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: 90012
Total labels: 270036
Pending labels: 250553
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 04:00:30.637357+02:00
Recent trades snapshots: 90004
Micro candles: 1800040
Avg data quality: 76.0103986135181976
Latest latency: 11698 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 189 of 9002 · 90012 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 21:41:01.702558+02:00	binance	VELVET/USDT:USDT	1.51945	80	9016 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 21:40:52.400815+02:00	mexc	VELVET/USDT:USDT	1.51885	68	5407 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 21:40:46.529037+02:00	htx	VELVET/USDT:USDT	1.518475	80	7172 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 21:40:20.256557+02:00	gate	VELVET/USDT:USDT	1.521385	68	13038 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 21:40:06.456699+02:00	binance	VELVET/USDT:USDT	1.52145	80	9939 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 21:39:56.104524+02:00	mexc	VELVET/USDT:USDT	1.51825	68	7952 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 21:39:47.867222+02:00	htx	VELVET/USDT:USDT	1.504185	80	7280 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 21:39:20.739161+02:00	gate	VELVET/USDT:USDT	1.51482	68	13280 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 21:39:07.090970+02:00	binance	VELVET/USDT:USDT	1.51725	80	9437 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 21:38:57.393037+02:00	mexc	VELVET/USDT:USDT	1.51575	68	7990 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.5194
Best ask: 1.5195
Spread: 0.0001
Spread %: 0.006581
Mid price: 1.51945
Last price: 1.5179
Mark price: -
Index price: -

Order Book

Bid depth 5: 146
Ask depth 5: 1023
Bid depth 10: 905
Ask depth 10: 1143
Bid depth 20: 3789
Ask depth 20: 3420
Imbalance 5: -0.750214
Imbalance 10: -0.116211
Imbalance 20: 0.051186
Top bid size: 33
Top ask size: 147
Bid wall score: 0.008709
Ask wall score: 0.042982

Dynamics

Bid depth 5 delta: -101
Ask depth 5 delta: 503
Imbalance 5 delta: -0.394282
Bid depth 10 delta: 34
Ask depth 10 delta: 330
Imbalance 10 delta: -0.150653
Spread delta: -0.0002
Mid price delta: -0.002
Wall shift score: -0.024721

Tape

Buy volume: 1649
Sell volume: 3743
Buy/sell delta: -2094
Buy/sell ratio: 0.440556
Avg trade size: 53.92
Large trade count: 8
Largest trade size: 684

Candle

Return 1: -0.032929
Return 3: -0.361035
Volume 1: 27109
Volume avg 5: 42777
Momentum 5: -0.347952

Cross Exchange

Mid avg: 1.52004
Mid median: 1.5201175
Price deviation %: -0.038815
Spread %: 0.195719

Funding / OI / Volume

Funding rate: 0.00045698
Funding delta: 0
Funding abs: 0.00045698
Funding pressure: 0.00045698
Open interest: 30391767
Volume 24h: 80368883
Quote volume 24h: 121279359.24596
Price change 24h %: -1.906

Quality

Capture latency ms: 9016
Order book timestamp: 2026-07-01 21:40:58.812000+02:00
Ticker timestamp: 2026-07-01 21:40:55.175000+02:00
Trades timestamp: 2026-07-01 21:41:00.794000+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: 1.5188
Best ask: 1.5189
Spread: 0.0001
Spread %: 0.006584
Mid price: 1.51885
Last price: 1.5194
Mark price: -
Index price: 1.5171

Order Book

Bid depth 5: 116
Ask depth 5: 137
Bid depth 10: 422
Ask depth 10: 473
Bid depth 20: 857
Ask depth 20: 696
Imbalance 5: -0.083004
Imbalance 10: -0.056983
Imbalance 20: 0.10367
Top bid size: 2
Top ask size: 20
Bid wall score: 0.002334
Ask wall score: 0.028736

Dynamics

Bid depth 5 delta: 78
Ask depth 5 delta: 100
Imbalance 5 delta: -0.096337
Bid depth 10 delta: 262
Ask depth 10 delta: 292
Imbalance 10 delta: 0.0046
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: -0.02501

Tape

Buy volume: 265
Sell volume: 459
Buy/sell delta: -194
Buy/sell ratio: 0.577342
Avg trade size: 7.24
Large trade count: 7
Largest trade size: 37

Candle

Return 1: 0.079057
Return 3: -0.242973
Volume 1: 416
Volume avg 5: 956.2
Momentum 5: -0.249524

Cross Exchange

Mid avg: 1.51989
Mid median: 1.51993
Price deviation %: -0.068426
Spread %: 0.210542

Funding / OI / Volume

Funding rate: 0.000453
Funding delta: 0
Funding abs: 0.000453
Funding pressure: 0.000453
Open interest: -
Volume 24h: 1816363
Quote volume 24h: 27535062.399
Price change 24h %: 7.45

Quality

Capture latency ms: 5407
Order book timestamp: 2026-07-01 21:40:50.614000+02:00
Ticker timestamp: 2026-07-01 21:40:49.841000+02:00
Trades timestamp: 2026-07-01 21:40:49.980000+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: 1.51656
Best ask: 1.52039
Spread: 0.00383
Spread %: 0.252227
Mid price: 1.518475
Last price: 1.5186
Mark price: -
Index price: -

Order Book

Bid depth 5: 12733
Ask depth 5: 3593
Bid depth 10: 19304
Ask depth 10: 9472
Bid depth 20: 55973
Ask depth 20: 50649
Imbalance 5: 0.559843
Imbalance 10: 0.341674
Imbalance 20: 0.049933
Top bid size: 214
Top ask size: 1389
Bid wall score: 0.003823
Ask wall score: 0.027424

Dynamics

Bid depth 5 delta: 8488
Ask depth 5 delta: 2963
Imbalance 5 delta: -0.181695
Bid depth 10 delta: 11954
Ask depth 10 delta: 4879
Imbalance 10 delta: 0.110827
Spread delta: -0.03044
Mid price delta: 0.01429
Wall shift score: -0.063588

Tape

Buy volume: 1612
Sell volume: 3200
Buy/sell delta: -1588
Buy/sell ratio: 0.50375
Avg trade size: 48.12
Large trade count: 1
Largest trade size: 232

Candle

Return 1: 0
Return 3: -0.106564
Volume 1: 0
Volume avg 5: 62
Momentum 5: 0.015148

Cross Exchange

Mid avg: 1.5163175
Mid median: 1.5198175
Price deviation %: 0.142286
Spread %: 1.138614

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 102651
Volume 24h: 126980
Quote volume 24h: 126980
Price change 24h %: 7.142101

Quality

Capture latency ms: 7172
Order book timestamp: 2026-07-01 21:40:44.396000+02:00
Ticker timestamp: 2026-07-01 21:40:44.946000+02:00
Trades timestamp: 2026-07-01 21:39:46.949000+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: 1.52077
Best ask: 1.522
Spread: 0.00123
Spread %: 0.080847
Mid price: 1.521385
Last price: 1.52147
Mark price: 1.51778
Index price: 1.517208

Order Book

Bid depth 5: 6
Ask depth 5: 6
Bid depth 10: 12
Ask depth 10: 11
Bid depth 20: 46
Ask depth 20: 45
Imbalance 5: 0
Imbalance 10: 0.043478
Imbalance 20: 0.010989
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021739
Ask wall score: 0.022222

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.090909
Bid depth 10 delta: 1
Ask depth 10 delta: 0
Imbalance 10 delta: 0.043478
Spread delta: 0.00009
Mid price delta: 0.006565
Wall shift score: 0.000463

Tape

Buy volume: 129
Sell volume: 81
Buy/sell delta: 48
Buy/sell ratio: 1.592593
Avg trade size: 2.1
Large trade count: 5
Largest trade size: 33

Candle

Return 1: 0.297966
Return 3: -0.031538
Volume 1: 12
Volume avg 5: 69.2
Momentum 5: -0.057805

Cross Exchange

Mid avg: 1.51467625
Mid median: 1.516535
Price deviation %: 0.442916
Spread %: 1.139848

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4610700
Quote volume 24h: 6915777
Price change 24h %: -1.93

Quality

Capture latency ms: 13038
Order book timestamp: 2026-07-01 21:40:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:34.815000+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: 1.5213
Best ask: 1.5216
Spread: 0.0003
Spread %: 0.019718
Mid price: 1.52145
Last price: 1.5184
Mark price: -
Index price: -

Order Book

Bid depth 5: 247
Ask depth 5: 520
Bid depth 10: 871
Ask depth 10: 813
Bid depth 20: 2259
Ask depth 20: 2473
Imbalance 5: -0.355932
Imbalance 10: 0.034442
Imbalance 20: -0.045224
Top bid size: 4
Top ask size: 28
Bid wall score: 0.001771
Ask wall score: 0.011322

Dynamics

Bid depth 5 delta: -73
Ask depth 5 delta: 413
Imbalance 5 delta: -0.854761
Bid depth 10 delta: 124
Ask depth 10 delta: 264
Imbalance 10 delta: -0.118336
Spread delta: 0.0002
Mid price delta: 0.0042
Wall shift score: -0.018859

Tape

Buy volume: 4548
Sell volume: 1001
Buy/sell delta: 3547
Buy/sell ratio: 4.543457
Avg trade size: 55.49
Large trade count: 10
Largest trade size: 314

Candle

Return 1: 0.138303
Return 3: -0.190364
Volume 1: 1678
Volume avg 5: 37690.8
Momentum 5: -0.177258

Cross Exchange

Mid avg: 1.51362625
Mid median: 1.516035
Price deviation %: 0.516888
Spread %: 0.929225

Funding / OI / Volume

Funding rate: 0.00045698
Funding delta: 0.00000315
Funding abs: 0.00045698
Funding pressure: 0.00046013
Open interest: 30392334
Volume 24h: 80407521
Quote volume 24h: 121339862.77256
Price change 24h %: -1.396

Quality

Capture latency ms: 9939
Order book timestamp: 2026-07-01 21:40:03.965000+02:00
Ticker timestamp: 2026-07-01 21:39:59.438000+02:00
Trades timestamp: 2026-07-01 21:40:05.593000+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: 1.5182
Best ask: 1.5183
Spread: 0.0001
Spread %: 0.006587
Mid price: 1.51825
Last price: 1.5179
Mark price: -
Index price: 1.5145

Order Book

Bid depth 5: 38
Ask depth 5: 37
Bid depth 10: 160
Ask depth 10: 181
Bid depth 20: 410
Ask depth 20: 783
Imbalance 5: 0.013333
Imbalance 10: -0.061584
Imbalance 20: -0.312657
Top bid size: 1
Top ask size: 3
Bid wall score: 0.002439
Ask wall score: 0.003831

Dynamics

Bid depth 5 delta: -49
Ask depth 5 delta: -15
Imbalance 5 delta: -0.238465
Bid depth 10 delta: -26
Ask depth 10 delta: 58
Imbalance 10 delta: -0.265467
Spread delta: 0
Mid price delta: 0.0025
Wall shift score: -0.021277

Tape

Buy volume: 295
Sell volume: 433
Buy/sell delta: -138
Buy/sell ratio: 0.681293
Avg trade size: 7.28
Large trade count: 10
Largest trade size: 50

Candle

Return 1: 0.138541
Return 3: -0.006588
Volume 1: 625
Volume avg 5: 1281.2
Momentum 5: -0.230051

Cross Exchange

Mid avg: 1.51300125
Mid median: 1.515285
Price deviation %: 0.34691
Spread %: 0.863515

Funding / OI / Volume

Funding rate: 0.000453
Funding delta: 0.000001
Funding abs: 0.000453
Funding pressure: 0.000454
Open interest: -
Volume 24h: 1815993
Quote volume 24h: 27529422.217
Price change 24h %: 7.34

Quality

Capture latency ms: 7952
Order book timestamp: 2026-07-01 21:39:53.845000+02:00
Ticker timestamp: 2026-07-01 21:39:52.732000+02:00
Trades timestamp: 2026-07-01 21:39:46.106000+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: 1.48705
Best ask: 1.52132
Spread: 0.03427
Spread %: 2.27831
Mid price: 1.504185
Last price: 1.49266
Mark price: -
Index price: -

Order Book

Bid depth 5: 4245
Ask depth 5: 630
Bid depth 10: 7350
Ask depth 10: 4593
Bid depth 20: 10177
Ask depth 20: 11782
Imbalance 5: 0.741538
Imbalance 10: 0.230847
Imbalance 20: -0.073091
Top bid size: 432
Top ask size: 29
Bid wall score: 0.042449
Ask wall score: 0.002461

Dynamics

Bid depth 5 delta: 1125
Ask depth 5 delta: -1820
Imbalance 5 delta: 0.621251
Bid depth 10 delta: -184
Ask depth 10 delta: 689
Imbalance 10 delta: -0.086517
Spread delta: 0.02962
Mid price delta: -0.00548
Wall shift score: 0.031241

Tape

Buy volume: 1612
Sell volume: 3200
Buy/sell delta: -1588
Buy/sell ratio: 0.50375
Avg trade size: 48.12
Large trade count: 1
Largest trade size: 232

Candle

Return 1: 1.737837
Return 3: 1.724207
Volume 1: 26
Volume avg 5: 84.4
Momentum 5: 0.1682

Cross Exchange

Mid avg: 1.51437125
Mid median: 1.515285
Price deviation %: -0.672639
Spread %: 0.500868

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 102638
Volume 24h: 126954
Quote volume 24h: 126954
Price change 24h %: 5.311951

Quality

Capture latency ms: 7280
Order book timestamp: 2026-07-01 21:39:46.196000+02:00
Ticker timestamp: 2026-07-01 21:39:46.505000+02:00
Trades timestamp: 2026-07-01 21:39:46.949000+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: 1.51425
Best ask: 1.51539
Spread: 0.00114
Spread %: 0.075256
Mid price: 1.51482
Last price: 1.51505
Mark price: 1.51394
Index price: 1.513113

Order Book

Bid depth 5: 5
Ask depth 5: 6
Bid depth 10: 11
Ask depth 10: 11
Bid depth 20: 47
Ask depth 20: 45
Imbalance 5: -0.090909
Imbalance 10: 0
Imbalance 20: 0.021739
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021277
Ask wall score: 0.022222

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -32
Imbalance 5 delta: 0.59798
Bid depth 10 delta: -1
Ask depth 10 delta: -32
Imbalance 10 delta: 0.563636
Spread delta: -0.0001
Mid price delta: 0.00115
Wall shift score: -0.053176

Tape

Buy volume: 103
Sell volume: 59
Buy/sell delta: 44
Buy/sell ratio: 1.745763
Avg trade size: 1.62
Large trade count: 5
Largest trade size: 32

Candle

Return 1: 0.052168
Return 3: -0.056728
Volume 1: 95
Volume avg 5: 69.2
Momentum 5: -0.2193

Cross Exchange

Mid avg: 1.51408375
Mid median: 1.51471
Price deviation %: 0.048627
Spread %: 0.500963

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4592600
Quote volume 24h: 6888364
Price change 24h %: -1.99

Quality

Capture latency ms: 13280
Order book timestamp: 2026-07-01 21:39:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:34.758000+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: 1.5172
Best ask: 1.5173
Spread: 0.0001
Spread %: 0.006591
Mid price: 1.51725
Last price: 1.5164
Mark price: -
Index price: -

Order Book

Bid depth 5: 320
Ask depth 5: 107
Bid depth 10: 747
Ask depth 10: 549
Bid depth 20: 4162
Ask depth 20: 2051
Imbalance 5: 0.498829
Imbalance 10: 0.152778
Imbalance 20: 0.339771
Top bid size: 57
Top ask size: 9
Bid wall score: 0.013695
Ask wall score: 0.004388

Dynamics

Bid depth 5 delta: 171
Ask depth 5 delta: -321
Imbalance 5 delta: 0.982365
Bid depth 10 delta: -150
Ask depth 10 delta: -221
Imbalance 10 delta: 0.076593
Spread delta: 0
Mid price delta: -0.0021
Wall shift score: 0.028783

Tape

Buy volume: 1373
Sell volume: 1663
Buy/sell delta: -290
Buy/sell ratio: 0.825616
Avg trade size: 30.36
Large trade count: 7
Largest trade size: 320

Candle

Return 1: -0.072521
Return 3: -0.079109
Volume 1: 2111
Volume avg 5: 41303.2
Momentum 5: -0.368106

Cross Exchange

Mid avg: 1.51460875
Mid median: 1.51471
Price deviation %: 0.174385
Spread %: 0.639439

Funding / OI / Volume

Funding rate: 0.00045383
Funding delta: 0.00000035
Funding abs: 0.00045383
Funding pressure: 0.00045418
Open interest: 30396619
Volume 24h: 80393436
Quote volume 24h: 121319413.41356
Price change 24h %: -1.282

Quality

Capture latency ms: 9437
Order book timestamp: 2026-07-01 21:39:04.765000+02:00
Ticker timestamp: 2026-07-01 21:38:59.148000+02:00
Trades timestamp: 2026-07-01 21:39:06.502000+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: 1.5157
Best ask: 1.5158
Spread: 0.0001
Spread %: 0.006597
Mid price: 1.51575
Last price: 1.516
Mark price: -
Index price: 1.5108

Order Book

Bid depth 5: 87
Ask depth 5: 52
Bid depth 10: 186
Ask depth 10: 123
Bid depth 20: 500
Ask depth 20: 486
Imbalance 5: 0.251799
Imbalance 10: 0.203883
Imbalance 20: 0.014199
Top bid size: 12
Top ask size: 2
Bid wall score: 0.024
Ask wall score: 0.004115

Dynamics

Bid depth 5 delta: -156
Ask depth 5 delta: -47
Imbalance 5 delta: -0.169254
Bid depth 10 delta: -235
Ask depth 10 delta: -83
Imbalance 10 delta: -0.139019
Spread delta: -0.0002
Mid price delta: -0.0046
Wall shift score: 0.025834

Tape

Buy volume: 431
Sell volume: 584
Buy/sell delta: -153
Buy/sell ratio: 0.738014
Avg trade size: 10.15
Large trade count: 8
Largest trade size: 63

Candle

Return 1: -0.466246
Return 3: -0.472782
Volume 1: 1117
Volume avg 5: 1574.8
Momentum 5: -0.151515

Cross Exchange

Mid avg: 1.51575875
Mid median: 1.51651
Price deviation %: -0.000577
Spread %: 0.704927

Funding / OI / Volume

Funding rate: 0.000452
Funding delta: 0
Funding abs: 0.000452
Funding pressure: 0.000452
Open interest: -
Volume 24h: 1815387
Quote volume 24h: 27520231.956
Price change 24h %: 7.21

Quality

Capture latency ms: 7990
Order book timestamp: 2026-07-01 21:38:55.699000+02:00
Ticker timestamp: 2026-07-01 21:38:53.009000+02:00
Trades timestamp: 2026-07-01 21:38:54.451000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 22544
gate: 22545
htx: 22381
mexc: 22542

By Symbol

VELVET/USDT:USDT: 90012

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