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: 101953
Total labels: 305859
Pending labels: 286376
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 17:45:55.466228+02:00
Recent trades snapshots: 101945
Micro candles: 2038860
Avg data quality: 75.9211997567530455
Latest latency: 6192 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 220 of 10196 · 101953 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 10:49:31.282584+02:00	mexc	VELVET/USDT:USDT	0.44815	68	5952 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 10:49:25.191939+02:00	htx	VELVET/USDT:USDT	0.448445	80	5908 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 10:49:05.573314+02:00	gate	VELVET/USDT:USDT	0.44906	68	10523 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 10:48:54.843483+02:00	binance	VELVET/USDT:USDT	0.44855	80	6908 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 10:48:47.699184+02:00	mexc	VELVET/USDT:USDT	0.44845	78	4417 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 10:48:42.999385+02:00	htx	VELVET/USDT:USDT	0.44895	80	6360 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 10:48:21.209151+02:00	gate	VELVET/USDT:USDT	0.448365	68	11485 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 10:48:09.089372+02:00	binance	VELVET/USDT:USDT	0.44825	80	8177 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 10:48:00.677974+02:00	mexc	VELVET/USDT:USDT	0.44835	68	6469 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 10:47:53.853141+02:00	htx	VELVET/USDT:USDT	0.4488	80	5628 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4481
Best ask: 0.4482
Spread: 0.0001
Spread %: 0.022314
Mid price: 0.44815
Last price: 0.4487
Mark price: -
Index price: 0.4491

Order Book

Bid depth 5: 1047
Ask depth 5: 1467
Bid depth 10: 3344
Ask depth 10: 3343
Bid depth 20: 12808
Ask depth 20: 8509
Imbalance 5: -0.167064
Imbalance 10: 0.00015
Imbalance 20: 0.20167
Top bid size: 7
Top ask size: 153
Bid wall score: 0.000547
Ask wall score: 0.017981

Dynamics

Bid depth 5 delta: 91
Ask depth 5 delta: 630
Imbalance 5 delta: -0.233434
Bid depth 10 delta: 479
Ask depth 10 delta: -1493
Imbalance 10 delta: 0.25609
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: -0.026708

Tape

Buy volume: 2994
Sell volume: 3312
Buy/sell delta: -318
Buy/sell ratio: 0.903986
Avg trade size: 63.06
Large trade count: 8
Largest trade size: 600

Candle

Return 1: 0.066905
Return 3: 0.447728
Volume 1: 404
Volume avg 5: 1999.4
Momentum 5: 0.066905

Cross Exchange

Mid avg: 0.44862625
Mid median: 0.4485
Price deviation %: -0.106157
Spread %: 0.137085

Funding / OI / Volume

Funding rate: -0.000163
Funding delta: 0
Funding abs: 0.000163
Funding pressure: 0.000163
Open interest: -
Volume 24h: 9077710
Quote volume 24h: 47527550.703
Price change 24h %: -14.35

Quality

Capture latency ms: 5952
Order book timestamp: 2026-07-03 10:49:29.618000+02:00
Ticker timestamp: 2026-07-03 10:49:28.773000+02:00
Trades timestamp: 2026-07-03 10:49:19.950000+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: 0.44779
Best ask: 0.4491
Spread: 0.00131
Spread %: 0.292121
Mid price: 0.448445
Last price: 0.44935
Mark price: -
Index price: -

Order Book

Bid depth 5: 20611
Ask depth 5: 10200
Bid depth 10: 26851
Ask depth 10: 30215
Bid depth 20: 39114
Ask depth 20: 39837
Imbalance 5: 0.337899
Imbalance 10: -0.058949
Imbalance 20: -0.009158
Top bid size: 694
Top ask size: 86
Bid wall score: 0.017743
Ask wall score: 0.002159

Dynamics

Bid depth 5 delta: 3654
Ask depth 5 delta: 3931
Imbalance 5 delta: -0.122275
Bid depth 10 delta: 4727
Ask depth 10 delta: 1453
Imbalance 10 delta: 0.071499
Spread delta: -0.00001
Mid price delta: -0.000505
Wall shift score: 0.013905

Tape

Buy volume: 6236
Sell volume: 15582
Buy/sell delta: -9346
Buy/sell ratio: 0.400205
Avg trade size: 218.18
Large trade count: 5
Largest trade size: 2144

Candle

Return 1: 0
Return 3: -0.341547
Volume 1: 0
Volume avg 5: 125.6
Momentum 5: 0.247635

Cross Exchange

Mid avg: 0.4487525
Mid median: 0.44875
Price deviation %: -0.068523
Spread %: 0.135932

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 178418
Volume 24h: 1857774
Quote volume 24h: 1857774
Price change 24h %: -14.594975

Quality

Capture latency ms: 5908
Order book timestamp: 2026-07-03 10:49:23.637000+02:00
Ticker timestamp: 2026-07-03 10:49:24.034000+02:00
Trades timestamp: 2026-07-03 10:48:43.207000+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: 0.44858
Best ask: 0.44954
Spread: 0.00096
Spread %: 0.21378
Mid price: 0.44906
Last price: 0.44779
Mark price: 0.44872
Index price: 0.448785

Order Book

Bid depth 5: 19
Ask depth 5: 16
Bid depth 10: 37
Ask depth 10: 120
Bid depth 20: 157
Ask depth 20: 155
Imbalance 5: 0.085714
Imbalance 10: -0.528662
Imbalance 20: 0.00641
Top bid size: 2
Top ask size: 1
Bid wall score: 0.012739
Ask wall score: 0.006452

Dynamics

Bid depth 5 delta: -82
Ask depth 5 delta: -1
Imbalance 5 delta: -0.62615
Bid depth 10 delta: -84
Ask depth 10 delta: 2
Imbalance 10 delta: -0.541215
Spread delta: 0.00015
Mid price delta: 0.000695
Wall shift score: 0.006244

Tape

Buy volume: 176
Sell volume: 173
Buy/sell delta: 3
Buy/sell ratio: 1.017341
Avg trade size: 3.49
Large trade count: 10
Largest trade size: 22

Candle

Return 1: 0
Return 3: 0.154328
Volume 1: 0
Volume avg 5: 17
Momentum 5: -0.176111

Cross Exchange

Mid avg: 0.44857875
Mid median: 0.4485
Price deviation %: 0.107283
Spread %: 0.130412

Funding / OI / Volume

Funding rate: -0.000176
Funding delta: 0.000004
Funding abs: 0.000176
Funding pressure: 0.00018
Open interest: -
Volume 24h: 18924200
Quote volume 24h: 9746932
Price change 24h %: -20.76

Quality

Capture latency ms: 10523
Order book timestamp: 2026-07-03 10:49:04+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:48.535000+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: 0.4485
Best ask: 0.4486
Spread: 0.0001
Spread %: 0.022294
Mid price: 0.44855
Last price: 0.4493
Mark price: -
Index price: -

Order Book

Bid depth 5: 4175
Ask depth 5: 6588
Bid depth 10: 10452
Ask depth 10: 12572
Bid depth 20: 23274
Ask depth 20: 26953
Imbalance 5: -0.224194
Imbalance 10: -0.092078
Imbalance 20: -0.073247
Top bid size: 118
Top ask size: 125
Bid wall score: 0.00507
Ask wall score: 0.004638

Dynamics

Bid depth 5 delta: 1600
Ask depth 5 delta: -539
Imbalance 5 delta: 0.244988
Bid depth 10 delta: -3181
Ask depth 10 delta: -3589
Imbalance 10 delta: -0.007229
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: -0.001334

Tape

Buy volume: 19726
Sell volume: 5237
Buy/sell delta: 14489
Buy/sell ratio: 3.76666
Avg trade size: 249.63
Large trade count: 6
Largest trade size: 3593

Candle

Return 1: 0.044603
Return 3: -0.620292
Volume 1: 35392
Volume avg 5: 91283.6
Momentum 5: 0.537875

Cross Exchange

Mid avg: 0.44850375
Mid median: 0.4484075
Price deviation %: 0.010312
Spread %: 0.156075

Funding / OI / Volume

Funding rate: -0.00016341
Funding delta: 0
Funding abs: 0.00016341
Funding pressure: 0.00016341
Open interest: 22832732
Volume 24h: 306610056
Quote volume 24h: 159306503.58412
Price change 24h %: -21.956

Quality

Capture latency ms: 6908
Order book timestamp: 2026-07-03 10:48:52.650000+02:00
Ticker timestamp: 2026-07-03 10:48:41.670000+02:00
Trades timestamp: 2026-07-03 10:48:53.646000+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: 0.4484
Best ask: 0.4485
Spread: 0.0001
Spread %: 0.022299
Mid price: 0.44845
Last price: 0.4492
Mark price: -
Index price: 0.4487

Order Book

Bid depth 5: 956
Ask depth 5: 837
Bid depth 10: 2865
Ask depth 10: 4836
Bid depth 20: 5666
Ask depth 20: 16540
Imbalance 5: 0.066369
Imbalance 10: -0.255941
Imbalance 20: -0.489687
Top bid size: 57
Top ask size: 13
Bid wall score: 0.01006
Ask wall score: 0.000786

Dynamics

Bid depth 5 delta: -216
Ask depth 5 delta: -811
Imbalance 5 delta: 0.235164
Bid depth 10 delta: 40
Ask depth 10 delta: 678
Imbalance 10 delta: -0.065049
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.003968

Tape

Buy volume: 2902
Sell volume: 3524
Buy/sell delta: -622
Buy/sell ratio: 0.823496
Avg trade size: 64.26
Large trade count: 9
Largest trade size: 600

Candle

Return 1: 0.022297
Return 3: -0.598272
Volume 1: 1534
Volume avg 5: 2560.6
Momentum 5: 0.537875

Cross Exchange

Mid avg: 0.44847875
Mid median: 0.4483575
Price deviation %: -0.006411
Spread %: 0.156083

Funding / OI / Volume

Funding rate: -0.000163
Funding delta: 0
Funding abs: 0.000163
Funding pressure: 0.000163
Open interest: -
Volume 24h: 9076150
Quote volume 24h: 47520542.296
Price change 24h %: -14.25

Quality

Capture latency ms: 4417
Order book timestamp: 2026-07-03 10:48:45.860000+02:00
Ticker timestamp: 2026-07-03 10:48:43.881000+02:00
Trades timestamp: 2026-07-03 10:48:45.790000+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: 0.44829
Best ask: 0.44961
Spread: 0.00132
Spread %: 0.294019
Mid price: 0.44895
Last price: 0.45047
Mark price: -
Index price: -

Order Book

Bid depth 5: 16957
Ask depth 5: 6269
Bid depth 10: 22124
Ask depth 10: 28762
Bid depth 20: 31484
Ask depth 20: 38382
Imbalance 5: 0.460174
Imbalance 10: -0.130448
Imbalance 20: -0.098732
Top bid size: 641
Top ask size: 717
Bid wall score: 0.02036
Ask wall score: 0.018681

Dynamics

Bid depth 5 delta: -814
Ask depth 5 delta: -4824
Imbalance 5 delta: 0.228813
Bid depth 10 delta: -1158
Ask depth 10 delta: -3557
Imbalance 10 delta: 0.032085
Spread delta: -0.0001
Mid price delta: 0.00015
Wall shift score: 0.005064

Tape

Buy volume: 6112
Sell volume: 15966
Buy/sell delta: -9854
Buy/sell ratio: 0.382813
Avg trade size: 220.78
Large trade count: 5
Largest trade size: 2144

Candle

Return 1: -0.093149
Return 3: -0.093149
Volume 1: 284
Volume avg 5: 100.8
Momentum 5: 0.497501

Cross Exchange

Mid avg: 0.44844125
Mid median: 0.4483575
Price deviation %: 0.113449
Spread %: 0.122647

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 178357
Volume 24h: 1860350
Quote volume 24h: 1860350
Price change 24h %: -14.382104

Quality

Capture latency ms: 6360
Order book timestamp: 2026-07-03 10:48:40.237000+02:00
Ticker timestamp: 2026-07-03 10:48:41.677000+02:00
Trades timestamp: 2026-07-03 10:48:17.832000+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: 0.44796
Best ask: 0.44877
Spread: 0.00081
Spread %: 0.180656
Mid price: 0.448365
Last price: 0.44841
Mark price: 0.44807
Index price: 0.44814

Order Book

Bid depth 5: 101
Ask depth 5: 17
Bid depth 10: 121
Ask depth 10: 118
Bid depth 20: 152
Ask depth 20: 153
Imbalance 5: 0.711864
Imbalance 10: 0.012552
Imbalance 20: -0.003279
Top bid size: 1
Top ask size: 1
Bid wall score: 0.006579
Ask wall score: 0.006536

Dynamics

Bid depth 5 delta: 62
Ask depth 5 delta: -4
Imbalance 5 delta: 0.411864
Bid depth 10 delta: -16
Ask depth 10 delta: -3
Imbalance 10 delta: -0.049463
Spread delta: 0.00003
Mid price delta: 0.000685
Wall shift score: -0.116382

Tape

Buy volume: 177
Sell volume: 188
Buy/sell delta: -11
Buy/sell ratio: 0.941489
Avg trade size: 3.65
Large trade count: 11
Largest trade size: 22

Candle

Return 1: -0.186978
Return 3: -0.688785
Volume 1: 2
Volume avg 5: 30.4
Momentum 5: 0.394045

Cross Exchange

Mid avg: 0.44827
Mid median: 0.4483
Price deviation %: 0.021193
Spread %: 0.249849

Funding / OI / Volume

Funding rate: -0.00018
Funding delta: 0.000024
Funding abs: 0.00018
Funding pressure: 0.000204
Open interest: -
Volume 24h: 18924000
Quote volume 24h: 9746843
Price change 24h %: -20.65

Quality

Capture latency ms: 11485
Order book timestamp: 2026-07-03 10:48:19+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:48.480000+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: 0.4482
Best ask: 0.4483
Spread: 0.0001
Spread %: 0.022309
Mid price: 0.44825
Last price: 0.4483
Mark price: -
Index price: -

Order Book

Bid depth 5: 2575
Ask depth 5: 7127
Bid depth 10: 13633
Ask depth 10: 16161
Bid depth 20: 29362
Ask depth 20: 31637
Imbalance 5: -0.469182
Imbalance 10: -0.084849
Imbalance 20: -0.037296
Top bid size: 76
Top ask size: 26
Bid wall score: 0.002588
Ask wall score: 0.000822

Dynamics

Bid depth 5 delta: -3011
Ask depth 5 delta: 1934
Imbalance 5 delta: -0.505641
Bid depth 10 delta: -1427
Ask depth 10 delta: 2825
Imbalance 10 delta: -0.145562
Spread delta: -0.0001
Mid price delta: 0.00125
Wall shift score: -0.026005

Tape

Buy volume: 6451
Sell volume: 12031
Buy/sell delta: -5580
Buy/sell ratio: 0.536198
Avg trade size: 184.82
Large trade count: 7
Largest trade size: 1327

Candle

Return 1: -0.066905
Return 3: -0.731059
Volume 1: 5550
Volume avg 5: 85315.2
Momentum 5: 0.425818

Cross Exchange

Mid avg: 0.4479575
Mid median: 0.448015
Price deviation %: 0.065296
Spread %: 0.401824

Funding / OI / Volume

Funding rate: -0.00016341
Funding delta: 0
Funding abs: 0.00016341
Funding pressure: 0.00016341
Open interest: 22823130
Volume 24h: 306978783
Quote volume 24h: 159520952.44482
Price change 24h %: -21.282

Quality

Capture latency ms: 8177
Order book timestamp: 2026-07-03 10:48:06.682000+02:00
Ticker timestamp: 2026-07-03 10:47:56.938000+02:00
Trades timestamp: 2026-07-03 10:48:08.231000+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: 0.4483
Best ask: 0.4484
Spread: 0.0001
Spread %: 0.022304
Mid price: 0.44835
Last price: 0.4486
Mark price: -
Index price: 0.4483

Order Book

Bid depth 5: 1172
Ask depth 5: 1648
Bid depth 10: 2825
Ask depth 10: 4158
Bid depth 20: 11085
Ask depth 20: 14825
Imbalance 5: -0.168794
Imbalance 10: -0.190892
Imbalance 20: -0.144346
Top bid size: 82
Top ask size: 31
Bid wall score: 0.007397
Ask wall score: 0.002091

Dynamics

Bid depth 5 delta: -1103
Ask depth 5 delta: 566
Imbalance 5 delta: -0.524171
Bid depth 10 delta: -1242
Ask depth 10 delta: 851
Imbalance 10 delta: -0.293957
Spread delta: -0.0001
Mid price delta: 0.00205
Wall shift score: 0.00848

Tape

Buy volume: 2007
Sell volume: 3800
Buy/sell delta: -1793
Buy/sell ratio: 0.528158
Avg trade size: 58.07
Large trade count: 8
Largest trade size: 306

Candle

Return 1: 0.425341
Return 3: 0.044603
Volume 1: 1925
Volume avg 5: 2987
Momentum 5: 0.425341

Cross Exchange

Mid avg: 0.447445
Mid median: 0.44734
Price deviation %: 0.202259
Spread %: 0.558728

Funding / OI / Volume

Funding rate: -0.000163
Funding delta: 0
Funding abs: 0.000163
Funding pressure: 0.000163
Open interest: -
Volume 24h: 9075717
Quote volume 24h: 47518600.863
Price change 24h %: -14.37

Quality

Capture latency ms: 6469
Order book timestamp: 2026-07-03 10:47:59.123000+02:00
Ticker timestamp: 2026-07-03 10:47:58.751000+02:00
Trades timestamp: 2026-07-03 10:47:53.208000+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: 0.44809
Best ask: 0.44951
Spread: 0.00142
Spread %: 0.316399
Mid price: 0.4488
Last price: 0.45089
Mark price: -
Index price: -

Order Book

Bid depth 5: 17771
Ask depth 5: 11093
Bid depth 10: 23282
Ask depth 10: 32319
Bid depth 20: 36677
Ask depth 20: 41944
Imbalance 5: 0.231361
Imbalance 10: -0.162533
Imbalance 20: -0.066992
Top bid size: 578
Top ask size: 803
Bid wall score: 0.015759
Ask wall score: 0.019145

Dynamics

Bid depth 5 delta: -11336
Ask depth 5 delta: 4059
Imbalance 5 delta: -0.379386
Bid depth 10 delta: -13390
Ask depth 10 delta: 4908
Imbalance 10 delta: -0.307049
Spread delta: 0
Mid price delta: 0.0024
Wall shift score: -0.021628

Tape

Buy volume: 5830
Sell volume: 15968
Buy/sell delta: -10138
Buy/sell ratio: 0.365105
Avg trade size: 217.98
Large trade count: 5
Largest trade size: 2144

Candle

Return 1: 0
Return 3: 0.591201
Volume 1: 0
Volume avg 5: 46
Momentum 5: 0.342717

Cross Exchange

Mid avg: 0.446845
Mid median: 0.4467
Price deviation %: 0.437512
Spread %: 0.308832

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 178357
Volume 24h: 1862290
Quote volume 24h: 1862290
Price change 24h %: -14.302277

Quality

Capture latency ms: 5628
Order book timestamp: 2026-07-03 10:47:52.295000+02:00
Ticker timestamp: 2026-07-03 10:47:52.662000+02:00
Trades timestamp: 2026-07-03 10:45:59.677000+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: 25536
gate: 25537
htx: 25347
mexc: 25534

By Symbol

VELVET/USDT:USDT: 101954

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