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: 86551
Total labels: 259653
Pending labels: 240170
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 17:14:45.308307+02:00
Recent trades snapshots: 86543
Micro candles: 1730820
Avg data quality: 76.0373421450936442
Latest latency: 7698 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 181 of 8656 · 86551 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 12:21:29.606475+02:00	mexc	VELVET/USDT:USDT	1.56065	68	5651 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 12:21:23.878709+02:00	htx	VELVET/USDT:USDT	1.55687	90	4650 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 12:21:08.226796+02:00	gate	VELVET/USDT:USDT	1.560405	68	9886 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 12:20:58.191111+02:00	binance	VELVET/USDT:USDT	1.56475	80	7339 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 12:20:50.576609+02:00	mexc	VELVET/USDT:USDT	1.5604	68	5378 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 12:20:45.072879+02:00	htx	VELVET/USDT:USDT	1.5478	80	5598 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 12:20:28.911102+02:00	gate	VELVET/USDT:USDT	1.55184	68	10281 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 12:20:18.491123+02:00	binance	VELVET/USDT:USDT	1.54895	80	6666 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 12:20:11.711861+02:00	mexc	VELVET/USDT:USDT	1.54285	78	4774 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 12:20:06.855073+02:00	htx	VELVET/USDT:USDT	1.529225	80	5587 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.5604
Best ask: 1.5609
Spread: 0.0005
Spread %: 0.032038
Mid price: 1.56065
Last price: 1.5624
Mark price: -
Index price: 1.5601

Order Book

Bid depth 5: 76
Ask depth 5: 31
Bid depth 10: 258
Ask depth 10: 131
Bid depth 20: 572
Ask depth 20: 217
Imbalance 5: 0.420561
Imbalance 10: 0.326478
Imbalance 20: 0.449937
Top bid size: 9
Top ask size: 5
Bid wall score: 0.015734
Ask wall score: 0.023041

Dynamics

Bid depth 5 delta: -19
Ask depth 5 delta: -10
Imbalance 5 delta: 0.023502
Bid depth 10 delta: -773
Ask depth 10 delta: -2
Imbalance 10 delta: -0.445
Spread delta: 0.0003
Mid price delta: 0.00025
Wall shift score: -0.009351

Tape

Buy volume: 702
Sell volume: 270
Buy/sell delta: 432
Buy/sell ratio: 2.6
Avg trade size: 9.72
Large trade count: 8
Largest trade size: 62

Candle

Return 1: -0.261981
Return 3: 1.859828
Volume 1: 304
Volume avg 5: 1626
Momentum 5: 1.317668

Cross Exchange

Mid avg: 1.56060625
Mid median: 1.5604025
Price deviation %: 0.002803
Spread %: 0.504932

Funding / OI / Volume

Funding rate: 0.000282
Funding delta: 0
Funding abs: 0.000282
Funding pressure: 0.000282
Open interest: -
Volume 24h: 1550682
Quote volume 24h: 24764283.498
Price change 24h %: -2.26

Quality

Capture latency ms: 5651
Order book timestamp: 2026-07-01 12:21:27.769000+02:00
Ticker timestamp: 2026-07-01 12:21:26.029000+02:00
Trades timestamp: 2026-07-01 12:21:27.217000+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: 1.53099
Best ask: 1.58275
Spread: 0.05176
Spread %: 3.324619
Mid price: 1.55687
Last price: 1.5638
Mark price: -
Index price: -

Order Book

Bid depth 5: 4307
Ask depth 5: 4325
Bid depth 10: 5682
Ask depth 10: 5810
Bid depth 20: 8996
Ask depth 20: 6570
Imbalance 5: -0.002085
Imbalance 10: -0.011138
Imbalance 20: 0.155852
Top bid size: 700
Top ask size: 280
Bid wall score: 0.077812
Ask wall score: 0.042618

Dynamics

Bid depth 5 delta: 40
Ask depth 5 delta: 3293
Imbalance 5 delta: -0.612578
Bid depth 10 delta: -1027
Ask depth 10 delta: 1035
Imbalance 10 delta: -0.179546
Spread delta: -0.01214
Mid price delta: 0.00907
Wall shift score: 0.090083

Tape

Buy volume: 2218
Sell volume: 2582
Buy/sell delta: -364
Buy/sell ratio: 0.859024
Avg trade size: 48
Large trade count: 1
Largest trade size: 492

Candle

Return 1: 0
Return 3: 2.065725
Volume 1: 0
Volume avg 5: 177.6
Momentum 5: 3.054466

Cross Exchange

Mid avg: 1.55833875
Mid median: 1.5604025
Price deviation %: -0.094251
Spread %: 1.087697

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 110469
Volume 24h: 168356
Quote volume 24h: 168356
Price change 24h %: -1.792948

Quality

Capture latency ms: 4650
Order book timestamp: 2026-07-01 12:21:21.496000+02:00
Ticker timestamp: 2026-07-01 12:21:22.144000+02:00
Trades timestamp: 2026-07-01 12:20:51.818000+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: 1.55928
Best ask: 1.56153
Spread: 0.00225
Spread %: 0.144193
Mid price: 1.560405
Last price: 1.56176
Mark price: 1.56242
Index price: 1.562388

Order Book

Bid depth 5: 16
Ask depth 5: 16
Bid depth 10: 55
Ask depth 10: 21
Bid depth 20: 84
Ask depth 20: 46
Imbalance 5: 0
Imbalance 10: 0.447368
Imbalance 20: 0.292308
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011905
Ask wall score: 0.021739

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: 3
Imbalance 5 delta: -0.257143
Bid depth 10 delta: -8
Ask depth 10 delta: -2
Imbalance 10 delta: -0.017748
Spread delta: 0.00029
Mid price delta: 0.008565
Wall shift score: -0.049899

Tape

Buy volume: 85
Sell volume: 68
Buy/sell delta: 17
Buy/sell ratio: 1.25
Avg trade size: 1.53
Large trade count: 4
Largest trade size: 12

Candle

Return 1: -0.442405
Return 3: 2.114527
Volume 1: 9
Volume avg 5: 41.2
Momentum 5: 1.42089

Cross Exchange

Mid avg: 1.5561975
Mid median: 1.55612
Price deviation %: 0.270371
Spread %: 1.089193

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3358900
Quote volume 24h: 5335566
Price change 24h %: -1.43

Quality

Capture latency ms: 9886
Order book timestamp: 2026-07-01 12:21:07+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:01.264000+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: 1.5647
Best ask: 1.5648
Spread: 0.0001
Spread %: 0.006391
Mid price: 1.56475
Last price: 1.5618
Mark price: -
Index price: -

Order Book

Bid depth 5: 133
Ask depth 5: 410
Bid depth 10: 513
Ask depth 10: 873
Bid depth 20: 2371
Ask depth 20: 2144
Imbalance 5: -0.510129
Imbalance 10: -0.25974
Imbalance 20: 0.050277
Top bid size: 50
Top ask size: 64
Bid wall score: 0.021088
Ask wall score: 0.029851

Dynamics

Bid depth 5 delta: -292
Ask depth 5 delta: -19
Imbalance 5 delta: -0.505445
Bid depth 10 delta: -595
Ask depth 10 delta: -473
Imbalance 10 delta: -0.162756
Spread delta: 0
Mid price delta: 0.0158
Wall shift score: -0.01489

Tape

Buy volume: 3808
Sell volume: 4893
Buy/sell delta: -1085
Buy/sell ratio: 0.778255
Avg trade size: 87.01
Large trade count: 4
Largest trade size: 2644

Candle

Return 1: 1.182247
Return 3: 2.212361
Volume 1: 221337
Volume avg 5: 107024
Momentum 5: 2.71511

Cross Exchange

Mid avg: 1.5522475
Mid median: 1.550395
Price deviation %: 0.805445
Spread %: 0.811726

Funding / OI / Volume

Funding rate: 0.0002826
Funding delta: 0
Funding abs: 0.0002826
Funding pressure: 0.0002826
Open interest: 30467726
Volume 24h: 67890457
Quote volume 24h: 108152770.47848
Price change 24h %: -1.52

Quality

Capture latency ms: 7339
Order book timestamp: 2026-07-01 12:20:56.016000+02:00
Ticker timestamp: 2026-07-01 12:20:48.355000+02:00
Trades timestamp: 2026-07-01 12:20:57.295000+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: 1.5603
Best ask: 1.5605
Spread: 0.0002
Spread %: 0.012817
Mid price: 1.5604
Last price: 1.5581
Mark price: -
Index price: 1.5554

Order Book

Bid depth 5: 95
Ask depth 5: 41
Bid depth 10: 1031
Ask depth 10: 133
Bid depth 20: 1834
Ask depth 20: 326
Imbalance 5: 0.397059
Imbalance 10: 0.771478
Imbalance 20: 0.698148
Top bid size: 15
Top ask size: 2
Bid wall score: 0.008179
Ask wall score: 0.006135

Dynamics

Bid depth 5 delta: -215
Ask depth 5 delta: -39
Imbalance 5 delta: -0.192685
Bid depth 10 delta: 276
Ask depth 10 delta: -87
Imbalance 10 delta: 0.22276
Spread delta: -0.0001
Mid price delta: 0.01755
Wall shift score: -0.01277

Tape

Buy volume: 432
Sell volume: 263
Buy/sell delta: 169
Buy/sell ratio: 1.642586
Avg trade size: 6.95
Large trade count: 10
Largest trade size: 35

Candle

Return 1: 0.897991
Return 3: 1.891962
Volume 1: 2206
Volume avg 5: 2078.2
Momentum 5: 2.439984

Cross Exchange

Mid avg: 1.54786
Mid median: 1.548375
Price deviation %: 0.810151
Spread %: 0.580802

Funding / OI / Volume

Funding rate: 0.000282
Funding delta: 0
Funding abs: 0.000282
Funding pressure: 0.000282
Open interest: -
Volume 24h: 1548557
Quote volume 24h: 24731025.776
Price change 24h %: -2.53

Quality

Capture latency ms: 5378
Order book timestamp: 2026-07-01 12:20:49.056000+02:00
Ticker timestamp: 2026-07-01 12:20:46.865000+02:00
Trades timestamp: 2026-07-01 12:20:48.816000+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: 1.51585
Best ask: 1.57975
Spread: 0.0639
Spread %: 4.12844
Mid price: 1.5478
Last price: 1.53215
Mark price: -
Index price: -

Order Book

Bid depth 5: 4267
Ask depth 5: 1032
Bid depth 10: 6709
Ask depth 10: 4775
Bid depth 20: 43758
Ask depth 20: 9875
Imbalance 5: 0.610493
Imbalance 10: 0.168408
Imbalance 20: 0.631757
Top bid size: 700
Top ask size: 700
Bid wall score: 0.015997
Ask wall score: 0.070886

Dynamics

Bid depth 5 delta: -28
Ask depth 5 delta: 562
Imbalance 5 delta: -0.192236
Bid depth 10 delta: 1018
Ask depth 10 delta: 238
Imbalance 10 delta: 0.055581
Spread delta: 0.02481
Mid price delta: 0.018575
Wall shift score: -0.122928

Tape

Buy volume: 2166
Sell volume: 2582
Buy/sell delta: -416
Buy/sell ratio: 0.838885
Avg trade size: 47.48
Large trade count: 1
Largest trade size: 492

Candle

Return 1: 0
Return 3: 0.96873
Volume 1: 0
Volume avg 5: 164.8
Momentum 5: 0.96873

Cross Exchange

Mid avg: 1.54321625
Mid median: 1.5459
Price deviation %: 0.297026
Spread %: 1.465446

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 110469
Volume 24h: 168480
Quote volume 24h: 168480
Price change 24h %: -3.780576

Quality

Capture latency ms: 5598
Order book timestamp: 2026-07-01 12:20:43.538000+02:00
Ticker timestamp: 2026-07-01 12:20:44.102000+02:00
Trades timestamp: 2026-07-01 12:18:27.325000+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: 1.55086
Best ask: 1.55282
Spread: 0.00196
Spread %: 0.126302
Mid price: 1.55184
Last price: 1.55253
Mark price: 1.54489
Index price: 1.544865

Order Book

Bid depth 5: 22
Ask depth 5: 13
Bid depth 10: 63
Ask depth 10: 23
Bid depth 20: 93
Ask depth 20: 73
Imbalance 5: 0.257143
Imbalance 10: 0.465116
Imbalance 20: 0.120482
Top bid size: 5
Top ask size: 1
Bid wall score: 0.053763
Ask wall score: 0.013699

Dynamics

Bid depth 5 delta: 12
Ask depth 5 delta: -21
Imbalance 5 delta: 0.802597
Bid depth 10 delta: 12
Ask depth 10 delta: -24
Imbalance 10 delta: 0.4243
Spread delta: -0.00029
Mid price delta: 0.006735
Wall shift score: 0.0397

Tape

Buy volume: 91
Sell volume: 97
Buy/sell delta: -6
Buy/sell ratio: 0.938144
Avg trade size: 1.88
Large trade count: 4
Largest trade size: 42

Candle

Return 1: 0.503641
Return 3: 1.393025
Volume 1: 74
Volume avg 5: 55.8
Momentum 5: 1.979112

Cross Exchange

Mid avg: 1.5415325
Mid median: 1.5439775
Price deviation %: 0.668653
Spread %: 1.279571

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3347200
Quote volume 24h: 5317399
Price change 24h %: -1.95

Quality

Capture latency ms: 10281
Order book timestamp: 2026-07-01 12:20:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:01.227000+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: 1.5489
Best ask: 1.549
Spread: 0.0001
Spread %: 0.006456
Mid price: 1.54895
Last price: 1.5431
Mark price: -
Index price: -

Order Book

Bid depth 5: 425
Ask depth 5: 429
Bid depth 10: 1108
Ask depth 10: 1346
Bid depth 20: 2562
Ask depth 20: 3856
Imbalance 5: -0.004684
Imbalance 10: -0.096985
Imbalance 20: -0.20162
Top bid size: 25
Top ask size: 14
Bid wall score: 0.009758
Ask wall score: 0.003631

Dynamics

Bid depth 5 delta: -405
Ask depth 5 delta: 165
Imbalance 5 delta: -0.522051
Bid depth 10 delta: -256
Ask depth 10 delta: 549
Imbalance 10 delta: -0.359363
Spread delta: 0
Mid price delta: 0.0064
Wall shift score: -0.062514

Tape

Buy volume: 3506
Sell volume: 1870
Buy/sell delta: 1636
Buy/sell ratio: 1.874866
Avg trade size: 53.76
Large trade count: 7
Largest trade size: 417

Candle

Return 1: 0.083985
Return 3: 1.102917
Volume 1: 51904
Volume avg 5: 73137.4
Momentum 5: 1.60021

Cross Exchange

Mid avg: 1.5399325
Mid median: 1.5427
Price deviation %: 0.585578
Spread %: 1.031214

Funding / OI / Volume

Funding rate: 0.0002826
Funding delta: 0
Funding abs: 0.0002826
Funding pressure: 0.0002826
Open interest: 30495314
Volume 24h: 67720038
Quote volume 24h: 107888080.12328
Price change 24h %: -2.699

Quality

Capture latency ms: 6666
Order book timestamp: 2026-07-01 12:20:16.288000+02:00
Ticker timestamp: 2026-07-01 12:20:10.210000+02:00
Trades timestamp: 2026-07-01 12:20:17.983000+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: 1.5427
Best ask: 1.543
Spread: 0.0003
Spread %: 0.019445
Mid price: 1.54285
Last price: 1.5438
Mark price: -
Index price: 1.5437

Order Book

Bid depth 5: 310
Ask depth 5: 80
Bid depth 10: 755
Ask depth 10: 220
Bid depth 20: 1281
Ask depth 20: 479
Imbalance 5: 0.589744
Imbalance 10: 0.548718
Imbalance 20: 0.455682
Top bid size: 27
Top ask size: 3
Bid wall score: 0.021077
Ask wall score: 0.006263

Dynamics

Bid depth 5 delta: 172
Ask depth 5 delta: 8
Imbalance 5 delta: 0.275458
Bid depth 10 delta: 383
Ask depth 10 delta: 43
Imbalance 10 delta: 0.193527
Spread delta: -0.0001
Mid price delta: 0.00135
Wall shift score: -0.055341

Tape

Buy volume: 537
Sell volume: 596
Buy/sell delta: -59
Buy/sell ratio: 0.901007
Avg trade size: 11.33
Large trade count: 7
Largest trade size: 65

Candle

Return 1: -0.34886
Return 3: 0.632829
Volume 1: 149
Volume avg 5: 1666.8
Momentum 5: 1.174078

Cross Exchange

Mid avg: 1.539595
Mid median: 1.542025
Price deviation %: 0.211419
Spread %: 1.03144

Funding / OI / Volume

Funding rate: 0.000282
Funding delta: -0.000002
Funding abs: 0.000282
Funding pressure: 0.000284
Open interest: -
Volume 24h: 1546614
Quote volume 24h: 24700905.691
Price change 24h %: -3.42

Quality

Capture latency ms: 4774
Order book timestamp: 2026-07-01 12:20:10.015000+02:00
Ticker timestamp: 2026-07-01 12:20:07.856000+02:00
Trades timestamp: 2026-07-01 12:20:10.812000+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: 1.50968
Best ask: 1.54877
Spread: 0.03909
Spread %: 2.556197
Mid price: 1.529225
Last price: 1.53215
Mark price: -
Index price: -

Order Book

Bid depth 5: 4295
Ask depth 5: 470
Bid depth 10: 5691
Ask depth 10: 4537
Bid depth 20: 10169
Ask depth 20: 10091
Imbalance 5: 0.802728
Imbalance 10: 0.112828
Imbalance 20: 0.00385
Top bid size: 706
Top ask size: 14
Bid wall score: 0.069427
Ask wall score: 0.001387

Dynamics

Bid depth 5 delta: 1662
Ask depth 5 delta: -3400
Imbalance 5 delta: 0.992948
Bid depth 10 delta: -1761
Ask depth 10 delta: -869
Imbalance 10 delta: -0.046295
Spread delta: 0.0352
Mid price delta: -0.00964
Wall shift score: 0.072325

Tape

Buy volume: 2166
Sell volume: 2582
Buy/sell delta: -416
Buy/sell ratio: 0.838885
Avg trade size: 47.48
Large trade count: 1
Largest trade size: 492

Candle

Return 1: 0
Return 3: 0.96873
Volume 1: 0
Volume avg 5: 164.8
Momentum 5: 0.96873

Cross Exchange

Mid avg: 1.542005
Mid median: 1.542025
Price deviation %: -0.828791
Spread %: 0.404668

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 110469
Volume 24h: 168480
Quote volume 24h: 168480
Price change 24h %: -3.780576

Quality

Capture latency ms: 5587
Order book timestamp: 2026-07-01 12:20:05.496000+02:00
Ticker timestamp: 2026-07-01 12:20:05.800000+02:00
Trades timestamp: 2026-07-01 12:18:27.325000+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: 21677
gate: 21676
htx: 21524
mexc: 21674

By Symbol

VELVET/USDT:USDT: 86551

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