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: 91443
Total labels: 274329
Pending labels: 254846
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 08:24:05.831051+02:00
Recent trades snapshots: 91435
Micro candles: 1828660
Avg data quality: 76.0055116301958597
Latest latency: 9282 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 192 of 9145 · 91443 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 02:31:05.867970+02:00	gate	VELVET/USDT:USDT	1.5287	68	10476 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 02:30:55.183369+02:00	binance	VELVET/USDT:USDT	1.53055	80	6916 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 02:30:48.134138+02:00	mexc	VELVET/USDT:USDT	1.53065	68	5050 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 02:30:42.946680+02:00	htx	VELVET/USDT:USDT	1.529265	80	5255 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 02:30:25.250583+02:00	gate	VELVET/USDT:USDT	1.52852	68	10469 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 02:30:14.479770+02:00	binance	VELVET/USDT:USDT	1.53235	80	13361 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 02:30:00.764175+02:00	mexc	VELVET/USDT:USDT	1.53235	78	4807 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 02:29:55.851181+02:00	htx	VELVET/USDT:USDT	1.531425	80	5746 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 02:29:38.346468+02:00	gate	VELVET/USDT:USDT	1.530775	68	9823 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 02:29:28.378286+02:00	binance	VELVET/USDT:USDT	1.53395	80	8065 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.52797
Best ask: 1.52943
Spread: 0.00146
Spread %: 0.095506
Mid price: 1.5287
Last price: 1.52915
Mark price: 1.52799
Index price: 1.527708

Order Book

Bid depth 5: 9
Ask depth 5: 9
Bid depth 10: 38
Ask depth 10: 41
Bid depth 20: 58
Ask depth 20: 59
Imbalance 5: 0
Imbalance 10: -0.037975
Imbalance 20: -0.008547
Top bid size: 1
Top ask size: 1
Bid wall score: 0.017241
Ask wall score: 0.016949

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -3
Imbalance 5 delta: 0.333333
Bid depth 10 delta: 0
Ask depth 10 delta: 21
Imbalance 10 delta: -0.34832
Spread delta: -0.00038
Mid price delta: 0.00018
Wall shift score: -0.000556

Tape

Buy volume: 94
Sell volume: 60
Buy/sell delta: 34
Buy/sell ratio: 1.566667
Avg trade size: 1.54
Large trade count: 2
Largest trade size: 5

Candle

Return 1: 0
Return 3: -0.193198
Volume 1: 0
Volume avg 5: 4.2
Momentum 5: 0.319495

Cross Exchange

Mid avg: 1.52974625
Mid median: 1.5299075
Price deviation %: -0.068394
Spread %: 0.139239

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4907000
Quote volume 24h: 7333624
Price change 24h %: -7.97

Quality

Capture latency ms: 10476
Order book timestamp: 2026-07-02 02:31:04+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:52.185000+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: 1.5305
Best ask: 1.5306
Spread: 0.0001
Spread %: 0.006534
Mid price: 1.53055
Last price: 1.5305
Mark price: -
Index price: -

Order Book

Bid depth 5: 2106
Ask depth 5: 197
Bid depth 10: 2964
Ask depth 10: 1051
Bid depth 20: 4119
Ask depth 20: 6041
Imbalance 5: 0.828919
Imbalance 10: 0.476463
Imbalance 20: -0.189173
Top bid size: 118
Top ask size: 19
Bid wall score: 0.028648
Ask wall score: 0.003145

Dynamics

Bid depth 5 delta: 814
Ask depth 5 delta: -453
Imbalance 5 delta: 0.498332
Bid depth 10 delta: 1415
Ask depth 10 delta: -723
Imbalance 10 delta: 0.544173
Spread delta: 0
Mid price delta: -0.0018
Wall shift score: -0.337293

Tape

Buy volume: 1443
Sell volume: 2321
Buy/sell delta: -878
Buy/sell ratio: 0.621715
Avg trade size: 37.64
Large trade count: 5
Largest trade size: 417

Candle

Return 1: -0.123989
Return 3: 0.013069
Volume 1: 7849
Volume avg 5: 18352.8
Momentum 5: -0.208646

Cross Exchange

Mid avg: 1.53019625
Mid median: 1.5299575
Price deviation %: 0.023118
Spread %: 0.250295

Funding / OI / Volume

Funding rate: 0.00045815
Funding delta: 0
Funding abs: 0.00045815
Funding pressure: 0.00045815
Open interest: 29863747
Volume 24h: 81084747
Quote volume 24h: 121422928.07388
Price change 24h %: -7.818

Quality

Capture latency ms: 6916
Order book timestamp: 2026-07-02 02:30:52.981000+02:00
Ticker timestamp: 2026-07-02 02:30:46.117000+02:00
Trades timestamp: 2026-07-02 02:30:53.336000+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: 1.5306
Best ask: 1.5307
Spread: 0.0001
Spread %: 0.006533
Mid price: 1.53065
Last price: 1.5306
Mark price: -
Index price: 1.5286

Order Book

Bid depth 5: 465
Ask depth 5: 73
Bid depth 10: 645
Ask depth 10: 315
Bid depth 20: 916
Ask depth 20: 1573
Imbalance 5: 0.728625
Imbalance 10: 0.34375
Imbalance 20: -0.263961
Top bid size: 11
Top ask size: 7
Bid wall score: 0.012009
Ask wall score: 0.00445

Dynamics

Bid depth 5 delta: 365
Ask depth 5 delta: -109
Imbalance 5 delta: 1.019405
Bid depth 10 delta: 474
Ask depth 10 delta: -311
Imbalance 10 delta: 0.914641
Spread delta: 0
Mid price delta: -0.0017
Wall shift score: 0.009045

Tape

Buy volume: 155
Sell volume: 1138
Buy/sell delta: -983
Buy/sell ratio: 0.136204
Avg trade size: 12.93
Large trade count: 6
Largest trade size: 136

Candle

Return 1: -0.117463
Return 3: 0.006534
Volume 1: 492
Volume avg 5: 629.8
Momentum 5: -0.273651

Cross Exchange

Mid avg: 1.53062125
Mid median: 1.5308075
Price deviation %: 0.001878
Spread %: 0.250225

Funding / OI / Volume

Funding rate: 0.000459
Funding delta: 0
Funding abs: 0.000459
Funding pressure: 0.000459
Open interest: -
Volume 24h: 1715978
Quote volume 24h: 25655955.183
Price change 24h %: 8.24

Quality

Capture latency ms: 5050
Order book timestamp: 2026-07-02 02:30:46.198000+02:00
Ticker timestamp: 2026-07-02 02:30:43.714000+02:00
Trades timestamp: 2026-07-02 02:30:45.482000+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: 1.52734
Best ask: 1.53119
Spread: 0.00385
Spread %: 0.251755
Mid price: 1.529265
Last price: 1.53061
Mark price: -
Index price: -

Order Book

Bid depth 5: 20641
Ask depth 5: 8904
Bid depth 10: 26052
Ask depth 10: 14609
Bid depth 20: 61084
Ask depth 20: 63379
Imbalance 5: 0.397258
Imbalance 10: 0.281424
Imbalance 20: -0.018439
Top bid size: 403
Top ask size: 27
Bid wall score: 0.006597
Ask wall score: 0.000426

Dynamics

Bid depth 5 delta: 6735
Ask depth 5 delta: 2749
Imbalance 5 delta: 0.010887
Bid depth 10 delta: 4617
Ask depth 10 delta: 4493
Imbalance 10 delta: -0.077328
Spread delta: 0.0017
Mid price delta: -0.00216
Wall shift score: 0.009667

Tape

Buy volume: 6742
Sell volume: 4990
Buy/sell delta: 1752
Buy/sell ratio: 1.351102
Avg trade size: 117.32
Large trade count: 5
Largest trade size: 1788

Candle

Return 1: -0.364533
Return 3: -0.129845
Volume 1: 64
Volume avg 5: 164
Momentum 5: -0.267801

Cross Exchange

Mid avg: 1.53116125
Mid median: 1.5318875
Price deviation %: -0.123844
Spread %: 0.250137

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100721
Volume 24h: 137924
Quote volume 24h: 137924
Price change 24h %: 7.989445

Quality

Capture latency ms: 5255
Order book timestamp: 2026-07-02 02:30:41.496000+02:00
Ticker timestamp: 2026-07-02 02:30:41.841000+02:00
Trades timestamp: 2026-07-02 02:30:37.059000+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: 1.5276
Best ask: 1.52944
Spread: 0.00184
Spread %: 0.120378
Mid price: 1.52852
Last price: 1.52915
Mark price: 1.52909
Index price: 1.52886

Order Book

Bid depth 5: 6
Ask depth 5: 12
Bid depth 10: 38
Ask depth 10: 20
Bid depth 20: 58
Ask depth 20: 61
Imbalance 5: -0.333333
Imbalance 10: 0.310345
Imbalance 20: -0.02521
Top bid size: 1
Top ask size: 1
Bid wall score: 0.017241
Ask wall score: 0.016393

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 3
Imbalance 5 delta: -0.208333
Bid depth 10 delta: 23
Ask depth 10 delta: 2
Imbalance 10 delta: 0.401254
Spread delta: 0.00031
Mid price delta: -0.002255
Wall shift score: -0.003332

Tape

Buy volume: 94
Sell volume: 60
Buy/sell delta: 34
Buy/sell ratio: 1.566667
Avg trade size: 1.54
Large trade count: 2
Largest trade size: 5

Candle

Return 1: 0
Return 3: 0.078537
Volume 1: 0
Volume avg 5: 5.6
Momentum 5: -0.124098

Cross Exchange

Mid avg: 1.531725
Mid median: 1.5318875
Price deviation %: -0.209241
Spread %: 0.102825

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0.000003
Funding abs: 0.00005
Funding pressure: 0.000053
Open interest: -
Volume 24h: 4907000
Quote volume 24h: 7333624
Price change 24h %: -7.97

Quality

Capture latency ms: 10469
Order book timestamp: 2026-07-02 02:30:24+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:52.185000+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: 1.5323
Best ask: 1.5324
Spread: 0.0001
Spread %: 0.006526
Mid price: 1.53235
Last price: 1.532
Mark price: -
Index price: -

Order Book

Bid depth 5: 1292
Ask depth 5: 650
Bid depth 10: 1549
Ask depth 10: 1774
Bid depth 20: 3036
Ask depth 20: 4502
Imbalance 5: 0.330587
Imbalance 10: -0.06771
Imbalance 20: -0.194481
Top bid size: 1179
Top ask size: 115
Bid wall score: 0.38834
Ask wall score: 0.025544

Dynamics

Bid depth 5 delta: 1079
Ask depth 5 delta: 521
Imbalance 5 delta: 0.084973
Bid depth 10 delta: 580
Ask depth 10 delta: 1133
Imbalance 10 delta: -0.271437
Spread delta: 0
Mid price delta: -0.0016
Wall shift score: 0.344201

Tape

Buy volume: 1152
Sell volume: 3092
Buy/sell delta: -1940
Buy/sell ratio: 0.372574
Avg trade size: 42.44
Large trade count: 4
Largest trade size: 736

Candle

Return 1: -0.006526
Return 3: 0.130693
Volume 1: 2483
Volume avg 5: 17279.6
Momentum 5: -0.091283

Cross Exchange

Mid avg: 1.532125
Mid median: 1.5318875
Price deviation %: 0.014685
Spread %: 0.207229

Funding / OI / Volume

Funding rate: 0.00045815
Funding delta: -0.0000015
Funding abs: 0.00045815
Funding pressure: 0.00045965
Open interest: 29863673
Volume 24h: 81076955
Quote volume 24h: 121410994.15358
Price change 24h %: -7.728

Quality

Capture latency ms: 13361
Order book timestamp: 2026-07-02 02:30:12.205000+02:00
Ticker timestamp: 2026-07-02 02:30:00.567000+02:00
Trades timestamp: 2026-07-02 02:30:13.939000+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: 1.5323
Best ask: 1.5324
Spread: 0.0001
Spread %: 0.006526
Mid price: 1.53235
Last price: 1.5324
Mark price: -
Index price: 1.5301

Order Book

Bid depth 5: 100
Ask depth 5: 182
Bid depth 10: 171
Ask depth 10: 626
Bid depth 20: 480
Ask depth 20: 1287
Imbalance 5: -0.29078
Imbalance 10: -0.570891
Imbalance 20: -0.456706
Top bid size: 6
Top ask size: 18
Bid wall score: 0.0125
Ask wall score: 0.013986

Dynamics

Bid depth 5 delta: 58
Ask depth 5 delta: -52
Imbalance 5 delta: 0.404872
Bid depth 10 delta: -75
Ask depth 10 delta: -75
Imbalance 10 delta: -0.090426
Spread delta: 0
Mid price delta: -0.0013
Wall shift score: -0.014961

Tape

Buy volume: 440
Sell volume: 861
Buy/sell delta: -421
Buy/sell ratio: 0.511034
Avg trade size: 13.01
Large trade count: 5
Largest trade size: 136

Candle

Return 1: -0.019573
Return 3: 0.320786
Volume 1: 216
Volume avg 5: 559.4
Momentum 5: -0.14336

Cross Exchange

Mid avg: 1.53245
Mid median: 1.5325375
Price deviation %: -0.006525
Spread %: 0.207185

Funding / OI / Volume

Funding rate: 0.000459
Funding delta: 0
Funding abs: 0.000459
Funding pressure: 0.000459
Open interest: -
Volume 24h: 1715897
Quote volume 24h: 25654714.192
Price change 24h %: 8.37

Quality

Capture latency ms: 4807
Order book timestamp: 2026-07-02 02:29:58.700000+02:00
Ticker timestamp: 2026-07-02 02:29:58.841000+02:00
Trades timestamp: 2026-07-02 02:29:58.598000+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: 1.53035
Best ask: 1.5325
Spread: 0.00215
Spread %: 0.140392
Mid price: 1.531425
Last price: 1.53621
Mark price: -
Index price: -

Order Book

Bid depth 5: 13906
Ask depth 5: 6155
Bid depth 10: 21435
Ask depth 10: 10116
Bid depth 20: 60791
Ask depth 20: 57080
Imbalance 5: 0.386372
Imbalance 10: 0.358752
Imbalance 20: 0.031484
Top bid size: 9
Top ask size: 208
Bid wall score: 0.000148
Ask wall score: 0.003644

Dynamics

Bid depth 5 delta: 9605
Ask depth 5 delta: 5316
Imbalance 5 delta: -0.287169
Bid depth 10 delta: 15160
Ask depth 10 delta: 5533
Imbalance 10 delta: 0.202923
Spread delta: -0.03304
Mid price delta: 0.00996
Wall shift score: -0.094479

Tape

Buy volume: 7206
Sell volume: 4926
Buy/sell delta: 2280
Buy/sell ratio: 1.46285
Avg trade size: 121.32
Large trade count: 6
Largest trade size: 1788

Candle

Return 1: 0.18652
Return 3: 0.098391
Volume 1: 232
Volume avg 5: 164
Momentum 5: -0.281718

Cross Exchange

Mid avg: 1.52996
Mid median: 1.5322125
Price deviation %: 0.095754
Spread %: 0.816034

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100721
Volume 24h: 137900
Quote volume 24h: 137900
Price change 24h %: 8.384543

Quality

Capture latency ms: 5746
Order book timestamp: 2026-07-02 02:29:53.638000+02:00
Ticker timestamp: 2026-07-02 02:29:54.332000+02:00
Trades timestamp: 2026-07-02 02:29:00.671000+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: 1.53001
Best ask: 1.53154
Spread: 0.00153
Spread %: 0.099949
Mid price: 1.530775
Last price: 1.53138
Mark price: 1.52984
Index price: 1.529785

Order Book

Bid depth 5: 7
Ask depth 5: 9
Bid depth 10: 15
Ask depth 10: 18
Bid depth 20: 58
Ask depth 20: 33
Imbalance 5: -0.125
Imbalance 10: -0.090909
Imbalance 20: 0.274725
Top bid size: 2
Top ask size: 1
Bid wall score: 0.034483
Ask wall score: 0.030303

Dynamics

Bid depth 5 delta: -23
Ask depth 5 delta: 0
Imbalance 5 delta: -0.663462
Bid depth 10 delta: -27
Ask depth 10 delta: -4
Imbalance 10 delta: -0.403409
Spread delta: -0.00028
Mid price delta: 0.00021
Wall shift score: 0.004717

Tape

Buy volume: 94
Sell volume: 60
Buy/sell delta: 34
Buy/sell ratio: 1.566667
Avg trade size: 1.54
Large trade count: 2
Largest trade size: 5

Candle

Return 1: -0.047647
Return 3: 0.465794
Volume 1: 2
Volume avg 5: 7.4
Momentum 5: 0.066651

Cross Exchange

Mid avg: 1.5299075
Mid median: 1.5321075
Price deviation %: 0.056703
Spread %: 0.816062

Funding / OI / Volume

Funding rate: 0.000047
Funding delta: 0.000015
Funding abs: 0.000047
Funding pressure: 0.000062
Open interest: -
Volume 24h: 4906800
Quote volume 24h: 7333318
Price change 24h %: -7.64

Quality

Capture latency ms: 9823
Order book timestamp: 2026-07-02 02:29:37+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:15:52.140000+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: 1.5339
Best ask: 1.534
Spread: 0.0001
Spread %: 0.006519
Mid price: 1.53395
Last price: 1.5338
Mark price: -
Index price: -

Order Book

Bid depth 5: 213
Ask depth 5: 129
Bid depth 10: 969
Ask depth 10: 641
Bid depth 20: 2636
Ask depth 20: 4846
Imbalance 5: 0.245614
Imbalance 10: 0.203727
Imbalance 20: -0.295376
Top bid size: 55
Top ask size: 11
Bid wall score: 0.020865
Ask wall score: 0.00227

Dynamics

Bid depth 5 delta: -37
Ask depth 5 delta: -345
Imbalance 5 delta: 0.555006
Bid depth 10 delta: 283
Ask depth 10 delta: -1030
Imbalance 10 delta: 0.621631
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: 0.020326

Tape

Buy volume: 1257
Sell volume: 1664
Buy/sell delta: -407
Buy/sell ratio: 0.755409
Avg trade size: 29.21
Large trade count: 7
Largest trade size: 204

Candle

Return 1: 0.117486
Return 3: 0.465025
Volume 1: 5090
Volume avg 5: 19797.6
Momentum 5: -0.006519

Cross Exchange

Mid avg: 1.5298325
Mid median: 1.5321075
Price deviation %: 0.269147
Spread %: 0.796492

Funding / OI / Volume

Funding rate: 0.00045965
Funding delta: -0.00000015
Funding abs: 0.00045965
Funding pressure: 0.0004598
Open interest: 29863757
Volume 24h: 81089856
Quote volume 24h: 121433382.83508
Price change 24h %: -7.985

Quality

Capture latency ms: 8065
Order book timestamp: 2026-07-02 02:29:26.191000+02:00
Ticker timestamp: 2026-07-02 02:29:17.842000+02:00
Trades timestamp: 2026-07-02 02:29:25.357000+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: 22902
gate: 22902
htx: 22739
mexc: 22900

By Symbol

VELVET/USDT:USDT: 91443

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