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: 97700
Total labels: 293100
Pending labels: 273617
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 04:15:40.604666+02:00
Recent trades snapshots: 97692
Micro candles: 1953800
Avg data quality: 75.9524257932446264
Latest latency: 7541 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 208 of 9770 · 97700 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 21:44:40.719401+02:00	mexc	VELVET/USDT:USDT	0.5301	68	6076 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 21:44:34.561802+02:00	htx	VELVET/USDT:USDT	0.52583	80	6149 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 21:44:15.158427+02:00	gate	VELVET/USDT:USDT	0.53099	68	10500 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 21:44:04.365016+02:00	binance	VELVET/USDT:USDT	0.53285	80	7057 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 21:43:56.958966+02:00	mexc	VELVET/USDT:USDT	0.53465	56	5841 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 21:43:50.977463+02:00	htx	VELVET/USDT:USDT	0.533785	90	4439 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 21:43:23.406819+02:00	gate	VELVET/USDT:USDT	0.533135	68	10044 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 21:43:13.215450+02:00	binance	VELVET/USDT:USDT	0.53465	80	7135 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 21:43:05.817580+02:00	mexc	VELVET/USDT:USDT	0.53825	68	6226 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 21:42:59.418864+02:00	htx	VELVET/USDT:USDT	0.54014	80	6146 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.5299
Best ask: 0.5303
Spread: 0.0004
Spread %: 0.075457
Mid price: 0.5301
Last price: 0.5306
Mark price: -
Index price: 0.531

Order Book

Bid depth 5: 1003
Ask depth 5: 1054
Bid depth 10: 2212
Ask depth 10: 2126
Bid depth 20: 4053
Ask depth 20: 10128
Imbalance 5: -0.024793
Imbalance 10: 0.019825
Imbalance 20: -0.42839
Top bid size: 17
Top ask size: 53
Bid wall score: 0.004194
Ask wall score: 0.005233

Dynamics

Bid depth 5 delta: -560
Ask depth 5 delta: 367
Imbalance 5 delta: -0.414127
Bid depth 10 delta: -108
Ask depth 10 delta: 155
Imbalance 10 delta: -0.061508
Spread delta: 0.0003
Mid price delta: -0.00455
Wall shift score: -0.275483

Tape

Buy volume: 1137
Sell volume: 2161
Buy/sell delta: -1024
Buy/sell ratio: 0.526145
Avg trade size: 32.98
Large trade count: 4
Largest trade size: 287

Candle

Return 1: -0.82243
Return 3: -2.588581
Volume 1: 3662
Volume avg 5: 10038.6
Momentum 5: -3.281079

Cross Exchange

Mid avg: 0.53108
Mid median: 0.53192
Price deviation %: -0.18453
Spread %: 1.660767

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7808193
Quote volume 24h: 52151413.748
Price change 24h %: 1.27

Quality

Capture latency ms: 6076
Order book timestamp: 2026-07-02 21:44:39.029000+02:00
Ticker timestamp: 2026-07-02 21:44:37.843000+02:00
Trades timestamp: 2026-07-02 21:44:37.495000+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: 0.52017
Best ask: 0.53149
Spread: 0.01132
Spread %: 2.152787
Mid price: 0.52583
Last price: 0.53033
Mark price: -
Index price: -

Order Book

Bid depth 5: 4825
Ask depth 5: 6408
Bid depth 10: 8366
Ask depth 10: 7034
Bid depth 20: 14621
Ask depth 20: 8667
Imbalance 5: -0.140924
Imbalance 10: 0.086494
Imbalance 20: 0.255668
Top bid size: 346
Top ask size: 31
Bid wall score: 0.023665
Ask wall score: 0.003577

Dynamics

Bid depth 5 delta: -949
Ask depth 5 delta: 3705
Imbalance 5 delta: -0.503198
Bid depth 10 delta: -13992
Ask depth 10 delta: -16442
Imbalance 10 delta: 0.110886
Spread delta: 0.00997
Mid price delta: -0.007955
Wall shift score: 0.01555

Tape

Buy volume: 8026
Sell volume: 10816
Buy/sell delta: -2790
Buy/sell ratio: 0.742049
Avg trade size: 188.42
Large trade count: 4
Largest trade size: 684

Candle

Return 1: -0.560639
Return 3: -2.04289
Volume 1: 4602
Volume avg 5: 3081.6
Momentum 5: -3.435907

Cross Exchange

Mid avg: 0.53306875
Mid median: 0.5333175
Price deviation %: -1.357939
Spread %: 0.686591

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 123204
Volume 24h: 1598650
Quote volume 24h: 1598650
Price change 24h %: 0.796366

Quality

Capture latency ms: 6149
Order book timestamp: 2026-07-02 21:44:32.736000+02:00
Ticker timestamp: 2026-07-02 21:44:33.050000+02:00
Trades timestamp: 2026-07-02 21:44:25.564000+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: 0.53044
Best ask: 0.53154
Spread: 0.0011
Spread %: 0.20716
Mid price: 0.53099
Last price: 0.53126
Mark price: 0.53209
Index price: 0.532495

Order Book

Bid depth 5: 8
Ask depth 5: 8
Bid depth 10: 20
Ask depth 10: 30
Bid depth 20: 55
Ask depth 20: 52
Imbalance 5: 0
Imbalance 10: -0.2
Imbalance 20: 0.028037
Top bid size: 2
Top ask size: 2
Bid wall score: 0.036364
Ask wall score: 0.038462

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -2
Imbalance 5 delta: 0
Bid depth 10 delta: -16
Ask depth 10 delta: 11
Imbalance 10 delta: -0.509091
Spread delta: -0.00011
Mid price delta: -0.002145
Wall shift score: 0.003577

Tape

Buy volume: 44
Sell volume: 199
Buy/sell delta: -155
Buy/sell ratio: 0.221106
Avg trade size: 2.43
Large trade count: 6
Largest trade size: 39

Candle

Return 1: -0.511246
Return 3: -2.393944
Volume 1: 2
Volume avg 5: 160.6
Momentum 5: -3.317622

Cross Exchange

Mid avg: 0.533605
Mid median: 0.53346
Price deviation %: -0.490063
Spread %: 0.337328

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23294700
Quote volume 24h: 17021577
Price change 24h %: -65.45

Quality

Capture latency ms: 10500
Order book timestamp: 2026-07-02 21:44:13+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:01.451000+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: 0.5327
Best ask: 0.533
Spread: 0.0003
Spread %: 0.056301
Mid price: 0.53285
Last price: 0.5353
Mark price: -
Index price: -

Order Book

Bid depth 5: 2858
Ask depth 5: 2192
Bid depth 10: 9232
Ask depth 10: 7046
Bid depth 20: 21058
Ask depth 20: 13821
Imbalance 5: 0.131881
Imbalance 10: 0.134292
Imbalance 20: 0.207489
Top bid size: 195
Top ask size: 86
Bid wall score: 0.00926
Ask wall score: 0.006222

Dynamics

Bid depth 5 delta: 838
Ask depth 5 delta: -874
Imbalance 5 delta: 0.337544
Bid depth 10 delta: -2241
Ask depth 10 delta: -1356
Imbalance 10 delta: -0.020224
Spread delta: 0
Mid price delta: -0.0018
Wall shift score: 0.00938

Tape

Buy volume: 20085
Sell volume: 6309
Buy/sell delta: 13776
Buy/sell ratio: 3.183547
Avg trade size: 263.94
Large trade count: 2
Largest trade size: 7513

Candle

Return 1: -0.392303
Return 3: -2.003308
Volume 1: 28552
Volume avg 5: 256113.8
Momentum 5: -2.842566

Cross Exchange

Mid avg: 0.534055
Mid median: 0.5342175
Price deviation %: -0.225632
Spread %: 0.283679

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 20992047
Volume 24h: 352891898
Quote volume 24h: 253150632.80507
Price change 24h %: -65.197

Quality

Capture latency ms: 7057
Order book timestamp: 2026-07-02 21:44:01.866000+02:00
Ticker timestamp: 2026-07-02 21:43:59.798000+02:00
Trades timestamp: 2026-07-02 21:44:03.717000+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: 0.5346
Best ask: 0.5347
Spread: 0.0001
Spread %: 0.018704
Mid price: 0.53465
Last price: -
Mark price: -
Index price: -

Order Book

Bid depth 5: 1563
Ask depth 5: 687
Bid depth 10: 2320
Ask depth 10: 1971
Bid depth 20: 4783
Ask depth 20: 8468
Imbalance 5: 0.389333
Imbalance 10: 0.081333
Imbalance 20: -0.278092
Top bid size: 1333
Top ask size: 36
Bid wall score: 0.278695
Ask wall score: 0.004251

Dynamics

Bid depth 5 delta: 967
Ask depth 5 delta: -366
Imbalance 5 delta: 0.666471
Bid depth 10 delta: 261
Ask depth 10 delta: -804
Imbalance 10 delta: 0.229451
Spread delta: -0.0002
Mid price delta: -0.0036
Wall shift score: 0.260374

Tape

Buy volume: 1660
Sell volume: 1843
Buy/sell delta: -183
Buy/sell ratio: 0.900705
Avg trade size: 35.03
Large trade count: 7
Largest trade size: 200

Candle

Return 1: -1.036461
Return 3: -3.27424
Volume 1: 13801
Volume avg 5: 11140.8
Momentum 5: -2.852471

Cross Exchange

Mid avg: 0.534955
Mid median: 0.5342175
Price deviation %: -0.057014
Spread %: 0.956155

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: 5841
Order book timestamp: 2026-07-02 21:43:55.430000+02:00
Ticker timestamp: -
Trades timestamp: 2026-07-02 21:43:55.700000+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: 0.53311
Best ask: 0.53446
Spread: 0.00135
Spread %: 0.252911
Mid price: 0.533785
Last price: 0.53332
Mark price: -
Index price: -

Order Book

Bid depth 5: 5774
Ask depth 5: 2703
Bid depth 10: 22358
Ask depth 10: 23476
Bid depth 20: 135157
Ask depth 20: 118680
Imbalance 5: 0.362274
Imbalance 10: -0.024392
Imbalance 20: 0.064912
Top bid size: 996
Top ask size: 336
Bid wall score: 0.007369
Ask wall score: 0.002831

Dynamics

Bid depth 5 delta: -3894
Ask depth 5 delta: -157
Imbalance 5 delta: -0.181148
Bid depth 10 delta: -1317
Ask depth 10 delta: 4211
Imbalance 10 delta: -0.127094
Spread delta: 0.00009
Mid price delta: -0.006355
Wall shift score: 0.000497

Tape

Buy volume: 12578
Sell volume: 11964
Buy/sell delta: 614
Buy/sell ratio: 1.051321
Avg trade size: 245.42
Large trade count: 3
Largest trade size: 1200

Candle

Return 1: -0.175944
Return 3: -3.751963
Volume 1: 7318
Volume avg 5: 2410
Momentum 5: -2.193369

Cross Exchange

Mid avg: 0.53654375
Mid median: 0.53645
Price deviation %: -0.514171
Spread %: 1.305579

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 123204
Volume 24h: 1591586
Quote volume 24h: 1591586
Price change 24h %: 1.364656

Quality

Capture latency ms: 4439
Order book timestamp: 2026-07-02 21:43:48.994000+02:00
Ticker timestamp: 2026-07-02 21:43:49.699000+02:00
Trades timestamp: 2026-07-02 21:43:38.502000+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: 0.53253
Best ask: 0.53374
Spread: 0.00121
Spread %: 0.226959
Mid price: 0.533135
Last price: 0.5328
Mark price: 0.53366
Index price: 0.534005

Order Book

Bid depth 5: 10
Ask depth 5: 10
Bid depth 10: 36
Ask depth 10: 19
Bid depth 20: 61
Ask depth 20: 52
Imbalance 5: 0
Imbalance 10: 0.309091
Imbalance 20: 0.079646
Top bid size: 2
Top ask size: 2
Bid wall score: 0.032787
Ask wall score: 0.038462

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -14
Imbalance 5 delta: 0.371429
Bid depth 10 delta: 0
Ask depth 10 delta: -13
Imbalance 10 delta: 0.250267
Spread delta: -0.00018
Mid price delta: -0.00782
Wall shift score: -0.000263

Tape

Buy volume: 56
Sell volume: 206
Buy/sell delta: -150
Buy/sell ratio: 0.271845
Avg trade size: 2.62
Large trade count: 10
Largest trade size: 17

Candle

Return 1: -1.324197
Return 3: -3.339925
Volume 1: 61
Volume avg 5: 159
Momentum 5: -3.032068

Cross Exchange

Mid avg: 0.53849875
Mid median: 0.539195
Price deviation %: -0.996056
Spread %: 1.170848

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23278500
Quote volume 24h: 17012939
Price change 24h %: -65.42

Quality

Capture latency ms: 10044
Order book timestamp: 2026-07-02 21:43:22+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:01.401000+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: 0.5345
Best ask: 0.5348
Spread: 0.0003
Spread %: 0.056111
Mid price: 0.53465
Last price: 0.536
Mark price: -
Index price: -

Order Book

Bid depth 5: 2020
Ask depth 5: 3066
Bid depth 10: 11473
Ask depth 10: 8402
Bid depth 20: 23487
Ask depth 20: 14534
Imbalance 5: -0.205663
Imbalance 10: 0.154516
Imbalance 20: 0.235475
Top bid size: 171
Top ask size: 198
Bid wall score: 0.007281
Ask wall score: 0.013623

Dynamics

Bid depth 5 delta: 860
Ask depth 5 delta: 117
Imbalance 5 delta: 0.229723
Bid depth 10 delta: 6240
Ask depth 10 delta: 3117
Imbalance 10 delta: 0.15946
Spread delta: 0.0002
Mid price delta: -0.0029
Wall shift score: 0.045079

Tape

Buy volume: 5136
Sell volume: 26172
Buy/sell delta: -21036
Buy/sell ratio: 0.19624
Avg trade size: 313.08
Large trade count: 7
Largest trade size: 4997

Candle

Return 1: -1.000371
Return 3: -3.293522
Volume 1: 43663
Volume avg 5: 268213.8
Momentum 5: -2.871683

Cross Exchange

Mid avg: 0.53922375
Mid median: 0.539195
Price deviation %: -0.84821
Spread %: 0.631463

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21051884
Volume 24h: 352610830
Quote volume 24h: 253000686.45943
Price change 24h %: -65.152

Quality

Capture latency ms: 7135
Order book timestamp: 2026-07-02 21:43:10.333000+02:00
Ticker timestamp: 2026-07-02 21:43:07.247000+02:00
Trades timestamp: 2026-07-02 21:43:12.161000+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: 0.5381
Best ask: 0.5384
Spread: 0.0003
Spread %: 0.055736
Mid price: 0.53825
Last price: 0.5382
Mark price: -
Index price: 0.5404

Order Book

Bid depth 5: 596
Ask depth 5: 1053
Bid depth 10: 2059
Ask depth 10: 2775
Bid depth 20: 4001
Ask depth 20: 5279
Imbalance 5: -0.277138
Imbalance 10: -0.148118
Imbalance 20: -0.137716
Top bid size: 76
Top ask size: 26
Bid wall score: 0.018995
Ask wall score: 0.004925

Dynamics

Bid depth 5 delta: -367
Ask depth 5 delta: 571
Imbalance 5 delta: -0.61001
Bid depth 10 delta: -1043
Ask depth 10 delta: 1437
Imbalance 10 delta: -0.545415
Spread delta: -0.0002
Mid price delta: 0.0002
Wall shift score: 0.014984

Tape

Buy volume: 1996
Sell volume: 2076
Buy/sell delta: -80
Buy/sell ratio: 0.961464
Avg trade size: 40.72
Large trade count: 4
Largest trade size: 607

Candle

Return 1: -0.610772
Return 3: -2.858177
Volume 1: 1101
Volume avg 5: 8600.8
Momentum 5: -2.434593

Cross Exchange

Mid avg: 0.53917375
Mid median: 0.539095
Price deviation %: -0.171327
Spread %: 0.631522

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7791678
Quote volume 24h: 52063271.268
Price change 24h %: 2.72

Quality

Capture latency ms: 6226
Order book timestamp: 2026-07-02 21:43:04.057000+02:00
Ticker timestamp: 2026-07-02 21:43:01.867000+02:00
Trades timestamp: 2026-07-02 21:43:04.666000+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: 0.53951
Best ask: 0.54077
Spread: 0.00126
Spread %: 0.233273
Mid price: 0.54014
Last price: 0.53426
Mark price: -
Index price: -

Order Book

Bid depth 5: 9668
Ask depth 5: 2860
Bid depth 10: 23675
Ask depth 10: 19265
Bid depth 20: 121690
Ask depth 20: 115604
Imbalance 5: 0.543423
Imbalance 10: 0.102701
Imbalance 20: 0.025648
Top bid size: 497
Top ask size: 5
Bid wall score: 0.004084
Ask wall score: 0.000043

Dynamics

Bid depth 5 delta: 8080
Ask depth 5 delta: -2685
Imbalance 5 delta: 1.098168
Bid depth 10 delta: 16616
Ask depth 10 delta: 12754
Imbalance 10 delta: 0.062318
Spread delta: -0.01588
Mid price delta: -0.00171
Wall shift score: 0.007023

Tape

Buy volume: 15946
Sell volume: 13174
Buy/sell delta: 2772
Buy/sell ratio: 1.210414
Avg trade size: 291.2
Large trade count: 4
Largest trade size: 1200

Candle

Return 1: -1.31698
Return 3: -2.72032
Volume 1: 676
Volume avg 5: 1291.2
Momentum 5: -2.453898

Cross Exchange

Mid avg: 0.53960125
Mid median: 0.5395025
Price deviation %: 0.099842
Spread %: 0.796885

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 123204
Volume 24h: 1586966
Quote volume 24h: 1586966
Price change 24h %: 1.543315

Quality

Capture latency ms: 6146
Order book timestamp: 2026-07-02 21:42:57.336000+02:00
Ticker timestamp: 2026-07-02 21:42:57.607000+02:00
Trades timestamp: 2026-07-02 21:42:00.657000+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: 24470
gate: 24470
htx: 24293
mexc: 24467

By Symbol

VELVET/USDT:USDT: 97700

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