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: 102314
Total labels: 306942
Pending labels: 287459
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 18:54:07.469529+02:00
Recent trades snapshots: 102306
Micro candles: 2046080
Avg data quality: 75.9192290400140743
Latest latency: 10197 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 221 of 10232 · 102314 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 11:58:32.832803+02:00	mexc	VELVET/USDT:USDT	0.42425	68	6243 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 11:58:26.507267+02:00	htx	VELVET/USDT:USDT	0.425715	80	6163 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 11:58:07.634909+02:00	gate	VELVET/USDT:USDT	0.426145	68	10264 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 11:57:57.231579+02:00	binance	VELVET/USDT:USDT	0.4259	80	6329 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 11:57:50.677652+02:00	mexc	VELVET/USDT:USDT	0.42605	68	6742 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 11:57:43.725920+02:00	htx	VELVET/USDT:USDT	0.425995	90	4770 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 11:57:26.792955+02:00	gate	VELVET/USDT:USDT	0.42644	68	10444 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 11:57:15.956763+02:00	binance	VELVET/USDT:USDT	0.42535	80	8398 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 11:57:07.240117+02:00	mexc	VELVET/USDT:USDT	0.42615	78	4589 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 11:57:02.468938+02:00	htx	VELVET/USDT:USDT	0.426795	80	6149 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4242
Best ask: 0.4243
Spread: 0.0001
Spread %: 0.023571
Mid price: 0.42425
Last price: 0.424
Mark price: -
Index price: 0.425

Order Book

Bid depth 5: 1271
Ask depth 5: 1302
Bid depth 10: 3189
Ask depth 10: 4755
Bid depth 20: 15799
Ask depth 20: 16572
Imbalance 5: -0.012048
Imbalance 10: -0.19713
Imbalance 20: -0.023879
Top bid size: 11
Top ask size: 24
Bid wall score: 0.000696
Ask wall score: 0.001448

Dynamics

Bid depth 5 delta: -563
Ask depth 5 delta: 412
Imbalance 5 delta: -0.358597
Bid depth 10 delta: -651
Ask depth 10 delta: 1698
Imbalance 10 delta: -0.310658
Spread delta: 0
Mid price delta: -0.0018
Wall shift score: -0.009975

Tape

Buy volume: 2851
Sell volume: 4221
Buy/sell delta: -1370
Buy/sell ratio: 0.675432
Avg trade size: 70.72
Large trade count: 4
Largest trade size: 1594

Candle

Return 1: -0.422734
Return 3: -0.117786
Volume 1: 2437
Volume avg 5: 4352.6
Momentum 5: 0.094429

Cross Exchange

Mid avg: 0.4259525
Mid median: 0.425975
Price deviation %: -0.399692
Spread %: 0.10095

Funding / OI / Volume

Funding rate: -0.000219
Funding delta: 0
Funding abs: 0.000219
Funding pressure: 0.000219
Open interest: -
Volume 24h: 8799320
Quote volume 24h: 45009062.908
Price change 24h %: -19.06

Quality

Capture latency ms: 6243
Order book timestamp: 2026-07-03 11:58:31.198000+02:00
Ticker timestamp: 2026-07-03 11:58:28.971000+02:00
Trades timestamp: 2026-07-03 11:58:28.582000+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: 0.42402
Best ask: 0.42741
Spread: 0.00339
Spread %: 0.796307
Mid price: 0.425715
Last price: 0.42657
Mark price: -
Index price: -

Order Book

Bid depth 5: 2099
Ask depth 5: 5632
Bid depth 10: 5355
Ask depth 10: 56600
Bid depth 20: 18617
Ask depth 20: 99361
Imbalance 5: -0.456991
Imbalance 10: -0.827133
Imbalance 20: -0.684399
Top bid size: 60
Top ask size: 3195
Bid wall score: 0.003223
Ask wall score: 0.032155

Dynamics

Bid depth 5 delta: -7091
Ask depth 5 delta: -11496
Imbalance 5 delta: -0.155373
Bid depth 10 delta: -8440
Ask depth 10 delta: 30310
Imbalance 10 delta: -0.51542
Spread delta: 0.00204
Mid price delta: -0.00028
Wall shift score: -0.024143

Tape

Buy volume: 330
Sell volume: 44146
Buy/sell delta: -43816
Buy/sell ratio: 0.007475
Avg trade size: 444.76
Large trade count: 6
Largest trade size: 10970

Candle

Return 1: 0
Return 3: 0.33636
Volume 1: 0
Volume avg 5: 3675.6
Momentum 5: 0.171426

Cross Exchange

Mid avg: 0.4260225
Mid median: 0.4260225
Price deviation %: -0.072179
Spread %: 0.057509

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 179483
Volume 24h: 1959092
Quote volume 24h: 1959092
Price change 24h %: -18.924621

Quality

Capture latency ms: 6163
Order book timestamp: 2026-07-03 11:58:25.137000+02:00
Ticker timestamp: 2026-07-03 11:58:25.444000+02:00
Trades timestamp: 2026-07-03 11:57:44.520000+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: 0.4258
Best ask: 0.42649
Spread: 0.00069
Spread %: 0.161917
Mid price: 0.426145
Last price: 0.42629
Mark price: 0.42601
Index price: 0.426033

Order Book

Bid depth 5: 19
Ask depth 5: 14
Bid depth 10: 124
Ask depth 10: 116
Bid depth 20: 155
Ask depth 20: 151
Imbalance 5: 0.151515
Imbalance 10: 0.033333
Imbalance 20: 0.013072
Top bid size: 5
Top ask size: 2
Bid wall score: 0.032258
Ask wall score: 0.013245

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 0
Imbalance 5 delta: 0.084848
Bid depth 10 delta: 89
Ask depth 10 delta: -1
Imbalance 10 delta: 0.572807
Spread delta: -0.00017
Mid price delta: -0.000295
Wall shift score: 0.011772

Tape

Buy volume: 118
Sell volume: 151
Buy/sell delta: -33
Buy/sell ratio: 0.781457
Avg trade size: 2.69
Large trade count: 8
Largest trade size: 14

Candle

Return 1: -0.096086
Return 3: 0.244562
Volume 1: 2
Volume avg 5: 20.6
Momentum 5: 0.594662

Cross Exchange

Mid avg: 0.42609625
Mid median: 0.4260225
Price deviation %: 0.011441
Spread %: 0.126732

Funding / OI / Volume

Funding rate: -0.000086
Funding delta: 0.000008
Funding abs: 0.000086
Funding pressure: 0.000094
Open interest: -
Volume 24h: 17095400
Quote volume 24h: 8619262
Price change 24h %: -15.94

Quality

Capture latency ms: 10264
Order book timestamp: 2026-07-03 11:58:06+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:52.685000+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: 0.4258
Best ask: 0.426
Spread: 0.0002
Spread %: 0.046959
Mid price: 0.4259
Last price: 0.4261
Mark price: -
Index price: -

Order Book

Bid depth 5: 4688
Ask depth 5: 4825
Bid depth 10: 13964
Ask depth 10: 15973
Bid depth 20: 38109
Ask depth 20: 33732
Imbalance 5: -0.014401
Imbalance 10: -0.067108
Imbalance 20: 0.060926
Top bid size: 461
Top ask size: 830
Bid wall score: 0.012097
Ask wall score: 0.024606

Dynamics

Bid depth 5 delta: -5252
Ask depth 5 delta: -1075
Imbalance 5 delta: -0.269452
Bid depth 10 delta: -13927
Ask depth 10 delta: 937
Imbalance 10 delta: -0.366569
Spread delta: -0.0001
Mid price delta: 0.00055
Wall shift score: -0.115332

Tape

Buy volume: 26627
Sell volume: 35548
Buy/sell delta: -8921
Buy/sell ratio: 0.749044
Avg trade size: 621.75
Large trade count: 7
Largest trade size: 20835

Candle

Return 1: 0.282486
Return 3: -0.327562
Volume 1: 145443
Volume avg 5: 153364.6
Momentum 5: -0.16405

Cross Exchange

Mid avg: 0.42595875
Mid median: 0.4260225
Price deviation %: -0.013792
Spread %: 0.255893

Funding / OI / Volume

Funding rate: -0.00021974
Funding delta: 0
Funding abs: 0.00021974
Funding pressure: 0.00021974
Open interest: 23115886
Volume 24h: 279506717
Quote volume 24h: 141406450.83347
Price change 24h %: -16.418

Quality

Capture latency ms: 6329
Order book timestamp: 2026-07-03 11:57:55.072000+02:00
Ticker timestamp: 2026-07-03 11:57:49.369000+02:00
Trades timestamp: 2026-07-03 11:57:56.217000+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: 0.426
Best ask: 0.4261
Spread: 0.0001
Spread %: 0.023471
Mid price: 0.42605
Last price: 0.4256
Mark price: -
Index price: 0.426

Order Book

Bid depth 5: 1834
Ask depth 5: 890
Bid depth 10: 3840
Ask depth 10: 3057
Bid depth 20: 11668
Ask depth 20: 27558
Imbalance 5: 0.346549
Imbalance 10: 0.113528
Imbalance 20: -0.405088
Top bid size: 111
Top ask size: 8
Bid wall score: 0.009513
Ask wall score: 0.00029

Dynamics

Bid depth 5 delta: 1362
Ask depth 5 delta: -1226
Imbalance 5 delta: 0.981789
Bid depth 10 delta: 1482
Ask depth 10 delta: -862
Imbalance 10 delta: 0.362213
Spread delta: -0.0002
Mid price delta: -0.0001
Wall shift score: 0.012322

Tape

Buy volume: 2708
Sell volume: 5433
Buy/sell delta: -2725
Buy/sell ratio: 0.498435
Avg trade size: 81.41
Large trade count: 4
Largest trade size: 1594

Candle

Return 1: 0.141176
Return 3: -0.514259
Volume 1: 3964
Volume avg 5: 6038.2
Momentum 5: -0.281162

Cross Exchange

Mid avg: 0.42598375
Mid median: 0.4260725
Price deviation %: 0.015552
Spread %: 0.255878

Funding / OI / Volume

Funding rate: -0.000219
Funding delta: 0
Funding abs: 0.000219
Funding pressure: 0.000219
Open interest: -
Volume 24h: 8796804
Quote volume 24h: 44998377.38
Price change 24h %: -18.76

Quality

Capture latency ms: 6742
Order book timestamp: 2026-07-03 11:57:48.988000+02:00
Ticker timestamp: 2026-07-03 11:57:46.968000+02:00
Trades timestamp: 2026-07-03 11:57:46.451000+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: 0.42532
Best ask: 0.42667
Spread: 0.00135
Spread %: 0.316905
Mid price: 0.425995
Last price: 0.42657
Mark price: -
Index price: -

Order Book

Bid depth 5: 9190
Ask depth 5: 17128
Bid depth 10: 13795
Ask depth 10: 26290
Bid depth 20: 45439
Ask depth 20: 198067
Imbalance 5: -0.301619
Imbalance 10: -0.311713
Imbalance 20: -0.626794
Top bid size: 40
Top ask size: 1123
Bid wall score: 0.00088
Ask wall score: 0.00567

Dynamics

Bid depth 5 delta: 6720
Ask depth 5 delta: 9076
Imbalance 5 delta: 0.228889
Bid depth 10 delta: 4011
Ask depth 10 delta: -71617
Imbalance 10 delta: 0.506582
Spread delta: -0.0022
Mid price delta: -0.0008
Wall shift score: 0.006842

Tape

Buy volume: 330
Sell volume: 27442
Buy/sell delta: -27112
Buy/sell ratio: 0.012025
Avg trade size: 277.72
Large trade count: 5
Largest trade size: 4646

Candle

Return 1: 0.082117
Return 3: -0.466668
Volume 1: 186
Volume avg 5: 8397.2
Momentum 5: -0.077301

Cross Exchange

Mid avg: 0.42618375
Mid median: 0.426295
Price deviation %: -0.044288
Spread %: 0.339056

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 170758
Volume 24h: 1945312
Quote volume 24h: 1945312
Price change 24h %: -18.924621

Quality

Capture latency ms: 4770
Order book timestamp: 2026-07-03 11:57:42.337000+02:00
Ticker timestamp: 2026-07-03 11:57:42.714000+02:00
Trades timestamp: 2026-07-03 11:57:40.603000+02:00
Data quality score: 90
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: 0.42601
Best ask: 0.42687
Spread: 0.00086
Spread %: 0.20167
Mid price: 0.42644
Last price: 0.42628
Mark price: 0.42611
Index price: 0.426135

Order Book

Bid depth 5: 16
Ask depth 5: 14
Bid depth 10: 35
Ask depth 10: 117
Bid depth 20: 149
Ask depth 20: 152
Imbalance 5: 0.066667
Imbalance 10: -0.539474
Imbalance 20: -0.009967
Top bid size: 5
Top ask size: 4
Bid wall score: 0.033557
Ask wall score: 0.026316

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.036782
Bid depth 10 delta: -87
Ask depth 10 delta: 88
Imbalance 10 delta: -1.155368
Spread delta: 0.00021
Mid price delta: -0.000655
Wall shift score: 0.001199

Tape

Buy volume: 104
Sell volume: 152
Buy/sell delta: -48
Buy/sell ratio: 0.684211
Avg trade size: 2.56
Large trade count: 8
Largest trade size: 14

Candle

Return 1: 0.084523
Return 3: -0.271383
Volume 1: 6
Volume avg 5: 23.6
Momentum 5: -0.334339

Cross Exchange

Mid avg: 0.4263475
Mid median: 0.4264725
Price deviation %: 0.021696
Spread %: 0.409291

Funding / OI / Volume

Funding rate: -0.000094
Funding delta: -0.000012
Funding abs: 0.000094
Funding pressure: 0.000106
Open interest: -
Volume 24h: 17093900
Quote volume 24h: 8618622
Price change 24h %: -15.94

Quality

Capture latency ms: 10444
Order book timestamp: 2026-07-03 11:57:25+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:52.625000+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: 0.4252
Best ask: 0.4255
Spread: 0.0003
Spread %: 0.07053
Mid price: 0.42535
Last price: 0.4263
Mark price: -
Index price: -

Order Book

Bid depth 5: 9940
Ask depth 5: 5900
Bid depth 10: 27891
Ask depth 10: 15036
Bid depth 20: 44426
Ask depth 20: 32559
Imbalance 5: 0.255051
Imbalance 10: 0.299462
Imbalance 20: 0.154147
Top bid size: 5384
Top ask size: 598
Bid wall score: 0.12119
Ask wall score: 0.018367

Dynamics

Bid depth 5 delta: -18353
Ask depth 5 delta: -1386
Imbalance 5 delta: -0.335382
Bid depth 10 delta: -4900
Ask depth 10 delta: -2746
Imbalance 10 delta: 0.002683
Spread delta: 0.0001
Mid price delta: -0.00145
Wall shift score: 0.117031

Tape

Buy volume: 21888
Sell volume: 13324
Buy/sell delta: 8564
Buy/sell ratio: 1.64275
Avg trade size: 352.12
Large trade count: 10
Largest trade size: 5268

Candle

Return 1: 0.117702
Return 3: -0.491343
Volume 1: 30019
Volume avg 5: 130279.8
Momentum 5: -0.328099

Cross Exchange

Mid avg: 0.42671
Mid median: 0.4267975
Price deviation %: -0.318718
Spread %: 0.221462

Funding / OI / Volume

Funding rate: -0.00021974
Funding delta: 0
Funding abs: 0.00021974
Funding pressure: 0.00021974
Open interest: 23137914
Volume 24h: 279386704
Quote volume 24h: 141355328.10947
Price change 24h %: -16.379

Quality

Capture latency ms: 8398
Order book timestamp: 2026-07-03 11:57:13.648000+02:00
Ticker timestamp: 2026-07-03 11:57:05.306000+02:00
Trades timestamp: 2026-07-03 11:57:14.945000+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: 0.426
Best ask: 0.4263
Spread: 0.0003
Spread %: 0.070398
Mid price: 0.42615
Last price: 0.425
Mark price: -
Index price: 0.4257

Order Book

Bid depth 5: 472
Ask depth 5: 2116
Bid depth 10: 2358
Ask depth 10: 3919
Bid depth 20: 14614
Ask depth 20: 28267
Imbalance 5: -0.63524
Imbalance 10: -0.248686
Imbalance 20: -0.318393
Top bid size: 70
Top ask size: 223
Bid wall score: 0.00479
Ask wall score: 0.007889

Dynamics

Bid depth 5 delta: -3683
Ask depth 5 delta: 1252
Imbalance 5 delta: -1.290948
Bid depth 10 delta: -4164
Ask depth 10 delta: 1421
Imbalance 10 delta: -0.694805
Spread delta: 0.0002
Mid price delta: -0.0001
Wall shift score: 0.002522

Tape

Buy volume: 3061
Sell volume: 4054
Buy/sell delta: -993
Buy/sell ratio: 0.755057
Avg trade size: 71.15
Large trade count: 8
Largest trade size: 574

Candle

Return 1: 0.188235
Return 3: -0.467508
Volume 1: 96
Volume avg 5: 5264.6
Momentum 5: -0.234302

Cross Exchange

Mid avg: 0.426735
Mid median: 0.4267975
Price deviation %: -0.137087
Spread %: 0.198015

Funding / OI / Volume

Funding rate: -0.000219
Funding delta: 0
Funding abs: 0.000219
Funding pressure: 0.000219
Open interest: -
Volume 24h: 8793249
Quote volume 24h: 44983231.706
Price change 24h %: -18.87

Quality

Capture latency ms: 4589
Order book timestamp: 2026-07-03 11:57:05.504000+02:00
Ticker timestamp: 2026-07-03 11:57:01.947000+02:00
Trades timestamp: 2026-07-03 11:57:03.794000+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: 0.42502
Best ask: 0.42857
Spread: 0.00355
Spread %: 0.831781
Mid price: 0.426795
Last price: 0.42622
Mark price: -
Index price: -

Order Book

Bid depth 5: 2470
Ask depth 5: 8052
Bid depth 10: 9784
Ask depth 10: 97907
Bid depth 20: 64407
Ask depth 20: 99789
Imbalance 5: -0.530508
Imbalance 10: -0.818295
Imbalance 20: -0.215486
Top bid size: 77
Top ask size: 1280
Bid wall score: 0.001196
Ask wall score: 0.012827

Dynamics

Bid depth 5 delta: -1930
Ask depth 5 delta: -7621
Imbalance 5 delta: 0.031093
Bid depth 10 delta: -11920
Ask depth 10 delta: 73146
Imbalance 10 delta: -0.752503
Spread delta: 0.00219
Mid price delta: 0.001905
Wall shift score: -0.060712

Tape

Buy volume: 144
Sell volume: 27582
Buy/sell delta: -27438
Buy/sell ratio: 0.005221
Avg trade size: 277.26
Large trade count: 5
Largest trade size: 4646

Candle

Return 1: 0
Return 3: -0.548335
Volume 1: 0
Volume avg 5: 8360
Momentum 5: -0.159288

Cross Exchange

Mid avg: 0.42625875
Mid median: 0.426525
Price deviation %: 0.125804
Spread %: 0.517291

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 170758
Volume 24h: 1945126
Quote volume 24h: 1945126
Price change 24h %: -18.991143

Quality

Capture latency ms: 6149
Order book timestamp: 2026-07-03 11:57:00.995000+02:00
Ticker timestamp: 2026-07-03 11:57:01.286000+02:00
Trades timestamp: 2026-07-03 11:56:45.494000+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: 25627
gate: 25628
htx: 25436
mexc: 25624

By Symbol

VELVET/USDT:USDT: 102315

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