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: 100519
Total labels: 301557
Pending labels: 282074
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 13:15:48.316040+02:00
Recent trades snapshots: 100511
Micro candles: 2010180
Avg data quality: 75.9318742538798249
Latest latency: 11218 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 216 of 10052 · 100519 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 06:23:43.670694+02:00	binance	VELVET/USDT:USDT	0.46795	80	7771 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 06:23:35.713765+02:00	mexc	VELVET/USDT:USDT	0.46735	78	4215 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 06:23:31.364838+02:00	htx	VELVET/USDT:USDT	0.46668	80	6333 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 06:23:09.924906+02:00	gate	VELVET/USDT:USDT	0.466485	68	11306 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 06:22:58.443452+02:00	binance	VELVET/USDT:USDT	0.46685	80	7850 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 06:22:50.408129+02:00	mexc	VELVET/USDT:USDT	0.46705	78	4479 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 06:22:45.709645+02:00	htx	VELVET/USDT:USDT	0.467025	80	6146 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 06:22:24.094209+02:00	gate	VELVET/USDT:USDT	0.467875	68	12315 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 06:22:11.251293+02:00	binance	VELVET/USDT:USDT	0.46815	80	7791 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 06:22:02.539560+02:00	mexc	VELVET/USDT:USDT	0.46825	68	5994 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4679
Best ask: 0.468
Spread: 0.0001
Spread %: 0.02137
Mid price: 0.46795
Last price: 0.4676
Mark price: -
Index price: -

Order Book

Bid depth 5: 2080
Ask depth 5: 4037
Bid depth 10: 13692
Ask depth 10: 12280
Bid depth 20: 26238
Ask depth 20: 27226
Imbalance 5: -0.319928
Imbalance 10: 0.054366
Imbalance 20: -0.01848
Top bid size: 63
Top ask size: 264
Bid wall score: 0.002401
Ask wall score: 0.009697

Dynamics

Bid depth 5 delta: -10584
Ask depth 5 delta: 1812
Imbalance 5 delta: -1.02105
Bid depth 10 delta: -3947
Ask depth 10 delta: 1243
Imbalance 10 delta: -0.175861
Spread delta: 0
Mid price delta: 0.0011
Wall shift score: -0.181089

Tape

Buy volume: 28208
Sell volume: 20149
Buy/sell delta: 8059
Buy/sell ratio: 1.39997
Avg trade size: 483.57
Large trade count: 5
Largest trade size: 15350

Candle

Return 1: 0.386266
Return 3: 0.300172
Volume 1: 87627
Volume avg 5: 115082.4
Momentum 5: 0.472509

Cross Exchange

Mid avg: 0.46684125
Mid median: 0.466765
Price deviation %: 0.2375
Spread %: 0.185288

Funding / OI / Volume

Funding rate: -0.00014133
Funding delta: -0.00000435
Funding abs: 0.00014133
Funding pressure: 0.00014568
Open interest: 21725132
Volume 24h: 397556521
Quote volume 24h: 257218178.21216
Price change 24h %: -68.29

Quality

Capture latency ms: 7771
Order book timestamp: 2026-07-03 06:23:41.432000+02:00
Ticker timestamp: 2026-07-03 06:23:39.512000+02:00
Trades timestamp: 2026-07-03 06:23:42.419000+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: 0.4673
Best ask: 0.4674
Spread: 0.0001
Spread %: 0.021397
Mid price: 0.46735
Last price: 0.467
Mark price: -
Index price: 0.4677

Order Book

Bid depth 5: 744
Ask depth 5: 1517
Bid depth 10: 3797
Ask depth 10: 3827
Bid depth 20: 6841
Ask depth 20: 40699
Imbalance 5: -0.341884
Imbalance 10: -0.003935
Imbalance 20: -0.7122
Top bid size: 9
Top ask size: 16
Bid wall score: 0.001316
Ask wall score: 0.000393

Dynamics

Bid depth 5 delta: -1425
Ask depth 5 delta: 820
Imbalance 5 delta: -0.855492
Bid depth 10 delta: 19
Ask depth 10 delta: 614
Imbalance 10 delta: -0.084753
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: 0.001104

Tape

Buy volume: 2215
Sell volume: 1962
Buy/sell delta: 253
Buy/sell ratio: 1.12895
Avg trade size: 41.77
Large trade count: 7
Largest trade size: 409

Candle

Return 1: 0.064281
Return 3: -0.29889
Volume 1: 345
Volume avg 5: 2016.6
Momentum 5: 0.021418

Cross Exchange

Mid avg: 0.46676625
Mid median: 0.466765
Price deviation %: 0.125063
Spread %: 0.121046

Funding / OI / Volume

Funding rate: -0.000136
Funding delta: 0
Funding abs: 0.000136
Funding pressure: 0.000136
Open interest: -
Volume 24h: 9216636
Quote volume 24h: 54118788.116
Price change 24h %: -10.86

Quality

Capture latency ms: 4215
Order book timestamp: 2026-07-03 06:23:33.919000+02:00
Ticker timestamp: 2026-07-03 06:23:31.951000+02:00
Trades timestamp: 2026-07-03 06:23:29.710000+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: 0.46396
Best ask: 0.4694
Spread: 0.00544
Spread %: 1.165681
Mid price: 0.46668
Last price: 0.46525
Mark price: -
Index price: -

Order Book

Bid depth 5: 30087
Ask depth 5: 6751
Bid depth 10: 72766
Ask depth 10: 34318
Bid depth 20: 175659
Ask depth 20: 157774
Imbalance 5: 0.633476
Imbalance 10: 0.359045
Imbalance 20: 0.053639
Top bid size: 3953
Top ask size: 160
Bid wall score: 0.022504
Ask wall score: 0.001014

Dynamics

Bid depth 5 delta: 10066
Ask depth 5 delta: -5061
Imbalance 5 delta: 0.375599
Bid depth 10 delta: 20008
Ask depth 10 delta: 3837
Imbalance 10 delta: 0.091418
Spread delta: 0.00409
Mid price delta: -0.000345
Wall shift score: 0.02137

Tape

Buy volume: 25368
Sell volume: 44470
Buy/sell delta: -19102
Buy/sell ratio: 0.570452
Avg trade size: 698.38
Large trade count: 10
Largest trade size: 4188

Candle

Return 1: -0.727606
Return 3: -0.023638
Volume 1: 380
Volume avg 5: 240.8
Momentum 5: 0.388391

Cross Exchange

Mid avg: 0.4668525
Mid median: 0.4669375
Price deviation %: -0.03695
Spread %: 0.121023

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 166569
Volume 24h: 2101286
Quote volume 24h: 2101286
Price change 24h %: -11.572965

Quality

Capture latency ms: 6333
Order book timestamp: 2026-07-03 06:23:29.936000+02:00
Ticker timestamp: 2026-07-03 06:23:30.265000+02:00
Trades timestamp: 2026-07-03 06:23:00.531000+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: 0.46608
Best ask: 0.46689
Spread: 0.00081
Spread %: 0.173639
Mid price: 0.466485
Last price: 0.46635
Mark price: 0.46711
Index price: 0.467745

Order Book

Bid depth 5: 14
Ask depth 5: 102
Bid depth 10: 33
Ask depth 10: 120
Bid depth 20: 141
Ask depth 20: 155
Imbalance 5: -0.758621
Imbalance 10: -0.568627
Imbalance 20: -0.047297
Top bid size: 1
Top ask size: 5
Bid wall score: 0.007092
Ask wall score: 0.032258

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 82
Imbalance 5 delta: -0.705989
Bid depth 10 delta: -4
Ask depth 10 delta: 4
Imbalance 10 delta: -0.052288
Spread delta: -0.00014
Mid price delta: -0.00139
Wall shift score: -0.031659

Tape

Buy volume: 289
Sell volume: 93
Buy/sell delta: 196
Buy/sell ratio: 3.107527
Avg trade size: 3.82
Large trade count: 6
Largest trade size: 63

Candle

Return 1: -0.333397
Return 3: -0.01072
Volume 1: 1
Volume avg 5: 157.2
Momentum 5: 0.012868

Cross Exchange

Mid avg: 0.4672
Mid median: 0.4670375
Price deviation %: -0.153039
Spread %: 0.219392

Funding / OI / Volume

Funding rate: -0.000467
Funding delta: -0.000093
Funding abs: 0.000467
Funding pressure: 0.00056
Open interest: -
Volume 24h: 26258600
Quote volume 24h: 17412626
Price change 24h %: -68.41

Quality

Capture latency ms: 11306
Order book timestamp: 2026-07-03 06:23:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:32.586000+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: 0.4668
Best ask: 0.4669
Spread: 0.0001
Spread %: 0.02142
Mid price: 0.46685
Last price: 0.4671
Mark price: -
Index price: -

Order Book

Bid depth 5: 12664
Ask depth 5: 2225
Bid depth 10: 17639
Ask depth 10: 11037
Bid depth 20: 35786
Ask depth 20: 22499
Imbalance 5: 0.701122
Imbalance 10: 0.230227
Imbalance 20: 0.227966
Top bid size: 6959
Top ask size: 465
Bid wall score: 0.194462
Ask wall score: 0.020668

Dynamics

Bid depth 5 delta: 7804
Ask depth 5 delta: -472
Imbalance 5 delta: 0.414897
Bid depth 10 delta: 7250
Ask depth 10 delta: -1328
Imbalance 10 delta: 0.317069
Spread delta: 0
Mid price delta: -0.0013
Wall shift score: 0.101984

Tape

Buy volume: 7494
Sell volume: 15957
Buy/sell delta: -8463
Buy/sell ratio: 0.469637
Avg trade size: 234.51
Large trade count: 5
Largest trade size: 6959

Candle

Return 1: -0.29889
Return 3: 0.128645
Volume 1: 60635
Volume avg 5: 117353.6
Momentum 5: 0.82038

Cross Exchange

Mid avg: 0.467525
Mid median: 0.4674625
Price deviation %: -0.144377
Spread %: 0.240629

Funding / OI / Volume

Funding rate: -0.00013698
Funding delta: 0
Funding abs: 0.00013698
Funding pressure: 0.00013698
Open interest: 21705164
Volume 24h: 397474168
Quote volume 24h: 257201235.22656
Price change 24h %: -68.347

Quality

Capture latency ms: 7850
Order book timestamp: 2026-07-03 06:22:56.232000+02:00
Ticker timestamp: 2026-07-03 06:22:46.496000+02:00
Trades timestamp: 2026-07-03 06:22:57.708000+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: 0.467
Best ask: 0.4671
Spread: 0.0001
Spread %: 0.021411
Mid price: 0.46705
Last price: 0.4672
Mark price: -
Index price: 0.468

Order Book

Bid depth 5: 2169
Ask depth 5: 697
Bid depth 10: 3778
Ask depth 10: 3213
Bid depth 20: 12628
Ask depth 20: 12238
Imbalance 5: 0.513608
Imbalance 10: 0.080818
Imbalance 20: 0.015684
Top bid size: 7
Top ask size: 9
Bid wall score: 0.000554
Ask wall score: 0.000735

Dynamics

Bid depth 5 delta: 842
Ask depth 5 delta: -406
Imbalance 5 delta: 0.421427
Bid depth 10 delta: 569
Ask depth 10 delta: 254
Imbalance 10 delta: 0.040286
Spread delta: 0
Mid price delta: -0.0012
Wall shift score: 0.000653

Tape

Buy volume: 1645
Sell volume: 1831
Buy/sell delta: -186
Buy/sell ratio: 0.898416
Avg trade size: 34.76
Large trade count: 7
Largest trade size: 243

Candle

Return 1: -0.213584
Return 3: 0.236001
Volume 1: 1582
Volume avg 5: 2167.8
Momentum 5: 0.798274

Cross Exchange

Mid avg: 0.467825
Mid median: 0.4680125
Price deviation %: -0.16566
Spread %: 0.26185

Funding / OI / Volume

Funding rate: -0.000136
Funding delta: 0
Funding abs: 0.000136
Funding pressure: 0.000136
Open interest: -
Volume 24h: 9215415
Quote volume 24h: 54113082.791
Price change 24h %: -10.82

Quality

Capture latency ms: 4479
Order book timestamp: 2026-07-03 06:22:48.598000+02:00
Ticker timestamp: 2026-07-03 06:22:46.798000+02:00
Trades timestamp: 2026-07-03 06:22:44.594000+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: 0.46635
Best ask: 0.4677
Spread: 0.00135
Spread %: 0.289064
Mid price: 0.467025
Last price: 0.46866
Mark price: -
Index price: -

Order Book

Bid depth 5: 20021
Ask depth 5: 11812
Bid depth 10: 52758
Ask depth 10: 30481
Bid depth 20: 285662
Ask depth 20: 149015
Imbalance 5: 0.257877
Imbalance 10: 0.267627
Imbalance 20: 0.314364
Top bid size: 341
Top ask size: 160
Bid wall score: 0.001194
Ask wall score: 0.001074

Dynamics

Bid depth 5 delta: -10936
Ask depth 5 delta: 4262
Imbalance 5 delta: -0.349986
Bid depth 10 delta: -23598
Ask depth 10 delta: -8083
Imbalance 10 delta: -0.061228
Spread delta: -0.00284
Mid price delta: 0.0004
Wall shift score: -0.019819

Tape

Buy volume: 25384
Sell volume: 44090
Buy/sell delta: -18706
Buy/sell ratio: 0.575731
Avg trade size: 694.74
Large trade count: 10
Largest trade size: 4188

Candle

Return 1: 1.318748
Return 3: 1.124177
Volume 1: 60
Volume avg 5: 165.2
Momentum 5: -1.334737

Cross Exchange

Mid avg: 0.467725
Mid median: 0.4680125
Price deviation %: -0.149661
Spread %: 0.347426

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 166569
Volume 24h: 2100906
Quote volume 24h: 2100906
Price change 24h %: -10.924849

Quality

Capture latency ms: 6146
Order book timestamp: 2026-07-03 06:22:43.636000+02:00
Ticker timestamp: 2026-07-03 06:22:44.559000+02:00
Trades timestamp: 2026-07-03 06:22:00.632000+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: 0.4674
Best ask: 0.46835
Spread: 0.00095
Spread %: 0.203046
Mid price: 0.467875
Last price: 0.46791
Mark price: 0.46819
Index price: 0.468783

Order Book

Bid depth 5: 18
Ask depth 5: 20
Bid depth 10: 37
Ask depth 10: 116
Bid depth 20: 155
Ask depth 20: 156
Imbalance 5: -0.052632
Imbalance 10: -0.51634
Imbalance 20: -0.003215
Top bid size: 2
Top ask size: 1
Bid wall score: 0.012903
Ask wall score: 0.00641

Dynamics

Bid depth 5 delta: -76
Ask depth 5 delta: -1
Imbalance 5 delta: -0.687414
Bid depth 10 delta: -78
Ask depth 10 delta: 74
Imbalance 10 delta: -0.981308
Spread delta: 0.00038
Mid price delta: 0.00097
Wall shift score: 0.00441

Tape

Buy volume: 290
Sell volume: 92
Buy/sell delta: 198
Buy/sell ratio: 3.152174
Avg trade size: 3.82
Large trade count: 6
Largest trade size: 63

Candle

Return 1: -0.12167
Return 3: 0.513404
Volume 1: 63
Volume avg 5: 162
Momentum 5: 0.807911

Cross Exchange

Mid avg: 0.4674825
Mid median: 0.4675275
Price deviation %: 0.08396
Spread %: 0.347607

Funding / OI / Volume

Funding rate: -0.000374
Funding delta: 0.000013
Funding abs: 0.000374
Funding pressure: 0.000387
Open interest: -
Volume 24h: 26253800
Quote volume 24h: 17410381
Price change 24h %: -68.22

Quality

Capture latency ms: 12315
Order book timestamp: 2026-07-03 06:22:22+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:32.542000+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: 0.4681
Best ask: 0.4682
Spread: 0.0001
Spread %: 0.021361
Mid price: 0.46815
Last price: 0.4683
Mark price: -
Index price: -

Order Book

Bid depth 5: 4860
Ask depth 5: 2697
Bid depth 10: 10389
Ask depth 10: 12365
Bid depth 20: 27569
Ask depth 20: 31884
Imbalance 5: 0.286225
Imbalance 10: -0.086842
Imbalance 20: -0.072578
Top bid size: 2093
Top ask size: 131
Bid wall score: 0.075919
Ask wall score: 0.004109

Dynamics

Bid depth 5 delta: -941
Ask depth 5 delta: -410
Imbalance 5 delta: -0.0162
Bid depth 10 delta: -7236
Ask depth 10 delta: 2442
Imbalance 10 delta: -0.366427
Spread delta: 0
Mid price delta: 0.0032
Wall shift score: 0.07207

Tape

Buy volume: 6018
Sell volume: 8240
Buy/sell delta: -2222
Buy/sell ratio: 0.73034
Avg trade size: 142.58
Large trade count: 9
Largest trade size: 2079

Candle

Return 1: -0.234842
Return 3: 0.192967
Volume 1: 9212
Volume avg 5: 107069
Momentum 5: 0.885147

Cross Exchange

Mid avg: 0.4666825
Mid median: 0.466765
Price deviation %: 0.314454
Spread %: 0.707119

Funding / OI / Volume

Funding rate: -0.00013698
Funding delta: 0
Funding abs: 0.00013698
Funding pressure: 0.00013698
Open interest: 21703530
Volume 24h: 397490859
Quote volume 24h: 257207198.75716
Price change 24h %: -68.266

Quality

Capture latency ms: 7791
Order book timestamp: 2026-07-03 06:22:08.955000+02:00
Ticker timestamp: 2026-07-03 06:22:02.054000+02:00
Trades timestamp: 2026-07-03 06:22:10.541000+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: 0.4682
Best ask: 0.4683
Spread: 0.0001
Spread %: 0.021356
Mid price: 0.46825
Last price: 0.4684
Mark price: -
Index price: 0.4691

Order Book

Bid depth 5: 1327
Ask depth 5: 1103
Bid depth 10: 3209
Ask depth 10: 2959
Bid depth 20: 6166
Ask depth 20: 10474
Imbalance 5: 0.092181
Imbalance 10: 0.040532
Imbalance 20: -0.258894
Top bid size: 29
Top ask size: 58
Bid wall score: 0.004703
Ask wall score: 0.005538

Dynamics

Bid depth 5 delta: -285
Ask depth 5 delta: -271
Imbalance 5 delta: 0.012476
Bid depth 10 delta: -375
Ask depth 10 delta: 76
Imbalance 10 delta: -0.067865
Spread delta: 0
Mid price delta: 0.0022
Wall shift score: 0.006447

Tape

Buy volume: 1997
Sell volume: 1962
Buy/sell delta: 35
Buy/sell ratio: 1.017839
Avg trade size: 39.59
Large trade count: 7
Largest trade size: 243

Candle

Return 1: 0.021358
Return 3: 0.472002
Volume 1: 9
Volume avg 5: 1853.2
Momentum 5: 1.035599

Cross Exchange

Mid avg: 0.4661325
Mid median: 0.4663375
Price deviation %: 0.45427
Spread %: 0.419409

Funding / OI / Volume

Funding rate: -0.000136
Funding delta: 0
Funding abs: 0.000136
Funding pressure: 0.000136
Open interest: -
Volume 24h: 9213969
Quote volume 24h: 54106325.062
Price change 24h %: -10.59

Quality

Capture latency ms: 5994
Order book timestamp: 2026-07-03 06:22:00.344000+02:00
Ticker timestamp: 2026-07-03 06:21:59.004000+02:00
Trades timestamp: 2026-07-03 06:22:00.244000+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: 25177
gate: 25178
htx: 24991
mexc: 25174

By Symbol

VELVET/USDT:USDT: 100520

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