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: 87597
Total labels: 262791
Pending labels: 243308
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 20:05:19.291191+02:00
Recent trades snapshots: 87589
Micro candles: 1751740
Avg data quality: 76.0378095140244529
Latest latency: 9422 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 183 of 8760 · 87597 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 15:11:36.125676+02:00	htx	VELVET/USDT:USDT	1.438775	90	4557 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 15:11:21.417420+02:00	gate	VELVET/USDT:USDT	1.438315	68	9857 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 15:11:11.451154+02:00	binance	VELVET/USDT:USDT	1.44035	80	6122 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 15:11:05.224790+02:00	mexc	VELVET/USDT:USDT	1.44295	78	4430 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 15:11:00.718828+02:00	htx	VELVET/USDT:USDT	1.442625	80	5028 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 15:10:44.551979+02:00	gate	VELVET/USDT:USDT	1.44087	68	10378 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 15:10:34.009204+02:00	binance	VELVET/USDT:USDT	1.4432	80	7222 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 15:10:26.669381+02:00	mexc	VELVET/USDT:USDT	1.44265	66	4334 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 15:10:22.252700+02:00	htx	VELVET/USDT:USDT	1.441575	80	5031 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 15:10:04.571623+02:00	gate	VELVET/USDT:USDT	1.43627	68	10098 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.43741
Best ask: 1.44014
Spread: 0.00273
Spread %: 0.189745
Mid price: 1.438775
Last price: 1.44111
Mark price: -
Index price: -

Order Book

Bid depth 5: 11629
Ask depth 5: 4765
Bid depth 10: 16763
Ask depth 10: 7427
Bid depth 20: 56672
Ask depth 20: 57503
Imbalance 5: 0.41869
Imbalance 10: 0.385945
Imbalance 20: -0.007278
Top bid size: 41
Top ask size: 329
Bid wall score: 0.000723
Ask wall score: 0.005721

Dynamics

Bid depth 5 delta: -4890
Ask depth 5 delta: 650
Imbalance 5 delta: -0.182454
Bid depth 10 delta: -5024
Ask depth 10 delta: 305
Imbalance 10 delta: -0.121337
Spread delta: -0.0003
Mid price delta: -0.00385
Wall shift score: 0.002529

Tape

Buy volume: 936
Sell volume: 4524
Buy/sell delta: -3588
Buy/sell ratio: 0.206897
Avg trade size: 54.6
Large trade count: 4
Largest trade size: 218

Candle

Return 1: -0.13859
Return 3: -0.569903
Volume 1: 10
Volume avg 5: 18
Momentum 5: -0.569903

Cross Exchange

Mid avg: 1.44106
Mid median: 1.4414875
Price deviation %: -0.158564
Spread %: 0.321638

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 108498
Volume 24h: 193178
Quote volume 24h: 193178
Price change 24h %: -9.497912

Quality

Capture latency ms: 4557
Order book timestamp: 2026-07-01 15:11:34.638000+02:00
Ticker timestamp: 2026-07-01 15:11:34.985000+02:00
Trades timestamp: 2026-07-01 15:11:19.755000+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: 1.43741
Best ask: 1.43922
Spread: 0.00181
Spread %: 0.125842
Mid price: 1.438315
Last price: 1.43925
Mark price: 1.43925
Index price: 1.439105

Order Book

Bid depth 5: 6
Ask depth 5: 6
Bid depth 10: 11
Ask depth 10: 39
Bid depth 20: 47
Ask depth 20: 49
Imbalance 5: 0
Imbalance 10: -0.56
Imbalance 20: -0.020833
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021277
Ask wall score: 0.020408

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 28
Imbalance 10 delta: -0.56
Spread delta: -0.00059
Mid price delta: -0.002555
Wall shift score: 0.000868

Tape

Buy volume: 60
Sell volume: 62
Buy/sell delta: -2
Buy/sell ratio: 0.967742
Avg trade size: 1.22
Large trade count: 2
Largest trade size: 6

Candle

Return 1: 0.08275
Return 3: 0.029886
Volume 1: 9
Volume avg 5: 29.6
Momentum 5: -0.414464

Cross Exchange

Mid avg: 1.44169875
Mid median: 1.4417475
Price deviation %: -0.234706
Spread %: 0.180343

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3536100
Quote volume 24h: 5529922
Price change 24h %: -9.14

Quality

Capture latency ms: 9857
Order book timestamp: 2026-07-01 15:11:20+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:11.475000+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: 1.4403
Best ask: 1.4404
Spread: 0.0001
Spread %: 0.006943
Mid price: 1.44035
Last price: 1.4425
Mark price: -
Index price: -

Order Book

Bid depth 5: 272
Ask depth 5: 583
Bid depth 10: 766
Ask depth 10: 945
Bid depth 20: 4619
Ask depth 20: 2914
Imbalance 5: -0.363743
Imbalance 10: -0.104617
Imbalance 20: 0.226337
Top bid size: 146
Top ask size: 4
Bid wall score: 0.031609
Ask wall score: 0.001373

Dynamics

Bid depth 5 delta: -2933
Ask depth 5 delta: 279
Imbalance 5 delta: -1.190474
Bid depth 10 delta: -2573
Ask depth 10 delta: -2680
Imbalance 10 delta: -0.063549
Spread delta: -0.0001
Mid price delta: -0.00285
Wall shift score: -0.053959

Tape

Buy volume: 2776
Sell volume: 14035
Buy/sell delta: -11259
Buy/sell ratio: 0.197791
Avg trade size: 168.11
Large trade count: 2
Largest trade size: 8926

Candle

Return 1: -0.159379
Return 3: 0.076405
Volume 1: 19236
Volume avg 5: 59445.8
Momentum 5: -0.462867

Cross Exchange

Mid avg: 1.44241125
Mid median: 1.4427875
Price deviation %: -0.142903
Spread %: 0.161535

Funding / OI / Volume

Funding rate: 0.00037107
Funding delta: 0.00000499
Funding abs: 0.00037107
Funding pressure: 0.00037606
Open interest: 30550230
Volume 24h: 68274082
Quote volume 24h: 107567196.18519
Price change 24h %: -9.652

Quality

Capture latency ms: 6122
Order book timestamp: 2026-07-01 15:11:09.307000+02:00
Ticker timestamp: 2026-07-01 15:11:04.869000+02:00
Trades timestamp: 2026-07-01 15:11:10.741000+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: 1.4428
Best ask: 1.4431
Spread: 0.0003
Spread %: 0.020791
Mid price: 1.44295
Last price: 1.4431
Mark price: -
Index price: 1.4394

Order Book

Bid depth 5: 205
Ask depth 5: 77
Bid depth 10: 966
Ask depth 10: 553
Bid depth 20: 1384
Ask depth 20: 851
Imbalance 5: 0.453901
Imbalance 10: 0.271889
Imbalance 20: 0.238479
Top bid size: 14
Top ask size: 12
Bid wall score: 0.010116
Ask wall score: 0.014101

Dynamics

Bid depth 5 delta: 102
Ask depth 5 delta: 44
Imbalance 5 delta: -0.060805
Bid depth 10 delta: 713
Ask depth 10 delta: -13
Imbalance 10 delta: 0.654063
Spread delta: -0.0002
Mid price delta: 0.0003
Wall shift score: -0.02869

Tape

Buy volume: 751
Sell volume: 228
Buy/sell delta: 523
Buy/sell ratio: 3.29386
Avg trade size: 9.79
Large trade count: 8
Largest trade size: 89

Candle

Return 1: 0.027726
Return 3: 0.270984
Volume 1: 9
Volume avg 5: 1643.6
Momentum 5: -0.255737

Cross Exchange

Mid avg: 1.44233625
Mid median: 1.4426375
Price deviation %: 0.042552
Spread %: 0.161543

Funding / OI / Volume

Funding rate: 0.000366
Funding delta: 0
Funding abs: 0.000366
Funding pressure: 0.000366
Open interest: -
Volume 24h: 1516864
Quote volume 24h: 23983616.213
Price change 24h %: -9.72

Quality

Capture latency ms: 4430
Order book timestamp: 2026-07-01 15:11:03.235000+02:00
Ticker timestamp: 2026-07-01 15:11:01.874000+02:00
Trades timestamp: 2026-07-01 15:11:01.614000+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: 1.44111
Best ask: 1.44414
Spread: 0.00303
Spread %: 0.210034
Mid price: 1.442625
Last price: 1.44311
Mark price: -
Index price: -

Order Book

Bid depth 5: 16519
Ask depth 5: 4115
Bid depth 10: 21787
Ask depth 10: 7122
Bid depth 20: 61533
Ask depth 20: 56915
Imbalance 5: 0.601144
Imbalance 10: 0.507281
Imbalance 20: 0.038988
Top bid size: 5
Top ask size: 433
Bid wall score: 0.000081
Ask wall score: 0.007608

Dynamics

Bid depth 5 delta: 8364
Ask depth 5 delta: -5434
Imbalance 5 delta: 0.679883
Bid depth 10 delta: 7647
Ask depth 10 delta: -15974
Imbalance 10 delta: 0.747801
Spread delta: -0.0007
Mid price delta: 0.00105
Wall shift score: -0.004906

Tape

Buy volume: 1006
Sell volume: 4514
Buy/sell delta: -3508
Buy/sell ratio: 0.222862
Avg trade size: 55.2
Large trade count: 4
Largest trade size: 218

Candle

Return 1: 0
Return 3: -0.431912
Volume 1: 0
Volume avg 5: 16
Momentum 5: -0.431912

Cross Exchange

Mid avg: 1.44207375
Mid median: 1.4421125
Price deviation %: 0.038226
Spread %: 0.161573

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 108498
Volume 24h: 193168
Quote volume 24h: 193168
Price change 24h %: -9.372311

Quality

Capture latency ms: 5028
Order book timestamp: 2026-07-01 15:10:59.296000+02:00
Ticker timestamp: 2026-07-01 15:10:59.624000+02:00
Trades timestamp: 2026-07-01 15:09:48.031000+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: 1.43967
Best ask: 1.44207
Spread: 0.0024
Spread %: 0.166566
Mid price: 1.44087
Last price: 1.43806
Mark price: 1.43806
Index price: 1.437983

Order Book

Bid depth 5: 6
Ask depth 5: 6
Bid depth 10: 11
Ask depth 10: 11
Bid depth 20: 47
Ask depth 20: 47
Imbalance 5: 0
Imbalance 10: 0
Imbalance 20: 0
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021277
Ask wall score: 0.021277

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -2
Imbalance 5 delta: 0.142857
Bid depth 10 delta: -26
Ask depth 10 delta: -28
Imbalance 10 delta: 0.026316
Spread delta: 0.00062
Mid price delta: 0.0046
Wall shift score: 0.020769

Tape

Buy volume: 64
Sell volume: 59
Buy/sell delta: 5
Buy/sell ratio: 1.084746
Avg trade size: 1.23
Large trade count: 2
Largest trade size: 6

Candle

Return 1: 0.089088
Return 3: 0.327201
Volume 1: 3
Volume avg 5: 83.4
Momentum 5: -1.032304

Cross Exchange

Mid avg: 1.44092375
Mid median: 1.4421125
Price deviation %: -0.00373
Spread %: 0.480941

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3535300
Quote volume 24h: 5528771
Price change 24h %: -9.75

Quality

Capture latency ms: 10378
Order book timestamp: 2026-07-01 15:10:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:11.415000+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: 1.4431
Best ask: 1.4433
Spread: 0.0002
Spread %: 0.013858
Mid price: 1.4432
Last price: 1.4429
Mark price: -
Index price: -

Order Book

Bid depth 5: 3205
Ask depth 5: 304
Bid depth 10: 3339
Ask depth 10: 3625
Bid depth 20: 4656
Ask depth 20: 4992
Imbalance 5: 0.826731
Imbalance 10: -0.041068
Imbalance 20: -0.034826
Top bid size: 406
Top ask size: 15
Bid wall score: 0.087199
Ask wall score: 0.003005

Dynamics

Bid depth 5 delta: 2657
Ask depth 5 delta: 166
Imbalance 5 delta: 0.229064
Bid depth 10 delta: 1872
Ask depth 10 delta: 2893
Imbalance 10 delta: -0.375311
Spread delta: 0.0001
Mid price delta: 0.00485
Wall shift score: 0.065151

Tape

Buy volume: 5799
Sell volume: 2703
Buy/sell delta: 3096
Buy/sell ratio: 2.145394
Avg trade size: 85.02
Large trade count: 4
Largest trade size: 2171

Candle

Return 1: 0.222377
Return 3: 0.543781
Volume 1: 21048
Volume avg 5: 75948
Momentum 5: -0.674931

Cross Exchange

Mid avg: 1.43971125
Mid median: 1.4399625
Price deviation %: 0.242323
Spread %: 0.443144

Funding / OI / Volume

Funding rate: 0.00036608
Funding delta: -0.00000018
Funding abs: 0.00036608
Funding pressure: 0.00036626
Open interest: 30546650
Volume 24h: 68288211
Quote volume 24h: 107593202.06879
Price change 24h %: -9.751

Quality

Capture latency ms: 7222
Order book timestamp: 2026-07-01 15:10:31.829000+02:00
Ticker timestamp: 2026-07-01 15:10:25.125000+02:00
Trades timestamp: 2026-07-01 15:10:33.299000+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: 1.4424
Best ask: 1.4429
Spread: 0.0005
Spread %: 0.034658
Mid price: 1.44265
Last price: -
Mark price: -
Index price: -

Order Book

Bid depth 5: 103
Ask depth 5: 33
Bid depth 10: 253
Ask depth 10: 566
Bid depth 20: 559
Ask depth 20: 1409
Imbalance 5: 0.514706
Imbalance 10: -0.382173
Imbalance 20: -0.431911
Top bid size: 15
Top ask size: 3
Bid wall score: 0.026834
Ask wall score: 0.002129

Dynamics

Bid depth 5 delta: 63
Ask depth 5 delta: -66
Imbalance 5 delta: 0.939166
Bid depth 10 delta: 17
Ask depth 10 delta: -147
Imbalance 10 delta: 0.120461
Spread delta: 0.0003
Mid price delta: 0.00605
Wall shift score: 0.035175

Tape

Buy volume: 1017
Sell volume: 285
Buy/sell delta: 732
Buy/sell ratio: 3.568421
Avg trade size: 13.02
Large trade count: 5
Largest trade size: 306

Candle

Return 1: 0.305789
Return 3: 0.627484
Volume 1: 234
Volume avg 5: 1917.2
Momentum 5: -0.8382

Cross Exchange

Mid avg: 1.43819875
Mid median: 1.437475
Price deviation %: 0.309502
Spread %: 0.368864

Funding / OI / Volume

Funding rate: 0.000366
Funding delta: -0.000004
Funding abs: 0.000366
Funding pressure: 0.00037
Open interest: -
Volume 24h: -
Quote volume 24h: -
Price change 24h %: -

Quality

Capture latency ms: 4334
Order book timestamp: 2026-07-01 15:10:25.208000+02:00
Ticker timestamp: -
Trades timestamp: 2026-07-01 15:10:23.104000+02:00
Data quality score: 66
Missing fields count: 2

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: 1.43971
Best ask: 1.44344
Spread: 0.00373
Spread %: 0.258745
Mid price: 1.441575
Last price: 1.44311
Mark price: -
Index price: -

Order Book

Bid depth 5: 8155
Ask depth 5: 9549
Bid depth 10: 14140
Ask depth 10: 23096
Bid depth 20: 50999
Ask depth 20: 62505
Imbalance 5: -0.078739
Imbalance 10: -0.24052
Imbalance 20: -0.101371
Top bid size: 125
Top ask size: 317
Bid wall score: 0.002451
Ask wall score: 0.005072

Dynamics

Bid depth 5 delta: -5020
Ask depth 5 delta: 4371
Imbalance 5 delta: -0.514472
Bid depth 10 delta: -6060
Ask depth 10 delta: 12195
Imbalance 10 delta: -0.539514
Spread delta: -0.01003
Mid price delta: 0.005345
Wall shift score: -0.000467

Tape

Buy volume: 1006
Sell volume: 4514
Buy/sell delta: -3508
Buy/sell ratio: 0.222862
Avg trade size: 55.2
Large trade count: 4
Largest trade size: 218

Candle

Return 1: 0
Return 3: -0.431912
Volume 1: 0
Volume avg 5: 86.4
Momentum 5: -1.259647

Cross Exchange

Mid avg: 1.4368625
Mid median: 1.436435
Price deviation %: 0.327972
Spread %: 0.147544

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 108498
Volume 24h: 193168
Quote volume 24h: 193168
Price change 24h %: -9.372311

Quality

Capture latency ms: 5031
Order book timestamp: 2026-07-01 15:10:20.838000+02:00
Ticker timestamp: 2026-07-01 15:10:21.169000+02:00
Trades timestamp: 2026-07-01 15:09:48.031000+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: 1.43538
Best ask: 1.43716
Spread: 0.00178
Spread %: 0.123932
Mid price: 1.43627
Last price: 1.43678
Mark price: 1.43678
Index price: 1.436875

Order Book

Bid depth 5: 6
Ask depth 5: 8
Bid depth 10: 37
Ask depth 10: 39
Bid depth 20: 52
Ask depth 20: 50
Imbalance 5: -0.142857
Imbalance 10: -0.026316
Imbalance 20: 0.019608
Top bid size: 1
Top ask size: 2
Bid wall score: 0.019231
Ask wall score: 0.04

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 2
Imbalance 5 delta: -0.285714
Bid depth 10 delta: 24
Ask depth 10 delta: 2
Imbalance 10 delta: 0.453684
Spread delta: 0.0005
Mid price delta: 0.00027
Wall shift score: -0.034658

Tape

Buy volume: 65
Sell volume: 59
Buy/sell delta: 6
Buy/sell ratio: 1.101695
Avg trade size: 1.24
Large trade count: 2
Largest trade size: 6

Candle

Return 1: 0
Return 3: 0.237901
Volume 1: 0
Volume avg 5: 82.8
Momentum 5: -1.120394

Cross Exchange

Mid avg: 1.436795
Mid median: 1.436415
Price deviation %: -0.03654
Spread %: 0.163558

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3534800
Quote volume 24h: 5528053
Price change 24h %: -9.92

Quality

Capture latency ms: 10098
Order book timestamp: 2026-07-01 15:10:03+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:11.396000+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: 21939
gate: 21940
htx: 21781
mexc: 21937

By Symbol

VELVET/USDT:USDT: 87597

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