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: 95511
Total labels: 286533
Pending labels: 267050
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 21:21:35.077561+02:00
Recent trades snapshots: 95503
Micro candles: 1910020
Avg data quality: 75.9713959648626860
Latest latency: 6597 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 202 of 9552 · 95511 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 14:56:36.424089+02:00	htx	VELVET/USDT:USDT	0.5274	80	5016 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 14:56:18.126259+02:00	gate	VELVET/USDT:USDT	0.52288	68	10213 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 14:56:07.762763+02:00	binance	VELVET/USDT:USDT	0.5254	80	8270 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 14:55:59.277687+02:00	mexc	VELVET/USDT:USDT	0.52775	78	4626 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 14:55:54.431979+02:00	htx	VELVET/USDT:USDT	0.525935	80	6616 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 14:55:32.495891+02:00	gate	VELVET/USDT:USDT	0.52915	68	10777 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 14:55:21.577829+02:00	binance	VELVET/USDT:USDT	0.52945	80	10660 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 14:55:10.788976+02:00	mexc	VELVET/USDT:USDT	0.53	78	4709 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 14:55:05.904610+02:00	htx	VELVET/USDT:USDT	0.534245	80	7478 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 14:54:46.369308+02:00	gate	VELVET/USDT:USDT	0.533505	68	10318 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.52666
Best ask: 0.52814
Spread: 0.00148
Spread %: 0.280622
Mid price: 0.5274
Last price: 0.523
Mark price: -
Index price: -

Order Book

Bid depth 5: 1738
Ask depth 5: 3489
Bid depth 10: 6698
Ask depth 10: 19647
Bid depth 20: 12603
Ask depth 20: 23064
Imbalance 5: -0.334991
Imbalance 10: -0.491516
Imbalance 20: -0.293296
Top bid size: 34
Top ask size: 85
Bid wall score: 0.002698
Ask wall score: 0.003685

Dynamics

Bid depth 5 delta: -14
Ask depth 5 delta: 145
Imbalance 5 delta: -0.02259
Bid depth 10 delta: 244
Ask depth 10 delta: 123
Imbalance 10 delta: 0.011602
Spread delta: -0.00395
Mid price delta: 0.001465
Wall shift score: -0.008521

Tape

Buy volume: 4960
Sell volume: 13974
Buy/sell delta: -9014
Buy/sell ratio: 0.354945
Avg trade size: 189.34
Large trade count: 8
Largest trade size: 2346

Candle

Return 1: -0.009559
Return 3: -0.005736
Volume 1: 88
Volume avg 5: 88
Momentum 5: -0.026761

Cross Exchange

Mid avg: 0.52549125
Mid median: 0.5256675
Price deviation %: 0.363232
Spread %: 0.926752

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 137803
Volume 24h: 972290
Quote volume 24h: 972290
Price change 24h %: -63.100672

Quality

Capture latency ms: 5016
Order book timestamp: 2026-07-02 14:56:34.594000+02:00
Ticker timestamp: 2026-07-02 14:56:34.900000+02:00
Trades timestamp: 2026-07-02 14:56:00.627000+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: 0.52239
Best ask: 0.52337
Spread: 0.00098
Spread %: 0.187424
Mid price: 0.52288
Last price: 0.52417
Mark price: 0.52387
Index price: 0.523985

Order Book

Bid depth 5: 9
Ask depth 5: 11
Bid depth 10: 16
Ask depth 10: 21
Bid depth 20: 44
Ask depth 20: 41
Imbalance 5: -0.1
Imbalance 10: -0.135135
Imbalance 20: 0.035294
Top bid size: 2
Top ask size: 3
Bid wall score: 0.045455
Ask wall score: 0.073171

Dynamics

Bid depth 5 delta: -34
Ask depth 5 delta: 1
Imbalance 5 delta: -0.722642
Bid depth 10 delta: -41
Ask depth 10 delta: 1
Imbalance 10 delta: -0.615655
Spread delta: -0.00006
Mid price delta: -0.00627
Wall shift score: -0.405761

Tape

Buy volume: 194
Sell volume: 95
Buy/sell delta: 99
Buy/sell ratio: 2.042105
Avg trade size: 2.89
Large trade count: 13
Largest trade size: 30

Candle

Return 1: -0.655763
Return 3: -1.375405
Volume 1: 33
Volume avg 5: 128
Momentum 5: -0.514349

Cross Exchange

Mid avg: 0.52705875
Mid median: 0.5268425
Price deviation %: -0.792843
Spread %: 0.711496

Funding / OI / Volume

Funding rate: -0.000271
Funding delta: 0.000019
Funding abs: 0.000271
Funding pressure: 0.00029
Open interest: -
Volume 24h: 19527500
Quote volume 24h: 17016850
Price change 24h %: -64.54

Quality

Capture latency ms: 10213
Order book timestamp: 2026-07-02 14:56:16+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:36.966000+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: 0.5253
Best ask: 0.5255
Spread: 0.0002
Spread %: 0.038066
Mid price: 0.5254
Last price: 0.5277
Mark price: -
Index price: -

Order Book

Bid depth 5: 1849
Ask depth 5: 1122
Bid depth 10: 5046
Ask depth 10: 7498
Bid depth 20: 19211
Ask depth 20: 10352
Imbalance 5: 0.244699
Imbalance 10: -0.195472
Imbalance 20: 0.299665
Top bid size: 206
Top ask size: 24
Bid wall score: 0.010723
Ask wall score: 0.002318

Dynamics

Bid depth 5 delta: 882
Ask depth 5 delta: -13
Imbalance 5 delta: 0.324623
Bid depth 10 delta: 2422
Ask depth 10 delta: -907
Imbalance 10 delta: 0.328692
Spread delta: 0.0001
Mid price delta: -0.00405
Wall shift score: -0.000388

Tape

Buy volume: 14878
Sell volume: 5152
Buy/sell delta: 9726
Buy/sell ratio: 2.887811
Avg trade size: 200.3
Large trade count: 10
Largest trade size: 2442

Candle

Return 1: -0.644305
Return 3: -1.871608
Volume 1: 54168
Volume avg 5: 176252.2
Momentum 5: -0.512334

Cross Exchange

Mid avg: 0.52807125
Mid median: 0.52845
Price deviation %: -0.50585
Spread %: 0.66563

Funding / OI / Volume

Funding rate: -0.00006
Funding delta: -0.00000184
Funding abs: 0.00006
Funding pressure: 0.00006184
Open interest: 24235115
Volume 24h: 284711848
Quote volume 24h: 248082421.48118
Price change 24h %: -64.136

Quality

Capture latency ms: 8270
Order book timestamp: 2026-07-02 14:56:05.569000+02:00
Ticker timestamp: 2026-07-02 14:55:57.060000+02:00
Trades timestamp: 2026-07-02 14:56:07.274000+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: 0.5277
Best ask: 0.5278
Spread: 0.0001
Spread %: 0.018948
Mid price: 0.52775
Last price: 0.5273
Mark price: -
Index price: 0.5279

Order Book

Bid depth 5: 201
Ask depth 5: 359
Bid depth 10: 887
Ask depth 10: 1399
Bid depth 20: 5807
Ask depth 20: 3013
Imbalance 5: -0.282143
Imbalance 10: -0.223972
Imbalance 20: 0.31678
Top bid size: 10
Top ask size: 31
Bid wall score: 0.001722
Ask wall score: 0.010289

Dynamics

Bid depth 5 delta: -474
Ask depth 5 delta: 106
Imbalance 5 delta: -0.736884
Bid depth 10 delta: -446
Ask depth 10 delta: 476
Imbalance 10 delta: -0.40571
Spread delta: -0.0001
Mid price delta: -0.00225
Wall shift score: -0.034024

Tape

Buy volume: 317
Sell volume: 3438
Buy/sell delta: -3121
Buy/sell ratio: 0.092205
Avg trade size: 37.55
Large trade count: 7
Largest trade size: 263

Candle

Return 1: -0.640663
Return 3: 0.304356
Volume 1: 4096
Volume avg 5: 6080.4
Momentum 5: -0.715496

Cross Exchange

Mid avg: 0.52863375
Mid median: 0.5293
Price deviation %: -0.167176
Spread %: 0.768963

Funding / OI / Volume

Funding rate: -0.000064
Funding delta: 0
Funding abs: 0.000064
Funding pressure: 0.000064
Open interest: -
Volume 24h: 5537920
Quote volume 24h: 46887309.931
Price change 24h %: -62.7

Quality

Capture latency ms: 4626
Order book timestamp: 2026-07-02 14:55:56.992000+02:00
Ticker timestamp: 2026-07-02 14:55:55.887000+02:00
Trades timestamp: 2026-07-02 14:55:55.733000+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: 0.52322
Best ask: 0.52865
Spread: 0.00543
Spread %: 1.032447
Mid price: 0.525935
Last price: 0.52305
Mark price: -
Index price: -

Order Book

Bid depth 5: 1752
Ask depth 5: 3344
Bid depth 10: 6454
Ask depth 10: 19524
Bid depth 20: 12526
Ask depth 20: 22222
Imbalance 5: -0.312402
Imbalance 10: -0.503118
Imbalance 20: -0.279038
Top bid size: 100
Top ask size: 10
Bid wall score: 0.007983
Ask wall score: 0.00045

Dynamics

Bid depth 5 delta: -830
Ask depth 5 delta: -631
Imbalance 5 delta: -0.099957
Bid depth 10 delta: 1872
Ask depth 10 delta: -609
Imbalance 10 delta: 0.126095
Spread delta: -0.01694
Mid price delta: -0.00831
Wall shift score: 0.036523

Tape

Buy volume: 5040
Sell volume: 13886
Buy/sell delta: -8846
Buy/sell ratio: 0.362955
Avg trade size: 189.26
Large trade count: 8
Largest trade size: 2346

Candle

Return 1: -1.969788
Return 3: -0.704306
Volume 1: 84
Volume avg 5: 94.4
Momentum 5: -1.467485

Cross Exchange

Mid avg: 0.53071125
Mid median: 0.529725
Price deviation %: -0.899972
Spread %: 0.960032

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 137803
Volume 24h: 972202
Quote volume 24h: 972202
Price change 24h %: -63.097145

Quality

Capture latency ms: 6616
Order book timestamp: 2026-07-02 14:55:52.894000+02:00
Ticker timestamp: 2026-07-02 14:55:53.237000+02:00
Trades timestamp: 2026-07-02 14:55:00.624000+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: 0.52863
Best ask: 0.52967
Spread: 0.00104
Spread %: 0.196542
Mid price: 0.52915
Last price: 0.52898
Mark price: 0.52951
Index price: 0.52968

Order Book

Bid depth 5: 43
Ask depth 5: 10
Bid depth 10: 57
Ask depth 10: 20
Bid depth 20: 81
Ask depth 20: 37
Imbalance 5: 0.622642
Imbalance 10: 0.480519
Imbalance 20: 0.372881
Top bid size: 35
Top ask size: 2
Bid wall score: 0.432099
Ask wall score: 0.054054

Dynamics

Bid depth 5 delta: 29
Ask depth 5 delta: 0
Imbalance 5 delta: 0.455975
Bid depth 10 delta: 29
Ask depth 10 delta: 1
Imbalance 10 delta: 0.28903
Spread delta: 0.00023
Mid price delta: -0.004355
Wall shift score: 0.394844

Tape

Buy volume: 299
Sell volume: 35
Buy/sell delta: 264
Buy/sell ratio: 8.542857
Avg trade size: 3.34
Large trade count: 11
Largest trade size: 15

Candle

Return 1: 0.007562
Return 3: 0.240662
Volume 1: 36
Volume avg 5: 121.6
Momentum 5: -0.412297

Cross Exchange

Mid avg: 0.5318
Mid median: 0.5317525
Price deviation %: -0.498308
Spread %: 0.901655

Funding / OI / Volume

Funding rate: -0.00029
Funding delta: -0.000044
Funding abs: 0.00029
Funding pressure: 0.000334
Open interest: -
Volume 24h: 19519900
Quote volume 24h: 17012840
Price change 24h %: -64.03

Quality

Capture latency ms: 10777
Order book timestamp: 2026-07-02 14:55:31+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:36.923000+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: 0.5294
Best ask: 0.5295
Spread: 0.0001
Spread %: 0.018888
Mid price: 0.52945
Last price: 0.5297
Mark price: -
Index price: -

Order Book

Bid depth 5: 967
Ask depth 5: 1135
Bid depth 10: 2624
Ask depth 10: 8405
Bid depth 20: 10080
Ask depth 20: 12539
Imbalance 5: -0.079924
Imbalance 10: -0.524164
Imbalance 20: -0.108714
Top bid size: 165
Top ask size: 95
Bid wall score: 0.016369
Ask wall score: 0.007576

Dynamics

Bid depth 5 delta: -647
Ask depth 5 delta: -168
Imbalance 5 delta: -0.18654
Bid depth 10 delta: -3129
Ask depth 10 delta: 1012
Imbalance 10 delta: -0.399411
Spread delta: -0.0001
Mid price delta: -0.00395
Wall shift score: -0.000506

Tape

Buy volume: 4679
Sell volume: 5747
Buy/sell delta: -1068
Buy/sell ratio: 0.814164
Avg trade size: 104.26
Large trade count: 8
Largest trade size: 1556

Candle

Return 1: -0.037793
Return 3: 0.608596
Volume 1: 61419
Volume avg 5: 184664.8
Momentum 5: -0.169843

Cross Exchange

Mid avg: 0.5327875
Mid median: 0.5334525
Price deviation %: -0.626422
Spread %: 0.796753

Funding / OI / Volume

Funding rate: -0.00005816
Funding delta: 0.00000589
Funding abs: 0.00005816
Funding pressure: 0.00006405
Open interest: 24239473
Volume 24h: 284661815
Quote volume 24h: 248055993.6771
Price change 24h %: -64

Quality

Capture latency ms: 10660
Order book timestamp: 2026-07-02 14:55:19.350000+02:00
Ticker timestamp: 2026-07-02 14:55:10.929000+02:00
Trades timestamp: 2026-07-02 14:55:20.625000+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: 0.5299
Best ask: 0.5301
Spread: 0.0002
Spread %: 0.037736
Mid price: 0.53
Last price: 0.5285
Mark price: -
Index price: 0.5293

Order Book

Bid depth 5: 675
Ask depth 5: 253
Bid depth 10: 1333
Ask depth 10: 923
Bid depth 20: 8582
Ask depth 20: 2262
Imbalance 5: 0.454741
Imbalance 10: 0.181738
Imbalance 20: 0.582811
Top bid size: 264
Top ask size: 12
Bid wall score: 0.030762
Ask wall score: 0.005305

Dynamics

Bid depth 5 delta: 403
Ask depth 5 delta: -24
Imbalance 5 delta: 0.463849
Bid depth 10 delta: 358
Ask depth 10 delta: -421
Imbalance 10 delta: 0.340858
Spread delta: 0.0001
Mid price delta: -0.00395
Wall shift score: 0.024738

Tape

Buy volume: 3251
Sell volume: 1025
Buy/sell delta: 2226
Buy/sell ratio: 3.171707
Avg trade size: 42.76
Large trade count: 8
Largest trade size: 649

Candle

Return 1: -0.207273
Return 3: 0.741868
Volume 1: 296
Volume avg 5: 5320.4
Momentum 5: -0.282433

Cross Exchange

Mid avg: 0.533775
Mid median: 0.5337275
Price deviation %: -0.707227
Spread %: 0.158306

Funding / OI / Volume

Funding rate: -0.000064
Funding delta: 0
Funding abs: 0.000064
Funding pressure: 0.000064
Open interest: -
Volume 24h: 5534486
Quote volume 24h: 46869214.024
Price change 24h %: -62.62

Quality

Capture latency ms: 4709
Order book timestamp: 2026-07-02 14:55:09.119000+02:00
Ticker timestamp: 2026-07-02 14:55:07.878000+02:00
Trades timestamp: 2026-07-02 14:55:07.270000+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: 0.52306
Best ask: 0.54543
Spread: 0.02237
Spread %: 4.187217
Mid price: 0.534245
Last price: 0.52305
Mark price: -
Index price: -

Order Book

Bid depth 5: 2582
Ask depth 5: 3975
Bid depth 10: 4582
Ask depth 10: 20133
Bid depth 20: 11831
Ask depth 20: 23550
Imbalance 5: -0.212445
Imbalance 10: -0.629213
Imbalance 20: -0.331223
Top bid size: 74
Top ask size: 830
Bid wall score: 0.006255
Ask wall score: 0.035244

Dynamics

Bid depth 5 delta: -1494
Ask depth 5 delta: -18122
Imbalance 5 delta: 0.476089
Bid depth 10 delta: -10385
Ask depth 10 delta: -98359
Imbalance 10 delta: 0.146493
Spread delta: 0.02087
Mid price delta: -0.000065
Wall shift score: -0.030696

Tape

Buy volume: 5040
Sell volume: 13886
Buy/sell delta: -8846
Buy/sell ratio: 0.362955
Avg trade size: 189.26
Large trade count: 8
Largest trade size: 2346

Candle

Return 1: -1.969788
Return 3: -0.704306
Volume 1: 84
Volume avg 5: 94.4
Momentum 5: -1.467485

Cross Exchange

Mid avg: 0.53379125
Mid median: 0.5337275
Price deviation %: 0.085005
Spread %: 0.170479

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 137845
Volume 24h: 972202
Quote volume 24h: 972202
Price change 24h %: -63.097145

Quality

Capture latency ms: 7478
Order book timestamp: 2026-07-02 14:55:03.836000+02:00
Ticker timestamp: 2026-07-02 14:55:04.794000+02:00
Trades timestamp: 2026-07-02 14:55:00.624000+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: 0.5331
Best ask: 0.53391
Spread: 0.00081
Spread %: 0.151826
Mid price: 0.533505
Last price: 0.53244
Mark price: 0.53459
Index price: 0.534755

Order Book

Bid depth 5: 14
Ask depth 5: 10
Bid depth 10: 28
Ask depth 10: 19
Bid depth 20: 58
Ask depth 20: 39
Imbalance 5: 0.166667
Imbalance 10: 0.191489
Imbalance 20: 0.195876
Top bid size: 2
Top ask size: 2
Bid wall score: 0.034483
Ask wall score: 0.051282

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.036232
Bid depth 10 delta: 2
Ask depth 10 delta: -1
Imbalance 10 delta: 0.061055
Spread delta: -0.00023
Mid price delta: -0.000945
Wall shift score: 0.012301

Tape

Buy volume: 306
Sell volume: 29
Buy/sell delta: 277
Buy/sell ratio: 10.551724
Avg trade size: 3.35
Large trade count: 12
Largest trade size: 15

Candle

Return 1: 0.180628
Return 3: 1.055269
Volume 1: 30
Volume avg 5: 140.8
Momentum 5: 0.310857

Cross Exchange

Mid avg: 0.5340275
Mid median: 0.53413
Price deviation %: -0.097841
Spread %: 0.196619

Funding / OI / Volume

Funding rate: -0.000246
Funding delta: 0
Funding abs: 0.000246
Funding pressure: 0.000246
Open interest: -
Volume 24h: 19514900
Quote volume 24h: 17010185
Price change 24h %: -63.81

Quality

Capture latency ms: 10318
Order book timestamp: 2026-07-02 14:54:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:36.884000+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: 23921
gate: 23921
htx: 23750
mexc: 23919

By Symbol

VELVET/USDT:USDT: 95511

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