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: 88822
Total labels: 266466
Pending labels: 246983
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: 2026-07-02 00:02:58.582019+02:00
Recent trades snapshots: 88814
Micro candles: 1776240
Avg data quality: 76.0199274954403188
Latest latency: 12056 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 186 of 8883 · 88822 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 18:22:40.690646+02:00	gate	VELVET/USDT:USDT	1.446755	68	9511 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 18:22:31.065169+02:00	binance	VELVET/USDT:USDT	1.4472	80	7107 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 18:22:23.851275+02:00	mexc	VELVET/USDT:USDT	1.44085	78	4624 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 18:22:19.165893+02:00	htx	VELVET/USDT:USDT	1.440445	80	5029 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 18:22:04.306479+02:00	gate	VELVET/USDT:USDT	1.43572	68	9650 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 18:21:54.555997+02:00	binance	VELVET/USDT:USDT	1.43895	80	7878 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 18:21:46.590976+02:00	mexc	VELVET/USDT:USDT	1.44135	78	4748 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 18:21:41.787088+02:00	htx	VELVET/USDT:USDT	1.43009	80	5917 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 18:21:26.325870+02:00	gate	VELVET/USDT:USDT	1.443635	68	9590 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 18:21:16.646982+02:00	binance	VELVET/USDT:USDT	1.4585	80	6677 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.44579
Best ask: 1.44772
Spread: 0.00193
Spread %: 0.133402
Mid price: 1.446755
Last price: 1.4476
Mark price: 1.44469
Index price: 1.444288

Order Book

Bid depth 5: 15
Ask depth 5: 12
Bid depth 10: 29
Ask depth 10: 46
Bid depth 20: 83
Ask depth 20: 71
Imbalance 5: 0.111111
Imbalance 10: -0.226667
Imbalance 20: 0.077922
Top bid size: 1
Top ask size: 1
Bid wall score: 0.012048
Ask wall score: 0.014085

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 0
Imbalance 5 delta: 0.111111
Bid depth 10 delta: 2
Ask depth 10 delta: -6
Imbalance 10 delta: 0.089789
Spread delta: -0.00071
Mid price delta: 0.011035
Wall shift score: -0.003394

Tape

Buy volume: 60
Sell volume: 103
Buy/sell delta: -43
Buy/sell ratio: 0.582524
Avg trade size: 1.63
Large trade count: 6
Largest trade size: 8

Candle

Return 1: 1.004745
Return 3: 0.624909
Volume 1: 18
Volume avg 5: 128.2
Momentum 5: 1.923564

Cross Exchange

Mid avg: 1.44105375
Mid median: 1.4406475
Price deviation %: 0.395631
Spread %: 0.796639

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4338500
Quote volume 24h: 6593494
Price change 24h %: -11.86

Quality

Capture latency ms: 9511
Order book timestamp: 2026-07-01 18:22:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:22.953000+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: 1.447
Best ask: 1.4474
Spread: 0.0004
Spread %: 0.02764
Mid price: 1.4472
Last price: 1.4404
Mark price: -
Index price: -

Order Book

Bid depth 5: 329
Ask depth 5: 727
Bid depth 10: 718
Ask depth 10: 1031
Bid depth 20: 2566
Ask depth 20: 4263
Imbalance 5: -0.376894
Imbalance 10: -0.178959
Imbalance 20: -0.248499
Top bid size: 93
Top ask size: 483
Bid wall score: 0.036243
Ask wall score: 0.1133

Dynamics

Bid depth 5 delta: 93
Ask depth 5 delta: 226
Imbalance 5 delta: -0.017328
Bid depth 10 delta: -304
Ask depth 10 delta: 125
Imbalance 10 delta: -0.239125
Spread delta: 0.0001
Mid price delta: 0.00825
Wall shift score: -0.048279

Tape

Buy volume: 4209
Sell volume: 3291
Buy/sell delta: 918
Buy/sell ratio: 1.278943
Avg trade size: 75
Large trade count: 9
Largest trade size: 878

Candle

Return 1: 0.691099
Return 3: 0.097155
Volume 1: 53526
Volume avg 5: 193731.4
Momentum 5: 1.406074

Cross Exchange

Mid avg: 1.43899125
Mid median: 1.4396975
Price deviation %: 0.570452
Spread %: 0.3565

Funding / OI / Volume

Funding rate: 0.00050469
Funding delta: 0.00000625
Funding abs: 0.00050469
Funding pressure: 0.00051094
Open interest: 30724216
Volume 24h: 78872088
Quote volume 24h: 120641781.10156
Price change 24h %: -12.384

Quality

Capture latency ms: 7107
Order book timestamp: 2026-07-01 18:22:28.481000+02:00
Ticker timestamp: 2026-07-01 18:22:23.492000+02:00
Trades timestamp: 2026-07-01 18:22:30.624000+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: 1.4408
Best ask: 1.4409
Spread: 0.0001
Spread %: 0.00694
Mid price: 1.44085
Last price: 1.4393
Mark price: -
Index price: 1.4368

Order Book

Bid depth 5: 127
Ask depth 5: 181
Bid depth 10: 190
Ask depth 10: 342
Bid depth 20: 546
Ask depth 20: 697
Imbalance 5: -0.175325
Imbalance 10: -0.285714
Imbalance 20: -0.12148
Top bid size: 10
Top ask size: 3
Bid wall score: 0.018315
Ask wall score: 0.004304

Dynamics

Bid depth 5 delta: 92
Ask depth 5 delta: -28
Imbalance 5 delta: 0.53779
Bid depth 10 delta: 67
Ask depth 10 delta: -91
Imbalance 10 delta: 0.27184
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: 0.167133

Tape

Buy volume: 1183
Sell volume: 363
Buy/sell delta: 820
Buy/sell ratio: 3.258953
Avg trade size: 15.46
Large trade count: 7
Largest trade size: 128

Candle

Return 1: 0.502407
Return 3: -0.069382
Volume 1: 2512
Volume avg 5: 4738.8
Momentum 5: 1.272676

Cross Exchange

Mid avg: 1.43911625
Mid median: 1.4396975
Price deviation %: 0.120473
Spread %: 0.391212

Funding / OI / Volume

Funding rate: 0.000498
Funding delta: 0
Funding abs: 0.000498
Funding pressure: 0.000498
Open interest: -
Volume 24h: 1745634
Quote volume 24h: 26962232.838
Price change 24h %: 1.78

Quality

Capture latency ms: 4624
Order book timestamp: 2026-07-01 18:22:22.366000+02:00
Ticker timestamp: 2026-07-01 18:22:19.828000+02:00
Trades timestamp: 2026-07-01 18:22:21.345000+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: 1.43675
Best ask: 1.44414
Spread: 0.00739
Spread %: 0.513036
Mid price: 1.440445
Last price: 1.44413
Mark price: -
Index price: -

Order Book

Bid depth 5: 3503
Ask depth 5: 730
Bid depth 10: 4873
Ask depth 10: 4755
Bid depth 20: 8363
Ask depth 20: 6525
Imbalance 5: 0.655091
Imbalance 10: 0.012256
Imbalance 20: 0.123455
Top bid size: 38
Top ask size: 95
Bid wall score: 0.004544
Ask wall score: 0.014559

Dynamics

Bid depth 5 delta: -494
Ask depth 5 delta: 246
Imbalance 5 delta: -0.128886
Bid depth 10 delta: -786
Ask depth 10 delta: -112
Imbalance 10 delta: -0.062986
Spread delta: -0.02311
Mid price delta: 0.010355
Wall shift score: 0.006519

Tape

Buy volume: 5214
Sell volume: 3188
Buy/sell delta: 2026
Buy/sell ratio: 1.635508
Avg trade size: 84.02
Large trade count: 6
Largest trade size: 526

Candle

Return 1: 0.888634
Return 3: 1.135218
Volume 1: 1876
Volume avg 5: 1108.4
Momentum 5: 2.324774

Cross Exchange

Mid avg: 1.4365275
Mid median: 1.437335
Price deviation %: 0.272706
Spread %: 0.783835

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 105260
Volume 24h: 122640
Quote volume 24h: 122640
Price change 24h %: 1.888004

Quality

Capture latency ms: 5029
Order book timestamp: 2026-07-01 18:22:17.538000+02:00
Ticker timestamp: 2026-07-01 18:22:17.932000+02:00
Trades timestamp: 2026-07-01 18:22:16.708000+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: 1.4344
Best ask: 1.43704
Spread: 0.00264
Spread %: 0.18388
Mid price: 1.43572
Last price: 1.43857
Mark price: 1.43322
Index price: 1.43285

Order Book

Bid depth 5: 12
Ask depth 5: 12
Bid depth 10: 27
Ask depth 10: 52
Bid depth 20: 75
Ask depth 20: 167
Imbalance 5: 0
Imbalance 10: -0.316456
Imbalance 20: -0.380165
Top bid size: 1
Top ask size: 2
Bid wall score: 0.013333
Ask wall score: 0.011976

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 2
Imbalance 5 delta: -0.047619
Bid depth 10 delta: 5
Ask depth 10 delta: 8
Imbalance 10 delta: 0.016878
Spread delta: 0.00057
Mid price delta: -0.007915
Wall shift score: -0.012429

Tape

Buy volume: 59
Sell volume: 101
Buy/sell delta: -42
Buy/sell ratio: 0.584158
Avg trade size: 1.6
Large trade count: 6
Largest trade size: 8

Candle

Return 1: 0.374686
Return 3: -0.00278
Volume 1: 3
Volume avg 5: 125.2
Momentum 5: 1.287774

Cross Exchange

Mid avg: 1.43850625
Mid median: 1.44015
Price deviation %: -0.193691
Spread %: 0.941602

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4334700
Quote volume 24h: 6588038
Price change 24h %: -12.34

Quality

Capture latency ms: 9650
Order book timestamp: 2026-07-01 18:22:03+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:22.921000+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: 1.4388
Best ask: 1.4391
Spread: 0.0003
Spread %: 0.020849
Mid price: 1.43895
Last price: 1.4414
Mark price: -
Index price: -

Order Book

Bid depth 5: 236
Ask depth 5: 501
Bid depth 10: 1022
Ask depth 10: 906
Bid depth 20: 2451
Ask depth 20: 2269
Imbalance 5: -0.359566
Imbalance 10: 0.060166
Imbalance 20: 0.038559
Top bid size: 4
Top ask size: 69
Bid wall score: 0.001632
Ask wall score: 0.03041

Dynamics

Bid depth 5 delta: -261
Ask depth 5 delta: 222
Imbalance 5 delta: -0.640494
Bid depth 10 delta: -189
Ask depth 10 delta: 267
Imbalance 10 delta: -0.249023
Spread delta: -0.0001
Mid price delta: -0.01955
Wall shift score: -0.027795

Tape

Buy volume: 949
Sell volume: 11947
Buy/sell delta: -10998
Buy/sell ratio: 0.079434
Avg trade size: 128.96
Large trade count: 6
Largest trade size: 5233

Candle

Return 1: -2.32637
Return 3: 0.748566
Volume 1: 204304
Volume avg 5: 215887.8
Momentum 5: 2.388909

Cross Exchange

Mid avg: 1.44339375
Mid median: 1.4424925
Price deviation %: -0.307868
Spread %: 1.968278

Funding / OI / Volume

Funding rate: 0.00049844
Funding delta: 0
Funding abs: 0.00049844
Funding pressure: 0.00049844
Open interest: 30720737
Volume 24h: 78813397
Quote volume 24h: 120566541.72276
Price change 24h %: -12.051

Quality

Capture latency ms: 7878
Order book timestamp: 2026-07-01 18:21:51.976000+02:00
Ticker timestamp: 2026-07-01 18:21:45.600000+02:00
Trades timestamp: 2026-07-01 18:21:54.068000+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: 1.4413
Best ask: 1.4414
Spread: 0.0001
Spread %: 0.006938
Mid price: 1.44135
Last price: 1.4401
Mark price: -
Index price: 1.443

Order Book

Bid depth 5: 35
Ask depth 5: 209
Bid depth 10: 123
Ask depth 10: 433
Bid depth 20: 1852
Ask depth 20: 839
Imbalance 5: -0.713115
Imbalance 10: -0.557554
Imbalance 20: 0.37644
Top bid size: 10
Top ask size: 133
Bid wall score: 0.0054
Ask wall score: 0.158522

Dynamics

Bid depth 5 delta: -91
Ask depth 5 delta: 164
Imbalance 5 delta: -1.186799
Bid depth 10 delta: -200
Ask depth 10 delta: 323
Imbalance 10 delta: -1.049471
Spread delta: -0.0007
Mid price delta: -0.02125
Wall shift score: -0.151609

Tape

Buy volume: 398
Sell volume: 615
Buy/sell delta: -217
Buy/sell ratio: 0.647154
Avg trade size: 10.13
Large trade count: 6
Largest trade size: 83

Candle

Return 1: -2.05591
Return 3: 1.035907
Volume 1: 5035
Volume avg 5: 4763.8
Momentum 5: 2.754841

Cross Exchange

Mid avg: 1.44870625
Mid median: 1.4510675
Price deviation %: -0.507781
Spread %: 2.244071

Funding / OI / Volume

Funding rate: 0.000498
Funding delta: 0
Funding abs: 0.000498
Funding pressure: 0.000498
Open interest: -
Volume 24h: 1742002
Quote volume 24h: 26909990.706
Price change 24h %: 1.84

Quality

Capture latency ms: 4748
Order book timestamp: 2026-07-01 18:21:44.927000+02:00
Ticker timestamp: 2026-07-01 18:21:43.761000+02:00
Trades timestamp: 2026-07-01 18:21:44.798000+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: 1.41484
Best ask: 1.44534
Spread: 0.0305
Spread %: 2.132733
Mid price: 1.43009
Last price: 1.44745
Mark price: -
Index price: -

Order Book

Bid depth 5: 3997
Ask depth 5: 484
Bid depth 10: 5659
Ask depth 10: 4867
Bid depth 20: 43323
Ask depth 20: 6431
Imbalance 5: 0.783977
Imbalance 10: 0.075242
Imbalance 20: 0.741488
Top bid size: 119
Top ask size: 124
Bid wall score: 0.002747
Ask wall score: 0.019282

Dynamics

Bid depth 5 delta: 2926
Ask depth 5 delta: -3233
Imbalance 5 delta: 1.336608
Bid depth 10 delta: 3019
Ask depth 10 delta: 330
Imbalance 10 delta: 0.339559
Spread delta: -0.02342
Mid price delta: -0.04192
Wall shift score: -0.007567

Tape

Buy volume: 5172
Sell volume: 4420
Buy/sell delta: 752
Buy/sell ratio: 1.170136
Avg trade size: 95.92
Large trade count: 6
Largest trade size: 914

Candle

Return 1: -1.675814
Return 3: 1.499937
Volume 1: 1842
Volume avg 5: 763.6
Momentum 5: 3.422529

Cross Exchange

Mid avg: 1.45918625
Mid median: 1.46055
Price deviation %: -1.994005
Spread %: 1.944577

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 105228
Volume 24h: 120694
Quote volume 24h: 120694
Price change 24h %: 2.12224

Quality

Capture latency ms: 5917
Order book timestamp: 2026-07-01 18:21:39.896000+02:00
Ticker timestamp: 2026-07-01 18:21:40.217000+02:00
Trades timestamp: 2026-07-01 18:21:24.574000+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: 1.4426
Best ask: 1.44467
Spread: 0.00207
Spread %: 0.143388
Mid price: 1.443635
Last price: 1.4442
Mark price: 1.45039
Index price: 1.45033

Order Book

Bid depth 5: 11
Ask depth 5: 10
Bid depth 10: 22
Ask depth 10: 44
Bid depth 20: 68
Ask depth 20: 64
Imbalance 5: 0.047619
Imbalance 10: -0.333333
Imbalance 20: 0.030303
Top bid size: 2
Top ask size: 1
Bid wall score: 0.029412
Ask wall score: 0.015625

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -4
Imbalance 5 delta: 0.124542
Bid depth 10 delta: -26
Ask depth 10 delta: 20
Imbalance 10 delta: -0.666667
Spread delta: 0.00039
Mid price delta: -0.016515
Wall shift score: 0.067708

Tape

Buy volume: 49
Sell volume: 110
Buy/sell delta: -61
Buy/sell ratio: 0.445455
Avg trade size: 1.59
Large trade count: 6
Largest trade size: 8

Candle

Return 1: -1.783164
Return 3: 1.232993
Volume 1: 107
Volume avg 5: 217.8
Momentum 5: 3.280342

Cross Exchange

Mid avg: 1.463315
Mid median: 1.461375
Price deviation %: -1.344892
Spread %: 0.923246

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4331600
Quote volume 24h: 6583566
Price change 24h %: -11.99

Quality

Capture latency ms: 9590
Order book timestamp: 2026-07-01 18:21:25+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:22.884000+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: 1.4583
Best ask: 1.4587
Spread: 0.0004
Spread %: 0.027425
Mid price: 1.4585
Last price: 1.4619
Mark price: -
Index price: -

Order Book

Bid depth 5: 497
Ask depth 5: 279
Bid depth 10: 1211
Ask depth 10: 639
Bid depth 20: 3900
Ask depth 20: 1992
Imbalance 5: 0.280928
Imbalance 10: 0.309189
Imbalance 20: 0.323829
Top bid size: 4
Top ask size: 4
Bid wall score: 0.001026
Ask wall score: 0.002008

Dynamics

Bid depth 5 delta: -172
Ask depth 5 delta: -67
Imbalance 5 delta: -0.037299
Bid depth 10 delta: -511
Ask depth 10 delta: -770
Imbalance 10 delta: 0.209221
Spread delta: 0.0001
Mid price delta: 0.00125
Wall shift score: -0.029843

Tape

Buy volume: 2628
Sell volume: 4448
Buy/sell delta: -1820
Buy/sell ratio: 0.590827
Avg trade size: 70.76
Large trade count: 8
Largest trade size: 389

Candle

Return 1: -0.949539
Return 3: 2.168742
Volume 1: 75040
Volume avg 5: 190035
Momentum 5: 3.832208

Cross Exchange

Mid avg: 1.4630025
Mid median: 1.461375
Price deviation %: -0.307758
Spread %: 1.008884

Funding / OI / Volume

Funding rate: 0.00049844
Funding delta: 0
Funding abs: 0.00049844
Funding pressure: 0.00049844
Open interest: 30718397
Volume 24h: 78681990
Quote volume 24h: 120376060.93126
Price change 24h %: -10.8

Quality

Capture latency ms: 6677
Order book timestamp: 2026-07-01 18:21:14.501000+02:00
Ticker timestamp: 2026-07-01 18:21:09.248000+02:00
Trades timestamp: 2026-07-01 18:21:16.111000+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: 22246
gate: 22247
htx: 22085
mexc: 22244

By Symbol

VELVET/USDT:USDT: 88822

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