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: 93532
Total labels: 280596
Pending labels: 261113
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 15:01:55.006046+02:00
Recent trades snapshots: 93524
Micro candles: 1870440
Avg data quality: 75.9933926356754907
Latest latency: 10091 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 197 of 9354 · 93532 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 08:47:17.727762+02:00	gate	VELVET/USDT:USDT	1.26783	68	10221 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 08:47:07.331163+02:00	binance	VELVET/USDT:USDT	1.2578	80	6552 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 08:47:00.581266+02:00	mexc	VELVET/USDT:USDT	1.2505	68	5745 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 08:46:54.627754+02:00	htx	VELVET/USDT:USDT	1.252235	80	6435 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 08:46:35.412085+02:00	gate	VELVET/USDT:USDT	1.24706	68	10025 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 08:46:25.227625+02:00	binance	VELVET/USDT:USDT	1.2555	80	8218 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 08:46:16.836044+02:00	mexc	VELVET/USDT:USDT	1.2592	68	5502 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 08:46:11.262831+02:00	htx	VELVET/USDT:USDT	1.24794	80	6066 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 08:45:53.370363+02:00	gate	VELVET/USDT:USDT	1.251505	68	10352 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 08:45:42.824365+02:00	binance	VELVET/USDT:USDT	1.2428	80	6306 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.26673
Best ask: 1.26893
Spread: 0.0022
Spread %: 0.173525
Mid price: 1.26783
Last price: 1.26673
Mark price: 1.26389
Index price: 1.263918

Order Book

Bid depth 5: 6
Ask depth 5: 6
Bid depth 10: 12
Ask depth 10: 11
Bid depth 20: 24
Ask depth 20: 21
Imbalance 5: 0
Imbalance 10: 0.043478
Imbalance 20: 0.066667
Top bid size: 1
Top ask size: 1
Bid wall score: 0.041667
Ask wall score: 0.047619

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 1
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 1
Imbalance 10 delta: -0.047431
Spread delta: 0.00008
Mid price delta: 0.02077
Wall shift score: 0.004048

Tape

Buy volume: 71
Sell volume: 89
Buy/sell delta: -18
Buy/sell ratio: 0.797753
Avg trade size: 1.6
Large trade count: 10
Largest trade size: 7

Candle

Return 1: 1.285921
Return 3: 3.626608
Volume 1: 30
Volume avg 5: 112.4
Momentum 5: 5.776451

Cross Exchange

Mid avg: 1.25189875
Mid median: 1.2513675
Price deviation %: 1.272567
Spread %: 0.857897

Funding / OI / Volume

Funding rate: -0.000063
Funding delta: -0.000019
Funding abs: 0.000063
Funding pressure: 0.000082
Open interest: -
Volume 24h: 7682300
Quote volume 24h: 10262041
Price change 24h %: -19.05

Quality

Capture latency ms: 10221
Order book timestamp: 2026-07-02 08:47:16+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:14.837000+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: 1.2576
Best ask: 1.258
Spread: 0.0004
Spread %: 0.031802
Mid price: 1.2578
Last price: 1.2507
Mark price: -
Index price: -

Order Book

Bid depth 5: 279
Ask depth 5: 397
Bid depth 10: 495
Ask depth 10: 1057
Bid depth 20: 1658
Ask depth 20: 3701
Imbalance 5: -0.174556
Imbalance 10: -0.362113
Imbalance 20: -0.381228
Top bid size: 128
Top ask size: 50
Bid wall score: 0.077201
Ask wall score: 0.01351

Dynamics

Bid depth 5 delta: 40
Ask depth 5 delta: 98
Imbalance 5 delta: -0.063032
Bid depth 10 delta: 54
Ask depth 10 delta: 180
Imbalance 10 delta: -0.031309
Spread delta: 0
Mid price delta: 0.0023
Wall shift score: 0.082738

Tape

Buy volume: 4502
Sell volume: 1220
Buy/sell delta: 3282
Buy/sell ratio: 3.690164
Avg trade size: 57.22
Large trade count: 9
Largest trade size: 907

Candle

Return 1: 0.575816
Return 3: 2.577488
Volume 1: 22014
Volume avg 5: 202358.6
Momentum 5: 5.124133

Cross Exchange

Mid avg: 1.25132375
Mid median: 1.2513675
Price deviation %: 0.517552
Spread %: 0.674486

Funding / OI / Volume

Funding rate: 0.00008556
Funding delta: -0.0000021
Funding abs: 0.00008556
Funding pressure: 0.00008766
Open interest: 26575657
Volume 24h: 114373479
Quote volume 24h: 154840648.92307
Price change 24h %: -20.251

Quality

Capture latency ms: 6552
Order book timestamp: 2026-07-02 08:47:05.147000+02:00
Ticker timestamp: 2026-07-02 08:46:57.367000+02:00
Trades timestamp: 2026-07-02 08:47:06.825000+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: 1.2504
Best ask: 1.2506
Spread: 0.0002
Spread %: 0.015994
Mid price: 1.2505
Last price: 1.2517
Mark price: -
Index price: 1.2519

Order Book

Bid depth 5: 32
Ask depth 5: 40
Bid depth 10: 126
Ask depth 10: 156
Bid depth 20: 432
Ask depth 20: 306
Imbalance 5: -0.111111
Imbalance 10: -0.106383
Imbalance 20: 0.170732
Top bid size: 4
Top ask size: 7
Bid wall score: 0.009259
Ask wall score: 0.022876

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -64
Imbalance 5 delta: 0.407137
Bid depth 10 delta: 19
Ask depth 10 delta: -94
Imbalance 10 delta: 0.294177
Spread delta: -0.0002
Mid price delta: -0.0087
Wall shift score: 0.033429

Tape

Buy volume: 152
Sell volume: 853
Buy/sell delta: -701
Buy/sell ratio: 0.178195
Avg trade size: 10.05
Large trade count: 4
Largest trade size: 129

Candle

Return 1: -0.119837
Return 3: 2.157215
Volume 1: 1
Volume avg 5: 3653.6
Momentum 5: 4.645518

Cross Exchange

Mid avg: 1.25349875
Mid median: 1.2538675
Price deviation %: -0.23923
Spread %: 0.968489

Funding / OI / Volume

Funding rate: 0.000087
Funding delta: 0
Funding abs: 0.000087
Funding pressure: 0.000087
Open interest: -
Volume 24h: 1960495
Quote volume 24h: 27796603.797
Price change 24h %: -11.47

Quality

Capture latency ms: 5745
Order book timestamp: 2026-07-02 08:46:58.896000+02:00
Ticker timestamp: 2026-07-02 08:46:58.943000+02:00
Trades timestamp: 2026-07-02 08:46:56.885000+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: 1.25055
Best ask: 1.25392
Spread: 0.00337
Spread %: 0.269119
Mid price: 1.252235
Last price: 1.25535
Mark price: -
Index price: -

Order Book

Bid depth 5: 4798
Ask depth 5: 5217
Bid depth 10: 7594
Ask depth 10: 12825
Bid depth 20: 50976
Ask depth 20: 55319
Imbalance 5: -0.041837
Imbalance 10: -0.256183
Imbalance 20: -0.040858
Top bid size: 8
Top ask size: 557
Bid wall score: 0.000157
Ask wall score: 0.010069

Dynamics

Bid depth 5 delta: 3207
Ask depth 5 delta: 4746
Imbalance 5 delta: -0.584999
Bid depth 10 delta: 4537
Ask depth 10 delta: 10640
Imbalance 10 delta: -0.422532
Spread delta: -0.04073
Mid price delta: 0.004295
Wall shift score: -0.082535

Tape

Buy volume: 11548
Sell volume: 1614
Buy/sell delta: 9934
Buy/sell ratio: 7.154895
Avg trade size: 131.62
Large trade count: 5
Largest trade size: 684

Candle

Return 1: -0.209859
Return 3: 3.745362
Volume 1: 312
Volume avg 5: 653.6
Momentum 5: 5.22191

Cross Exchange

Mid avg: 1.252425
Mid median: 1.25172
Price deviation %: -0.015171
Spread %: 0.96932

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 98350
Volume 24h: 222856
Quote volume 24h: 222856
Price change 24h %: -11.431031

Quality

Capture latency ms: 6435
Order book timestamp: 2026-07-02 08:46:53.196000+02:00
Ticker timestamp: 2026-07-02 08:46:53.556000+02:00
Trades timestamp: 2026-07-02 08:46:28.971000+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: 1.246
Best ask: 1.24812
Spread: 0.00212
Spread %: 0.17
Mid price: 1.24706
Last price: 1.24817
Mark price: 1.25068
Index price: 1.252723

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 12
Ask depth 10: 10
Bid depth 20: 25
Ask depth 20: 20
Imbalance 5: 0
Imbalance 10: 0.090909
Imbalance 20: 0.111111
Top bid size: 1
Top ask size: 1
Bid wall score: 0.04
Ask wall score: 0.05

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 0
Imbalance 5 delta: -0.230769
Bid depth 10 delta: -2
Ask depth 10 delta: 0
Imbalance 10 delta: -0.075758
Spread delta: 0.00027
Mid price delta: -0.004445
Wall shift score: -0.063448

Tape

Buy volume: 94
Sell volume: 86
Buy/sell delta: 8
Buy/sell ratio: 1.093023
Avg trade size: 1.8
Large trade count: 7
Largest trade size: 7

Candle

Return 1: -0.268323
Return 3: 2.595994
Volume 1: 112
Volume avg 5: 173.4
Momentum 5: 6.02428

Cross Exchange

Mid avg: 1.25353625
Mid median: 1.2535025
Price deviation %: -0.516638
Spread %: 0.898259

Funding / OI / Volume

Funding rate: -0.000044
Funding delta: 0.000001
Funding abs: 0.000044
Funding pressure: 0.000045
Open interest: -
Volume 24h: 7675700
Quote volume 24h: 10253790
Price change 24h %: -20.05

Quality

Capture latency ms: 10025
Order book timestamp: 2026-07-02 08:46:34+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:14.791000+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: 1.2553
Best ask: 1.2557
Spread: 0.0004
Spread %: 0.03186
Mid price: 1.2555
Last price: 1.2538
Mark price: -
Index price: -

Order Book

Bid depth 5: 239
Ask depth 5: 299
Bid depth 10: 441
Ask depth 10: 877
Bid depth 20: 2220
Ask depth 20: 3514
Imbalance 5: -0.111524
Imbalance 10: -0.330804
Imbalance 20: -0.225671
Top bid size: 31
Top ask size: 116
Bid wall score: 0.013964
Ask wall score: 0.033011

Dynamics

Bid depth 5 delta: -252
Ask depth 5 delta: -522
Imbalance 5 delta: 0.14
Bid depth 10 delta: -642
Ask depth 10 delta: -1524
Imbalance 10 delta: 0.047497
Spread delta: 0
Mid price delta: 0.0127
Wall shift score: 0.001121

Tape

Buy volume: 5869
Sell volume: 1093
Buy/sell delta: 4776
Buy/sell ratio: 5.369625
Avg trade size: 69.62
Large trade count: 7
Largest trade size: 1028

Candle

Return 1: 0.191174
Return 3: 3.140631
Volume 1: 116699
Volume avg 5: 242882
Momentum 5: 6.955782

Cross Exchange

Mid avg: 1.25036125
Mid median: 1.2497225
Price deviation %: 0.410981
Spread %: 1.311621

Funding / OI / Volume

Funding rate: 0.00008766
Funding delta: 0
Funding abs: 0.00008766
Funding pressure: 0.00008766
Open interest: 26591883
Volume 24h: 114184337
Quote volume 24h: 154600874.86707
Price change 24h %: -20.054

Quality

Capture latency ms: 8218
Order book timestamp: 2026-07-02 08:46:22.978000+02:00
Ticker timestamp: 2026-07-02 08:46:17.463000+02:00
Trades timestamp: 2026-07-02 08:46:24.643000+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: 1.259
Best ask: 1.2594
Spread: 0.0004
Spread %: 0.031766
Mid price: 1.2592
Last price: 1.2588
Mark price: -
Index price: 1.2598

Order Book

Bid depth 5: 33
Ask depth 5: 104
Bid depth 10: 107
Ask depth 10: 250
Bid depth 20: 414
Ask depth 20: 516
Imbalance 5: -0.518248
Imbalance 10: -0.40056
Imbalance 20: -0.109677
Top bid size: 7
Top ask size: 33
Bid wall score: 0.016908
Ask wall score: 0.063953

Dynamics

Bid depth 5 delta: -12
Ask depth 5 delta: -90
Imbalance 5 delta: 0.105183
Bid depth 10 delta: -98
Ask depth 10 delta: -115
Imbalance 10 delta: -0.119858
Spread delta: 0
Mid price delta: 0.0217
Wall shift score: -0.017515

Tape

Buy volume: 60
Sell volume: 1182
Buy/sell delta: -1122
Buy/sell ratio: 0.050761
Avg trade size: 12.42
Large trade count: 3
Largest trade size: 138

Candle

Return 1: 0.047794
Return 3: 3.052182
Volume 1: 2595
Volume avg 5: 3951
Momentum 5: 6.88452

Cross Exchange

Mid avg: 1.24493625
Mid median: 1.24537
Price deviation %: 1.145741
Spread %: 1.124957

Funding / OI / Volume

Funding rate: 0.000087
Funding delta: -0.000004
Funding abs: 0.000087
Funding pressure: 0.000091
Open interest: -
Volume 24h: 1957543
Quote volume 24h: 27759613.083
Price change 24h %: -10.97

Quality

Capture latency ms: 5502
Order book timestamp: 2026-07-02 08:46:15.158000+02:00
Ticker timestamp: 2026-07-02 08:46:13.896000+02:00
Trades timestamp: 2026-07-02 08:46:14.773000+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: 1.22589
Best ask: 1.26999
Spread: 0.0441
Spread %: 3.533824
Mid price: 1.24794
Last price: 1.26301
Mark price: -
Index price: -

Order Book

Bid depth 5: 1591
Ask depth 5: 471
Bid depth 10: 3057
Ask depth 10: 2185
Bid depth 20: 6144
Ask depth 20: 4018
Imbalance 5: 0.543162
Imbalance 10: 0.166349
Imbalance 20: 0.209211
Top bid size: 541
Top ask size: 62
Bid wall score: 0.088053
Ask wall score: 0.015431

Dynamics

Bid depth 5 delta: -35
Ask depth 5 delta: -1068
Imbalance 5 delta: 0.515674
Bid depth 10 delta: -870
Ask depth 10 delta: -1246
Imbalance 10 delta: 0.098939
Spread delta: 0.0234
Mid price delta: 0.0003
Wall shift score: 0.089162

Tape

Buy volume: 12234
Sell volume: 1604
Buy/sell delta: 10630
Buy/sell ratio: 7.627182
Avg trade size: 138.38
Large trade count: 6
Largest trade size: 686

Candle

Return 1: 0.399049
Return 3: 4.378404
Volume 1: 302
Volume avg 5: 651.6
Momentum 5: 5.863962

Cross Exchange

Mid avg: 1.24486125
Mid median: 1.24522
Price deviation %: 0.247317
Spread %: 1.125025

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 98255
Volume 24h: 222744
Quote volume 24h: 222744
Price change 24h %: -10.890593

Quality

Capture latency ms: 6066
Order book timestamp: 2026-07-02 08:46:09.738000+02:00
Ticker timestamp: 2026-07-02 08:46:10.172000+02:00
Trades timestamp: 2026-07-02 08:46:00.988000+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: 1.25058
Best ask: 1.25243
Spread: 0.00185
Spread %: 0.147822
Mid price: 1.251505
Last price: 1.25201
Mark price: 1.25379
Index price: 1.255678

Order Book

Bid depth 5: 8
Ask depth 5: 5
Bid depth 10: 14
Ask depth 10: 10
Bid depth 20: 29
Ask depth 20: 20
Imbalance 5: 0.230769
Imbalance 10: 0.166667
Imbalance 20: 0.183673
Top bid size: 3
Top ask size: 1
Bid wall score: 0.103448
Ask wall score: 0.05

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 0
Imbalance 5 delta: 0.230769
Bid depth 10 delta: -1
Ask depth 10 delta: 0
Imbalance 10 delta: -0.033333
Spread delta: -0.00045
Mid price delta: 0.024745
Wall shift score: 0.064987

Tape

Buy volume: 94
Sell volume: 82
Buy/sell delta: 12
Buy/sell ratio: 1.146341
Avg trade size: 1.76
Large trade count: 6
Largest trade size: 7

Candle

Return 1: 2.564922
Return 3: 4.692739
Volume 1: 150
Volume avg 5: 211.2
Momentum 5: 4.225598

Cross Exchange

Mid avg: 1.238675
Mid median: 1.24015
Price deviation %: 1.035784
Spread %: 1.685672

Funding / OI / Volume

Funding rate: -0.000045
Funding delta: 0
Funding abs: 0.000045
Funding pressure: 0.000045
Open interest: -
Volume 24h: 7656200
Quote volume 24h: 10229313
Price change 24h %: -20.12

Quality

Capture latency ms: 10352
Order book timestamp: 2026-07-02 08:45:52+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:14.750000+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: 1.2426
Best ask: 1.243
Spread: 0.0004
Spread %: 0.032185
Mid price: 1.2428
Last price: 1.2393
Mark price: -
Index price: -

Order Book

Bid depth 5: 491
Ask depth 5: 821
Bid depth 10: 1083
Ask depth 10: 2401
Bid depth 20: 2854
Ask depth 20: 7152
Imbalance 5: -0.251524
Imbalance 10: -0.378301
Imbalance 20: -0.429542
Top bid size: 211
Top ask size: 673
Bid wall score: 0.073931
Ask wall score: 0.0941

Dynamics

Bid depth 5 delta: 278
Ask depth 5 delta: 549
Imbalance 5 delta: -0.129875
Bid depth 10 delta: 406
Ask depth 10 delta: 1229
Imbalance 10 delta: -0.110589
Spread delta: 0.0003
Mid price delta: 0.01585
Wall shift score: 0.008028

Tape

Buy volume: 6610
Sell volume: 5700
Buy/sell delta: 910
Buy/sell ratio: 1.159649
Avg trade size: 123.1
Large trade count: 6
Largest trade size: 3903

Candle

Return 1: 1.34584
Return 3: 3.861908
Volume 1: 127071
Volume avg 5: 289132.4
Momentum 5: 3.231971

Cross Exchange

Mid avg: 1.2347125
Mid median: 1.232225
Price deviation %: 0.655011
Spread %: 1.691082

Funding / OI / Volume

Funding rate: 0.00008766
Funding delta: -0.00000348
Funding abs: 0.00008766
Funding pressure: 0.00009114
Open interest: 26572702
Volume 24h: 114014116
Quote volume 24h: 154397579.40047
Price change 24h %: -21.124

Quality

Capture latency ms: 6306
Order book timestamp: 2026-07-02 08:45:40.590000+02:00
Ticker timestamp: 2026-07-02 08:45:33.331000+02:00
Trades timestamp: 2026-07-02 08:45:42.159000+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: 23425
gate: 23426
htx: 23258
mexc: 23423

By Symbol

VELVET/USDT:USDT: 93532

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