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: 96707
Total labels: 290121
Pending labels: 270638
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: 2026-07-03 01:05:10.675322+02:00
Recent trades snapshots: 96699
Micro candles: 1933940
Avg data quality: 75.9589274819816559
Latest latency: 12124 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 205 of 9671 · 96707 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 18:34:23.090032+02:00	htx	VELVET/USDT:USDT	0.557635	80	6702 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 18:34:03.704654+02:00	gate	VELVET/USDT:USDT	0.558915	68	10094 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 18:33:53.464510+02:00	binance	VELVET/USDT:USDT	0.56145	80	7555 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 18:33:45.745549+02:00	mexc	VELVET/USDT:USDT	0.5602	68	8537 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 18:33:37.120572+02:00	htx	VELVET/USDT:USDT	0.556745	90	4283 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 18:33:20.842001+02:00	gate	VELVET/USDT:USDT	0.558775	68	10352 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 18:33:10.266496+02:00	binance	VELVET/USDT:USDT	0.5597	80	6124 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 18:33:03.956566+02:00	mexc	VELVET/USDT:USDT	0.55845	68	5936 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 18:32:57.828680+02:00	htx	VELVET/USDT:USDT	0.556325	80	5722 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 18:32:40.073532+02:00	gate	VELVET/USDT:USDT	0.559225	68	10199 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.55005
Best ask: 0.56522
Spread: 0.01517
Spread %: 2.720417
Mid price: 0.557635
Last price: 0.5586
Mark price: -
Index price: -

Order Book

Bid depth 5: 6049
Ask depth 5: 3761
Bid depth 10: 8123
Ask depth 10: 8376
Bid depth 20: 13707
Ask depth 20: 10297
Imbalance 5: 0.233231
Imbalance 10: -0.015334
Imbalance 20: 0.14206
Top bid size: 968
Top ask size: 954
Bid wall score: 0.070621
Ask wall score: 0.092648

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 933
Imbalance 5 delta: -0.129616
Bid depth 10 delta: -2
Ask depth 10 delta: 933
Imbalance 10 delta: -0.059142
Spread delta: 0
Mid price delta: 0.00089
Wall shift score: 0.010726

Tape

Buy volume: 16162
Sell volume: 2626
Buy/sell delta: 13536
Buy/sell ratio: 6.154608
Avg trade size: 187.88
Large trade count: 4
Largest trade size: 810

Candle

Return 1: 0.505587
Return 3: 0.859454
Volume 1: 192
Volume avg 5: 386
Momentum 5: 2.31144

Cross Exchange

Mid avg: 0.5593275
Mid median: 0.5595575
Price deviation %: -0.302596
Spread %: 0.841189

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 149480
Volume 24h: 1392148
Quote volume 24h: 1392148
Price change 24h %: 6.169461

Quality

Capture latency ms: 6702
Order book timestamp: 2026-07-02 18:34:20.936000+02:00
Ticker timestamp: 2026-07-02 18:34:21.285000+02:00
Trades timestamp: 2026-07-02 18:34:18.050000+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: 0.5584
Best ask: 0.55943
Spread: 0.00103
Spread %: 0.184286
Mid price: 0.558915
Last price: 0.56116
Mark price: 0.56045
Index price: 0.559673

Order Book

Bid depth 5: 14
Ask depth 5: 9
Bid depth 10: 33
Ask depth 10: 32
Bid depth 20: 58
Ask depth 20: 51
Imbalance 5: 0.217391
Imbalance 10: 0.015385
Imbalance 20: 0.06422
Top bid size: 1
Top ask size: 2
Bid wall score: 0.017241
Ask wall score: 0.039216

Dynamics

Bid depth 5 delta: 7
Ask depth 5 delta: 1
Imbalance 5 delta: 0.284058
Bid depth 10 delta: -1
Ask depth 10 delta: 15
Imbalance 10 delta: -0.317949
Spread delta: -0.00048
Mid price delta: 0.00014
Wall shift score: -0.018923

Tape

Buy volume: 248
Sell volume: 68
Buy/sell delta: 180
Buy/sell ratio: 3.647059
Avg trade size: 3.16
Large trade count: 12
Largest trade size: 14

Candle

Return 1: 0
Return 3: 1.391248
Volume 1: 0
Volume avg 5: 64.8
Momentum 5: 2.468775

Cross Exchange

Mid avg: 0.5592925
Mid median: 0.5594875
Price deviation %: -0.067496
Spread %: 0.841241

Funding / OI / Volume

Funding rate: -0.000001
Funding delta: 0.000051
Funding abs: 0.000001
Funding pressure: 0.000052
Open interest: -
Volume 24h: 21653400
Quote volume 24h: 16780216
Price change 24h %: -61.65

Quality

Capture latency ms: 10094
Order book timestamp: 2026-07-02 18:34:02+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:50.028000+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: 0.5614
Best ask: 0.5615
Spread: 0.0001
Spread %: 0.017811
Mid price: 0.56145
Last price: 0.5598
Mark price: -
Index price: -

Order Book

Bid depth 5: 2001
Ask depth 5: 1355
Bid depth 10: 7229
Ask depth 10: 4182
Bid depth 20: 14459
Ask depth 20: 12955
Imbalance 5: 0.192491
Imbalance 10: 0.267023
Imbalance 20: 0.054862
Top bid size: 350
Top ask size: 11
Bid wall score: 0.024206
Ask wall score: 0.000849

Dynamics

Bid depth 5 delta: -3624
Ask depth 5 delta: 582
Imbalance 5 delta: -0.565871
Bid depth 10 delta: -5268
Ask depth 10 delta: 450
Imbalance 10 delta: -0.27306
Spread delta: -0.0001
Mid price delta: 0.00175
Wall shift score: -0.039981

Tape

Buy volume: 15470
Sell volume: 3271
Buy/sell delta: 12199
Buy/sell ratio: 4.729441
Avg trade size: 187.41
Large trade count: 8
Largest trade size: 1214

Candle

Return 1: 0.753904
Return 3: 2.483111
Volume 1: 145896
Volume avg 5: 150865.8
Momentum 5: 3.313087

Cross Exchange

Mid avg: 0.558855
Mid median: 0.5592375
Price deviation %: 0.464342
Spread %: 0.618228

Funding / OI / Volume

Funding rate: 0.00003658
Funding delta: 0
Funding abs: 0.00003658
Funding pressure: 0.00003658
Open interest: 21993440
Volume 24h: 325123208
Quote volume 24h: 247834443.76432
Price change 24h %: -61.689

Quality

Capture latency ms: 7555
Order book timestamp: 2026-07-02 18:33:51.260000+02:00
Ticker timestamp: 2026-07-02 18:33:41.652000+02:00
Trades timestamp: 2026-07-02 18:33:52.990000+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: 0.5601
Best ask: 0.5603
Spread: 0.0002
Spread %: 0.035702
Mid price: 0.5602
Last price: 0.5616
Mark price: -
Index price: 0.5606

Order Book

Bid depth 5: 419
Ask depth 5: 675
Bid depth 10: 1747
Ask depth 10: 1580
Bid depth 20: 3442
Ask depth 20: 2929
Imbalance 5: -0.234004
Imbalance 10: 0.050195
Imbalance 20: 0.080521
Top bid size: 33
Top ask size: 7
Bid wall score: 0.009587
Ask wall score: 0.00239

Dynamics

Bid depth 5 delta: -136
Ask depth 5 delta: 280
Imbalance 5 delta: -0.402425
Bid depth 10 delta: 293
Ask depth 10 delta: 387
Imbalance 10 delta: -0.048407
Spread delta: 0.0001
Mid price delta: 0.00175
Wall shift score: 0.01762

Tape

Buy volume: 1252
Sell volume: 1659
Buy/sell delta: -407
Buy/sell ratio: 0.754671
Avg trade size: 29.11
Large trade count: 8
Largest trade size: 151

Candle

Return 1: 0.484566
Return 3: 2.246165
Volume 1: 5716
Volume avg 5: 7340.6
Momentum 5: 2.903878

Cross Exchange

Mid avg: 0.5584175
Mid median: 0.5586125
Price deviation %: 0.319206
Spread %: 0.529174

Funding / OI / Volume

Funding rate: 0.000027
Funding delta: 0
Funding abs: 0.000027
Funding pressure: 0.000027
Open interest: -
Volume 24h: 6880944
Quote volume 24h: 50348021.373
Price change 24h %: 7.19

Quality

Capture latency ms: 8537
Order book timestamp: 2026-07-02 18:33:43.524000+02:00
Ticker timestamp: 2026-07-02 18:33:40.737000+02:00
Trades timestamp: 2026-07-02 18:33:44.634000+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: 0.54916
Best ask: 0.56433
Spread: 0.01517
Spread %: 2.724766
Mid price: 0.556745
Last price: 0.55579
Mark price: -
Index price: -

Order Book

Bid depth 5: 6049
Ask depth 5: 2828
Bid depth 10: 8125
Ask depth 10: 7443
Bid depth 20: 13707
Ask depth 20: 9364
Imbalance 5: 0.362848
Imbalance 10: 0.043808
Imbalance 20: 0.188245
Top bid size: 968
Top ask size: 968
Bid wall score: 0.070621
Ask wall score: 0.103375

Dynamics

Bid depth 5 delta: 1516
Ask depth 5 delta: 695
Imbalance 5 delta: 0.002812
Bid depth 10 delta: -1294
Ask depth 10 delta: -110
Imbalance 10 delta: -0.066138
Spread delta: 0.01002
Mid price delta: 0.00042
Wall shift score: -0.133691

Tape

Buy volume: 16170
Sell volume: 2626
Buy/sell delta: 13544
Buy/sell ratio: 6.157654
Avg trade size: 187.96
Large trade count: 4
Largest trade size: 810

Candle

Return 1: 0
Return 3: 1.480792
Volume 1: 0
Volume avg 5: 376.8
Momentum 5: 1.815417

Cross Exchange

Mid avg: 0.5583125
Mid median: 0.5586125
Price deviation %: -0.280757
Spread %: 0.6045

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 149480
Volume 24h: 1392036
Quote volume 24h: 1392036
Price change 24h %: 5.635382

Quality

Capture latency ms: 4283
Order book timestamp: 2026-07-02 18:33:35.436000+02:00
Ticker timestamp: 2026-07-02 18:33:35.748000+02:00
Trades timestamp: 2026-07-02 18:32:32.182000+02:00
Data quality score: 90
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: 0.55802
Best ask: 0.55953
Spread: 0.00151
Spread %: 0.270234
Mid price: 0.558775
Last price: 0.55833
Mark price: 0.55889
Index price: 0.558428

Order Book

Bid depth 5: 7
Ask depth 5: 8
Bid depth 10: 34
Ask depth 10: 17
Bid depth 20: 59
Ask depth 20: 50
Imbalance 5: -0.066667
Imbalance 10: 0.333333
Imbalance 20: 0.082569
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016949
Ask wall score: 0.02

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 0
Imbalance 5 delta: -0.339394
Bid depth 10 delta: -3
Ask depth 10 delta: -13
Imbalance 10 delta: 0.228856
Spread delta: 0.0003
Mid price delta: -0.00045
Wall shift score: -0.006839

Tape

Buy volume: 246
Sell volume: 70
Buy/sell delta: 176
Buy/sell ratio: 3.514286
Avg trade size: 3.16
Large trade count: 12
Largest trade size: 14

Candle

Return 1: -0.141293
Return 3: 1.77175
Volume 1: 7
Volume avg 5: 69.2
Momentum 5: 2.664387

Cross Exchange

Mid avg: 0.558425
Mid median: 0.5588375
Price deviation %: 0.062676
Spread %: 0.604378

Funding / OI / Volume

Funding rate: -0.000052
Funding delta: 0.000019
Funding abs: 0.000052
Funding pressure: 0.000071
Open interest: -
Volume 24h: 21652300
Quote volume 24h: 16779599
Price change 24h %: -61.85

Quality

Capture latency ms: 10352
Order book timestamp: 2026-07-02 18:33:19+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:49.998000+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: 0.5596
Best ask: 0.5598
Spread: 0.0002
Spread %: 0.035733
Mid price: 0.5597
Last price: 0.5589
Mark price: -
Index price: -

Order Book

Bid depth 5: 5625
Ask depth 5: 773
Bid depth 10: 12497
Ask depth 10: 3732
Bid depth 20: 18066
Ask depth 20: 10780
Imbalance 5: 0.758362
Imbalance 10: 0.540083
Imbalance 20: 0.252583
Top bid size: 1218
Top ask size: 44
Bid wall score: 0.067419
Ask wall score: 0.004082

Dynamics

Bid depth 5 delta: 3619
Ask depth 5 delta: -181
Imbalance 5 delta: 0.402957
Bid depth 10 delta: -9946
Ask depth 10 delta: -327
Imbalance 10 delta: -0.153601
Spread delta: 0.0001
Mid price delta: 0.00485
Wall shift score: 0.03804

Tape

Buy volume: 7414
Sell volume: 9019
Buy/sell delta: -1605
Buy/sell ratio: 0.822042
Avg trade size: 164.33
Large trade count: 5
Largest trade size: 2588

Candle

Return 1: 0.448752
Return 3: 2.172722
Volume 1: 23902
Volume avg 5: 126467
Momentum 5: 3.000184

Cross Exchange

Mid avg: 0.5572125
Mid median: 0.5573875
Price deviation %: 0.446419
Spread %: 0.785158

Funding / OI / Volume

Funding rate: 0.00003658
Funding delta: 0.00000869
Funding abs: 0.00003658
Funding pressure: 0.00004527
Open interest: 21982406
Volume 24h: 325011832
Quote volume 24h: 247772135.30378
Price change 24h %: -61.751

Quality

Capture latency ms: 6124
Order book timestamp: 2026-07-02 18:33:08.010000+02:00
Ticker timestamp: 2026-07-02 18:33:01.556000+02:00
Trades timestamp: 2026-07-02 18:33:09.090000+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: 0.5584
Best ask: 0.5585
Spread: 0.0001
Spread %: 0.017907
Mid price: 0.55845
Last price: 0.5589
Mark price: -
Index price: 0.5577

Order Book

Bid depth 5: 555
Ask depth 5: 395
Bid depth 10: 1454
Ask depth 10: 1193
Bid depth 20: 3955
Ask depth 20: 2416
Imbalance 5: 0.168421
Imbalance 10: 0.098602
Imbalance 20: 0.241563
Top bid size: 57
Top ask size: 60
Bid wall score: 0.014412
Ask wall score: 0.024834

Dynamics

Bid depth 5 delta: 214
Ask depth 5 delta: -248
Imbalance 5 delta: 0.475332
Bid depth 10 delta: 466
Ask depth 10 delta: -292
Imbalance 10 delta: 0.299573
Spread delta: 0
Mid price delta: 0.0039
Wall shift score: -0.010851

Tape

Buy volume: 1584
Sell volume: 2220
Buy/sell delta: -636
Buy/sell ratio: 0.713514
Avg trade size: 38.04
Large trade count: 6
Largest trade size: 303

Candle

Return 1: 0.305097
Return 3: 2.06355
Volume 1: 574
Volume avg 5: 6312.2
Momentum 5: 2.720088

Cross Exchange

Mid avg: 0.5562375
Mid median: 0.5555875
Price deviation %: 0.397762
Spread %: 0.840468

Funding / OI / Volume

Funding rate: 0.000027
Funding delta: 0
Funding abs: 0.000027
Funding pressure: 0.000027
Open interest: -
Volume 24h: 6876735
Quote volume 24h: 50324482.53
Price change 24h %: 6.68

Quality

Capture latency ms: 5936
Order book timestamp: 2026-07-02 18:33:02.428000+02:00
Ticker timestamp: 2026-07-02 18:33:01.867000+02:00
Trades timestamp: 2026-07-02 18:33:02.614000+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: 0.55375
Best ask: 0.5589
Spread: 0.00515
Spread %: 0.925718
Mid price: 0.556325
Last price: 0.55579
Mark price: -
Index price: -

Order Book

Bid depth 5: 4533
Ask depth 5: 2133
Bid depth 10: 9419
Ask depth 10: 7553
Bid depth 20: 14813
Ask depth 20: 9474
Imbalance 5: 0.360036
Imbalance 10: 0.109946
Imbalance 20: 0.21983
Top bid size: 1700
Top ask size: 131
Bid wall score: 0.114764
Ask wall score: 0.013827

Dynamics

Bid depth 5 delta: -2601
Ask depth 5 delta: -1002
Imbalance 5 delta: -0.029388
Bid depth 10 delta: -4258
Ask depth 10 delta: -5123
Imbalance 10 delta: 0.071962
Spread delta: 0.00406
Mid price delta: 0.00308
Wall shift score: 0.10142

Tape

Buy volume: 16170
Sell volume: 2626
Buy/sell delta: 13544
Buy/sell ratio: 6.157654
Avg trade size: 187.96
Large trade count: 4
Largest trade size: 810

Candle

Return 1: 0.352087
Return 3: 1.796769
Volume 1: 662
Volume avg 5: 680
Momentum 5: 2.184185

Cross Exchange

Mid avg: 0.5554675
Mid median: 0.5547
Price deviation %: 0.154374
Spread %: 1.076571

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 149480
Volume 24h: 1392368
Quote volume 24h: 1392368
Price change 24h %: 5.635382

Quality

Capture latency ms: 5722
Order book timestamp: 2026-07-02 18:32:56.436000+02:00
Ticker timestamp: 2026-07-02 18:32:56.700000+02:00
Trades timestamp: 2026-07-02 18:32:32.182000+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: 0.55862
Best ask: 0.55983
Spread: 0.00121
Spread %: 0.216371
Mid price: 0.559225
Last price: 0.5592
Mark price: 0.55824
Index price: 0.55816

Order Book

Bid depth 5: 14
Ask depth 5: 8
Bid depth 10: 37
Ask depth 10: 30
Bid depth 20: 66
Ask depth 20: 88
Imbalance 5: 0.272727
Imbalance 10: 0.104478
Imbalance 20: -0.142857
Top bid size: 1
Top ask size: 1
Bid wall score: 0.015152
Ask wall score: 0.011364

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: 0
Imbalance 5 delta: 0.272727
Bid depth 10 delta: 3
Ask depth 10 delta: -4
Imbalance 10 delta: 0.104478
Spread delta: 0.0001
Mid price delta: 0.00575
Wall shift score: 0.004449

Tape

Buy volume: 243
Sell volume: 76
Buy/sell delta: 167
Buy/sell ratio: 3.197368
Avg trade size: 3.19
Large trade count: 12
Largest trade size: 14

Candle

Return 1: 1.037112
Return 3: 2.110876
Volume 1: 107
Volume avg 5: 107.4
Momentum 5: 1.587763

Cross Exchange

Mid avg: 0.55403
Mid median: 0.5540125
Price deviation %: 0.937675
Spread %: 0.289696

Funding / OI / Volume

Funding rate: -0.000071
Funding delta: 0.000034
Funding abs: 0.000071
Funding pressure: 0.000105
Open interest: -
Volume 24h: 21639200
Quote volume 24h: 16772264
Price change 24h %: -61.63

Quality

Capture latency ms: 10199
Order book timestamp: 2026-07-02 18:32:38+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:49.958000+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: 24221
gate: 24222
htx: 24046
mexc: 24218

By Symbol

VELVET/USDT:USDT: 96707

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