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: 89147
Total labels: 267441
Pending labels: 247958
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 01:18:57.841199+02:00
Recent trades snapshots: 89139
Micro candles: 1782740
Avg data quality: 76.0133711734550798
Latest latency: 6900 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 187 of 8915 · 89147 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 19:13:59.670202+02:00	mexc	VELVET/USDT:USDT	1.4343	68	5903 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 19:13:53.707212+02:00	htx	VELVET/USDT:USDT	1.43303	80	5335 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 19:13:18.768754+02:00	gate	VELVET/USDT:USDT	1.438955	68	9363 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 19:13:09.303468+02:00	binance	VELVET/USDT:USDT	1.44145	80	7595 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 19:13:01.594503+02:00	mexc	VELVET/USDT:USDT	1.43995	68	5933 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 19:12:55.612251+02:00	htx	VELVET/USDT:USDT	1.439275	90	4703 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 19:12:40.943415+02:00	gate	VELVET/USDT:USDT	1.43801	68	9577 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 19:12:31.251432+02:00	binance	VELVET/USDT:USDT	1.44295	80	6233 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 19:12:24.928689+02:00	mexc	VELVET/USDT:USDT	1.4402	68	5842 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 19:12:19.036744+02:00	htx	VELVET/USDT:USDT	1.43872	80	5872 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.4342
Best ask: 1.4344
Spread: 0.0002
Spread %: 0.013944
Mid price: 1.4343
Last price: 1.4377
Mark price: -
Index price: 1.436

Order Book

Bid depth 5: 140
Ask depth 5: 60
Bid depth 10: 302
Ask depth 10: 163
Bid depth 20: 618
Ask depth 20: 351
Imbalance 5: 0.4
Imbalance 10: 0.298925
Imbalance 20: 0.275542
Top bid size: 3
Top ask size: 8
Bid wall score: 0.004854
Ask wall score: 0.022792

Dynamics

Bid depth 5 delta: 104
Ask depth 5 delta: -81
Imbalance 5 delta: 0.99322
Bid depth 10 delta: 97
Ask depth 10 delta: -57
Imbalance 10 delta: 0.334219
Spread delta: 0.0001
Mid price delta: -0.00565
Wall shift score: 0.213024

Tape

Buy volume: 610
Sell volume: 249
Buy/sell delta: 361
Buy/sell ratio: 2.449799
Avg trade size: 8.59
Large trade count: 6
Largest trade size: 72

Candle

Return 1: -0.389024
Return 3: -0.554823
Volume 1: 622
Volume avg 5: 590
Momentum 5: -0.111459

Cross Exchange

Mid avg: 1.43834625
Mid median: 1.4394525
Price deviation %: -0.281313
Spread %: 0.585395

Funding / OI / Volume

Funding rate: 0.00052
Funding delta: -0.000002
Funding abs: 0.00052
Funding pressure: 0.000522
Open interest: -
Volume 24h: 1773875
Quote volume 24h: 27230791.333
Price change 24h %: 1.67

Quality

Capture latency ms: 5903
Order book timestamp: 2026-07-01 19:13:58.296000+02:00
Ticker timestamp: 2026-07-01 19:13:55.915000+02:00
Trades timestamp: 2026-07-01 19:13:54.827000+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: 1.42392
Best ask: 1.44214
Spread: 0.01822
Spread %: 1.271432
Mid price: 1.43303
Last price: 1.44045
Mark price: -
Index price: -

Order Book

Bid depth 5: 3967
Ask depth 5: 865
Bid depth 10: 5989
Ask depth 10: 4877
Bid depth 20: 8594
Ask depth 20: 6522
Imbalance 5: 0.64197
Imbalance 10: 0.102338
Imbalance 20: 0.137073
Top bid size: 302
Top ask size: 31
Bid wall score: 0.035141
Ask wall score: 0.004753

Dynamics

Bid depth 5 delta: -9458
Ask depth 5 delta: -2152
Imbalance 5 delta: 0.008957
Bid depth 10 delta: -13204
Ask depth 10 delta: -3054
Imbalance 10 delta: -0.312867
Spread delta: 0.01509
Mid price delta: -0.006245
Wall shift score: 0.040947

Tape

Buy volume: 4002
Sell volume: 2454
Buy/sell delta: 1548
Buy/sell ratio: 1.630807
Avg trade size: 64.56
Large trade count: 8
Largest trade size: 466

Candle

Return 1: 0
Return 3: -0.352807
Volume 1: 0
Volume avg 5: 27.6
Momentum 5: -0.27347

Cross Exchange

Mid avg: 1.4399075
Mid median: 1.4396125
Price deviation %: -0.477635
Spread %: 0.173275

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 103716
Volume 24h: 126634
Quote volume 24h: 126634
Price change 24h %: 1.628368

Quality

Capture latency ms: 5335
Order book timestamp: 2026-07-01 19:13:52.038000+02:00
Ticker timestamp: 2026-07-01 19:13:52.667000+02:00
Trades timestamp: 2026-07-01 19:12:36.082000+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: 1.43829
Best ask: 1.43962
Spread: 0.00133
Spread %: 0.092428
Mid price: 1.438955
Last price: 1.44025
Mark price: 1.43753
Index price: 1.437488

Order Book

Bid depth 5: 6
Ask depth 5: 6
Bid depth 10: 38
Ask depth 10: 11
Bid depth 20: 50
Ask depth 20: 21
Imbalance 5: 0
Imbalance 10: 0.55102
Imbalance 20: 0.408451
Top bid size: 2
Top ask size: 1
Bid wall score: 0.04
Ask wall score: 0.047619

Dynamics

Bid depth 5 delta: -26
Ask depth 5 delta: 1
Imbalance 5 delta: -0.72973
Bid depth 10 delta: 1
Ask depth 10 delta: 0
Imbalance 10 delta: 0.009354
Spread delta: -0.00027
Mid price delta: 0.000945
Wall shift score: -0.028896

Tape

Buy volume: 96
Sell volume: 74
Buy/sell delta: 22
Buy/sell ratio: 1.297297
Avg trade size: 1.7
Large trade count: 6
Largest trade size: 11

Candle

Return 1: -0.067304
Return 3: -0.00486
Volume 1: 22
Volume avg 5: 18.4
Momentum 5: 0.171096

Cross Exchange

Mid avg: 1.43967125
Mid median: 1.4396125
Price deviation %: -0.049751
Spread %: 0.238943

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4367900
Quote volume 24h: 6593416
Price change 24h %: -11.72

Quality

Capture latency ms: 9363
Order book timestamp: 2026-07-01 19:13:17+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:25.983000+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: 1.4414
Best ask: 1.4415
Spread: 0.0001
Spread %: 0.006937
Mid price: 1.44145
Last price: 1.4398
Mark price: -
Index price: -

Order Book

Bid depth 5: 79
Ask depth 5: 434
Bid depth 10: 364
Ask depth 10: 876
Bid depth 20: 2478
Ask depth 20: 1956
Imbalance 5: -0.692008
Imbalance 10: -0.412903
Imbalance 20: 0.117727
Top bid size: 14
Top ask size: 87
Bid wall score: 0.00565
Ask wall score: 0.044479

Dynamics

Bid depth 5 delta: -642
Ask depth 5 delta: 300
Imbalance 5 delta: -1.378558
Bid depth 10 delta: -723
Ask depth 10 delta: 490
Imbalance 10 delta: -0.888803
Spread delta: 0
Mid price delta: -0.0015
Wall shift score: -0.053294

Tape

Buy volume: 2679
Sell volume: 1497
Buy/sell delta: 1182
Buy/sell ratio: 1.789579
Avg trade size: 41.76
Large trade count: 7
Largest trade size: 260

Candle

Return 1: 0.124965
Return 3: 0.124965
Volume 1: 1537
Volume avg 5: 21902
Momentum 5: 0.445745

Cross Exchange

Mid avg: 1.44004625
Mid median: 1.4396125
Price deviation %: 0.09748
Spread %: 0.343045

Funding / OI / Volume

Funding rate: 0.0005164
Funding delta: -0.00000428
Funding abs: 0.0005164
Funding pressure: 0.00052068
Open interest: 30695795
Volume 24h: 80583319
Quote volume 24h: 122747107.53246
Price change 24h %: -12.346

Quality

Capture latency ms: 7595
Order book timestamp: 2026-07-01 19:13:07.169000+02:00
Ticker timestamp: 2026-07-01 19:12:59.104000+02:00
Trades timestamp: 2026-07-01 19:13:08.404000+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: 1.4399
Best ask: 1.44
Spread: 0.0001
Spread %: 0.006945
Mid price: 1.43995
Last price: 1.4395
Mark price: -
Index price: 1.4376

Order Book

Bid depth 5: 36
Ask depth 5: 141
Bid depth 10: 205
Ask depth 10: 220
Bid depth 20: 787
Ask depth 20: 394
Imbalance 5: -0.59322
Imbalance 10: -0.035294
Imbalance 20: 0.332769
Top bid size: 2
Top ask size: 92
Bid wall score: 0.002541
Ask wall score: 0.233503

Dynamics

Bid depth 5 delta: -29
Ask depth 5 delta: 81
Imbalance 5 delta: -0.63322
Bid depth 10 delta: 13
Ask depth 10 delta: 104
Imbalance 10 delta: -0.282047
Spread delta: -0.0003
Mid price delta: -0.00025
Wall shift score: -0.201126

Tape

Buy volume: 693
Sell volume: 218
Buy/sell delta: 475
Buy/sell ratio: 3.178899
Avg trade size: 9.11
Large trade count: 9
Largest trade size: 77

Candle

Return 1: 0.034734
Return 3: -0.131771
Volume 1: 2
Volume avg 5: 466
Momentum 5: 0.31348

Cross Exchange

Mid avg: 1.44010875
Mid median: 1.4397375
Price deviation %: -0.011023
Spread %: 0.34303

Funding / OI / Volume

Funding rate: 0.000522
Funding delta: 0
Funding abs: 0.000522
Funding pressure: 0.000522
Open interest: -
Volume 24h: 1773371
Quote volume 24h: 27223536.325
Price change 24h %: 1.8

Quality

Capture latency ms: 5933
Order book timestamp: 2026-07-01 19:12:59.669000+02:00
Ticker timestamp: 2026-07-01 19:12:58.725000+02:00
Trades timestamp: 2026-07-01 19:12:57.026000+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: 1.43771
Best ask: 1.44084
Spread: 0.00313
Spread %: 0.217471
Mid price: 1.439275
Last price: 1.44045
Mark price: -
Index price: -

Order Book

Bid depth 5: 13425
Ask depth 5: 3017
Bid depth 10: 19193
Ask depth 10: 7931
Bid depth 20: 59815
Ask depth 20: 50566
Imbalance 5: 0.633013
Imbalance 10: 0.415204
Imbalance 20: 0.083792
Top bid size: 19
Top ask size: 550
Bid wall score: 0.000318
Ask wall score: 0.010877

Dynamics

Bid depth 5 delta: -1801
Ask depth 5 delta: -266
Imbalance 5 delta: -0.012241
Bid depth 10 delta: -1977
Ask depth 10 delta: 3203
Imbalance 10 delta: -0.219671
Spread delta: -0.00051
Mid price delta: 0.000555
Wall shift score: -0.005421

Tape

Buy volume: 4002
Sell volume: 2454
Buy/sell delta: 1548
Buy/sell ratio: 1.630807
Avg trade size: 64.56
Large trade count: 8
Largest trade size: 466

Candle

Return 1: -0.352807
Return 3: -0.352807
Volume 1: 68
Volume avg 5: 27.6
Momentum 5: -0.27347

Cross Exchange

Mid avg: 1.43997
Mid median: 1.43946
Price deviation %: -0.048265
Spread %: 0.343063

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 103750
Volume 24h: 127740
Quote volume 24h: 127740
Price change 24h %: 1.628368

Quality

Capture latency ms: 4703
Order book timestamp: 2026-07-01 19:12:54.138000+02:00
Ticker timestamp: 2026-07-01 19:12:54.541000+02:00
Trades timestamp: 2026-07-01 19:12:36.082000+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: 1.43721
Best ask: 1.43881
Spread: 0.0016
Spread %: 0.111265
Mid price: 1.43801
Last price: 1.44122
Mark price: 1.4378
Index price: 1.437753

Order Book

Bid depth 5: 32
Ask depth 5: 5
Bid depth 10: 37
Ask depth 10: 11
Bid depth 20: 47
Ask depth 20: 47
Imbalance 5: 0.72973
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: 26
Ask depth 5 delta: -2
Imbalance 5 delta: 0.806653
Bid depth 10 delta: 0
Ask depth 10 delta: -27
Imbalance 10 delta: 0.555
Spread delta: 0.00027
Mid price delta: -0.001885
Wall shift score: 0.020833

Tape

Buy volume: 88
Sell volume: 65
Buy/sell delta: 23
Buy/sell ratio: 1.353846
Avg trade size: 1.53
Large trade count: 5
Largest trade size: 9

Candle

Return 1: 0.120877
Return 3: -0.150341
Volume 1: 20
Volume avg 5: 14.4
Momentum 5: 0.227407

Cross Exchange

Mid avg: 1.44044125
Mid median: 1.4400475
Price deviation %: -0.168785
Spread %: 0.29366

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4365900
Quote volume 24h: 6590535
Price change 24h %: -11.68

Quality

Capture latency ms: 9577
Order book timestamp: 2026-07-01 19:12:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:25.950000+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: 1.4429
Best ask: 1.443
Spread: 0.0001
Spread %: 0.00693
Mid price: 1.44295
Last price: 1.4421
Mark price: -
Index price: -

Order Book

Bid depth 5: 721
Ask depth 5: 134
Bid depth 10: 1087
Ask depth 10: 386
Bid depth 20: 3173
Ask depth 20: 1661
Imbalance 5: 0.68655
Imbalance 10: 0.4759
Imbalance 20: 0.312784
Top bid size: 65
Top ask size: 10
Bid wall score: 0.020485
Ask wall score: 0.00602

Dynamics

Bid depth 5 delta: 347
Ask depth 5 delta: -150
Imbalance 5 delta: 0.549772
Bid depth 10 delta: -117
Ask depth 10 delta: -139
Imbalance 10 delta: 0.083187
Spread delta: -0.0001
Mid price delta: 0.00655
Wall shift score: 0.033043

Tape

Buy volume: 1111
Sell volume: 669
Buy/sell delta: 442
Buy/sell ratio: 1.660688
Avg trade size: 17.8
Large trade count: 5
Largest trade size: 95

Candle

Return 1: -0.01386
Return 3: -0.207498
Volume 1: 4957
Volume avg 5: 26061.2
Momentum 5: 0.111019

Cross Exchange

Mid avg: 1.43880375
Mid median: 1.4393075
Price deviation %: 0.288173
Spread %: 0.264108

Funding / OI / Volume

Funding rate: 0.00052068
Funding delta: -0.00000197
Funding abs: 0.00052068
Funding pressure: 0.00052265
Open interest: 30696993
Volume 24h: 80579797
Quote volume 24h: 122742033.12526
Price change 24h %: -12.206

Quality

Capture latency ms: 6233
Order book timestamp: 2026-07-01 19:12:29.113000+02:00
Ticker timestamp: 2026-07-01 19:12:25.559000+02:00
Trades timestamp: 2026-07-01 19:12:30.507000+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: 1.44
Best ask: 1.4404
Spread: 0.0004
Spread %: 0.027774
Mid price: 1.4402
Last price: 1.4401
Mark price: -
Index price: 1.4378

Order Book

Bid depth 5: 65
Ask depth 5: 60
Bid depth 10: 192
Ask depth 10: 116
Bid depth 20: 471
Ask depth 20: 287
Imbalance 5: 0.04
Imbalance 10: 0.246753
Imbalance 20: 0.242744
Top bid size: 4
Top ask size: 11
Bid wall score: 0.008493
Ask wall score: 0.038328

Dynamics

Bid depth 5 delta: 24
Ask depth 5 delta: -42
Imbalance 5 delta: 0.466573
Bid depth 10 delta: -59
Ask depth 10 delta: -66
Imbalance 10 delta: 0.0874
Spread delta: 0.0003
Mid price delta: 0.00215
Wall shift score: -0.016813

Tape

Buy volume: 497
Sell volume: 454
Buy/sell delta: 43
Buy/sell ratio: 1.094714
Avg trade size: 9.51
Large trade count: 10
Largest trade size: 77

Candle

Return 1: -0.145581
Return 3: -0.318339
Volume 1: 129
Volume avg 5: 554.6
Momentum 5: -0.145581

Cross Exchange

Mid avg: 1.43826625
Mid median: 1.438385
Price deviation %: 0.13445
Spread %: 0.243001

Funding / OI / Volume

Funding rate: 0.000522
Funding delta: 0
Funding abs: 0.000522
Funding pressure: 0.000522
Open interest: -
Volume 24h: 1773115
Quote volume 24h: 27219837.555
Price change 24h %: 1.84

Quality

Capture latency ms: 5842
Order book timestamp: 2026-07-01 19:12:23.204000+02:00
Ticker timestamp: 2026-07-01 19:12:22.835000+02:00
Trades timestamp: 2026-07-01 19:12:20.264000+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: 1.4369
Best ask: 1.44054
Spread: 0.00364
Spread %: 0.253003
Mid price: 1.43872
Last price: 1.44555
Mark price: -
Index price: -

Order Book

Bid depth 5: 15226
Ask depth 5: 3283
Bid depth 10: 21170
Ask depth 10: 4728
Bid depth 20: 58859
Ask depth 20: 49109
Imbalance 5: 0.645254
Imbalance 10: 0.634875
Imbalance 20: 0.090305
Top bid size: 159
Top ask size: 385
Bid wall score: 0.002701
Ask wall score: 0.00784

Dynamics

Bid depth 5 delta: 5962
Ask depth 5 delta: 610
Imbalance 5 delta: 0.093105
Bid depth 10 delta: 6969
Ask depth 10 delta: 519
Imbalance 10 delta: 0.092127
Spread delta: 0.00001
Mid price delta: -0.002705
Wall shift score: -0.003916

Tape

Buy volume: 4002
Sell volume: 2408
Buy/sell delta: 1594
Buy/sell ratio: 1.66196
Avg trade size: 64.1
Large trade count: 8
Largest trade size: 466

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 14
Momentum 5: 0.079618

Cross Exchange

Mid avg: 1.4389425
Mid median: 1.4389725
Price deviation %: -0.015463
Spread %: 0.349215

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 103750
Volume 24h: 127672
Quote volume 24h: 127672
Price change 24h %: 1.988189

Quality

Capture latency ms: 5872
Order book timestamp: 2026-07-01 19:12:16.996000+02:00
Ticker timestamp: 2026-07-01 19:12:17.459000+02:00
Trades timestamp: 2026-07-01 19:09:52.839000+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: 22327
gate: 22328
htx: 22166
mexc: 22326

By Symbol

VELVET/USDT:USDT: 89147

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