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: 88447
Total labels: 265341
Pending labels: 245858
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 22:46:34.272054+02:00
Recent trades snapshots: 88439
Micro candles: 1768740
Avg data quality: 76.0259138240980474
Latest latency: 10573 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 185 of 8845 · 88447 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 17:24:18.047453+02:00	gate	VELVET/USDT:USDT	1.488955	68	10105 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 17:24:07.813798+02:00	binance	VELVET/USDT:USDT	1.4887	80	7104 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 17:24:00.542565+02:00	mexc	VELVET/USDT:USDT	1.4892	78	4301 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 17:23:56.149034+02:00	htx	VELVET/USDT:USDT	1.481945	80	5367 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 17:23:41.190686+02:00	gate	VELVET/USDT:USDT	1.48682	68	9336 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 17:23:31.740342+02:00	binance	VELVET/USDT:USDT	1.48985	80	6687 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 17:23:24.935296+02:00	mexc	VELVET/USDT:USDT	1.4923	68	8621 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 17:23:16.213963+02:00	htx	VELVET/USDT:USDT	1.496275	80	5709 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 17:23:00.498223+02:00	gate	VELVET/USDT:USDT	1.49025	68	9443 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 17:22:50.937019+02:00	binance	VELVET/USDT:USDT	1.49525	80	6098 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.48818
Best ask: 1.48973
Spread: 0.00155
Spread %: 0.1041
Mid price: 1.488955
Last price: 1.48876
Mark price: 1.48628
Index price: 1.48627

Order Book

Bid depth 5: 8
Ask depth 5: 6
Bid depth 10: 39
Ask depth 10: 11
Bid depth 20: 51
Ask depth 20: 46
Imbalance 5: 0.142857
Imbalance 10: 0.56
Imbalance 20: 0.051546
Top bid size: 2
Top ask size: 1
Bid wall score: 0.039216
Ask wall score: 0.021739

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.065934
Bid depth 10 delta: 27
Ask depth 10 delta: 0
Imbalance 10 delta: 0.516522
Spread delta: -0.00021
Mid price delta: 0.002135
Wall shift score: -0.003338

Tape

Buy volume: 149
Sell volume: 37
Buy/sell delta: 112
Buy/sell ratio: 4.027027
Avg trade size: 1.86
Large trade count: 0
Largest trade size: 5

Candle

Return 1: 0.162142
Return 3: -0.404734
Volume 1: 16
Volume avg 5: 76
Momentum 5: -0.835937

Cross Exchange

Mid avg: 1.48666625
Mid median: 1.48776
Price deviation %: 0.153952
Spread %: 0.488005

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3740600
Quote volume 24h: 5789531
Price change 24h %: -8.21

Quality

Capture latency ms: 10105
Order book timestamp: 2026-07-01 17:24:16+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:19.448000+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: 1.4886
Best ask: 1.4888
Spread: 0.0002
Spread %: 0.013435
Mid price: 1.4887
Last price: 1.4889
Mark price: -
Index price: -

Order Book

Bid depth 5: 715
Ask depth 5: 100
Bid depth 10: 1824
Ask depth 10: 816
Bid depth 20: 5757
Ask depth 20: 2653
Imbalance 5: 0.754601
Imbalance 10: 0.381818
Imbalance 20: 0.369084
Top bid size: 90
Top ask size: 29
Bid wall score: 0.015633
Ask wall score: 0.010931

Dynamics

Bid depth 5 delta: -263
Ask depth 5 delta: -113
Imbalance 5 delta: 0.112284
Bid depth 10 delta: -564
Ask depth 10 delta: -150
Imbalance 10 delta: -0.042153
Spread delta: 0.0001
Mid price delta: -0.00115
Wall shift score: 0.032394

Tape

Buy volume: 3034
Sell volume: 3136
Buy/sell delta: -102
Buy/sell ratio: 0.967474
Avg trade size: 61.7
Large trade count: 10
Largest trade size: 617

Candle

Return 1: 0.047011
Return 3: -0.500935
Volume 1: 4987
Volume avg 5: 55693
Momentum 5: -0.917858

Cross Exchange

Mid avg: 1.48695375
Mid median: 1.48801
Price deviation %: 0.117438
Spread %: 0.531624

Funding / OI / Volume

Funding rate: 0.00043947
Funding delta: 0
Funding abs: 0.00043947
Funding pressure: 0.00043947
Open interest: 30280912
Volume 24h: 69134132
Quote volume 24h: 107850828.40621
Price change 24h %: -8.606

Quality

Capture latency ms: 7104
Order book timestamp: 2026-07-01 17:24:05.650000+02:00
Ticker timestamp: 2026-07-01 17:23:55.644000+02:00
Trades timestamp: 2026-07-01 17:24:07.018000+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: 1.489
Best ask: 1.4894
Spread: 0.0004
Spread %: 0.02686
Mid price: 1.4892
Last price: 1.4887
Mark price: -
Index price: 1.4863

Order Book

Bid depth 5: 131
Ask depth 5: 161
Bid depth 10: 229
Ask depth 10: 238
Bid depth 20: 700
Ask depth 20: 607
Imbalance 5: -0.10274
Imbalance 10: -0.019272
Imbalance 20: 0.071155
Top bid size: 11
Top ask size: 3
Bid wall score: 0.015714
Ask wall score: 0.004942

Dynamics

Bid depth 5 delta: 49
Ask depth 5 delta: -19
Imbalance 5 delta: 0.271306
Bid depth 10 delta: -221
Ask depth 10 delta: -40
Imbalance 10 delta: -0.255536
Spread delta: 0
Mid price delta: -0.0031
Wall shift score: 0.006018

Tape

Buy volume: 542
Sell volume: 1160
Buy/sell delta: -618
Buy/sell ratio: 0.467241
Avg trade size: 17.02
Large trade count: 8
Largest trade size: 129

Candle

Return 1: -0.38796
Return 3: -0.924756
Volume 1: 1961
Volume avg 5: 2098
Momentum 5: -1.520963

Cross Exchange

Mid avg: 1.48772875
Mid median: 1.488335
Price deviation %: 0.098892
Spread %: 0.696027

Funding / OI / Volume

Funding rate: 0.000439
Funding delta: 0
Funding abs: 0.000439
Funding pressure: 0.000439
Open interest: -
Volume 24h: 1573875
Quote volume 24h: 24668596.184
Price change 24h %: -6.87

Quality

Capture latency ms: 4301
Order book timestamp: 2026-07-01 17:23:58.712000+02:00
Ticker timestamp: 2026-07-01 17:23:55.684000+02:00
Trades timestamp: 2026-07-01 17:23:57.671000+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: 1.46544
Best ask: 1.49845
Spread: 0.03301
Spread %: 2.227478
Mid price: 1.481945
Last price: 1.49359
Mark price: -
Index price: -

Order Book

Bid depth 5: 3791
Ask depth 5: 925
Bid depth 10: 4614
Ask depth 10: 4861
Bid depth 20: 7228
Ask depth 20: 10787
Imbalance 5: 0.607718
Imbalance 10: -0.026069
Imbalance 20: -0.197558
Top bid size: 434
Top ask size: 120
Bid wall score: 0.060044
Ask wall score: 0.011125

Dynamics

Bid depth 5 delta: -9951
Ask depth 5 delta: -7275
Imbalance 5 delta: 0.355143
Bid depth 10 delta: -18297
Ask depth 10 delta: -13416
Imbalance 10 delta: -0.138577
Spread delta: 0.0177
Mid price delta: -0.01433
Wall shift score: 0.047229

Tape

Buy volume: 3076
Sell volume: 4670
Buy/sell delta: -1594
Buy/sell ratio: 0.658672
Avg trade size: 77.46
Large trade count: 2
Largest trade size: 1844

Candle

Return 1: -0.994962
Return 3: -0.994962
Volume 1: 6
Volume avg 5: 8.8
Momentum 5: -2.558064

Cross Exchange

Mid avg: 1.49131125
Mid median: 1.491075
Price deviation %: -0.628055
Spread %: 0.634006

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 106846
Volume 24h: 197064
Quote volume 24h: 197064
Price change 24h %: -6.202154

Quality

Capture latency ms: 5367
Order book timestamp: 2026-07-01 17:23:54.296000+02:00
Ticker timestamp: 2026-07-01 17:23:55.068000+02:00
Trades timestamp: 2026-07-01 17:23:06.380000+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: 1.48594
Best ask: 1.4877
Spread: 0.00176
Spread %: 0.118373
Mid price: 1.48682
Last price: 1.48681
Mark price: 1.4868
Index price: 1.487535

Order Book

Bid depth 5: 7
Ask depth 5: 6
Bid depth 10: 12
Ask depth 10: 11
Bid depth 20: 47
Ask depth 20: 46
Imbalance 5: 0.076923
Imbalance 10: 0.043478
Imbalance 20: 0.010753
Top bid size: 2
Top ask size: 1
Bid wall score: 0.042553
Ask wall score: 0.021739

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.089744
Bid depth 10 delta: -25
Ask depth 10 delta: 0
Imbalance 10 delta: -0.498188
Spread delta: -0.00038
Mid price delta: -0.00343
Wall shift score: -0.000463

Tape

Buy volume: 117
Sell volume: 42
Buy/sell delta: 75
Buy/sell ratio: 2.785714
Avg trade size: 1.59
Large trade count: 7
Largest trade size: 5

Candle

Return 1: -0.3634
Return 3: -0.844506
Volume 1: 101
Volume avg 5: 68
Momentum 5: -1.561746

Cross Exchange

Mid avg: 1.49216875
Mid median: 1.491275
Price deviation %: -0.358455
Spread %: 0.430581

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3727600
Quote volume 24h: 5770203
Price change 24h %: -8.58

Quality

Capture latency ms: 9336
Order book timestamp: 2026-07-01 17:23:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:19.420000+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: 1.4898
Best ask: 1.4899
Spread: 0.0001
Spread %: 0.006712
Mid price: 1.48985
Last price: 1.4916
Mark price: -
Index price: -

Order Book

Bid depth 5: 978
Ask depth 5: 213
Bid depth 10: 2388
Ask depth 10: 966
Bid depth 20: 7298
Ask depth 20: 4285
Imbalance 5: 0.642317
Imbalance 10: 0.423971
Imbalance 20: 0.260123
Top bid size: 67
Top ask size: 158
Bid wall score: 0.009181
Ask wall score: 0.036873

Dynamics

Bid depth 5 delta: 790
Ask depth 5 delta: -31
Imbalance 5 delta: 0.771947
Bid depth 10 delta: 1533
Ask depth 10 delta: 91
Imbalance 10 delta: 0.435532
Spread delta: 0
Mid price delta: -0.0054
Wall shift score: -0.018203

Tape

Buy volume: 1633
Sell volume: 5310
Buy/sell delta: -3677
Buy/sell ratio: 0.307533
Avg trade size: 69.43
Large trade count: 10
Largest trade size: 684

Candle

Return 1: -0.174158
Return 3: -0.904315
Volume 1: 49666
Volume avg 5: 61993.6
Momentum 5: -1.526364

Cross Exchange

Mid avg: 1.49351875
Mid median: 1.493775
Price deviation %: -0.245645
Spread %: 0.40341

Funding / OI / Volume

Funding rate: 0.00043947
Funding delta: -0.00000038
Funding abs: 0.00043947
Funding pressure: 0.00043985
Open interest: 30285917
Volume 24h: 69108240
Quote volume 24h: 107812267.47741
Price change 24h %: -8.44

Quality

Capture latency ms: 6687
Order book timestamp: 2026-07-01 17:23:29.427000+02:00
Ticker timestamp: 2026-07-01 17:23:23.354000+02:00
Trades timestamp: 2026-07-01 17:23:31.133000+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: 1.4921
Best ask: 1.4925
Spread: 0.0004
Spread %: 0.026804
Mid price: 1.4923
Last price: 1.4976
Mark price: -
Index price: 1.4919

Order Book

Bid depth 5: 82
Ask depth 5: 180
Bid depth 10: 450
Ask depth 10: 278
Bid depth 20: 1282
Ask depth 20: 784
Imbalance 5: -0.374046
Imbalance 10: 0.236264
Imbalance 20: 0.241045
Top bid size: 11
Top ask size: 3
Bid wall score: 0.00858
Ask wall score: 0.003827

Dynamics

Bid depth 5 delta: 26
Ask depth 5 delta: 104
Imbalance 5 delta: -0.222531
Bid depth 10 delta: 26
Ask depth 10 delta: 79
Imbalance 10 delta: -0.124892
Spread delta: 0.0003
Mid price delta: 0.00005
Wall shift score: 0.017758

Tape

Buy volume: 875
Sell volume: 313
Buy/sell delta: 562
Buy/sell ratio: 2.795527
Avg trade size: 11.88
Large trade count: 6
Largest trade size: 79

Candle

Return 1: -0.187291
Return 3: -0.725168
Volume 1: 458
Volume avg 5: 1797.4
Momentum 5: -1.322576

Cross Exchange

Mid avg: 1.49350625
Mid median: 1.49375
Price deviation %: -0.080766
Spread %: 0.403413

Funding / OI / Volume

Funding rate: 0.000439
Funding delta: 0.000001
Funding abs: 0.000439
Funding pressure: 0.00044
Open interest: -
Volume 24h: 1572531
Quote volume 24h: 24648573.653
Price change 24h %: -6.31

Quality

Capture latency ms: 8621
Order book timestamp: 2026-07-01 17:23:23.385000+02:00
Ticker timestamp: 2026-07-01 17:23:19.803000+02:00
Trades timestamp: 2026-07-01 17:23:23.146000+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: 1.48862
Best ask: 1.50393
Spread: 0.01531
Spread %: 1.023208
Mid price: 1.496275
Last price: 1.49359
Mark price: -
Index price: -

Order Book

Bid depth 5: 13742
Ask depth 5: 8200
Bid depth 10: 22911
Ask depth 10: 18277
Bid depth 20: 58839
Ask depth 20: 60219
Imbalance 5: 0.252575
Imbalance 10: 0.112508
Imbalance 20: -0.011591
Top bid size: 120
Top ask size: 21
Bid wall score: 0.002039
Ask wall score: 0.000349

Dynamics

Bid depth 5 delta: 9454
Ask depth 5 delta: 3656
Imbalance 5 delta: 0.28156
Bid depth 10 delta: 17096
Ask depth 10 delta: 12329
Imbalance 10 delta: 0.123815
Spread delta: -0.01625
Mid price delta: -0.008325
Wall shift score: 0.100336

Tape

Buy volume: 3076
Sell volume: 4670
Buy/sell delta: -1594
Buy/sell ratio: 0.658672
Avg trade size: 77.46
Large trade count: 2
Largest trade size: 1844

Candle

Return 1: -0.994962
Return 3: -0.994962
Volume 1: 6
Volume avg 5: 8.8
Momentum 5: -2.558064

Cross Exchange

Mid avg: 1.4955875
Mid median: 1.49375
Price deviation %: 0.045969
Spread %: 0.959489

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 106846
Volume 24h: 197064
Quote volume 24h: 197064
Price change 24h %: -6.202154

Quality

Capture latency ms: 5709
Order book timestamp: 2026-07-01 17:23:14.096000+02:00
Ticker timestamp: 2026-07-01 17:23:14.625000+02:00
Trades timestamp: 2026-07-01 17:23:06.380000+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: 1.48918
Best ask: 1.49132
Spread: 0.00214
Spread %: 0.1436
Mid price: 1.49025
Last price: 1.49422
Mark price: 1.49097
Index price: 1.490965

Order Book

Bid depth 5: 7
Ask depth 5: 5
Bid depth 10: 37
Ask depth 10: 11
Bid depth 20: 47
Ask depth 20: 47
Imbalance 5: 0.166667
Imbalance 10: 0.541667
Imbalance 20: 0
Top bid size: 2
Top ask size: 1
Bid wall score: 0.042553
Ask wall score: 0.021277

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -1
Imbalance 5 delta: 0.257576
Bid depth 10 delta: 1
Ask depth 10 delta: -25
Imbalance 10 delta: 0.541667
Spread delta: 0.00051
Mid price delta: -0.001115
Wall shift score: 0.020814

Tape

Buy volume: 53
Sell volume: 154
Buy/sell delta: -101
Buy/sell ratio: 0.344156
Avg trade size: 2.07
Large trade count: 0
Largest trade size: 6

Candle

Return 1: 0
Return 3: -0.48286
Volume 1: 0
Volume avg 5: 47.8
Momentum 5: -1.202716

Cross Exchange

Mid avg: 1.49586625
Mid median: 1.49375
Price deviation %: -0.375451
Spread %: 0.884772

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3722800
Quote volume 24h: 5763037
Price change 24h %: -8.13

Quality

Capture latency ms: 9443
Order book timestamp: 2026-07-01 17:22:59+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:19.377000+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: 1.4952
Best ask: 1.4953
Spread: 0.0001
Spread %: 0.006688
Mid price: 1.49525
Last price: 1.4913
Mark price: -
Index price: -

Order Book

Bid depth 5: 188
Ask depth 5: 244
Bid depth 10: 855
Ask depth 10: 875
Bid depth 20: 4237
Ask depth 20: 3046
Imbalance 5: -0.12963
Imbalance 10: -0.011561
Imbalance 20: 0.163532
Top bid size: 21
Top ask size: 44
Bid wall score: 0.004956
Ask wall score: 0.014445

Dynamics

Bid depth 5 delta: -1038
Ask depth 5 delta: -127
Imbalance 5 delta: -0.665008
Bid depth 10 delta: -1149
Ask depth 10 delta: -2146
Imbalance 10 delta: 0.190827
Spread delta: -0.0001
Mid price delta: -0.00015
Wall shift score: 0.005343

Tape

Buy volume: 4862
Sell volume: 1483
Buy/sell delta: 3379
Buy/sell ratio: 3.27849
Avg trade size: 63.45
Large trade count: 8
Largest trade size: 1176

Candle

Return 1: -0.394069
Return 3: -0.81144
Volume 1: 49241
Volume avg 5: 69144.2
Momentum 5: -2.414605

Cross Exchange

Mid avg: 1.49590375
Mid median: 1.493825
Price deviation %: -0.043703
Spread %: 0.884749

Funding / OI / Volume

Funding rate: 0.00043985
Funding delta: 0
Funding abs: 0.00043985
Funding pressure: 0.00043985
Open interest: 30284182
Volume 24h: 69091611
Quote volume 24h: 107793289.06021
Price change 24h %: -8.593

Quality

Capture latency ms: 6098
Order book timestamp: 2026-07-01 17:22:48.788000+02:00
Ticker timestamp: 2026-07-01 17:22:45.407000+02:00
Trades timestamp: 2026-07-01 17:22:50.326000+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: 22152
gate: 22153
htx: 21992
mexc: 22150

By Symbol

VELVET/USDT:USDT: 88447

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