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: 98031
Total labels: 294093
Pending labels: 274610
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 05:17:40.915124+02:00
Recent trades snapshots: 98023
Micro candles: 1960420
Avg data quality: 75.9503626403892646
Latest latency: 6121 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 209 of 9804 · 98031 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 22:46:30.088810+02:00	htx	VELVET/USDT:USDT	0.501145	80	5711 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 22:46:12.203080+02:00	gate	VELVET/USDT:USDT	0.50186	68	10448 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 22:46:01.625552+02:00	binance	VELVET/USDT:USDT	0.50315	80	6322 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 22:45:55.157001+02:00	mexc	VELVET/USDT:USDT	0.50255	68	5264 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 22:45:49.802595+02:00	htx	VELVET/USDT:USDT	0.50158	80	6179 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 22:45:30.592806+02:00	gate	VELVET/USDT:USDT	0.503825	68	10178 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 22:45:20.144226+02:00	binance	VELVET/USDT:USDT	0.50415	80	8092 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 22:45:11.645613+02:00	mexc	VELVET/USDT:USDT	0.50485	68	6168 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 22:45:05.354860+02:00	htx	VELVET/USDT:USDT	0.50326	80	6542 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 22:44:46.556989+02:00	gate	VELVET/USDT:USDT	0.504885	68	10213 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.50105
Best ask: 0.50124
Spread: 0.00019
Spread %: 0.037913
Mid price: 0.501145
Last price: 0.50089
Mark price: -
Index price: -

Order Book

Bid depth 5: 6206
Ask depth 5: 1135
Bid depth 10: 65793
Ask depth 10: 14185
Bid depth 20: 181003
Ask depth 20: 123133
Imbalance 5: 0.690778
Imbalance 10: 0.645277
Imbalance 20: 0.190277
Top bid size: 359
Top ask size: 160
Bid wall score: 0.001983
Ask wall score: 0.001299

Dynamics

Bid depth 5 delta: -994
Ask depth 5 delta: -1674
Imbalance 5 delta: 0.252073
Bid depth 10 delta: 8074
Ask depth 10 delta: -2110
Imbalance 10 delta: 0.0856
Spread delta: -0.00007
Mid price delta: -0.000435
Wall shift score: 0.001401

Tape

Buy volume: 12470
Sell volume: 17462
Buy/sell delta: -4992
Buy/sell ratio: 0.714122
Avg trade size: 299.32
Large trade count: 4
Largest trade size: 3082

Candle

Return 1: 0.975708
Return 3: 0.015974
Volume 1: 216
Volume avg 5: 436.8
Momentum 5: -0.786357

Cross Exchange

Mid avg: 0.502285
Mid median: 0.502205
Price deviation %: -0.226963
Spread %: 0.312572

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 113258
Volume 24h: 1646174
Quote volume 24h: 1646174
Price change 24h %: -4.799103

Quality

Capture latency ms: 5711
Order book timestamp: 2026-07-02 22:46:28.136000+02:00
Ticker timestamp: 2026-07-02 22:46:28.428000+02:00
Trades timestamp: 2026-07-02 22:46:03.382000+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: 0.5016
Best ask: 0.50212
Spread: 0.00052
Spread %: 0.103615
Mid price: 0.50186
Last price: 0.50253
Mark price: 0.50278
Index price: 0.503095

Order Book

Bid depth 5: 8
Ask depth 5: 9
Bid depth 10: 34
Ask depth 10: 22
Bid depth 20: 65
Ask depth 20: 60
Imbalance 5: -0.058824
Imbalance 10: 0.214286
Imbalance 20: 0.04
Top bid size: 1
Top ask size: 1
Bid wall score: 0.015385
Ask wall score: 0.016667

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -2
Imbalance 5 delta: 0.041176
Bid depth 10 delta: -1
Ask depth 10 delta: 3
Imbalance 10 delta: -0.082011
Spread delta: -0.00017
Mid price delta: -0.001965
Wall shift score: 0.001974

Tape

Buy volume: 137
Sell volume: 93
Buy/sell delta: 44
Buy/sell ratio: 1.473118
Avg trade size: 2.3
Large trade count: 8
Largest trade size: 15

Candle

Return 1: -0.185064
Return 3: 0.139748
Volume 1: 1
Volume avg 5: 36
Momentum 5: -0.834289

Cross Exchange

Mid avg: 0.50277625
Mid median: 0.50285
Price deviation %: -0.182238
Spread %: 0.446521

Funding / OI / Volume

Funding rate: 0.000027
Funding delta: 0.000012
Funding abs: 0.000027
Funding pressure: 0.000039
Open interest: -
Volume 24h: 23501200
Quote volume 24h: 17004877
Price change 24h %: -66.69

Quality

Capture latency ms: 10448
Order book timestamp: 2026-07-02 22:46:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:05.171000+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: 0.5031
Best ask: 0.5032
Spread: 0.0001
Spread %: 0.019875
Mid price: 0.50315
Last price: 0.5024
Mark price: -
Index price: -

Order Book

Bid depth 5: 4112
Ask depth 5: 1465
Bid depth 10: 10261
Ask depth 10: 7986
Bid depth 20: 19881
Ask depth 20: 17202
Imbalance 5: 0.474628
Imbalance 10: 0.124678
Imbalance 20: 0.072243
Top bid size: 429
Top ask size: 81
Bid wall score: 0.021578
Ask wall score: 0.004709

Dynamics

Bid depth 5 delta: 1741
Ask depth 5 delta: -664
Imbalance 5 delta: 0.42085
Bid depth 10 delta: -1849
Ask depth 10 delta: -1520
Imbalance 10 delta: 0.004212
Spread delta: 0
Mid price delta: -0.001
Wall shift score: 0.01959

Tape

Buy volume: 21835
Sell volume: 15641
Buy/sell delta: 6194
Buy/sell ratio: 1.39601
Avg trade size: 374.76
Large trade count: 4
Largest trade size: 9702

Candle

Return 1: -0.039746
Return 3: -0.158793
Volume 1: 70812
Volume avg 5: 86688.4
Momentum 5: -0.455175

Cross Exchange

Mid avg: 0.50302625
Mid median: 0.5031875
Price deviation %: 0.024601
Spread %: 0.510908

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 20714015
Volume 24h: 358913997
Quote volume 24h: 254167860.41787
Price change 24h %: -66.884

Quality

Capture latency ms: 6322
Order book timestamp: 2026-07-02 22:45:59.416000+02:00
Ticker timestamp: 2026-07-02 22:45:54.084000+02:00
Trades timestamp: 2026-07-02 22:46:00.671000+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: 0.5024
Best ask: 0.5027
Spread: 0.0003
Spread %: 0.059696
Mid price: 0.50255
Last price: 0.5026
Mark price: -
Index price: 0.503

Order Book

Bid depth 5: 1197
Ask depth 5: 772
Bid depth 10: 1890
Ask depth 10: 1608
Bid depth 20: 11235
Ask depth 20: 3219
Imbalance 5: 0.215846
Imbalance 10: 0.080617
Imbalance 20: 0.554587
Top bid size: 125
Top ask size: 56
Bid wall score: 0.011126
Ask wall score: 0.017397

Dynamics

Bid depth 5 delta: 512
Ask depth 5 delta: -224
Imbalance 5 delta: 0.400855
Bid depth 10 delta: 206
Ask depth 10 delta: -1425
Imbalance 10 delta: 0.366604
Spread delta: 0
Mid price delta: -0.0023
Wall shift score: 0.004334

Tape

Buy volume: 3138
Sell volume: 1090
Buy/sell delta: 2048
Buy/sell ratio: 2.878899
Avg trade size: 42.28
Large trade count: 7
Largest trade size: 401

Candle

Return 1: -0.099384
Return 3: -0.257988
Volume 1: 3236
Volume avg 5: 3176.2
Momentum 5: -0.671937

Cross Exchange

Mid avg: 0.50360125
Mid median: 0.5039875
Price deviation %: -0.208747
Spread %: 0.649323

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7931700
Quote volume 24h: 51633936.769
Price change 24h %: -4.06

Quality

Capture latency ms: 5264
Order book timestamp: 2026-07-02 22:45:53.304000+02:00
Ticker timestamp: 2026-07-02 22:45:52.960000+02:00
Trades timestamp: 2026-07-02 22:45:52.477000+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: 0.50145
Best ask: 0.50171
Spread: 0.00026
Spread %: 0.051836
Mid price: 0.50158
Last price: 0.49605
Mark price: -
Index price: -

Order Book

Bid depth 5: 7200
Ask depth 5: 2809
Bid depth 10: 57719
Ask depth 10: 16295
Bid depth 20: 173177
Ask depth 20: 125486
Imbalance 5: 0.438705
Imbalance 10: 0.559678
Imbalance 20: 0.159682
Top bid size: 80
Top ask size: 148
Bid wall score: 0.000462
Ask wall score: 0.001179

Dynamics

Bid depth 5 delta: 2107
Ask depth 5 delta: -846
Imbalance 5 delta: 0.274325
Bid depth 10 delta: 48238
Ask depth 10 delta: 6995
Imbalance 10 delta: 0.55004
Spread delta: -0.0004
Mid price delta: -0.00168
Wall shift score: 0.001486

Tape

Buy volume: 13172
Sell volume: 17246
Buy/sell delta: -4074
Buy/sell ratio: 0.763771
Avg trade size: 304.18
Large trade count: 4
Largest trade size: 3082

Candle

Return 1: -1.657382
Return 3: -1.483556
Volume 1: 192
Volume avg 5: 470.4
Momentum 5: -1.873319

Cross Exchange

Mid avg: 0.50402125
Mid median: 0.5039875
Price deviation %: -0.484355
Spread %: 0.315463

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 113258
Volume 24h: 1646022
Quote volume 24h: 1646022
Price change 24h %: -5.71901

Quality

Capture latency ms: 6179
Order book timestamp: 2026-07-02 22:45:47.536000+02:00
Ticker timestamp: 2026-07-02 22:45:48.516000+02:00
Trades timestamp: 2026-07-02 22:45:00.658000+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: 0.50348
Best ask: 0.50417
Spread: 0.00069
Spread %: 0.136952
Mid price: 0.503825
Last price: 0.50418
Mark price: 0.5045
Index price: 0.504498

Order Book

Bid depth 5: 9
Ask depth 5: 11
Bid depth 10: 35
Ask depth 10: 19
Bid depth 20: 67
Ask depth 20: 55
Imbalance 5: -0.1
Imbalance 10: 0.296296
Imbalance 20: 0.098361
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014925
Ask wall score: 0.018182

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.057895
Bid depth 10 delta: 4
Ask depth 10 delta: -17
Imbalance 10 delta: 0.370923
Spread delta: -0.00012
Mid price delta: -0.00106
Wall shift score: 0.045131

Tape

Buy volume: 97
Sell volume: 96
Buy/sell delta: 1
Buy/sell ratio: 1.010417
Avg trade size: 1.93
Large trade count: 7
Largest trade size: 13

Candle

Return 1: -0.045598
Return 3: -0.033707
Volume 1: 15
Volume avg 5: 27
Momentum 5: -0.324226

Cross Exchange

Mid avg: 0.50428625
Mid median: 0.5045
Price deviation %: -0.091466
Spread %: 0.322238

Funding / OI / Volume

Funding rate: 0.000015
Funding delta: -0.000035
Funding abs: 0.000015
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23496300
Quote volume 24h: 17002411
Price change 24h %: -66.73

Quality

Capture latency ms: 10178
Order book timestamp: 2026-07-02 22:45:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:05.126000+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: 0.5041
Best ask: 0.5042
Spread: 0.0001
Spread %: 0.019835
Mid price: 0.50415
Last price: 0.5047
Mark price: -
Index price: -

Order Book

Bid depth 5: 2371
Ask depth 5: 2129
Bid depth 10: 12110
Ask depth 10: 9506
Bid depth 20: 26183
Ask depth 20: 19137
Imbalance 5: 0.053778
Imbalance 10: 0.120466
Imbalance 20: 0.155472
Top bid size: 82
Top ask size: 112
Bid wall score: 0.003132
Ask wall score: 0.005853

Dynamics

Bid depth 5 delta: -762
Ask depth 5 delta: -661
Imbalance 5 delta: -0.004132
Bid depth 10 delta: 2401
Ask depth 10 delta: -1301
Imbalance 10 delta: 0.173986
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: -0.000668

Tape

Buy volume: 28808
Sell volume: 6847
Buy/sell delta: 21961
Buy/sell ratio: 4.20739
Avg trade size: 356.55
Large trade count: 8
Largest trade size: 3667

Candle

Return 1: 0.178855
Return 3: 0.059547
Volume 1: 36369
Volume avg 5: 79799.8
Momentum 5: -0.237483

Cross Exchange

Mid avg: 0.50418625
Mid median: 0.5043
Price deviation %: -0.00719
Spread %: 0.322302

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 20711064
Volume 24h: 359441965
Quote volume 24h: 254482740.74601
Price change 24h %: -66.733

Quality

Capture latency ms: 8092
Order book timestamp: 2026-07-02 22:45:17.829000+02:00
Ticker timestamp: 2026-07-02 22:45:09.273000+02:00
Trades timestamp: 2026-07-02 22:45:18.510000+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: 0.5047
Best ask: 0.505
Spread: 0.0003
Spread %: 0.059424
Mid price: 0.50485
Last price: 0.5037
Mark price: -
Index price: 0.5039

Order Book

Bid depth 5: 685
Ask depth 5: 996
Bid depth 10: 1684
Ask depth 10: 3033
Bid depth 20: 11424
Ask depth 20: 6356
Imbalance 5: -0.185009
Imbalance 10: -0.285987
Imbalance 20: 0.285039
Top bid size: 46
Top ask size: 93
Bid wall score: 0.004027
Ask wall score: 0.014632

Dynamics

Bid depth 5 delta: -370
Ask depth 5 delta: -960
Imbalance 5 delta: 0.114227
Bid depth 10 delta: -2617
Ask depth 10 delta: 115
Imbalance 10 delta: -0.477565
Spread delta: 0
Mid price delta: 0.0029
Wall shift score: 0.01113

Tape

Buy volume: 2353
Sell volume: 1787
Buy/sell delta: 566
Buy/sell ratio: 1.316732
Avg trade size: 41.4
Large trade count: 7
Largest trade size: 358

Candle

Return 1: 0.238521
Return 3: 0.079381
Volume 1: 807
Volume avg 5: 2690.4
Momentum 5: -0.335968

Cross Exchange

Mid avg: 0.50346125
Mid median: 0.503505
Price deviation %: 0.27584
Spread %: 0.582964

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7928801
Quote volume 24h: 51619321.534
Price change 24h %: -3.85

Quality

Capture latency ms: 6168
Order book timestamp: 2026-07-02 22:45:09.623000+02:00
Ticker timestamp: 2026-07-02 22:45:07.721000+02:00
Trades timestamp: 2026-07-02 22:45:09.498000+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: 0.50293
Best ask: 0.50359
Spread: 0.00066
Spread %: 0.131145
Mid price: 0.50326
Last price: 0.49605
Mark price: -
Index price: -

Order Book

Bid depth 5: 5093
Ask depth 5: 3655
Bid depth 10: 9481
Ask depth 10: 9300
Bid depth 20: 32907
Ask depth 20: 11339
Imbalance 5: 0.16438
Imbalance 10: 0.009637
Imbalance 20: 0.487456
Top bid size: 357
Top ask size: 148
Bid wall score: 0.010849
Ask wall score: 0.013052

Dynamics

Bid depth 5 delta: -1637
Ask depth 5 delta: -1871
Imbalance 5 delta: 0.066143
Bid depth 10 delta: -10477
Ask depth 10 delta: -10019
Imbalance 10 delta: -0.006632
Spread delta: 0.00015
Mid price delta: -0.000645
Wall shift score: -0.0016

Tape

Buy volume: 13172
Sell volume: 17246
Buy/sell delta: -4074
Buy/sell ratio: 0.763771
Avg trade size: 304.18
Large trade count: 4
Largest trade size: 3082

Candle

Return 1: -1.657382
Return 3: -1.483556
Volume 1: 192
Volume avg 5: 470.4
Momentum 5: -1.873319

Cross Exchange

Mid avg: 0.5036225
Mid median: 0.5038275
Price deviation %: -0.071979
Spread %: 0.582778

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 113258
Volume 24h: 1646022
Quote volume 24h: 1646022
Price change 24h %: -5.71901

Quality

Capture latency ms: 6542
Order book timestamp: 2026-07-02 22:45:03.794000+02:00
Ticker timestamp: 2026-07-02 22:45:04.197000+02:00
Trades timestamp: 2026-07-02 22:45:00.658000+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: 0.50448
Best ask: 0.50529
Spread: 0.00081
Spread %: 0.160433
Mid price: 0.504885
Last price: 0.5054
Mark price: 0.50387
Index price: 0.503855

Order Book

Bid depth 5: 8
Ask depth 5: 11
Bid depth 10: 31
Ask depth 10: 36
Bid depth 20: 62
Ask depth 20: 62
Imbalance 5: -0.157895
Imbalance 10: -0.074627
Imbalance 20: 0
Top bid size: 1
Top ask size: 4
Bid wall score: 0.016129
Ask wall score: 0.064516

Dynamics

Bid depth 5 delta: -16
Ask depth 5 delta: 0
Imbalance 5 delta: -0.529323
Bid depth 10 delta: -9
Ask depth 10 delta: 0
Imbalance 10 delta: -0.127258
Spread delta: 0.00004
Mid price delta: 0.00382
Wall shift score: -0.029886

Tape

Buy volume: 93
Sell volume: 97
Buy/sell delta: -4
Buy/sell ratio: 0.958763
Avg trade size: 1.9
Large trade count: 7
Largest trade size: 13

Candle

Return 1: 0.898383
Return 3: -0.083033
Volume 1: 54
Volume avg 5: 23.2
Momentum 5: 0.087136

Cross Exchange

Mid avg: 0.5026675
Mid median: 0.50285
Price deviation %: 0.441146
Spread %: 0.564986

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23494100
Quote volume 24h: 17001300
Price change 24h %: -66.65

Quality

Capture latency ms: 10213
Order book timestamp: 2026-07-02 22:44:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:05.081000+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: 24552
gate: 24553
htx: 24376
mexc: 24550

By Symbol

VELVET/USDT:USDT: 98031

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