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: 95898
Total labels: 287694
Pending labels: 268211
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 22:36:20.417711+02:00
Recent trades snapshots: 95890
Micro candles: 1917760
Avg data quality: 75.9659429810840685
Latest latency: 8542 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 203 of 9590 · 95898 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 16:07:29.107236+02:00	binance	VELVET/USDT:USDT	0.6417	80	7851 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 16:07:21.103292+02:00	mexc	VELVET/USDT:USDT	0.64345	68	5072 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 16:07:15.888795+02:00	htx	VELVET/USDT:USDT	0.63477	80	6020 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 16:06:53.131572+02:00	gate	VELVET/USDT:USDT	0.628185	68	10487 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 16:06:42.519988+02:00	binance	VELVET/USDT:USDT	0.6274	80	6514 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 16:06:35.796982+02:00	mexc	VELVET/USDT:USDT	0.62705	68	5096 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 16:06:30.601831+02:00	htx	VELVET/USDT:USDT	0.623655	80	6153 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 16:06:09.341929+02:00	gate	VELVET/USDT:USDT	0.637035	68	11306 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 16:05:57.834167+02:00	binance	VELVET/USDT:USDT	0.6135	80	8259 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 16:05:49.445314+02:00	mexc	VELVET/USDT:USDT	0.61045	78	4657 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.6416
Best ask: 0.6418
Spread: 0.0002
Spread %: 0.031167
Mid price: 0.6417
Last price: 0.6445
Mark price: -
Index price: -

Order Book

Bid depth 5: 432
Ask depth 5: 540
Bid depth 10: 2188
Ask depth 10: 2809
Bid depth 20: 9667
Ask depth 20: 10023
Imbalance 5: -0.111111
Imbalance 10: -0.124275
Imbalance 20: -0.01808
Top bid size: 46
Top ask size: 146
Bid wall score: 0.004758
Ask wall score: 0.014566

Dynamics

Bid depth 5 delta: -520
Ask depth 5 delta: -333
Imbalance 5 delta: -0.154399
Bid depth 10 delta: -1203
Ask depth 10 delta: -406
Imbalance 10 delta: -0.150917
Spread delta: -0.0002
Mid price delta: 0.0143
Wall shift score: -0.003377

Tape

Buy volume: 1885
Sell volume: 19382
Buy/sell delta: -17497
Buy/sell ratio: 0.097255
Avg trade size: 212.67
Large trade count: 7
Largest trade size: 2493

Candle

Return 1: 1.709672
Return 3: 9.679071
Volume 1: 504075
Volume avg 5: 1240948.4
Momentum 5: 15.081497

Cross Exchange

Mid avg: 0.63345125
Mid median: 0.6314775
Price deviation %: 1.302192
Spread %: 2.533739

Funding / OI / Volume

Funding rate: -0.00014109
Funding delta: 0.00000829
Funding abs: 0.00014109
Funding pressure: 0.00014938
Open interest: 22738460
Volume 24h: 303314670
Quote volume 24h: 255178662.30528
Price change 24h %: -55.199

Quality

Capture latency ms: 7851
Order book timestamp: 2026-07-02 16:07:26.926000+02:00
Ticker timestamp: 2026-07-02 16:07:22.363000+02:00
Trades timestamp: 2026-07-02 16:07:28.581000+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: 0.6431
Best ask: 0.6438
Spread: 0.0007
Spread %: 0.108789
Mid price: 0.64345
Last price: 0.6398
Mark price: -
Index price: 0.6405

Order Book

Bid depth 5: 265
Ask depth 5: 264
Bid depth 10: 604
Ask depth 10: 1276
Bid depth 20: 1265
Ask depth 20: 4373
Imbalance 5: 0.00189
Imbalance 10: -0.357447
Imbalance 20: -0.551259
Top bid size: 20
Top ask size: 12
Bid wall score: 0.01581
Ask wall score: 0.002744

Dynamics

Bid depth 5 delta: 174
Ask depth 5 delta: 78
Imbalance 5 delta: 0.344851
Bid depth 10 delta: -353
Ask depth 10 delta: 603
Imbalance 10 delta: -0.53168
Spread delta: 0.0004
Mid price delta: 0.0164
Wall shift score: 0.014428

Tape

Buy volume: 2323
Sell volume: 1118
Buy/sell delta: 1205
Buy/sell ratio: 2.077818
Avg trade size: 34.41
Large trade count: 7
Largest trade size: 187

Candle

Return 1: 1.660079
Return 3: 9.839426
Volume 1: 10277
Volume avg 5: 30567.4
Momentum 5: 15.212328

Cross Exchange

Mid avg: 0.62935125
Mid median: 0.6277925
Price deviation %: 2.240204
Spread %: 1.22666

Funding / OI / Volume

Funding rate: -0.000149
Funding delta: -0.000015
Funding abs: 0.000149
Funding pressure: 0.000164
Open interest: -
Volume 24h: 5993255
Quote volume 24h: 47898986.788
Price change 24h %: -54.75

Quality

Capture latency ms: 5072
Order book timestamp: 2026-07-02 16:07:19.347000+02:00
Ticker timestamp: 2026-07-02 16:07:16.870000+02:00
Trades timestamp: 2026-07-02 16:07:19.731000+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: 0.62983
Best ask: 0.63971
Spread: 0.00988
Spread %: 1.556469
Mid price: 0.63477
Last price: 0.63129
Mark price: -
Index price: -

Order Book

Bid depth 5: 1996
Ask depth 5: 2673
Bid depth 10: 4799
Ask depth 10: 7112
Bid depth 20: 13430
Ask depth 20: 91905
Imbalance 5: -0.144999
Imbalance 10: -0.19419
Imbalance 20: -0.745004
Top bid size: 104
Top ask size: 15
Bid wall score: 0.007744
Ask wall score: 0.000163

Dynamics

Bid depth 5 delta: -1144
Ask depth 5 delta: -475
Imbalance 5 delta: -0.143727
Bid depth 10 delta: -198
Ask depth 10 delta: 585
Imbalance 10 delta: -0.061424
Spread delta: -0.02253
Mid price delta: 0.011115
Wall shift score: -0.075193

Tape

Buy volume: 10438
Sell volume: 4412
Buy/sell delta: 6026
Buy/sell ratio: 2.36582
Avg trade size: 148.5
Large trade count: 7
Largest trade size: 788

Candle

Return 1: 1.37021
Return 3: 6.759868
Volume 1: 1496
Volume avg 5: 12143.6
Momentum 5: 14.275

Cross Exchange

Mid avg: 0.6265725
Mid median: 0.627225
Price deviation %: 1.308308
Spread %: 0.722981

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 140368
Volume 24h: 1103166
Quote volume 24h: 1103166
Price change 24h %: -55.460466

Quality

Capture latency ms: 6020
Order book timestamp: 2026-07-02 16:07:14.294000+02:00
Ticker timestamp: 2026-07-02 16:07:14.717000+02:00
Trades timestamp: 2026-07-02 16:07:05.562000+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: 0.6273
Best ask: 0.62907
Spread: 0.00177
Spread %: 0.281764
Mid price: 0.628185
Last price: 0.62808
Mark price: 0.63076
Index price: 0.632808

Order Book

Bid depth 5: 17
Ask depth 5: 11
Bid depth 10: 27
Ask depth 10: 30
Bid depth 20: 59
Ask depth 20: 50
Imbalance 5: 0.214286
Imbalance 10: -0.052632
Imbalance 20: 0.082569
Top bid size: 10
Top ask size: 1
Bid wall score: 0.169492
Ask wall score: 0.02

Dynamics

Bid depth 5 delta: -28
Ask depth 5 delta: 1
Imbalance 5 delta: -0.422078
Bid depth 10 delta: -31
Ask depth 10 delta: 0
Imbalance 10 delta: -0.370813
Spread delta: 0.0003
Mid price delta: -0.00885
Wall shift score: -0.028442

Tape

Buy volume: 34
Sell volume: 142
Buy/sell delta: -108
Buy/sell ratio: 0.239437
Avg trade size: 1.76
Large trade count: 4
Largest trade size: 9

Candle

Return 1: 1.918271
Return 3: 9.413384
Volume 1: 832
Volume avg 5: 871.8
Momentum 5: 14.908878

Cross Exchange

Mid avg: 0.628785
Mid median: 0.627225
Price deviation %: -0.095422
Spread %: 2.127913

Funding / OI / Volume

Funding rate: -0.000618
Funding delta: 0
Funding abs: 0.000618
Funding pressure: 0.000618
Open interest: -
Volume 24h: 20277200
Quote volume 24h: 16967591
Price change 24h %: -56.16

Quality

Capture latency ms: 10487
Order book timestamp: 2026-07-02 16:06:51+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:41.212000+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: 0.6272
Best ask: 0.6276
Spread: 0.0004
Spread %: 0.063755
Mid price: 0.6274
Last price: 0.6284
Mark price: -
Index price: -

Order Book

Bid depth 5: 952
Ask depth 5: 873
Bid depth 10: 3391
Ask depth 10: 3215
Bid depth 20: 23183
Ask depth 20: 7759
Imbalance 5: 0.043288
Imbalance 10: 0.026642
Imbalance 20: 0.498481
Top bid size: 75
Top ask size: 75
Bid wall score: 0.003235
Ask wall score: 0.009666

Dynamics

Bid depth 5 delta: -1040
Ask depth 5 delta: -48
Imbalance 5 delta: -0.324375
Bid depth 10 delta: -3943
Ask depth 10 delta: -1527
Imbalance 10 delta: -0.187998
Spread delta: 0.0002
Mid price delta: 0.0139
Wall shift score: -0.002833

Tape

Buy volume: 4515
Sell volume: 6329
Buy/sell delta: -1814
Buy/sell ratio: 0.713383
Avg trade size: 108.44
Large trade count: 9
Largest trade size: 1486

Candle

Return 1: 2.287847
Return 3: 9.825784
Volume 1: 1164909
Volume avg 5: 1198769.2
Momentum 5: 15.183629

Cross Exchange

Mid avg: 0.62531
Mid median: 0.6253525
Price deviation %: 0.334234
Spread %: 3.763733

Funding / OI / Volume

Funding rate: -0.00014938
Funding delta: -0.00001446
Funding abs: 0.00014938
Funding pressure: 0.00016384
Open interest: 22796174
Volume 24h: 302525905
Quote volume 24h: 254709405.30036
Price change 24h %: -56.142

Quality

Capture latency ms: 6514
Order book timestamp: 2026-07-02 16:06:40.328000+02:00
Ticker timestamp: 2026-07-02 16:06:32.212000+02:00
Trades timestamp: 2026-07-02 16:06:41.927000+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: 0.6269
Best ask: 0.6272
Spread: 0.0003
Spread %: 0.047843
Mid price: 0.62705
Last price: 0.6292
Mark price: -
Index price: 0.6349

Order Book

Bid depth 5: 91
Ask depth 5: 186
Bid depth 10: 957
Ask depth 10: 673
Bid depth 20: 3454
Ask depth 20: 6052
Imbalance 5: -0.34296
Imbalance 10: 0.174233
Imbalance 20: -0.273301
Top bid size: 5
Top ask size: 17
Bid wall score: 0.001448
Ask wall score: 0.002809

Dynamics

Bid depth 5 delta: -205
Ask depth 5 delta: -365
Imbalance 5 delta: -0.041898
Bid depth 10 delta: 427
Ask depth 10 delta: -417
Imbalance 10 delta: 0.519912
Spread delta: -0.0006
Mid price delta: 0.0166
Wall shift score: -0.07347

Tape

Buy volume: 3135
Sell volume: 875
Buy/sell delta: 2260
Buy/sell ratio: 3.582857
Avg trade size: 40.1
Large trade count: 5
Largest trade size: 461

Candle

Return 1: 2.567853
Return 3: 10.081982
Volume 1: 38609
Volume avg 5: 30277.4
Momentum 5: 15.353683

Cross Exchange

Mid avg: 0.62116
Mid median: 0.6185775
Price deviation %: 0.948226
Spread %: 4.279896

Funding / OI / Volume

Funding rate: -0.000134
Funding delta: 0
Funding abs: 0.000134
Funding pressure: 0.000134
Open interest: -
Volume 24h: 5974812
Quote volume 24h: 47782523.128
Price change 24h %: -55.5

Quality

Capture latency ms: 5096
Order book timestamp: 2026-07-02 16:06:34.341000+02:00
Ticker timestamp: 2026-07-02 16:06:31.992000+02:00
Trades timestamp: 2026-07-02 16:06:34.668000+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: 0.60745
Best ask: 0.63986
Spread: 0.03241
Spread %: 5.196783
Mid price: 0.623655
Last price: 0.6313
Mark price: -
Index price: -

Order Book

Bid depth 5: 3140
Ask depth 5: 3148
Bid depth 10: 4997
Ask depth 10: 6527
Bid depth 20: 9320
Ask depth 20: 7594
Imbalance 5: -0.001272
Imbalance 10: -0.132766
Imbalance 20: 0.102046
Top bid size: 850
Top ask size: 64
Bid wall score: 0.091202
Ask wall score: 0.008428

Dynamics

Bid depth 5 delta: 1812
Ask depth 5 delta: 2100
Imbalance 5 delta: -0.119117
Bid depth 10 delta: -439
Ask depth 10 delta: 1691
Imbalance 10 delta: -0.191178
Spread delta: 0.02641
Mid price delta: 0.016665
Wall shift score: 0.082291

Tape

Buy volume: 11168
Sell volume: 2914
Buy/sell delta: 8254
Buy/sell ratio: 3.832533
Avg trade size: 140.82
Large trade count: 5
Largest trade size: 788

Candle

Return 1: 3.491803
Return 3: 10.754386
Volume 1: 7058
Volume avg 5: 12136.4
Momentum 5: 14.792254

Cross Exchange

Mid avg: 0.61699375
Mid median: 0.611975
Price deviation %: 1.07963
Spread %: 4.869579

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 141780
Volume 24h: 1101236
Quote volume 24h: 1101236
Price change 24h %: -55.45976

Quality

Capture latency ms: 6153
Order book timestamp: 2026-07-02 16:06:28.494000+02:00
Ticker timestamp: 2026-07-02 16:06:28.831000+02:00
Trades timestamp: 2026-07-02 16:06:22.602000+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: 0.6363
Best ask: 0.63777
Spread: 0.00147
Spread %: 0.230757
Mid price: 0.637035
Last price: 0.63725
Mark price: 0.63606
Index price: 0.63881

Order Book

Bid depth 5: 45
Ask depth 5: 10
Bid depth 10: 58
Ask depth 10: 30
Bid depth 20: 96
Ask depth 20: 49
Imbalance 5: 0.636364
Imbalance 10: 0.318182
Imbalance 20: 0.324138
Top bid size: 21
Top ask size: 2
Bid wall score: 0.21875
Ask wall score: 0.040816

Dynamics

Bid depth 5 delta: 24
Ask depth 5 delta: -10
Imbalance 5 delta: 0.611973
Bid depth 10 delta: 23
Ask depth 10 delta: 2
Imbalance 10 delta: 0.207071
Spread delta: -0.00022
Mid price delta: 0.02755
Wall shift score: 0.109376

Tape

Buy volume: 52
Sell volume: 131
Buy/sell delta: -79
Buy/sell ratio: 0.396947
Avg trade size: 1.83
Large trade count: 1
Largest trade size: 8

Candle

Return 1: 3.263657
Return 3: 10.85771
Volume 1: 355
Volume avg 5: 776.4
Momentum 5: 16.425748

Cross Exchange

Mid avg: 0.61010625
Mid median: 0.6099675
Price deviation %: 4.41378
Spread %: 1.067027

Funding / OI / Volume

Funding rate: -0.000618
Funding delta: 0.000027
Funding abs: 0.000618
Funding pressure: 0.000645
Open interest: -
Volume 24h: 20202600
Quote volume 24h: 16920281
Price change 24h %: -55.46

Quality

Capture latency ms: 11306
Order book timestamp: 2026-07-02 16:06:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:41.168000+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: 0.6134
Best ask: 0.6136
Spread: 0.0002
Spread %: 0.0326
Mid price: 0.6135
Last price: 0.6115
Mark price: -
Index price: -

Order Book

Bid depth 5: 1992
Ask depth 5: 921
Bid depth 10: 7334
Ask depth 10: 4742
Bid depth 20: 9886
Ask depth 20: 14126
Imbalance 5: 0.367662
Imbalance 10: 0.214641
Imbalance 20: -0.176578
Top bid size: 75
Top ask size: 158
Bid wall score: 0.007586
Ask wall score: 0.011185

Dynamics

Bid depth 5 delta: 906
Ask depth 5 delta: -553
Imbalance 5 delta: 0.519225
Bid depth 10 delta: 3954
Ask depth 10 delta: -3580
Imbalance 10 delta: 0.636962
Spread delta: -0.0001
Mid price delta: 0.02155
Wall shift score: -0.001078

Tape

Buy volume: 13813
Sell volume: 9908
Buy/sell delta: 3905
Buy/sell ratio: 1.394126
Avg trade size: 237.21
Large trade count: 8
Largest trade size: 2812

Candle

Return 1: 4.523728
Return 3: 9.672219
Volume 1: 1537767
Volume avg 5: 1061879.2
Momentum 5: 11.448853

Cross Exchange

Mid avg: 0.60471875
Mid median: 0.6082375
Price deviation %: 1.452121
Spread %: 3.059273

Funding / OI / Volume

Funding rate: -0.00013492
Funding delta: 0
Funding abs: 0.00013492
Funding pressure: 0.00013492
Open interest: 22870331
Volume 24h: 301351093
Quote volume 24h: 254000783.21068
Price change 24h %: -57.351

Quality

Capture latency ms: 8259
Order book timestamp: 2026-07-02 16:05:55.445000+02:00
Ticker timestamp: 2026-07-02 16:05:46.102000+02:00
Trades timestamp: 2026-07-02 16:05:57.093000+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: 0.61
Best ask: 0.6109
Spread: 0.0009
Spread %: 0.147432
Mid price: 0.61045
Last price: 0.6114
Mark price: -
Index price: 0.6133

Order Book

Bid depth 5: 296
Ask depth 5: 551
Bid depth 10: 530
Ask depth 10: 1090
Bid depth 20: 1321
Ask depth 20: 17626
Imbalance 5: -0.301063
Imbalance 10: -0.345679
Imbalance 20: -0.860558
Top bid size: 102
Top ask size: 90
Bid wall score: 0.077214
Ask wall score: 0.005106

Dynamics

Bid depth 5 delta: 65
Ask depth 5 delta: 277
Imbalance 5 delta: -0.215914
Bid depth 10 delta: -147
Ask depth 10 delta: -10726
Imbalance 10 delta: 0.54594
Spread delta: 0.0008
Mid price delta: 0.0267
Wall shift score: 0.068544

Tape

Buy volume: 645
Sell volume: 1839
Buy/sell delta: -1194
Buy/sell ratio: 0.350734
Avg trade size: 24.84
Large trade count: 6
Largest trade size: 269

Candle

Return 1: 4.390161
Return 3: 9.496506
Volume 1: 27544
Volume avg 5: 25350.8
Momentum 5: 11.43326

Cross Exchange

Mid avg: 0.59804375
Mid median: 0.59947
Price deviation %: 2.074472
Spread %: 4.303197

Funding / OI / Volume

Funding rate: -0.000134
Funding delta: 0
Funding abs: 0.000134
Funding pressure: 0.000134
Open interest: -
Volume 24h: 5939711
Quote volume 24h: 47560964.46
Price change 24h %: -56.76

Quality

Capture latency ms: 4657
Order book timestamp: 2026-07-02 16:05:47.958000+02:00
Ticker timestamp: 2026-07-02 16:05:46.880000+02:00
Trades timestamp: 2026-07-02 16:05:48.154000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 24018
gate: 24018
htx: 23846
mexc: 24016

By Symbol

VELVET/USDT:USDT: 95898

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