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: 94346
Total labels: 283038
Pending labels: 263555
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 17:34:55.377282+02:00
Recent trades snapshots: 94338
Micro candles: 1886720
Avg data quality: 75.9860513429292180
Latest latency: 7899 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 199 of 9435 · 94346 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 11:17:44.808611+02:00	binance	VELVET/USDT:USDT	0.6315	80	8251 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 11:17:35.954302+02:00	mexc	VELVET/USDT:USDT	0.6311	78	4970 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 11:17:30.769375+02:00	htx	VELVET/USDT:USDT	0.62675	80	6457 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 11:17:06.850890+02:00	gate	VELVET/USDT:USDT	0.627835	68	12918 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 11:16:53.763453+02:00	binance	VELVET/USDT:USDT	0.62815	80	5845 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 11:16:47.788871+02:00	mexc	VELVET/USDT:USDT	0.62395	78	4744 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 11:16:42.935172+02:00	htx	VELVET/USDT:USDT	0.6291	80	6613 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 11:16:22.945312+02:00	gate	VELVET/USDT:USDT	0.630985	68	10771 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 11:16:11.992632+02:00	binance	VELVET/USDT:USDT	0.63845	80	6525 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 11:16:05.142046+02:00	mexc	VELVET/USDT:USDT	0.6402	68	31153 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.6314
Best ask: 0.6316
Spread: 0.0002
Spread %: 0.031671
Mid price: 0.6315
Last price: 0.6311
Mark price: -
Index price: -

Order Book

Bid depth 5: 2427
Ask depth 5: 3092
Bid depth 10: 5439
Ask depth 10: 4077
Bid depth 20: 16883
Ask depth 20: 11321
Imbalance 5: -0.120493
Imbalance 10: 0.143127
Imbalance 20: 0.197206
Top bid size: 60
Top ask size: 113
Bid wall score: 0.003554
Ask wall score: 0.009981

Dynamics

Bid depth 5 delta: 1159
Ask depth 5 delta: 2729
Imbalance 5 delta: -0.675367
Bid depth 10 delta: 2499
Ask depth 10 delta: 1995
Imbalance 10 delta: -0.027721
Spread delta: 0.0001
Mid price delta: 0.00335
Wall shift score: -0.061761

Tape

Buy volume: 6939
Sell volume: 2445
Buy/sell delta: 4494
Buy/sell ratio: 2.838037
Avg trade size: 93.84
Large trade count: 5
Largest trade size: 1905

Candle

Return 1: -0.347716
Return 3: 1.464435
Volume 1: 267733
Volume avg 5: 543773.8
Momentum 5: 3.786008

Cross Exchange

Mid avg: 0.62845875
Mid median: 0.6279925
Price deviation %: 0.483922
Spread %: 0.69217

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 24289064
Volume 24h: 209186074
Quote volume 24h: 221822639.26586
Price change 24h %: -59.774

Quality

Capture latency ms: 8251
Order book timestamp: 2026-07-02 11:17:42.025000+02:00
Ticker timestamp: 2026-07-02 11:17:34.530000+02:00
Trades timestamp: 2026-07-02 11:17:44.087000+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: 0.6309
Best ask: 0.6313
Spread: 0.0004
Spread %: 0.063381
Mid price: 0.6311
Last price: 0.6278
Mark price: -
Index price: 0.6293

Order Book

Bid depth 5: 275
Ask depth 5: 21323
Bid depth 10: 980
Ask depth 10: 32310
Bid depth 20: 2594
Ask depth 20: 43701
Imbalance 5: -0.974535
Imbalance 10: -0.941123
Imbalance 20: -0.887936
Top bid size: 87
Top ask size: 12837
Bid wall score: 0.033539
Ask wall score: 0.293746

Dynamics

Bid depth 5 delta: -56
Ask depth 5 delta: 21180
Imbalance 5 delta: -1.371159
Bid depth 10 delta: -281
Ask depth 10 delta: 31984
Imbalance 10 delta: -1.530285
Spread delta: -0.0001
Mid price delta: 0.00715
Wall shift score: -0.261246

Tape

Buy volume: 1028
Sell volume: 944
Buy/sell delta: 84
Buy/sell ratio: 1.088983
Avg trade size: 19.72
Large trade count: 7
Largest trade size: 158

Candle

Return 1: -0.110777
Return 3: 1.642512
Volume 1: 6188
Volume avg 5: 11962
Momentum 5: 3.815789

Cross Exchange

Mid avg: 0.62667125
Mid median: 0.6272925
Price deviation %: 0.70671
Spread %: 0.670208

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3510273
Quote volume 24h: 38395989.189
Price change 24h %: -55.6

Quality

Capture latency ms: 4970
Order book timestamp: 2026-07-02 11:17:34.403000+02:00
Ticker timestamp: 2026-07-02 11:17:31.802000+02:00
Trades timestamp: 2026-07-02 11:17:34.525000+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: 0.61471
Best ask: 0.63879
Spread: 0.02408
Spread %: 3.842042
Mid price: 0.62675
Last price: 0.61391
Mark price: -
Index price: -

Order Book

Bid depth 5: 4155
Ask depth 5: 2314
Bid depth 10: 7114
Ask depth 10: 4345
Bid depth 20: 9201
Ask depth 20: 6323
Imbalance 5: 0.284588
Imbalance 10: 0.241644
Imbalance 20: 0.18539
Top bid size: 72
Top ask size: 9
Bid wall score: 0.007825
Ask wall score: 0.001423

Dynamics

Bid depth 5 delta: 2592
Ask depth 5 delta: -241
Imbalance 5 delta: 0.525482
Bid depth 10 delta: 2417
Ask depth 10 delta: -280
Imbalance 10 delta: 0.23392
Spread delta: -0.00856
Mid price delta: -0.00235
Wall shift score: 0.010238

Tape

Buy volume: 4230
Sell volume: 8688
Buy/sell delta: -4458
Buy/sell ratio: 0.486878
Avg trade size: 129.18
Large trade count: 7
Largest trade size: 2104

Candle

Return 1: -2.271642
Return 3: -2.004885
Volume 1: 12
Volume avg 5: 634.8
Momentum 5: 2.904891

Cross Exchange

Mid avg: 0.62725875
Mid median: 0.6279925
Price deviation %: -0.081107
Spread %: 0.821033

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 98445
Volume 24h: 553246
Quote volume 24h: 553246
Price change 24h %: -56.68668

Quality

Capture latency ms: 6457
Order book timestamp: 2026-07-02 11:17:28.594000+02:00
Ticker timestamp: 2026-07-02 11:17:28.963000+02:00
Trades timestamp: 2026-07-02 11:17:04.718000+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: 0.62714
Best ask: 0.62853
Spread: 0.00139
Spread %: 0.221396
Mid price: 0.627835
Last price: 0.6285
Mark price: 0.63323
Index price: 0.634028

Order Book

Bid depth 5: 13
Ask depth 5: 9
Bid depth 10: 23
Ask depth 10: 23
Bid depth 20: 56
Ask depth 20: 59
Imbalance 5: 0.181818
Imbalance 10: 0
Imbalance 20: -0.026087
Top bid size: 2
Top ask size: 1
Bid wall score: 0.035714
Ask wall score: 0.016949

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: -3
Imbalance 5 delta: 0.444976
Bid depth 10 delta: 4
Ask depth 10 delta: 1
Imbalance 10 delta: 0.073171
Spread delta: -0.00042
Mid price delta: -0.00315
Wall shift score: 0.024637

Tape

Buy volume: 79
Sell volume: 97
Buy/sell delta: -18
Buy/sell ratio: 0.814433
Avg trade size: 1.76
Large trade count: 2
Largest trade size: 49

Candle

Return 1: -0.585258
Return 3: 0.962234
Volume 1: 27
Volume avg 5: 292.2
Momentum 5: 3.47723

Cross Exchange

Mid avg: 0.62804625
Mid median: 0.628625
Price deviation %: -0.033636
Spread %: 1.12014

Funding / OI / Volume

Funding rate: -0.000324
Funding delta: 0.000086
Funding abs: 0.000324
Funding pressure: 0.00041
Open interest: -
Volume 24h: 14795200
Quote volume 24h: 15308544
Price change 24h %: -59.85

Quality

Capture latency ms: 12918
Order book timestamp: 2026-07-02 11:17:05+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:23.825000+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: 0.6281
Best ask: 0.6282
Spread: 0.0001
Spread %: 0.01592
Mid price: 0.62815
Last price: 0.6236
Mark price: -
Index price: -

Order Book

Bid depth 5: 1268
Ask depth 5: 363
Bid depth 10: 2940
Ask depth 10: 2082
Bid depth 20: 9788
Ask depth 20: 16316
Imbalance 5: 0.554874
Imbalance 10: 0.170848
Imbalance 20: -0.250077
Top bid size: 547
Top ask size: 9
Bid wall score: 0.055885
Ask wall score: 0.000552

Dynamics

Bid depth 5 delta: -6345
Ask depth 5 delta: -764
Imbalance 5 delta: -0.187231
Bid depth 10 delta: -8881
Ask depth 10 delta: -1079
Imbalance 10 delta: -0.407179
Spread delta: -0.0016
Mid price delta: -0.0103
Wall shift score: 0.052786

Tape

Buy volume: 12830
Sell volume: 8718
Buy/sell delta: 4112
Buy/sell ratio: 1.471668
Avg trade size: 215.48
Large trade count: 7
Largest trade size: 3526

Candle

Return 1: -2.057036
Return 3: 2.478396
Volume 1: 517137
Volume avg 5: 535496.4
Momentum 5: 3.405726

Cross Exchange

Mid avg: 0.63062125
Mid median: 0.6300425
Price deviation %: -0.391875
Spread %: 2.29932

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 24256686
Volume 24h: 208836552
Quote volume 24h: 221617599.1315
Price change 24h %: -60.268

Quality

Capture latency ms: 5845
Order book timestamp: 2026-07-02 11:16:51.591000+02:00
Ticker timestamp: 2026-07-02 11:16:44.461000+02:00
Trades timestamp: 2026-07-02 11:16:53.187000+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: 0.6237
Best ask: 0.6242
Spread: 0.0005
Spread %: 0.080135
Mid price: 0.62395
Last price: 0.6255
Mark price: -
Index price: 0.6276

Order Book

Bid depth 5: 331
Ask depth 5: 143
Bid depth 10: 1261
Ask depth 10: 326
Bid depth 20: 2423
Ask depth 20: 6467
Imbalance 5: 0.396624
Imbalance 10: 0.589162
Imbalance 20: -0.454893
Top bid size: 22
Top ask size: 52
Bid wall score: 0.00908
Ask wall score: 0.008041

Dynamics

Bid depth 5 delta: -61
Ask depth 5 delta: -43
Imbalance 5 delta: 0.040223
Bid depth 10 delta: 493
Ask depth 10 delta: -22
Imbalance 10 delta: 0.212818
Spread delta: 0.0001
Mid price delta: -0.01625
Wall shift score: 0.001766

Tape

Buy volume: 1894
Sell volume: 779
Buy/sell delta: 1115
Buy/sell ratio: 2.431322
Avg trade size: 26.73
Large trade count: 4
Largest trade size: 490

Candle

Return 1: -2.448534
Return 3: 1.95599
Volume 1: 13406
Volume avg 5: 11403.2
Momentum 5: 2.946017

Cross Exchange

Mid avg: 0.63468375
Mid median: 0.6347175
Price deviation %: -1.691197
Spread %: 1.748903

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3501320
Quote volume 24h: 38339912.238
Price change 24h %: -55.76

Quality

Capture latency ms: 4744
Order book timestamp: 2026-07-02 11:16:46.266000+02:00
Ticker timestamp: 2026-07-02 11:16:43.804000+02:00
Trades timestamp: 2026-07-02 11:16:46.439000+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: 0.61278
Best ask: 0.64542
Spread: 0.03264
Spread %: 5.188364
Mid price: 0.6291
Last price: 0.62818
Mark price: -
Index price: -

Order Book

Bid depth 5: 1563
Ask depth 5: 2555
Bid depth 10: 4697
Ask depth 10: 4625
Bid depth 20: 6315
Ask depth 20: 6652
Imbalance 5: -0.240894
Imbalance 10: 0.007724
Imbalance 20: -0.025989
Top bid size: 9
Top ask size: 35
Bid wall score: 0.001425
Ask wall score: 0.005262

Dynamics

Bid depth 5 delta: -964
Ask depth 5 delta: -674
Imbalance 5 delta: -0.118934
Bid depth 10 delta: 97
Ask depth 10 delta: -419
Imbalance 10 delta: 0.053763
Spread delta: 0.01068
Mid price delta: -0.00935
Wall shift score: -0.001496

Tape

Buy volume: 4230
Sell volume: 8692
Buy/sell delta: -4462
Buy/sell ratio: 0.486654
Avg trade size: 129.22
Large trade count: 7
Largest trade size: 2104

Candle

Return 1: -0.60443
Return 3: 4.834699
Volume 1: 206
Volume avg 5: 635.6
Momentum 5: 1.203461

Cross Exchange

Mid avg: 0.63702125
Mid median: 0.63845
Price deviation %: -1.243483
Spread %: 1.446577

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 98356
Volume 24h: 553234
Quote volume 24h: 553234
Price change 24h %: -55.679886

Quality

Capture latency ms: 6613
Order book timestamp: 2026-07-02 11:16:40.636000+02:00
Ticker timestamp: 2026-07-02 11:16:41.200000+02:00
Trades timestamp: 2026-07-02 11:16:27.455000+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: 0.63008
Best ask: 0.63189
Spread: 0.00181
Spread %: 0.286853
Mid price: 0.630985
Last price: 0.63
Mark price: 0.63541
Index price: 0.636143

Order Book

Bid depth 5: 7
Ask depth 5: 12
Bid depth 10: 19
Ask depth 10: 22
Bid depth 20: 54
Ask depth 20: 41
Imbalance 5: -0.263158
Imbalance 10: -0.073171
Imbalance 20: 0.136842
Top bid size: 1
Top ask size: 1
Bid wall score: 0.018519
Ask wall score: 0.02439

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 3
Imbalance 5 delta: -0.138158
Bid depth 10 delta: 0
Ask depth 10 delta: 4
Imbalance 10 delta: -0.100198
Spread delta: -0.00027
Mid price delta: 0.007165
Wall shift score: -0.004209

Tape

Buy volume: 119
Sell volume: 96
Buy/sell delta: 23
Buy/sell ratio: 1.239583
Avg trade size: 2.15
Large trade count: 7
Largest trade size: 10

Candle

Return 1: -1.666589
Return 3: 3.063776
Volume 1: 149
Volume avg 5: 318.4
Momentum 5: 3.704313

Cross Exchange

Mid avg: 0.63523
Mid median: 0.63845
Price deviation %: -0.668262
Spread %: 2.578594

Funding / OI / Volume

Funding rate: -0.00041
Funding delta: 0.000037
Funding abs: 0.00041
Funding pressure: 0.000447
Open interest: -
Volume 24h: 14767500
Quote volume 24h: 15291169
Price change 24h %: -59.75

Quality

Capture latency ms: 10771
Order book timestamp: 2026-07-02 11:16:21+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:23.780000+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: 0.6376
Best ask: 0.6393
Spread: 0.0017
Spread %: 0.26627
Mid price: 0.63845
Last price: 0.6378
Mark price: -
Index price: -

Order Book

Bid depth 5: 7613
Ask depth 5: 1127
Bid depth 10: 11821
Ask depth 10: 3161
Bid depth 20: 15088
Ask depth 20: 10216
Imbalance 5: 0.742105
Imbalance 10: 0.578027
Imbalance 20: 0.192539
Top bid size: 130
Top ask size: 62
Bid wall score: 0.008616
Ask wall score: 0.006069

Dynamics

Bid depth 5 delta: 6674
Ask depth 5 delta: 24
Imbalance 5 delta: 0.822419
Bid depth 10 delta: 9147
Ask depth 10 delta: 367
Imbalance 10 delta: 0.599973
Spread delta: 0.0015
Mid price delta: 0.01575
Wall shift score: 0.010799

Tape

Buy volume: 12626
Sell volume: 12260
Buy/sell delta: 366
Buy/sell ratio: 1.029853
Avg trade size: 248.86
Large trade count: 6
Largest trade size: 5059

Candle

Return 1: -0.451925
Return 3: 4.157835
Volume 1: 102882
Volume avg 5: 452645.4
Momentum 5: 5.100362

Cross Exchange

Mid avg: 0.6312925
Mid median: 0.631135
Price deviation %: 1.133785
Spread %: 2.772091

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 24271101
Volume 24h: 208428701
Quote volume 24h: 221371273.03022
Price change 24h %: -59.363

Quality

Capture latency ms: 6525
Order book timestamp: 2026-07-02 11:16:09.814000+02:00
Ticker timestamp: 2026-07-02 11:16:04.438000+02:00
Trades timestamp: 2026-07-02 11:16:11.474000+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: 0.64
Best ask: 0.6404
Spread: 0.0004
Spread %: 0.06248
Mid price: 0.6402
Last price: 0.6423
Mark price: -
Index price: 0.641

Order Book

Bid depth 5: 392
Ask depth 5: 186
Bid depth 10: 768
Ask depth 10: 348
Bid depth 20: 1689
Ask depth 20: 8336
Imbalance 5: 0.356401
Imbalance 10: 0.376344
Imbalance 20: -0.663042
Top bid size: 1
Top ask size: 11
Bid wall score: 0.000592
Ask wall score: 0.00132

Dynamics

Bid depth 5 delta: -603
Ask depth 5 delta: -689
Imbalance 5 delta: 0.29223
Bid depth 10 delta: -1271
Ask depth 10 delta: -1508
Imbalance 10 delta: 0.329361
Spread delta: 0.0003
Mid price delta: 0.01445
Wall shift score: -0.104973

Tape

Buy volume: 376
Sell volume: 1356
Buy/sell delta: -980
Buy/sell ratio: 0.277286
Avg trade size: 17.32
Large trade count: 7
Largest trade size: 80

Candle

Return 1: -0.436681
Return 3: 4.05868
Volume 1: 903
Volume avg 5: 8902.6
Momentum 5: 5.069124

Cross Exchange

Mid avg: 0.62768
Mid median: 0.624785
Price deviation %: 1.994647
Spread %: 2.50924

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3491130
Quote volume 24h: 38275726.905
Price change 24h %: -54.57

Quality

Capture latency ms: 31153
Order book timestamp: 2026-07-02 11:16:03.249000+02:00
Ticker timestamp: 2026-07-02 11:16:01.759000+02:00
Trades timestamp: 2026-07-02 11:16:03.254000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 23629
gate: 23629
htx: 23461
mexc: 23627

By Symbol

VELVET/USDT:USDT: 94346

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