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: 99872
Total labels: 299616
Pending labels: 280133
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 11:10:38.376139+02:00
Recent trades snapshots: 99864
Micro candles: 1997240
Avg data quality: 75.9383611022108299
Latest latency: 7272 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 214 of 9988 · 99872 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 04:23:45.493811+02:00	htx	VELVET/USDT:USDT	0.44285	80	6026 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 04:23:23.999816+02:00	gate	VELVET/USDT:USDT	0.443365	68	10250 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 04:23:13.536151+02:00	binance	VELVET/USDT:USDT	0.44335	80	7999 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 04:23:05.386705+02:00	mexc	VELVET/USDT:USDT	0.44345	68	5503 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 04:22:59.772219+02:00	htx	VELVET/USDT:USDT	0.442995	80	6962 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 04:22:41.269334+02:00	gate	VELVET/USDT:USDT	0.44361	68	10236 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 04:22:30.880126+02:00	binance	VELVET/USDT:USDT	0.44275	80	7746 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 04:22:22.960634+02:00	mexc	VELVET/USDT:USDT	0.44325	68	5714 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 04:22:17.124311+02:00	htx	VELVET/USDT:USDT	0.442555	80	6322 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 04:21:52.788347+02:00	gate	VELVET/USDT:USDT	0.443805	68	10257 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.44231
Best ask: 0.44339
Spread: 0.00108
Spread %: 0.243875
Mid price: 0.44285
Last price: 0.4433
Mark price: -
Index price: -

Order Book

Bid depth 5: 29655
Ask depth 5: 7439
Bid depth 10: 76579
Ask depth 10: 28844
Bid depth 20: 133613
Ask depth 20: 124679
Imbalance 5: 0.598911
Imbalance 10: 0.452795
Imbalance 20: 0.034589
Top bid size: 406
Top ask size: 126
Bid wall score: 0.003039
Ask wall score: 0.001011

Dynamics

Bid depth 5 delta: 8496
Ask depth 5 delta: -1188
Imbalance 5 delta: 0.178176
Bid depth 10 delta: 37324
Ask depth 10 delta: -1028
Imbalance 10 delta: 0.317059
Spread delta: 0.00069
Mid price delta: -0.000145
Wall shift score: -0.017165

Tape

Buy volume: 19542
Sell volume: 44110
Buy/sell delta: -24568
Buy/sell ratio: 0.443029
Avg trade size: 636.52
Large trade count: 9
Largest trade size: 7426

Candle

Return 1: 0.294118
Return 3: -0.24528
Volume 1: 10400
Volume avg 5: 2589.2
Momentum 5: 0.498753

Cross Exchange

Mid avg: 0.44329
Mid median: 0.4433575
Price deviation %: -0.099258
Spread %: 0.102642

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 143344
Volume 24h: 1952372
Quote volume 24h: 1952372
Price change 24h %: -15.744859

Quality

Capture latency ms: 6026
Order book timestamp: 2026-07-03 04:23:44.036000+02:00
Ticker timestamp: 2026-07-03 04:23:44.347000+02:00
Trades timestamp: 2026-07-03 04:23:36.018000+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: 0.44306
Best ask: 0.44367
Spread: 0.00061
Spread %: 0.137584
Mid price: 0.443365
Last price: 0.44353
Mark price: 0.44398
Index price: 0.444148

Order Book

Bid depth 5: 15
Ask depth 5: 12
Bid depth 10: 25
Ask depth 10: 26
Bid depth 20: 70
Ask depth 20: 64
Imbalance 5: 0.111111
Imbalance 10: -0.019608
Imbalance 20: 0.044776
Top bid size: 2
Top ask size: 2
Bid wall score: 0.028571
Ask wall score: 0.03125

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -15
Imbalance 5 delta: 0.366925
Bid depth 10 delta: 0
Ask depth 10 delta: -15
Imbalance 10 delta: 0.222816
Spread delta: 0.00007
Mid price delta: -0.000245
Wall shift score: -0.006555

Tape

Buy volume: 95
Sell volume: 357
Buy/sell delta: -262
Buy/sell ratio: 0.266106
Avg trade size: 4.52
Large trade count: 12
Largest trade size: 34

Candle

Return 1: -0.117104
Return 3: -0.375112
Volume 1: 83
Volume avg 5: 81.2
Momentum 5: 0.045113

Cross Exchange

Mid avg: 0.44335125
Mid median: 0.4434
Price deviation %: 0.003101
Spread %: 0.138716

Funding / OI / Volume

Funding rate: -0.000125
Funding delta: 0.000004
Funding abs: 0.000125
Funding pressure: 0.000129
Open interest: -
Volume 24h: 25145300
Quote volume 24h: 17068650
Price change 24h %: -69.75

Quality

Capture latency ms: 10250
Order book timestamp: 2026-07-03 04:23:22+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:25.393000+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: 0.4433
Best ask: 0.4434
Spread: 0.0001
Spread %: 0.022556
Mid price: 0.44335
Last price: 0.4434
Mark price: -
Index price: -

Order Book

Bid depth 5: 8855
Ask depth 5: 10394
Bid depth 10: 15885
Ask depth 10: 19729
Bid depth 20: 52285
Ask depth 20: 46882
Imbalance 5: -0.079952
Imbalance 10: -0.107935
Imbalance 20: 0.054484
Top bid size: 14
Top ask size: 290
Bid wall score: 0.000268
Ask wall score: 0.006186

Dynamics

Bid depth 5 delta: -1883
Ask depth 5 delta: 4714
Imbalance 5 delta: -0.388029
Bid depth 10 delta: -7493
Ask depth 10 delta: 2948
Imbalance 10 delta: -0.272207
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: -0.006597

Tape

Buy volume: 14651
Sell volume: 13998
Buy/sell delta: 653
Buy/sell ratio: 1.04665
Avg trade size: 286.49
Large trade count: 11
Largest trade size: 2135

Candle

Return 1: -0.045086
Return 3: -0.426679
Volume 1: 10604
Volume avg 5: 69625.8
Momentum 5: -0.067613

Cross Exchange

Mid avg: 0.44320125
Mid median: 0.4432225
Price deviation %: 0.033563
Spread %: 0.194043

Funding / OI / Volume

Funding rate: -0.00007211
Funding delta: -0.00000009
Funding abs: 0.00007211
Funding pressure: 0.0000722
Open interest: 21788324
Volume 24h: 381853429
Quote volume 24h: 253637393.95363
Price change 24h %: -69.965

Quality

Capture latency ms: 7999
Order book timestamp: 2026-07-03 04:23:11.385000+02:00
Ticker timestamp: 2026-07-03 04:23:07.457000+02:00
Trades timestamp: 2026-07-03 04:23:12.617000+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: 0.4434
Best ask: 0.4435
Spread: 0.0001
Spread %: 0.02255
Mid price: 0.44345
Last price: 0.4436
Mark price: -
Index price: 0.4438

Order Book

Bid depth 5: 2878
Ask depth 5: 2095
Bid depth 10: 5744
Ask depth 10: 5285
Bid depth 20: 36580
Ask depth 20: 10803
Imbalance 5: 0.15745
Imbalance 10: 0.041618
Imbalance 20: 0.544014
Top bid size: 142
Top ask size: 222
Bid wall score: 0.003882
Ask wall score: 0.02055

Dynamics

Bid depth 5 delta: 629
Ask depth 5 delta: 619
Imbalance 5 delta: -0.050067
Bid depth 10 delta: 1431
Ask depth 10 delta: -420
Imbalance 10 delta: 0.180567
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: -0.005046

Tape

Buy volume: 2710
Sell volume: 4405
Buy/sell delta: -1695
Buy/sell ratio: 0.61521
Avg trade size: 71.15
Large trade count: 5
Largest trade size: 472

Candle

Return 1: -0.022538
Return 3: 0.112841
Volume 1: 1047
Volume avg 5: 2346.4
Momentum 5: 0.361991

Cross Exchange

Mid avg: 0.44315125
Mid median: 0.4431225
Price deviation %: 0.067415
Spread %: 0.194065

Funding / OI / Volume

Funding rate: -0.000072
Funding delta: 0.000001
Funding abs: 0.000072
Funding pressure: 0.000073
Open interest: -
Volume 24h: 8849801
Quote volume 24h: 53009551.18
Price change 24h %: -15.32

Quality

Capture latency ms: 5503
Order book timestamp: 2026-07-03 04:23:03.710000+02:00
Ticker timestamp: 2026-07-03 04:23:01.940000+02:00
Trades timestamp: 2026-07-03 04:22:58.673000+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: 0.4428
Best ask: 0.44319
Spread: 0.00039
Spread %: 0.088037
Mid price: 0.442995
Last price: 0.442
Mark price: -
Index price: -

Order Book

Bid depth 5: 21159
Ask depth 5: 8627
Bid depth 10: 39255
Ask depth 10: 29872
Bid depth 20: 54029
Ask depth 20: 242188
Imbalance 5: 0.420735
Imbalance 10: 0.135736
Imbalance 20: -0.635207
Top bid size: 1074
Top ask size: 166
Bid wall score: 0.019878
Ask wall score: 0.000685

Dynamics

Bid depth 5 delta: 15227
Ask depth 5 delta: 1964
Imbalance 5 delta: 0.478773
Bid depth 10 delta: 25719
Ask depth 10 delta: -66429
Imbalance 10 delta: 0.889261
Spread delta: -0.00208
Mid price delta: 0.00044
Wall shift score: 0.020842

Tape

Buy volume: 19924
Sell volume: 70336
Buy/sell delta: -50412
Buy/sell ratio: 0.283269
Avg trade size: 902.6
Large trade count: 6
Largest trade size: 20480

Candle

Return 1: -0.484071
Return 3: 0.454545
Volume 1: 424
Volume avg 5: 592.4
Momentum 5: 0.452262

Cross Exchange

Mid avg: 0.44304125
Mid median: 0.443
Price deviation %: -0.010439
Spread %: 0.238127

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 142918
Volume 24h: 1941972
Quote volume 24h: 1941972
Price change 24h %: -15.991941

Quality

Capture latency ms: 6962
Order book timestamp: 2026-07-03 04:22:58.236000+02:00
Ticker timestamp: 2026-07-03 04:22:58.511000+02:00
Trades timestamp: 2026-07-03 04:22:00.637000+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: 0.44334
Best ask: 0.44388
Spread: 0.00054
Spread %: 0.121729
Mid price: 0.44361
Last price: 0.44353
Mark price: 0.44427
Index price: 0.444373

Order Book

Bid depth 5: 16
Ask depth 5: 27
Bid depth 10: 25
Ask depth 10: 41
Bid depth 20: 67
Ask depth 20: 77
Imbalance 5: -0.255814
Imbalance 10: -0.242424
Imbalance 20: -0.069444
Top bid size: 2
Top ask size: 2
Bid wall score: 0.029851
Ask wall score: 0.025974

Dynamics

Bid depth 5 delta: -40
Ask depth 5 delta: 17
Imbalance 5 delta: -0.952784
Bid depth 10 delta: -45
Ask depth 10 delta: 14
Imbalance 10 delta: -0.685723
Spread delta: -0.00001
Mid price delta: -0.000195
Wall shift score: -0.000489

Tape

Buy volume: 117
Sell volume: 213
Buy/sell delta: -96
Buy/sell ratio: 0.549296
Avg trade size: 3.3
Large trade count: 8
Largest trade size: 34

Candle

Return 1: 0.067685
Return 3: 0.029319
Volume 1: 29
Volume avg 5: 60.4
Momentum 5: 0.303037

Cross Exchange

Mid avg: 0.44309
Mid median: 0.443
Price deviation %: 0.117358
Spread %: 0.28211

Funding / OI / Volume

Funding rate: -0.000129
Funding delta: -0.000007
Funding abs: 0.000129
Funding pressure: 0.000136
Open interest: -
Volume 24h: 25127500
Quote volume 24h: 17060755
Price change 24h %: -69.75

Quality

Capture latency ms: 10236
Order book timestamp: 2026-07-03 04:22:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:25.355000+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: 0.4427
Best ask: 0.4428
Spread: 0.0001
Spread %: 0.022586
Mid price: 0.44275
Last price: 0.4429
Mark price: -
Index price: -

Order Book

Bid depth 5: 10738
Ask depth 5: 5680
Bid depth 10: 23378
Ask depth 10: 16781
Bid depth 20: 96013
Ask depth 20: 35995
Imbalance 5: 0.308077
Imbalance 10: 0.164272
Imbalance 20: 0.454654
Top bid size: 508
Top ask size: 166
Bid wall score: 0.005291
Ask wall score: 0.004612

Dynamics

Bid depth 5 delta: 3690
Ask depth 5 delta: -3796
Imbalance 5 delta: 0.455014
Bid depth 10 delta: 7916
Ask depth 10 delta: -11967
Imbalance 10 delta: 0.464792
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: 0.003565

Tape

Buy volume: 12055
Sell volume: 20320
Buy/sell delta: -8265
Buy/sell ratio: 0.593258
Avg trade size: 323.75
Large trade count: 9
Largest trade size: 2775

Candle

Return 1: 0.067797
Return 3: 0.022589
Volume 1: 37918
Volume avg 5: 92703.4
Momentum 5: 0.203666

Cross Exchange

Mid avg: 0.44324
Mid median: 0.4433
Price deviation %: -0.11055
Spread %: 0.282014

Funding / OI / Volume

Funding rate: -0.00007202
Funding delta: 0.00000183
Funding abs: 0.00007202
Funding pressure: 0.00007385
Open interest: 21796385
Volume 24h: 381849449
Quote volume 24h: 253671009.21723
Price change 24h %: -69.975

Quality

Capture latency ms: 7746
Order book timestamp: 2026-07-03 04:22:28.493000+02:00
Ticker timestamp: 2026-07-03 04:22:23.853000+02:00
Trades timestamp: 2026-07-03 04:22:30.284000+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: 0.4432
Best ask: 0.4433
Spread: 0.0001
Spread %: 0.022561
Mid price: 0.44325
Last price: 0.4434
Mark price: -
Index price: 0.4438

Order Book

Bid depth 5: 2249
Ask depth 5: 1476
Bid depth 10: 4313
Ask depth 10: 5705
Bid depth 20: 15674
Ask depth 20: 18312
Imbalance 5: 0.207517
Imbalance 10: -0.13895
Imbalance 20: -0.07762
Top bid size: 7
Top ask size: 221
Bid wall score: 0.000447
Ask wall score: 0.012069

Dynamics

Bid depth 5 delta: 36
Ask depth 5 delta: -1046
Imbalance 5 delta: 0.272775
Bid depth 10 delta: -246
Ask depth 10 delta: -612
Imbalance 10 delta: 0.02269
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.005693

Tape

Buy volume: 2766
Sell volume: 4039
Buy/sell delta: -1273
Buy/sell ratio: 0.684823
Avg trade size: 68.05
Large trade count: 4
Largest trade size: 472

Candle

Return 1: -0.067613
Return 3: 0.067705
Volume 1: 490
Volume avg 5: 2235
Momentum 5: 0.316742

Cross Exchange

Mid avg: 0.443215
Mid median: 0.44325
Price deviation %: 0.007897
Spread %: 0.28203

Funding / OI / Volume

Funding rate: -0.000073
Funding delta: 0
Funding abs: 0.000073
Funding pressure: 0.000073
Open interest: -
Volume 24h: 8849300
Quote volume 24h: 53007331.957
Price change 24h %: -15.36

Quality

Capture latency ms: 5714
Order book timestamp: 2026-07-03 04:22:21.041000+02:00
Ticker timestamp: 2026-07-03 04:22:19.816000+02:00
Trades timestamp: 2026-07-03 04:22:15+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: 0.44132
Best ask: 0.44379
Spread: 0.00247
Spread %: 0.558123
Mid price: 0.442555
Last price: 0.442
Mark price: -
Index price: -

Order Book

Bid depth 5: 5932
Ask depth 5: 6663
Bid depth 10: 13536
Ask depth 10: 96301
Bid depth 20: 98165
Ask depth 20: 107326
Imbalance 5: -0.058039
Imbalance 10: -0.753526
Imbalance 20: -0.044581
Top bid size: 107
Top ask size: 294
Bid wall score: 0.00109
Ask wall score: 0.002739

Dynamics

Bid depth 5 delta: -31396
Ask depth 5 delta: -13827
Imbalance 5 delta: -0.349263
Bid depth 10 delta: -39437
Ask depth 10 delta: 56957
Imbalance 10 delta: -0.901158
Spread delta: 0.00117
Mid price delta: -0.000495
Wall shift score: -0.031349

Tape

Buy volume: 19924
Sell volume: 70336
Buy/sell delta: -50412
Buy/sell ratio: 0.283269
Avg trade size: 902.6
Large trade count: 6
Largest trade size: 20480

Candle

Return 1: -0.484071
Return 3: 0.454545
Volume 1: 424
Volume avg 5: 592.4
Momentum 5: 0.452262

Cross Exchange

Mid avg: 0.44333875
Mid median: 0.44325
Price deviation %: -0.176784
Spread %: 0.170299

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 142918
Volume 24h: 1941972
Quote volume 24h: 1941972
Price change 24h %: -15.991941

Quality

Capture latency ms: 6322
Order book timestamp: 2026-07-03 04:22:15.036000+02:00
Ticker timestamp: 2026-07-03 04:22:15.366000+02:00
Trades timestamp: 2026-07-03 04:22:00.637000+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: 0.44353
Best ask: 0.44408
Spread: 0.00055
Spread %: 0.123928
Mid price: 0.443805
Last price: 0.44358
Mark price: 0.44393
Index price: 0.44409

Order Book

Bid depth 5: 56
Ask depth 5: 10
Bid depth 10: 70
Ask depth 10: 27
Bid depth 20: 113
Ask depth 20: 75
Imbalance 5: 0.69697
Imbalance 10: 0.443299
Imbalance 20: 0.202128
Top bid size: 2
Top ask size: 1
Bid wall score: 0.017699
Ask wall score: 0.013333

Dynamics

Bid depth 5 delta: 46
Ask depth 5 delta: -4
Imbalance 5 delta: 0.863636
Bid depth 10 delta: 27
Ask depth 10 delta: -20
Imbalance 10 delta: 0.487743
Spread delta: 0.00019
Mid price delta: 0.000105
Wall shift score: 0.003256

Tape

Buy volume: 168
Sell volume: 157
Buy/sell delta: 11
Buy/sell ratio: 1.070064
Avg trade size: 3.25
Large trade count: 8
Largest trade size: 30

Candle

Return 1: -0.363881
Return 3: 0.056391
Volume 1: 17
Volume avg 5: 80.2
Momentum 5: 0.126405

Cross Exchange

Mid avg: 0.4433125
Mid median: 0.44325
Price deviation %: 0.111095
Spread %: 0.146623

Funding / OI / Volume

Funding rate: -0.000122
Funding delta: 0
Funding abs: 0.000122
Funding pressure: 0.000122
Open interest: -
Volume 24h: 25118200
Quote volume 24h: 17056631
Price change 24h %: -69.92

Quality

Capture latency ms: 10257
Order book timestamp: 2026-07-03 04:21:51+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:25.305000+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: 25015
gate: 25015
htx: 24830
mexc: 25012

By Symbol

VELVET/USDT:USDT: 99872

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