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: 99576
Total labels: 298728
Pending labels: 279245
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 10:13:14.713154+02:00
Recent trades snapshots: 99568
Micro candles: 1991320
Avg data quality: 75.9407091999156432
Latest latency: 5137 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 213 of 9958 · 99576 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 03:28:16.553467+02:00	binance	VELVET/USDT:USDT	0.4559	80	7112 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 03:28:09.145648+02:00	mexc	VELVET/USDT:USDT	0.45645	78	4871 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 03:28:03.677559+02:00	htx	VELVET/USDT:USDT	0.455695	80	6175 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 03:27:44.154717+02:00	gate	VELVET/USDT:USDT	0.45564	68	10289 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 03:27:33.726356+02:00	binance	VELVET/USDT:USDT	0.45535	80	7189 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 03:27:26.352729+02:00	mexc	VELVET/USDT:USDT	0.45625	78	4902 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 03:27:21.241488+02:00	htx	VELVET/USDT:USDT	0.455295	80	6300 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 03:26:58.731193+02:00	gate	VELVET/USDT:USDT	0.45509	68	10500 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 03:26:47.958981+02:00	binance	VELVET/USDT:USDT	0.45585	80	7704 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 03:26:40.091801+02:00	mexc	VELVET/USDT:USDT	0.4561	68	5501 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4558
Best ask: 0.456
Spread: 0.0002
Spread %: 0.043869
Mid price: 0.4559
Last price: 0.4563
Mark price: -
Index price: -

Order Book

Bid depth 5: 5620
Ask depth 5: 2621
Bid depth 10: 15699
Ask depth 10: 12319
Bid depth 20: 28425
Ask depth 20: 33952
Imbalance 5: 0.363912
Imbalance 10: 0.120637
Imbalance 20: -0.088606
Top bid size: 526
Top ask size: 523
Bid wall score: 0.018505
Ask wall score: 0.015404

Dynamics

Bid depth 5 delta: 456
Ask depth 5 delta: -382
Imbalance 5 delta: 0.099311
Bid depth 10 delta: 5288
Ask depth 10 delta: -5074
Imbalance 10 delta: 0.371752
Spread delta: 0.0001
Mid price delta: 0.00055
Wall shift score: 0.00013

Tape

Buy volume: 10230
Sell volume: 14714
Buy/sell delta: -4484
Buy/sell ratio: 0.695256
Avg trade size: 249.44
Large trade count: 9
Largest trade size: 2992

Candle

Return 1: -0.04385
Return 3: -0.284339
Volume 1: 18299
Volume avg 5: 57737.8
Momentum 5: 0.418502

Cross Exchange

Mid avg: 0.45578375
Mid median: 0.4556675
Price deviation %: 0.025506
Spread %: 0.241343

Funding / OI / Volume

Funding rate: -0.00002951
Funding delta: -0.0000036
Funding abs: 0.00002951
Funding pressure: 0.00003311
Open interest: 21216430
Volume 24h: 378287255
Quote volume 24h: 253487037.79127
Price change 24h %: -70.006

Quality

Capture latency ms: 7112
Order book timestamp: 2026-07-03 03:28:14.325000+02:00
Ticker timestamp: 2026-07-03 03:28:06.391000+02:00
Trades timestamp: 2026-07-03 03:28:15.101000+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: 0.4564
Best ask: 0.4565
Spread: 0.0001
Spread %: 0.021908
Mid price: 0.45645
Last price: 0.4562
Mark price: -
Index price: 0.4564

Order Book

Bid depth 5: 1607
Ask depth 5: 1259
Bid depth 10: 3968
Ask depth 10: 4036
Bid depth 20: 6521
Ask depth 20: 14372
Imbalance 5: 0.121424
Imbalance 10: -0.008496
Imbalance 20: -0.375772
Top bid size: 63
Top ask size: 7
Bid wall score: 0.009661
Ask wall score: 0.000487

Dynamics

Bid depth 5 delta: 337
Ask depth 5 delta: 504
Imbalance 5 delta: -0.132897
Bid depth 10 delta: 56
Ask depth 10 delta: 1915
Imbalance 10 delta: -0.305363
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: 0.007365

Tape

Buy volume: 1880
Sell volume: 4166
Buy/sell delta: -2286
Buy/sell ratio: 0.451272
Avg trade size: 60.46
Large trade count: 3
Largest trade size: 387

Candle

Return 1: 0.021925
Return 3: -0.065717
Volume 1: 1
Volume avg 5: 1932.8
Momentum 5: 0.484581

Cross Exchange

Mid avg: 0.45573375
Mid median: 0.4556675
Price deviation %: 0.157164
Spread %: 0.197484

Funding / OI / Volume

Funding rate: -0.000025
Funding delta: 0.000005
Funding abs: 0.000025
Funding pressure: 0.00003
Open interest: -
Volume 24h: 8719605
Quote volume 24h: 52668611.449
Price change 24h %: -12.92

Quality

Capture latency ms: 4871
Order book timestamp: 2026-07-03 03:28:07.348000+02:00
Ticker timestamp: 2026-07-03 03:28:04.847000+02:00
Trades timestamp: 2026-07-03 03:28:02.675000+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: 0.45563
Best ask: 0.45576
Spread: 0.00013
Spread %: 0.028528
Mid price: 0.455695
Last price: 0.45561
Mark price: -
Index price: -

Order Book

Bid depth 5: 2016
Ask depth 5: 10706
Bid depth 10: 48342
Ask depth 10: 96574
Bid depth 20: 110012
Ask depth 20: 102831
Imbalance 5: -0.683069
Imbalance 10: -0.332827
Imbalance 20: 0.033738
Top bid size: 22
Top ask size: 2881
Bid wall score: 0.0002
Ask wall score: 0.028017

Dynamics

Bid depth 5 delta: -3390
Ask depth 5 delta: 1819
Imbalance 5 delta: -0.439523
Bid depth 10 delta: 40503
Ask depth 10 delta: 83013
Imbalance 10 delta: -0.065444
Spread delta: -0.00128
Mid price delta: 0.0004
Wall shift score: 0.091268

Tape

Buy volume: 19840
Sell volume: 95158
Buy/sell delta: -75318
Buy/sell ratio: 0.208495
Avg trade size: 1149.98
Large trade count: 10
Largest trade size: 20480

Candle

Return 1: 0
Return 3: -0.085526
Volume 1: 0
Volume avg 5: 21338.4
Momentum 5: 0.354626

Cross Exchange

Mid avg: 0.45563375
Mid median: 0.455495
Price deviation %: 0.013443
Spread %: 0.209598

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 138206
Volume 24h: 1905068
Quote volume 24h: 1905068
Price change 24h %: -13.405177

Quality

Capture latency ms: 6175
Order book timestamp: 2026-07-03 03:28:01.394000+02:00
Ticker timestamp: 2026-07-03 03:28:02.291000+02:00
Trades timestamp: 2026-07-03 03:27:28.671000+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: 0.45527
Best ask: 0.45601
Spread: 0.00074
Spread %: 0.162409
Mid price: 0.45564
Last price: 0.45679
Mark price: 0.45585
Index price: 0.455857

Order Book

Bid depth 5: 11
Ask depth 5: 14
Bid depth 10: 41
Ask depth 10: 40
Bid depth 20: 71
Ask depth 20: 65
Imbalance 5: -0.12
Imbalance 10: 0.012346
Imbalance 20: 0.044118
Top bid size: 1
Top ask size: 2
Bid wall score: 0.014085
Ask wall score: 0.030769

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -15
Imbalance 5 delta: 0.294634
Bid depth 10 delta: 0
Ask depth 10 delta: -2
Imbalance 10 delta: 0.024394
Spread delta: 0.00044
Mid price delta: 0.00055
Wall shift score: -0.0151

Tape

Buy volume: 150
Sell volume: 79
Buy/sell delta: 71
Buy/sell ratio: 1.898734
Avg trade size: 2.29
Large trade count: 6
Largest trade size: 14

Candle

Return 1: 0.38017
Return 3: 0.028468
Volume 1: 51
Volume avg 5: 54.2
Momentum 5: 0.406647

Cross Exchange

Mid avg: 0.45549625
Mid median: 0.4553225
Price deviation %: 0.031559
Spread %: 0.254667

Funding / OI / Volume

Funding rate: -0.000022
Funding delta: -0.000023
Funding abs: 0.000022
Funding pressure: 0.000045
Open interest: -
Volume 24h: 24911700
Quote volume 24h: 17047240
Price change 24h %: -69.91

Quality

Capture latency ms: 10289
Order book timestamp: 2026-07-03 03:27:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:22.054000+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: 0.4553
Best ask: 0.4554
Spread: 0.0001
Spread %: 0.021961
Mid price: 0.45535
Last price: 0.4565
Mark price: -
Index price: -

Order Book

Bid depth 5: 5164
Ask depth 5: 3003
Bid depth 10: 10411
Ask depth 10: 17393
Bid depth 20: 25763
Ask depth 20: 32168
Imbalance 5: 0.264601
Imbalance 10: -0.251115
Imbalance 20: -0.110563
Top bid size: 127
Top ask size: 63
Bid wall score: 0.00493
Ask wall score: 0.001958

Dynamics

Bid depth 5 delta: 1660
Ask depth 5 delta: -895
Imbalance 5 delta: 0.31783
Bid depth 10 delta: 1177
Ask depth 10 delta: 3302
Imbalance 10 delta: -0.042883
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: 0.010665

Tape

Buy volume: 10970
Sell volume: 8792
Buy/sell delta: 2178
Buy/sell ratio: 1.247725
Avg trade size: 197.62
Large trade count: 11
Largest trade size: 1493

Candle

Return 1: 0.330033
Return 3: -0.131406
Volume 1: 50194
Volume avg 5: 60570.8
Momentum 5: 0.285903

Cross Exchange

Mid avg: 0.45562125
Mid median: 0.4555725
Price deviation %: -0.059534
Spread %: 0.254597

Funding / OI / Volume

Funding rate: -0.00002591
Funding delta: 0.00000451
Funding abs: 0.00002591
Funding pressure: 0.00003042
Open interest: 21210396
Volume 24h: 378841652
Quote volume 24h: 253836275.07831
Price change 24h %: -69.951

Quality

Capture latency ms: 7189
Order book timestamp: 2026-07-03 03:27:31.533000+02:00
Ticker timestamp: 2026-07-03 03:27:25.708000+02:00
Trades timestamp: 2026-07-03 03:27:33.134000+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: 0.4562
Best ask: 0.4563
Spread: 0.0001
Spread %: 0.021918
Mid price: 0.45625
Last price: 0.4561
Mark price: -
Index price: 0.4563

Order Book

Bid depth 5: 1270
Ask depth 5: 755
Bid depth 10: 3912
Ask depth 10: 2121
Bid depth 20: 7543
Ask depth 20: 15750
Imbalance 5: 0.254321
Imbalance 10: 0.296867
Imbalance 20: -0.352338
Top bid size: 17
Top ask size: 7
Bid wall score: 0.002254
Ask wall score: 0.000444

Dynamics

Bid depth 5 delta: 59
Ask depth 5 delta: -216
Imbalance 5 delta: 0.14433
Bid depth 10 delta: 1033
Ask depth 10 delta: -1003
Imbalance 10 delta: 0.33768
Spread delta: -0.0001
Mid price delta: 0.00015
Wall shift score: -0.005174

Tape

Buy volume: 2051
Sell volume: 3896
Buy/sell delta: -1845
Buy/sell ratio: 0.526437
Avg trade size: 59.47
Large trade count: 3
Largest trade size: 387

Candle

Return 1: 0.241652
Return 3: -0.13132
Volume 1: 2557
Volume avg 5: 2042.4
Momentum 5: 0.440238

Cross Exchange

Mid avg: 0.45558375
Mid median: 0.4555725
Price deviation %: 0.146241
Spread %: 0.221694

Funding / OI / Volume

Funding rate: -0.00003
Funding delta: 0
Funding abs: 0.00003
Funding pressure: 0.00003
Open interest: -
Volume 24h: 8718331
Quote volume 24h: 52662807.379
Price change 24h %: -12.94

Quality

Capture latency ms: 4902
Order book timestamp: 2026-07-03 03:27:24.749000+02:00
Ticker timestamp: 2026-07-03 03:27:22.940000+02:00
Trades timestamp: 2026-07-03 03:27:24.927000+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: 0.45459
Best ask: 0.456
Spread: 0.00141
Spread %: 0.309689
Mid price: 0.455295
Last price: 0.45519
Mark price: -
Index price: -

Order Book

Bid depth 5: 5406
Ask depth 5: 8887
Bid depth 10: 7839
Ask depth 10: 13561
Bid depth 20: 29906
Ask depth 20: 23590
Imbalance 5: -0.243546
Imbalance 10: -0.267383
Imbalance 20: 0.118065
Top bid size: 91
Top ask size: 2881
Bid wall score: 0.003043
Ask wall score: 0.122128

Dynamics

Bid depth 5 delta: 3530
Ask depth 5 delta: -491
Imbalance 5 delta: 0.423062
Bid depth 10 delta: -9739
Ask depth 10 delta: -17844
Imbalance 10 delta: 0.014898
Spread delta: 0.0014
Mid price delta: -0.00089
Wall shift score: -0.106037

Tape

Buy volume: 19982
Sell volume: 95158
Buy/sell delta: -75176
Buy/sell ratio: 0.209988
Avg trade size: 1151.4
Large trade count: 10
Largest trade size: 20480

Candle

Return 1: 0.18047
Return 3: 0.262115
Volume 1: 218
Volume avg 5: 21807.6
Momentum 5: 0.264323

Cross Exchange

Mid avg: 0.45580625
Mid median: 0.455975
Price deviation %: -0.112164
Spread %: 0.240234

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 138206
Volume 24h: 1904850
Quote volume 24h: 1904850
Price change 24h %: -13.485004

Quality

Capture latency ms: 6300
Order book timestamp: 2026-07-03 03:27:19.294000+02:00
Ticker timestamp: 2026-07-03 03:27:19.704000+02:00
Trades timestamp: 2026-07-03 03:27:16.422000+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: 0.45494
Best ask: 0.45524
Spread: 0.0003
Spread %: 0.065921
Mid price: 0.45509
Last price: 0.45506
Mark price: 0.45593
Index price: 0.456443

Order Book

Bid depth 5: 12
Ask depth 5: 29
Bid depth 10: 41
Ask depth 10: 42
Bid depth 20: 80
Ask depth 20: 71
Imbalance 5: -0.414634
Imbalance 10: -0.012048
Imbalance 20: 0.059603
Top bid size: 1
Top ask size: 1
Bid wall score: 0.0125
Ask wall score: 0.014085

Dynamics

Bid depth 5 delta: -19
Ask depth 5 delta: 13
Imbalance 5 delta: -0.733783
Bid depth 10 delta: -11
Ask depth 10 delta: -4
Imbalance 10 delta: -0.073273
Spread delta: -0.00056
Mid price delta: -0.00198
Wall shift score: -0.004845

Tape

Buy volume: 159
Sell volume: 68
Buy/sell delta: 91
Buy/sell ratio: 2.338235
Avg trade size: 2.27
Large trade count: 6
Largest trade size: 14

Candle

Return 1: -0.002197
Return 3: 0.286495
Volume 1: 75
Volume avg 5: 46.8
Momentum 5: -0.47895

Cross Exchange

Mid avg: 0.45630125
Mid median: 0.4561425
Price deviation %: -0.26545
Spread %: 0.267367

Funding / OI / Volume

Funding rate: 0.000001
Funding delta: 0.000003
Funding abs: 0.000001
Funding pressure: 0.000004
Open interest: -
Volume 24h: 24907000
Quote volume 24h: 17045095
Price change 24h %: -70.09

Quality

Capture latency ms: 10500
Order book timestamp: 2026-07-03 03:26:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:22.015000+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: 0.4558
Best ask: 0.4559
Spread: 0.0001
Spread %: 0.021937
Mid price: 0.45585
Last price: 0.4561
Mark price: -
Index price: -

Order Book

Bid depth 5: 3504
Ask depth 5: 3898
Bid depth 10: 9234
Ask depth 10: 14091
Bid depth 20: 23402
Ask depth 20: 32045
Imbalance 5: -0.053229
Imbalance 10: -0.208232
Imbalance 20: -0.155879
Top bid size: 188
Top ask size: 504
Bid wall score: 0.008034
Ask wall score: 0.015728

Dynamics

Bid depth 5 delta: 1218
Ask depth 5 delta: -509
Imbalance 5 delta: 0.263669
Bid depth 10 delta: 623
Ask depth 10 delta: -3192
Imbalance 10 delta: 0.126672
Spread delta: 0
Mid price delta: -0.0017
Wall shift score: -0.003503

Tape

Buy volume: 7584
Sell volume: 14465
Buy/sell delta: -6881
Buy/sell ratio: 0.5243
Avg trade size: 220.49
Large trade count: 9
Largest trade size: 2695

Candle

Return 1: -0.371829
Return 3: 0.330396
Volume 1: 36865
Volume avg 5: 63000
Momentum 5: -0.328228

Cross Exchange

Mid avg: 0.45672625
Mid median: 0.4566275
Price deviation %: -0.191855
Spread %: 0.317477

Funding / OI / Volume

Funding rate: -0.00003042
Funding delta: 0
Funding abs: 0.00003042
Funding pressure: 0.00003042
Open interest: 21211812
Volume 24h: 378795652
Quote volume 24h: 253833107.81711
Price change 24h %: -70.076

Quality

Capture latency ms: 7704
Order book timestamp: 2026-07-03 03:26:44.844000+02:00
Ticker timestamp: 2026-07-03 03:26:38.823000+02:00
Trades timestamp: 2026-07-03 03:26:47.282000+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: 0.456
Best ask: 0.4562
Spread: 0.0002
Spread %: 0.04385
Mid price: 0.4561
Last price: 0.4562
Mark price: -
Index price: 0.4574

Order Book

Bid depth 5: 1211
Ask depth 5: 971
Bid depth 10: 2879
Ask depth 10: 3124
Bid depth 20: 10827
Ask depth 20: 7805
Imbalance 5: 0.109991
Imbalance 10: -0.040813
Imbalance 20: 0.162194
Top bid size: 120
Top ask size: 32
Bid wall score: 0.011083
Ask wall score: 0.0041

Dynamics

Bid depth 5 delta: 320
Ask depth 5 delta: -29
Imbalance 5 delta: 0.167632
Bid depth 10 delta: 221
Ask depth 10 delta: 75
Imbalance 10 delta: 0.027699
Spread delta: 0.0001
Mid price delta: -0.00125
Wall shift score: 0.002319

Tape

Buy volume: 1744
Sell volume: 3239
Buy/sell delta: -1495
Buy/sell ratio: 0.538438
Avg trade size: 49.83
Large trade count: 5
Largest trade size: 324

Candle

Return 1: -0.087623
Return 3: 0.462555
Volume 1: 880
Volume avg 5: 2196.4
Momentum 5: -0.306011

Cross Exchange

Mid avg: 0.45703875
Mid median: 0.45721
Price deviation %: -0.205398
Spread %: 0.298662

Funding / OI / Volume

Funding rate: -0.00003
Funding delta: 0.000003
Funding abs: 0.00003
Funding pressure: 0.000033
Open interest: -
Volume 24h: 8715419
Quote volume 24h: 52649537.293
Price change 24h %: -12.92

Quality

Capture latency ms: 5501
Order book timestamp: 2026-07-03 03:26:38.500000+02:00
Ticker timestamp: 2026-07-03 03:26:37.703000+02:00
Trades timestamp: 2026-07-03 03:26:38.378000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 24940
gate: 24941
htx: 24758
mexc: 24938

By Symbol

VELVET/USDT:USDT: 99577

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