -
Index price: -

Order Book

Bid depth 5: 822
Ask depth 5: 2825
Bid depth 10: 3998
Ask depth 10: 3298
Bid depth 20: 6412
Ask depth 20: 7495
Imbalance 5: -0.549219
Imbalance 10: 0.095943
Imbalance 20: -0.077874
Top bid size: 23
Top ask size: 26
Bid wall score: 0.003587
Ask wall score: 0.003469

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 2711
Imbalance 5 delta: -1.307437
Bid depth 10 delta: 2798
Ask depth 10 delta: 2211
Imbalance 10 delta: 0.046533
Spread delta: 0.0001
Mid price delta: 0.00105
Wall shift score: -0.002122

Tape

Buy volume: 4333
Sell volume: 3991
Buy/sell delta: 342
Buy/sell ratio: 1.085693
Avg trade size: 83.24
Large trade count: 8
Largest trade size: 849

Candle

Return 1: 0.097886
Return 3: 0.254902
Volume 1: 11980
Volume avg 5: 34281.2
Momentum 5: 0.287676

Cross Exchange

Mid avg: 1.53357
Mid median: 1.533335
Price deviation %: 0.067164
Spread %: 0.1102

Funding / OI / Volume

Funding rate: 0.00021556
Funding delta: 0
Funding abs: 0.00021556
Funding pressure: 0.00021556
Open interest: 30571117
Volume 24h: 67867066
Quote volume 24h: 108274475.31568
Price change 24h %: -3.242

Quality

Capture latency ms: 6751
Order book timestamp: 2026-07-01 10:57:40.083000+02:00
Ticker timestamp: 2026-07-01 10:57:35.084000+02:00
Trades timestamp: 2026-07-01 10:57:41.371000+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: 1.5344
Best ask: 1.5349
Spread: 0.0005
Spread %: 0.032581
Mid price: 1.53465
Last price: 1.5351
Mark price: -
Index price: 1.5315

Order Book

Bid depth 5: 221
Ask depth 5: 107
Bid depth 10: 565
Ask depth 10: 533
Bid depth 20: 1034
Ask depth 20: 1147
Imbalance 5: 0.347561
Imbalance 10: 0.029144
Imbalance 20: -0.051811
Top bid size: 3
Top ask size: 3
Bid wall score: 0.002901
Ask wall score: 0.002616

Dynamics

Bid depth 5 delta: 91
Ask depth 5 delta: -491
Imbalance 5 delta: 0.990418
Bid depth 10 delta: 101
Ask depth 10 delta: -273
Imbalance 10 delta: 0.298435
Spread delta: -0.0002
Mid price delta: 0.0024
Wall shift score: -0.001762

Tape

Buy volume: 854
Sell volume: 405
Buy/sell delta: 449
Buy/sell ratio: 2.108642
Avg trade size: 12.59
Large trade count: 12
Largest trade size: 129

Candle

Return 1: 0.163196
Return 3: 0.353172
Volume 1: 424
Volume avg 5: 1329.2
Momentum 5: 0.333486

Cross Exchange

Mid avg: 1.53297
Mid median: 1.53304
Price deviation %: 0.109591
Spread %: 0.084803

Funding / OI / Volume

Funding rate: 0.000214
Funding delta: -0.000001
Funding abs: 0.000214
Funding pressure: 0.000215
Open interest: -
Volume 24h: 1601370
Quote volume 24h: 25610451.658
Price change 24h %: -3.97

Quality

Capture latency ms: 5032
Order book timestamp: 2026-07-01 10:57:34.017000+02:00
Ticker timestamp: 2026-07-01 10:57:31.907000+02:00
Trades timestamp: 2026-07-01 10:57:32.347000+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: 1.53133
Best ask: 1.53459
Spread: 0.00326
Spread %: 0.21266
Mid price: 1.53296
Last price: 1.52979
Mark price: -
Index price: -

Order Book

Bid depth 5: 29032
Ask depth 5: 9185
Bid depth 10: 37226
Ask depth 10: 13717
Bid depth 20: 70393
Ask depth 20: 75692
Imbalance 5: 0.519324
Imbalance 10: 0.461477
Imbalance 20: -0.036273
Top bid size: 300
Top ask size: 11
Bid wall score: 0.004262
Ask wall score: 0.000145

Dynamics

Bid depth 5 delta: 26141
Ask depth 5 delta: -496
Imbalance 5 delta: 1.059413
Bid depth 10 delta: 31915
Ask depth 10 delta: 2496
Imbalance 10 delta: 0.818965
Spread delta: 0.00081
Mid price delta: 0.004395
Wall shift score: -0.005666

Tape

Buy volume: 2820
Sell volume: 2340
Buy/sell delta: 480
Buy/sell ratio: 1.205128
Avg trade size: 51.6
Large trade count: 5
Largest trade size: 424

Candle

Return 1: -0.05292
Return 3: -0.05292
Volume 1: 12
Volume avg 5: 232
Momentum 5: -0.049655

Cross Exchange

Mid avg: 1.53187125
Mid median: 1.532685
Price deviation %: 0.071073
Spread %: 0.325419

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111278
Volume 24h: 166862
Quote volume 24h: 166862
Price change 24h %: -3.928785

Quality

Capture latency ms: 6461
Order book timestamp: 2026-07-01 10:57:29.196000+02:00
Ticker timestamp: 2026-07-01 10:57:29.483000+02:00
Trades timestamp: 2026-07-01 10:57:00.670000+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: 1.53227
Best ask: 1.53397
Spread: 0.0017
Spread %: 0.110885
Mid price: 1.53312
Last price: 1.53262
Mark price: 1.53072
Index price: 1.52963

Order Book

Bid depth 5: 11
Ask depth 5: 10
Bid depth 10: 20
Ask depth 10: 43
Bid depth 20: 75
Ask depth 20: 65
Imbalance 5: 0.047619
Imbalance 10: -0.365079
Imbalance 20: 0.071429
Top bid size: 2
Top ask size: 1
Bid wall score: 0.026667
Ask wall score: 0.015385

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.047619
Bid depth 10 delta: -3
Ask depth 10 delta: 24
Imbalance 10 delta: -0.460317
Spread delta: 0.00028
Mid price delta: 0.00569
Wall shift score: 0.012918

Tape

Buy volume: 118
Sell volume: 145
Buy/sell delta: -27
Buy/sell ratio: 0.813793
Avg trade size: 2.63
Large trade count: 3
Largest trade size: 10

Candle

Return 1: 0.06333
Return 3: 0.31089
Volume 1: 2
Volume avg 5: 35
Momentum 5: 0.322709

Cross Exchange

Mid avg: 1.53044875
Mid median: 1.5304075
Price deviation %: 0.17454
Spread %: 0.399883

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3447300
Quote volume 24h: 5482346
Price change 24h %: -3.2

Quality

Capture latency ms: 9614
Order book timestamp: 2026-07-01 10:57:14+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:14:56.224000+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: 1.5335
Best ask: 1.5336
Spread: 0.0001
Spread %: 0.006521
Mid price: 1.53355
Last price: 1.5326
Mark price: -
Index price: -

Order Book

Bid depth 5: 829
Ask depth 5: 114
Bid depth 10: 1200
Ask depth 10: 1087
Bid depth 20: 5584
Ask depth 20: 9047
Imbalance 5: 0.758218
Imbalance 10: 0.04941
Imbalance 20: -0.236689
Top bid size: 23
Top ask size: 17
Bid wall score: 0.004119
Ask wall score: 0.001879

Dynamics

Bid depth 5 delta: 649
Ask depth 5 delta: -300
Imbalance 5 delta: 1.152158
Bid depth 10 delta: -858
Ask depth 10 delta: -242
Imbalance 10 delta: -0.165825
Spread delta: -0.0002
Mid price delta: 0.005
Wall shift score: 0.012093

Tape

Buy volume: 8884
Sell volume: 1112
Buy/sell delta: 7772
Buy/sell ratio: 7.989209
Avg trade size: 99.96
Large trade count: 8
Largest trade size: 1427

Candle

Return 1: 0.261677
Return 3: -0.143341
Volume 1: 29267
Volume avg 5: 38318.6
Momentum 5: 0.235448

Cross Exchange

Mid avg: 1.52919875
Mid median: 1.5285575
Price deviation %: 0.284544
Spread %: 0.315198

Funding / OI / Volume

Funding rate: 0.00021556
Funding delta: 0.00000126
Funding abs: 0.00021556
Funding pressure: 0.00021682
Open interest: 30571545
Volume 24h: 67881646
Quote volume 24h: 108298242.99038
Price change 24h %: -3.537

Quality

Capture latency ms: 5699
Order book timestamp: 2026-07-01 10:57:03.452000+02:00
Ticker timestamp: 2026-07-01 10:56:59.344000+02:00
Trades timestamp: 2026-07-01 10:57:04.449000+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: 21548
gate: 21548
htx: 21395
mexc: 21545

By Symbol

VELVET/USDT:USDT: 86036

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