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: htx GET https://api.huobi.pro/v1/common/symbols; kucoinfutures fetchOrderBook() limit argument must be 20 or 100

Dataset Stats

Current feature and label inventory.

Total feature snapshots: 93159
Total labels: 279477
Pending labels: 259994
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 13:50:47.332038+02:00
Recent trades snapshots: 93151
Micro candles: 1862980
Avg data quality: 75.9956203909445142
Latest latency: 6234 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 196 of 9316 · 93159 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 07:42:05.889916+02:00	htx	VELVET/USDT:USDT	1.45542	90	4729 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 07:41:46.582209+02:00	gate	VELVET/USDT:USDT	1.451185	68	10381 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 07:41:35.982842+02:00	binance	VELVET/USDT:USDT	1.4521	80	6663 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 07:41:29.153836+02:00	mexc	VELVET/USDT:USDT	1.44955	68	6726 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 07:41:22.006629+02:00	htx	VELVET/USDT:USDT	1.43405	80	5463 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 07:41:01.646744+02:00	gate	VELVET/USDT:USDT	1.44655	68	10810 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 07:40:50.633567+02:00	binance	VELVET/USDT:USDT	1.45425	80	6460 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 07:40:43.903515+02:00	mexc	VELVET/USDT:USDT	1.4522	68	5196 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 07:40:38.566238+02:00	htx	VELVET/USDT:USDT	1.449965	80	5846 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 07:40:18.965455+02:00	gate	VELVET/USDT:USDT	1.44481	68	10536 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.45399
Best ask: 1.45685
Spread: 0.00286
Spread %: 0.196507
Mid price: 1.45542
Last price: 1.44445
Mark price: -
Index price: -

Order Book

Bid depth 5: 2032
Ask depth 5: 5654
Bid depth 10: 5096
Ask depth 10: 7129
Bid depth 20: 42328
Ask depth 20: 45998
Imbalance 5: -0.471246
Imbalance 10: -0.166299
Imbalance 20: -0.041551
Top bid size: 13
Top ask size: 431
Bid wall score: 0.000307
Ask wall score: 0.00937

Dynamics

Bid depth 5 delta: 687
Ask depth 5 delta: 5414
Imbalance 5 delta: -1.168407
Bid depth 10 delta: 3435
Ask depth 10 delta: 5312
Imbalance 10 delta: -0.121445
Spread delta: -0.02992
Mid price delta: 0.02137
Wall shift score: -0.167443

Tape

Buy volume: 2294
Sell volume: 3790
Buy/sell delta: -1496
Buy/sell ratio: 0.605277
Avg trade size: 60.84
Large trade count: 4
Largest trade size: 740

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 14
Momentum 5: 0.466006

Cross Exchange

Mid avg: 1.44672125
Mid median: 1.4503675
Price deviation %: 0.601273
Spread %: 1.247649

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 101083
Volume 24h: 144054
Quote volume 24h: 144054
Price change 24h %: 1.910581

Quality

Capture latency ms: 4729
Order book timestamp: 2026-07-02 07:42:04.438000+02:00
Ticker timestamp: 2026-07-02 07:42:04.762000+02:00
Trades timestamp: 2026-07-02 07:39:46.032000+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: 1.45036
Best ask: 1.45201
Spread: 0.00165
Spread %: 0.1137
Mid price: 1.451185
Last price: 1.44614
Mark price: 1.44873
Index price: 1.448698

Order Book

Bid depth 5: 8
Ask depth 5: 13
Bid depth 10: 43
Ask depth 10: 19
Bid depth 20: 62
Ask depth 20: 61
Imbalance 5: -0.238095
Imbalance 10: 0.387097
Imbalance 20: 0.00813
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016129
Ask wall score: 0.016393

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 5
Imbalance 5 delta: -0.095238
Bid depth 10 delta: 29
Ask depth 10 delta: 2
Imbalance 10 delta: 0.483871
Spread delta: 0.00013
Mid price delta: 0.004635
Wall shift score: 0.011906

Tape

Buy volume: 45
Sell volume: 98
Buy/sell delta: -53
Buy/sell ratio: 0.459184
Avg trade size: 1.43
Large trade count: 5
Largest trade size: 6

Candle

Return 1: 0
Return 3: 0.510147
Volume 1: 10
Volume avg 5: 19.8
Momentum 5: 0.895835

Cross Exchange

Mid avg: 1.4455625
Mid median: 1.44805
Price deviation %: 0.388949
Spread %: 1.248649

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4690400
Quote volume 24h: 6944476
Price change 24h %: -6.76

Quality

Capture latency ms: 10381
Order book timestamp: 2026-07-02 07:41:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:10.886000+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: 1.452
Best ask: 1.4522
Spread: 0.0002
Spread %: 0.013773
Mid price: 1.4521
Last price: 1.4499
Mark price: -
Index price: -

Order Book

Bid depth 5: 167
Ask depth 5: 398
Bid depth 10: 857
Ask depth 10: 1576
Bid depth 20: 4063
Ask depth 20: 5532
Imbalance 5: -0.40885
Imbalance 10: -0.29552
Imbalance 20: -0.153101
Top bid size: 9
Top ask size: 16
Bid wall score: 0.002215
Ask wall score: 0.002892

Dynamics

Bid depth 5 delta: -218
Ask depth 5 delta: -63
Imbalance 5 delta: -0.319015
Bid depth 10 delta: 170
Ask depth 10 delta: -1820
Imbalance 10 delta: 0.367963
Spread delta: 0.0001
Mid price delta: -0.00215
Wall shift score: 0.003231

Tape

Buy volume: 3244
Sell volume: 899
Buy/sell delta: 2345
Buy/sell ratio: 3.608454
Avg trade size: 41.43
Large trade count: 7
Largest trade size: 400

Candle

Return 1: 0.193263
Return 3: 0.679706
Volume 1: 18584
Volume avg 5: 28922.8
Momentum 5: 1.072274

Cross Exchange

Mid avg: 1.4461
Mid median: 1.44805
Price deviation %: 0.414909
Spread %: 1.396861

Funding / OI / Volume

Funding rate: 0.00034073
Funding delta: 0.00000698
Funding abs: 0.00034073
Funding pressure: 0.00034771
Open interest: 29670032
Volume 24h: 76912107
Quote volume 24h: 113915380.34528
Price change 24h %: -6.585

Quality

Capture latency ms: 6663
Order book timestamp: 2026-07-02 07:41:33.801000+02:00
Ticker timestamp: 2026-07-02 07:41:24.073000+02:00
Trades timestamp: 2026-07-02 07:41:35.034000+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: 1.4492
Best ask: 1.4499
Spread: 0.0007
Spread %: 0.048291
Mid price: 1.44955
Last price: 1.4496
Mark price: -
Index price: 1.4479

Order Book

Bid depth 5: 96
Ask depth 5: 110
Bid depth 10: 479
Ask depth 10: 202
Bid depth 20: 1023
Ask depth 20: 692
Imbalance 5: -0.067961
Imbalance 10: 0.406755
Imbalance 20: 0.193003
Top bid size: 24
Top ask size: 4
Bid wall score: 0.02346
Ask wall score: 0.00578

Dynamics

Bid depth 5 delta: 20
Ask depth 5 delta: 24
Imbalance 5 delta: -0.006233
Bid depth 10 delta: 315
Ask depth 10 delta: -315
Imbalance 10 delta: 0.92511
Spread delta: 0.0003
Mid price delta: -0.00265
Wall shift score: 0.016824

Tape

Buy volume: 402
Sell volume: 558
Buy/sell delta: -156
Buy/sell ratio: 0.72043
Avg trade size: 9.6
Large trade count: 6
Largest trade size: 84

Candle

Return 1: -0.006899
Return 3: 0.492303
Volume 1: 185
Volume avg 5: 377.6
Momentum 5: 0.975406

Cross Exchange

Mid avg: 1.4467625
Mid median: 1.449375
Price deviation %: 0.192672
Spread %: 1.396221

Funding / OI / Volume

Funding rate: 0.000333
Funding delta: 0
Funding abs: 0.000333
Funding pressure: 0.000333
Open interest: -
Volume 24h: 1649264
Quote volume 24h: 24440470.604
Price change 24h %: 2.51

Quality

Capture latency ms: 6726
Order book timestamp: 2026-07-02 07:41:27.319000+02:00
Ticker timestamp: 2026-07-02 07:41:25.762000+02:00
Trades timestamp: 2026-07-02 07:41:26.351000+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: 1.41766
Best ask: 1.45044
Spread: 0.03278
Spread %: 2.285834
Mid price: 1.43405
Last price: 1.44445
Mark price: -
Index price: -

Order Book

Bid depth 5: 1345
Ask depth 5: 240
Bid depth 10: 1661
Ask depth 10: 1817
Bid depth 20: 4517
Ask depth 20: 3209
Imbalance 5: 0.697161
Imbalance 10: -0.044853
Imbalance 20: 0.169298
Top bid size: 752
Top ask size: 26
Bid wall score: 0.166482
Ask wall score: 0.008102

Dynamics

Bid depth 5 delta: -266
Ask depth 5 delta: 9
Imbalance 5 delta: -0.052025
Bid depth 10 delta: -1474
Ask depth 10 delta: 8
Imbalance 10 delta: -0.313057
Spread delta: 0.02683
Mid price delta: -0.015915
Wall shift score: 0.126036

Tape

Buy volume: 2294
Sell volume: 3790
Buy/sell delta: -1496
Buy/sell ratio: 0.605277
Avg trade size: 60.84
Large trade count: 4
Largest trade size: 740

Candle

Return 1: 0
Return 3: 0.466006
Volume 1: 0
Volume avg 5: 17.6
Momentum 5: 0.368273

Cross Exchange

Mid avg: 1.45074125
Mid median: 1.4510825
Price deviation %: -1.150533
Spread %: 0.530763

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 101083
Volume 24h: 144054
Quote volume 24h: 144054
Price change 24h %: 1.910581

Quality

Capture latency ms: 5463
Order book timestamp: 2026-07-02 07:41:19.938000+02:00
Ticker timestamp: 2026-07-02 07:41:20.264000+02:00
Trades timestamp: 2026-07-02 07:39:46.032000+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: 1.44579
Best ask: 1.44731
Spread: 0.00152
Spread %: 0.105078
Mid price: 1.44655
Last price: 1.44614
Mark price: 1.4478
Index price: 1.447762

Order Book

Bid depth 5: 6
Ask depth 5: 8
Bid depth 10: 14
Ask depth 10: 17
Bid depth 20: 58
Ask depth 20: 34
Imbalance 5: -0.142857
Imbalance 10: -0.096774
Imbalance 20: 0.26087
Top bid size: 1
Top ask size: 1
Bid wall score: 0.017241
Ask wall score: 0.029412

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -4
Imbalance 5 delta: -0.051948
Bid depth 10 delta: -1
Ask depth 10 delta: -3
Imbalance 10 delta: 0.046083
Spread delta: 0.00018
Mid price delta: 0.00174
Wall shift score: 0.038082

Tape

Buy volume: 46
Sell volume: 97
Buy/sell delta: -51
Buy/sell ratio: 0.474227
Avg trade size: 1.43
Large trade count: 5
Largest trade size: 6

Candle

Return 1: 0
Return 3: 0.510147
Volume 1: 0
Volume avg 5: 17.8
Momentum 5: 0.895835

Cross Exchange

Mid avg: 1.45030625
Mid median: 1.4510825
Price deviation %: -0.258997
Spread %: 0.650897

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4689100
Quote volume 24h: 6942594
Price change 24h %: -6.57

Quality

Capture latency ms: 10810
Order book timestamp: 2026-07-02 07:40:59+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:10.857000+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: 1.4542
Best ask: 1.4543
Spread: 0.0001
Spread %: 0.006876
Mid price: 1.45425
Last price: 1.4498
Mark price: -
Index price: -

Order Book

Bid depth 5: 385
Ask depth 5: 461
Bid depth 10: 687
Ask depth 10: 3396
Bid depth 20: 3055
Ask depth 20: 10049
Imbalance 5: -0.089835
Imbalance 10: -0.663483
Imbalance 20: -0.53373
Top bid size: 44
Top ask size: 184
Bid wall score: 0.014403
Ask wall score: 0.01831

Dynamics

Bid depth 5 delta: -769
Ask depth 5 delta: 66
Imbalance 5 delta: -0.579828
Bid depth 10 delta: -1231
Ask depth 10 delta: 448
Imbalance 10 delta: -0.45181
Spread delta: -0.0002
Mid price delta: 0.0074
Wall shift score: -0.112368

Tape

Buy volume: 5597
Sell volume: 4222
Buy/sell delta: 1375
Buy/sell ratio: 1.325675
Avg trade size: 98.19
Large trade count: 7
Largest trade size: 1557

Candle

Return 1: 0.580953
Return 3: 1.46515
Volume 1: 57358
Volume avg 5: 29217.6
Momentum 5: 1.232076

Cross Exchange

Mid avg: 1.44845625
Mid median: 1.4484075
Price deviation %: 0.399995
Spread %: 0.510198

Funding / OI / Volume

Funding rate: 0.00033375
Funding delta: 0
Funding abs: 0.00033375
Funding pressure: 0.00033375
Open interest: 29676371
Volume 24h: 76886821
Quote volume 24h: 113880896.71698
Price change 24h %: -6.531

Quality

Capture latency ms: 6460
Order book timestamp: 2026-07-02 07:40:48.409000+02:00
Ticker timestamp: 2026-07-02 07:40:39.398000+02:00
Trades timestamp: 2026-07-02 07:40:49.706000+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: 1.452
Best ask: 1.4524
Spread: 0.0004
Spread %: 0.027544
Mid price: 1.4522
Last price: 1.4495
Mark price: -
Index price: 1.4445

Order Book

Bid depth 5: 76
Ask depth 5: 86
Bid depth 10: 164
Ask depth 10: 517
Bid depth 20: 655
Ask depth 20: 1009
Imbalance 5: -0.061728
Imbalance 10: -0.518355
Imbalance 20: -0.21274
Top bid size: 9
Top ask size: 13
Bid wall score: 0.01374
Ask wall score: 0.012884

Dynamics

Bid depth 5 delta: -111
Ask depth 5 delta: -94
Imbalance 5 delta: -0.080802
Bid depth 10 delta: -168
Ask depth 10 delta: -99
Imbalance 10 delta: -0.218777
Spread delta: 0.0002
Mid price delta: 0.0071
Wall shift score: -0.183856

Tape

Buy volume: 566
Sell volume: 211
Buy/sell delta: 355
Buy/sell ratio: 2.682464
Avg trade size: 7.77
Large trade count: 7
Largest trade size: 65

Candle

Return 1: 0.421853
Return 3: 1.347013
Volume 1: 391
Volume avg 5: 346.4
Momentum 5: 1.107088

Cross Exchange

Mid avg: 1.44668125
Mid median: 1.445975
Price deviation %: 0.381477
Spread %: 0.356333

Funding / OI / Volume

Funding rate: 0.000333
Funding delta: -0.000001
Funding abs: 0.000333
Funding pressure: 0.000334
Open interest: -
Volume 24h: 1648684
Quote volume 24h: 24432061.167
Price change 24h %: 2.51

Quality

Capture latency ms: 5196
Order book timestamp: 2026-07-02 07:40:42.069000+02:00
Ticker timestamp: 2026-07-02 07:40:40.724000+02:00
Trades timestamp: 2026-07-02 07:40:41.232000+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: 1.44699
Best ask: 1.45294
Spread: 0.00595
Spread %: 0.410355
Mid price: 1.449965
Last price: 1.44445
Mark price: -
Index price: -

Order Book

Bid depth 5: 1611
Ask depth 5: 231
Bid depth 10: 3135
Ask depth 10: 1809
Bid depth 20: 5726
Ask depth 20: 3202
Imbalance 5: 0.749186
Imbalance 10: 0.268204
Imbalance 20: 0.282706
Top bid size: 246
Top ask size: 34
Bid wall score: 0.042962
Ask wall score: 0.010618

Dynamics

Bid depth 5 delta: -362
Ask depth 5 delta: -94
Imbalance 5 delta: 0.03204
Bid depth 10 delta: 65
Ask depth 10 delta: -1080
Imbalance 10 delta: 0.23783
Spread delta: 0.00272
Mid price delta: 0.00655
Wall shift score: 0.057057

Tape

Buy volume: 2294
Sell volume: 3790
Buy/sell delta: -1496
Buy/sell ratio: 0.605277
Avg trade size: 60.84
Large trade count: 4
Largest trade size: 740

Candle

Return 1: 0
Return 3: 0.466006
Volume 1: 0
Volume avg 5: 17.6
Momentum 5: 0.368273

Cross Exchange

Mid avg: 1.44504375
Mid median: 1.444955
Price deviation %: 0.340561
Spread %: 0.237709

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 101083
Volume 24h: 144054
Quote volume 24h: 144054
Price change 24h %: 1.910581

Quality

Capture latency ms: 5846
Order book timestamp: 2026-07-02 07:40:37.138000+02:00
Ticker timestamp: 2026-07-02 07:40:37.472000+02:00
Trades timestamp: 2026-07-02 07:39:46.032000+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: 1.44414
Best ask: 1.44548
Spread: 0.00134
Spread %: 0.092746
Mid price: 1.44481
Last price: 1.44556
Mark price: 1.44227
Index price: 1.44159

Order Book

Bid depth 5: 10
Ask depth 5: 12
Bid depth 10: 15
Ask depth 10: 20
Bid depth 20: 57
Ask depth 20: 59
Imbalance 5: -0.090909
Imbalance 10: -0.142857
Imbalance 20: -0.017241
Top bid size: 1
Top ask size: 4
Bid wall score: 0.017544
Ask wall score: 0.067797

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 1
Imbalance 5 delta: 0.131313
Bid depth 10 delta: -24
Ask depth 10 delta: -26
Imbalance 10 delta: -0.060504
Spread delta: 0.00003
Mid price delta: 0.003615
Wall shift score: -0.004618

Tape

Buy volume: 41
Sell volume: 101
Buy/sell delta: -60
Buy/sell ratio: 0.405941
Avg trade size: 1.42
Large trade count: 5
Largest trade size: 6

Candle

Return 1: 0.163525
Return 3: 1.021706
Volume 1: 7
Volume avg 5: 15.4
Momentum 5: 0.752739

Cross Exchange

Mid avg: 1.44414
Mid median: 1.4442575
Price deviation %: 0.046394
Spread %: 0.391583

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4687700
Quote volume 24h: 6940565
Price change 24h %: -6.6

Quality

Capture latency ms: 10536
Order book timestamp: 2026-07-02 07:40:17+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:10.817000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 23332
gate: 23332
htx: 23165
mexc: 23330

By Symbol

VELVET/USDT:USDT: 93159

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