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: 89533
Total labels: 268599
Pending labels: 249116
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 02:31:05.867970+02:00
Recent trades snapshots: 89525
Micro candles: 1790460
Avg data quality: 76.0120625914467291
Latest latency: 10476 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 188 of 8954 · 89533 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 20:15:38.868298+02:00	mexc	VELVET/USDT:USDT	1.41135	78	4153 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 20:15:34.648756+02:00	htx	VELVET/USDT:USDT	1.413485	80	5961 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 20:15:18.441909+02:00	gate	VELVET/USDT:USDT	1.412945	68	10286 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 20:15:07.820303+02:00	binance	VELVET/USDT:USDT	1.41415	80	7735 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 20:14:59.937200+02:00	mexc	VELVET/USDT:USDT	1.4124	68	6959 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 20:14:52.893397+02:00	htx	VELVET/USDT:USDT	1.411885	80	5657 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 20:14:37.571187+02:00	gate	VELVET/USDT:USDT	1.41238	68	10096 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 20:14:27.379476+02:00	binance	VELVET/USDT:USDT	1.41545	80	6284 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 20:14:21.016188+02:00	mexc	VELVET/USDT:USDT	1.4146	68	6046 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 20:14:14.905112+02:00	htx	VELVET/USDT:USDT	1.410435	80	6007 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.4113
Best ask: 1.4114
Spread: 0.0001
Spread %: 0.007085
Mid price: 1.41135
Last price: 1.4131
Mark price: -
Index price: 1.4114

Order Book

Bid depth 5: 107
Ask depth 5: 40
Bid depth 10: 408
Ask depth 10: 140
Bid depth 20: 778
Ask depth 20: 311
Imbalance 5: 0.455782
Imbalance 10: 0.489051
Imbalance 20: 0.428834
Top bid size: 3
Top ask size: 3
Bid wall score: 0.003856
Ask wall score: 0.009646

Dynamics

Bid depth 5 delta: -29
Ask depth 5 delta: 9
Imbalance 5 delta: -0.17296
Bid depth 10 delta: 145
Ask depth 10 delta: 42
Imbalance 10 delta: 0.031987
Spread delta: -0.0001
Mid price delta: -0.00105
Wall shift score: -0.100685

Tape

Buy volume: 804
Sell volume: 295
Buy/sell delta: 509
Buy/sell ratio: 2.725424
Avg trade size: 10.99
Large trade count: 6
Largest trade size: 127

Candle

Return 1: -0.077838
Return 3: 0.070867
Volume 1: 755
Volume avg 5: 761.8
Momentum 5: -0.451181

Cross Exchange

Mid avg: 1.413245
Mid median: 1.413215
Price deviation %: -0.134089
Spread %: 0.123828

Funding / OI / Volume

Funding rate: 0.00042
Funding delta: -0.000005
Funding abs: 0.00042
Funding pressure: 0.000425
Open interest: -
Volume 24h: 1773762
Quote volume 24h: 27039572.19
Price change 24h %: -0.06

Quality

Capture latency ms: 4153
Order book timestamp: 2026-07-01 20:15:37.484000+02:00
Ticker timestamp: 2026-07-01 20:15:34.797000+02:00
Trades timestamp: 2026-07-01 20:15:36.756000+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: 1.41236
Best ask: 1.41461
Spread: 0.00225
Spread %: 0.159181
Mid price: 1.413485
Last price: 1.41175
Mark price: -
Index price: -

Order Book

Bid depth 5: 10975
Ask depth 5: 2279
Bid depth 10: 16834
Ask depth 10: 4110
Bid depth 20: 58441
Ask depth 20: 57450
Imbalance 5: 0.656104
Imbalance 10: 0.607525
Imbalance 20: 0.008551
Top bid size: 12
Top ask size: 75
Bid wall score: 0.000205
Ask wall score: 0.001305

Dynamics

Bid depth 5 delta: -522
Ask depth 5 delta: -759
Imbalance 5 delta: 0.074129
Bid depth 10 delta: -2097
Ask depth 10 delta: -642
Imbalance 10 delta: 0.008825
Spread delta: -0.00142
Mid price delta: 0.0016
Wall shift score: 0.000918

Tape

Buy volume: 3568
Sell volume: 2152
Buy/sell delta: 1416
Buy/sell ratio: 1.657993
Avg trade size: 57.2
Large trade count: 6
Largest trade size: 466

Candle

Return 1: 0
Return 3: -0.268447
Volume 1: 0
Volume avg 5: 22.8
Momentum 5: 0.636575

Cross Exchange

Mid avg: 1.412845
Mid median: 1.4126725
Price deviation %: 0.045299
Spread %: 0.160315

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 103715
Volume 24h: 124834
Quote volume 24h: 124834
Price change 24h %: -0.396509

Quality

Capture latency ms: 5961
Order book timestamp: 2026-07-01 20:15:32.096000+02:00
Ticker timestamp: 2026-07-01 20:15:33.420000+02:00
Trades timestamp: 2026-07-01 20:14:10.602000+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: 1.41226
Best ask: 1.41363
Spread: 0.00137
Spread %: 0.096961
Mid price: 1.412945
Last price: 1.41353
Mark price: 1.41208
Index price: 1.411728

Order Book

Bid depth 5: 5
Ask depth 5: 8
Bid depth 10: 13
Ask depth 10: 14
Bid depth 20: 52
Ask depth 20: 27
Imbalance 5: -0.230769
Imbalance 10: -0.037037
Imbalance 20: 0.316456
Top bid size: 1
Top ask size: 1
Bid wall score: 0.019231
Ask wall score: 0.037037

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -1
Imbalance 5 delta: -0.171946
Bid depth 10 delta: -2
Ask depth 10 delta: -1
Imbalance 10 delta: -0.037037
Spread delta: 0.00001
Mid price delta: 0.000565
Wall shift score: -0.006695

Tape

Buy volume: 46
Sell volume: 66
Buy/sell delta: -20
Buy/sell ratio: 0.69697
Avg trade size: 1.12
Large trade count: 0
Largest trade size: 3

Candle

Return 1: 0.170786
Return 3: 0.327201
Volume 1: 1
Volume avg 5: 13.2
Momentum 5: -0.230802

Cross Exchange

Mid avg: 1.41270375
Mid median: 1.41239
Price deviation %: 0.017077
Spread %: 0.160331

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4414700
Quote volume 24h: 6635813
Price change 24h %: -12.91

Quality

Capture latency ms: 10286
Order book timestamp: 2026-07-01 20:15:16+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:29.710000+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: 1.4141
Best ask: 1.4142
Spread: 0.0001
Spread %: 0.007071
Mid price: 1.41415
Last price: 1.4118
Mark price: -
Index price: -

Order Book

Bid depth 5: 240
Ask depth 5: 285
Bid depth 10: 835
Ask depth 10: 1830
Bid depth 20: 2428
Ask depth 20: 3532
Imbalance 5: -0.085714
Imbalance 10: -0.373358
Imbalance 20: -0.185235
Top bid size: 27
Top ask size: 116
Bid wall score: 0.01112
Ask wall score: 0.032843

Dynamics

Bid depth 5 delta: -67
Ask depth 5 delta: -325
Imbalance 5 delta: 0.244711
Bid depth 10 delta: 151
Ask depth 10 delta: 591
Imbalance 10 delta: -0.084747
Spread delta: 0
Mid price delta: -0.0013
Wall shift score: 0.003858

Tape

Buy volume: 3015
Sell volume: 1841
Buy/sell delta: 1174
Buy/sell ratio: 1.637697
Avg trade size: 48.56
Large trade count: 9
Largest trade size: 393

Candle

Return 1: 0.056601
Return 3: 0.240998
Volume 1: 1472
Volume avg 5: 15379.8
Momentum 5: -0.331243

Cross Exchange

Mid avg: 1.41302875
Mid median: 1.41239
Price deviation %: 0.079351
Spread %: 0.252295

Funding / OI / Volume

Funding rate: 0.00041974
Funding delta: -0.00000057
Funding abs: 0.00041974
Funding pressure: 0.00042031
Open interest: 30647543
Volume 24h: 80114061
Quote volume 24h: 121364976.92536
Price change 24h %: -12.56

Quality

Capture latency ms: 7735
Order book timestamp: 2026-07-01 20:15:05.583000+02:00
Ticker timestamp: 2026-07-01 20:14:55.078000+02:00
Trades timestamp: 2026-07-01 20:15:07.093000+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: 1.4123
Best ask: 1.4125
Spread: 0.0002
Spread %: 0.01416
Mid price: 1.4124
Last price: 1.413
Mark price: -
Index price: 1.4113

Order Book

Bid depth 5: 136
Ask depth 5: 31
Bid depth 10: 263
Ask depth 10: 98
Bid depth 20: 602
Ask depth 20: 410
Imbalance 5: 0.628743
Imbalance 10: 0.457064
Imbalance 20: 0.189723
Top bid size: 63
Top ask size: 4
Bid wall score: 0.104651
Ask wall score: 0.009756

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: -1
Imbalance 5 delta: 0.018986
Bid depth 10 delta: 40
Ask depth 10 delta: -54
Imbalance 10 delta: 0.26773
Spread delta: 0
Mid price delta: -0.0022
Wall shift score: 0.09116

Tape

Buy volume: 736
Sell volume: 517
Buy/sell delta: 219
Buy/sell ratio: 1.423598
Avg trade size: 12.53
Large trade count: 8
Largest trade size: 91

Candle

Return 1: 0.248315
Return 3: 0.319489
Volume 1: 986
Volume avg 5: 867
Momentum 5: -0.275249

Cross Exchange

Mid avg: 1.41357875
Mid median: 1.41349
Price deviation %: -0.083388
Spread %: 0.252197

Funding / OI / Volume

Funding rate: 0.000425
Funding delta: 0
Funding abs: 0.000425
Funding pressure: 0.000425
Open interest: -
Volume 24h: 1773250
Quote volume 24h: 27032329.999
Price change 24h %: -0.07

Quality

Capture latency ms: 6959
Order book timestamp: 2026-07-01 20:14:58.140000+02:00
Ticker timestamp: 2026-07-01 20:14:55.908000+02:00
Trades timestamp: 2026-07-01 20:14:52.431000+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: 1.41005
Best ask: 1.41372
Spread: 0.00367
Spread %: 0.259936
Mid price: 1.411885
Last price: 1.41175
Mark price: -
Index price: -

Order Book

Bid depth 5: 11497
Ask depth 5: 3038
Bid depth 10: 18931
Ask depth 10: 4752
Bid depth 20: 58158
Ask depth 20: 50996
Imbalance 5: 0.581975
Imbalance 10: 0.598699
Imbalance 20: 0.065614
Top bid size: 316
Top ask size: 380
Bid wall score: 0.005433
Ask wall score: 0.007452

Dynamics

Bid depth 5 delta: 7581
Ask depth 5 delta: 1899
Imbalance 5 delta: 0.032617
Bid depth 10 delta: 12294
Ask depth 10 delta: -143
Imbalance 10 delta: 0.447642
Spread delta: -0.00822
Mid price delta: 0.00145
Wall shift score: -0.033126

Tape

Buy volume: 3568
Sell volume: 2152
Buy/sell delta: 1416
Buy/sell ratio: 1.657993
Avg trade size: 57.2
Large trade count: 6
Largest trade size: 466

Candle

Return 1: -0.268447
Return 3: -0.268447
Volume 1: 70
Volume avg 5: 22.8
Momentum 5: 0.636575

Cross Exchange

Mid avg: 1.41321625
Mid median: 1.41349
Price deviation %: -0.0942
Spread %: 0.354864

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 103715
Volume 24h: 124834
Quote volume 24h: 124834
Price change 24h %: -0.396509

Quality

Capture latency ms: 5657
Order book timestamp: 2026-07-01 20:14:50.838000+02:00
Ticker timestamp: 2026-07-01 20:14:51.149000+02:00
Trades timestamp: 2026-07-01 20:14:10.602000+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: 1.4117
Best ask: 1.41306
Spread: 0.00136
Spread %: 0.096291
Mid price: 1.41238
Last price: 1.41282
Mark price: 1.4122
Index price: 1.41165

Order Book

Bid depth 5: 8
Ask depth 5: 9
Bid depth 10: 15
Ask depth 10: 15
Bid depth 20: 54
Ask depth 20: 30
Imbalance 5: -0.058824
Imbalance 10: 0
Imbalance 20: 0.285714
Top bid size: 3
Top ask size: 2
Bid wall score: 0.055556
Ask wall score: 0.066667

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.058824
Bid depth 10 delta: 2
Ask depth 10 delta: -25
Imbalance 10 delta: 0.509434
Spread delta: -0.00012
Mid price delta: 0.00362
Wall shift score: -0.08876

Tape

Buy volume: 49
Sell volume: 62
Buy/sell delta: -13
Buy/sell ratio: 0.790323
Avg trade size: 1.11
Large trade count: 0
Largest trade size: 3

Candle

Return 1: 0.357298
Return 3: 0.390814
Volume 1: 16
Volume avg 5: 13.6
Momentum 5: -0.143478

Cross Exchange

Mid avg: 1.41231125
Mid median: 1.4125175
Price deviation %: 0.004868
Spread %: 0.473692

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4413600
Quote volume 24h: 6634259
Price change 24h %: -12.95

Quality

Capture latency ms: 10096
Order book timestamp: 2026-07-01 20:14:36+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:29.670000+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: 1.4154
Best ask: 1.4155
Spread: 0.0001
Spread %: 0.007065
Mid price: 1.41545
Last price: 1.4151
Mark price: -
Index price: -

Order Book

Bid depth 5: 307
Ask depth 5: 610
Bid depth 10: 684
Ask depth 10: 1239
Bid depth 20: 3175
Ask depth 20: 2679
Imbalance 5: -0.330425
Imbalance 10: -0.288612
Imbalance 20: 0.084728
Top bid size: 93
Top ask size: 147
Bid wall score: 0.029291
Ask wall score: 0.054871

Dynamics

Bid depth 5 delta: 13
Ask depth 5 delta: 473
Imbalance 5 delta: -0.694694
Bid depth 10 delta: -404
Ask depth 10 delta: 395
Imbalance 10 delta: -0.414906
Spread delta: -0.0001
Mid price delta: 0.00645
Wall shift score: -0.05385

Tape

Buy volume: 5134
Sell volume: 363
Buy/sell delta: 4771
Buy/sell ratio: 14.143251
Avg trade size: 54.97
Large trade count: 9
Largest trade size: 366

Candle

Return 1: 0.311813
Return 3: 0.468451
Volume 1: 8203
Volume avg 5: 18968.8
Momentum 5: -0.084704

Cross Exchange

Mid avg: 1.41069875
Mid median: 1.4097175
Price deviation %: 0.336801
Spread %: 0.413979

Funding / OI / Volume

Funding rate: 0.00042031
Funding delta: -0.00000547
Funding abs: 0.00042031
Funding pressure: 0.00042578
Open interest: 30649524
Volume 24h: 80104675
Quote volume 24h: 121351699.83386
Price change 24h %: -12.356

Quality

Capture latency ms: 6284
Order book timestamp: 2026-07-01 20:14:25.229000+02:00
Ticker timestamp: 2026-07-01 20:14:19.642000+02:00
Trades timestamp: 2026-07-01 20:14:26.894000+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: 1.4145
Best ask: 1.4147
Spread: 0.0002
Spread %: 0.014138
Mid price: 1.4146
Last price: 1.414
Mark price: -
Index price: 1.4098

Order Book

Bid depth 5: 132
Ask depth 5: 32
Bid depth 10: 223
Ask depth 10: 152
Bid depth 20: 431
Ask depth 20: 541
Imbalance 5: 0.609756
Imbalance 10: 0.189333
Imbalance 20: -0.113169
Top bid size: 4
Top ask size: 3
Bid wall score: 0.009281
Ask wall score: 0.005545

Dynamics

Bid depth 5 delta: 57
Ask depth 5 delta: -16
Imbalance 5 delta: 0.390244
Bid depth 10 delta: 40
Ask depth 10 delta: -6
Imbalance 10 delta: 0.11602
Spread delta: 0.0001
Mid price delta: 0.00625
Wall shift score: -0.053939

Tape

Buy volume: 594
Sell volume: 818
Buy/sell delta: -224
Buy/sell ratio: 0.726161
Avg trade size: 14.12
Large trade count: 6
Largest trade size: 230

Candle

Return 1: 0.319262
Return 3: 0.390486
Volume 1: 129
Volume avg 5: 695.6
Momentum 5: -0.204672

Cross Exchange

Mid avg: 1.40913625
Mid median: 1.40888
Price deviation %: 0.387738
Spread %: 0.147963

Funding / OI / Volume

Funding rate: 0.000425
Funding delta: 0
Funding abs: 0.000425
Funding pressure: 0.000425
Open interest: -
Volume 24h: 1772478
Quote volume 24h: 27021417.033
Price change 24h %: -

Quality

Capture latency ms: 6046
Order book timestamp: 2026-07-01 20:14:19.384000+02:00
Ticker timestamp: 2026-07-01 20:14:19.742000+02:00
Trades timestamp: 2026-07-01 20:14:19.101000+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: 1.40449
Best ask: 1.41638
Spread: 0.01189
Spread %: 0.843002
Mid price: 1.410435
Last price: 1.41175
Mark price: -
Index price: -

Order Book

Bid depth 5: 3916
Ask depth 5: 1139
Bid depth 10: 6637
Ask depth 10: 4895
Bid depth 20: 8667
Ask depth 20: 6381
Imbalance 5: 0.549357
Imbalance 10: 0.151058
Imbalance 20: 0.151914
Top bid size: 309
Top ask size: 29
Bid wall score: 0.035652
Ask wall score: 0.004545

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -2677
Imbalance 5 delta: 0.536424
Bid depth 10 delta: 766
Ask depth 10 delta: 162
Imbalance 10 delta: 0.04374
Spread delta: 0.00442
Mid price delta: 0.0057
Wall shift score: 0.019193

Tape

Buy volume: 3568
Sell volume: 2152
Buy/sell delta: 1416
Buy/sell ratio: 1.657993
Avg trade size: 57.2
Large trade count: 6
Largest trade size: 466

Candle

Return 1: -0.268447
Return 3: -0.268447
Volume 1: 70
Volume avg 5: 22.8
Momentum 5: 0.636575

Cross Exchange

Mid avg: 1.40771125
Mid median: 1.408555
Price deviation %: 0.193488
Spread %: 0.302974

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 103680
Volume 24h: 124834
Quote volume 24h: 124834
Price change 24h %: -0.396509

Quality

Capture latency ms: 6007
Order book timestamp: 2026-07-01 20:14:12.996000+02:00
Ticker timestamp: 2026-07-01 20:14:13.293000+02:00
Trades timestamp: 2026-07-01 20:14:10.602000+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: 22424
gate: 22425
htx: 22262
mexc: 22422

By Symbol

VELVET/USDT:USDT: 89533

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