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: 97406
Total labels: 292218
Pending labels: 272735
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 03:17:49.337707+02:00
Recent trades snapshots: 97398
Micro candles: 1947920
Avg data quality: 75.9542122661848346
Latest latency: 11570 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 207 of 9741 · 97406 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 20:49:33.678575+02:00	mexc	VELVET/USDT:USDT	0.51685	68	6790 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 20:49:26.736275+02:00	htx	VELVET/USDT:USDT	0.517285	80	6694 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 20:49:06.225690+02:00	gate	VELVET/USDT:USDT	0.51816	68	10212 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 20:48:55.848214+02:00	binance	VELVET/USDT:USDT	0.5185	80	8206 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 20:48:47.436971+02:00	mexc	VELVET/USDT:USDT	0.51865	56	6062 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 20:48:41.229455+02:00	htx	VELVET/USDT:USDT	0.519585	80	6793 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 20:48:19.890141+02:00	gate	VELVET/USDT:USDT	0.51989	68	10474 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 20:48:09.232491+02:00	binance	VELVET/USDT:USDT	0.52	80	7917 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 20:48:00.986699+02:00	mexc	VELVET/USDT:USDT	0.5195	78	4998 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 20:47:55.782550+02:00	htx	VELVET/USDT:USDT	0.52518	80	5059 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.5166
Best ask: 0.5171
Spread: 0.0005
Spread %: 0.09674
Mid price: 0.51685
Last price: 0.5171
Mark price: -
Index price: 0.5175

Order Book

Bid depth 5: 1155
Ask depth 5: 705
Bid depth 10: 3013
Ask depth 10: 2275
Bid depth 20: 14562
Ask depth 20: 4379
Imbalance 5: 0.241935
Imbalance 10: 0.139561
Imbalance 20: 0.537617
Top bid size: 82
Top ask size: 91
Bid wall score: 0.005631
Ask wall score: 0.020781

Dynamics

Bid depth 5 delta: 89
Ask depth 5 delta: -119
Imbalance 5 delta: 0.113893
Bid depth 10 delta: -116
Ask depth 10 delta: 607
Imbalance 10 delta: -0.165004
Spread delta: 0.0002
Mid price delta: -0.0018
Wall shift score: 0.012876

Tape

Buy volume: 1990
Sell volume: 4944
Buy/sell delta: -2954
Buy/sell ratio: 0.402508
Avg trade size: 69.34
Large trade count: 8
Largest trade size: 632

Candle

Return 1: -0.27027
Return 3: -0.424056
Volume 1: 3593
Volume avg 5: 4684.4
Momentum 5: -1.487414

Cross Exchange

Mid avg: 0.51814875
Mid median: 0.51833
Price deviation %: -0.250652
Spread %: 0.263438

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7329787
Quote volume 24h: 50316249.994
Price change 24h %: -1.29

Quality

Capture latency ms: 6790
Order book timestamp: 2026-07-02 20:49:31.607000+02:00
Ticker timestamp: 2026-07-02 20:49:31.961000+02:00
Trades timestamp: 2026-07-02 20:49:31.587000+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: 0.51653
Best ask: 0.51804
Spread: 0.00151
Spread %: 0.291909
Mid price: 0.517285
Last price: 0.52092
Mark price: -
Index price: -

Order Book

Bid depth 5: 6747
Ask depth 5: 12020
Bid depth 10: 36736
Ask depth 10: 19948
Bid depth 20: 139729
Ask depth 20: 119309
Imbalance 5: -0.280972
Imbalance 10: 0.296168
Imbalance 20: 0.07883
Top bid size: 1518
Top ask size: 600
Bid wall score: 0.010864
Ask wall score: 0.005029

Dynamics

Bid depth 5 delta: 2168
Ask depth 5 delta: 8645
Imbalance 5 delta: -0.432342
Bid depth 10 delta: 9859
Ask depth 10 delta: 1368
Imbalance 10 delta: 0.113644
Spread delta: 0.00002
Mid price delta: -0.0023
Wall shift score: 0.005596

Tape

Buy volume: 23530
Sell volume: 12862
Buy/sell delta: 10668
Buy/sell ratio: 1.82942
Avg trade size: 363.92
Large trade count: 10
Largest trade size: 4986

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 0.4
Momentum 5: 0.302301

Cross Exchange

Mid avg: 0.51872375
Mid median: 0.518575
Price deviation %: -0.277363
Spread %: 0.274713

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 145234
Volume 24h: 1447466
Quote volume 24h: 1447466
Price change 24h %: -0.992131

Quality

Capture latency ms: 6694
Order book timestamp: 2026-07-02 20:49:24.936000+02:00
Ticker timestamp: 2026-07-02 20:49:25.361000+02:00
Trades timestamp: 2026-07-02 20:46:05.623000+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: 0.5179
Best ask: 0.51842
Spread: 0.00052
Spread %: 0.100355
Mid price: 0.51816
Last price: 0.51798
Mark price: 0.51895
Index price: 0.51895

Order Book

Bid depth 5: 9
Ask depth 5: 8
Bid depth 10: 36
Ask depth 10: 16
Bid depth 20: 62
Ask depth 20: 47
Imbalance 5: 0.058824
Imbalance 10: 0.384615
Imbalance 20: 0.137615
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016129
Ask wall score: 0.021277

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -2
Imbalance 5 delta: 0.235294
Bid depth 10 delta: 6
Ask depth 10 delta: -6
Imbalance 10 delta: 0.230769
Spread delta: -0.00034
Mid price delta: -0.00173
Wall shift score: -0.006197

Tape

Buy volume: 88
Sell volume: 79
Buy/sell delta: 9
Buy/sell ratio: 1.113924
Avg trade size: 1.67
Large trade count: 3
Largest trade size: 17

Candle

Return 1: -0.084873
Return 3: -0.196532
Volume 1: 2
Volume avg 5: 37
Momentum 5: -1.126212

Cross Exchange

Mid avg: 0.51915625
Mid median: 0.5191175
Price deviation %: -0.191898
Spread %: 0.267742

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 22172000
Quote volume 24h: 16805261
Price change 24h %: -63.82

Quality

Capture latency ms: 10212
Order book timestamp: 2026-07-02 20:49:05+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:58.142000+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: 0.5184
Best ask: 0.5186
Spread: 0.0002
Spread %: 0.038573
Mid price: 0.5185
Last price: 0.5184
Mark price: -
Index price: -

Order Book

Bid depth 5: 2069
Ask depth 5: 3436
Bid depth 10: 11206
Ask depth 10: 8038
Bid depth 20: 30493
Ask depth 20: 16842
Imbalance 5: -0.24832
Imbalance 10: 0.164623
Imbalance 20: 0.288391
Top bid size: 47
Top ask size: 1230
Bid wall score: 0.001541
Ask wall score: 0.073032

Dynamics

Bid depth 5 delta: -1665
Ask depth 5 delta: 1103
Imbalance 5 delta: -0.479241
Bid depth 10 delta: 2817
Ask depth 10 delta: -4055
Imbalance 10 delta: 0.345464
Spread delta: 0
Mid price delta: -0.0015
Wall shift score: -0.068121

Tape

Buy volume: 9910
Sell volume: 9727
Buy/sell delta: 183
Buy/sell ratio: 1.018814
Avg trade size: 196.37
Large trade count: 8
Largest trade size: 1957

Candle

Return 1: -0.192456
Return 3: -0.537016
Volume 1: 38527
Volume avg 5: 76210.6
Momentum 5: -0.556088

Cross Exchange

Mid avg: 0.51953125
Mid median: 0.5197375
Price deviation %: -0.198496
Spread %: 0.25985

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21453868
Volume 24h: 335016504
Quote volume 24h: 247603972.60875
Price change 24h %: -63.804

Quality

Capture latency ms: 8206
Order book timestamp: 2026-07-02 20:48:53.646000+02:00
Ticker timestamp: 2026-07-02 20:48:48.339000+02:00
Trades timestamp: 2026-07-02 20:48:55.003000+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: 0.5185
Best ask: 0.5188
Spread: 0.0003
Spread %: 0.057842
Mid price: 0.51865
Last price: -
Mark price: -
Index price: -

Order Book

Bid depth 5: 1066
Ask depth 5: 824
Bid depth 10: 3129
Ask depth 10: 1668
Bid depth 20: 12552
Ask depth 20: 3891
Imbalance 5: 0.128042
Imbalance 10: 0.304565
Imbalance 20: 0.526729
Top bid size: 45
Top ask size: 123
Bid wall score: 0.003585
Ask wall score: 0.031611

Dynamics

Bid depth 5 delta: 199
Ask depth 5 delta: -173
Imbalance 5 delta: 0.197785
Bid depth 10 delta: 1089
Ask depth 10 delta: -1087
Imbalance 10 delta: 0.453679
Spread delta: -0.0001
Mid price delta: -0.00085
Wall shift score: -0.018459

Tape

Buy volume: 4776
Sell volume: 2370
Buy/sell delta: 2406
Buy/sell ratio: 2.01519
Avg trade size: 71.46
Large trade count: 7
Largest trade size: 632

Candle

Return 1: -0.192308
Return 3: -0.479386
Volume 1: 2855
Volume avg 5: 4794.6
Momentum 5: -0.536604

Cross Exchange

Mid avg: 0.51974375
Mid median: 0.5197375
Price deviation %: -0.21044
Spread %: 0.096201

Funding / OI / Volume

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

Quality

Capture latency ms: 6062
Order book timestamp: 2026-07-02 20:48:45.401000+02:00
Ticker timestamp: -
Trades timestamp: 2026-07-02 20:48:43.931000+02:00
Data quality score: 56
Missing fields count: 2

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: 0.51884
Best ask: 0.52033
Spread: 0.00149
Spread %: 0.286767
Mid price: 0.519585
Last price: 0.52092
Mark price: -
Index price: -

Order Book

Bid depth 5: 4579
Ask depth 5: 3375
Bid depth 10: 26877
Ask depth 10: 18580
Bid depth 20: 130022
Ask depth 20: 120393
Imbalance 5: 0.15137
Imbalance 10: 0.182524
Imbalance 20: 0.038452
Top bid size: 44
Top ask size: 12
Bid wall score: 0.000338
Ask wall score: 0.0001

Dynamics

Bid depth 5 delta: 656
Ask depth 5 delta: -2989
Imbalance 5 delta: 0.38866
Bid depth 10 delta: 19273
Ask depth 10 delta: 10316
Imbalance 10 delta: 0.224117
Spread delta: -0.01039
Mid price delta: -0.005595
Wall shift score: 0.144887

Tape

Buy volume: 23530
Sell volume: 12862
Buy/sell delta: 10668
Buy/sell ratio: 1.82942
Avg trade size: 363.92
Large trade count: 10
Largest trade size: 4986

Candle

Return 1: 0
Return 3: 0.302301
Volume 1: 0
Volume avg 5: 0.4
Momentum 5: 0.302301

Cross Exchange

Mid avg: 0.5211425
Mid median: 0.519945
Price deviation %: -0.298863
Spread %: 1.089913

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 145234
Volume 24h: 1447478
Quote volume 24h: 1447478
Price change 24h %: -0.992131

Quality

Capture latency ms: 6793
Order book timestamp: 2026-07-02 20:48:38.736000+02:00
Ticker timestamp: 2026-07-02 20:48:39.193000+02:00
Trades timestamp: 2026-07-02 20:46:05.623000+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: 0.51946
Best ask: 0.52032
Spread: 0.00086
Spread %: 0.16542
Mid price: 0.51989
Last price: 0.52037
Mark price: 0.52039
Index price: 0.520388

Order Book

Bid depth 5: 7
Ask depth 5: 10
Bid depth 10: 30
Ask depth 10: 22
Bid depth 20: 52
Ask depth 20: 55
Imbalance 5: -0.176471
Imbalance 10: 0.153846
Imbalance 20: -0.028037
Top bid size: 1
Top ask size: 1
Bid wall score: 0.019231
Ask wall score: 0.018182

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 2
Imbalance 5 delta: -0.176471
Bid depth 10 delta: -3
Ask depth 10 delta: 5
Imbalance 10 delta: -0.166154
Spread delta: -0.00007
Mid price delta: -0.001535
Wall shift score: 0.000109

Tape

Buy volume: 93
Sell volume: 74
Buy/sell delta: 19
Buy/sell ratio: 1.256757
Avg trade size: 1.67
Large trade count: 3
Largest trade size: 17

Candle

Return 1: 0.121214
Return 3: -0.04418
Volume 1: 2
Volume avg 5: 42.6
Momentum 5: -0.231987

Cross Exchange

Mid avg: 0.52152625
Mid median: 0.5207125
Price deviation %: -0.313743
Spread %: 1.089111

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 22171700
Quote volume 24h: 16805106
Price change 24h %: -63.72

Quality

Capture latency ms: 10474
Order book timestamp: 2026-07-02 20:48:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:58.083000+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: 0.5199
Best ask: 0.5201
Spread: 0.0002
Spread %: 0.038462
Mid price: 0.52
Last price: 0.5193
Mark price: -
Index price: -

Order Book

Bid depth 5: 3734
Ask depth 5: 2333
Bid depth 10: 8389
Ask depth 10: 12093
Bid depth 20: 21395
Ask depth 20: 17781
Imbalance 5: 0.230921
Imbalance 10: -0.180842
Imbalance 20: 0.09225
Top bid size: 35
Top ask size: 89
Bid wall score: 0.001636
Ask wall score: 0.005005

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: -1174
Imbalance 5 delta: 0.200241
Bid depth 10 delta: -2019
Ask depth 10 delta: 2295
Imbalance 10 delta: -0.211031
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: 0.020507

Tape

Buy volume: 7338
Sell volume: 8088
Buy/sell delta: -750
Buy/sell ratio: 0.90727
Avg trade size: 154.26
Large trade count: 7
Largest trade size: 1270

Candle

Return 1: 0.019246
Return 3: -0.326045
Volume 1: 8960
Volume avg 5: 70297.2
Momentum 5: -0.345158

Cross Exchange

Mid avg: 0.52132625
Mid median: 0.5204625
Price deviation %: -0.254399
Spread %: 1.147074

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21456177
Volume 24h: 334437090
Quote volume 24h: 247280112.83841
Price change 24h %: -63.867

Quality

Capture latency ms: 7917
Order book timestamp: 2026-07-02 20:48:07.011000+02:00
Ticker timestamp: 2026-07-02 20:47:59.361000+02:00
Trades timestamp: 2026-07-02 20:48:08.372000+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: 0.5193
Best ask: 0.5197
Spread: 0.0004
Spread %: 0.076997
Mid price: 0.5195
Last price: 0.52
Mark price: -
Index price: 0.5195

Order Book

Bid depth 5: 867
Ask depth 5: 997
Bid depth 10: 2040
Ask depth 10: 2755
Bid depth 20: 4811
Ask depth 20: 4979
Imbalance 5: -0.069742
Imbalance 10: -0.149114
Imbalance 20: -0.01716
Top bid size: 39
Top ask size: 88
Bid wall score: 0.008106
Ask wall score: 0.017674

Dynamics

Bid depth 5 delta: -230
Ask depth 5 delta: 40
Imbalance 5 delta: -0.137902
Bid depth 10 delta: -997
Ask depth 10 delta: 737
Imbalance 10 delta: -0.350696
Spread delta: 0.0003
Mid price delta: 0.00025
Wall shift score: 0.013152

Tape

Buy volume: 5349
Sell volume: 953
Buy/sell delta: 4396
Buy/sell ratio: 5.612802
Avg trade size: 63.02
Large trade count: 9
Largest trade size: 373

Candle

Return 1: -0.076923
Return 3: -0.364334
Volume 1: 4
Volume avg 5: 4224.4
Momentum 5: -0.421617

Cross Exchange

Mid avg: 0.52126375
Mid median: 0.5203375
Price deviation %: -0.33836
Spread %: 1.147212

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7323670
Quote volume 24h: 50284568.702
Price change 24h %: -0.74

Quality

Capture latency ms: 4998
Order book timestamp: 2026-07-02 20:47:59.321000+02:00
Ticker timestamp: 2026-07-02 20:47:58.810000+02:00
Trades timestamp: 2026-07-02 20:47:53.132000+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: 0.51924
Best ask: 0.53112
Spread: 0.01188
Spread %: 2.262082
Mid price: 0.52518
Last price: 0.52092
Mark price: -
Index price: -

Order Book

Bid depth 5: 3923
Ask depth 5: 6364
Bid depth 10: 7604
Ask depth 10: 8264
Bid depth 20: 14819
Ask depth 20: 9274
Imbalance 5: -0.23729
Imbalance 10: -0.041593
Imbalance 20: 0.23015
Top bid size: 346
Top ask size: 1558
Bid wall score: 0.023348
Ask wall score: 0.167997

Dynamics

Bid depth 5 delta: 55
Ask depth 5 delta: 2553
Imbalance 5 delta: -0.244713
Bid depth 10 delta: -19391
Ask depth 10 delta: -10249
Imbalance 10 delta: -0.227978
Spread delta: 0.01088
Mid price delta: 0.00605
Wall shift score: -0.14873

Tape

Buy volume: 23530
Sell volume: 12862
Buy/sell delta: 10668
Buy/sell ratio: 1.82942
Avg trade size: 363.92
Large trade count: 10
Largest trade size: 4986

Candle

Return 1: 0
Return 3: 0.302301
Volume 1: 0
Volume avg 5: 0.4
Momentum 5: 0.302301

Cross Exchange

Mid avg: 0.51975125
Mid median: 0.519225
Price deviation %: 1.04449
Spread %: 0.441557

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 145234
Volume 24h: 1447478
Quote volume 24h: 1447478
Price change 24h %: -0.992131

Quality

Capture latency ms: 5059
Order book timestamp: 2026-07-02 20:47:54.036000+02:00
Ticker timestamp: 2026-07-02 20:47:54.451000+02:00
Trades timestamp: 2026-07-02 20:46:05.623000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 24396
gate: 24397
htx: 24220
mexc: 24393

By Symbol

VELVET/USDT:USDT: 97406

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