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: 98833
Total labels: 296499
Pending labels: 277016
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 07:49:58.652938+02:00
Recent trades snapshots: 98825
Micro candles: 1976460
Avg data quality: 75.9464753675391823
Latest latency: 10763 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 211 of 9884 · 98833 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 01:10:20.968964+02:00	mexc	VELVET/USDT:USDT	0.48445	78	4746 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 01:10:16.079174+02:00	htx	VELVET/USDT:USDT	0.48482	80	5153 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 01:09:56.122056+02:00	gate	VELVET/USDT:USDT	0.48502	68	10031 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 01:09:45.933082+02:00	binance	VELVET/USDT:USDT	0.48495	80	7534 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 01:09:38.258686+02:00	mexc	VELVET/USDT:USDT	0.48505	68	5436 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 01:09:32.714439+02:00	htx	VELVET/USDT:USDT	0.48527	80	5908 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 01:09:12.447376+02:00	gate	VELVET/USDT:USDT	0.484675	68	10296 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 01:09:01.813799+02:00	binance	VELVET/USDT:USDT	0.48535	80	6270 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 01:08:55.410121+02:00	mexc	VELVET/USDT:USDT	0.48505	78	4378 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 01:08:50.933676+02:00	htx	VELVET/USDT:USDT	0.485165	80	5796 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4844
Best ask: 0.4845
Spread: 0.0001
Spread %: 0.020642
Mid price: 0.48445
Last price: 0.4847
Mark price: -
Index price: 0.4856

Order Book

Bid depth 5: 1293
Ask depth 5: 942
Bid depth 10: 2975
Ask depth 10: 2526
Bid depth 20: 12128
Ask depth 20: 5671
Imbalance 5: 0.157047
Imbalance 10: 0.081622
Imbalance 20: 0.362773
Top bid size: 36
Top ask size: 33
Bid wall score: 0.002968
Ask wall score: 0.005819

Dynamics

Bid depth 5 delta: -17
Ask depth 5 delta: -138
Imbalance 5 delta: 0.060813
Bid depth 10 delta: -1445
Ask depth 10 delta: -335
Imbalance 10 delta: -0.132497
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: 0.017104

Tape

Buy volume: 2996
Sell volume: 3479
Buy/sell delta: -483
Buy/sell ratio: 0.861167
Avg trade size: 64.75
Large trade count: 3
Largest trade size: 448

Candle

Return 1: -0.123635
Return 3: -0.329015
Volume 1: 190
Volume avg 5: 2927.6
Momentum 5: -0.655872

Cross Exchange

Mid avg: 0.48496
Mid median: 0.484985
Price deviation %: -0.105163
Spread %: 0.047427

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8239790
Quote volume 24h: 51129791.267
Price change 24h %: -7.48

Quality

Capture latency ms: 4746
Order book timestamp: 2026-07-03 01:10:19.140000+02:00
Ticker timestamp: 2026-07-03 01:10:16.737000+02:00
Trades timestamp: 2026-07-03 01:10:13.129000+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: 0.48417
Best ask: 0.48547
Spread: 0.0013
Spread %: 0.268141
Mid price: 0.48482
Last price: 0.48562
Mark price: -
Index price: -

Order Book

Bid depth 5: 8329
Ask depth 5: 7302
Bid depth 10: 32299
Ask depth 10: 23574
Bid depth 20: 48640
Ask depth 20: 141115
Imbalance 5: 0.065703
Imbalance 10: 0.156158
Imbalance 20: -0.487339
Top bid size: 371
Top ask size: 370
Bid wall score: 0.007627
Ask wall score: 0.002622

Dynamics

Bid depth 5 delta: -1221
Ask depth 5 delta: 3541
Imbalance 5 delta: -0.369201
Bid depth 10 delta: 1892
Ask depth 10 delta: 2935
Imbalance 10 delta: -0.035199
Spread delta: -0.0001
Mid price delta: -0.00045
Wall shift score: 0.00149

Tape

Buy volume: 10832
Sell volume: 16622
Buy/sell delta: -5790
Buy/sell ratio: 0.651666
Avg trade size: 274.54
Large trade count: 3
Largest trade size: 1676

Candle

Return 1: 0
Return 3: -0.964617
Volume 1: 0
Volume avg 5: 0.4
Momentum 5: -0.964617

Cross Exchange

Mid avg: 0.4850725
Mid median: 0.485035
Price deviation %: -0.052054
Spread %: 0.06597

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111120
Volume 24h: 1698732
Quote volume 24h: 1698732
Price change 24h %: -7.701372

Quality

Capture latency ms: 5153
Order book timestamp: 2026-07-03 01:10:14.136000+02:00
Ticker timestamp: 2026-07-03 01:10:14.734000+02:00
Trades timestamp: 2026-07-03 01:08:05.625000+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: 0.48459
Best ask: 0.48545
Spread: 0.00086
Spread %: 0.177312
Mid price: 0.48502
Last price: 0.48475
Mark price: 0.48499
Index price: 0.486205

Order Book

Bid depth 5: 11
Ask depth 5: 13
Bid depth 10: 23
Ask depth 10: 44
Bid depth 20: 64
Ask depth 20: 74
Imbalance 5: -0.083333
Imbalance 10: -0.313433
Imbalance 20: -0.072464
Top bid size: 2
Top ask size: 2
Bid wall score: 0.03125
Ask wall score: 0.027027

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: -1
Imbalance 5 delta: 0.25
Bid depth 10 delta: -12
Ask depth 10 delta: 3
Imbalance 10 delta: -0.234485
Spread delta: 0.00001
Mid price delta: 0.000345
Wall shift score: 0.018653

Tape

Buy volume: 91
Sell volume: 131
Buy/sell delta: -40
Buy/sell ratio: 0.694656
Avg trade size: 2.22
Large trade count: 4
Largest trade size: 17

Candle

Return 1: -0.172985
Return 3: 0.068123
Volume 1: 30
Volume avg 5: 24.2
Momentum 5: -1.343238

Cross Exchange

Mid avg: 0.48498625
Mid median: 0.485
Price deviation %: 0.006959
Spread %: 0.122684

Funding / OI / Volume

Funding rate: -0.000002
Funding delta: 0
Funding abs: 0.000002
Funding pressure: 0.000002
Open interest: -
Volume 24h: 23987400
Quote volume 24h: 16804865
Price change 24h %: -68.27

Quality

Capture latency ms: 10031
Order book timestamp: 2026-07-03 01:09:54+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:13.750000+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: 0.4849
Best ask: 0.485
Spread: 0.0001
Spread %: 0.020621
Mid price: 0.48495
Last price: 0.4851
Mark price: -
Index price: -

Order Book

Bid depth 5: 4842
Ask depth 5: 2534
Bid depth 10: 14794
Ask depth 10: 7803
Bid depth 20: 29138
Ask depth 20: 20096
Imbalance 5: 0.312907
Imbalance 10: 0.309377
Imbalance 20: 0.183654
Top bid size: 491
Top ask size: 29
Bid wall score: 0.016851
Ask wall score: 0.001443

Dynamics

Bid depth 5 delta: 732
Ask depth 5 delta: -2666
Imbalance 5 delta: 0.429985
Bid depth 10 delta: -2621
Ask depth 10 delta: -2885
Imbalance 10 delta: 0.070008
Spread delta: 0
Mid price delta: -0.0004
Wall shift score: 0.026259

Tape

Buy volume: 8413
Sell volume: 28385
Buy/sell delta: -19972
Buy/sell ratio: 0.296389
Avg trade size: 367.98
Large trade count: 7
Largest trade size: 10364

Candle

Return 1: -0.123635
Return 3: -0.246964
Volume 1: 53378
Volume avg 5: 60520
Momentum 5: -1.303197

Cross Exchange

Mid avg: 0.48508625
Mid median: 0.48516
Price deviation %: -0.028088
Spread %: 0.139151

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 20753476
Volume 24h: 366021770
Quote volume 24h: 251242984.34963
Price change 24h %: -68.213

Quality

Capture latency ms: 7534
Order book timestamp: 2026-07-03 01:09:43.777000+02:00
Ticker timestamp: 2026-07-03 01:09:40.158000+02:00
Trades timestamp: 2026-07-03 01:09:45.161000+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: 0.485
Best ask: 0.4851
Spread: 0.0001
Spread %: 0.020616
Mid price: 0.48505
Last price: 0.4847
Mark price: -
Index price: 0.4859

Order Book

Bid depth 5: 1310
Ask depth 5: 1080
Bid depth 10: 4420
Ask depth 10: 2861
Bid depth 20: 7636
Ask depth 20: 5906
Imbalance 5: 0.096234
Imbalance 10: 0.214119
Imbalance 20: 0.127751
Top bid size: 17
Top ask size: 131
Bid wall score: 0.002226
Ask wall score: 0.022181

Dynamics

Bid depth 5 delta: -189
Ask depth 5 delta: 109
Imbalance 5 delta: -0.117531
Bid depth 10 delta: -173
Ask depth 10 delta: -50
Imbalance 10 delta: -0.010028
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.013957

Tape

Buy volume: 1613
Sell volume: 4830
Buy/sell delta: -3217
Buy/sell ratio: 0.333954
Avg trade size: 64.43
Large trade count: 4
Largest trade size: 448

Candle

Return 1: -0.082457
Return 3: -0.226431
Volume 1: 714
Volume avg 5: 2835.6
Momentum 5: -1.242869

Cross Exchange

Mid avg: 0.48508625
Mid median: 0.48516
Price deviation %: -0.007473
Spread %: 0.139151

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8237497
Quote volume 24h: 51118661.274
Price change 24h %: -7.48

Quality

Capture latency ms: 5436
Order book timestamp: 2026-07-03 01:09:36.456000+02:00
Ticker timestamp: 2026-07-03 01:09:34.795000+02:00
Trades timestamp: 2026-07-03 01:09:25.529000+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: 0.48457
Best ask: 0.48597
Spread: 0.0014
Spread %: 0.288499
Mid price: 0.48527
Last price: 0.48562
Mark price: -
Index price: -

Order Book

Bid depth 5: 9550
Ask depth 5: 3761
Bid depth 10: 30407
Ask depth 10: 20639
Bid depth 20: 48790
Ask depth 20: 138095
Imbalance 5: 0.434903
Imbalance 10: 0.191357
Imbalance 20: -0.477861
Top bid size: 180
Top ask size: 24
Bid wall score: 0.003689
Ask wall score: 0.000174

Dynamics

Bid depth 5 delta: -2089
Ask depth 5 delta: -187
Imbalance 5 delta: -0.058521
Bid depth 10 delta: -3693
Ask depth 10 delta: -2273
Imbalance 10 delta: -0.004883
Spread delta: 0.00039
Mid price delta: 0.000105
Wall shift score: -0.023372

Tape

Buy volume: 10832
Sell volume: 16622
Buy/sell delta: -5790
Buy/sell ratio: 0.651666
Avg trade size: 274.54
Large trade count: 3
Largest trade size: 1676

Candle

Return 1: 0
Return 3: -0.964617
Volume 1: 0
Volume avg 5: 0.4
Momentum 5: -0.964617

Cross Exchange

Mid avg: 0.48506
Mid median: 0.4851075
Price deviation %: 0.043294
Spread %: 0.139158

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111120
Volume 24h: 1698752
Quote volume 24h: 1698752
Price change 24h %: -7.701372

Quality

Capture latency ms: 5908
Order book timestamp: 2026-07-03 01:09:30.894000+02:00
Ticker timestamp: 2026-07-03 01:09:31.444000+02:00
Trades timestamp: 2026-07-03 01:08:05.625000+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: 0.48425
Best ask: 0.4851
Spread: 0.00085
Spread %: 0.175375
Mid price: 0.484675
Last price: 0.48475
Mark price: 0.485
Index price: 0.486033

Order Book

Bid depth 5: 7
Ask depth 5: 14
Bid depth 10: 35
Ask depth 10: 41
Bid depth 20: 63
Ask depth 20: 66
Imbalance 5: -0.333333
Imbalance 10: -0.078947
Imbalance 20: -0.023256
Top bid size: 1
Top ask size: 2
Bid wall score: 0.015873
Ask wall score: 0.030303

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 1
Imbalance 5 delta: -0.37037
Bid depth 10 delta: 7
Ask depth 10 delta: -3
Imbalance 10 delta: 0.143275
Spread delta: -0.00001
Mid price delta: -0.000715
Wall shift score: -0.016749

Tape

Buy volume: 91
Sell volume: 131
Buy/sell delta: -40
Buy/sell ratio: 0.694656
Avg trade size: 2.22
Large trade count: 4
Largest trade size: 17

Candle

Return 1: -0.172985
Return 3: 0.068123
Volume 1: 30
Volume avg 5: 24.2
Momentum 5: -1.343238

Cross Exchange

Mid avg: 0.48523875
Mid median: 0.4852575
Price deviation %: -0.11618
Spread %: 0.070069

Funding / OI / Volume

Funding rate: -0.000002
Funding delta: -0.000002
Funding abs: 0.000002
Funding pressure: 0.000004
Open interest: -
Volume 24h: 23984400
Quote volume 24h: 16803411
Price change 24h %: -68.27

Quality

Capture latency ms: 10296
Order book timestamp: 2026-07-03 01:09:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:13.750000+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: 0.4853
Best ask: 0.4854
Spread: 0.0001
Spread %: 0.020604
Mid price: 0.48535
Last price: 0.4851
Mark price: -
Index price: -

Order Book

Bid depth 5: 4110
Ask depth 5: 5200
Bid depth 10: 17415
Ask depth 10: 10688
Bid depth 20: 36362
Ask depth 20: 22664
Imbalance 5: -0.117078
Imbalance 10: 0.239369
Imbalance 20: 0.232067
Top bid size: 29
Top ask size: 264
Bid wall score: 0.000798
Ask wall score: 0.011648

Dynamics

Bid depth 5 delta: -2768
Ask depth 5 delta: 1225
Imbalance 5 delta: -0.384562
Bid depth 10 delta: -413
Ask depth 10 delta: 1388
Imbalance 10 delta: -0.074992
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: -0.03243

Tape

Buy volume: 6562
Sell volume: 11261
Buy/sell delta: -4699
Buy/sell ratio: 0.582719
Avg trade size: 178.23
Large trade count: 8
Largest trade size: 2552

Candle

Return 1: -0.349219
Return 3: -0.716332
Volume 1: 56143
Volume avg 5: 60638.4
Momentum 5: -1.100917

Cross Exchange

Mid avg: 0.48508875
Mid median: 0.4851075
Price deviation %: 0.053856
Spread %: 0.131935

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 20747111
Volume 24h: 365999004
Quote volume 24h: 251258684.95643
Price change 24h %: -68.251

Quality

Capture latency ms: 6270
Order book timestamp: 2026-07-03 01:08:59.493000+02:00
Ticker timestamp: 2026-07-03 01:08:53.086000+02:00
Trades timestamp: 2026-07-03 01:09:00.936000+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: 0.485
Best ask: 0.4851
Spread: 0.0001
Spread %: 0.020616
Mid price: 0.48505
Last price: 0.4852
Mark price: -
Index price: 0.4859

Order Book

Bid depth 5: 1499
Ask depth 5: 971
Bid depth 10: 4593
Ask depth 10: 2911
Bid depth 20: 8745
Ask depth 20: 12441
Imbalance 5: 0.213765
Imbalance 10: 0.224147
Imbalance 20: -0.174455
Top bid size: 8
Top ask size: 86
Bid wall score: 0.000915
Ask wall score: 0.006913

Dynamics

Bid depth 5 delta: -27
Ask depth 5 delta: -632
Imbalance 5 delta: 0.238374
Bid depth 10 delta: 375
Ask depth 10 delta: -485
Imbalance 10 delta: 0.116188
Spread delta: -0.0002
Mid price delta: 0.0002
Wall shift score: -0.010479

Tape

Buy volume: 1951
Sell volume: 5603
Buy/sell delta: -3652
Buy/sell ratio: 0.348206
Avg trade size: 75.54
Large trade count: 7
Largest trade size: 448

Candle

Return 1: -0.226198
Return 3: -0.553392
Volume 1: 3013
Volume avg 5: 3468.6
Momentum 5: -1.100693

Cross Exchange

Mid avg: 0.48503875
Mid median: 0.4850075
Price deviation %: 0.002319
Spread %: 0.131948

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8236679
Quote volume 24h: 51114695.276
Price change 24h %: -7.38

Quality

Capture latency ms: 4378
Order book timestamp: 2026-07-03 01:08:53.253000+02:00
Ticker timestamp: 2026-07-03 01:08:52.801000+02:00
Trades timestamp: 2026-07-03 01:08:49.594000+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: 0.48466
Best ask: 0.48567
Spread: 0.00101
Spread %: 0.208177
Mid price: 0.485165
Last price: 0.48562
Mark price: -
Index price: -

Order Book

Bid depth 5: 11639
Ask depth 5: 3948
Bid depth 10: 34100
Ask depth 10: 22912
Bid depth 20: 46597
Ask depth 20: 138009
Imbalance 5: 0.493424
Imbalance 10: 0.196239
Imbalance 20: -0.495174
Top bid size: 1261
Top ask size: 24
Bid wall score: 0.027062
Ask wall score: 0.000174

Dynamics

Bid depth 5 delta: -110
Ask depth 5 delta: -945
Imbalance 5 delta: 0.081454
Bid depth 10 delta: 6956
Ask depth 10 delta: 4302
Imbalance 10 delta: 0.00972
Spread delta: -0.00049
Mid price delta: -0.000155
Wall shift score: 0.021516

Tape

Buy volume: 10832
Sell volume: 16622
Buy/sell delta: -5790
Buy/sell ratio: 0.651666
Avg trade size: 274.54
Large trade count: 3
Largest trade size: 1676

Candle

Return 1: -0.964617
Return 3: -0.964617
Volume 1: 2
Volume avg 5: 0.8
Momentum 5: -0.638376

Cross Exchange

Mid avg: 0.4850775
Mid median: 0.485085
Price deviation %: 0.018038
Spread %: 0.131938

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 111120
Volume 24h: 1698752
Quote volume 24h: 1698752
Price change 24h %: -7.701372

Quality

Capture latency ms: 5796
Order book timestamp: 2026-07-03 01:08:49.436000+02:00
Ticker timestamp: 2026-07-03 01:08:49.695000+02:00
Trades timestamp: 2026-07-03 01:08:05.625000+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: 24754
gate: 24755
htx: 24573
mexc: 24751

By Symbol

VELVET/USDT:USDT: 98833

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