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: 91000
Total labels: 273000
Pending labels: 253517
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 07:02:45.585289+02:00
Recent trades snapshots: 90992
Micro candles: 1819800
Avg data quality: 76.0061098901098901
Latest latency: 9938 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 191 of 9100 · 91000 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 01:07:38.613092+02:00	binance	VELVET/USDT:USDT	1.5256	80	8725 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 01:07:29.593614+02:00	mexc	VELVET/USDT:USDT	1.5252	68	5988 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 01:07:23.188267+02:00	htx	VELVET/USDT:USDT	1.516305	80	5980 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 01:06:54.620894+02:00	gate	VELVET/USDT:USDT	1.53085	68	12101 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 01:06:42.112284+02:00	binance	VELVET/USDT:USDT	1.5278	80	8180 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 01:06:32.853717+02:00	mexc	VELVET/USDT:USDT	1.52775	68	7907 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 01:06:24.743571+02:00	htx	VELVET/USDT:USDT	1.51208	80	6753 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 01:05:39.741420+02:00	gate	VELVET/USDT:USDT	1.517375	68	12877 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 01:05:26.345991+02:00	binance	VELVET/USDT:USDT	1.51945	80	8862 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 01:05:17.181123+02:00	mexc	VELVET/USDT:USDT	1.5197	56	6625 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.5255
Best ask: 1.5257
Spread: 0.0002
Spread %: 0.01311
Mid price: 1.5256
Last price: 1.527
Mark price: -
Index price: -

Order Book

Bid depth 5: 298
Ask depth 5: 758
Bid depth 10: 1092
Ask depth 10: 1215
Bid depth 20: 2896
Ask depth 20: 5157
Imbalance 5: -0.435606
Imbalance 10: -0.053316
Imbalance 20: -0.280765
Top bid size: 43
Top ask size: 60
Bid wall score: 0.014848
Ask wall score: 0.011635

Dynamics

Bid depth 5 delta: -206
Ask depth 5 delta: 562
Imbalance 5 delta: -0.875606
Bid depth 10 delta: 196
Ask depth 10 delta: 7
Imbalance 10 delta: 0.094973
Spread delta: -0.0002
Mid price delta: -0.0022
Wall shift score: -0.004674

Tape

Buy volume: 5181
Sell volume: 1007
Buy/sell delta: 4174
Buy/sell ratio: 5.144985
Avg trade size: 61.88
Large trade count: 8
Largest trade size: 598

Candle

Return 1: -0.527962
Return 3: 0.249622
Volume 1: 27933
Volume avg 5: 42505
Momentum 5: -0.359102

Cross Exchange

Mid avg: 1.52503875
Mid median: 1.5265
Price deviation %: 0.036802
Spread %: 0.953746

Funding / OI / Volume

Funding rate: 0.00054335
Funding delta: 0.00000272
Funding abs: 0.00054335
Funding pressure: 0.00054607
Open interest: 29893338
Volume 24h: 81142726
Quote volume 24h: 121756233.05698
Price change 24h %: -5.776

Quality

Capture latency ms: 8725
Order book timestamp: 2026-07-02 01:07:36.264000+02:00
Ticker timestamp: 2026-07-02 01:07:32.232000+02:00
Trades timestamp: 2026-07-02 01:07:37.819000+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: 1.5251
Best ask: 1.5253
Spread: 0.0002
Spread %: 0.013113
Mid price: 1.5252
Last price: 1.527
Mark price: -
Index price: 1.5246

Order Book

Bid depth 5: 76
Ask depth 5: 225
Bid depth 10: 204
Ask depth 10: 427
Bid depth 20: 584
Ask depth 20: 885
Imbalance 5: -0.495017
Imbalance 10: -0.353407
Imbalance 20: -0.204901
Top bid size: 20
Top ask size: 18
Bid wall score: 0.034247
Ask wall score: 0.020339

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 35
Imbalance 5 delta: -0.061054
Bid depth 10 delta: -91
Ask depth 10 delta: 105
Imbalance 10 delta: -0.309647
Spread delta: 0.0001
Mid price delta: -0.00255
Wall shift score: 0.015507

Tape

Buy volume: 799
Sell volume: 823
Buy/sell delta: -24
Buy/sell ratio: 0.970838
Avg trade size: 16.22
Large trade count: 10
Largest trade size: 122

Candle

Return 1: -0.482273
Return 3: 0.302154
Volume 1: 1324
Volume avg 5: 1444.2
Momentum 5: -0.287319

Cross Exchange

Mid avg: 1.52567625
Mid median: 1.527775
Price deviation %: -0.031216
Spread %: 0.953348

Funding / OI / Volume

Funding rate: 0.00054
Funding delta: -0.000007
Funding abs: 0.00054
Funding pressure: 0.000547
Open interest: -
Volume 24h: 1728228
Quote volume 24h: 25896856.491
Price change 24h %: 7.99

Quality

Capture latency ms: 5988
Order book timestamp: 2026-07-02 01:07:27.563000+02:00
Ticker timestamp: 2026-07-02 01:07:25.862000+02:00
Trades timestamp: 2026-07-02 01:07:24.484000+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: 1.50147
Best ask: 1.53114
Spread: 0.02967
Spread %: 1.95673
Mid price: 1.516305
Last price: 1.5238
Mark price: -
Index price: -

Order Book

Bid depth 5: 3827
Ask depth 5: 392
Bid depth 10: 6245
Ask depth 10: 4731
Bid depth 20: 7565
Ask depth 20: 6346
Imbalance 5: 0.814174
Imbalance 10: 0.137937
Imbalance 20: 0.087628
Top bid size: 286
Top ask size: 27
Bid wall score: 0.037806
Ask wall score: 0.004255

Dynamics

Bid depth 5 delta: -297
Ask depth 5 delta: -59
Imbalance 5 delta: 0.011332
Bid depth 10 delta: -38
Ask depth 10 delta: 14
Imbalance 10 delta: -0.004426
Spread delta: -0.00483
Mid price delta: 0.004225
Wall shift score: -0.001296

Tape

Buy volume: 9880
Sell volume: 4748
Buy/sell delta: 5132
Buy/sell ratio: 2.080876
Avg trade size: 146.28
Large trade count: 8
Largest trade size: 1788

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 2
Momentum 5: 0.013127

Cross Exchange

Mid avg: 1.52462
Mid median: 1.527775
Price deviation %: -0.545382
Spread %: 1.231126

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100585
Volume 24h: 136688
Quote volume 24h: 136688
Price change 24h %: 7.508978

Quality

Capture latency ms: 5980
Order book timestamp: 2026-07-02 01:07:21.696000+02:00
Ticker timestamp: 2026-07-02 01:07:21.975000+02:00
Trades timestamp: 2026-07-02 01:04:55.275000+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: 1.52982
Best ask: 1.53188
Spread: 0.00206
Spread %: 0.134566
Mid price: 1.53085
Last price: 1.53027
Mark price: 1.52561
Index price: 1.524515

Order Book

Bid depth 5: 9
Ask depth 5: 12
Bid depth 10: 42
Ask depth 10: 43
Bid depth 20: 66
Ask depth 20: 59
Imbalance 5: -0.142857
Imbalance 10: -0.011765
Imbalance 20: 0.056
Top bid size: 1
Top ask size: 1
Bid wall score: 0.015152
Ask wall score: 0.016949

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 3
Imbalance 5 delta: -0.142857
Bid depth 10 delta: 0
Ask depth 10 delta: 23
Imbalance 10 delta: -0.366603
Spread delta: 0.00033
Mid price delta: 0.013475
Wall shift score: -0.000429

Tape

Buy volume: 48
Sell volume: 95
Buy/sell delta: -47
Buy/sell ratio: 0.505263
Avg trade size: 1.43
Large trade count: 1
Largest trade size: 5

Candle

Return 1: 0.79834
Return 3: -0.287356
Volume 1: 5
Volume avg 5: 8
Momentum 5: 0.765153

Cross Exchange

Mid avg: 1.52125125
Mid median: 1.5225625
Price deviation %: 0.630977
Spread %: 1.03336

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4862900
Quote volume 24h: 7273158
Price change 24h %: -5.94

Quality

Capture latency ms: 12101
Order book timestamp: 2026-07-02 01:06:53+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:47.212000+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: 1.5276
Best ask: 1.528
Spread: 0.0004
Spread %: 0.026181
Mid price: 1.5278
Last price: 1.5271
Mark price: -
Index price: -

Order Book

Bid depth 5: 504
Ask depth 5: 196
Bid depth 10: 896
Ask depth 10: 1208
Bid depth 20: 3140
Ask depth 20: 5650
Imbalance 5: 0.44
Imbalance 10: -0.148289
Imbalance 20: -0.285552
Top bid size: 57
Top ask size: 58
Bid wall score: 0.018153
Ask wall score: 0.010265

Dynamics

Bid depth 5 delta: 301
Ask depth 5 delta: -160
Imbalance 5 delta: 0.713703
Bid depth 10 delta: -123
Ask depth 10 delta: 253
Imbalance 10 delta: -0.18071
Spread delta: 0.0001
Mid price delta: 0.00835
Wall shift score: 0.026119

Tape

Buy volume: 2005
Sell volume: 815
Buy/sell delta: 1190
Buy/sell ratio: 2.460123
Avg trade size: 28.2
Large trade count: 3
Largest trade size: 496

Candle

Return 1: 0.526524
Return 3: -0.624593
Volume 1: 18173
Volume avg 5: 44064.6
Momentum 5: 0.170514

Cross Exchange

Mid avg: 1.51916375
Mid median: 1.5184125
Price deviation %: 0.568487
Spread %: 1.031489

Funding / OI / Volume

Funding rate: 0.00054063
Funding delta: -0.00000672
Funding abs: 0.00054063
Funding pressure: 0.00054735
Open interest: 29885879
Volume 24h: 81111821
Quote volume 24h: 121710695.43158
Price change 24h %: -6.123

Quality

Capture latency ms: 8180
Order book timestamp: 2026-07-02 01:06:39.827000+02:00
Ticker timestamp: 2026-07-02 01:06:33.940000+02:00
Trades timestamp: 2026-07-02 01:06:41.216000+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: 1.5277
Best ask: 1.5278
Spread: 0.0001
Spread %: 0.006546
Mid price: 1.52775
Last price: 1.5292
Mark price: -
Index price: 1.5216

Order Book

Bid depth 5: 75
Ask depth 5: 190
Bid depth 10: 295
Ask depth 10: 322
Bid depth 20: 678
Ask depth 20: 1099
Imbalance 5: -0.433962
Imbalance 10: -0.04376
Imbalance 20: -0.236916
Top bid size: 2
Top ask size: 5
Bid wall score: 0.00295
Ask wall score: 0.00455

Dynamics

Bid depth 5 delta: -21
Ask depth 5 delta: -5
Imbalance 5 delta: -0.093756
Bid depth 10 delta: 3
Ask depth 10 delta: -139
Imbalance 10 delta: 0.180675
Spread delta: -0.0001
Mid price delta: 0.00805
Wall shift score: -0.011534

Tape

Buy volume: 1307
Sell volume: 462
Buy/sell delta: 845
Buy/sell ratio: 2.829004
Avg trade size: 17.69
Large trade count: 4
Largest trade size: 56

Candle

Return 1: 0.658068
Return 3: -0.474982
Volume 1: 670
Volume avg 5: 1485.2
Momentum 5: 0.321375

Cross Exchange

Mid avg: 1.51715125
Mid median: 1.5184125
Price deviation %: 0.698595
Spread %: 0.502257

Funding / OI / Volume

Funding rate: 0.000547
Funding delta: 0
Funding abs: 0.000547
Funding pressure: 0.000547
Open interest: -
Volume 24h: 1726787
Quote volume 24h: 25874816.743
Price change 24h %: 8.14

Quality

Capture latency ms: 7907
Order book timestamp: 2026-07-02 01:06:30.530000+02:00
Ticker timestamp: 2026-07-02 01:06:28.848000+02:00
Trades timestamp: 2026-07-02 01:06:29.937000+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: 1.49483
Best ask: 1.52933
Spread: 0.0345
Spread %: 2.281625
Mid price: 1.51208
Last price: 1.5238
Mark price: -
Index price: -

Order Book

Bid depth 5: 4124
Ask depth 5: 451
Bid depth 10: 6283
Ask depth 10: 4717
Bid depth 20: 8246
Ask depth 20: 6449
Imbalance 5: 0.802842
Imbalance 10: 0.142364
Imbalance 20: 0.122286
Top bid size: 428
Top ask size: 110
Bid wall score: 0.051904
Ask wall score: 0.017057

Dynamics

Bid depth 5 delta: 2094
Ask depth 5 delta: -4732
Imbalance 5 delta: 1.239969
Bid depth 10 delta: -684
Ask depth 10 delta: -2003
Imbalance 10 delta: 0.124317
Spread delta: 0.03142
Mid price delta: -0.0208
Wall shift score: 0.04615

Tape

Buy volume: 9880
Sell volume: 4748
Buy/sell delta: 5132
Buy/sell ratio: 2.080876
Avg trade size: 146.28
Large trade count: 8
Largest trade size: 1788

Candle

Return 1: 0
Return 3: 0.013127
Volume 1: 0
Volume avg 5: 3.2
Momentum 5: 0.062383

Cross Exchange

Mid avg: 1.52235125
Mid median: 1.519575
Price deviation %: -0.674696
Spread %: 1.01849

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100585
Volume 24h: 136750
Quote volume 24h: 136750
Price change 24h %: 7.508978

Quality

Capture latency ms: 6753
Order book timestamp: 2026-07-02 01:06:22.596000+02:00
Ticker timestamp: 2026-07-02 01:06:22.953000+02:00
Trades timestamp: 2026-07-02 01:04:55.275000+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: 1.51651
Best ask: 1.51824
Spread: 0.00173
Spread %: 0.114013
Mid price: 1.517375
Last price: 1.51815
Mark price: 1.51791
Index price: 1.517055

Order Book

Bid depth 5: 9
Ask depth 5: 9
Bid depth 10: 42
Ask depth 10: 20
Bid depth 20: 63
Ask depth 20: 58
Imbalance 5: 0
Imbalance 10: 0.354839
Imbalance 20: 0.041322
Top bid size: 1
Top ask size: 1
Bid wall score: 0.015873
Ask wall score: 0.017241

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -3
Imbalance 5 delta: 0.090909
Bid depth 10 delta: 3
Ask depth 10 delta: 0
Imbalance 10 delta: 0.032805
Spread delta: 0.00004
Mid price delta: -0.0089
Wall shift score: 0.046024

Tape

Buy volume: 53
Sell volume: 93
Buy/sell delta: -40
Buy/sell ratio: 0.569892
Avg trade size: 1.46
Large trade count: 1
Largest trade size: 5

Candle

Return 1: -0.285714
Return 3: -0.626424
Volume 1: 3
Volume avg 5: 8.6
Momentum 5: 0.290669

Cross Exchange

Mid avg: 1.52457625
Mid median: 1.5229875
Price deviation %: -0.472344
Spread %: 0.880901

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4862600
Quote volume 24h: 7272701
Price change 24h %: -6.33

Quality

Capture latency ms: 12877
Order book timestamp: 2026-07-02 01:05:38+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:47.114000+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: 1.5193
Best ask: 1.5196
Spread: 0.0003
Spread %: 0.019744
Mid price: 1.51945
Last price: 1.5205
Mark price: -
Index price: -

Order Book

Bid depth 5: 203
Ask depth 5: 356
Bid depth 10: 1019
Ask depth 10: 955
Bid depth 20: 4081
Ask depth 20: 3525
Imbalance 5: -0.273703
Imbalance 10: 0.032421
Imbalance 20: 0.0731
Top bid size: 46
Top ask size: 104
Bid wall score: 0.011272
Ask wall score: 0.029504

Dynamics

Bid depth 5 delta: 24
Ask depth 5 delta: -247
Imbalance 5 delta: 0.268496
Bid depth 10 delta: -35
Ask depth 10 delta: 175
Imbalance 10 delta: -0.116979
Spread delta: 0.0001
Mid price delta: -0.01365
Wall shift score: -0.017924

Tape

Buy volume: 1610
Sell volume: 2869
Buy/sell delta: -1259
Buy/sell ratio: 0.561171
Avg trade size: 44.79
Large trade count: 8
Largest trade size: 344

Candle

Return 1: -0.210208
Return 3: -0.81614
Volume 1: 15932
Volume avg 5: 50162.2
Momentum 5: 0.052691

Cross Exchange

Mid avg: 1.52798875
Mid median: 1.5295775
Price deviation %: -0.558823
Spread %: 0.87697

Funding / OI / Volume

Funding rate: 0.00054735
Funding delta: 0
Funding abs: 0.00054735
Funding pressure: 0.00054735
Open interest: 29887070
Volume 24h: 81090102
Quote volume 24h: 121679101.47008
Price change 24h %: -6.402

Quality

Capture latency ms: 8862
Order book timestamp: 2026-07-02 01:05:23.785000+02:00
Ticker timestamp: 2026-07-02 01:05:13.455000+02:00
Trades timestamp: 2026-07-02 01:05:25.504000+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: 1.5196
Best ask: 1.5198
Spread: 0.0002
Spread %: 0.01316
Mid price: 1.5197
Last price: -
Mark price: -
Index price: -

Order Book

Bid depth 5: 96
Ask depth 5: 195
Bid depth 10: 292
Ask depth 10: 461
Bid depth 20: 764
Ask depth 20: 951
Imbalance 5: -0.340206
Imbalance 10: -0.224436
Imbalance 20: -0.109038
Top bid size: 10
Top ask size: 3
Bid wall score: 0.013089
Ask wall score: 0.003155

Dynamics

Bid depth 5 delta: 43
Ask depth 5 delta: 179
Imbalance 5 delta: -0.876438
Bid depth 10 delta: -254
Ask depth 10 delta: 261
Imbalance 10 delta: -0.688243
Spread delta: 0
Mid price delta: -0.0155
Wall shift score: 0.01225

Tape

Buy volume: 805
Sell volume: 1396
Buy/sell delta: -591
Buy/sell ratio: 0.576648
Avg trade size: 22.01
Large trade count: 4
Largest trade size: 170

Candle

Return 1: -0.111666
Return 3: -0.698707
Volume 1: 1383
Volume avg 5: 2071.4
Momentum 5: 0.184465

Cross Exchange

Mid avg: 1.53186375
Mid median: 1.53299
Price deviation %: -0.794049
Spread %: 0.582624

Funding / OI / Volume

Funding rate: 0.000547
Funding delta: 0.000004
Funding abs: 0.000547
Funding pressure: 0.000551
Open interest: -
Volume 24h: -
Quote volume 24h: -
Price change 24h %: -

Quality

Capture latency ms: 6625
Order book timestamp: 2026-07-02 01:05:15.323000+02:00
Ticker timestamp: -
Trades timestamp: 2026-07-02 01:05:15.828000+02:00
Data quality score: 56
Missing fields count: 2

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: 22791
gate: 22792
htx: 22628
mexc: 22789

By Symbol

VELVET/USDT:USDT: 91000

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