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: 87072
Total labels: 261216
Pending labels: 241733
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 18:38:38.632095+02:00
Recent trades snapshots: 87064
Micro candles: 1741240
Avg data quality: 76.0381753031973539
Latest latency: 4062 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 182 of 8708 · 87072 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 13:45:27.790353+02:00	htx	VELVET/USDT:USDT	1.45384	80	5630 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 13:45:09.776368+02:00	gate	VELVET/USDT:USDT	1.456695	68	10078 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 13:44:59.583340+02:00	binance	VELVET/USDT:USDT	1.4597	80	5825 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 13:44:53.667848+02:00	mexc	VELVET/USDT:USDT	1.45865	68	29730 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 13:44:23.865178+02:00	htx	VELVET/USDT:USDT	1.45875	80	5583 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 13:44:08.909648+02:00	gate	VELVET/USDT:USDT	1.465415	68	9633 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 13:43:59.175192+02:00	binance	VELVET/USDT:USDT	1.46815	80	5780 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 13:43:53.305511+02:00	mexc	VELVET/USDT:USDT	1.46915	78	4838 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 13:43:48.408478+02:00	htx	VELVET/USDT:USDT	1.468965	80	6228 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 13:43:32.768341+02:00	gate	VELVET/USDT:USDT	1.467575	68	9666 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.45001
Best ask: 1.45767
Spread: 0.00766
Spread %: 0.526881
Mid price: 1.45384
Last price: 1.46972
Mark price: -
Index price: -

Order Book

Bid depth 5: 2551
Ask depth 5: 366
Bid depth 10: 8305
Ask depth 10: 4627
Bid depth 20: 10071
Ask depth 20: 6684
Imbalance 5: 0.749057
Imbalance 10: 0.284411
Imbalance 20: 0.202149
Top bid size: 44
Top ask size: 9
Bid wall score: 0.004369
Ask wall score: 0.001346

Dynamics

Bid depth 5 delta: -2924
Ask depth 5 delta: -285
Imbalance 5 delta: -0.038406
Bid depth 10 delta: 987
Ask depth 10 delta: -988
Imbalance 10 delta: 0.152732
Spread delta: -0.00982
Mid price delta: -0.00491
Wall shift score: 0.04597

Tape

Buy volume: 2728
Sell volume: 2644
Buy/sell delta: 84
Buy/sell ratio: 1.03177
Avg trade size: 53.72
Large trade count: 2
Largest trade size: 492

Candle

Return 1: 0
Return 3: -0.066635
Volume 1: 0
Volume avg 5: 24
Momentum 5: 0.387282

Cross Exchange

Mid avg: 1.45844875
Mid median: 1.4587
Price deviation %: -0.316004
Spread %: 0.206041

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 110492
Volume 24h: 166688
Quote volume 24h: 166688
Price change 24h %: -7.701196

Quality

Capture latency ms: 5630
Order book timestamp: 2026-07-01 13:45:26.338000+02:00
Ticker timestamp: 2026-07-01 13:45:26.719000+02:00
Trades timestamp: 2026-07-01 13:43:46.373000+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: 1.45569
Best ask: 1.4577
Spread: 0.00201
Spread %: 0.137984
Mid price: 1.456695
Last price: 1.45661
Mark price: 1.45807
Index price: 1.458072

Order Book

Bid depth 5: 30
Ask depth 5: 14
Bid depth 10: 40
Ask depth 10: 52
Bid depth 20: 87
Ask depth 20: 74
Imbalance 5: 0.363636
Imbalance 10: -0.130435
Imbalance 20: 0.080745
Top bid size: 3
Top ask size: 2
Bid wall score: 0.034483
Ask wall score: 0.027027

Dynamics

Bid depth 5 delta: 17
Ask depth 5 delta: 0
Imbalance 5 delta: 0.400673
Bid depth 10 delta: 12
Ask depth 10 delta: 24
Imbalance 10 delta: -0.130435
Spread delta: -0.00002
Mid price delta: -0.00872
Wall shift score: 0.059233

Tape

Buy volume: 107
Sell volume: 60
Buy/sell delta: 47
Buy/sell ratio: 1.783333
Avg trade size: 1.67
Large trade count: 6
Largest trade size: 8

Candle

Return 1: -0.1544
Return 3: -1.03118
Volume 1: 25
Volume avg 5: 33
Momentum 5: -1.068192

Cross Exchange

Mid avg: 1.46062875
Mid median: 1.459225
Price deviation %: -0.269319
Spread %: 0.463157

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3407700
Quote volume 24h: 5389696
Price change 24h %: -7.98

Quality

Capture latency ms: 10078
Order book timestamp: 2026-07-01 13:45:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:06.309000+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: 1.4596
Best ask: 1.4598
Spread: 0.0002
Spread %: 0.013701
Mid price: 1.4597
Last price: 1.4585
Mark price: -
Index price: -

Order Book

Bid depth 5: 455
Ask depth 5: 131
Bid depth 10: 1420
Ask depth 10: 1331
Bid depth 20: 6185
Ask depth 20: 4499
Imbalance 5: 0.552901
Imbalance 10: 0.032352
Imbalance 20: 0.157806
Top bid size: 33
Top ask size: 9
Bid wall score: 0.005335
Ask wall score: 0.002

Dynamics

Bid depth 5 delta: 237
Ask depth 5 delta: 0
Imbalance 5 delta: 0.303617
Bid depth 10 delta: 676
Ask depth 10 delta: 948
Imbalance 10 delta: -0.287968
Spread delta: -0.0001
Mid price delta: -0.00845
Wall shift score: 0.006057

Tape

Buy volume: 2350
Sell volume: 3449
Buy/sell delta: -1099
Buy/sell ratio: 0.681357
Avg trade size: 57.99
Large trade count: 8
Largest trade size: 497

Candle

Return 1: -0.646831
Return 3: -0.84262
Volume 1: 64358
Volume avg 5: 43827.4
Momentum 5: -0.734694

Cross Exchange

Mid avg: 1.46274125
Mid median: 1.4620825
Price deviation %: -0.207914
Spread %: 0.649466

Funding / OI / Volume

Funding rate: 0.00038545
Funding delta: 0.00000288
Funding abs: 0.00038545
Funding pressure: 0.00038833
Open interest: 30423673
Volume 24h: 67638460
Quote volume 24h: 107438557.78248
Price change 24h %: -7.818

Quality

Capture latency ms: 5825
Order book timestamp: 2026-07-01 13:44:57.439000+02:00
Ticker timestamp: 2026-07-01 13:44:52.220000+02:00
Trades timestamp: 2026-07-01 13:44:59.142000+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: 1.4581
Best ask: 1.4592
Spread: 0.0011
Spread %: 0.075412
Mid price: 1.45865
Last price: 1.4604
Mark price: -
Index price: 1.4597

Order Book

Bid depth 5: 385
Ask depth 5: 208
Bid depth 10: 749
Ask depth 10: 743
Bid depth 20: 1340
Ask depth 20: 1403
Imbalance 5: 0.298482
Imbalance 10: 0.004021
Imbalance 20: -0.022968
Top bid size: 3
Top ask size: 1
Bid wall score: 0.002239
Ask wall score: 0.000713

Dynamics

Bid depth 5 delta: 320
Ask depth 5 delta: 104
Imbalance 5 delta: 0.529252
Bid depth 10 delta: 504
Ask depth 10 delta: 494
Imbalance 10 delta: 0.012119
Spread delta: 0.001
Mid price delta: -0.0105
Wall shift score: 0.012082

Tape

Buy volume: 297
Sell volume: 779
Buy/sell delta: -482
Buy/sell ratio: 0.381258
Avg trade size: 10.76
Large trade count: 9
Largest trade size: 95

Candle

Return 1: -0.613163
Return 3: -0.943845
Volume 1: 1521
Volume avg 5: 1257.4
Momentum 5: -0.734894

Cross Exchange

Mid avg: 1.46536625
Mid median: 1.4667825
Price deviation %: -0.458333
Spread %: 0.70972

Funding / OI / Volume

Funding rate: 0.000382
Funding delta: 0
Funding abs: 0.000382
Funding pressure: 0.000382
Open interest: -
Volume 24h: 1591121
Quote volume 24h: 25318317.629
Price change 24h %: -8.64

Quality

Capture latency ms: 29730
Order book timestamp: 2026-07-01 13:44:52.272000+02:00
Ticker timestamp: 2026-07-01 13:44:49.749000+02:00
Trades timestamp: 2026-07-01 13:44:52.313000+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: 1.45001
Best ask: 1.46749
Spread: 0.01748
Spread %: 1.198286
Mid price: 1.45875
Last price: 1.46972
Mark price: -
Index price: -

Order Book

Bid depth 5: 5475
Ask depth 5: 651
Bid depth 10: 7318
Ask depth 10: 5615
Bid depth 20: 10028
Ask depth 20: 6728
Imbalance 5: 0.787463
Imbalance 10: 0.131679
Imbalance 20: 0.196944
Top bid size: 12
Top ask size: 297
Bid wall score: 0.001197
Ask wall score: 0.044144

Dynamics

Bid depth 5 delta: 1464
Ask depth 5 delta: -436
Imbalance 5 delta: 0.213905
Bid depth 10 delta: -48
Ask depth 10 delta: -147
Imbalance 10 delta: 0.009497
Spread delta: -0.02041
Mid price delta: -0.010215
Wall shift score: 0.056764

Tape

Buy volume: 2728
Sell volume: 2644
Buy/sell delta: 84
Buy/sell ratio: 1.03177
Avg trade size: 53.72
Large trade count: 2
Largest trade size: 492

Candle

Return 1: 0
Return 3: -0.066635
Volume 1: 0
Volume avg 5: 24
Momentum 5: 0.387282

Cross Exchange

Mid avg: 1.46792
Mid median: 1.4685575
Price deviation %: -0.624693
Spread %: 0.254442

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 110527
Volume 24h: 166688
Quote volume 24h: 166688
Price change 24h %: -7.701196

Quality

Capture latency ms: 5583
Order book timestamp: 2026-07-01 13:44:21.596000+02:00
Ticker timestamp: 2026-07-01 13:44:22.135000+02:00
Trades timestamp: 2026-07-01 13:43:46.373000+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: 1.4644
Best ask: 1.46643
Spread: 0.00203
Spread %: 0.138527
Mid price: 1.465415
Last price: 1.46496
Mark price: 1.46673
Index price: 1.466025

Order Book

Bid depth 5: 13
Ask depth 5: 14
Bid depth 10: 28
Ask depth 10: 28
Bid depth 20: 76
Ask depth 20: 77
Imbalance 5: -0.037037
Imbalance 10: 0
Imbalance 20: -0.006536
Top bid size: 1
Top ask size: 5
Bid wall score: 0.013158
Ask wall score: 0.064935

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 0
Imbalance 5 delta: -0.037037
Bid depth 10 delta: -4
Ask depth 10 delta: -20
Imbalance 10 delta: 0.2
Spread delta: -0.00084
Mid price delta: -0.00216
Wall shift score: -0.050168

Tape

Buy volume: 114
Sell volume: 96
Buy/sell delta: 18
Buy/sell ratio: 1.1875
Avg trade size: 2.1
Large trade count: 6
Largest trade size: 11

Candle

Return 1: -0.197567
Return 3: -0.382162
Volume 1: 3
Volume avg 5: 61.2
Momentum 5: -0.254647

Cross Exchange

Mid avg: 1.46846
Mid median: 1.4685575
Price deviation %: -0.20736
Spread %: 0.107255

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3405000
Quote volume 24h: 5385754
Price change 24h %: -6.77

Quality

Capture latency ms: 9633
Order book timestamp: 2026-07-01 13:44:07+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:06.243000+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: 1.468
Best ask: 1.4683
Spread: 0.0003
Spread %: 0.020434
Mid price: 1.46815
Last price: 1.4688
Mark price: -
Index price: -

Order Book

Bid depth 5: 218
Ask depth 5: 131
Bid depth 10: 744
Ask depth 10: 383
Bid depth 20: 4619
Ask depth 20: 2245
Imbalance 5: 0.249284
Imbalance 10: 0.320319
Imbalance 20: 0.345862
Top bid size: 8
Top ask size: 10
Bid wall score: 0.001732
Ask wall score: 0.004454

Dynamics

Bid depth 5 delta: -166
Ask depth 5 delta: -152
Imbalance 5 delta: 0.097859
Bid depth 10 delta: 52
Ask depth 10 delta: -86
Imbalance 10 delta: 0.128244
Spread delta: 0.0001
Mid price delta: -0.00285
Wall shift score: -0.043809

Tape

Buy volume: 1083
Sell volume: 2572
Buy/sell delta: -1489
Buy/sell ratio: 0.421073
Avg trade size: 36.55
Large trade count: 8
Largest trade size: 284

Candle

Return 1: -0.29206
Return 3: -0.305603
Volume 1: 37233
Volume avg 5: 36082.6
Momentum 5: -0.081677

Cross Exchange

Mid avg: 1.4691725
Mid median: 1.4690575
Price deviation %: -0.069597
Spread %: 0.233124

Funding / OI / Volume

Funding rate: 0.00038257
Funding delta: 0
Funding abs: 0.00038257
Funding pressure: 0.00038257
Open interest: 30417410
Volume 24h: 67637727
Quote volume 24h: 107445110.46028
Price change 24h %: -7.067

Quality

Capture latency ms: 5780
Order book timestamp: 2026-07-01 13:43:57.045000+02:00
Ticker timestamp: 2026-07-01 13:43:49.897000+02:00
Trades timestamp: 2026-07-01 13:43:58.628000+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: 1.4691
Best ask: 1.4692
Spread: 0.0001
Spread %: 0.006807
Mid price: 1.46915
Last price: 1.4689
Mark price: -
Index price: 1.4667

Order Book

Bid depth 5: 65
Ask depth 5: 104
Bid depth 10: 245
Ask depth 10: 249
Bid depth 20: 504
Ask depth 20: 450
Imbalance 5: -0.230769
Imbalance 10: -0.008097
Imbalance 20: 0.056604
Top bid size: 35
Top ask size: 36
Bid wall score: 0.069444
Ask wall score: 0.08

Dynamics

Bid depth 5 delta: 45
Ask depth 5 delta: 53
Imbalance 5 delta: 0.20585
Bid depth 10 delta: 128
Ask depth 10 delta: 51
Imbalance 10 delta: 0.249046
Spread delta: -0.0003
Mid price delta: -0.00335
Wall shift score: -0.021575

Tape

Buy volume: 259
Sell volume: 514
Buy/sell delta: -255
Buy/sell ratio: 0.503891
Avg trade size: 7.73
Large trade count: 7
Largest trade size: 43

Candle

Return 1: -0.224307
Return 3: -0.285307
Volume 1: 845
Volume avg 5: 1219.8
Momentum 5: -0.05447

Cross Exchange

Mid avg: 1.47001
Mid median: 1.4699825
Price deviation %: -0.058503
Spread %: 0.335032

Funding / OI / Volume

Funding rate: 0.000382
Funding delta: 0
Funding abs: 0.000382
Funding pressure: 0.000382
Open interest: -
Volume 24h: 1589779
Quote volume 24h: 25298666.811
Price change 24h %: -8.11

Quality

Capture latency ms: 4838
Order book timestamp: 2026-07-01 13:43:51.381000+02:00
Ticker timestamp: 2026-07-01 13:43:50.004000+02:00
Trades timestamp: 2026-07-01 13:43:51.876000+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: 1.45002
Best ask: 1.48791
Spread: 0.03789
Spread %: 2.579367
Mid price: 1.468965
Last price: 1.46972
Mark price: -
Index price: -

Order Book

Bid depth 5: 4011
Ask depth 5: 1087
Bid depth 10: 7366
Ask depth 10: 5762
Bid depth 20: 10076
Ask depth 20: 6869
Imbalance 5: 0.573558
Imbalance 10: 0.122182
Imbalance 20: 0.189259
Top bid size: 72
Top ask size: 734
Bid wall score: 0.007146
Ask wall score: 0.106857

Dynamics

Bid depth 5 delta: 2950
Ask depth 5 delta: 238
Imbalance 5 delta: 0.462563
Bid depth 10 delta: 42
Ask depth 10 delta: -3
Imbalance 10 delta: 0.003074
Spread delta: 0.01285
Mid price delta: 0.005565
Wall shift score: -0.125076

Tape

Buy volume: 2728
Sell volume: 2644
Buy/sell delta: 84
Buy/sell ratio: 1.03177
Avg trade size: 53.72
Large trade count: 2
Largest trade size: 492

Candle

Return 1: -0.066635
Return 3: 0.387282
Volume 1: 70
Volume avg 5: 24
Momentum 5: 0.387282

Cross Exchange

Mid avg: 1.46861875
Mid median: 1.4692875
Price deviation %: 0.023577
Spread %: 0.61963

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 110527
Volume 24h: 166750
Quote volume 24h: 166750
Price change 24h %: -7.701196

Quality

Capture latency ms: 6228
Order book timestamp: 2026-07-01 13:43:46.538000+02:00
Ticker timestamp: 2026-07-01 13:43:46.876000+02:00
Trades timestamp: 2026-07-01 13:43:46.373000+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: 1.46614
Best ask: 1.46901
Spread: 0.00287
Spread %: 0.195561
Mid price: 1.467575
Last price: 1.46711
Mark price: 1.46986
Index price: 1.46926

Order Book

Bid depth 5: 14
Ask depth 5: 14
Bid depth 10: 32
Ask depth 10: 48
Bid depth 20: 84
Ask depth 20: 74
Imbalance 5: 0
Imbalance 10: -0.2
Imbalance 20: 0.063291
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011905
Ask wall score: 0.013514

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 1
Ask depth 10 delta: 25
Imbalance 10 delta: -0.348148
Spread delta: 0.00131
Mid price delta: -0.002685
Wall shift score: 0.000629

Tape

Buy volume: 110
Sell volume: 116
Buy/sell delta: -6
Buy/sell ratio: 0.948276
Avg trade size: 2.26
Large trade count: 7
Largest trade size: 11

Candle

Return 1: -0.20746
Return 3: -0.24478
Volume 1: 43
Volume avg 5: 63.2
Momentum 5: 0.0491

Cross Exchange

Mid avg: 1.46929
Mid median: 1.47063
Price deviation %: -0.116723
Spread %: 0.619347

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3402200
Quote volume 24h: 5381644
Price change 24h %: -7.01

Quality

Capture latency ms: 9666
Order book timestamp: 2026-07-01 13:43:31+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:06.210000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 21807
gate: 21808
htx: 21651
mexc: 21806

By Symbol

VELVET/USDT:USDT: 87072

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