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: 96344
Total labels: 289032
Pending labels: 269549
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 23:59:06.031164+02:00
Recent trades snapshots: 96336
Micro candles: 1926680
Avg data quality: 75.9604542057626837
Latest latency: 10459 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 204 of 9635 · 96344 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 17:28:51.066423+02:00	binance	VELVET/USDT:USDT	0.5145	80	6310 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 17:28:44.601205+02:00	mexc	VELVET/USDT:USDT	0.51335	68	5871 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 17:28:38.633364+02:00	htx	VELVET/USDT:USDT	0.512835	80	6179 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 17:28:16.854471+02:00	gate	VELVET/USDT:USDT	0.51316	68	9974 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 17:28:06.744378+02:00	binance	VELVET/USDT:USDT	0.513	80	6897 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 17:27:59.728277+02:00	mexc	VELVET/USDT:USDT	0.5117	78	4439 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 17:27:55.195425+02:00	htx	VELVET/USDT:USDT	0.51113	80	6019 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 17:27:37.029129+02:00	gate	VELVET/USDT:USDT	0.5115	68	9715 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 17:27:27.166223+02:00	binance	VELVET/USDT:USDT	0.5117	80	6240 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 17:27:20.748808+02:00	mexc	VELVET/USDT:USDT	0.5114	68	5548 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.5144
Best ask: 0.5146
Spread: 0.0002
Spread %: 0.038873
Mid price: 0.5145
Last price: 0.5135
Mark price: -
Index price: -

Order Book

Bid depth 5: 5397
Ask depth 5: 3070
Bid depth 10: 10895
Ask depth 10: 15813
Bid depth 20: 48899
Ask depth 20: 185564
Imbalance 5: 0.274832
Imbalance 10: -0.18414
Imbalance 20: -0.582885
Top bid size: 76
Top ask size: 23
Bid wall score: 0.001554
Ask wall score: 0.000124

Dynamics

Bid depth 5 delta: 2742
Ask depth 5 delta: 948
Imbalance 5 delta: 0.163255
Bid depth 10 delta: -668
Ask depth 10 delta: 4481
Imbalance 10 delta: -0.194229
Spread delta: 0
Mid price delta: 0.0015
Wall shift score: -0.000884

Tape

Buy volume: 17413
Sell volume: 5579
Buy/sell delta: 11834
Buy/sell ratio: 3.121169
Avg trade size: 229.92
Large trade count: 10
Largest trade size: 2255

Candle

Return 1: 0.449746
Return 3: 0.430108
Volume 1: 87176
Volume avg 5: 107541.2
Momentum 5: 0.351631

Cross Exchange

Mid avg: 0.51308625
Mid median: 0.51308
Price deviation %: 0.275538
Spread %: 0.100373

Funding / OI / Volume

Funding rate: -0.00017476
Funding delta: 0
Funding abs: 0.00017476
Funding pressure: 0.00017476
Open interest: 22539203
Volume 24h: 325399524
Quote volume 24h: 260468599.0413
Price change 24h %: -65.163

Quality

Capture latency ms: 6310
Order book timestamp: 2026-07-02 17:28:48.909000+02:00
Ticker timestamp: 2026-07-02 17:28:44.510000+02:00
Trades timestamp: 2026-07-02 17:28:50.448000+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: 0.5133
Best ask: 0.5134
Spread: 0.0001
Spread %: 0.01948
Mid price: 0.51335
Last price: 0.5128
Mark price: -
Index price: 0.5126

Order Book

Bid depth 5: 590
Ask depth 5: 822
Bid depth 10: 2175
Ask depth 10: 2141
Bid depth 20: 5436
Ask depth 20: 4487
Imbalance 5: -0.164306
Imbalance 10: 0.007878
Imbalance 20: 0.095636
Top bid size: 15
Top ask size: 55
Bid wall score: 0.002759
Ask wall score: 0.012258

Dynamics

Bid depth 5 delta: -166
Ask depth 5 delta: -109
Imbalance 5 delta: -0.060572
Bid depth 10 delta: -411
Ask depth 10 delta: -146
Imbalance 10 delta: -0.053481
Spread delta: -0.0003
Mid price delta: 0.00165
Wall shift score: -0.01431

Tape

Buy volume: 1702
Sell volume: 2637
Buy/sell delta: -935
Buy/sell ratio: 0.64543
Avg trade size: 43.39
Large trade count: 5
Largest trade size: 402

Candle

Return 1: 0.254154
Return 3: 0.312989
Volume 1: 2450
Volume avg 5: 3078
Momentum 5: 0.15625

Cross Exchange

Mid avg: 0.51267375
Mid median: 0.5129175
Price deviation %: 0.131906
Spread %: 0.284782

Funding / OI / Volume

Funding rate: -0.000177
Funding delta: 0
Funding abs: 0.000177
Funding pressure: 0.000177
Open interest: -
Volume 24h: 6655050
Quote volume 24h: 50558608.727
Price change 24h %: -63.73

Quality

Capture latency ms: 5871
Order book timestamp: 2026-07-02 17:28:42.966000+02:00
Ticker timestamp: 2026-07-02 17:28:40.905000+02:00
Trades timestamp: 2026-07-02 17:28:38.497000+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: 0.51214
Best ask: 0.51353
Spread: 0.00139
Spread %: 0.271042
Mid price: 0.512835
Last price: 0.50259
Mark price: -
Index price: -

Order Book

Bid depth 5: 11280
Ask depth 5: 3910
Bid depth 10: 18933
Ask depth 10: 13698
Bid depth 20: 31252
Ask depth 20: 119809
Imbalance 5: 0.485188
Imbalance 10: 0.16043
Imbalance 20: -0.586233
Top bid size: 108
Top ask size: 107
Bid wall score: 0.003456
Ask wall score: 0.000893

Dynamics

Bid depth 5 delta: 991
Ask depth 5 delta: -7831
Imbalance 5 delta: 0.551098
Bid depth 10 delta: -6915
Ask depth 10 delta: -5567
Imbalance 10 delta: 0.014508
Spread delta: -0.00019
Mid price delta: 0.001705
Wall shift score: -0.07449

Tape

Buy volume: 884
Sell volume: 27748
Buy/sell delta: -26864
Buy/sell ratio: 0.031858
Avg trade size: 286.32
Large trade count: 7
Largest trade size: 5876

Candle

Return 1: -1.53596
Return 3: -1.676579
Volume 1: 68
Volume avg 5: 526.8
Momentum 5: -1.678502

Cross Exchange

Mid avg: 0.5122475
Mid median: 0.51235
Price deviation %: 0.114691
Spread %: 0.396293

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 158605
Volume 24h: 1305244
Quote volume 24h: 1305244
Price change 24h %: -64.540663

Quality

Capture latency ms: 6179
Order book timestamp: 2026-07-02 17:28:35.994000+02:00
Ticker timestamp: 2026-07-02 17:28:36.844000+02:00
Trades timestamp: 2026-07-02 17:28:00.652000+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: 0.51269
Best ask: 0.51363
Spread: 0.00094
Spread %: 0.183179
Mid price: 0.51316
Last price: 0.51313
Mark price: 0.5128
Index price: 0.51269

Order Book

Bid depth 5: 21
Ask depth 5: 10
Bid depth 10: 29
Ask depth 10: 17
Bid depth 20: 50
Ask depth 20: 51
Imbalance 5: 0.354839
Imbalance 10: 0.26087
Imbalance 20: -0.009901
Top bid size: 1
Top ask size: 2
Bid wall score: 0.02
Ask wall score: 0.039216

Dynamics

Bid depth 5 delta: -22
Ask depth 5 delta: 1
Imbalance 5 delta: -0.299007
Bid depth 10 delta: -22
Ask depth 10 delta: -2
Imbalance 10 delta: -0.196273
Spread delta: 0.00004
Mid price delta: 0.00166
Wall shift score: 0.005362

Tape

Buy volume: 133
Sell volume: 185
Buy/sell delta: -52
Buy/sell ratio: 0.718919
Avg trade size: 3.18
Large trade count: 12
Largest trade size: 23

Candle

Return 1: 0.193307
Return 3: 0.230491
Volume 1: 31
Volume avg 5: 55.8
Momentum 5: 0.140512

Cross Exchange

Mid avg: 0.5118325
Mid median: 0.5116
Price deviation %: 0.259362
Spread %: 0.365354

Funding / OI / Volume

Funding rate: -0.000229
Funding delta: 0.000005
Funding abs: 0.000229
Funding pressure: 0.000234
Open interest: -
Volume 24h: 21539800
Quote volume 24h: 17310024
Price change 24h %: -64.98

Quality

Capture latency ms: 9974
Order book timestamp: 2026-07-02 17:28:15+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:46.092000+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: 0.5129
Best ask: 0.5131
Spread: 0.0002
Spread %: 0.038986
Mid price: 0.513
Last price: 0.5116
Mark price: -
Index price: -

Order Book

Bid depth 5: 2655
Ask depth 5: 2122
Bid depth 10: 11563
Ask depth 10: 11332
Bid depth 20: 18024
Ask depth 20: 25404
Imbalance 5: 0.111576
Imbalance 10: 0.01009
Imbalance 20: -0.169936
Top bid size: 168
Top ask size: 178
Bid wall score: 0.009321
Ask wall score: 0.007007

Dynamics

Bid depth 5 delta: -2660
Ask depth 5 delta: -1921
Imbalance 5 delta: -0.02435
Bid depth 10 delta: -507
Ask depth 10 delta: -587
Imbalance 10 delta: 0.003795
Spread delta: 0
Mid price delta: 0.0013
Wall shift score: 0.021183

Tape

Buy volume: 36081
Sell volume: 8154
Buy/sell delta: 27927
Buy/sell ratio: 4.424945
Avg trade size: 442.35
Large trade count: 8
Largest trade size: 3808

Candle

Return 1: 0.332421
Return 3: 0.312805
Volume 1: 42143
Volume avg 5: 98534.6
Momentum 5: 0.234421

Cross Exchange

Mid avg: 0.5115075
Mid median: 0.5116
Price deviation %: 0.291785
Spread %: 0.111435

Funding / OI / Volume

Funding rate: -0.00017476
Funding delta: 0.00000273
Funding abs: 0.00017476
Funding pressure: 0.00017749
Open interest: 22535448
Volume 24h: 325407737
Quote volume 24h: 260564599.7245
Price change 24h %: -65.551

Quality

Capture latency ms: 6897
Order book timestamp: 2026-07-02 17:28:04.570000+02:00
Ticker timestamp: 2026-07-02 17:27:58.862000+02:00
Trades timestamp: 2026-07-02 17:28:05.221000+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: 0.5115
Best ask: 0.5119
Spread: 0.0004
Spread %: 0.078171
Mid price: 0.5117
Last price: 0.5111
Mark price: -
Index price: 0.5116

Order Book

Bid depth 5: 756
Ask depth 5: 931
Bid depth 10: 2586
Ask depth 10: 2287
Bid depth 20: 4690
Ask depth 20: 10274
Imbalance 5: -0.103734
Imbalance 10: 0.061359
Imbalance 20: -0.373162
Top bid size: 39
Top ask size: 36
Bid wall score: 0.008316
Ask wall score: 0.003504

Dynamics

Bid depth 5 delta: -417
Ask depth 5 delta: 342
Imbalance 5 delta: -0.435176
Bid depth 10 delta: -302
Ask depth 10 delta: 498
Imbalance 10 delta: -0.173621
Spread delta: 0.0002
Mid price delta: 0.0003
Wall shift score: 0.005985

Tape

Buy volume: 3707
Sell volume: 982
Buy/sell delta: 2725
Buy/sell ratio: 3.774949
Avg trade size: 46.89
Large trade count: 7
Largest trade size: 294

Candle

Return 1: 0.372841
Return 3: -0.737435
Volume 1: 3244
Volume avg 5: 3527.2
Momentum 5: -0.698893

Cross Exchange

Mid avg: 0.5114325
Mid median: 0.51145
Price deviation %: 0.052304
Spread %: 0.111452

Funding / OI / Volume

Funding rate: -0.000177
Funding delta: 0
Funding abs: 0.000177
Funding pressure: 0.000177
Open interest: -
Volume 24h: 6652755
Quote volume 24h: 50546845.536
Price change 24h %: -63.85

Quality

Capture latency ms: 4439
Order book timestamp: 2026-07-02 17:27:58.082000+02:00
Ticker timestamp: 2026-07-02 17:27:55.752000+02:00
Trades timestamp: 2026-07-02 17:27:58.079000+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: 0.51034
Best ask: 0.51192
Spread: 0.00158
Spread %: 0.309119
Mid price: 0.51113
Last price: 0.51043
Mark price: -
Index price: -

Order Book

Bid depth 5: 10289
Ask depth 5: 11741
Bid depth 10: 25848
Ask depth 10: 19265
Bid depth 20: 37022
Ask depth 20: 125701
Imbalance 5: -0.06591
Imbalance 10: 0.145922
Imbalance 20: -0.544969
Top bid size: 3027
Top ask size: 592
Bid wall score: 0.081762
Ask wall score: 0.00471

Dynamics

Bid depth 5 delta: 2211
Ask depth 5 delta: 572
Imbalance 5 delta: 0.094686
Bid depth 10 delta: 2229
Ask depth 10 delta: -5469
Imbalance 10 delta: 0.168982
Spread delta: 0.0001
Mid price delta: -0.00045
Wall shift score: 0.04299

Tape

Buy volume: 884
Sell volume: 27796
Buy/sell delta: -26912
Buy/sell ratio: 0.031803
Avg trade size: 286.8
Large trade count: 7
Largest trade size: 5876

Candle

Return 1: -0.140859
Return 3: -0.176012
Volume 1: 2096
Volume avg 5: 526.8
Momentum 5: -1.102457

Cross Exchange

Mid avg: 0.511545
Mid median: 0.51154
Price deviation %: -0.081127
Spread %: 0.058646

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 159613
Volume 24h: 1305198
Quote volume 24h: 1305198
Price change 24h %: -63.987526

Quality

Capture latency ms: 6019
Order book timestamp: 2026-07-02 17:27:52.394000+02:00
Ticker timestamp: 2026-07-02 17:27:53.428000+02:00
Trades timestamp: 2026-07-02 17:27:28.855000+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: 0.51105
Best ask: 0.51195
Spread: 0.0009
Spread %: 0.175953
Mid price: 0.5115
Last price: 0.51108
Mark price: 0.51198
Index price: 0.512

Order Book

Bid depth 5: 43
Ask depth 5: 9
Bid depth 10: 51
Ask depth 10: 19
Bid depth 20: 76
Ask depth 20: 53
Imbalance 5: 0.653846
Imbalance 10: 0.457143
Imbalance 20: 0.178295
Top bid size: 1
Top ask size: 2
Bid wall score: 0.013158
Ask wall score: 0.037736

Dynamics

Bid depth 5 delta: 21
Ask depth 5 delta: 1
Imbalance 5 delta: 0.187179
Bid depth 10 delta: 20
Ask depth 10 delta: 2
Imbalance 10 delta: 0.165476
Spread delta: 0.00015
Mid price delta: 0.001135
Wall shift score: -0.004188

Tape

Buy volume: 110
Sell volume: 173
Buy/sell delta: -63
Buy/sell ratio: 0.635838
Avg trade size: 2.83
Large trade count: 11
Largest trade size: 19

Candle

Return 1: 0.21766
Return 3: -0.932369
Volume 1: 94
Volume avg 5: 47.4
Momentum 5: -0.859343

Cross Exchange

Mid avg: 0.51126125
Mid median: 0.51149
Price deviation %: 0.046698
Spread %: 0.261119

Funding / OI / Volume

Funding rate: -0.000234
Funding delta: 0.000006
Funding abs: 0.000234
Funding pressure: 0.00024
Open interest: -
Volume 24h: 21535400
Quote volume 24h: 17307775
Price change 24h %: -65.2

Quality

Capture latency ms: 9715
Order book timestamp: 2026-07-02 17:27:35+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:46.047000+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: 0.5116
Best ask: 0.5118
Spread: 0.0002
Spread %: 0.039085
Mid price: 0.5117
Last price: 0.5114
Mark price: -
Index price: -

Order Book

Bid depth 5: 5315
Ask depth 5: 4043
Bid depth 10: 12070
Ask depth 10: 11919
Bid depth 20: 24179
Ask depth 20: 19416
Imbalance 5: 0.135926
Imbalance 10: 0.006295
Imbalance 20: 0.109256
Top bid size: 78
Top ask size: 429
Bid wall score: 0.003226
Ask wall score: 0.022095

Dynamics

Bid depth 5 delta: 3378
Ask depth 5 delta: 1106
Imbalance 5 delta: 0.341097
Bid depth 10 delta: 3228
Ask depth 10 delta: 5891
Imbalance 10 delta: -0.182946
Spread delta: 0.0001
Mid price delta: 0.00215
Wall shift score: -0.016305

Tape

Buy volume: 17945
Sell volume: 6074
Buy/sell delta: 11871
Buy/sell ratio: 2.954396
Avg trade size: 240.19
Large trade count: 8
Largest trade size: 5300

Candle

Return 1: 0.569185
Return 3: -0.562779
Volume 1: 33364
Volume avg 5: 111646.6
Momentum 5: -0.601358

Cross Exchange

Mid avg: 0.51072375
Mid median: 0.5108825
Price deviation %: 0.19115
Spread %: 0.397475

Funding / OI / Volume

Funding rate: -0.00017749
Funding delta: 0.00000032
Funding abs: 0.00017749
Funding pressure: 0.00017781
Open interest: 22544922
Volume 24h: 325348965
Quote volume 24h: 260534545.3934
Price change 24h %: -65.565

Quality

Capture latency ms: 6240
Order book timestamp: 2026-07-02 17:27:24.995000+02:00
Ticker timestamp: 2026-07-02 17:27:12.094000+02:00
Trades timestamp: 2026-07-02 17:27:26.323000+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: 0.5113
Best ask: 0.5115
Spread: 0.0002
Spread %: 0.039108
Mid price: 0.5114
Last price: 0.5112
Mark price: -
Index price: 0.5109

Order Book

Bid depth 5: 1173
Ask depth 5: 589
Bid depth 10: 2888
Ask depth 10: 1789
Bid depth 20: 8133
Ask depth 20: 3704
Imbalance 5: 0.331442
Imbalance 10: 0.23498
Imbalance 20: 0.374166
Top bid size: 19
Top ask size: 13
Bid wall score: 0.002336
Ask wall score: 0.00351

Dynamics

Bid depth 5 delta: 576
Ask depth 5 delta: -122
Imbalance 5 delta: 0.418598
Bid depth 10 delta: 467
Ask depth 10 delta: -36
Imbalance 10 delta: 0.094612
Spread delta: 0.0001
Mid price delta: 0.00175
Wall shift score: 0.024858

Tape

Buy volume: 3429
Sell volume: 864
Buy/sell delta: 2565
Buy/sell ratio: 3.96875
Avg trade size: 42.93
Large trade count: 7
Largest trade size: 294

Candle

Return 1: 0.353218
Return 3: -0.756841
Volume 1: 1929
Volume avg 5: 3264.2
Momentum 5: -0.718307

Cross Exchange

Mid avg: 0.51028625
Mid median: 0.5100075
Price deviation %: 0.21826
Spread %: 0.397816

Funding / OI / Volume

Funding rate: -0.000177
Funding delta: 0
Funding abs: 0.000177
Funding pressure: 0.000177
Open interest: -
Volume 24h: 6651656
Quote volume 24h: 50541228.277
Price change 24h %: -63.84

Quality

Capture latency ms: 5548
Order book timestamp: 2026-07-02 17:27:18.731000+02:00
Ticker timestamp: 2026-07-02 17:27:16.752000+02:00
Trades timestamp: 2026-07-02 17:27:17.815000+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: 24130
gate: 24131
htx: 23956
mexc: 24127

By Symbol

VELVET/USDT:USDT: 96344

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