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: 92706
Total labels: 278118
Pending labels: 258635
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 12:25:29.423105+02:00
Recent trades snapshots: 92698
Micro candles: 1853920
Avg data quality: 75.9986192910922702
Latest latency: 10965 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 195 of 9271 · 92706 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 06:18:25.638109+02:00	mexc	VELVET/USDT:USDT	1.47755	68	6327 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 06:18:19.023620+02:00	htx	VELVET/USDT:USDT	1.476805	80	6101 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 06:17:55.545449+02:00	gate	VELVET/USDT:USDT	1.473525	68	10553 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 06:17:44.770955+02:00	binance	VELVET/USDT:USDT	1.47545	80	6690 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 06:17:37.785161+02:00	mexc	VELVET/USDT:USDT	1.4768	68	5586 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 06:17:31.964116+02:00	htx	VELVET/USDT:USDT	1.473865	80	6351 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 06:17:07.053870+02:00	gate	VELVET/USDT:USDT	1.47338	68	11660 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 06:16:55.253078+02:00	binance	VELVET/USDT:USDT	1.47255	80	6478 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 06:16:48.618389+02:00	mexc	VELVET/USDT:USDT	1.4724	78	4781 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 06:16:43.722544+02:00	htx	VELVET/USDT:USDT	1.470305	80	6263 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.4773
Best ask: 1.4778
Spread: 0.0005
Spread %: 0.03384
Mid price: 1.47755
Last price: 1.4773
Mark price: -
Index price: 1.4743

Order Book

Bid depth 5: 116
Ask depth 5: 24
Bid depth 10: 333
Ask depth 10: 211
Bid depth 20: 922
Ask depth 20: 549
Imbalance 5: 0.657143
Imbalance 10: 0.224265
Imbalance 20: 0.253569
Top bid size: 8
Top ask size: 3
Bid wall score: 0.008677
Ask wall score: 0.005464

Dynamics

Bid depth 5 delta: 42
Ask depth 5 delta: -67
Imbalance 5 delta: 0.760173
Bid depth 10 delta: 18
Ask depth 10 delta: -72
Imbalance 10 delta: 0.170753
Spread delta: 0.0003
Mid price delta: 0.00075
Wall shift score: -0.011885

Tape

Buy volume: 586
Sell volume: 782
Buy/sell delta: -196
Buy/sell ratio: 0.749361
Avg trade size: 13.68
Large trade count: 8
Largest trade size: 111

Candle

Return 1: 0.162723
Return 3: 0.640371
Volume 1: 86
Volume avg 5: 289
Momentum 5: 1.005059

Cross Exchange

Mid avg: 1.475645
Mid median: 1.476125
Price deviation %: 0.129096
Spread %: 0.222276

Funding / OI / Volume

Funding rate: 0.000382
Funding delta: 0.000006
Funding abs: 0.000382
Funding pressure: 0.000388
Open interest: -
Volume 24h: 1671157
Quote volume 24h: 24811934.881
Price change 24h %: 4.47

Quality

Capture latency ms: 6327
Order book timestamp: 2026-07-02 06:18:23.593000+02:00
Ticker timestamp: 2026-07-02 06:18:22.937000+02:00
Trades timestamp: 2026-07-02 06:18:22.307000+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: 1.47484
Best ask: 1.47877
Spread: 0.00393
Spread %: 0.266115
Mid price: 1.476805
Last price: 1.47539
Mark price: -
Index price: -

Order Book

Bid depth 5: 10241
Ask depth 5: 5468
Bid depth 10: 14720
Ask depth 10: 11378
Bid depth 20: 54363
Ask depth 20: 66802
Imbalance 5: 0.303839
Imbalance 10: 0.128056
Imbalance 20: -0.102662
Top bid size: 219
Top ask size: 381
Bid wall score: 0.004028
Ask wall score: 0.005703

Dynamics

Bid depth 5 delta: 6329
Ask depth 5 delta: 5134
Imbalance 5 delta: -0.538837
Bid depth 10 delta: 9336
Ask depth 10 delta: 6634
Imbalance 10 delta: 0.064865
Spread delta: -0.00544
Mid price delta: 0.00294
Wall shift score: -0.000231

Tape

Buy volume: 2878
Sell volume: 3878
Buy/sell delta: -1000
Buy/sell ratio: 0.742135
Avg trade size: 67.56
Large trade count: 4
Largest trade size: 1226

Candle

Return 1: 0
Return 3: 0.998768
Volume 1: 144
Volume avg 5: 53.6
Momentum 5: 0.560948

Cross Exchange

Mid avg: 1.47491
Mid median: 1.4746575
Price deviation %: 0.128482
Spread %: 0.222047

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100601
Volume 24h: 143950
Quote volume 24h: 143950
Price change 24h %: 4.093497

Quality

Capture latency ms: 6101
Order book timestamp: 2026-07-02 06:18:17.596000+02:00
Ticker timestamp: 2026-07-02 06:18:17.905000+02:00
Trades timestamp: 2026-07-02 06:18:09.401000+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: 1.47298
Best ask: 1.47407
Spread: 0.00109
Spread %: 0.073972
Mid price: 1.473525
Last price: 1.47366
Mark price: 1.47401
Index price: 1.473945

Order Book

Bid depth 5: 31
Ask depth 5: 14
Bid depth 10: 42
Ask depth 10: 23
Bid depth 20: 61
Ask depth 20: 35
Imbalance 5: 0.377778
Imbalance 10: 0.292308
Imbalance 20: 0.270833
Top bid size: 2
Top ask size: 4
Bid wall score: 0.032787
Ask wall score: 0.114286

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 5
Imbalance 5 delta: -0.172222
Bid depth 10 delta: 3
Ask depth 10 delta: -21
Imbalance 10 delta: 0.352549
Spread delta: -0.00015
Mid price delta: 0.000145
Wall shift score: -0.082137

Tape

Buy volume: 70
Sell volume: 87
Buy/sell delta: -17
Buy/sell ratio: 0.804598
Avg trade size: 1.57
Large trade count: 0
Largest trade size: 4

Candle

Return 1: 0.276266
Return 3: 1.021415
Volume 1: 26
Volume avg 5: 8.8
Momentum 5: 0.626157

Cross Exchange

Mid avg: 1.47487375
Mid median: 1.4746575
Price deviation %: -0.091449
Spread %: 0.231884

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4727400
Quote volume 24h: 7012568
Price change 24h %: -5.81

Quality

Capture latency ms: 10553
Order book timestamp: 2026-07-02 06:17:54+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:05.856000+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: 1.4753
Best ask: 1.4756
Spread: 0.0003
Spread %: 0.020333
Mid price: 1.47545
Last price: 1.4764
Mark price: -
Index price: -

Order Book

Bid depth 5: 743
Ask depth 5: 139
Bid depth 10: 2312
Ask depth 10: 1419
Bid depth 20: 4749
Ask depth 20: 3301
Imbalance 5: 0.684807
Imbalance 10: 0.239346
Imbalance 20: 0.179876
Top bid size: 86
Top ask size: 4
Bid wall score: 0.018109
Ask wall score: 0.001212

Dynamics

Bid depth 5 delta: -1099
Ask depth 5 delta: 12
Imbalance 5 delta: -0.186193
Bid depth 10 delta: -169
Ask depth 10 delta: -93
Imbalance 10 delta: -0.003329
Spread delta: 0.0002
Mid price delta: 0.0029
Wall shift score: -0.00743

Tape

Buy volume: 2624
Sell volume: 4618
Buy/sell delta: -1994
Buy/sell ratio: 0.568211
Avg trade size: 72.42
Large trade count: 9
Largest trade size: 1068

Candle

Return 1: 0.101729
Return 3: 1.026694
Volume 1: 28704
Volume avg 5: 21255.2
Momentum 5: 0.702736

Cross Exchange

Mid avg: 1.47414875
Mid median: 1.4736225
Price deviation %: 0.088271
Spread %: 0.288302

Funding / OI / Volume

Funding rate: 0.00038214
Funding delta: 0.0000054
Funding abs: 0.00038214
Funding pressure: 0.00038754
Open interest: 29734526
Volume 24h: 78486104
Quote volume 24h: 116550173.81708
Price change 24h %: -5.31

Quality

Capture latency ms: 6690
Order book timestamp: 2026-07-02 06:17:42.571000+02:00
Ticker timestamp: 2026-07-02 06:17:34.606000+02:00
Trades timestamp: 2026-07-02 06:17:44.104000+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: 1.4767
Best ask: 1.4769
Spread: 0.0002
Spread %: 0.013543
Mid price: 1.4768
Last price: 1.4764
Mark price: -
Index price: 1.4739

Order Book

Bid depth 5: 74
Ask depth 5: 91
Bid depth 10: 315
Ask depth 10: 283
Bid depth 20: 706
Ask depth 20: 603
Imbalance 5: -0.10303
Imbalance 10: 0.053512
Imbalance 20: 0.078686
Top bid size: 13
Top ask size: 2
Bid wall score: 0.018414
Ask wall score: 0.003317

Dynamics

Bid depth 5 delta: -46
Ask depth 5 delta: 54
Imbalance 5 delta: -0.631693
Bid depth 10 delta: -47
Ask depth 10 delta: 22
Imbalance 10 delta: -0.108607
Spread delta: 0
Mid price delta: 0.0044
Wall shift score: -0.03125

Tape

Buy volume: 723
Sell volume: 405
Buy/sell delta: 318
Buy/sell ratio: 1.785185
Avg trade size: 11.28
Large trade count: 9
Largest trade size: 111

Candle

Return 1: 0.135648
Return 3: 1.047156
Volume 1: 312
Volume avg 5: 229.6
Momentum 5: 0.853883

Cross Exchange

Mid avg: 1.47304875
Mid median: 1.472965
Price deviation %: 0.254659
Spread %: 0.099454

Funding / OI / Volume

Funding rate: 0.000376
Funding delta: -0.000003
Funding abs: 0.000376
Funding pressure: 0.000379
Open interest: -
Volume 24h: 1670851
Quote volume 24h: 24807417.202
Price change 24h %: 4.41

Quality

Capture latency ms: 5586
Order book timestamp: 2026-07-02 06:17:36.055000+02:00
Ticker timestamp: 2026-07-02 06:17:34.771000+02:00
Trades timestamp: 2026-07-02 06:17:30.382000+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: 1.46918
Best ask: 1.47855
Spread: 0.00937
Spread %: 0.635743
Mid price: 1.473865
Last price: 1.47539
Mark price: -
Index price: -

Order Book

Bid depth 5: 3912
Ask depth 5: 334
Bid depth 10: 5384
Ask depth 10: 4744
Bid depth 20: 8282
Ask depth 20: 6127
Imbalance 5: 0.842675
Imbalance 10: 0.063191
Imbalance 20: 0.149559
Top bid size: 34
Top ask size: 34
Bid wall score: 0.004105
Ask wall score: 0.005549

Dynamics

Bid depth 5 delta: -8206
Ask depth 5 delta: -5621
Imbalance 5 delta: 0.50167
Bid depth 10 delta: -12200
Ask depth 10 delta: -5527
Imbalance 10 delta: -0.199347
Spread delta: 0.00566
Mid price delta: 0.00356
Wall shift score: -0.007821

Tape

Buy volume: 2760
Sell volume: 3878
Buy/sell delta: -1118
Buy/sell ratio: 0.711707
Avg trade size: 66.38
Large trade count: 4
Largest trade size: 1226

Candle

Return 1: 0.998768
Return 3: 0.998768
Volume 1: 56
Volume avg 5: 24.8
Momentum 5: 0.560948

Cross Exchange

Mid avg: 1.47215875
Mid median: 1.472475
Price deviation %: 0.115901
Spread %: 0.208877

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100575
Volume 24h: 143806
Quote volume 24h: 143806
Price change 24h %: 4.093497

Quality

Capture latency ms: 6351
Order book timestamp: 2026-07-02 06:17:30.338000+02:00
Ticker timestamp: 2026-07-02 06:17:30.719000+02:00
Trades timestamp: 2026-07-02 06:17:29.771000+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: 1.47276
Best ask: 1.474
Spread: 0.00124
Spread %: 0.08416
Mid price: 1.47338
Last price: 1.4696
Mark price: 1.47052
Index price: 1.470455

Order Book

Bid depth 5: 31
Ask depth 5: 9
Bid depth 10: 39
Ask depth 10: 44
Bid depth 20: 55
Ask depth 20: 57
Imbalance 5: 0.55
Imbalance 10: -0.060241
Imbalance 20: -0.017857
Top bid size: 1
Top ask size: 1
Bid wall score: 0.018182
Ask wall score: 0.017544

Dynamics

Bid depth 5 delta: 25
Ask depth 5 delta: -1
Imbalance 5 delta: 0.8
Bid depth 10 delta: 25
Ask depth 10 delta: 27
Imbalance 10 delta: 0.036533
Spread delta: -0.00072
Mid price delta: 0.00674
Wall shift score: 0.013665

Tape

Buy volume: 64
Sell volume: 95
Buy/sell delta: -31
Buy/sell ratio: 0.673684
Avg trade size: 1.59
Large trade count: 1
Largest trade size: 6

Candle

Return 1: 0
Return 3: 0.743097
Volume 1: 0
Volume avg 5: 3.6
Momentum 5: 0.348927

Cross Exchange

Mid avg: 1.47047375
Mid median: 1.4713525
Price deviation %: 0.19764
Spread %: 0.401911

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4724800
Quote volume 24h: 7008734
Price change 24h %: -6.07

Quality

Capture latency ms: 11660
Order book timestamp: 2026-07-02 06:17:05+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:05.803000+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: 1.4725
Best ask: 1.4726
Spread: 0.0001
Spread %: 0.006791
Mid price: 1.47255
Last price: 1.4722
Mark price: -
Index price: -

Order Book

Bid depth 5: 1842
Ask depth 5: 127
Bid depth 10: 2481
Ask depth 10: 1512
Bid depth 20: 3615
Ask depth 20: 4486
Imbalance 5: 0.871001
Imbalance 10: 0.242675
Imbalance 20: -0.107518
Top bid size: 96
Top ask size: 10
Bid wall score: 0.026556
Ask wall score: 0.002229

Dynamics

Bid depth 5 delta: 1237
Ask depth 5 delta: -730
Imbalance 5 delta: 1.043367
Bid depth 10 delta: 1609
Ask depth 10 delta: -82
Imbalance 10 delta: 0.535457
Spread delta: 0
Mid price delta: 0.0035
Wall shift score: 0.034141

Tape

Buy volume: 4036
Sell volume: 1164
Buy/sell delta: 2872
Buy/sell ratio: 3.467354
Avg trade size: 52
Large trade count: 8
Largest trade size: 421

Candle

Return 1: 0.354392
Return 3: 0.725084
Volume 1: 26323
Volume avg 5: 17213.2
Momentum 5: 0.559995

Cross Exchange

Mid avg: 1.46959875
Mid median: 1.4696775
Price deviation %: 0.20082
Spread %: 0.391944

Funding / OI / Volume

Funding rate: 0.00037674
Funding delta: 0
Funding abs: 0.00037674
Funding pressure: 0.00037674
Open interest: 29739924
Volume 24h: 78498144
Quote volume 24h: 116570949.98868
Price change 24h %: -6.014

Quality

Capture latency ms: 6478
Order book timestamp: 2026-07-02 06:16:53.062000+02:00
Ticker timestamp: 2026-07-02 06:16:45.944000+02:00
Trades timestamp: 2026-07-02 06:16:54.557000+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: 1.4723
Best ask: 1.4725
Spread: 0.0002
Spread %: 0.013583
Mid price: 1.4724
Last price: 1.4727
Mark price: -
Index price: 1.468

Order Book

Bid depth 5: 120
Ask depth 5: 37
Bid depth 10: 362
Ask depth 10: 261
Bid depth 20: 850
Ask depth 20: 943
Imbalance 5: 0.528662
Imbalance 10: 0.162119
Imbalance 20: -0.051868
Top bid size: 43
Top ask size: 4
Bid wall score: 0.050588
Ask wall score: 0.004242

Dynamics

Bid depth 5 delta: 11
Ask depth 5 delta: -2
Imbalance 5 delta: 0.055689
Bid depth 10 delta: -8
Ask depth 10 delta: 3
Imbalance 10 delta: -0.016225
Spread delta: 0.0001
Mid price delta: 0.00475
Wall shift score: 0.030363

Tape

Buy volume: 503
Sell volume: 460
Buy/sell delta: 43
Buy/sell ratio: 1.093478
Avg trade size: 9.63
Large trade count: 8
Largest trade size: 111

Candle

Return 1: 0.326998
Return 3: 0.690551
Volume 1: 568
Volume avg 5: 163.2
Momentum 5: 0.559918

Cross Exchange

Mid avg: 1.46841125
Mid median: 1.46835
Price deviation %: 0.271637
Spread %: 0.249589

Funding / OI / Volume

Funding rate: 0.000379
Funding delta: 0
Funding abs: 0.000379
Funding pressure: 0.000379
Open interest: -
Volume 24h: 1670509
Quote volume 24h: 24802367.035
Price change 24h %: 4.15

Quality

Capture latency ms: 4781
Order book timestamp: 2026-07-02 06:16:47.115000+02:00
Ticker timestamp: 2026-07-02 06:16:47.012000+02:00
Trades timestamp: 2026-07-02 06:16:43.428000+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: 1.46845
Best ask: 1.47216
Spread: 0.00371
Spread %: 0.252329
Mid price: 1.470305
Last price: 1.4608
Mark price: -
Index price: -

Order Book

Bid depth 5: 12118
Ask depth 5: 5955
Bid depth 10: 17584
Ask depth 10: 10271
Bid depth 20: 53455
Ask depth 20: 62815
Imbalance 5: 0.341006
Imbalance 10: 0.262538
Imbalance 20: -0.080502
Top bid size: 563
Top ask size: 261
Bid wall score: 0.010532
Ask wall score: 0.004155

Dynamics

Bid depth 5 delta: 8776
Ask depth 5 delta: 50
Imbalance 5 delta: 0.618177
Bid depth 10 delta: 641
Ask depth 10 delta: 1176
Imbalance 10 delta: -0.038867
Spread delta: -0.0001
Mid price delta: 0.00375
Wall shift score: 0.007937

Tape

Buy volume: 2812
Sell volume: 3822
Buy/sell delta: -1010
Buy/sell ratio: 0.73574
Avg trade size: 66.34
Large trade count: 4
Largest trade size: 1226

Candle

Return 1: 0
Return 3: -0.433491
Volume 1: 0
Volume avg 5: 27.2
Momentum 5: -0.317989

Cross Exchange

Mid avg: 1.46747375
Mid median: 1.467145
Price deviation %: 0.192934
Spread %: 0.17002

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100575
Volume 24h: 143816
Quote volume 24h: 143816
Price change 24h %: 3.064126

Quality

Capture latency ms: 6263
Order book timestamp: 2026-07-02 06:16:42.096000+02:00
Ticker timestamp: 2026-07-02 06:16:42.359000+02:00
Trades timestamp: 2026-07-02 06:14:54.696000+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: 23218
gate: 23219
htx: 23053
mexc: 23216

By Symbol

VELVET/USDT:USDT: 92706

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