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: 98434
Total labels: 295302
Pending labels: 275819
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 06:36:22.446131+02:00
Recent trades snapshots: 98426
Micro candles: 1968480
Avg data quality: 75.9477416339882561
Latest latency: 10932 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 210 of 9844 · 98434 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 23:59:06.031164+02:00	gate	VELVET/USDT:USDT	0.48356	68	10459 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 23:58:55.395804+02:00	binance	VELVET/USDT:USDT	0.48225	80	7352 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 23:58:47.703571+02:00	mexc	VELVET/USDT:USDT	0.48155	78	4276 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 23:58:43.316932+02:00	htx	VELVET/USDT:USDT	0.48206	80	6099 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 23:58:24.499614+02:00	gate	VELVET/USDT:USDT	0.482215	68	9873 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 23:58:14.484170+02:00	binance	VELVET/USDT:USDT	0.48165	80	6613 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 23:58:07.725370+02:00	mexc	VELVET/USDT:USDT	0.48095	78	5000 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 23:58:02.126928+02:00	htx	VELVET/USDT:USDT	0.481335	80	5824 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 23:57:44.157747+02:00	gate	VELVET/USDT:USDT	0.482225	68	9733 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 23:57:34.247928+02:00	binance	VELVET/USDT:USDT	0.4833	80	7203 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.48309
Best ask: 0.48403
Spread: 0.00094
Spread %: 0.194392
Mid price: 0.48356
Last price: 0.48321
Mark price: 0.48317
Index price: 0.483165

Order Book

Bid depth 5: 14
Ask depth 5: 11
Bid depth 10: 35
Ask depth 10: 31
Bid depth 20: 84
Ask depth 20: 72
Imbalance 5: 0.12
Imbalance 10: 0.060606
Imbalance 20: 0.076923
Top bid size: 1
Top ask size: 2
Bid wall score: 0.011905
Ask wall score: 0.027778

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -3
Imbalance 5 delta: 0.157037
Bid depth 10 delta: 0
Ask depth 10 delta: 3
Imbalance 10 delta: -0.050505
Spread delta: 0.00019
Mid price delta: 0.001345
Wall shift score: -0.000647

Tape

Buy volume: 107
Sell volume: 163
Buy/sell delta: -56
Buy/sell ratio: 0.656442
Avg trade size: 2.7
Large trade count: 6
Largest trade size: 18

Candle

Return 1: 0.459459
Return 3: 0.363478
Volume 1: 1
Volume avg 5: 11.8
Momentum 5: 0.35514

Cross Exchange

Mid avg: 0.48201875
Mid median: 0.4821375
Price deviation %: 0.319749
Spread %: 0.145223

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23882100
Quote volume 24h: 17144949
Price change 24h %: -67.71

Quality

Capture latency ms: 10459
Order book timestamp: 2026-07-02 23:59:04+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:09.541000+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: 0.4822
Best ask: 0.4823
Spread: 0.0001
Spread %: 0.020736
Mid price: 0.48225
Last price: 0.4818
Mark price: -
Index price: -

Order Book

Bid depth 5: 4671
Ask depth 5: 4119
Bid depth 10: 12854
Ask depth 10: 13582
Bid depth 20: 28218
Ask depth 20: 31269
Imbalance 5: 0.062799
Imbalance 10: -0.027538
Imbalance 20: -0.051289
Top bid size: 2509
Top ask size: 416
Bid wall score: 0.088915
Ask wall score: 0.013304

Dynamics

Bid depth 5 delta: -1434
Ask depth 5 delta: 39
Imbalance 5 delta: -0.136023
Bid depth 10 delta: -1710
Ask depth 10 delta: 2282
Imbalance 10 delta: -0.153737
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: 0.076343

Tape

Buy volume: 11290
Sell volume: 12265
Buy/sell delta: -975
Buy/sell ratio: 0.920506
Avg trade size: 235.55
Large trade count: 9
Largest trade size: 2405

Candle

Return 1: 0.249377
Return 3: 0.166113
Volume 1: 46034
Volume avg 5: 67990.2
Momentum 5: 0.688791

Cross Exchange

Mid avg: 0.48186875
Mid median: 0.481855
Price deviation %: 0.079119
Spread %: 0.138004

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 20888031
Volume 24h: 365411437
Quote volume 24h: 256208881.89375
Price change 24h %: -67.621

Quality

Capture latency ms: 7352
Order book timestamp: 2026-07-02 23:58:53.216000+02:00
Ticker timestamp: 2026-07-02 23:58:46.610000+02:00
Trades timestamp: 2026-07-02 23:58:54.081000+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: 0.4814
Best ask: 0.4817
Spread: 0.0003
Spread %: 0.062299
Mid price: 0.48155
Last price: 0.4822
Mark price: -
Index price: 0.4823

Order Book

Bid depth 5: 1296
Ask depth 5: 1734
Bid depth 10: 3128
Ask depth 10: 3201
Bid depth 20: 19116
Ask depth 20: 8040
Imbalance 5: -0.144554
Imbalance 10: -0.011534
Imbalance 20: 0.407866
Top bid size: 11
Top ask size: 373
Bid wall score: 0.000575
Ask wall score: 0.046393

Dynamics

Bid depth 5 delta: -492
Ask depth 5 delta: 642
Imbalance 5 delta: -0.386221
Bid depth 10 delta: -805
Ask depth 10 delta: -358
Imbalance 10 delta: -0.061454
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: -0.064068

Tape

Buy volume: 2490
Sell volume: 4824
Buy/sell delta: -2334
Buy/sell ratio: 0.516169
Avg trade size: 73.14
Large trade count: 6
Largest trade size: 541

Candle

Return 1: 0.166182
Return 3: 0.312045
Volume 1: 748
Volume avg 5: 3932.4
Momentum 5: 0.584063

Cross Exchange

Mid avg: 0.48171875
Mid median: 0.481855
Price deviation %: -0.035031
Spread %: 0.262601

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8123504
Quote volume 24h: 51881505.672
Price change 24h %: -7.95

Quality

Capture latency ms: 4276
Order book timestamp: 2026-07-02 23:58:46.177000+02:00
Ticker timestamp: 2026-07-02 23:58:43.864000+02:00
Trades timestamp: 2026-07-02 23:58:40.456000+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: 0.48166
Best ask: 0.48246
Spread: 0.0008
Spread %: 0.165954
Mid price: 0.48206
Last price: 0.48076
Mark price: -
Index price: -

Order Book

Bid depth 5: 7252
Ask depth 5: 5916
Bid depth 10: 31870
Ask depth 10: 26956
Bid depth 20: 149700
Ask depth 20: 139646
Imbalance 5: 0.101458
Imbalance 10: 0.083534
Imbalance 20: 0.034747
Top bid size: 1135
Top ask size: 66
Bid wall score: 0.007582
Ask wall score: 0.000473

Dynamics

Bid depth 5 delta: -2481
Ask depth 5 delta: -32
Imbalance 5 delta: -0.139917
Bid depth 10 delta: 1359
Ask depth 10 delta: -3025
Imbalance 10 delta: 0.074773
Spread delta: -0.00035
Mid price delta: 0.000725
Wall shift score: -0.009203

Tape

Buy volume: 9436
Sell volume: 16586
Buy/sell delta: -7150
Buy/sell ratio: 0.568914
Avg trade size: 260.22
Large trade count: 4
Largest trade size: 1732

Candle

Return 1: -0.103894
Return 3: -0.083132
Volume 1: 236
Volume avg 5: 278.4
Momentum 5: -0.267607

Cross Exchange

Mid avg: 0.4815375
Mid median: 0.4814925
Price deviation %: 0.108507
Spread %: 0.2627

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 110287
Volume 24h: 1677536
Quote volume 24h: 1677536
Price change 24h %: -8.625081

Quality

Capture latency ms: 6099
Order book timestamp: 2026-07-02 23:58:41.736000+02:00
Ticker timestamp: 2026-07-02 23:58:42.053000+02:00
Trades timestamp: 2026-07-02 23:58:00.622000+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: 0.48184
Best ask: 0.48259
Spread: 0.00075
Spread %: 0.155532
Mid price: 0.482215
Last price: 0.481
Mark price: 0.48156
Index price: 0.481753

Order Book

Bid depth 5: 13
Ask depth 5: 14
Bid depth 10: 35
Ask depth 10: 28
Bid depth 20: 74
Ask depth 20: 71
Imbalance 5: -0.037037
Imbalance 10: 0.111111
Imbalance 20: 0.02069
Top bid size: 2
Top ask size: 3
Bid wall score: 0.027027
Ask wall score: 0.042254

Dynamics

Bid depth 5 delta: -19
Ask depth 5 delta: 2
Imbalance 5 delta: -0.491582
Bid depth 10 delta: -9
Ask depth 10 delta: 3
Imbalance 10 delta: -0.164251
Spread delta: -0.00004
Mid price delta: -0.00001
Wall shift score: -0.025734

Tape

Buy volume: 106
Sell volume: 164
Buy/sell delta: -58
Buy/sell ratio: 0.646341
Avg trade size: 2.7
Large trade count: 6
Largest trade size: 18

Candle

Return 1: -0.022864
Return 3: 0.004158
Volume 1: 1
Volume avg 5: 19
Momentum 5: 0.360966

Cross Exchange

Mid avg: 0.48154
Mid median: 0.4814925
Price deviation %: 0.140175
Spread %: 0.264776

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23882100
Quote volume 24h: 17144949
Price change 24h %: -67.86

Quality

Capture latency ms: 9873
Order book timestamp: 2026-07-02 23:58:23+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:09.486000+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: 0.4816
Best ask: 0.4817
Spread: 0.0001
Spread %: 0.020762
Mid price: 0.48165
Last price: 0.481
Mark price: -
Index price: -

Order Book

Bid depth 5: 6105
Ask depth 5: 4080
Bid depth 10: 14564
Ask depth 10: 11300
Bid depth 20: 29280
Ask depth 20: 30949
Imbalance 5: 0.198822
Imbalance 10: 0.126199
Imbalance 20: -0.027711
Top bid size: 41
Top ask size: 66
Bid wall score: 0.0014
Ask wall score: 0.002133

Dynamics

Bid depth 5 delta: 2665
Ask depth 5 delta: -3251
Imbalance 5 delta: 0.56007
Bid depth 10 delta: 2195
Ask depth 10 delta: -4103
Imbalance 10 delta: 0.235445
Spread delta: -0.0001
Mid price delta: -0.00165
Wall shift score: 0.033926

Tape

Buy volume: 24494
Sell volume: 29576
Buy/sell delta: -5082
Buy/sell ratio: 0.828171
Avg trade size: 540.7
Large trade count: 7
Largest trade size: 14265

Candle

Return 1: 0.124688
Return 3: 0.041528
Volume 1: 21892
Volume avg 5: 63161.8
Momentum 5: 0.563557

Cross Exchange

Mid avg: 0.4819525
Mid median: 0.48178
Price deviation %: -0.062766
Spread %: 0.4876

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 20889446
Volume 24h: 364820248
Quote volume 24h: 255862846.00171
Price change 24h %: -67.675

Quality

Capture latency ms: 6613
Order book timestamp: 2026-07-02 23:58:12.307000+02:00
Ticker timestamp: 2026-07-02 23:58:06.375000+02:00
Trades timestamp: 2026-07-02 23:58:13.609000+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: 0.4808
Best ask: 0.4811
Spread: 0.0003
Spread %: 0.062377
Mid price: 0.48095
Last price: 0.4807
Mark price: -
Index price: 0.4818

Order Book

Bid depth 5: 1788
Ask depth 5: 1092
Bid depth 10: 3933
Ask depth 10: 3559
Bid depth 20: 8269
Ask depth 20: 13705
Imbalance 5: 0.241667
Imbalance 10: 0.04992
Imbalance 20: -0.247383
Top bid size: 166
Top ask size: 25
Bid wall score: 0.020075
Ask wall score: 0.001824

Dynamics

Bid depth 5 delta: 392
Ask depth 5 delta: -658
Imbalance 5 delta: 0.354191
Bid depth 10 delta: -1669
Ask depth 10 delta: -1199
Imbalance 10 delta: -0.031547
Spread delta: 0.0001
Mid price delta: -0.00135
Wall shift score: 0.013176

Tape

Buy volume: 2602
Sell volume: 4984
Buy/sell delta: -2382
Buy/sell ratio: 0.522071
Avg trade size: 75.86
Large trade count: 5
Largest trade size: 541

Candle

Return 1: -0.145409
Return 3: 0
Volume 1: 21
Volume avg 5: 3787
Momentum 5: 0.271172

Cross Exchange

Mid avg: 0.48229
Mid median: 0.4822625
Price deviation %: -0.277841
Spread %: 0.407431

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8122850
Quote volume 24h: 51878353.175
Price change 24h %: -8.24

Quality

Capture latency ms: 5000
Order book timestamp: 2026-07-02 23:58:06.293000+02:00
Ticker timestamp: 2026-07-02 23:58:04.931000+02:00
Trades timestamp: 2026-07-02 23:58:04.078000+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: 0.48076
Best ask: 0.48191
Spread: 0.00115
Spread %: 0.238919
Mid price: 0.481335
Last price: 0.48126
Mark price: -
Index price: -

Order Book

Bid depth 5: 9733
Ask depth 5: 5948
Bid depth 10: 30511
Ask depth 10: 29981
Bid depth 20: 148907
Ask depth 20: 142864
Imbalance 5: 0.241375
Imbalance 10: 0.008761
Imbalance 20: 0.020711
Top bid size: 2455
Top ask size: 25
Bid wall score: 0.016487
Ask wall score: 0.000175

Dynamics

Bid depth 5 delta: -10113
Ask depth 5 delta: 533
Imbalance 5 delta: -0.329901
Bid depth 10 delta: -22166
Ask depth 10 delta: 2550
Imbalance 10 delta: -0.306388
Spread delta: 0.00045
Mid price delta: -0.000775
Wall shift score: 0.017115

Tape

Buy volume: 9436
Sell volume: 16586
Buy/sell delta: -7150
Buy/sell ratio: 0.568914
Avg trade size: 260.22
Large trade count: 4
Largest trade size: 1732

Candle

Return 1: -0.103894
Return 3: -0.083132
Volume 1: 236
Volume avg 5: 278.4
Momentum 5: -0.267607

Cross Exchange

Mid avg: 0.48248375
Mid median: 0.4822625
Price deviation %: -0.238091
Spread %: 0.24664

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 110627
Volume 24h: 1677300
Quote volume 24h: 1677300
Price change 24h %: -8.530049

Quality

Capture latency ms: 5824
Order book timestamp: 2026-07-02 23:58:00.336000+02:00
Ticker timestamp: 2026-07-02 23:58:00.603000+02:00
Trades timestamp: 2026-07-02 23:58:00.622000+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: 0.48183
Best ask: 0.48262
Spread: 0.00079
Spread %: 0.163824
Mid price: 0.482225
Last price: 0.48321
Mark price: 0.48321
Index price: 0.483308

Order Book

Bid depth 5: 32
Ask depth 5: 12
Bid depth 10: 44
Ask depth 10: 25
Bid depth 20: 80
Ask depth 20: 69
Imbalance 5: 0.454545
Imbalance 10: 0.275362
Imbalance 20: 0.073826
Top bid size: 2
Top ask size: 1
Bid wall score: 0.025
Ask wall score: 0.014493

Dynamics

Bid depth 5 delta: 20
Ask depth 5 delta: -4
Imbalance 5 delta: 0.597403
Bid depth 10 delta: 17
Ask depth 10 delta: -13
Imbalance 10 delta: 0.444593
Spread delta: -0.00003
Mid price delta: 0.000515
Wall shift score: 0.021423

Tape

Buy volume: 107
Sell volume: 173
Buy/sell delta: -66
Buy/sell ratio: 0.618497
Avg trade size: 2.8
Large trade count: 6
Largest trade size: 18

Candle

Return 1: 0.363478
Return 3: 0.35514
Volume 1: 1
Volume avg 5: 52.8
Momentum 5: 0.082848

Cross Exchange

Mid avg: 0.482355
Mid median: 0.482205
Price deviation %: -0.026951
Spread %: 0.329633

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23880700
Quote volume 24h: 17144275
Price change 24h %: -67.53

Quality

Capture latency ms: 9733
Order book timestamp: 2026-07-02 23:57:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:09.447000+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: 0.4832
Best ask: 0.4834
Spread: 0.0002
Spread %: 0.041382
Mid price: 0.4833
Last price: 0.4834
Mark price: -
Index price: -

Order Book

Bid depth 5: 3440
Ask depth 5: 7331
Bid depth 10: 12369
Ask depth 10: 15403
Bid depth 20: 43057
Ask depth 20: 38624
Imbalance 5: -0.361248
Imbalance 10: -0.109247
Imbalance 20: 0.054272
Top bid size: 288
Top ask size: 1597
Bid wall score: 0.006689
Ask wall score: 0.041347

Dynamics

Bid depth 5 delta: 1385
Ask depth 5 delta: 1008
Imbalance 5 delta: 0.148182
Bid depth 10 delta: -23016
Ask depth 10 delta: 356
Imbalance 10 delta: -0.512522
Spread delta: 0.0001
Mid price delta: 0.00075
Wall shift score: 0.016482

Tape

Buy volume: 17093
Sell volume: 6784
Buy/sell delta: 10309
Buy/sell ratio: 2.519605
Avg trade size: 238.77
Large trade count: 8
Largest trade size: 5006

Candle

Return 1: 0.35299
Return 3: 0.332157
Volume 1: 20842
Volume avg 5: 147773.4
Momentum 5: 0.20734

Cross Exchange

Mid avg: 0.4821675
Mid median: 0.482205
Price deviation %: 0.234877
Spread %: 0.174213

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 20868980
Volume 24h: 364794948
Quote volume 24h: 255873324.59681
Price change 24h %: -67.375

Quality

Capture latency ms: 7203
Order book timestamp: 2026-07-02 23:57:32.037000+02:00
Ticker timestamp: 2026-07-02 23:57:27.710000+02:00
Trades timestamp: 2026-07-02 23:57:33.085000+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: 24654
gate: 24655
htx: 24474
mexc: 24651

By Symbol

VELVET/USDT:USDT: 98434

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