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: 97035
Total labels: 291105
Pending labels: 271622
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 02:07:08.599099+02:00
Recent trades snapshots: 97027
Micro candles: 1940500
Avg data quality: 75.9566135930334415
Latest latency: 6993 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 206 of 9704 · 97035 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 19:38:03.196184+02:00	binance	VELVET/USDT:USDT	0.5293	80	7948 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 19:37:55.033044+02:00	mexc	VELVET/USDT:USDT	0.52935	68	32214 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 19:37:22.682563+02:00	htx	VELVET/USDT:USDT	0.52469	80	5176 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 19:37:01.321363+02:00	gate	VELVET/USDT:USDT	0.526845	68	10543 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 19:36:50.586499+02:00	binance	VELVET/USDT:USDT	0.52625	80	9089 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 19:36:41.309759+02:00	mexc	VELVET/USDT:USDT	0.5273	68	5079 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 19:36:36.074695+02:00	htx	VELVET/USDT:USDT	0.52834	80	5967 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 19:36:15.520950+02:00	gate	VELVET/USDT:USDT	0.527825	68	10753 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 19:36:04.464698+02:00	binance	VELVET/USDT:USDT	0.5278	80	6789 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 19:35:57.524927+02:00	mexc	VELVET/USDT:USDT	0.5282	78	4726 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.5292
Best ask: 0.5294
Spread: 0.0002
Spread %: 0.037786
Mid price: 0.5293
Last price: 0.5296
Mark price: -
Index price: -

Order Book

Bid depth 5: 1615
Ask depth 5: 5353
Bid depth 10: 7585
Ask depth 10: 11480
Bid depth 20: 15105
Ask depth 20: 22938
Imbalance 5: -0.536452
Imbalance 10: -0.204301
Imbalance 20: -0.205899
Top bid size: 171
Top ask size: 133
Bid wall score: 0.011321
Ask wall score: 0.005798

Dynamics

Bid depth 5 delta: -721
Ask depth 5 delta: 3989
Imbalance 5 delta: -0.799155
Bid depth 10 delta: -1913
Ask depth 10 delta: 3013
Imbalance 10 delta: -0.26169
Spread delta: 0.0001
Mid price delta: 0.00305
Wall shift score: 0.00782

Tape

Buy volume: 5611
Sell volume: 12224
Buy/sell delta: -6613
Buy/sell ratio: 0.459015
Avg trade size: 178.35
Large trade count: 8
Largest trade size: 2828

Candle

Return 1: -0.226672
Return 3: 0.132701
Volume 1: 9144
Volume avg 5: 65603.6
Momentum 5: -0.1701

Cross Exchange

Mid avg: 0.52678375
Mid median: 0.5265475
Price deviation %: 0.477663
Spread %: 0.884613

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21369384
Volume 24h: 331780753
Quote volume 24h: 248690580.70307
Price change 24h %: -63.258

Quality

Capture latency ms: 7948
Order book timestamp: 2026-07-02 19:38:00.524000+02:00
Ticker timestamp: 2026-07-02 19:37:53.331000+02:00
Trades timestamp: 2026-07-02 19:38:01.742000+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: 0.5292
Best ask: 0.5295
Spread: 0.0003
Spread %: 0.056673
Mid price: 0.52935
Last price: 0.5298
Mark price: -
Index price: 0.5279

Order Book

Bid depth 5: 988
Ask depth 5: 510
Bid depth 10: 1787
Ask depth 10: 2179
Bid depth 20: 3605
Ask depth 20: 5025
Imbalance 5: 0.319092
Imbalance 10: -0.09884
Imbalance 20: -0.164542
Top bid size: 485
Top ask size: 12
Bid wall score: 0.134535
Ask wall score: 0.002388

Dynamics

Bid depth 5 delta: 376
Ask depth 5 delta: -508
Imbalance 5 delta: 0.568172
Bid depth 10 delta: 175
Ask depth 10 delta: -111
Imbalance 10 delta: 0.074917
Spread delta: 0.0001
Mid price delta: 0.00205
Wall shift score: 0.135053

Tape

Buy volume: 1341
Sell volume: 2904
Buy/sell delta: -1563
Buy/sell ratio: 0.461777
Avg trade size: 42.45
Large trade count: 7
Largest trade size: 248

Candle

Return 1: 0.607787
Return 3: 0.32197
Volume 1: 8052
Volume avg 5: 4704.4
Momentum 5: -0.656414

Cross Exchange

Mid avg: 0.52627125
Mid median: 0.5265475
Price deviation %: 0.585012
Spread %: 0.495942

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7134620
Quote volume 24h: 50029965.619
Price change 24h %: 1.12

Quality

Capture latency ms: 32214
Order book timestamp: 2026-07-02 19:37:53.369000+02:00
Ticker timestamp: 2026-07-02 19:37:52.750000+02:00
Trades timestamp: 2026-07-02 19:37:53.684000+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: 0.52393
Best ask: 0.52545
Spread: 0.00152
Spread %: 0.289695
Mid price: 0.52469
Last price: 0.52744
Mark price: -
Index price: -

Order Book

Bid depth 5: 3595
Ask depth 5: 12622
Bid depth 10: 33172
Ask depth 10: 20997
Bid depth 20: 135886
Ask depth 20: 119438
Imbalance 5: -0.556638
Imbalance 10: 0.22476
Imbalance 20: 0.06442
Top bid size: 337
Top ask size: 803
Bid wall score: 0.00248
Ask wall score: 0.006723

Dynamics

Bid depth 5 delta: -5759
Ask depth 5 delta: 8692
Imbalance 5 delta: -0.964949
Bid depth 10 delta: -72058
Ask depth 10 delta: 12162
Imbalance 10 delta: -0.620329
Spread delta: 0.0007
Mid price delta: -0.00365
Wall shift score: 0.026779

Tape

Buy volume: 17422
Sell volume: 10960
Buy/sell delta: 6462
Buy/sell ratio: 1.589599
Avg trade size: 283.82
Large trade count: 6
Largest trade size: 4516

Candle

Return 1: 0
Return 3: -0.141994
Volume 1: 0
Volume avg 5: 44.4
Momentum 5: -0.219448

Cross Exchange

Mid avg: 0.52718375
Mid median: 0.5270725
Price deviation %: -0.473032
Spread %: 0.396446

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 143313
Volume 24h: 1434590
Quote volume 24h: 1434590
Price change 24h %: 0.247083

Quality

Capture latency ms: 5176
Order book timestamp: 2026-07-02 19:37:20.936000+02:00
Ticker timestamp: 2026-07-02 19:37:21.293000+02:00
Trades timestamp: 2026-07-02 19:36:50.945000+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: 0.52636
Best ask: 0.52733
Spread: 0.00097
Spread %: 0.184115
Mid price: 0.526845
Last price: 0.52662
Mark price: 0.52662
Index price: 0.526523

Order Book

Bid depth 5: 8
Ask depth 5: 12
Bid depth 10: 36
Ask depth 10: 35
Bid depth 20: 75
Ask depth 20: 54
Imbalance 5: -0.2
Imbalance 10: 0.014085
Imbalance 20: 0.162791
Top bid size: 1
Top ask size: 1
Bid wall score: 0.013333
Ask wall score: 0.018519

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 5
Imbalance 5 delta: -0.266667
Bid depth 10 delta: 9
Ask depth 10 delta: 8
Imbalance 10 delta: 0.014085
Spread delta: 0.00012
Mid price delta: -0.00098
Wall shift score: -0.003796

Tape

Buy volume: 160
Sell volume: 84
Buy/sell delta: 76
Buy/sell ratio: 1.904762
Avg trade size: 2.44
Large trade count: 9
Largest trade size: 15

Candle

Return 1: 0
Return 3: -0.261364
Volume 1: 0
Volume avg 5: 38.2
Momentum 5: -1.196998

Cross Exchange

Mid avg: 0.52742875
Mid median: 0.5275625
Price deviation %: -0.110678
Spread %: 0.396262

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 21953500
Quote volume 24h: 16796092
Price change 24h %: -63.4

Quality

Capture latency ms: 10543
Order book timestamp: 2026-07-02 19:37:00+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:53.812000+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: 0.5262
Best ask: 0.5263
Spread: 0.0001
Spread %: 0.019002
Mid price: 0.52625
Last price: 0.5271
Mark price: -
Index price: -

Order Book

Bid depth 5: 2336
Ask depth 5: 1364
Bid depth 10: 9498
Ask depth 10: 8467
Bid depth 20: 25524
Ask depth 20: 15409
Imbalance 5: 0.262703
Imbalance 10: 0.057389
Imbalance 20: 0.247111
Top bid size: 107
Top ask size: 100
Bid wall score: 0.004192
Ask wall score: 0.00649

Dynamics

Bid depth 5 delta: 61
Ask depth 5 delta: -2427
Imbalance 5 delta: 0.51262
Bid depth 10 delta: -119
Ask depth 10 delta: -5335
Imbalance 10 delta: 0.23609
Spread delta: -0.0001
Mid price delta: -0.00155
Wall shift score: -0.001785

Tape

Buy volume: 5453
Sell volume: 21415
Buy/sell delta: -15962
Buy/sell ratio: 0.254635
Avg trade size: 268.68
Large trade count: 9
Largest trade size: 4179

Candle

Return 1: -0.075829
Return 3: -0.378
Volume 1: 40629
Volume avg 5: 76903
Momentum 5: 0.094949

Cross Exchange

Mid avg: 0.52781625
Mid median: 0.5278125
Price deviation %: -0.296742
Spread %: 0.197038

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21359417
Volume 24h: 331655006
Quote volume 24h: 248651351.93874
Price change 24h %: -63.703

Quality

Capture latency ms: 9089
Order book timestamp: 2026-07-02 19:36:48.211000+02:00
Ticker timestamp: 2026-07-02 19:36:41.944000+02:00
Trades timestamp: 2026-07-02 19:36:48.610000+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: 0.5272
Best ask: 0.5274
Spread: 0.0002
Spread %: 0.037929
Mid price: 0.5273
Last price: 0.5274
Mark price: -
Index price: 0.5271

Order Book

Bid depth 5: 612
Ask depth 5: 1018
Bid depth 10: 1612
Ask depth 10: 2290
Bid depth 20: 3771
Ask depth 20: 5768
Imbalance 5: -0.24908
Imbalance 10: -0.173757
Imbalance 20: -0.209351
Top bid size: 42
Top ask size: 81
Bid wall score: 0.011138
Ask wall score: 0.014043

Dynamics

Bid depth 5 delta: 41
Ask depth 5 delta: 471
Imbalance 5 delta: -0.270547
Bid depth 10 delta: -765
Ask depth 10 delta: 333
Imbalance 10 delta: -0.270665
Spread delta: -0.0002
Mid price delta: -0.0009
Wall shift score: -0.006746

Tape

Buy volume: 2956
Sell volume: 2536
Buy/sell delta: 420
Buy/sell ratio: 1.165615
Avg trade size: 54.92
Large trade count: 6
Largest trade size: 484

Candle

Return 1: -0.094751
Return 3: -0.302572
Volume 1: 4242
Volume avg 5: 4413
Momentum 5: 0.094931

Cross Exchange

Mid avg: 0.52804125
Mid median: 0.5280125
Price deviation %: -0.140377
Spread %: 0.102265

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7125885
Quote volume 24h: 49984134.107
Price change 24h %: 0.66

Quality

Capture latency ms: 5079
Order book timestamp: 2026-07-02 19:36:39.242000+02:00
Ticker timestamp: 2026-07-02 19:36:37.758000+02:00
Trades timestamp: 2026-07-02 19:36:39.363000+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: 0.52793
Best ask: 0.52875
Spread: 0.00082
Spread %: 0.155203
Mid price: 0.52834
Last price: 0.52819
Mark price: -
Index price: -

Order Book

Bid depth 5: 9354
Ask depth 5: 3930
Bid depth 10: 105230
Ask depth 10: 8835
Bid depth 20: 110972
Ask depth 20: 10776
Imbalance 5: 0.408311
Imbalance 10: 0.845088
Imbalance 20: 0.822979
Top bid size: 100
Top ask size: 344
Bid wall score: 0.000901
Ask wall score: 0.031923

Dynamics

Bid depth 5 delta: 1145
Ask depth 5 delta: -10206
Imbalance 5 delta: 0.67356
Bid depth 10 delta: 72825
Ask depth 10 delta: -15731
Imbalance 10 delta: 0.707492
Spread delta: 0.0004
Mid price delta: 0.0002
Wall shift score: -0.021863

Tape

Buy volume: 17622
Sell volume: 10760
Buy/sell delta: 6862
Buy/sell ratio: 1.637732
Avg trade size: 283.82
Large trade count: 6
Largest trade size: 4516

Candle

Return 1: 0
Return 3: -0.077563
Volume 1: 0
Volume avg 5: 0.4
Momentum 5: -0.077563

Cross Exchange

Mid avg: 0.52799125
Mid median: 0.5279825
Price deviation %: 0.066052
Spread %: 0.075759

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 143203
Volume 24h: 1434370
Quote volume 24h: 1434370
Price change 24h %: 0.38963

Quality

Capture latency ms: 5967
Order book timestamp: 2026-07-02 19:36:34.394000+02:00
Ticker timestamp: 2026-07-02 19:36:34.719000+02:00
Trades timestamp: 2026-07-02 19:34:05.626000+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: 0.5274
Best ask: 0.52825
Spread: 0.00085
Spread %: 0.161038
Mid price: 0.527825
Last price: 0.52828
Mark price: 0.52763
Index price: 0.527088

Order Book

Bid depth 5: 8
Ask depth 5: 7
Bid depth 10: 27
Ask depth 10: 27
Bid depth 20: 48
Ask depth 20: 45
Imbalance 5: 0.066667
Imbalance 10: 0
Imbalance 20: 0.032258
Top bid size: 1
Top ask size: 1
Bid wall score: 0.020833
Ask wall score: 0.022222

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -12
Imbalance 5 delta: 0.42381
Bid depth 10 delta: -7
Ask depth 10 delta: -2
Imbalance 10 delta: -0.079365
Spread delta: -0.00021
Mid price delta: -0.000995
Wall shift score: -0.013342

Tape

Buy volume: 143
Sell volume: 74
Buy/sell delta: 69
Buy/sell ratio: 1.932432
Avg trade size: 2.17
Large trade count: 9
Largest trade size: 15

Candle

Return 1: -0.068099
Return 3: -0.202135
Volume 1: 3
Volume avg 5: 35.6
Momentum 5: 0.187752

Cross Exchange

Mid avg: 0.52824
Mid median: 0.52817
Price deviation %: -0.078563
Spread %: 0.193094

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 21949800
Quote volume 24h: 16794142
Price change 24h %: -63.28

Quality

Capture latency ms: 10753
Order book timestamp: 2026-07-02 19:36:14+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:53.762000+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: 0.5277
Best ask: 0.5279
Spread: 0.0002
Spread %: 0.037893
Mid price: 0.5278
Last price: 0.5276
Mark price: -
Index price: -

Order Book

Bid depth 5: 2275
Ask depth 5: 3791
Bid depth 10: 9617
Ask depth 10: 13802
Bid depth 20: 17598
Ask depth 20: 29988
Imbalance 5: -0.249918
Imbalance 10: -0.178701
Imbalance 20: -0.260371
Top bid size: 35
Top ask size: 75
Bid wall score: 0.001989
Ask wall score: 0.002501

Dynamics

Bid depth 5 delta: 640
Ask depth 5 delta: 2192
Imbalance 5 delta: -0.261049
Bid depth 10 delta: -1063
Ask depth 10 delta: 6906
Imbalance 10 delta: -0.393995
Spread delta: 0.0001
Mid price delta: -0.00085
Wall shift score: -0.006672

Tape

Buy volume: 10719
Sell volume: 8560
Buy/sell delta: 2159
Buy/sell ratio: 1.25222
Avg trade size: 192.79
Large trade count: 9
Largest trade size: 1643

Candle

Return 1: -0.170293
Return 3: -1.050263
Volume 1: 40309
Volume avg 5: 111009.4
Momentum 5: -0.358829

Cross Exchange

Mid avg: 0.5284525
Mid median: 0.528425
Price deviation %: -0.123474
Spread %: 0.128678

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21353481
Volume 24h: 331672521
Quote volume 24h: 248714431.97114
Price change 24h %: -63.42

Quality

Capture latency ms: 6789
Order book timestamp: 2026-07-02 19:36:02.139000+02:00
Ticker timestamp: 2026-07-02 19:35:58.125000+02:00
Trades timestamp: 2026-07-02 19:36:03.400000+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: 0.528
Best ask: 0.5284
Spread: 0.0004
Spread %: 0.075729
Mid price: 0.5282
Last price: 0.5273
Mark price: -
Index price: 0.5277

Order Book

Bid depth 5: 571
Ask depth 5: 547
Bid depth 10: 2377
Ask depth 10: 1957
Bid depth 20: 4593
Ask depth 20: 4469
Imbalance 5: 0.021467
Imbalance 10: 0.096908
Imbalance 20: 0.013684
Top bid size: 31
Top ask size: 13
Bid wall score: 0.006749
Ask wall score: 0.002909

Dynamics

Bid depth 5 delta: -270
Ask depth 5 delta: -527
Imbalance 5 delta: 0.143138
Bid depth 10 delta: 160
Ask depth 10 delta: -277
Imbalance 10 delta: 0.100728
Spread delta: 0.0001
Mid price delta: -0.00125
Wall shift score: -0.027005

Tape

Buy volume: 1558
Sell volume: 1562
Buy/sell delta: -4
Buy/sell ratio: 0.997439
Avg trade size: 31.2
Large trade count: 6
Largest trade size: 342

Candle

Return 1: -0.018939
Return 3: -0.993998
Volume 1: 1968
Volume avg 5: 5228.8
Momentum 5: -0.396226

Cross Exchange

Mid avg: 0.528765
Mid median: 0.528735
Price deviation %: -0.106853
Spread %: 0.247747

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7121380
Quote volume 24h: 49960357.414
Price change 24h %: 0.64

Quality

Capture latency ms: 4726
Order book timestamp: 2026-07-02 19:35:55.752000+02:00
Ticker timestamp: 2026-07-02 19:35:52.877000+02:00
Trades timestamp: 2026-07-02 19:35:54.413000+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: 24303
gate: 24304
htx: 24128
mexc: 24300

By Symbol

VELVET/USDT:USDT: 97035

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