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: 95201
Total labels: 285603
Pending labels: 266120
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 20:21:26.293266+02:00
Recent trades snapshots: 95193
Micro candles: 1903820
Avg data quality: 75.9756305080828983
Latest latency: 11042 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 201 of 9521 · 95201 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 13:58:16.826589+02:00	htx	VELVET/USDT:USDT	0.52951	80	5699 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 13:57:58.425651+02:00	gate	VELVET/USDT:USDT	0.531315	68	10433 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 13:57:47.854754+02:00	binance	VELVET/USDT:USDT	0.5316	80	7411 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 13:57:40.319147+02:00	mexc	VELVET/USDT:USDT	0.53175	78	4764 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 13:57:35.363833+02:00	htx	VELVET/USDT:USDT	0.53276	80	6329 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 13:57:15.779364+02:00	gate	VELVET/USDT:USDT	0.531305	68	10540 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 13:57:04.881856+02:00	binance	VELVET/USDT:USDT	0.53335	80	8520 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 13:56:56.211168+02:00	mexc	VELVET/USDT:USDT	0.53515	68	6523 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 13:56:49.597802+02:00	htx	VELVET/USDT:USDT	0.54481	80	5734 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 13:56:31.420750+02:00	gate	VELVET/USDT:USDT	0.535865	68	10969 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.52936
Best ask: 0.52966
Spread: 0.0003
Spread %: 0.056656
Mid price: 0.52951
Last price: 0.53106
Mark price: -
Index price: -

Order Book

Bid depth 5: 6649
Ask depth 5: 5840
Bid depth 10: 12947
Ask depth 10: 104383
Bid depth 20: 114852
Ask depth 20: 110036
Imbalance 5: 0.064777
Imbalance 10: -0.779306
Imbalance 20: 0.021415
Top bid size: 15
Top ask size: 63
Bid wall score: 0.000131
Ask wall score: 0.000573

Dynamics

Bid depth 5 delta: 998
Ask depth 5 delta: 833
Imbalance 5 delta: 0.004353
Bid depth 10 delta: 1517
Ask depth 10 delta: 1791
Imbalance 10 delta: 0.020206
Spread delta: -0.0009
Mid price delta: -0.00325
Wall shift score: -0.000454

Tape

Buy volume: 1898
Sell volume: 14936
Buy/sell delta: -13038
Buy/sell ratio: 0.127076
Avg trade size: 168.34
Large trade count: 6
Largest trade size: 1000

Candle

Return 1: -3.363814
Return 3: -1.488483
Volume 1: 172
Volume avg 5: 246.4
Momentum 5: -0.695838

Cross Exchange

Mid avg: 0.53185625
Mid median: 0.531675
Price deviation %: -0.441144
Spread %: 0.27169

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 141463
Volume 24h: 922584
Quote volume 24h: 922584
Price change 24h %: -62.532014

Quality

Capture latency ms: 5699
Order book timestamp: 2026-07-02 13:58:15.336000+02:00
Ticker timestamp: 2026-07-02 13:58:15.701000+02:00
Trades timestamp: 2026-07-02 13:58:00.921000+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: 0.53081
Best ask: 0.53182
Spread: 0.00101
Spread %: 0.190094
Mid price: 0.531315
Last price: 0.53341
Mark price: 0.5328
Index price: 0.532808

Order Book

Bid depth 5: 15
Ask depth 5: 16
Bid depth 10: 29
Ask depth 10: 34
Bid depth 20: 52
Ask depth 20: 56
Imbalance 5: -0.032258
Imbalance 10: -0.079365
Imbalance 20: -0.037037
Top bid size: 1
Top ask size: 4
Bid wall score: 0.019231
Ask wall score: 0.071429

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: 1
Imbalance 5 delta: 0.121588
Bid depth 10 delta: 5
Ask depth 10 delta: -3
Imbalance 10 delta: 0.13375
Spread delta: 0.00004
Mid price delta: 0.00001
Wall shift score: -0.039086

Tape

Buy volume: 136
Sell volume: 143
Buy/sell delta: -7
Buy/sell ratio: 0.951049
Avg trade size: 2.79
Large trade count: 14
Largest trade size: 16

Candle

Return 1: -0.377267
Return 3: -1.029761
Volume 1: 80
Volume avg 5: 38.6
Momentum 5: -0.319554

Cross Exchange

Mid avg: 0.53185375
Mid median: 0.531675
Price deviation %: -0.101297
Spread %: 0.273571

Funding / OI / Volume

Funding rate: -0.00012
Funding delta: 0
Funding abs: 0.00012
Funding pressure: 0.00012
Open interest: -
Volume 24h: 18834400
Quote volume 24h: 16858169
Price change 24h %: -62.66

Quality

Capture latency ms: 10433
Order book timestamp: 2026-07-02 13:57:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:33.467000+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: 0.5315
Best ask: 0.5317
Spread: 0.0002
Spread %: 0.037622
Mid price: 0.5316
Last price: 0.532
Mark price: -
Index price: -

Order Book

Bid depth 5: 1975
Ask depth 5: 3110
Bid depth 10: 5741
Ask depth 10: 5595
Bid depth 20: 44812
Ask depth 20: 12153
Imbalance 5: -0.223206
Imbalance 10: 0.012879
Imbalance 20: 0.573317
Top bid size: 720
Top ask size: 141
Bid wall score: 0.016067
Ask wall score: 0.011602

Dynamics

Bid depth 5 delta: -850
Ask depth 5 delta: 1186
Imbalance 5 delta: -0.41293
Bid depth 10 delta: -23034
Ask depth 10 delta: 483
Imbalance 10 delta: -0.685412
Spread delta: 0.0001
Mid price delta: -0.00175
Wall shift score: 0.001222

Tape

Buy volume: 11540
Sell volume: 9629
Buy/sell delta: 1911
Buy/sell ratio: 1.198463
Avg trade size: 211.69
Large trade count: 10
Largest trade size: 2357

Candle

Return 1: -0.467727
Return 3: -1.078468
Volume 1: 194366
Volume avg 5: 153239.4
Momentum 5: -0.486345

Cross Exchange

Mid avg: 0.53229125
Mid median: 0.532255
Price deviation %: -0.129863
Spread %: 0.384188

Funding / OI / Volume

Funding rate: 0.00003766
Funding delta: 0
Funding abs: 0.00003766
Funding pressure: 0.00003766
Open interest: 24096802
Volume 24h: 272476079
Quote volume 24h: 245321101.18558
Price change 24h %: -62.535

Quality

Capture latency ms: 7411
Order book timestamp: 2026-07-02 13:57:45.460000+02:00
Ticker timestamp: 2026-07-02 13:57:42.795000+02:00
Trades timestamp: 2026-07-02 13:57:47.222000+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: 0.5316
Best ask: 0.5319
Spread: 0.0003
Spread %: 0.056417
Mid price: 0.53175
Last price: 0.5326
Mark price: -
Index price: 0.5328

Order Book

Bid depth 5: 361
Ask depth 5: 631
Bid depth 10: 1207
Ask depth 10: 1953
Bid depth 20: 2887
Ask depth 20: 4152
Imbalance 5: -0.272177
Imbalance 10: -0.236076
Imbalance 20: -0.179713
Top bid size: 33
Top ask size: 37
Bid wall score: 0.011431
Ask wall score: 0.008911

Dynamics

Bid depth 5 delta: -442
Ask depth 5 delta: 39
Imbalance 5 delta: -0.423432
Bid depth 10 delta: -701
Ask depth 10 delta: 780
Imbalance 10 delta: -0.474635
Spread delta: 0
Mid price delta: -0.0034
Wall shift score: 0.010992

Tape

Buy volume: 893
Sell volume: 3201
Buy/sell delta: -2308
Buy/sell ratio: 0.278975
Avg trade size: 40.94
Large trade count: 8
Largest trade size: 480

Candle

Return 1: -0.504484
Return 3: -1.003904
Volume 1: 6836
Volume avg 5: 5437.6
Momentum 5: -0.411446

Cross Exchange

Mid avg: 0.53314125
Mid median: 0.533055
Price deviation %: -0.260953
Spread %: 0.721197

Funding / OI / Volume

Funding rate: 0.000037
Funding delta: 0
Funding abs: 0.000037
Funding pressure: 0.000037
Open interest: -
Volume 24h: 5186854
Quote volume 24h: 46127691.256
Price change 24h %: -62.33

Quality

Capture latency ms: 4764
Order book timestamp: 2026-07-02 13:57:38.630000+02:00
Ticker timestamp: 2026-07-02 13:57:37.800000+02:00
Trades timestamp: 2026-07-02 13:57:37.848000+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: 0.53216
Best ask: 0.53336
Spread: 0.0012
Spread %: 0.225242
Mid price: 0.53276
Last price: 0.54789
Mark price: -
Index price: -

Order Book

Bid depth 5: 5651
Ask depth 5: 5007
Bid depth 10: 11430
Ask depth 10: 102592
Bid depth 20: 114799
Ask depth 20: 108228
Imbalance 5: 0.060424
Imbalance 10: -0.799512
Imbalance 20: 0.029463
Top bid size: 47
Top ask size: 43
Bid wall score: 0.000409
Ask wall score: 0.000397

Dynamics

Bid depth 5 delta: 2208
Ask depth 5 delta: 940
Imbalance 5 delta: 0.143513
Bid depth 10 delta: 3665
Ask depth 10 delta: 96306
Imbalance 10 delta: -0.904772
Spread delta: -0.0145
Mid price delta: -0.01205
Wall shift score: -0.016252

Tape

Buy volume: 1822
Sell volume: 15004
Buy/sell delta: -13182
Buy/sell ratio: 0.121434
Avg trade size: 168.26
Large trade count: 6
Largest trade size: 1000

Candle

Return 1: 1.826934
Return 3: -0.052902
Volume 1: 412
Volume avg 5: 220.8
Momentum 5: 2.130634

Cross Exchange

Mid avg: 0.53615375
Mid median: 0.53425
Price deviation %: -0.632981
Spread %: 2.518867

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 141353
Volume 24h: 922488
Quote volume 24h: 922488
Price change 24h %: -61.344603

Quality

Capture latency ms: 6329
Order book timestamp: 2026-07-02 13:57:33.436000+02:00
Ticker timestamp: 2026-07-02 13:57:34.081000+02:00
Trades timestamp: 2026-07-02 13:57:20.272000+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: 0.53082
Best ask: 0.53179
Spread: 0.00097
Spread %: 0.182569
Mid price: 0.531305
Last price: 0.53208
Mark price: 0.53314
Index price: 0.533728

Order Book

Bid depth 5: 11
Ask depth 5: 15
Bid depth 10: 24
Ask depth 10: 37
Bid depth 20: 53
Ask depth 20: 59
Imbalance 5: -0.153846
Imbalance 10: -0.213115
Imbalance 20: -0.053571
Top bid size: 2
Top ask size: 3
Bid wall score: 0.037736
Ask wall score: 0.050847

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 0
Imbalance 5 delta: 0.096154
Bid depth 10 delta: 0
Ask depth 10 delta: 3
Imbalance 10 delta: -0.040701
Spread delta: -0.00004
Mid price delta: -0.00456
Wall shift score: -0.054986

Tape

Buy volume: 108
Sell volume: 166
Buy/sell delta: -58
Buy/sell ratio: 0.650602
Avg trade size: 2.74
Large trade count: 14
Largest trade size: 16

Candle

Return 1: -0.625665
Return 3: -1.276533
Volume 1: 3
Volume avg 5: 23.2
Momentum 5: -0.568097

Cross Exchange

Mid avg: 0.53729375
Mid median: 0.5355075
Price deviation %: -1.114614
Spread %: 2.132911

Funding / OI / Volume

Funding rate: -0.00012
Funding delta: -0.00001
Funding abs: 0.00012
Funding pressure: 0.00013
Open interest: -
Volume 24h: 18826400
Quote volume 24h: 16853908
Price change 24h %: -62.76

Quality

Capture latency ms: 10540
Order book timestamp: 2026-07-02 13:57:14+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:33.432000+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: 0.5333
Best ask: 0.5334
Spread: 0.0001
Spread %: 0.018749
Mid price: 0.53335
Last price: 0.5346
Mark price: -
Index price: -

Order Book

Bid depth 5: 2825
Ask depth 5: 1924
Bid depth 10: 28775
Ask depth 10: 5112
Bid depth 20: 34617
Ask depth 20: 9689
Imbalance 5: 0.189724
Imbalance 10: 0.698291
Imbalance 20: 0.562633
Top bid size: 148
Top ask size: 10
Bid wall score: 0.004275
Ask wall score: 0.001032

Dynamics

Bid depth 5 delta: 1521
Ask depth 5 delta: 517
Imbalance 5 delta: 0.227718
Bid depth 10 delta: 22714
Ask depth 10 delta: 841
Imbalance 10 delta: 0.525043
Spread delta: 0
Mid price delta: -0.0032
Wall shift score: -0.003711

Tape

Buy volume: 4273
Sell volume: 12828
Buy/sell delta: -8555
Buy/sell ratio: 0.333099
Avg trade size: 171.01
Large trade count: 7
Largest trade size: 2738

Candle

Return 1: -0.280636
Return 3: -0.892525
Volume 1: 7038
Volume avg 5: 115773.8
Momentum 5: -0.299289

Cross Exchange

Mid avg: 0.53809375
Mid median: 0.5362075
Price deviation %: -0.881584
Spread %: 1.795226

Funding / OI / Volume

Funding rate: 0.00003766
Funding delta: -0.00000025
Funding abs: 0.00003766
Funding pressure: 0.00003791
Open interest: 24068394
Volume 24h: 271938305
Quote volume 24h: 245208500.7358
Price change 24h %: -62.621

Quality

Capture latency ms: 8520
Order book timestamp: 2026-07-02 13:57:02.553000+02:00
Ticker timestamp: 2026-07-02 13:56:55.481000+02:00
Trades timestamp: 2026-07-02 13:57:03.940000+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: 0.535
Best ask: 0.5353
Spread: 0.0003
Spread %: 0.056059
Mid price: 0.53515
Last price: 0.5356
Mark price: -
Index price: 0.5371

Order Book

Bid depth 5: 803
Ask depth 5: 592
Bid depth 10: 1908
Ask depth 10: 1173
Bid depth 20: 3791
Ask depth 20: 2580
Imbalance 5: 0.151254
Imbalance 10: 0.238559
Imbalance 20: 0.19008
Top bid size: 34
Top ask size: 45
Bid wall score: 0.008969
Ask wall score: 0.017442

Dynamics

Bid depth 5 delta: 384
Ask depth 5 delta: 36
Imbalance 5 delta: 0.291767
Bid depth 10 delta: 649
Ask depth 10 delta: 88
Imbalance 10 delta: 0.164327
Spread delta: 0.0001
Mid price delta: -0.00325
Wall shift score: -0.035584

Tape

Buy volume: 1143
Sell volume: 1024
Buy/sell delta: 119
Buy/sell ratio: 1.116211
Avg trade size: 21.67
Large trade count: 6
Largest trade size: 189

Candle

Return 1: -0.593912
Return 3: 0.09344
Volume 1: 1367
Volume avg 5: 5860.6
Momentum 5: -0.667656

Cross Exchange

Mid avg: 0.53890625
Mid median: 0.537475
Price deviation %: -0.697014
Spread %: 1.659843

Funding / OI / Volume

Funding rate: 0.000037
Funding delta: 0
Funding abs: 0.000037
Funding pressure: 0.000037
Open interest: -
Volume 24h: 5180920
Quote volume 24h: 46096093.842
Price change 24h %: -62.12

Quality

Capture latency ms: 6523
Order book timestamp: 2026-07-02 13:56:54.939000+02:00
Ticker timestamp: 2026-07-02 13:56:52.862000+02:00
Trades timestamp: 2026-07-02 13:56:51.724000+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: 0.53696
Best ask: 0.55266
Spread: 0.0157
Spread %: 2.881739
Mid price: 0.54481
Last price: 0.53806
Mark price: -
Index price: -

Order Book

Bid depth 5: 3443
Ask depth 5: 4067
Bid depth 10: 7765
Ask depth 10: 6286
Bid depth 20: 17206
Ask depth 20: 10604
Imbalance 5: -0.083089
Imbalance 10: 0.105259
Imbalance 20: 0.237397
Top bid size: 335
Top ask size: 34
Bid wall score: 0.01947
Ask wall score: 0.003206

Dynamics

Bid depth 5 delta: 2625
Ask depth 5 delta: -331
Imbalance 5 delta: 0.60326
Bid depth 10 delta: 3453
Ask depth 10 delta: -1100
Imbalance 10 delta: 0.368039
Spread delta: -0.00068
Mid price delta: -0.00144
Wall shift score: 0.055138

Tape

Buy volume: 1838
Sell volume: 15392
Buy/sell delta: -13554
Buy/sell ratio: 0.119413
Avg trade size: 172.3
Large trade count: 6
Largest trade size: 1000

Candle

Return 1: 0.111636
Return 3: 0.917156
Volume 1: 100
Volume avg 5: 176.4
Momentum 5: -0.89516

Cross Exchange

Mid avg: 0.53926625
Mid median: 0.537475
Price deviation %: 1.028017
Spread %: 1.925765

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 141451
Volume 24h: 922146
Quote volume 24h: 922146
Price change 24h %: -62.038141

Quality

Capture latency ms: 5734
Order book timestamp: 2026-07-02 13:56:47.336000+02:00
Ticker timestamp: 2026-07-02 13:56:48.019000+02:00
Trades timestamp: 2026-07-02 13:56:00.662000+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: 0.53536
Best ask: 0.53637
Spread: 0.00101
Spread %: 0.18848
Mid price: 0.535865
Last price: 0.53697
Mark price: 0.53698
Index price: 0.5375

Order Book

Bid depth 5: 9
Ask depth 5: 15
Bid depth 10: 24
Ask depth 10: 34
Bid depth 20: 51
Ask depth 20: 59
Imbalance 5: -0.25
Imbalance 10: -0.172414
Imbalance 20: -0.072727
Top bid size: 3
Top ask size: 1
Bid wall score: 0.058824
Ask wall score: 0.016949

Dynamics

Bid depth 5 delta: -9
Ask depth 5 delta: 0
Imbalance 5 delta: -0.340909
Bid depth 10 delta: -7
Ask depth 10 delta: 1
Imbalance 10 delta: -0.141164
Spread delta: 0.00004
Mid price delta: -0.0011
Wall shift score: 0.077901

Tape

Buy volume: 87
Sell volume: 170
Buy/sell delta: -83
Buy/sell ratio: 0.511765
Avg trade size: 2.57
Large trade count: 14
Largest trade size: 11

Candle

Return 1: -0.053978
Return 3: 0.345717
Volume 1: 11
Volume avg 5: 35.6
Momentum 5: -0.363684

Cross Exchange

Mid avg: 0.53954125
Mid median: 0.5376825
Price deviation %: -0.681366
Spread %: 1.797824

Funding / OI / Volume

Funding rate: -0.00011
Funding delta: 0.000007
Funding abs: 0.00011
Funding pressure: 0.000117
Open interest: -
Volume 24h: 18822700
Quote volume 24h: 16851925
Price change 24h %: -62.14

Quality

Capture latency ms: 10969
Order book timestamp: 2026-07-02 13:56:30+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:33.387000+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: 23843
gate: 23844
htx: 23673
mexc: 23841

By Symbol

VELVET/USDT:USDT: 95201

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