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: 101233
Total labels: 303699
Pending labels: 284219
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 15:32:32.239713+02:00
Recent trades snapshots: 101226
Micro candles: 2024480
Avg data quality: 75.9264871485864433
Latest latency: 10046 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 218 of 10124 · 101233 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 08:33:47.692068+02:00	binance	VELVET/USDT:USDT	0.45495	80	7698 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 08:33:39.817361+02:00	mexc	VELVET/USDT:USDT	0.4546	68	5378 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 08:33:34.291586+02:00	htx	VELVET/USDT:USDT	0.455	80	7541 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 08:33:13.699788+02:00	gate	VELVET/USDT:USDT	0.455315	68	10679 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 08:33:02.500414+02:00	binance	VELVET/USDT:USDT	0.45545	80	7439 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 08:32:54.817974+02:00	mexc	VELVET/USDT:USDT	0.45565	78	4782 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 08:32:49.928794+02:00	htx	VELVET/USDT:USDT	0.4555	80	6114 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 08:32:29.493006+02:00	gate	VELVET/USDT:USDT	0.45499	68	11102 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 08:32:17.978536+02:00	binance	VELVET/USDT:USDT	0.45535	80	7098 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 08:32:10.388222+02:00	mexc	VELVET/USDT:USDT	0.455	68	5559 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4549
Best ask: 0.455
Spread: 0.0001
Spread %: 0.02198
Mid price: 0.45495
Last price: 0.4547
Mark price: -
Index price: -

Order Book

Bid depth 5: 3805
Ask depth 5: 10967
Bid depth 10: 16992
Ask depth 10: 21506
Bid depth 20: 29214
Ask depth 20: 49601
Imbalance 5: -0.484836
Imbalance 10: -0.117253
Imbalance 20: -0.258669
Top bid size: 274
Top ask size: 7131
Bid wall score: 0.009379
Ask wall score: 0.143767

Dynamics

Bid depth 5 delta: 1002
Ask depth 5 delta: -1089
Imbalance 5 delta: 0.137884
Bid depth 10 delta: 7349
Ask depth 10 delta: -485
Imbalance 10 delta: 0.273087
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: -0.139688

Tape

Buy volume: 23116
Sell volume: 5907
Buy/sell delta: 17209
Buy/sell ratio: 3.913323
Avg trade size: 290.23
Large trade count: 6
Largest trade size: 7119

Candle

Return 1: -0.131723
Return 3: -0.175554
Volume 1: 19336
Volume avg 5: 76756.6
Momentum 5: 0.043985

Cross Exchange

Mid avg: 0.45509125
Mid median: 0.4551575
Price deviation %: -0.031038
Spread %: 0.186776

Funding / OI / Volume

Funding rate: -0.0001307
Funding delta: 0.00000264
Funding abs: 0.0001307
Funding pressure: 0.00013334
Open interest: 21515636
Volume 24h: 382422047
Quote volume 24h: 227678128.86264
Price change 24h %: -61.127

Quality

Capture latency ms: 7698
Order book timestamp: 2026-07-03 08:33:45.479000+02:00
Ticker timestamp: 2026-07-03 08:33:39.137000+02:00
Trades timestamp: 2026-07-03 08:33:46.184000+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: 0.4545
Best ask: 0.4547
Spread: 0.0002
Spread %: 0.043995
Mid price: 0.4546
Last price: 0.4545
Mark price: -
Index price: 0.4555

Order Book

Bid depth 5: 1103
Ask depth 5: 2185
Bid depth 10: 3383
Ask depth 10: 4555
Bid depth 20: 12064
Ask depth 20: 14192
Imbalance 5: -0.329075
Imbalance 10: -0.147644
Imbalance 20: -0.081048
Top bid size: 98
Top ask size: 19
Bid wall score: 0.008123
Ask wall score: 0.001339

Dynamics

Bid depth 5 delta: 18
Ask depth 5 delta: 603
Imbalance 5 delta: -0.142724
Bid depth 10 delta: 424
Ask depth 10 delta: -8
Imbalance 10 delta: 0.065597
Spread delta: 0.0001
Mid price delta: -0.00105
Wall shift score: -0.032828

Tape

Buy volume: 4120
Sell volume: 2169
Buy/sell delta: 1951
Buy/sell ratio: 1.899493
Avg trade size: 62.89
Large trade count: 5
Largest trade size: 1457

Candle

Return 1: -0.24144
Return 3: -0.307085
Volume 1: 1034
Volume avg 5: 2308.6
Momentum 5: -0.065963

Cross Exchange

Mid avg: 0.45535375
Mid median: 0.4553825
Price deviation %: -0.165531
Spread %: 0.142746

Funding / OI / Volume

Funding rate: -0.000133
Funding delta: 0.000002
Funding abs: 0.000133
Funding pressure: 0.000135
Open interest: -
Volume 24h: 9712709
Quote volume 24h: 56080627.326
Price change 24h %: -13.24

Quality

Capture latency ms: 5378
Order book timestamp: 2026-07-03 08:33:37.792000+02:00
Ticker timestamp: 2026-07-03 08:33:37.749000+02:00
Trades timestamp: 2026-07-03 08:33:37.486000+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: 0.45459
Best ask: 0.45541
Spread: 0.00082
Spread %: 0.18022
Mid price: 0.455
Last price: 0.45716
Mark price: -
Index price: -

Order Book

Bid depth 5: 16343
Ask depth 5: 12230
Bid depth 10: 24601
Ask depth 10: 43638
Bid depth 20: 37976
Ask depth 20: 96489
Imbalance 5: 0.143947
Imbalance 10: -0.278975
Imbalance 20: -0.435154
Top bid size: 264
Top ask size: 467
Bid wall score: 0.006952
Ask wall score: 0.00484

Dynamics

Bid depth 5 delta: 1665
Ask depth 5 delta: -2880
Imbalance 5 delta: 0.15845
Bid depth 10 delta: 4501
Ask depth 10 delta: -10454
Imbalance 10 delta: 0.179187
Spread delta: -0.0006
Mid price delta: -0.0005
Wall shift score: -0.004347

Tape

Buy volume: 30870
Sell volume: 31262
Buy/sell delta: -392
Buy/sell ratio: 0.987461
Avg trade size: 621.32
Large trade count: 6
Largest trade size: 5294

Candle

Return 1: 0
Return 3: 0.452648
Volume 1: 0
Volume avg 5: 5460.8
Momentum 5: 0.452648

Cross Exchange

Mid avg: 0.45547875
Mid median: 0.455475
Price deviation %: -0.105109
Spread %: 0.073549

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 172093
Volume 24h: 2134538
Quote volume 24h: 2134538
Price change 24h %: -13.110579

Quality

Capture latency ms: 7541
Order book timestamp: 2026-07-03 08:33:31.636000+02:00
Ticker timestamp: 2026-07-03 08:33:31.987000+02:00
Trades timestamp: 2026-07-03 08:31:33.358000+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: 0.45499
Best ask: 0.45564
Spread: 0.00065
Spread %: 0.142758
Mid price: 0.455315
Last price: 0.45544
Mark price: 0.45565
Index price: 0.456093

Order Book

Bid depth 5: 12
Ask depth 5: 18
Bid depth 10: 31
Ask depth 10: 34
Bid depth 20: 143
Ask depth 20: 147
Imbalance 5: -0.2
Imbalance 10: -0.046154
Imbalance 20: -0.013793
Top bid size: 2
Top ask size: 2
Bid wall score: 0.013986
Ask wall score: 0.013605

Dynamics

Bid depth 5 delta: -8
Ask depth 5 delta: -3
Imbalance 5 delta: -0.17561
Bid depth 10 delta: -6
Ask depth 10 delta: 0
Imbalance 10 delta: -0.088407
Spread delta: -0.00015
Mid price delta: 0.000325
Wall shift score: -0.01225

Tape

Buy volume: 111
Sell volume: 151
Buy/sell delta: -40
Buy/sell ratio: 0.735099
Avg trade size: 2.62
Large trade count: 7
Largest trade size: 28

Candle

Return 1: 0
Return 3: -0.162217
Volume 1: 0
Volume avg 5: 40
Momentum 5: -0.043894

Cross Exchange

Mid avg: 0.4553975
Mid median: 0.455475
Price deviation %: -0.018116
Spread %: 0.144928

Funding / OI / Volume

Funding rate: -0.000208
Funding delta: 0.000006
Funding abs: 0.000208
Funding pressure: 0.000214
Open interest: -
Volume 24h: 24501500
Quote volume 24h: 14273639
Price change 24h %: -61.67

Quality

Capture latency ms: 10679
Order book timestamp: 2026-07-03 08:33:12+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:40.373000+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: 0.4554
Best ask: 0.4555
Spread: 0.0001
Spread %: 0.021956
Mid price: 0.45545
Last price: 0.4557
Mark price: -
Index price: -

Order Book

Bid depth 5: 2803
Ask depth 5: 12056
Bid depth 10: 9643
Ask depth 10: 21991
Bid depth 20: 27383
Ask depth 20: 47619
Imbalance 5: -0.62272
Imbalance 10: -0.39034
Imbalance 20: -0.269806
Top bid size: 240
Top ask size: 165
Bid wall score: 0.008765
Ask wall score: 0.003465

Dynamics

Bid depth 5 delta: -510
Ask depth 5 delta: 7622
Imbalance 5 delta: -0.478019
Bid depth 10 delta: 498
Ask depth 10 delta: 2717
Imbalance 10 delta: -0.033923
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.005141

Tape

Buy volume: 29474
Sell volume: 15193
Buy/sell delta: 14281
Buy/sell ratio: 1.939972
Avg trade size: 446.67
Large trade count: 4
Largest trade size: 15350

Candle

Return 1: 0.153914
Return 3: 0.48533
Volume 1: 68365
Volume avg 5: 83712
Momentum 5: 0.220022

Cross Exchange

Mid avg: 0.4553725
Mid median: 0.455425
Price deviation %: 0.017019
Spread %: 0.144936

Funding / OI / Volume

Funding rate: -0.00013334
Funding delta: 0
Funding abs: 0.00013334
Funding pressure: 0.00013334
Open interest: 21512049
Volume 24h: 383017983
Quote volume 24h: 228389829.05334
Price change 24h %: -60.552

Quality

Capture latency ms: 7439
Order book timestamp: 2026-07-03 08:32:59.791000+02:00
Ticker timestamp: 2026-07-03 08:32:53.197000+02:00
Trades timestamp: 2026-07-03 08:33:00.688000+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: 0.4556
Best ask: 0.4557
Spread: 0.0001
Spread %: 0.021947
Mid price: 0.45565
Last price: 0.4557
Mark price: -
Index price: 0.4557

Order Book

Bid depth 5: 1085
Ask depth 5: 1582
Bid depth 10: 2959
Ask depth 10: 4563
Bid depth 20: 6659
Ask depth 20: 16975
Imbalance 5: -0.186352
Imbalance 10: -0.213241
Imbalance 20: -0.43649
Top bid size: 283
Top ask size: 49
Bid wall score: 0.042499
Ask wall score: 0.002887

Dynamics

Bid depth 5 delta: 121
Ask depth 5 delta: 523
Imbalance 5 delta: -0.139392
Bid depth 10 delta: 228
Ask depth 10 delta: -314
Imbalance 10 delta: 0.06883
Spread delta: -0.0001
Mid price delta: 0.00065
Wall shift score: 0.035702

Tape

Buy volume: 4642
Sell volume: 1437
Buy/sell delta: 3205
Buy/sell ratio: 3.230341
Avg trade size: 60.79
Large trade count: 6
Largest trade size: 1457

Candle

Return 1: 0.264085
Return 3: 0.50739
Volume 1: 4041
Volume avg 5: 2584
Momentum 5: 0.15388

Cross Exchange

Mid avg: 0.45521
Mid median: 0.455175
Price deviation %: 0.096659
Spread %: 0.112036

Funding / OI / Volume

Funding rate: -0.000135
Funding delta: 0
Funding abs: 0.000135
Funding pressure: 0.000135
Open interest: -
Volume 24h: 9711310
Quote volume 24h: 56074257.989
Price change 24h %: -13.01

Quality

Capture latency ms: 4782
Order book timestamp: 2026-07-03 08:32:52.859000+02:00
Ticker timestamp: 2026-07-03 08:32:49.908000+02:00
Trades timestamp: 2026-07-03 08:32:50.460000+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: 0.45479
Best ask: 0.45621
Spread: 0.00142
Spread %: 0.311745
Mid price: 0.4555
Last price: 0.45716
Mark price: -
Index price: -

Order Book

Bid depth 5: 14678
Ask depth 5: 15110
Bid depth 10: 20100
Ask depth 10: 54092
Bid depth 20: 30792
Ask depth 20: 65896
Imbalance 5: -0.014502
Imbalance 10: -0.458163
Imbalance 20: -0.363065
Top bid size: 383
Top ask size: 394
Bid wall score: 0.012438
Ask wall score: 0.005979

Dynamics

Bid depth 5 delta: -2749
Ask depth 5 delta: 164
Imbalance 5 delta: -0.09114
Bid depth 10 delta: -5084
Ask depth 10 delta: 7256
Imbalance 10 delta: -0.157524
Spread delta: 0.00009
Mid price delta: 0.000355
Wall shift score: 0.007121

Tape

Buy volume: 30870
Sell volume: 31262
Buy/sell delta: -392
Buy/sell ratio: 0.987461
Avg trade size: 621.32
Large trade count: 6
Largest trade size: 5294

Candle

Return 1: 0
Return 3: 0.450441
Volume 1: 0
Volume avg 5: 6346
Momentum 5: 0.454855

Cross Exchange

Mid avg: 0.45512125
Mid median: 0.4550725
Price deviation %: 0.08322
Spread %: 0.0791

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 172093
Volume 24h: 2135242
Quote volume 24h: 2135242
Price change 24h %: -13.110579

Quality

Capture latency ms: 6114
Order book timestamp: 2026-07-03 08:32:48.536000+02:00
Ticker timestamp: 2026-07-03 08:32:48.867000+02:00
Trades timestamp: 2026-07-03 08:31:33.358000+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: 0.45459
Best ask: 0.45539
Spread: 0.0008
Spread %: 0.175828
Mid price: 0.45499
Last price: 0.45518
Mark price: 0.45509
Index price: 0.455428

Order Book

Bid depth 5: 20
Ask depth 5: 21
Bid depth 10: 37
Ask depth 10: 34
Bid depth 20: 153
Ask depth 20: 148
Imbalance 5: -0.02439
Imbalance 10: 0.042254
Imbalance 20: 0.016611
Top bid size: 4
Top ask size: 2
Bid wall score: 0.026144
Ask wall score: 0.013514

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 5
Imbalance 5 delta: -0.203877
Bid depth 10 delta: -85
Ask depth 10 delta: -81
Imbalance 10 delta: 0.012718
Spread delta: -0.00001
Mid price delta: -0.000125
Wall shift score: 0.013867

Tape

Buy volume: 104
Sell volume: 160
Buy/sell delta: -56
Buy/sell ratio: 0.65
Avg trade size: 2.64
Large trade count: 7
Largest trade size: 28

Candle

Return 1: -0.01318
Return 3: 0.432461
Volume 1: 51
Volume avg 5: 41.6
Momentum 5: 0.021974

Cross Exchange

Mid avg: 0.4551525
Mid median: 0.45513
Price deviation %: -0.035702
Spread %: 0.076897

Funding / OI / Volume

Funding rate: -0.000214
Funding delta: 0.000001
Funding abs: 0.000214
Funding pressure: 0.000215
Open interest: -
Volume 24h: 24499100
Quote volume 24h: 14272546
Price change 24h %: -60.99

Quality

Capture latency ms: 11102
Order book timestamp: 2026-07-03 08:32:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:40.345000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.4553
Best ask: 0.4554
Spread: 0.0001
Spread %: 0.021961
Mid price: 0.45535
Last price: 0.455
Mark price: -
Index price: -

Order Book

Bid depth 5: 3313
Ask depth 5: 4434
Bid depth 10: 9145
Ask depth 10: 19274
Bid depth 20: 28404
Ask depth 20: 44771
Imbalance 5: -0.144701
Imbalance 10: -0.356416
Imbalance 20: -0.223669
Top bid size: 106
Top ask size: 160
Bid wall score: 0.003732
Ask wall score: 0.003574

Dynamics

Bid depth 5 delta: 724
Ask depth 5 delta: -913
Imbalance 5 delta: 0.202829
Bid depth 10 delta: -3539
Ask depth 10 delta: 6156
Imbalance 10 delta: -0.339596
Spread delta: 0
Mid price delta: -0.0008
Wall shift score: -0.000403

Tape

Buy volume: 5457
Sell volume: 13422
Buy/sell delta: -7965
Buy/sell ratio: 0.406571
Avg trade size: 188.79
Large trade count: 7
Largest trade size: 1954

Candle

Return 1: 0.109938
Return 3: 0.441209
Volume 1: 15959
Volume avg 5: 73230.8
Momentum 5: 0.176018

Cross Exchange

Mid avg: 0.4553525
Mid median: 0.45513
Price deviation %: -0.000549
Spread %: 0.252552

Funding / OI / Volume

Funding rate: -0.00013334
Funding delta: 0.00000193
Funding abs: 0.00013334
Funding pressure: 0.00013527
Open interest: 21516804
Volume 24h: 382967816
Quote volume 24h: 228366992.94034
Price change 24h %: -60.613

Quality

Capture latency ms: 7098
Order book timestamp: 2026-07-03 08:32:15.779000+02:00
Ticker timestamp: 2026-07-03 08:32:08.756000+02:00
Trades timestamp: 2026-07-03 08:32:17.366000+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: 0.4549
Best ask: 0.4551
Spread: 0.0002
Spread %: 0.043956
Mid price: 0.455
Last price: 0.4551
Mark price: -
Index price: 0.4553

Order Book

Bid depth 5: 964
Ask depth 5: 1059
Bid depth 10: 2731
Ask depth 10: 4877
Bid depth 20: 14632
Ask depth 20: 14800
Imbalance 5: -0.04696
Imbalance 10: -0.282072
Imbalance 20: -0.005708
Top bid size: 76
Top ask size: 19
Bid wall score: 0.005194
Ask wall score: 0.001284

Dynamics

Bid depth 5 delta: -298
Ask depth 5 delta: -73
Imbalance 5 delta: -0.101262
Bid depth 10 delta: -299
Ask depth 10 delta: 2487
Imbalance 10 delta: -0.400153
Spread delta: -0.0002
Mid price delta: -0.0015
Wall shift score: 0.010366

Tape

Buy volume: 3269
Sell volume: 636
Buy/sell delta: 2633
Buy/sell ratio: 5.139937
Avg trade size: 39.05
Large trade count: 7
Largest trade size: 293

Candle

Return 1: 0.110035
Return 3: 0.352967
Volume 1: 79
Volume avg 5: 1791.6
Momentum 5: 0

Cross Exchange

Mid avg: 0.4557275
Mid median: 0.4556475
Price deviation %: -0.159635
Spread %: 0.30391

Funding / OI / Volume

Funding rate: -0.000135
Funding delta: 0
Funding abs: 0.000135
Funding pressure: 0.000135
Open interest: -
Volume 24h: 9708198
Quote volume 24h: 56060083.361
Price change 24h %: -13.13

Quality

Capture latency ms: 5559
Order book timestamp: 2026-07-03 08:32:08.618000+02:00
Ticker timestamp: 2026-07-03 08:32:07.696000+02:00
Trades timestamp: 2026-07-03 08:32:08.623000+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: 25356
gate: 25357
htx: 25168
mexc: 25353

By Symbol

VELVET/USDT:USDT: 101234

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