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: 90511
Total labels: 271533
Pending labels: 252050
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 05:31:32.145592+02:00
Recent trades snapshots: 90503
Micro candles: 1810020
Avg data quality: 76.0085072532620344
Latest latency: 8298 ms
Missing fields: 0

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 190 of 9052 · 90511 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-01 23:22:20.741928+02:00	mexc	VELVET/USDT:USDT	1.49865	68	6089 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 23:22:14.343987+02:00	htx	VELVET/USDT:USDT	1.49649	80	6497 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 23:21:49.941328+02:00	gate	VELVET/USDT:USDT	1.494575	68	10629 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 23:21:38.970562+02:00	binance	VELVET/USDT:USDT	1.49615	80	7401 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 23:21:31.271957+02:00	mexc	VELVET/USDT:USDT	1.4963	68	5449 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 23:21:25.608920+02:00	htx	VELVET/USDT:USDT	1.495695	80	5640 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 23:21:06.060085+02:00	gate	VELVET/USDT:USDT	1.496695	68	11207 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 23:20:54.479005+02:00	binance	VELVET/USDT:USDT	1.50115	80	7707 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 23:20:46.458618+02:00	mexc	VELVET/USDT:USDT	1.5002	68	6117 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-01 23:20:40.061352+02:00	htx	VELVET/USDT:USDT	1.499835	90	4268 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.4986
Best ask: 1.4987
Spread: 0.0001
Spread %: 0.006673
Mid price: 1.49865
Last price: 1.4987
Mark price: -
Index price: 1.4954

Order Book

Bid depth 5: 73
Ask depth 5: 41
Bid depth 10: 174
Ask depth 10: 216
Bid depth 20: 382
Ask depth 20: 625
Imbalance 5: 0.280702
Imbalance 10: -0.107692
Imbalance 20: -0.241311
Top bid size: 8
Top ask size: 11
Bid wall score: 0.020942
Ask wall score: 0.0176

Dynamics

Bid depth 5 delta: 14
Ask depth 5 delta: -105
Imbalance 5 delta: 0.705092
Bid depth 10 delta: -29
Ask depth 10 delta: -18
Imbalance 10 delta: -0.036754
Spread delta: -0.0001
Mid price delta: 0.00235
Wall shift score: 0.031243

Tape

Buy volume: 282
Sell volume: 997
Buy/sell delta: -715
Buy/sell ratio: 0.282849
Avg trade size: 12.79
Large trade count: 3
Largest trade size: 70

Candle

Return 1: 0.274229
Return 3: 0.240706
Volume 1: 400
Volume avg 5: 527.2
Momentum 5: 0.280936

Cross Exchange

Mid avg: 1.49587875
Mid median: 1.496225
Price deviation %: 0.185259
Spread %: 0.128018

Funding / OI / Volume

Funding rate: 0.00053
Funding delta: 0.000002
Funding abs: 0.00053
Funding pressure: 0.000532
Open interest: -
Volume 24h: 1754338
Quote volume 24h: 26491739.481
Price change 24h %: 5.99

Quality

Capture latency ms: 6089
Order book timestamp: 2026-07-01 23:22:18.699000+02:00
Ticker timestamp: 2026-07-01 23:22:16.756000+02:00
Trades timestamp: 2026-07-01 23:22:13.419000+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: 1.49231
Best ask: 1.50067
Spread: 0.00836
Spread %: 0.558641
Mid price: 1.49649
Last price: 1.49765
Mark price: -
Index price: -

Order Book

Bid depth 5: 5431
Ask depth 5: 637
Bid depth 10: 6441
Ask depth 10: 4309
Bid depth 20: 8356
Ask depth 20: 6055
Imbalance 5: 0.790046
Imbalance 10: 0.198326
Imbalance 20: 0.15967
Top bid size: 8
Top ask size: 29
Bid wall score: 0.000957
Ask wall score: 0.004789

Dynamics

Bid depth 5 delta: -14036
Ask depth 5 delta: -2218
Imbalance 5 delta: 0.045848
Bid depth 10 delta: -24157
Ask depth 10 delta: -367
Imbalance 10 delta: -0.53655
Spread delta: 0.00579
Mid price delta: 0.000795
Wall shift score: 0.002692

Tape

Buy volume: 1382
Sell volume: 3628
Buy/sell delta: -2246
Buy/sell ratio: 0.380926
Avg trade size: 50.1
Large trade count: 1
Largest trade size: 232

Candle

Return 1: 0
Return 3: 0.20742
Volume 1: 0
Volume avg 5: 26.4
Momentum 5: 0.258403

Cross Exchange

Mid avg: 1.49568
Mid median: 1.4959225
Price deviation %: 0.054156
Spread %: 0.115332

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 102815
Volume 24h: 123976
Quote volume 24h: 123976
Price change 24h %: 5.664012

Quality

Capture latency ms: 6497
Order book timestamp: 2026-07-01 23:22:12.838000+02:00
Ticker timestamp: 2026-07-01 23:22:13.160000+02:00
Trades timestamp: 2026-07-01 23:21:09.132000+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: 1.49357
Best ask: 1.49558
Spread: 0.00201
Spread %: 0.134486
Mid price: 1.494575
Last price: 1.49412
Mark price: 1.49412
Index price: 1.49371

Order Book

Bid depth 5: 6
Ask depth 5: 6
Bid depth 10: 37
Ask depth 10: 36
Bid depth 20: 49
Ask depth 20: 49
Imbalance 5: 0
Imbalance 10: 0.013699
Imbalance 20: 0
Top bid size: 1
Top ask size: 1
Bid wall score: 0.020408
Ask wall score: 0.020408

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 1
Ask depth 10 delta: 0
Imbalance 10 delta: 0.013699
Spread delta: 0.00052
Mid price delta: -0.00212
Wall shift score: 0.000833

Tape

Buy volume: 75
Sell volume: 91
Buy/sell delta: -16
Buy/sell ratio: 0.824176
Avg trade size: 1.66
Large trade count: 1
Largest trade size: 13

Candle

Return 1: -0.191718
Return 3: 0.27651
Volume 1: 41
Volume avg 5: 9.8
Momentum 5: 0.073006

Cross Exchange

Mid avg: 1.49621
Mid median: 1.496225
Price deviation %: -0.109276
Spread %: 0.066836

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4653100
Quote volume 24h: 6959917
Price change 24h %: -9

Quality

Capture latency ms: 10629
Order book timestamp: 2026-07-01 23:21:48+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:40.885000+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: 1.4961
Best ask: 1.4962
Spread: 0.0001
Spread %: 0.006684
Mid price: 1.49615
Last price: 1.4959
Mark price: -
Index price: -

Order Book

Bid depth 5: 545
Ask depth 5: 182
Bid depth 10: 1374
Ask depth 10: 363
Bid depth 20: 4538
Ask depth 20: 1921
Imbalance 5: 0.499312
Imbalance 10: 0.582038
Imbalance 20: 0.405171
Top bid size: 105
Top ask size: 31
Bid wall score: 0.023138
Ask wall score: 0.016137

Dynamics

Bid depth 5 delta: 354
Ask depth 5 delta: -122
Imbalance 5 delta: 0.727595
Bid depth 10 delta: 599
Ask depth 10 delta: -971
Imbalance 10 delta: 0.847093
Spread delta: 0
Mid price delta: -0.005
Wall shift score: 0.033094

Tape

Buy volume: 1904
Sell volume: 1285
Buy/sell delta: 619
Buy/sell ratio: 1.481712
Avg trade size: 31.89
Large trade count: 7
Largest trade size: 176

Candle

Return 1: -0.213305
Return 3: 0.274633
Volume 1: 5738
Volume avg 5: 9030
Momentum 5: 0.140478

Cross Exchange

Mid avg: 1.49746
Mid median: 1.4964975
Price deviation %: -0.087481
Spread %: 0.364284

Funding / OI / Volume

Funding rate: 0.00053038
Funding delta: 0.00000156
Funding abs: 0.00053038
Funding pressure: 0.00053194
Open interest: 30279971
Volume 24h: 79687967
Quote volume 24h: 119968345.49036
Price change 24h %: -8.82

Quality

Capture latency ms: 7401
Order book timestamp: 2026-07-01 23:21:36.515000+02:00
Ticker timestamp: 2026-07-01 23:21:30.427000+02:00
Trades timestamp: 2026-07-01 23:21:38.110000+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: 1.4962
Best ask: 1.4964
Spread: 0.0002
Spread %: 0.013366
Mid price: 1.4963
Last price: 1.4961
Mark price: -
Index price: 1.4948

Order Book

Bid depth 5: 59
Ask depth 5: 146
Bid depth 10: 203
Ask depth 10: 234
Bid depth 20: 769
Ask depth 20: 566
Imbalance 5: -0.42439
Imbalance 10: -0.070938
Imbalance 20: 0.15206
Top bid size: 3
Top ask size: 18
Bid wall score: 0.003901
Ask wall score: 0.031802

Dynamics

Bid depth 5 delta: -23
Ask depth 5 delta: 98
Imbalance 5 delta: -0.685929
Bid depth 10 delta: -56
Ask depth 10 delta: 114
Imbalance 10 delta: -0.437693
Spread delta: 0
Mid price delta: -0.0039
Wall shift score: -0.022479

Tape

Buy volume: 630
Sell volume: 571
Buy/sell delta: 59
Buy/sell ratio: 1.103327
Avg trade size: 12.01
Large trade count: 0
Largest trade size: 33

Candle

Return 1: -0.313104
Return 3: 0.241158
Volume 1: 619
Volume avg 5: 445.2
Momentum 5: 0.086951

Cross Exchange

Mid avg: 1.498435
Mid median: 1.4984475
Price deviation %: -0.142482
Spread %: 0.364046

Funding / OI / Volume

Funding rate: 0.000528
Funding delta: 0
Funding abs: 0.000528
Funding pressure: 0.000528
Open interest: -
Volume 24h: 1753857
Quote volume 24h: 26484535.907
Price change 24h %: 5.8

Quality

Capture latency ms: 5449
Order book timestamp: 2026-07-01 23:21:29.266000+02:00
Ticker timestamp: 2026-07-01 23:21:28.728000+02:00
Trades timestamp: 2026-07-01 23:21:29.084000+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: 1.49441
Best ask: 1.49698
Spread: 0.00257
Spread %: 0.171826
Mid price: 1.495695
Last price: 1.49765
Mark price: -
Index price: -

Order Book

Bid depth 5: 19467
Ask depth 5: 2855
Bid depth 10: 30598
Ask depth 10: 4676
Bid depth 20: 67755
Ask depth 20: 49135
Imbalance 5: 0.744199
Imbalance 10: 0.734876
Imbalance 20: 0.159295
Top bid size: 13
Top ask size: 330
Bid wall score: 0.000192
Ask wall score: 0.006716

Dynamics

Bid depth 5 delta: 7235
Ask depth 5 delta: -2684
Imbalance 5 delta: 0.367574
Bid depth 10 delta: 9406
Ask depth 10 delta: -4243
Imbalance 10 delta: 0.327284
Spread delta: -0.00132
Mid price delta: -0.00414
Wall shift score: -0.006396

Tape

Buy volume: 1382
Sell volume: 3628
Buy/sell delta: -2246
Buy/sell ratio: 0.380926
Avg trade size: 50.1
Large trade count: 1
Largest trade size: 232

Candle

Return 1: 0.20742
Return 3: 0.20742
Volume 1: 66
Volume avg 5: 26.4
Momentum 5: 0.258403

Cross Exchange

Mid avg: 1.49947
Mid median: 1.5000175
Price deviation %: -0.251756
Spread %: 0.297105

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 102815
Volume 24h: 124268
Quote volume 24h: 124268
Price change 24h %: 5.664012

Quality

Capture latency ms: 5640
Order book timestamp: 2026-07-01 23:21:23.296000+02:00
Ticker timestamp: 2026-07-01 23:21:24.043000+02:00
Trades timestamp: 2026-07-01 23:21:09.132000+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: 1.49595
Best ask: 1.49744
Spread: 0.00149
Spread %: 0.099553
Mid price: 1.496695
Last price: 1.49699
Mark price: 1.49645
Index price: 1.495875

Order Book

Bid depth 5: 6
Ask depth 5: 6
Bid depth 10: 36
Ask depth 10: 36
Bid depth 20: 50
Ask depth 20: 48
Imbalance 5: 0
Imbalance 10: 0
Imbalance 20: 0.020408
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02
Ask wall score: 0.020833

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -1
Imbalance 5 delta: 0.076923
Bid depth 10 delta: -1
Ask depth 10 delta: 22
Imbalance 10 delta: -0.45098
Spread delta: -0.00048
Mid price delta: -0.00258
Wall shift score: -0.001702

Tape

Buy volume: 74
Sell volume: 84
Buy/sell delta: -10
Buy/sell ratio: 0.880952
Avg trade size: 1.58
Large trade count: 0
Largest trade size: 4

Candle

Return 1: 0
Return 3: 0.469128
Volume 1: 0
Volume avg 5: 1.6
Momentum 5: 0.265232

Cross Exchange

Mid avg: 1.500115
Mid median: 1.5000175
Price deviation %: -0.227983
Spread %: 0.12499

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4649000
Quote volume 24h: 6953792
Price change 24h %: -8.46

Quality

Capture latency ms: 11207
Order book timestamp: 2026-07-01 23:21:04+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:40.811000+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: 1.5011
Best ask: 1.5012
Spread: 0.0001
Spread %: 0.006662
Mid price: 1.50115
Last price: 1.4999
Mark price: -
Index price: -

Order Book

Bid depth 5: 191
Ask depth 5: 304
Bid depth 10: 775
Ask depth 10: 1334
Bid depth 20: 2060
Ask depth 20: 4316
Imbalance 5: -0.228283
Imbalance 10: -0.265055
Imbalance 20: -0.353827
Top bid size: 4
Top ask size: 121
Bid wall score: 0.001942
Ask wall score: 0.028035

Dynamics

Bid depth 5 delta: -189
Ask depth 5 delta: -849
Imbalance 5 delta: 0.275957
Bid depth 10 delta: -227
Ask depth 10 delta: -127
Imbalance 10 delta: -0.078696
Spread delta: 0
Mid price delta: 0.0057
Wall shift score: -0.051996

Tape

Buy volume: 1352
Sell volume: 1064
Buy/sell delta: 288
Buy/sell ratio: 1.270677
Avg trade size: 24.16
Large trade count: 5
Largest trade size: 149

Candle

Return 1: 0.394543
Return 3: 0.434841
Volume 1: 16775
Volume avg 5: 11183.4
Momentum 5: 0.360987

Cross Exchange

Mid avg: 1.49869
Mid median: 1.499555
Price deviation %: 0.164143
Spread %: 0.316943

Funding / OI / Volume

Funding rate: 0.00052882
Funding delta: 0
Funding abs: 0.00052882
Funding pressure: 0.00052882
Open interest: 30280431
Volume 24h: 79705186
Quote volume 24h: 119997567.27996
Price change 24h %: -8.576

Quality

Capture latency ms: 7707
Order book timestamp: 2026-07-01 23:20:52.177000+02:00
Ticker timestamp: 2026-07-01 23:20:45.134000+02:00
Trades timestamp: 2026-07-01 23:20:53.869000+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: 1.5001
Best ask: 1.5003
Spread: 0.0002
Spread %: 0.013332
Mid price: 1.5002
Last price: 1.5008
Mark price: -
Index price: 1.4962

Order Book

Bid depth 5: 82
Ask depth 5: 48
Bid depth 10: 259
Ask depth 10: 120
Bid depth 20: 758
Ask depth 20: 445
Imbalance 5: 0.261538
Imbalance 10: 0.366755
Imbalance 20: 0.260183
Top bid size: 1
Top ask size: 3
Bid wall score: 0.001319
Ask wall score: 0.006742

Dynamics

Bid depth 5 delta: 9
Ask depth 5 delta: -204
Imbalance 5 delta: 0.812308
Bid depth 10 delta: 11
Ask depth 10 delta: -191
Imbalance 10 delta: 0.479456
Spread delta: 0
Mid price delta: 0.0046
Wall shift score: -0.008334

Tape

Buy volume: 1040
Sell volume: 122
Buy/sell delta: 918
Buy/sell ratio: 8.52459
Avg trade size: 11.62
Large trade count: 3
Largest trade size: 224

Candle

Return 1: 0.347687
Return 3: 0.38796
Volume 1: 825
Volume avg 5: 357.6
Momentum 5: 0.428266

Cross Exchange

Mid avg: 1.49754
Mid median: 1.4974375
Price deviation %: 0.177625
Spread %: 0.292814

Funding / OI / Volume

Funding rate: 0.000528
Funding delta: -0.000001
Funding abs: 0.000528
Funding pressure: 0.000529
Open interest: -
Volume 24h: 1753245
Quote volume 24h: 26475372.729
Price change 24h %: 6.13

Quality

Capture latency ms: 6117
Order book timestamp: 2026-07-01 23:20:44.523000+02:00
Ticker timestamp: 2026-07-01 23:20:43.744000+02:00
Trades timestamp: 2026-07-01 23:20:38.259000+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: 1.49789
Best ask: 1.50178
Spread: 0.00389
Spread %: 0.259362
Mid price: 1.499835
Last price: 1.49455
Mark price: -
Index price: -

Order Book

Bid depth 5: 12232
Ask depth 5: 5539
Bid depth 10: 21192
Ask depth 10: 8919
Bid depth 20: 57227
Ask depth 20: 58363
Imbalance 5: 0.376625
Imbalance 10: 0.407592
Imbalance 20: -0.009828
Top bid size: 227
Top ask size: 239
Bid wall score: 0.003967
Ask wall score: 0.004095

Dynamics

Bid depth 5 delta: 961
Ask depth 5 delta: 1045
Imbalance 5 delta: -0.053251
Bid depth 10 delta: 3306
Ask depth 10 delta: 2187
Imbalance 10 delta: -0.045491
Spread delta: 0.00013
Mid price delta: 0.005145
Wall shift score: -0.002712

Tape

Buy volume: 1394
Sell volume: 3562
Buy/sell delta: -2168
Buy/sell ratio: 0.391353
Avg trade size: 49.56
Large trade count: 1
Largest trade size: 232

Candle

Return 1: 0
Return 3: 0.050877
Volume 1: 0
Volume avg 5: 13.2
Momentum 5: 0.050877

Cross Exchange

Mid avg: 1.49625375
Mid median: 1.495525
Price deviation %: 0.239348
Spread %: 0.306432

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 102815
Volume 24h: 124262
Quote volume 24h: 124262
Price change 24h %: 5.445297

Quality

Capture latency ms: 4268
Order book timestamp: 2026-07-01 23:20:38.538000+02:00
Ticker timestamp: 2026-07-01 23:20:38.911000+02:00
Trades timestamp: 2026-07-01 23:18:27.980000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 22669
gate: 22669
htx: 22506
mexc: 22667

By Symbol

VELVET/USDT:USDT: 90511

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