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: 92289
Total labels: 276867
Pending labels: 257384
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 11:02:39.527635+02:00
Recent trades snapshots: 92281
Micro candles: 1845580
Avg data quality: 76.0021020923403656
Latest latency: 5495 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 194 of 9229 · 92289 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 05:04:07.418759+02:00	binance	VELVET/USDT:USDT	1.4557	80	8553 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 05:03:58.743913+02:00	mexc	VELVET/USDT:USDT	1.4581	78	4488 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 05:03:54.162766+02:00	htx	VELVET/USDT:USDT	1.45898	80	7985 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 05:03:33.233587+02:00	gate	VELVET/USDT:USDT	1.45596	68	10294 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 05:03:22.809502+02:00	binance	VELVET/USDT:USDT	1.45975	80	6264 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 05:03:16.387519+02:00	mexc	VELVET/USDT:USDT	1.45985	78	4716 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 05:03:11.577834+02:00	htx	VELVET/USDT:USDT	1.448535	90	4729 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 05:02:53.747986+02:00	gate	VELVET/USDT:USDT	1.457265	68	9761 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 05:02:43.856587+02:00	binance	VELVET/USDT:USDT	1.45655	80	7089 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 05:02:36.648517+02:00	mexc	VELVET/USDT:USDT	1.45755	78	4146 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.4556
Best ask: 1.4558
Spread: 0.0002
Spread %: 0.013739
Mid price: 1.4557
Last price: 1.4573
Mark price: -
Index price: -

Order Book

Bid depth 5: 659
Ask depth 5: 526
Bid depth 10: 2666
Ask depth 10: 1660
Bid depth 20: 6128
Ask depth 20: 7318
Imbalance 5: 0.112236
Imbalance 10: 0.232547
Imbalance 20: -0.088502
Top bid size: 408
Top ask size: 4
Bid wall score: 0.06658
Ask wall score: 0.000547

Dynamics

Bid depth 5 delta: 396
Ask depth 5 delta: 353
Imbalance 5 delta: -0.094186
Bid depth 10 delta: 1974
Ask depth 10 delta: -885
Imbalance 10 delta: 0.804991
Spread delta: 0.0001
Mid price delta: -0.00405
Wall shift score: 0.055269

Tape

Buy volume: 1639
Sell volume: 3148
Buy/sell delta: -1509
Buy/sell ratio: 0.520648
Avg trade size: 47.87
Large trade count: 9
Largest trade size: 450

Candle

Return 1: -0.006863
Return 3: -0.634293
Volume 1: 2184
Volume avg 5: 34474.8
Momentum 5: -0.552901

Cross Exchange

Mid avg: 1.4581975
Mid median: 1.45854
Price deviation %: -0.171273
Spread %: 0.25991

Funding / OI / Volume

Funding rate: 0.00041192
Funding delta: 0.00000121
Funding abs: 0.00041192
Funding pressure: 0.00041313
Open interest: 29806353
Volume 24h: 78890433
Quote volume 24h: 117447531.07418
Price change 24h %: -9.044

Quality

Capture latency ms: 8553
Order book timestamp: 2026-07-02 05:04:05.254000+02:00
Ticker timestamp: 2026-07-02 05:03:57.893000+02:00
Trades timestamp: 2026-07-02 05:04:06.940000+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: 1.4579
Best ask: 1.4583
Spread: 0.0004
Spread %: 0.027433
Mid price: 1.4581
Last price: 1.4581
Mark price: -
Index price: 1.4554

Order Book

Bid depth 5: 71
Ask depth 5: 305
Bid depth 10: 305
Ask depth 10: 421
Bid depth 20: 1070
Ask depth 20: 929
Imbalance 5: -0.62234
Imbalance 10: -0.15978
Imbalance 20: 0.070535
Top bid size: 6
Top ask size: 38
Bid wall score: 0.005607
Ask wall score: 0.040904

Dynamics

Bid depth 5 delta: -160
Ask depth 5 delta: 201
Imbalance 5 delta: -1.001445
Bid depth 10 delta: -212
Ask depth 10 delta: 91
Imbalance 10 delta: -0.380559
Spread delta: 0.0001
Mid price delta: -0.00175
Wall shift score: -0.185444

Tape

Buy volume: 621
Sell volume: 481
Buy/sell delta: 140
Buy/sell ratio: 1.29106
Avg trade size: 11.02
Large trade count: 7
Largest trade size: 64

Candle

Return 1: -0.109642
Return 3: -0.450727
Volume 1: 296
Volume avg 5: 229.2
Momentum 5: -0.606846

Cross Exchange

Mid avg: 1.458635
Mid median: 1.459365
Price deviation %: -0.036678
Spread %: 0.266688

Funding / OI / Volume

Funding rate: 0.000409
Funding delta: 0
Funding abs: 0.000409
Funding pressure: 0.000409
Open interest: -
Volume 24h: 1667313
Quote volume 24h: 24788010.672
Price change 24h %: 3.11

Quality

Capture latency ms: 4488
Order book timestamp: 2026-07-02 05:03:57.095000+02:00
Ticker timestamp: 2026-07-02 05:03:55.744000+02:00
Trades timestamp: 2026-07-02 05:03:57.424000+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: 1.45628
Best ask: 1.46168
Spread: 0.0054
Spread %: 0.370122
Mid price: 1.45898
Last price: 1.4595
Mark price: -
Index price: -

Order Book

Bid depth 5: 5010
Ask depth 5: 391
Bid depth 10: 6441
Ask depth 10: 4812
Bid depth 20: 8369
Ask depth 20: 6196
Imbalance 5: 0.855212
Imbalance 10: 0.144761
Imbalance 20: 0.149193
Top bid size: 10
Top ask size: 34
Bid wall score: 0.001195
Ask wall score: 0.005487

Dynamics

Bid depth 5 delta: 713
Ask depth 5 delta: -260
Imbalance 5 delta: 0.118349
Bid depth 10 delta: 803
Ask depth 10 delta: 169
Imbalance 10 delta: 0.047981
Spread delta: -0.02551
Mid price delta: 0.010445
Wall shift score: -0.096353

Tape

Buy volume: 3974
Sell volume: 3330
Buy/sell delta: 644
Buy/sell ratio: 1.193393
Avg trade size: 73.04
Large trade count: 6
Largest trade size: 1226

Candle

Return 1: 0
Return 3: -0.397863
Volume 1: 0
Volume avg 5: 27.2
Momentum 5: -0.579019

Cross Exchange

Mid avg: 1.45602375
Mid median: 1.457855
Price deviation %: 0.203036
Spread %: 0.777116

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100534
Volume 24h: 143944
Quote volume 24h: 143944
Price change 24h %: 2.972407

Quality

Capture latency ms: 7985
Order book timestamp: 2026-07-02 05:03:51.538000+02:00
Ticker timestamp: 2026-07-02 05:03:51.822000+02:00
Trades timestamp: 2026-07-02 05:02:51.940000+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: 1.45495
Best ask: 1.45697
Spread: 0.00202
Spread %: 0.13874
Mid price: 1.45596
Last price: 1.4539
Mark price: 1.45615
Index price: 1.456135

Order Book

Bid depth 5: 9
Ask depth 5: 9
Bid depth 10: 43
Ask depth 10: 17
Bid depth 20: 97
Ask depth 20: 61
Imbalance 5: 0
Imbalance 10: 0.433333
Imbalance 20: 0.227848
Top bid size: 1
Top ask size: 1
Bid wall score: 0.010309
Ask wall score: 0.016393

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 0
Imbalance 5 delta: -0.052632
Bid depth 10 delta: 3
Ask depth 10 delta: 0
Imbalance 10 delta: 0.029825
Spread delta: 0.00029
Mid price delta: -0.001305
Wall shift score: -0.02271

Tape

Buy volume: 169
Sell volume: 41
Buy/sell delta: 128
Buy/sell ratio: 4.121951
Avg trade size: 2.1
Large trade count: 2
Largest trade size: 9

Candle

Return 1: 0
Return 3: -0.687856
Volume 1: 0
Volume avg 5: 28.8
Momentum 5: -0.694639

Cross Exchange

Mid avg: 1.45635
Mid median: 1.4585075
Price deviation %: -0.026779
Spread %: 0.776942

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4781200
Quote volume 24h: 7107090
Price change 24h %: -9.08

Quality

Capture latency ms: 10294
Order book timestamp: 2026-07-02 05:03:32+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:01.360000+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: 1.4597
Best ask: 1.4598
Spread: 0.0001
Spread %: 0.00685
Mid price: 1.45975
Last price: 1.4599
Mark price: -
Index price: -

Order Book

Bid depth 5: 263
Ask depth 5: 173
Bid depth 10: 692
Ask depth 10: 2545
Bid depth 20: 4301
Ask depth 20: 5484
Imbalance 5: 0.206422
Imbalance 10: -0.572444
Imbalance 20: -0.120899
Top bid size: 51
Top ask size: 6
Bid wall score: 0.011858
Ask wall score: 0.001094

Dynamics

Bid depth 5 delta: -195
Ask depth 5 delta: -437
Imbalance 5 delta: 0.348744
Bid depth 10 delta: -1307
Ask depth 10 delta: 811
Imbalance 10 delta: -0.643432
Spread delta: -0.0002
Mid price delta: 0.0032
Wall shift score: 0.020509

Tape

Buy volume: 3914
Sell volume: 931
Buy/sell delta: 2983
Buy/sell ratio: 4.204082
Avg trade size: 48.45
Large trade count: 7
Largest trade size: 429

Candle

Return 1: -0.082175
Return 3: -0.361923
Volume 1: 13263
Volume avg 5: 32151
Momentum 5: -0.457088

Cross Exchange

Mid avg: 1.45555
Mid median: 1.4569075
Price deviation %: 0.288551
Spread %: 0.777369

Funding / OI / Volume

Funding rate: 0.00041071
Funding delta: 0.00000074
Funding abs: 0.00041071
Funding pressure: 0.00041145
Open interest: 29805295
Volume 24h: 78881844
Quote volume 24h: 117435377.86148
Price change 24h %: -8.882

Quality

Capture latency ms: 6264
Order book timestamp: 2026-07-02 05:03:20.652000+02:00
Ticker timestamp: 2026-07-02 05:03:15.884000+02:00
Trades timestamp: 2026-07-02 05:03:21.821000+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: 1.4597
Best ask: 1.46
Spread: 0.0003
Spread %: 0.02055
Mid price: 1.45985
Last price: 1.4616
Mark price: -
Index price: 1.4585

Order Book

Bid depth 5: 231
Ask depth 5: 104
Bid depth 10: 517
Ask depth 10: 330
Bid depth 20: 956
Ask depth 20: 829
Imbalance 5: 0.379104
Imbalance 10: 0.220779
Imbalance 20: 0.071148
Top bid size: 147
Top ask size: 3
Bid wall score: 0.153766
Ask wall score: 0.003619

Dynamics

Bid depth 5 delta: 201
Ask depth 5 delta: -61
Imbalance 5 delta: 1.071412
Bid depth 10 delta: -154
Ask depth 10 delta: 67
Imbalance 10 delta: -0.216052
Spread delta: 0.0002
Mid price delta: 0.0023
Wall shift score: 0.21262

Tape

Buy volume: 565
Sell volume: 441
Buy/sell delta: 124
Buy/sell ratio: 1.281179
Avg trade size: 10.06
Large trade count: 6
Largest trade size: 47

Candle

Return 1: 0.013705
Return 3: -0.327802
Volume 1: 114
Volume avg 5: 192.8
Momentum 5: -0.484113

Cross Exchange

Mid avg: 1.454975
Mid median: 1.4569075
Price deviation %: 0.335057
Spread %: 0.619598

Funding / OI / Volume

Funding rate: 0.000409
Funding delta: 0
Funding abs: 0.000409
Funding pressure: 0.000409
Open interest: -
Volume 24h: 1667188
Quote volume 24h: 24786198.693
Price change 24h %: 3.36

Quality

Capture latency ms: 4716
Order book timestamp: 2026-07-02 05:03:14.861000+02:00
Ticker timestamp: 2026-07-02 05:03:13.903000+02:00
Trades timestamp: 2026-07-02 05:03:13.997000+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: 1.43308
Best ask: 1.46399
Spread: 0.03091
Spread %: 2.13388
Mid price: 1.448535
Last price: 1.4595
Mark price: -
Index price: -

Order Book

Bid depth 5: 4297
Ask depth 5: 651
Bid depth 10: 5638
Ask depth 10: 4643
Bid depth 20: 7653
Ask depth 20: 6012
Imbalance 5: 0.736863
Imbalance 10: 0.09678
Imbalance 20: 0.120088
Top bid size: 744
Top ask size: 31
Bid wall score: 0.097217
Ask wall score: 0.005156

Dynamics

Bid depth 5 delta: 159
Ask depth 5 delta: -420
Imbalance 5 delta: 0.148075
Bid depth 10 delta: -400
Ask depth 10 delta: -125
Imbalance 10 delta: -0.020747
Spread delta: -0.00064
Mid price delta: -0.0069
Wall shift score: 0.088643

Tape

Buy volume: 3974
Sell volume: 3330
Buy/sell delta: 644
Buy/sell ratio: 1.193393
Avg trade size: 73.04
Large trade count: 6
Largest trade size: 1226

Candle

Return 1: 0
Return 3: -0.397863
Volume 1: 0
Volume avg 5: 27.2
Momentum 5: -0.579019

Cross Exchange

Mid avg: 1.4567
Mid median: 1.4569075
Price deviation %: -0.560513
Spread %: 0.145191

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100568
Volume 24h: 143944
Quote volume 24h: 143944
Price change 24h %: 2.972407

Quality

Capture latency ms: 4729
Order book timestamp: 2026-07-02 05:03:10.196000+02:00
Ticker timestamp: 2026-07-02 05:03:10.486000+02:00
Trades timestamp: 2026-07-02 05:02:51.940000+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

Price

Best bid: 1.4564
Best ask: 1.45813
Spread: 0.00173
Spread %: 0.118716
Mid price: 1.457265
Last price: 1.4539
Mark price: 1.45718
Index price: 1.457167

Order Book

Bid depth 5: 10
Ask depth 5: 9
Bid depth 10: 40
Ask depth 10: 17
Bid depth 20: 58
Ask depth 20: 56
Imbalance 5: 0.052632
Imbalance 10: 0.403509
Imbalance 20: 0.017544
Top bid size: 2
Top ask size: 1
Bid wall score: 0.034483
Ask wall score: 0.017857

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.052632
Bid depth 10 delta: 20
Ask depth 10 delta: 0
Imbalance 10 delta: 0.322428
Spread delta: 0.00004
Mid price delta: -0.00683
Wall shift score: 0.03249

Tape

Buy volume: 169
Sell volume: 41
Buy/sell delta: 128
Buy/sell ratio: 4.121951
Avg trade size: 2.1
Large trade count: 2
Largest trade size: 9

Candle

Return 1: -0.750904
Return 3: -0.651889
Volume 1: 11
Volume avg 5: 31.2
Momentum 5: -0.382328

Cross Exchange

Mid avg: 1.4584075
Mid median: 1.45705
Price deviation %: -0.078339
Spread %: 0.593798

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4781200
Quote volume 24h: 7107090
Price change 24h %: -9.18

Quality

Capture latency ms: 9761
Order book timestamp: 2026-07-02 05:02:52+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:01.360000+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: 1.4564
Best ask: 1.4567
Spread: 0.0003
Spread %: 0.020597
Mid price: 1.45655
Last price: 1.4585
Mark price: -
Index price: -

Order Book

Bid depth 5: 458
Ask depth 5: 610
Bid depth 10: 1999
Ask depth 10: 1734
Bid depth 20: 6841
Ask depth 20: 3328
Imbalance 5: -0.142322
Imbalance 10: 0.070988
Imbalance 20: 0.345462
Top bid size: 32
Top ask size: 48
Bid wall score: 0.004678
Ask wall score: 0.014423

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 485
Imbalance 5 delta: -0.711288
Bid depth 10 delta: -787
Ask depth 10 delta: 459
Imbalance 10 delta: -0.301087
Spread delta: 0.0002
Mid price delta: -0.0096
Wall shift score: -0.008163

Tape

Buy volume: 1198
Sell volume: 3402
Buy/sell delta: -2204
Buy/sell ratio: 0.352146
Avg trade size: 46
Large trade count: 10
Largest trade size: 339

Candle

Return 1: -0.654754
Return 3: -0.573379
Volume 1: 44823
Volume avg 5: 29032.8
Momentum 5: -0.756285

Cross Exchange

Mid avg: 1.4608075
Mid median: 1.4608225
Price deviation %: -0.291448
Spread %: 0.733498

Funding / OI / Volume

Funding rate: 0.00040997
Funding delta: 0
Funding abs: 0.00040997
Funding pressure: 0.00040997
Open interest: 29807769
Volume 24h: 78895538
Quote volume 24h: 117462772.42048
Price change 24h %: -9.105

Quality

Capture latency ms: 7089
Order book timestamp: 2026-07-02 05:02:41.655000+02:00
Ticker timestamp: 2026-07-02 05:02:33.921000+02:00
Trades timestamp: 2026-07-02 05:02:42.849000+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: 1.4575
Best ask: 1.4576
Spread: 0.0001
Spread %: 0.006861
Mid price: 1.45755
Last price: 1.462
Mark price: -
Index price: 1.4611

Order Book

Bid depth 5: 30
Ask depth 5: 165
Bid depth 10: 671
Ask depth 10: 263
Bid depth 20: 1575
Ask depth 20: 932
Imbalance 5: -0.692308
Imbalance 10: 0.436831
Imbalance 20: 0.256482
Top bid size: 3
Top ask size: 60
Bid wall score: 0.001905
Ask wall score: 0.064378

Dynamics

Bid depth 5 delta: -144
Ask depth 5 delta: 117
Imbalance 5 delta: -1.259875
Bid depth 10 delta: -144
Ask depth 10 delta: -150
Imbalance 10 delta: 0.109469
Spread delta: -0.0002
Mid price delta: -0.0071
Wall shift score: -0.058392

Tape

Buy volume: 492
Sell volume: 533
Buy/sell delta: -41
Buy/sell ratio: 0.923077
Avg trade size: 10.25
Large trade count: 7
Largest trade size: 74

Candle

Return 1: -0.443868
Return 3: -0.484642
Volume 1: 189
Volume avg 5: 204.2
Momentum 5: -0.660943

Cross Exchange

Mid avg: 1.4625825
Mid median: 1.4643725
Price deviation %: -0.344083
Spread %: 0.732608

Funding / OI / Volume

Funding rate: 0.000409
Funding delta: 0.000002
Funding abs: 0.000409
Funding pressure: 0.000411
Open interest: -
Volume 24h: 1666992
Quote volume 24h: 24783334.815
Price change 24h %: 3.39

Quality

Capture latency ms: 4146
Order book timestamp: 2026-07-02 05:02:35.024000+02:00
Ticker timestamp: 2026-07-02 05:02:34.761000+02:00
Trades timestamp: 2026-07-02 05:02:35.235000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 23113
gate: 23114
htx: 22950
mexc: 23112

By Symbol

VELVET/USDT:USDT: 92289

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