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: 100841
Total labels: 302523
Pending labels: 283040
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 14:17:33.571103+02:00
Recent trades snapshots: 100833
Micro candles: 2016620
Avg data quality: 75.9281244731805516
Latest latency: 6218 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 217 of 10085 · 100841 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 07:21:43.241722+02:00	gate	VELVET/USDT:USDT	0.476415	68	10758 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 07:21:32.219415+02:00	binance	VELVET/USDT:USDT	0.47715	80	6622 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 07:21:25.391113+02:00	mexc	VELVET/USDT:USDT	0.4768	68	5699 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 07:21:19.549302+02:00	htx	VELVET/USDT:USDT	0.476085	80	6711 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 07:20:58.882759+02:00	gate	VELVET/USDT:USDT	0.478085	68	10127 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 07:20:48.536575+02:00	binance	VELVET/USDT:USDT	0.4794	80	9170 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 07:20:38.931176+02:00	mexc	VELVET/USDT:USDT	0.4808	68	5565 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 07:20:33.161291+02:00	htx	VELVET/USDT:USDT	0.48077	80	6020 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 07:20:12.851564+02:00	gate	VELVET/USDT:USDT	0.4788	68	12532 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 07:20:00.135616+02:00	binance	VELVET/USDT:USDT	0.4762	80	6563 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4761
Best ask: 0.47673
Spread: 0.00063
Spread %: 0.132238
Mid price: 0.476415
Last price: 0.4765
Mark price: 0.47775
Index price: 0.47778

Order Book

Bid depth 5: 15
Ask depth 5: 21
Bid depth 10: 107
Ask depth 10: 116
Bid depth 20: 140
Ask depth 20: 148
Imbalance 5: -0.166667
Imbalance 10: -0.040359
Imbalance 20: -0.027778
Top bid size: 1
Top ask size: 5
Bid wall score: 0.007143
Ask wall score: 0.033784

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -73
Imbalance 5 delta: 0.574074
Bid depth 10 delta: 79
Ask depth 10 delta: 0
Imbalance 10 delta: 0.570752
Spread delta: 0.00026
Mid price delta: -0.00167
Wall shift score: -0.020311

Tape

Buy volume: 127
Sell volume: 122
Buy/sell delta: 5
Buy/sell ratio: 1.040984
Avg trade size: 2.49
Large trade count: 4
Largest trade size: 25

Candle

Return 1: -0.292948
Return 3: 0.315789
Volume 1: 32
Volume avg 5: 96
Momentum 5: 0.81029

Cross Exchange

Mid avg: 0.47703
Mid median: 0.476975
Price deviation %: -0.128923
Spread %: 0.419261

Funding / OI / Volume

Funding rate: -0.00012
Funding delta: -0.000034
Funding abs: 0.00012
Funding pressure: 0.000154
Open interest: -
Volume 24h: 27117300
Quote volume 24h: 17735950
Price change 24h %: -67.15

Quality

Capture latency ms: 10758
Order book timestamp: 2026-07-03 07:21:42+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:36.101000+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: 0.4771
Best ask: 0.4772
Spread: 0.0001
Spread %: 0.020958
Mid price: 0.47715
Last price: 0.4768
Mark price: -
Index price: -

Order Book

Bid depth 5: 2562
Ask depth 5: 3972
Bid depth 10: 11223
Ask depth 10: 12208
Bid depth 20: 21120
Ask depth 20: 21646
Imbalance 5: -0.215794
Imbalance 10: -0.042038
Imbalance 20: -0.012299
Top bid size: 42
Top ask size: 158
Bid wall score: 0.001989
Ask wall score: 0.007299

Dynamics

Bid depth 5 delta: -3229
Ask depth 5 delta: -3741
Imbalance 5 delta: -0.073466
Bid depth 10 delta: 499
Ask depth 10 delta: -4126
Imbalance 10 delta: 0.165294
Spread delta: -0.0001
Mid price delta: -0.00225
Wall shift score: -0.037046

Tape

Buy volume: 14473
Sell volume: 11045
Buy/sell delta: 3428
Buy/sell ratio: 1.310367
Avg trade size: 255.18
Large trade count: 6
Largest trade size: 4451

Candle

Return 1: -0.104668
Return 3: 0.526648
Volume 1: 48510
Volume avg 5: 138429.8
Momentum 5: 1.037476

Cross Exchange

Mid avg: 0.4775925
Mid median: 0.4774425
Price deviation %: -0.092652
Spread %: 0.694106

Funding / OI / Volume

Funding rate: -0.00013193
Funding delta: 0
Funding abs: 0.00013193
Funding pressure: 0.00013193
Open interest: 21422281
Volume 24h: 407686074
Quote volume 24h: 260776763.91974
Price change 24h %: -67.282

Quality

Capture latency ms: 6622
Order book timestamp: 2026-07-03 07:21:29.859000+02:00
Ticker timestamp: 2026-07-03 07:21:23.386000+02:00
Trades timestamp: 2026-07-03 07:21:31.343000+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: 0.4767
Best ask: 0.4769
Spread: 0.0002
Spread %: 0.041946
Mid price: 0.4768
Last price: 0.4764
Mark price: -
Index price: 0.4772

Order Book

Bid depth 5: 1061
Ask depth 5: 1117
Bid depth 10: 2732
Ask depth 10: 3234
Bid depth 20: 5702
Ask depth 20: 12815
Imbalance 5: -0.025712
Imbalance 10: -0.084143
Imbalance 20: -0.384133
Top bid size: 63
Top ask size: 15
Bid wall score: 0.011049
Ask wall score: 0.001171

Dynamics

Bid depth 5 delta: -1144
Ask depth 5 delta: -13
Imbalance 5 delta: -0.34805
Bid depth 10 delta: -347
Ask depth 10 delta: 288
Imbalance 10 delta: -0.106218
Spread delta: 0
Mid price delta: -0.004
Wall shift score: 0.027323

Tape

Buy volume: 1311
Sell volume: 4330
Buy/sell delta: -3019
Buy/sell ratio: 0.302771
Avg trade size: 56.41
Large trade count: 6
Largest trade size: 435

Candle

Return 1: -0.272137
Return 3: 0.336984
Volume 1: 1784
Volume avg 5: 4341.8
Momentum 5: 0.804063

Cross Exchange

Mid avg: 0.4785925
Mid median: 0.4787425
Price deviation %: -0.374536
Spread %: 0.985181

Funding / OI / Volume

Funding rate: -0.000131
Funding delta: 0.000007
Funding abs: 0.000131
Funding pressure: 0.000138
Open interest: -
Volume 24h: 9499833
Quote volume 24h: 55303459.687
Price change 24h %: -9.06

Quality

Capture latency ms: 5699
Order book timestamp: 2026-07-03 07:21:23.245000+02:00
Ticker timestamp: 2026-07-03 07:21:22.767000+02:00
Trades timestamp: 2026-07-03 07:21:16.426000+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: 0.47332
Best ask: 0.47885
Spread: 0.00553
Spread %: 1.161557
Mid price: 0.476085
Last price: 0.47673
Mark price: -
Index price: -

Order Book

Bid depth 5: 71680
Ask depth 5: 30319
Bid depth 10: 77118
Ask depth 10: 112926
Bid depth 20: 156642
Ask depth 20: 154623
Imbalance 5: 0.405504
Imbalance 10: -0.18842
Imbalance 20: 0.006486
Top bid size: 3878
Top ask size: 1139
Bid wall score: 0.024757
Ask wall score: 0.007366

Dynamics

Bid depth 5 delta: 41785
Ask depth 5 delta: 273
Imbalance 5 delta: 0.408023
Bid depth 10 delta: 4849
Ask depth 10 delta: 254
Imbalance 10 delta: 0.030045
Spread delta: -0.00047
Mid price delta: -0.004685
Wall shift score: 0.024576

Tape

Buy volume: 15170
Sell volume: 21304
Buy/sell delta: -6134
Buy/sell ratio: 0.712073
Avg trade size: 364.74
Large trade count: 8
Largest trade size: 5140

Candle

Return 1: -0.294893
Return 3: 0.720443
Volume 1: 340
Volume avg 5: 446.4
Momentum 5: 1.572387

Cross Exchange

Mid avg: 0.47976375
Mid median: 0.480085
Price deviation %: -0.766784
Spread %: 0.565904

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 170281
Volume 24h: 2138816
Quote volume 24h: 2138816
Price change 24h %: -9.391037

Quality

Capture latency ms: 6711
Order book timestamp: 2026-07-03 07:21:17.836000+02:00
Ticker timestamp: 2026-07-03 07:21:18.120000+02:00
Trades timestamp: 2026-07-03 07:21:00.604000+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: 0.4779
Best ask: 0.47827
Spread: 0.00037
Spread %: 0.077392
Mid price: 0.478085
Last price: 0.47859
Mark price: 0.48046
Index price: 0.480495

Order Book

Bid depth 5: 14
Ask depth 5: 94
Bid depth 10: 28
Ask depth 10: 116
Bid depth 20: 134
Ask depth 20: 145
Imbalance 5: -0.740741
Imbalance 10: -0.611111
Imbalance 20: -0.039427
Top bid size: 1
Top ask size: 2
Bid wall score: 0.007463
Ask wall score: 0.013793

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 78
Imbalance 5 delta: -0.799564
Bid depth 10 delta: -6
Ask depth 10 delta: 84
Imbalance 10 delta: -0.641414
Spread delta: -0.00049
Mid price delta: -0.000715
Wall shift score: 0.015961

Tape

Buy volume: 161
Sell volume: 96
Buy/sell delta: 65
Buy/sell ratio: 1.677083
Avg trade size: 2.57
Large trade count: 4
Largest trade size: 25

Candle

Return 1: 0.253834
Return 3: 1.646248
Volume 1: 245
Volume avg 5: 108.4
Momentum 5: 1.320839

Cross Exchange

Mid avg: 0.4799425
Mid median: 0.480085
Price deviation %: -0.387026
Spread %: 0.416717

Funding / OI / Volume

Funding rate: -0.000086
Funding delta: 0
Funding abs: 0.000086
Funding pressure: 0.000086
Open interest: -
Volume 24h: 27111900
Quote volume 24h: 17733367
Price change 24h %: -67.08

Quality

Capture latency ms: 10127
Order book timestamp: 2026-07-03 07:20:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:36.057000+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: 0.4793
Best ask: 0.4795
Spread: 0.0002
Spread %: 0.041719
Mid price: 0.4794
Last price: 0.4799
Mark price: -
Index price: -

Order Book

Bid depth 5: 5791
Ask depth 5: 7713
Bid depth 10: 10724
Ask depth 10: 16334
Bid depth 20: 21022
Ask depth 20: 34422
Imbalance 5: -0.142328
Imbalance 10: -0.207332
Imbalance 20: -0.241685
Top bid size: 887
Top ask size: 360
Bid wall score: 0.042194
Ask wall score: 0.010458

Dynamics

Bid depth 5 delta: 3291
Ask depth 5 delta: -756
Imbalance 5 delta: 0.401842
Bid depth 10 delta: 3184
Ask depth 10 delta: -982
Imbalance 10 delta: 0.185973
Spread delta: 0
Mid price delta: 0.0032
Wall shift score: 0.035684

Tape

Buy volume: 22676
Sell volume: 27097
Buy/sell delta: -4421
Buy/sell ratio: 0.836845
Avg trade size: 497.73
Large trade count: 5
Largest trade size: 7449

Candle

Return 1: 0.797314
Return 3: 2.27805
Volume 1: 268529
Volume avg 5: 151263.2
Momentum 5: 1.822806

Cross Exchange

Mid avg: 0.4791425
Mid median: 0.479785
Price deviation %: 0.053742
Spread %: 0.960048

Funding / OI / Volume

Funding rate: -0.00013193
Funding delta: 0.00000609
Funding abs: 0.00013193
Funding pressure: 0.00013802
Open interest: 21426927
Volume 24h: 407619338
Quote volume 24h: 260765424.82154
Price change 24h %: -67.087

Quality

Capture latency ms: 9170
Order book timestamp: 2026-07-03 07:20:46.338000+02:00
Ticker timestamp: 2026-07-03 07:20:39.732000+02:00
Trades timestamp: 2026-07-03 07:20:47.858000+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: 0.4807
Best ask: 0.4809
Spread: 0.0002
Spread %: 0.041597
Mid price: 0.4808
Last price: 0.4803
Mark price: -
Index price: 0.4798

Order Book

Bid depth 5: 2205
Ask depth 5: 1130
Bid depth 10: 3079
Ask depth 10: 2946
Bid depth 20: 25128
Ask depth 20: 5642
Imbalance 5: 0.322339
Imbalance 10: 0.022075
Imbalance 20: 0.633279
Top bid size: 105
Top ask size: 122
Bid wall score: 0.004179
Ask wall score: 0.021624

Dynamics

Bid depth 5 delta: 1324
Ask depth 5 delta: -977
Imbalance 5 delta: 0.732647
Bid depth 10 delta: -1007
Ask depth 10 delta: -946
Imbalance 10 delta: -0.002242
Spread delta: -0.0002
Mid price delta: 0.005
Wall shift score: -0.008106

Tape

Buy volume: 4205
Sell volume: 2591
Buy/sell delta: 1614
Buy/sell ratio: 1.622926
Avg trade size: 67.96
Large trade count: 8
Largest trade size: 571

Candle

Return 1: 0.83875
Return 3: 2.384501
Volume 1: 6317
Volume avg 5: 5123.6
Momentum 5: 1.907184

Cross Exchange

Mid avg: 0.4778925
Mid median: 0.4775
Price deviation %: 0.6084
Spread %: 1.039983

Funding / OI / Volume

Funding rate: -0.000138
Funding delta: 0
Funding abs: 0.000138
Funding pressure: 0.000138
Open interest: -
Volume 24h: 9496999
Quote volume 24h: 55289921.561
Price change 24h %: -8.32

Quality

Capture latency ms: 5565
Order book timestamp: 2026-07-03 07:20:37.049000+02:00
Ticker timestamp: 2026-07-03 07:20:34.805000+02:00
Trades timestamp: 2026-07-03 07:20:37.291000+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: 0.47777
Best ask: 0.48377
Spread: 0.006
Spread %: 1.247998
Mid price: 0.48077
Last price: 0.47814
Mark price: -
Index price: -

Order Book

Bid depth 5: 29895
Ask depth 5: 30046
Bid depth 10: 72269
Ask depth 10: 112672
Bid depth 20: 81002
Ask depth 20: 153943
Imbalance 5: -0.002519
Imbalance 10: -0.218464
Imbalance 20: -0.31046
Top bid size: 11
Top ask size: 1127
Bid wall score: 0.000136
Ask wall score: 0.007321

Dynamics

Bid depth 5 delta: -385
Ask depth 5 delta: 22579
Imbalance 5 delta: -0.606885
Bid depth 10 delta: -937
Ask depth 10 delta: -37546
Imbalance 10 delta: 0.126226
Spread delta: 0.00503
Mid price delta: 0.006335
Wall shift score: -0.0058

Tape

Buy volume: 15280
Sell volume: 20964
Buy/sell delta: -5684
Buy/sell ratio: 0.728869
Avg trade size: 362.44
Large trade count: 8
Largest trade size: 5140

Candle

Return 1: 1.018339
Return 3: 1.018339
Volume 1: 1792
Volume avg 5: 1251.2
Momentum 5: 1.230072

Cross Exchange

Mid avg: 0.47630875
Mid median: 0.476
Price deviation %: 0.93663
Spread %: 0.916422

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 170281
Volume 24h: 2138544
Quote volume 24h: 2138544
Price change 24h %: -9.123047

Quality

Capture latency ms: 6020
Order book timestamp: 2026-07-03 07:20:31.536000+02:00
Ticker timestamp: 2026-07-03 07:20:31.838000+02:00
Trades timestamp: 2026-07-03 07:20:07.125000+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: 0.47837
Best ask: 0.47923
Spread: 0.00086
Spread %: 0.179616
Mid price: 0.4788
Last price: 0.4788
Mark price: 0.47815
Index price: 0.478178

Order Book

Bid depth 5: 18
Ask depth 5: 16
Bid depth 10: 34
Ask depth 10: 32
Bid depth 20: 149
Ask depth 20: 140
Imbalance 5: 0.058824
Imbalance 10: 0.030303
Imbalance 20: 0.031142
Top bid size: 2
Top ask size: 5
Bid wall score: 0.013423
Ask wall score: 0.035714

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -80
Imbalance 5 delta: 0.743034
Bid depth 10 delta: 0
Ask depth 10 delta: -81
Imbalance 10 delta: 0.567718
Spread delta: 0
Mid price delta: 0.0038
Wall shift score: -0.021996

Tape

Buy volume: 142
Sell volume: 59
Buy/sell delta: 83
Buy/sell ratio: 2.40678
Avg trade size: 2.01
Large trade count: 3
Largest trade size: 18

Candle

Return 1: 0.442636
Return 3: 1.837672
Volume 1: 28
Volume avg 5: 65
Momentum 5: 1.51165

Cross Exchange

Mid avg: 0.47535875
Mid median: 0.4754
Price deviation %: 0.723927
Spread %: 0.371299

Funding / OI / Volume

Funding rate: -0.000086
Funding delta: 0.00004
Funding abs: 0.000086
Funding pressure: 0.000126
Open interest: -
Volume 24h: 27093300
Quote volume 24h: 17724428
Price change 24h %: -67.07

Quality

Capture latency ms: 12532
Order book timestamp: 2026-07-03 07:20:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:36.010000+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: 0.4761
Best ask: 0.4763
Spread: 0.0002
Spread %: 0.041999
Mid price: 0.4762
Last price: 0.4755
Mark price: -
Index price: -

Order Book

Bid depth 5: 2500
Ask depth 5: 8469
Bid depth 10: 7540
Ask depth 10: 17316
Bid depth 20: 22008
Ask depth 20: 29303
Imbalance 5: -0.54417
Imbalance 10: -0.393305
Imbalance 20: -0.142172
Top bid size: 200
Top ask size: 382
Bid wall score: 0.009088
Ask wall score: 0.013036

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 2437
Imbalance 5 delta: -0.131358
Bid depth 10 delta: -4634
Ask depth 10 delta: 3536
Imbalance 10 delta: -0.331427
Spread delta: 0.0001
Mid price delta: 0.00085
Wall shift score: 0.008997

Tape

Buy volume: 24624
Sell volume: 24364
Buy/sell delta: 260
Buy/sell ratio: 1.010671
Avg trade size: 489.88
Large trade count: 10
Largest trade size: 5321

Candle

Return 1: 0.315989
Return 3: 0.825746
Volume 1: 108180
Volume avg 5: 119848.6
Momentum 5: 1.211477

Cross Exchange

Mid avg: 0.47514625
Mid median: 0.475175
Price deviation %: 0.221774
Spread %: 0.28728

Funding / OI / Volume

Funding rate: -0.00013802
Funding delta: 0
Funding abs: 0.00013802
Funding pressure: 0.00013802
Open interest: 21470213
Volume 24h: 407347860
Quote volume 24h: 260646264.0996
Price change 24h %: -67.315

Quality

Capture latency ms: 6563
Order book timestamp: 2026-07-03 07:19:57.923000+02:00
Ticker timestamp: 2026-07-03 07:19:50.160000+02:00
Trades timestamp: 2026-07-03 07:19:59.474000+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: 25257
gate: 25258
htx: 25071
mexc: 25255

By Symbol

VELVET/USDT:USDT: 100841

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