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: 94810
Total labels: 284430
Pending labels: 264947
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 19:01:12.967537+02:00
Recent trades snapshots: 94802
Micro candles: 1896000
Avg data quality: 75.9821115916042612
Latest latency: 16574 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 200 of 9481 · 94810 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 12:46:25.448346+02:00	mexc	VELVET/USDT:USDT	0.54035	68	5737 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 12:46:19.619451+02:00	htx	VELVET/USDT:USDT	0.546695	80	6355 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 12:45:58.496268+02:00	gate	VELVET/USDT:USDT	0.54262	68	10607 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 12:45:47.746934+02:00	binance	VELVET/USDT:USDT	0.5436	80	6954 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 12:45:40.658421+02:00	mexc	VELVET/USDT:USDT	0.54605	68	7336 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 12:45:33.213174+02:00	htx	VELVET/USDT:USDT	0.548455	80	6803 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 12:45:11.313473+02:00	gate	VELVET/USDT:USDT	0.545115	68	12339 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 12:44:58.832011+02:00	binance	VELVET/USDT:USDT	0.54625	80	7128 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 12:44:51.532504+02:00	mexc	VELVET/USDT:USDT	0.5478	78	4551 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 12:44:46.871250+02:00	htx	VELVET/USDT:USDT	0.547935	80	5939 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.5402
Best ask: 0.5405
Spread: 0.0003
Spread %: 0.05552
Mid price: 0.54035
Last price: 0.54
Mark price: -
Index price: 0.5415

Order Book

Bid depth 5: 394
Ask depth 5: 453
Bid depth 10: 985
Ask depth 10: 1292
Bid depth 20: 2813
Ask depth 20: 13427
Imbalance 5: -0.069658
Imbalance 10: -0.134827
Imbalance 20: -0.653571
Top bid size: 245
Top ask size: 6
Bid wall score: 0.087096
Ask wall score: 0.000447

Dynamics

Bid depth 5 delta: -89
Ask depth 5 delta: 230
Imbalance 5 delta: -0.43793
Bid depth 10 delta: -1124
Ask depth 10 delta: 450
Imbalance 10 delta: -0.564173
Spread delta: 0
Mid price delta: -0.0057
Wall shift score: 0.105995

Tape

Buy volume: 674
Sell volume: 2545
Buy/sell delta: -1871
Buy/sell ratio: 0.264833
Avg trade size: 32.19
Large trade count: 8
Largest trade size: 762

Candle

Return 1: -0.589536
Return 3: -0.277213
Volume 1: 2212
Volume avg 5: 9371.4
Momentum 5: 2.527076

Cross Exchange

Mid avg: 0.54474125
Mid median: 0.544825
Price deviation %: -0.806117
Spread %: 0.748062

Funding / OI / Volume

Funding rate: 0.000017
Funding delta: 0
Funding abs: 0.000017
Funding pressure: 0.000017
Open interest: -
Volume 24h: 4589154
Quote volume 24h: 43732593.83
Price change 24h %: -61.81

Quality

Capture latency ms: 5737
Order book timestamp: 2026-07-02 12:46:24.007000+02:00
Ticker timestamp: 2026-07-02 12:46:22.765000+02:00
Trades timestamp: 2026-07-02 12:46:23.978000+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: 0.53626
Best ask: 0.55713
Spread: 0.02087
Spread %: 3.817485
Mid price: 0.546695
Last price: 0.53587
Mark price: -
Index price: -

Order Book

Bid depth 5: 10390
Ask depth 5: 3587
Bid depth 10: 11755
Ask depth 10: 5130
Bid depth 20: 21016
Ask depth 20: 99776
Imbalance 5: 0.486728
Imbalance 10: 0.39236
Imbalance 20: -0.65203
Top bid size: 265
Top ask size: 2505
Bid wall score: 0.012609
Ask wall score: 0.025106

Dynamics

Bid depth 5 delta: 7099
Ask depth 5 delta: 886
Imbalance 5 delta: 0.388264
Bid depth 10 delta: 8043
Ask depth 10 delta: 1510
Imbalance 10 delta: 0.379812
Spread delta: 0.00104
Mid price delta: -0.00176
Wall shift score: -0.036379

Tape

Buy volume: 3792
Sell volume: 10762
Buy/sell delta: -6970
Buy/sell ratio: 0.352351
Avg trade size: 145.54
Large trade count: 5
Largest trade size: 1126

Candle

Return 1: -0.236437
Return 3: -0.10998
Volume 1: 56
Volume avg 5: 138.8
Momentum 5: 2.331666

Cross Exchange

Mid avg: 0.54518125
Mid median: 0.544825
Price deviation %: 0.27766
Spread %: 1.070286

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 122186
Volume 24h: 753636
Quote volume 24h: 753636
Price change 24h %: -62.192653

Quality

Capture latency ms: 6355
Order book timestamp: 2026-07-02 12:46:18.236000+02:00
Ticker timestamp: 2026-07-02 12:46:18.537000+02:00
Trades timestamp: 2026-07-02 12:46:00.600000+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: 0.54189
Best ask: 0.54335
Spread: 0.00146
Spread %: 0.269065
Mid price: 0.54262
Last price: 0.54204
Mark price: 0.54302
Index price: 0.543048

Order Book

Bid depth 5: 11
Ask depth 5: 18
Bid depth 10: 28
Ask depth 10: 31
Bid depth 20: 49
Ask depth 20: 57
Imbalance 5: -0.241379
Imbalance 10: -0.050847
Imbalance 20: -0.075472
Top bid size: 2
Top ask size: 2
Bid wall score: 0.040816
Ask wall score: 0.035088

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -42
Imbalance 5 delta: 0.472906
Bid depth 10 delta: 2
Ask depth 10 delta: -45
Imbalance 10 delta: 0.439349
Spread delta: 0.00021
Mid price delta: -0.002495
Wall shift score: -0.004475

Tape

Buy volume: 136
Sell volume: 144
Buy/sell delta: -8
Buy/sell ratio: 0.944444
Avg trade size: 2.8
Large trade count: 11
Largest trade size: 40

Candle

Return 1: -0.574133
Return 3: 1.1363
Volume 1: 190
Volume avg 5: 181.2
Momentum 5: 3.511888

Cross Exchange

Mid avg: 0.545805
Mid median: 0.5455825
Price deviation %: -0.583542
Spread %: 0.889512

Funding / OI / Volume

Funding rate: -0.000126
Funding delta: 0
Funding abs: 0.000126
Funding pressure: 0.000126
Open interest: -
Volume 24h: 17531200
Quote volume 24h: 16599515
Price change 24h %: -64.19

Quality

Capture latency ms: 10607
Order book timestamp: 2026-07-02 12:45:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:29.157000+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: 0.5435
Best ask: 0.5437
Spread: 0.0002
Spread %: 0.036792
Mid price: 0.5436
Last price: 0.5464
Mark price: -
Index price: -

Order Book

Bid depth 5: 445
Ask depth 5: 2071
Bid depth 10: 3393
Ask depth 10: 5074
Bid depth 20: 12090
Ask depth 20: 12659
Imbalance 5: -0.646264
Imbalance 10: -0.198535
Imbalance 20: -0.022991
Top bid size: 10
Top ask size: 137
Bid wall score: 0.000827
Ask wall score: 0.010822

Dynamics

Bid depth 5 delta: -91
Ask depth 5 delta: 574
Imbalance 5 delta: -0.173563
Bid depth 10 delta: -1390
Ask depth 10 delta: 465
Imbalance 10 delta: -0.217062
Spread delta: 0.0001
Mid price delta: -0.00265
Wall shift score: -0.006656

Tape

Buy volume: 1647
Sell volume: 14403
Buy/sell delta: -12756
Buy/sell ratio: 0.114351
Avg trade size: 160.5
Large trade count: 7
Largest trade size: 1268

Candle

Return 1: -0.293632
Return 3: 1.267474
Volume 1: 242723
Volume avg 5: 332113
Momentum 5: 3.544883

Cross Exchange

Mid avg: 0.5464675
Mid median: 0.54615
Price deviation %: -0.524734
Spread %: 0.611198

Funding / OI / Volume

Funding rate: 0.00001764
Funding delta: 0
Funding abs: 0.00001764
Funding pressure: 0.00001764
Open interest: 24131803
Volume 24h: 251287969
Quote volume 24h: 240482849.5726
Price change 24h %: -64.088

Quality

Capture latency ms: 6954
Order book timestamp: 2026-07-02 12:45:45.511000+02:00
Ticker timestamp: 2026-07-02 12:45:38.930000+02:00
Trades timestamp: 2026-07-02 12:45:47.205000+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: 0.5459
Best ask: 0.5462
Spread: 0.0003
Spread %: 0.05494
Mid price: 0.54605
Last price: 0.547
Mark price: -
Index price: 0.5482

Order Book

Bid depth 5: 483
Ask depth 5: 223
Bid depth 10: 2109
Ask depth 10: 842
Bid depth 20: 8341
Ask depth 20: 1855
Imbalance 5: 0.368272
Imbalance 10: 0.429346
Imbalance 20: 0.636132
Top bid size: 5
Top ask size: 37
Bid wall score: 0.000599
Ask wall score: 0.019946

Dynamics

Bid depth 5 delta: 193
Ask depth 5 delta: 84
Imbalance 5 delta: 0.016291
Bid depth 10 delta: 1166
Ask depth 10 delta: -869
Imbalance 10 delta: 0.718721
Spread delta: 0.0001
Mid price delta: -0.00175
Wall shift score: -0.018244

Tape

Buy volume: 723
Sell volume: 2172
Buy/sell delta: -1449
Buy/sell ratio: 0.332873
Avg trade size: 28.95
Large trade count: 14
Largest trade size: 136

Candle

Return 1: 0.312213
Return 3: 1.883977
Volume 1: 7310
Volume avg 5: 9623.4
Momentum 5: 4.296353

Cross Exchange

Mid avg: 0.546905
Mid median: 0.547025
Price deviation %: -0.156334
Spread %: 0.610709

Funding / OI / Volume

Funding rate: 0.000017
Funding delta: 0.000018
Funding abs: 0.000017
Funding pressure: 0.000035
Open interest: -
Volume 24h: 4582841
Quote volume 24h: 43698347.784
Price change 24h %: -61.31

Quality

Capture latency ms: 7336
Order book timestamp: 2026-07-02 12:45:39.158000+02:00
Ticker timestamp: 2026-07-02 12:45:37.893000+02:00
Trades timestamp: 2026-07-02 12:45:38.678000+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: 0.53854
Best ask: 0.55837
Spread: 0.01983
Spread %: 3.615611
Mid price: 0.548455
Last price: 0.53714
Mark price: -
Index price: -

Order Book

Bid depth 5: 3291
Ask depth 5: 2701
Bid depth 10: 3712
Ask depth 10: 3620
Bid depth 20: 13933
Ask depth 20: 112145
Imbalance 5: 0.098465
Imbalance 10: 0.012548
Imbalance 20: -0.778978
Top bid size: 334
Top ask size: 10
Bid wall score: 0.023972
Ask wall score: 0.000089

Dynamics

Bid depth 5 delta: 706
Ask depth 5 delta: -679
Imbalance 5 delta: 0.231742
Bid depth 10 delta: -159
Ask depth 10 delta: -1333
Imbalance 10 delta: 0.135168
Spread delta: -0.00314
Mid price delta: 0.00052
Wall shift score: 0.045459

Tape

Buy volume: 3984
Sell volume: 10706
Buy/sell delta: -6722
Buy/sell ratio: 0.372128
Avg trade size: 146.9
Large trade count: 5
Largest trade size: 1126

Candle

Return 1: -0.417138
Return 3: 2.275367
Volume 1: 56
Volume avg 5: 182.4
Momentum 5: 2.343571

Cross Exchange

Mid avg: 0.546775
Mid median: 0.547025
Price deviation %: 0.307256
Spread %: 0.515751

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 122186
Volume 24h: 753580
Quote volume 24h: 753580
Price change 24h %: -62.10305

Quality

Capture latency ms: 6803
Order book timestamp: 2026-07-02 12:45:31.194000+02:00
Ticker timestamp: 2026-07-02 12:45:31.472000+02:00
Trades timestamp: 2026-07-02 12:45:00.617000+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: 0.54449
Best ask: 0.54574
Spread: 0.00125
Spread %: 0.229309
Mid price: 0.545115
Last price: 0.54342
Mark price: 0.54347
Index price: 0.543493

Order Book

Bid depth 5: 10
Ask depth 5: 60
Bid depth 10: 26
Ask depth 10: 76
Bid depth 20: 49
Ask depth 20: 98
Imbalance 5: -0.714286
Imbalance 10: -0.490196
Imbalance 20: -0.333333
Top bid size: 1
Top ask size: 1
Bid wall score: 0.020408
Ask wall score: 0.010204

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 50
Imbalance 5 delta: -0.714286
Bid depth 10 delta: 0
Ask depth 10 delta: 54
Imbalance 10 delta: -0.573529
Spread delta: 0.00013
Mid price delta: -0.005835
Wall shift score: 0.010916

Tape

Buy volume: 147
Sell volume: 117
Buy/sell delta: 30
Buy/sell ratio: 1.25641
Avg trade size: 2.64
Large trade count: 10
Largest trade size: 11

Candle

Return 1: -0.321001
Return 3: 1.393787
Volume 1: 65
Volume avg 5: 156.2
Momentum 5: 3.775423

Cross Exchange

Mid avg: 0.54823375
Mid median: 0.5478675
Price deviation %: -0.568872
Spread %: 0.857299

Funding / OI / Volume

Funding rate: -0.000126
Funding delta: -0.000016
Funding abs: 0.000126
Funding pressure: 0.000142
Open interest: -
Volume 24h: 17519800
Quote volume 24h: 16593275
Price change 24h %: -64.1

Quality

Capture latency ms: 12339
Order book timestamp: 2026-07-02 12:45:10+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:29.107000+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: 0.5462
Best ask: 0.5463
Spread: 0.0001
Spread %: 0.018307
Mid price: 0.54625
Last price: 0.5477
Mark price: -
Index price: -

Order Book

Bid depth 5: 536
Ask depth 5: 1497
Bid depth 10: 4783
Ask depth 10: 4609
Bid depth 20: 21562
Ask depth 20: 13673
Imbalance 5: -0.4727
Imbalance 10: 0.018526
Imbalance 20: 0.223897
Top bid size: 10
Top ask size: 52
Bid wall score: 0.000464
Ask wall score: 0.003803

Dynamics

Bid depth 5 delta: -2438
Ask depth 5 delta: 492
Imbalance 5 delta: -0.967548
Bid depth 10 delta: -6269
Ask depth 10 delta: 145
Imbalance 10 delta: -0.406068
Spread delta: -0.0002
Mid price delta: 0.0048
Wall shift score: -0.030014

Tape

Buy volume: 2114
Sell volume: 9607
Buy/sell delta: -7493
Buy/sell ratio: 0.220048
Avg trade size: 117.21
Large trade count: 8
Largest trade size: 1757

Candle

Return 1: 0.923873
Return 3: 3.761398
Volume 1: 514651
Volume avg 5: 344596.4
Momentum 5: 3.564657

Cross Exchange

Mid avg: 0.54703375
Mid median: 0.5478675
Price deviation %: -0.143273
Spread %: 1.736639

Funding / OI / Volume

Funding rate: 0.00001764
Funding delta: 0
Funding abs: 0.00001764
Funding pressure: 0.00001764
Open interest: 24119550
Volume 24h: 251628646
Quote volume 24h: 240706082.58728
Price change 24h %: -63.981

Quality

Capture latency ms: 7128
Order book timestamp: 2026-07-02 12:44:56.557000+02:00
Ticker timestamp: 2026-07-02 12:44:43.711000+02:00
Trades timestamp: 2026-07-02 12:44:58.051000+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: 0.5477
Best ask: 0.5479
Spread: 0.0002
Spread %: 0.03651
Mid price: 0.5478
Last price: 0.548
Mark price: -
Index price: 0.5466

Order Book

Bid depth 5: 290
Ask depth 5: 139
Bid depth 10: 943
Ask depth 10: 1711
Bid depth 20: 4403
Ask depth 20: 10274
Imbalance 5: 0.351981
Imbalance 10: -0.289375
Imbalance 20: -0.400014
Top bid size: 11
Top ask size: 37
Bid wall score: 0.002498
Ask wall score: 0.003601

Dynamics

Bid depth 5 delta: -198
Ask depth 5 delta: -187
Imbalance 5 delta: 0.152964
Bid depth 10 delta: -197
Ask depth 10 delta: 626
Imbalance 10 delta: -0.314094
Spread delta: 0
Mid price delta: 0.0065
Wall shift score: -0.005915

Tape

Buy volume: 600
Sell volume: 3261
Buy/sell delta: -2661
Buy/sell ratio: 0.183993
Avg trade size: 38.61
Large trade count: 7
Largest trade size: 208

Candle

Return 1: 1.145814
Return 3: 3.99012
Volume 1: 11006
Volume avg 5: 9573.4
Momentum 5: 3.812595

Cross Exchange

Mid avg: 0.54540875
Mid median: 0.5446925
Price deviation %: 0.438433
Spread %: 1.769315

Funding / OI / Volume

Funding rate: -0.000001
Funding delta: 0
Funding abs: 0.000001
Funding pressure: 0.000001
Open interest: -
Volume 24h: 4575902
Quote volume 24h: 43660419.182
Price change 24h %: -61.24

Quality

Capture latency ms: 4551
Order book timestamp: 2026-07-02 12:44:49.901000+02:00
Ticker timestamp: 2026-07-02 12:44:49.710000+02:00
Trades timestamp: 2026-07-02 12:44:50.414000+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: 0.53645
Best ask: 0.55942
Spread: 0.02297
Spread %: 4.192103
Mid price: 0.547935
Last price: 0.53939
Mark price: -
Index price: -

Order Book

Bid depth 5: 2585
Ask depth 5: 3380
Bid depth 10: 3871
Ask depth 10: 4953
Bid depth 20: 14092
Ask depth 20: 109194
Imbalance 5: -0.133277
Imbalance 10: -0.12262
Imbalance 20: -0.771393
Top bid size: 16
Top ask size: 2480
Bid wall score: 0.001135
Ask wall score: 0.022712

Dynamics

Bid depth 5 delta: 1789
Ask depth 5 delta: 139
Imbalance 5 delta: 0.47237
Bid depth 10 delta: -4065
Ask depth 10 delta: -149
Imbalance 10 delta: -0.339985
Spread delta: 0.00228
Mid price delta: -0.00182
Wall shift score: -0.024006

Tape

Buy volume: 4442
Sell volume: 10650
Buy/sell delta: -6208
Buy/sell ratio: 0.417089
Avg trade size: 150.92
Large trade count: 4
Largest trade size: 1126

Candle

Return 1: 0.546173
Return 3: 3.003857
Volume 1: 56
Volume avg 5: 322.4
Momentum 5: 2.633432

Cross Exchange

Mid avg: 0.54586375
Mid median: 0.5456025
Price deviation %: 0.379445
Spread %: 1.76784

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 122463
Volume 24h: 753140
Quote volume 24h: 753140
Price change 24h %: -61.944305

Quality

Capture latency ms: 5939
Order book timestamp: 2026-07-02 12:44:45.194000+02:00
Ticker timestamp: 2026-07-02 12:44:45.537000+02:00
Trades timestamp: 2026-07-02 12:44:00.717000+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: 23745
gate: 23746
htx: 23576
mexc: 23743

By Symbol

VELVET/USDT:USDT: 94810

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