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: 101563
Total labels: 304689
Pending labels: 285206
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 16:32:53.162352+02:00
Recent trades snapshots: 101555
Micro candles: 2031060
Avg data quality: 75.9241259119955102
Latest latency: 4590 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 219 of 10157 · 101563 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 09:34:55.454911+02:00	binance	VELVET/USDT:USDT	0.45015	80	7353 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 09:34:47.913653+02:00	mexc	VELVET/USDT:USDT	0.45035	78	4707 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 09:34:43.079453+02:00	htx	VELVET/USDT:USDT	0.449905	80	47913 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 09:33:42.672110+02:00	gate	VELVET/USDT:USDT	0.45211	68	10437 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 09:33:31.984076+02:00	binance	VELVET/USDT:USDT	0.45255	80	6195 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 09:33:25.493822+02:00	mexc	VELVET/USDT:USDT	0.45245	78	4821 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 09:33:20.517715+02:00	htx	VELVET/USDT:USDT	0.45424	80	5859 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 09:32:58.249993+02:00	gate	VELVET/USDT:USDT	0.449865	68	11028 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 09:32:47.034453+02:00	binance	VELVET/USDT:USDT	0.44875	80	7646 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 09:32:39.066125+02:00	mexc	VELVET/USDT:USDT	0.44885	78	4345 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4501
Best ask: 0.4502
Spread: 0.0001
Spread %: 0.022215
Mid price: 0.45015
Last price: 0.4503
Mark price: -
Index price: -

Order Book

Bid depth 5: 5035
Ask depth 5: 7131
Bid depth 10: 12842
Ask depth 10: 15198
Bid depth 20: 29054
Ask depth 20: 26455
Imbalance 5: -0.172283
Imbalance 10: -0.084023
Imbalance 20: 0.046821
Top bid size: 54
Top ask size: 322
Bid wall score: 0.001859
Ask wall score: 0.012172

Dynamics

Bid depth 5 delta: -835
Ask depth 5 delta: 3024
Imbalance 5 delta: -0.34899
Bid depth 10 delta: -3704
Ask depth 10 delta: 3109
Imbalance 10 delta: -0.239672
Spread delta: 0
Mid price delta: -0.0024
Wall shift score: -0.015654

Tape

Buy volume: 17541
Sell volume: 13177
Buy/sell delta: 4364
Buy/sell ratio: 1.331183
Avg trade size: 307.18
Large trade count: 9
Largest trade size: 1905

Candle

Return 1: -0.442282
Return 3: 0.513507
Volume 1: 50160
Volume avg 5: 91607.6
Momentum 5: 0.155729

Cross Exchange

Mid avg: 0.45122875
Mid median: 0.45123
Price deviation %: -0.239069
Spread %: 0.586177

Funding / OI / Volume

Funding rate: -0.00015084
Funding delta: 0.00000121
Funding abs: 0.00015084
Funding pressure: 0.00015205
Open interest: 22059889
Volume 24h: 356756093
Quote volume 24h: 195721777.98634
Price change 24h %: -48.122

Quality

Capture latency ms: 7353
Order book timestamp: 2026-07-03 09:34:53.177000+02:00
Ticker timestamp: 2026-07-03 09:34:51.140000+02:00
Trades timestamp: 2026-07-03 09:34:54.156000+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: 0.4503
Best ask: 0.4504
Spread: 0.0001
Spread %: 0.022205
Mid price: 0.45035
Last price: 0.4506
Mark price: -
Index price: 0.4509

Order Book

Bid depth 5: 921
Ask depth 5: 1600
Bid depth 10: 3056
Ask depth 10: 3529
Bid depth 20: 11205
Ask depth 20: 10646
Imbalance 5: -0.269338
Imbalance 10: -0.07183
Imbalance 20: 0.025582
Top bid size: 7
Top ask size: 155
Bid wall score: 0.000625
Ask wall score: 0.014559

Dynamics

Bid depth 5 delta: -214
Ask depth 5 delta: -11
Imbalance 5 delta: -0.095995
Bid depth 10 delta: 216
Ask depth 10 delta: 184
Imbalance 10 delta: 0.009819
Spread delta: 0
Mid price delta: -0.0021
Wall shift score: -0.004877

Tape

Buy volume: 2598
Sell volume: 3978
Buy/sell delta: -1380
Buy/sell ratio: 0.653092
Avg trade size: 65.76
Large trade count: 6
Largest trade size: 527

Candle

Return 1: -0.508175
Return 3: 0.896258
Volume 1: 3012
Volume avg 5: 2910.4
Momentum 5: 0.200267

Cross Exchange

Mid avg: 0.45175375
Mid median: 0.45228
Price deviation %: -0.310733
Spread %: 0.585496

Funding / OI / Volume

Funding rate: -0.000152
Funding delta: 0
Funding abs: 0.000152
Funding pressure: 0.000152
Open interest: -
Volume 24h: 9510588
Quote volume 24h: 52442260.785
Price change 24h %: -13.99

Quality

Capture latency ms: 4707
Order book timestamp: 2026-07-03 09:34:46.364000+02:00
Ticker timestamp: 2026-07-03 09:34:43.751000+02:00
Trades timestamp: 2026-07-03 09:34:45.550000+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: 0.44708
Best ask: 0.45273
Spread: 0.00565
Spread %: 1.255821
Mid price: 0.449905
Last price: 0.45205
Mark price: -
Index price: -

Order Book

Bid depth 5: 5669
Ask depth 5: 4554
Bid depth 10: 11920
Ask depth 10: 11354
Bid depth 20: 104245
Ask depth 20: 82140
Imbalance 5: 0.109068
Imbalance 10: 0.024319
Imbalance 20: 0.118599
Top bid size: 1206
Top ask size: 1206
Bid wall score: 0.011569
Ask wall score: 0.014682

Dynamics

Bid depth 5 delta: -81
Ask depth 5 delta: 666
Imbalance 5 delta: -0.084126
Bid depth 10 delta: 2571
Ask depth 10 delta: -40032
Imbalance 10 delta: 0.716457
Spread delta: 0.00055
Mid price delta: -0.004335
Wall shift score: -0.008937

Tape

Buy volume: 17394
Sell volume: 41436
Buy/sell delta: -24042
Buy/sell ratio: 0.41978
Avg trade size: 588.3
Large trade count: 5
Largest trade size: 5294

Candle

Return 1: 1.35423
Return 3: 1.35423
Volume 1: 2
Volume avg 5: 1.2
Momentum 5: 0.453323

Cross Exchange

Mid avg: 0.4528375
Mid median: 0.4525
Price deviation %: -0.647583
Spread %: 0.470367

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 178279
Volume 24h: 2089240
Quote volume 24h: 2089240
Price change 24h %: -14.081803

Quality

Capture latency ms: 47913
Order book timestamp: 2026-07-03 09:34:41.336000+02:00
Ticker timestamp: 2026-07-03 09:34:42.008000+02:00
Trades timestamp: 2026-07-03 09:34:06.629000+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: 0.45163
Best ask: 0.45259
Spread: 0.00096
Spread %: 0.212338
Mid price: 0.45211
Last price: 0.45199
Mark price: 0.45236
Index price: 0.453153

Order Book

Bid depth 5: 19
Ask depth 5: 21
Bid depth 10: 121
Ask depth 10: 119
Bid depth 20: 247
Ask depth 20: 148
Imbalance 5: -0.05
Imbalance 10: 0.008333
Imbalance 20: 0.250633
Top bid size: 4
Top ask size: 4
Bid wall score: 0.016194
Ask wall score: 0.027027

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 4
Imbalance 5 delta: -0.05
Bid depth 10 delta: 1
Ask depth 10 delta: 5
Imbalance 10 delta: -0.017308
Spread delta: 0.00027
Mid price delta: 0.002245
Wall shift score: 0.011392

Tape

Buy volume: 108
Sell volume: 196
Buy/sell delta: -88
Buy/sell ratio: 0.55102
Avg trade size: 3.04
Large trade count: 10
Largest trade size: 15

Candle

Return 1: 0.551712
Return 3: 0.928924
Volume 1: 113
Volume avg 5: 43.8
Momentum 5: 0.201738

Cross Exchange

Mid avg: 0.45227625
Mid median: 0.4525
Price deviation %: -0.036759
Spread %: 0.967329

Funding / OI / Volume

Funding rate: -0.000188
Funding delta: 0.000011
Funding abs: 0.000188
Funding pressure: 0.000199
Open interest: -
Volume 24h: 21514600
Quote volume 24h: 11454405
Price change 24h %: -48.1

Quality

Capture latency ms: 10437
Order book timestamp: 2026-07-03 09:33:41+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:44.005000+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: 0.4525
Best ask: 0.4526
Spread: 0.0001
Spread %: 0.022097
Mid price: 0.45255
Last price: 0.4529
Mark price: -
Index price: -

Order Book

Bid depth 5: 5870
Ask depth 5: 4107
Bid depth 10: 16546
Ask depth 10: 12089
Bid depth 20: 26862
Ask depth 20: 25532
Imbalance 5: 0.176706
Imbalance 10: 0.155649
Imbalance 20: 0.025385
Top bid size: 215
Top ask size: 68
Bid wall score: 0.008004
Ask wall score: 0.002663

Dynamics

Bid depth 5 delta: -2020
Ask depth 5 delta: 99
Imbalance 5 delta: -0.149567
Bid depth 10 delta: 192
Ask depth 10 delta: -738
Imbalance 10 delta: 0.034782
Spread delta: 0
Mid price delta: 0.0038
Wall shift score: 0.001926

Tape

Buy volume: 13492
Sell volume: 17750
Buy/sell delta: -4258
Buy/sell ratio: 0.760113
Avg trade size: 312.42
Large trade count: 10
Largest trade size: 7462

Candle

Return 1: 0.48878
Return 3: 1.072626
Volume 1: 61243
Volume avg 5: 89203
Momentum 5: 0.266016

Cross Exchange

Mid avg: 0.45132625
Mid median: 0.4511575
Price deviation %: 0.271145
Spread %: 1.216415

Funding / OI / Volume

Funding rate: -0.00015205
Funding delta: 0
Funding abs: 0.00015205
Funding pressure: 0.00015205
Open interest: 22060378
Volume 24h: 357827076
Quote volume 24h: 196670427.84724
Price change 24h %: -49.107

Quality

Capture latency ms: 6195
Order book timestamp: 2026-07-03 09:33:29.667000+02:00
Ticker timestamp: 2026-07-03 09:33:21.807000+02:00
Trades timestamp: 2026-07-03 09:33:31.084000+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: 0.4524
Best ask: 0.4525
Spread: 0.0001
Spread %: 0.022102
Mid price: 0.45245
Last price: 0.4529
Mark price: -
Index price: 0.4528

Order Book

Bid depth 5: 1135
Ask depth 5: 1611
Bid depth 10: 2840
Ask depth 10: 3345
Bid depth 20: 13286
Ask depth 20: 6055
Imbalance 5: -0.173343
Imbalance 10: -0.081649
Imbalance 20: 0.373869
Top bid size: 53
Top ask size: 79
Bid wall score: 0.003989
Ask wall score: 0.013047

Dynamics

Bid depth 5 delta: 116
Ask depth 5 delta: 547
Imbalance 5 delta: -0.15174
Bid depth 10 delta: 516
Ask depth 10 delta: -447
Imbalance 10 delta: 0.158377
Spread delta: 0
Mid price delta: 0.0036
Wall shift score: -0.008555

Tape

Buy volume: 1691
Sell volume: 3835
Buy/sell delta: -2144
Buy/sell ratio: 0.440939
Avg trade size: 55.26
Large trade count: 6
Largest trade size: 504

Candle

Return 1: 0.44405
Return 3: 1.027244
Volume 1: 3015
Volume avg 5: 2457.2
Momentum 5: 0.377191

Cross Exchange

Mid avg: 0.45042625
Mid median: 0.4493575
Price deviation %: 0.449297
Spread %: 1.218845

Funding / OI / Volume

Funding rate: -0.000152
Funding delta: -0.000007
Funding abs: 0.000152
Funding pressure: 0.000159
Open interest: -
Volume 24h: 9505736
Quote volume 24h: 52420338.653
Price change 24h %: -13.55

Quality

Capture latency ms: 4821
Order book timestamp: 2026-07-03 09:33:23.795000+02:00
Ticker timestamp: 2026-07-03 09:33:22.824000+02:00
Trades timestamp: 2026-07-03 09:33:24.581000+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: 0.45169
Best ask: 0.45679
Spread: 0.0051
Spread %: 1.122754
Mid price: 0.45424
Last price: 0.44601
Mark price: -
Index price: -

Order Book

Bid depth 5: 5750
Ask depth 5: 3888
Bid depth 10: 9349
Ask depth 10: 51386
Bid depth 20: 60953
Ask depth 20: 93453
Imbalance 5: 0.193194
Imbalance 10: -0.692138
Imbalance 20: -0.210484
Top bid size: 398
Top ask size: 66
Bid wall score: 0.00653
Ask wall score: 0.000706

Dynamics

Bid depth 5 delta: -1268
Ask depth 5 delta: -5343
Imbalance 5 delta: 0.329387
Bid depth 10 delta: -1768
Ask depth 10 delta: 34504
Imbalance 10 delta: -0.486238
Spread delta: 0.00378
Mid price delta: 0.00559
Wall shift score: -0.029753

Tape

Buy volume: 17394
Sell volume: 41886
Buy/sell delta: -24492
Buy/sell ratio: 0.41527
Avg trade size: 592.8
Large trade count: 5
Largest trade size: 5294

Candle

Return 1: 0
Return 3: -0.888869
Volume 1: 0
Volume avg 5: 210
Momentum 5: -2.113511

Cross Exchange

Mid avg: 0.44902875
Mid median: 0.4488
Price deviation %: 1.16056
Spread %: 0.270584

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 178279
Volume 24h: 2094792
Quote volume 24h: 2094792
Price change 24h %: -15.229787

Quality

Capture latency ms: 5859
Order book timestamp: 2026-07-03 09:33:19.136000+02:00
Ticker timestamp: 2026-07-03 09:33:19.436000+02:00
Trades timestamp: 2026-07-03 09:31:55.824000+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: 0.44952
Best ask: 0.45021
Spread: 0.00069
Spread %: 0.153379
Mid price: 0.449865
Last price: 0.44951
Mark price: 0.44951
Index price: 0.449728

Order Book

Bid depth 5: 17
Ask depth 5: 17
Bid depth 10: 120
Ask depth 10: 114
Bid depth 20: 154
Ask depth 20: 142
Imbalance 5: 0
Imbalance 10: 0.025641
Imbalance 20: 0.040541
Top bid size: 2
Top ask size: 5
Bid wall score: 0.012987
Ask wall score: 0.035211

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -3
Imbalance 5 delta: 0.052632
Bid depth 10 delta: 87
Ask depth 10 delta: 0
Imbalance 10 delta: 0.576661
Spread delta: -0.00012
Mid price delta: 0.0001
Wall shift score: -0.021952

Tape

Buy volume: 117
Sell volume: 108
Buy/sell delta: 9
Buy/sell ratio: 1.083333
Avg trade size: 2.25
Large trade count: 5
Largest trade size: 15

Candle

Return 1: 0.527787
Return 3: -0.108889
Volume 1: 26
Volume avg 5: 36.4
Momentum 5: -1.343195

Cross Exchange

Mid avg: 0.44900375
Mid median: 0.4488
Price deviation %: 0.191814
Spread %: 0.248328

Funding / OI / Volume

Funding rate: -0.000199
Funding delta: 0
Funding abs: 0.000199
Funding pressure: 0.000199
Open interest: -
Volume 24h: 21503300
Quote volume 24h: 11449295
Price change 24h %: -49.29

Quality

Capture latency ms: 11028
Order book timestamp: 2026-07-03 09:32:56+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:43.966000+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: 0.4487
Best ask: 0.4488
Spread: 0.0001
Spread %: 0.022284
Mid price: 0.44875
Last price: 0.4485
Mark price: -
Index price: -

Order Book

Bid depth 5: 7890
Ask depth 5: 4008
Bid depth 10: 16354
Ask depth 10: 12827
Bid depth 20: 32646
Ask depth 20: 26994
Imbalance 5: 0.326273
Imbalance 10: 0.120866
Imbalance 20: 0.094769
Top bid size: 126
Top ask size: 12
Bid wall score: 0.00386
Ask wall score: 0.000445

Dynamics

Bid depth 5 delta: 3379
Ask depth 5 delta: 2124
Imbalance 5 delta: -0.084516
Bid depth 10 delta: -1118
Ask depth 10 delta: 1696
Imbalance 10 delta: -0.100824
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: -0.021163

Tape

Buy volume: 16233
Sell volume: 6209
Buy/sell delta: 10024
Buy/sell ratio: 2.614431
Avg trade size: 224.42
Large trade count: 10
Largest trade size: 1776

Candle

Return 1: 0.223264
Return 3: -0.133482
Volume 1: 69013
Volume avg 5: 120647.4
Momentum 5: -1.427317

Cross Exchange

Mid avg: 0.44880375
Mid median: 0.44875
Price deviation %: -0.011976
Spread %: 0.404408

Funding / OI / Volume

Funding rate: -0.00015205
Funding delta: 0
Funding abs: 0.00015205
Funding pressure: 0.00015205
Open interest: 22050301
Volume 24h: 359254671
Quote volume 24h: 197983902.43021
Price change 24h %: -51.414

Quality

Capture latency ms: 7646
Order book timestamp: 2026-07-03 09:32:44.887000+02:00
Ticker timestamp: 2026-07-03 09:32:37.763000+02:00
Trades timestamp: 2026-07-03 09:32:46.374000+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: 0.4488
Best ask: 0.4489
Spread: 0.0001
Spread %: 0.022279
Mid price: 0.44885
Last price: 0.4489
Mark price: -
Index price: 0.4495

Order Book

Bid depth 5: 1019
Ask depth 5: 1064
Bid depth 10: 2324
Ask depth 10: 3792
Bid depth 20: 32264
Ask depth 20: 8736
Imbalance 5: -0.021603
Imbalance 10: -0.240026
Imbalance 20: 0.573854
Top bid size: 17
Top ask size: 9
Bid wall score: 0.000527
Ask wall score: 0.00103

Dynamics

Bid depth 5 delta: -686
Ask depth 5 delta: -137
Imbalance 5 delta: -0.195038
Bid depth 10 delta: -2203
Ask depth 10 delta: 793
Imbalance 10 delta: -0.443056
Spread delta: 0
Mid price delta: 0.0024
Wall shift score: -0.009098

Tape

Buy volume: 2498
Sell volume: 2746
Buy/sell delta: -248
Buy/sell ratio: 0.909687
Avg trade size: 52.44
Large trade count: 6
Largest trade size: 504

Candle

Return 1: 0.515348
Return 3: -0.178015
Volume 1: 3095
Volume avg 5: 2583.8
Momentum 5: -1.536435

Cross Exchange

Mid avg: 0.44820375
Mid median: 0.4483
Price deviation %: 0.144187
Spread %: 0.739619

Funding / OI / Volume

Funding rate: -0.000145
Funding delta: -0.000009
Funding abs: 0.000145
Funding pressure: 0.000154
Open interest: -
Volume 24h: 9504634
Quote volume 24h: 52415351.254
Price change 24h %: -14.31

Quality

Capture latency ms: 4345
Order book timestamp: 2026-07-03 09:32:37.309000+02:00
Ticker timestamp: 2026-07-03 09:32:34.757000+02:00
Trades timestamp: 2026-07-03 09:32:37.680000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 25438
gate: 25439
htx: 25250
mexc: 25436

By Symbol

VELVET/USDT:USDT: 101563

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