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: 88040
Total labels: 264120
Pending labels: 244637
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 21:21:54.145961+02:00
Recent trades snapshots: 88032
Micro candles: 1760600
Avg data quality: 76.0348019672652514
Latest latency: 11743 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 184 of 8804 · 88040 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 16:21:44.329893+02:00	binance	VELVET/USDT:USDT	1.5279	80	6511 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 16:21:37.685718+02:00	mexc	VELVET/USDT:USDT	1.5315	78	4396 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 16:21:33.215705+02:00	htx	VELVET/USDT:USDT	1.535965	80	5193 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 16:21:18.868245+02:00	gate	VELVET/USDT:USDT	1.541735	68	9487 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 16:21:09.277152+02:00	binance	VELVET/USDT:USDT	1.54915	80	6738 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 16:21:02.429464+02:00	mexc	VELVET/USDT:USDT	1.55105	68	5022 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 16:20:57.342304+02:00	htx	VELVET/USDT:USDT	1.55056	80	5107 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 16:20:42.132103+02:00	gate	VELVET/USDT:USDT	1.552005	68	11103 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 16:20:30.907315+02:00	binance	VELVET/USDT:USDT	1.55145	80	6536 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 16:20:24.255312+02:00	mexc	VELVET/USDT:USDT	1.55205	78	4853 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.5278
Best ask: 1.528
Spread: 0.0002
Spread %: 0.01309
Mid price: 1.5279
Last price: 1.531
Mark price: -
Index price: -

Order Book

Bid depth 5: 123
Ask depth 5: 678
Bid depth 10: 739
Ask depth 10: 1294
Bid depth 20: 4690
Ask depth 20: 7911
Imbalance 5: -0.692884
Imbalance 10: -0.272996
Imbalance 20: -0.255615
Top bid size: 17
Top ask size: 65
Bid wall score: 0.003625
Ask wall score: 0.008216

Dynamics

Bid depth 5 delta: -509
Ask depth 5 delta: 451
Imbalance 5 delta: -1.164362
Bid depth 10 delta: -227
Ask depth 10 delta: -74
Imbalance 10 delta: -0.100759
Spread delta: 0.0001
Mid price delta: -0.02125
Wall shift score: -0.017481

Tape

Buy volume: 2106
Sell volume: 3768
Buy/sell delta: -1662
Buy/sell ratio: 0.558917
Avg trade size: 58.74
Large trade count: 10
Largest trade size: 612

Candle

Return 1: -1.444695
Return 3: -0.85642
Volume 1: 158328
Volume avg 5: 334888
Momentum 5: 2.145722

Cross Exchange

Mid avg: 1.5395875
Mid median: 1.53885
Price deviation %: -0.759132
Spread %: 1.146411

Funding / OI / Volume

Funding rate: 0.00041475
Funding delta: 0
Funding abs: 0.00041475
Funding pressure: 0.00041475
Open interest: 30294053
Volume 24h: 68685575
Quote volume 24h: 107640817.27931
Price change 24h %: -5.33

Quality

Capture latency ms: 6511
Order book timestamp: 2026-07-01 16:21:41.732000+02:00
Ticker timestamp: 2026-07-01 16:21:35.915000+02:00
Trades timestamp: 2026-07-01 16:21:43.638000+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: 1.5312
Best ask: 1.5318
Spread: 0.0006
Spread %: 0.039177
Mid price: 1.5315
Last price: 1.5354
Mark price: -
Index price: 1.5347

Order Book

Bid depth 5: 715
Ask depth 5: 84
Bid depth 10: 950
Ask depth 10: 319
Bid depth 20: 1856
Ask depth 20: 876
Imbalance 5: 0.789737
Imbalance 10: 0.497242
Imbalance 20: 0.358712
Top bid size: 14
Top ask size: 6
Bid wall score: 0.007543
Ask wall score: 0.006849

Dynamics

Bid depth 5 delta: -19
Ask depth 5 delta: 46
Imbalance 5 delta: -0.111817
Bid depth 10 delta: 134
Ask depth 10 delta: 58
Imbalance 10 delta: -0.018078
Spread delta: -0.0005
Mid price delta: -0.01955
Wall shift score: 0.004024

Tape

Buy volume: 276
Sell volume: 435
Buy/sell delta: -159
Buy/sell ratio: 0.634483
Avg trade size: 7.11
Large trade count: 4
Largest trade size: 55

Candle

Return 1: -1.31528
Return 3: -0.707103
Volume 1: 1657
Volume avg 5: 5063.4
Momentum 5: 2.381271

Cross Exchange

Mid avg: 1.544475
Mid median: 1.5454425
Price deviation %: -0.840091
Spread %: 0.976707

Funding / OI / Volume

Funding rate: 0.000414
Funding delta: 0
Funding abs: 0.000414
Funding pressure: 0.000414
Open interest: -
Volume 24h: 1565560
Quote volume 24h: 24636034.924
Price change 24h %: -3.95

Quality

Capture latency ms: 4396
Order book timestamp: 2026-07-01 16:21:36.334000+02:00
Ticker timestamp: 2026-07-01 16:21:34.817000+02:00
Trades timestamp: 2026-07-01 16:21:35.601000+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: 1.52631
Best ask: 1.54562
Spread: 0.01931
Spread %: 1.25719
Mid price: 1.535965
Last price: 1.57079
Mark price: -
Index price: -

Order Book

Bid depth 5: 23391
Ask depth 5: 4295
Bid depth 10: 29134
Ask depth 10: 6008
Bid depth 20: 63597
Ask depth 20: 54927
Imbalance 5: 0.689735
Imbalance 10: 0.658073
Imbalance 20: 0.07315
Top bid size: 265
Top ask size: 1344
Bid wall score: 0.004167
Ask wall score: 0.024469

Dynamics

Bid depth 5 delta: 8566
Ask depth 5 delta: 3877
Imbalance 5 delta: -0.25542
Bid depth 10 delta: 6199
Ask depth 10 delta: -2926
Imbalance 10 delta: 0.218743
Spread delta: 0.00883
Mid price delta: -0.014595
Wall shift score: -0.020724

Tape

Buy volume: 3064
Sell volume: 5882
Buy/sell delta: -2818
Buy/sell ratio: 0.520911
Avg trade size: 89.46
Large trade count: 4
Largest trade size: 1844

Candle

Return 1: 0
Return 3: 1.906708
Volume 1: 0
Volume avg 5: 262
Momentum 5: 5.740078

Cross Exchange

Mid avg: 1.54812375
Mid median: 1.549855
Price deviation %: -0.785386
Spread %: 0.601696

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 107056
Volume 24h: 196102
Quote volume 24h: 196102
Price change 24h %: -1.353974

Quality

Capture latency ms: 5193
Order book timestamp: 2026-07-01 16:21:31.744000+02:00
Ticker timestamp: 2026-07-01 16:21:32.077000+02:00
Trades timestamp: 2026-07-01 16:19:42.233000+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: 1.54054
Best ask: 1.54293
Spread: 0.00239
Spread %: 0.15502
Mid price: 1.541735
Last price: 1.54575
Mark price: 1.54519
Index price: 1.54576

Order Book

Bid depth 5: 9
Ask depth 5: 5
Bid depth 10: 38
Ask depth 10: 34
Bid depth 20: 48
Ask depth 20: 44
Imbalance 5: 0.285714
Imbalance 10: 0.055556
Imbalance 20: 0.043478
Top bid size: 1
Top ask size: 1
Bid wall score: 0.020833
Ask wall score: 0.022727

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -1
Imbalance 5 delta: 0.285714
Bid depth 10 delta: 3
Ask depth 10 delta: -1
Imbalance 10 delta: 0.055556
Spread delta: 0.00074
Mid price delta: -0.01027
Wall shift score: 0.011781

Tape

Buy volume: 74
Sell volume: 106
Buy/sell delta: -32
Buy/sell ratio: 0.698113
Avg trade size: 1.8
Large trade count: 4
Largest trade size: 26

Candle

Return 1: -0.145994
Return 3: 0.033005
Volume 1: 118
Volume avg 5: 199.4
Momentum 5: 3.540783

Cross Exchange

Mid avg: 1.55069125
Mid median: 1.550805
Price deviation %: -0.577565
Spread %: 0.184111

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3647300
Quote volume 24h: 5663334
Price change 24h %: -4.53

Quality

Capture latency ms: 9487
Order book timestamp: 2026-07-01 16:21:17+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:15.673000+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: 1.5491
Best ask: 1.5492
Spread: 0.0001
Spread %: 0.006455
Mid price: 1.54915
Last price: 1.5532
Mark price: -
Index price: -

Order Book

Bid depth 5: 632
Ask depth 5: 227
Bid depth 10: 966
Ask depth 10: 1368
Bid depth 20: 3643
Ask depth 20: 2356
Imbalance 5: 0.471478
Imbalance 10: -0.172237
Imbalance 20: 0.214536
Top bid size: 132
Top ask size: 55
Bid wall score: 0.036234
Ask wall score: 0.023345

Dynamics

Bid depth 5 delta: 173
Ask depth 5 delta: 56
Imbalance 5 delta: 0.014336
Bid depth 10 delta: -1127
Ask depth 10 delta: 356
Imbalance 10 delta: -0.520385
Spread delta: -0.0002
Mid price delta: -0.0023
Wall shift score: 0.010405

Tape

Buy volume: 1246
Sell volume: 7306
Buy/sell delta: -6060
Buy/sell ratio: 0.170545
Avg trade size: 85.52
Large trade count: 9
Largest trade size: 1248

Candle

Return 1: -0.00645
Return 3: 0.590411
Volume 1: 14044
Volume avg 5: 306031.2
Momentum 5: 3.636364

Cross Exchange

Mid avg: 1.55126625
Mid median: 1.55125
Price deviation %: -0.136421
Spread %: 0.09315

Funding / OI / Volume

Funding rate: 0.00041475
Funding delta: 0
Funding abs: 0.00041475
Funding pressure: 0.00041475
Open interest: 30295360
Volume 24h: 68554816
Quote volume 24h: 107438868.13221
Price change 24h %: -3.957

Quality

Capture latency ms: 6738
Order book timestamp: 2026-07-01 16:21:07.133000+02:00
Ticker timestamp: 2026-07-01 16:21:03.921000+02:00
Trades timestamp: 2026-07-01 16:21:08.672000+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: 1.5505
Best ask: 1.5516
Spread: 0.0011
Spread %: 0.07092
Mid price: 1.55105
Last price: 1.551
Mark price: -
Index price: 1.5491

Order Book

Bid depth 5: 734
Ask depth 5: 38
Bid depth 10: 816
Ask depth 10: 261
Bid depth 20: 1402
Ask depth 20: 580
Imbalance 5: 0.901554
Imbalance 10: 0.51532
Imbalance 20: 0.414733
Top bid size: 5
Top ask size: 4
Bid wall score: 0.003566
Ask wall score: 0.006897

Dynamics

Bid depth 5 delta: 653
Ask depth 5 delta: -196
Imbalance 5 delta: 1.387269
Bid depth 10 delta: 576
Ask depth 10 delta: -82
Imbalance 10 delta: 0.691993
Spread delta: 0.001
Mid price delta: -0.001
Wall shift score: 0.099014

Tape

Buy volume: 582
Sell volume: 591
Buy/sell delta: -9
Buy/sell ratio: 0.984772
Avg trade size: 11.73
Large trade count: 9
Largest trade size: 110

Candle

Return 1: 0.141844
Return 3: 0.759001
Volume 1: 8
Volume avg 5: 4733.6
Momentum 5: 3.892977

Cross Exchange

Mid avg: 1.55151625
Mid median: 1.5517275
Price deviation %: -0.030051
Spread %: 0.096035

Funding / OI / Volume

Funding rate: 0.000414
Funding delta: 0.000001
Funding abs: 0.000414
Funding pressure: 0.000415
Open interest: -
Volume 24h: 1564102
Quote volume 24h: 24613501.49
Price change 24h %: -2.97

Quality

Capture latency ms: 5022
Order book timestamp: 2026-07-01 16:21:00.855000+02:00
Ticker timestamp: 2026-07-01 16:20:58.759000+02:00
Trades timestamp: 2026-07-01 16:21:01.175000+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: 1.54532
Best ask: 1.5558
Spread: 0.01048
Spread %: 0.675885
Mid price: 1.55056
Last price: 1.57079
Mark price: -
Index price: -

Order Book

Bid depth 5: 14825
Ask depth 5: 418
Bid depth 10: 22935
Ask depth 10: 8934
Bid depth 20: 57896
Ask depth 20: 61128
Imbalance 5: 0.945155
Imbalance 10: 0.43933
Imbalance 20: -0.027154
Top bid size: 50
Top ask size: 27
Bid wall score: 0.000864
Ask wall score: 0.000442

Dynamics

Bid depth 5 delta: 10051
Ask depth 5 delta: -4
Imbalance 5 delta: 0.107588
Bid depth 10 delta: 16774
Ask depth 10 delta: 4664
Imbalance 10 delta: 0.258043
Spread delta: -0.02314
Mid price delta: 0.00787
Wall shift score: -0.02857

Tape

Buy volume: 3064
Sell volume: 5882
Buy/sell delta: -2818
Buy/sell ratio: 0.520911
Avg trade size: 89.46
Large trade count: 4
Largest trade size: 1844

Candle

Return 1: 0
Return 3: 5.069565
Volume 1: 0
Volume avg 5: 275.2
Momentum 5: 5.654019

Cross Exchange

Mid avg: 1.54954875
Mid median: 1.5517275
Price deviation %: 0.065261
Spread %: 0.604047

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 107056
Volume 24h: 196102
Quote volume 24h: 196102
Price change 24h %: -1.353974

Quality

Capture latency ms: 5107
Order book timestamp: 2026-07-01 16:20:55.938000+02:00
Ticker timestamp: 2026-07-01 16:20:56.265000+02:00
Trades timestamp: 2026-07-01 16:19:42.233000+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: 1.55118
Best ask: 1.55283
Spread: 0.00165
Spread %: 0.106314
Mid price: 1.552005
Last price: 1.55467
Mark price: 1.55322
Index price: 1.552075

Order Book

Bid depth 5: 6
Ask depth 5: 6
Bid depth 10: 35
Ask depth 10: 35
Bid depth 20: 117
Ask depth 20: 45
Imbalance 5: 0
Imbalance 10: 0
Imbalance 20: 0.444444
Top bid size: 1
Top ask size: 1
Bid wall score: 0.008547
Ask wall score: 0.022222

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 24
Ask depth 10 delta: 0
Imbalance 10 delta: 0.521739
Spread delta: -0.00161
Mid price delta: 0.008955
Wall shift score: -0.013675

Tape

Buy volume: 56
Sell volume: 77
Buy/sell delta: -21
Buy/sell ratio: 0.727273
Avg trade size: 1.33
Large trade count: 6
Largest trade size: 5

Candle

Return 1: 0.605704
Return 3: 2.53794
Volume 1: 65
Volume avg 5: 182.2
Momentum 5: 5.013341

Cross Exchange

Mid avg: 1.54731
Mid median: 1.54725
Price deviation %: 0.30343
Spread %: 0.604921

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3634200
Quote volume 24h: 5643025
Price change 24h %: -3.75

Quality

Capture latency ms: 11103
Order book timestamp: 2026-07-01 16:20:41+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:15.638000+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: 1.5513
Best ask: 1.5516
Spread: 0.0003
Spread %: 0.019337
Mid price: 1.55145
Last price: 1.5529
Mark price: -
Index price: -

Order Book

Bid depth 5: 459
Ask depth 5: 171
Bid depth 10: 2093
Ask depth 10: 1012
Bid depth 20: 5181
Ask depth 20: 2570
Imbalance 5: 0.457143
Imbalance 10: 0.348148
Imbalance 20: 0.33686
Top bid size: 29
Top ask size: 8
Bid wall score: 0.005597
Ask wall score: 0.003113

Dynamics

Bid depth 5 delta: -1087
Ask depth 5 delta: -5
Imbalance 5 delta: -0.338444
Bid depth 10 delta: -139
Ask depth 10 delta: 270
Imbalance 10 delta: -0.152861
Spread delta: 0.0002
Mid price delta: 0.0061
Wall shift score: -0.339178

Tape

Buy volume: 2957
Sell volume: 1913
Buy/sell delta: 1044
Buy/sell ratio: 1.54574
Avg trade size: 48.7
Large trade count: 4
Largest trade size: 924

Candle

Return 1: 0.116272
Return 3: 2.20244
Volume 1: 91312
Volume avg 5: 305137.6
Momentum 5: 4.624004

Cross Exchange

Mid avg: 1.545785
Mid median: 1.5442
Price deviation %: 0.36648
Spread %: 0.605518

Funding / OI / Volume

Funding rate: 0.00041475
Funding delta: 0.00000114
Funding abs: 0.00041475
Funding pressure: 0.00041589
Open interest: 30296479
Volume 24h: 68609636
Quote volume 24h: 107535093.50201
Price change 24h %: -5.137

Quality

Capture latency ms: 6536
Order book timestamp: 2026-07-01 16:20:28.755000+02:00
Ticker timestamp: 2026-07-01 16:20:19.679000+02:00
Trades timestamp: 2026-07-01 16:20:29.786000+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: 1.552
Best ask: 1.5521
Spread: 0.0001
Spread %: 0.006443
Mid price: 1.55205
Last price: 1.5542
Mark price: -
Index price: 1.5508

Order Book

Bid depth 5: 81
Ask depth 5: 234
Bid depth 10: 240
Ask depth 10: 343
Bid depth 20: 1049
Ask depth 20: 682
Imbalance 5: -0.485714
Imbalance 10: -0.176672
Imbalance 20: 0.212016
Top bid size: 8
Top ask size: 75
Bid wall score: 0.007626
Ask wall score: 0.109971

Dynamics

Bid depth 5 delta: 21
Ask depth 5 delta: 132
Imbalance 5 delta: -0.226455
Bid depth 10 delta: 19
Ask depth 10 delta: 113
Imbalance 10 delta: -0.156717
Spread delta: -0.0002
Mid price delta: 0.0047
Wall shift score: -0.014065

Tape

Buy volume: 482
Sell volume: 388
Buy/sell delta: 94
Buy/sell ratio: 1.242268
Avg trade size: 8.7
Large trade count: 9
Largest trade size: 60

Candle

Return 1: 0.369004
Return 3: 2.370419
Volume 1: 1102
Volume avg 5: 4705.6
Momentum 5: 4.594212

Cross Exchange

Mid avg: 1.54461
Mid median: 1.5442
Price deviation %: 0.481675
Spread %: 0.301694

Funding / OI / Volume

Funding rate: 0.000413
Funding delta: 0.000011
Funding abs: 0.000413
Funding pressure: 0.000424
Open interest: -
Volume 24h: 1562516
Quote volume 24h: 24588861.254
Price change 24h %: -2.77

Quality

Capture latency ms: 4853
Order book timestamp: 2026-07-01 16:20:22.890000+02:00
Ticker timestamp: 2026-07-01 16:20:19.687000+02:00
Trades timestamp: 2026-07-01 16:20:22.898000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 22050
gate: 22051
htx: 21892
mexc: 22048

By Symbol

VELVET/USDT:USDT: 88041

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