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: 100184
Total labels: 300552
Pending labels: 281069
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 12:12:28.413170+02:00
Recent trades snapshots: 100176
Micro candles: 2003480
Avg data quality: 75.9346608773768528
Latest latency: 10737 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 215 of 10019 · 100184 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 05:20:22.153754+02:00	gate	VELVET/USDT:USDT	0.450385	68	10910 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 05:20:11.054487+02:00	binance	VELVET/USDT:USDT	0.44945	80	8086 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 05:20:02.561244+02:00	mexc	VELVET/USDT:USDT	0.45145	68	5575 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 05:19:56.756319+02:00	htx	VELVET/USDT:USDT	0.44783	80	5943 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 05:19:33.145981+02:00	gate	VELVET/USDT:USDT	0.4505	68	10752 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 05:19:22.012281+02:00	binance	VELVET/USDT:USDT	0.4502	80	7146 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 05:19:14.065172+02:00	mexc	VELVET/USDT:USDT	0.4509	78	4667 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 05:19:09.287357+02:00	htx	VELVET/USDT:USDT	0.450695	80	6318 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 05:18:50.505463+02:00	gate	VELVET/USDT:USDT	0.453285	68	10473 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 05:18:39.828473+02:00	binance	VELVET/USDT:USDT	0.45105	80	7497 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.45002
Best ask: 0.45075
Spread: 0.00073
Spread %: 0.162084
Mid price: 0.450385
Last price: 0.44965
Mark price: 0.45078
Index price: 0.4512

Order Book

Bid depth 5: 103
Ask depth 5: 23
Bid depth 10: 112
Ask depth 10: 35
Bid depth 20: 138
Ask depth 20: 148
Imbalance 5: 0.634921
Imbalance 10: 0.52381
Imbalance 20: -0.034965
Top bid size: 5
Top ask size: 6
Bid wall score: 0.036232
Ask wall score: 0.040541

Dynamics

Bid depth 5 delta: 85
Ask depth 5 delta: -2
Imbalance 5 delta: 0.797711
Bid depth 10 delta: 2
Ask depth 10 delta: -7
Imbalance 10 delta: 0.076441
Spread delta: -0.00013
Mid price delta: -0.000115
Wall shift score: 0.034587

Tape

Buy volume: 193
Sell volume: 149
Buy/sell delta: 44
Buy/sell ratio: 1.295302
Avg trade size: 3.42
Large trade count: 8
Largest trade size: 30

Candle

Return 1: -0.440616
Return 3: 0.133615
Volume 1: 6
Volume avg 5: 138.4
Momentum 5: 1.288491

Cross Exchange

Mid avg: 0.4498075
Mid median: 0.449975
Price deviation %: 0.128388
Spread %: 0.804789

Funding / OI / Volume

Funding rate: -0.000068
Funding delta: -0.000001
Funding abs: 0.000068
Funding pressure: 0.000069
Open interest: -
Volume 24h: 25637700
Quote volume 24h: 17192298
Price change 24h %: -69.14

Quality

Capture latency ms: 10910
Order book timestamp: 2026-07-03 05:20:20+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:28.807000+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: 0.4494
Best ask: 0.4495
Spread: 0.0001
Spread %: 0.022249
Mid price: 0.44945
Last price: 0.4517
Mark price: -
Index price: -

Order Book

Bid depth 5: 7505
Ask depth 5: 6660
Bid depth 10: 14941
Ask depth 10: 14153
Bid depth 20: 28955
Ask depth 20: 28286
Imbalance 5: 0.059654
Imbalance 10: 0.027085
Imbalance 20: 0.011687
Top bid size: 64
Top ask size: 3100
Bid wall score: 0.00221
Ask wall score: 0.109595

Dynamics

Bid depth 5 delta: 594
Ask depth 5 delta: 2051
Imbalance 5 delta: -0.140172
Bid depth 10 delta: -769
Ask depth 10 delta: -687
Imbalance 10 delta: -0.001393
Spread delta: -0.0001
Mid price delta: -0.00075
Wall shift score: -0.119994

Tape

Buy volume: 20276
Sell volume: 24814
Buy/sell delta: -4538
Buy/sell ratio: 0.817119
Avg trade size: 450.9
Large trade count: 9
Largest trade size: 2837

Candle

Return 1: 0.088633
Return 3: 0.780901
Volume 1: 14859
Volume avg 5: 176816.8
Momentum 5: 1.871899

Cross Exchange

Mid avg: 0.449995
Mid median: 0.45035
Price deviation %: -0.121112
Spread %: 0.804453

Funding / OI / Volume

Funding rate: -0.00008848
Funding delta: 0.00000145
Funding abs: 0.00008848
Funding pressure: 0.00008993
Open interest: 21656059
Volume 24h: 389190106
Quote volume 24h: 255288736.50645
Price change 24h %: -69.038

Quality

Capture latency ms: 8086
Order book timestamp: 2026-07-03 05:20:08.753000+02:00
Ticker timestamp: 2026-07-03 05:20:04.509000+02:00
Trades timestamp: 2026-07-03 05:20:10.342000+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: 0.4514
Best ask: 0.4515
Spread: 0.0001
Spread %: 0.022151
Mid price: 0.45145
Last price: 0.4512
Mark price: -
Index price: 0.4518

Order Book

Bid depth 5: 1381
Ask depth 5: 971
Bid depth 10: 3253
Ask depth 10: 3361
Bid depth 20: 7670
Ask depth 20: 20042
Imbalance 5: 0.17432
Imbalance 10: -0.016329
Imbalance 20: -0.446449
Top bid size: 39
Top ask size: 22
Bid wall score: 0.005085
Ask wall score: 0.001098

Dynamics

Bid depth 5 delta: -1048
Ask depth 5 delta: -823
Imbalance 5 delta: 0.023953
Bid depth 10 delta: -1342
Ask depth 10 delta: -237
Imbalance 10 delta: -0.138018
Spread delta: -0.0001
Mid price delta: 0.00055
Wall shift score: -0.008607

Tape

Buy volume: 2880
Sell volume: 2407
Buy/sell delta: 473
Buy/sell ratio: 1.19651
Avg trade size: 52.87
Large trade count: 7
Largest trade size: 278

Candle

Return 1: -0.110644
Return 3: 0.848972
Volume 1: 4471
Volume avg 5: 3977.4
Momentum 5: 1.735407

Cross Exchange

Mid avg: 0.4498575
Mid median: 0.45035
Price deviation %: 0.354001
Spread %: 0.682438

Funding / OI / Volume

Funding rate: -0.000089
Funding delta: 0
Funding abs: 0.000089
Funding pressure: 0.000089
Open interest: -
Volume 24h: 8990208
Quote volume 24h: 53309485.851
Price change 24h %: -13.87

Quality

Capture latency ms: 5575
Order book timestamp: 2026-07-03 05:20:00.397000+02:00
Ticker timestamp: 2026-07-03 05:19:58.785000+02:00
Trades timestamp: 2026-07-03 05:19:59.933000+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: 0.44306
Best ask: 0.4526
Spread: 0.00954
Spread %: 2.130273
Mid price: 0.44783
Last price: 0.44307
Mark price: -
Index price: -

Order Book

Bid depth 5: 4991
Ask depth 5: 3594
Bid depth 10: 13505
Ask depth 10: 88746
Bid depth 20: 40338
Ask depth 20: 105550
Imbalance 5: 0.162726
Imbalance 10: -0.735846
Imbalance 20: -0.447
Top bid size: 3008
Top ask size: 178
Bid wall score: 0.07457
Ask wall score: 0.001686

Dynamics

Bid depth 5 delta: -19828
Ask depth 5 delta: -4905
Imbalance 5 delta: -0.3271
Bid depth 10 delta: -20880
Ask depth 10 delta: 58467
Imbalance 10 delta: -0.799344
Spread delta: 0.00811
Mid price delta: -0.002865
Wall shift score: 0.051187

Tape

Buy volume: 15034
Sell volume: 25956
Buy/sell delta: -10922
Buy/sell ratio: 0.579211
Avg trade size: 409.9
Large trade count: 8
Largest trade size: 2470

Candle

Return 1: -1.891012
Return 3: -0.814846
Volume 1: 2864
Volume avg 5: 1548
Momentum 5: -0.297036

Cross Exchange

Mid avg: 0.45057375
Mid median: 0.4505975
Price deviation %: -0.608946
Spread %: 0.155357

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 163964
Volume 24h: 2028316
Quote volume 24h: 2028316
Price change 24h %: -15.788573

Quality

Capture latency ms: 5943
Order book timestamp: 2026-07-03 05:19:55.036000+02:00
Ticker timestamp: 2026-07-03 05:19:55.609000+02:00
Trades timestamp: 2026-07-03 05:19:00.611000+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: 0.45007
Best ask: 0.45093
Spread: 0.00086
Spread %: 0.190899
Mid price: 0.4505
Last price: 0.45074
Mark price: 0.45069
Index price: 0.451112

Order Book

Bid depth 5: 18
Ask depth 5: 25
Bid depth 10: 110
Ask depth 10: 42
Bid depth 20: 142
Ask depth 20: 151
Imbalance 5: -0.162791
Imbalance 10: 0.447368
Imbalance 20: -0.030717
Top bid size: 2
Top ask size: 8
Bid wall score: 0.014085
Ask wall score: 0.05298

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 2
Imbalance 5 delta: -0.012791
Bid depth 10 delta: -1
Ask depth 10 delta: 2
Imbalance 10 delta: -0.02283
Spread delta: 0.00005
Mid price delta: -0.002785
Wall shift score: -0.013217

Tape

Buy volume: 213
Sell volume: 112
Buy/sell delta: 101
Buy/sell ratio: 1.901786
Avg trade size: 3.25
Large trade count: 9
Largest trade size: 30

Candle

Return 1: -0.234617
Return 3: 0.685773
Volume 1: 65
Volume avg 5: 134.6
Momentum 5: 1.506587

Cross Exchange

Mid avg: 0.45127
Mid median: 0.4507975
Price deviation %: -0.17063
Spread %: 0.683626

Funding / OI / Volume

Funding rate: -0.000067
Funding delta: -0.000013
Funding abs: 0.000067
Funding pressure: 0.00008
Open interest: -
Volume 24h: 25627100
Quote volume 24h: 17187515
Price change 24h %: -69.03

Quality

Capture latency ms: 10752
Order book timestamp: 2026-07-03 05:19:31+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:28.767000+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: 0.4501
Best ask: 0.4503
Spread: 0.0002
Spread %: 0.044425
Mid price: 0.4502
Last price: 0.451
Mark price: -
Index price: -

Order Book

Bid depth 5: 6911
Ask depth 5: 4609
Bid depth 10: 15710
Ask depth 10: 14840
Bid depth 20: 34269
Ask depth 20: 29029
Imbalance 5: 0.199826
Imbalance 10: 0.028478
Imbalance 20: 0.082783
Top bid size: 935
Top ask size: 426
Bid wall score: 0.027284
Ask wall score: 0.014675

Dynamics

Bid depth 5 delta: -7061
Ask depth 5 delta: -800
Imbalance 5 delta: -0.241998
Bid depth 10 delta: -3131
Ask depth 10 delta: -20074
Imbalance 10 delta: 0.327483
Spread delta: 0.0001
Mid price delta: -0.00085
Wall shift score: 0.011901

Tape

Buy volume: 12261
Sell volume: 23102
Buy/sell delta: -10841
Buy/sell ratio: 0.530733
Avg trade size: 353.63
Large trade count: 7
Largest trade size: 5109

Candle

Return 1: -0.354061
Return 3: 0.625698
Volume 1: 37545
Volume avg 5: 167853
Momentum 5: 1.556157

Cross Exchange

Mid avg: 0.4514825
Mid median: 0.450975
Price deviation %: -0.284064
Spread %: 0.573666

Funding / OI / Volume

Funding rate: -0.00008993
Funding delta: 0
Funding abs: 0.00008993
Funding pressure: 0.00008993
Open interest: 21651684
Volume 24h: 389075785
Quote volume 24h: 255256252.89165
Price change 24h %: -69.103

Quality

Capture latency ms: 7146
Order book timestamp: 2026-07-03 05:19:19.680000+02:00
Ticker timestamp: 2026-07-03 05:19:15.053000+02:00
Trades timestamp: 2026-07-03 05:19:20.518000+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: 0.4508
Best ask: 0.451
Spread: 0.0002
Spread %: 0.044356
Mid price: 0.4509
Last price: 0.4514
Mark price: -
Index price: 0.4516

Order Book

Bid depth 5: 2429
Ask depth 5: 1794
Bid depth 10: 4595
Ask depth 10: 3598
Bid depth 20: 9278
Ask depth 20: 14424
Imbalance 5: 0.150367
Imbalance 10: 0.121689
Imbalance 20: -0.217112
Top bid size: 140
Top ask size: 36
Bid wall score: 0.015089
Ask wall score: 0.002496

Dynamics

Bid depth 5 delta: 1117
Ask depth 5 delta: 202
Imbalance 5 delta: 0.246786
Bid depth 10 delta: 1634
Ask depth 10 delta: -315
Imbalance 10 delta: 0.260182
Spread delta: -0.0001
Mid price delta: 0.00035
Wall shift score: 0.014867

Tape

Buy volume: 2900
Sell volume: 2928
Buy/sell delta: -28
Buy/sell ratio: 0.990437
Avg trade size: 58.28
Large trade count: 10
Largest trade size: 409

Candle

Return 1: -0.265545
Return 3: 0.692583
Volume 1: 759
Volume avg 5: 3235
Momentum 5: 1.577643

Cross Exchange

Mid avg: 0.451395
Mid median: 0.4508725
Price deviation %: -0.10966
Spread %: 0.605899

Funding / OI / Volume

Funding rate: -0.000089
Funding delta: 0.000004
Funding abs: 0.000089
Funding pressure: 0.000093
Open interest: -
Volume 24h: 8986899
Quote volume 24h: 53294557.821
Price change 24h %: -13.83

Quality

Capture latency ms: 4667
Order book timestamp: 2026-07-03 05:19:12.215000+02:00
Ticker timestamp: 2026-07-03 05:19:10.933000+02:00
Trades timestamp: 2026-07-03 05:19:10.949000+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: 0.44998
Best ask: 0.45141
Spread: 0.00143
Spread %: 0.317288
Mid price: 0.450695
Last price: 0.44307
Mark price: -
Index price: -

Order Book

Bid depth 5: 24819
Ask depth 5: 8499
Bid depth 10: 34385
Ask depth 10: 30279
Bid depth 20: 156991
Ask depth 20: 234206
Imbalance 5: 0.489825
Imbalance 10: 0.063497
Imbalance 20: -0.197381
Top bid size: 4427
Top ask size: 1523
Bid wall score: 0.028199
Ask wall score: 0.006503

Dynamics

Bid depth 5 delta: 18243
Ask depth 5 delta: 4670
Imbalance 5 delta: 0.225818
Bid depth 10 delta: 26401
Ask depth 10 delta: -58964
Imbalance 10 delta: 0.899263
Spread delta: -0.00022
Mid price delta: -0.00008
Wall shift score: 0.025278

Tape

Buy volume: 15034
Sell volume: 25956
Buy/sell delta: -10922
Buy/sell ratio: 0.579211
Avg trade size: 409.9
Large trade count: 8
Largest trade size: 2470

Candle

Return 1: -1.891012
Return 3: -0.814846
Volume 1: 2864
Volume avg 5: 1548
Momentum 5: -0.297036

Cross Exchange

Mid avg: 0.451415
Mid median: 0.4509125
Price deviation %: -0.159498
Spread %: 0.605873

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 163550
Volume 24h: 2028316
Quote volume 24h: 2028316
Price change 24h %: -15.788573

Quality

Capture latency ms: 6318
Order book timestamp: 2026-07-03 05:19:07.294000+02:00
Ticker timestamp: 2026-07-03 05:19:07.805000+02:00
Trades timestamp: 2026-07-03 05:19:00.611000+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: 0.45288
Best ask: 0.45369
Spread: 0.00081
Spread %: 0.178696
Mid price: 0.453285
Last price: 0.45378
Mark price: 0.45472
Index price: 0.454982

Order Book

Bid depth 5: 17
Ask depth 5: 23
Bid depth 10: 111
Ask depth 10: 40
Bid depth 20: 152
Ask depth 20: 155
Imbalance 5: -0.15
Imbalance 10: 0.470199
Imbalance 20: -0.009772
Top bid size: 1
Top ask size: 5
Bid wall score: 0.006579
Ask wall score: 0.032258

Dynamics

Bid depth 5 delta: -86
Ask depth 5 delta: 9
Imbalance 5 delta: -0.910684
Bid depth 10 delta: -5
Ask depth 10 delta: 9
Imbalance 10 delta: -0.108033
Spread delta: 0.00024
Mid price delta: 0.00436
Wall shift score: -0.059829

Tape

Buy volume: 248
Sell volume: 41
Buy/sell delta: 207
Buy/sell ratio: 6.04878
Avg trade size: 2.89
Large trade count: 6
Largest trade size: 30

Candle

Return 1: 1.053335
Return 3: 2.218818
Volume 1: 289
Volume avg 5: 140
Momentum 5: 2.191195

Cross Exchange

Mid avg: 0.450325
Mid median: 0.4506625
Price deviation %: 0.657303
Spread %: 0.471881

Funding / OI / Volume

Funding rate: -0.000054
Funding delta: 0
Funding abs: 0.000054
Funding pressure: 0.000054
Open interest: -
Volume 24h: 25612600
Quote volume 24h: 17180937
Price change 24h %: -68.89

Quality

Capture latency ms: 10473
Order book timestamp: 2026-07-03 05:18:49+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:28.726000+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: 0.451
Best ask: 0.4511
Spread: 0.0001
Spread %: 0.02217
Mid price: 0.45105
Last price: 0.4507
Mark price: -
Index price: -

Order Book

Bid depth 5: 13972
Ask depth 5: 5409
Bid depth 10: 18841
Ask depth 10: 34914
Bid depth 20: 40162
Ask depth 20: 46375
Imbalance 5: 0.441824
Imbalance 10: -0.299005
Imbalance 20: -0.071796
Top bid size: 264
Top ask size: 272
Bid wall score: 0.006573
Ask wall score: 0.005865

Dynamics

Bid depth 5 delta: 5468
Ask depth 5 delta: -1254
Imbalance 5 delta: 0.320443
Bid depth 10 delta: 1805
Ask depth 10 delta: 18715
Imbalance 10 delta: -0.324189
Spread delta: 0
Mid price delta: 0.0024
Wall shift score: 0.019219

Tape

Buy volume: 9477
Sell volume: 22708
Buy/sell delta: -13231
Buy/sell ratio: 0.417342
Avg trade size: 321.85
Large trade count: 13
Largest trade size: 2136

Candle

Return 1: 0.624721
Return 3: 1.714028
Volume 1: 164563
Volume avg 5: 127145.6
Momentum 5: 1.576577

Cross Exchange

Mid avg: 0.449725
Mid median: 0.4497375
Price deviation %: 0.294624
Spread %: 0.472511

Funding / OI / Volume

Funding rate: -0.00008993
Funding delta: 0.00000378
Funding abs: 0.00008993
Funding pressure: 0.00009371
Open interest: 21691009
Volume 24h: 388911863
Quote volume 24h: 255213909.15717
Price change 24h %: -69.177

Quality

Capture latency ms: 7497
Order book timestamp: 2026-07-03 05:18:37.132000+02:00
Ticker timestamp: 2026-07-03 05:18:29.583000+02:00
Trades timestamp: 2026-07-03 05:18:39.077000+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: 25093
gate: 25094
htx: 24908
mexc: 25090

By Symbol

VELVET/USDT:USDT: 100185

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