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: 102670
Total labels: 308010
Pending labels: 288527
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 20:02:27.567885+02:00
Recent trades snapshots: 102662
Micro candles: 2053200
Avg data quality: 75.9152827965053423
Latest latency: 5411 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 222 of 10267 · 102670 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 13:05:20.075119+02:00	htx	VELVET/USDT:USDT	0.42562	80	6652 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 13:04:57.805615+02:00	gate	VELVET/USDT:USDT	0.423085	68	10832 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 13:04:46.828712+02:00	binance	VELVET/USDT:USDT	0.42375	80	7571 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 13:04:38.994923+02:00	mexc	VELVET/USDT:USDT	0.4234	78	4839 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 13:04:34.053819+02:00	htx	VELVET/USDT:USDT	0.425595	80	6688 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 13:04:13.867278+02:00	gate	VELVET/USDT:USDT	0.423095	68	10400 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 13:04:03.302078+02:00	binance	VELVET/USDT:USDT	0.42255	80	6850 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 13:03:56.174956+02:00	mexc	VELVET/USDT:USDT	0.42305	68	5325 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 13:03:50.765030+02:00	htx	VELVET/USDT:USDT	0.42506	80	6681 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 13:03:30.820302+02:00	gate	VELVET/USDT:USDT	0.424075	68	10747 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.42318
Best ask: 0.42806
Spread: 0.00488
Spread %: 1.146563
Mid price: 0.42562
Last price: 0.42805
Mark price: -
Index price: -

Order Book

Bid depth 5: 2054
Ask depth 5: 8077
Bid depth 10: 9143
Ask depth 10: 95922
Bid depth 20: 60648
Ask depth 20: 101477
Imbalance 5: -0.594512
Imbalance 10: -0.825955
Imbalance 20: -0.251837
Top bid size: 241
Top ask size: 3193
Bid wall score: 0.003974
Ask wall score: 0.031465

Dynamics

Bid depth 5 delta: -714
Ask depth 5 delta: 1017
Imbalance 5 delta: -0.1578
Bid depth 10 delta: 128
Ask depth 10 delta: 37491
Imbalance 10 delta: -0.09328
Spread delta: 0.00005
Mid price delta: 0.000025
Wall shift score: -0.045368

Tape

Buy volume: 27730
Sell volume: 29086
Buy/sell delta: -1356
Buy/sell ratio: 0.95338
Avg trade size: 568.16
Large trade count: 8
Largest trade size: 15092

Candle

Return 1: 0
Return 3: 0.871922
Volume 1: 0
Volume avg 5: 200.8
Momentum 5: 0.950427

Cross Exchange

Mid avg: 0.4239575
Mid median: 0.423575
Price deviation %: 0.392138
Spread %: 0.59204

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 195284
Volume 24h: 1873716
Quote volume 24h: 1873716
Price change 24h %: -18.643327

Quality

Capture latency ms: 6652
Order book timestamp: 2026-07-03 13:05:18.437000+02:00
Ticker timestamp: 2026-07-03 13:05:19.033000+02:00
Trades timestamp: 2026-07-03 13:04:49.674000+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: 0.42274
Best ask: 0.42343
Spread: 0.00069
Spread %: 0.163088
Mid price: 0.423085
Last price: 0.42429
Mark price: 0.42382
Index price: 0.423808

Order Book

Bid depth 5: 13
Ask depth 5: 23
Bid depth 10: 119
Ask depth 10: 127
Bid depth 20: 147
Ask depth 20: 157
Imbalance 5: -0.277778
Imbalance 10: -0.03252
Imbalance 20: -0.032895
Top bid size: 2
Top ask size: 4
Bid wall score: 0.013605
Ask wall score: 0.025478

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -81
Imbalance 5 delta: 0.44123
Bid depth 10 delta: -2
Ask depth 10 delta: 7
Imbalance 10 delta: -0.03667
Spread delta: 0.00004
Mid price delta: -0.00001
Wall shift score: -0.032372

Tape

Buy volume: 143
Sell volume: 182
Buy/sell delta: -39
Buy/sell ratio: 0.785714
Avg trade size: 3.25
Large trade count: 10
Largest trade size: 19

Candle

Return 1: 0.177079
Return 3: 0.002357
Volume 1: 34
Volume avg 5: 32.8
Momentum 5: 0.167619

Cross Exchange

Mid avg: 0.42396
Mid median: 0.423575
Price deviation %: -0.206387
Spread %: 0.589678

Funding / OI / Volume

Funding rate: 0.000033
Funding delta: 0
Funding abs: 0.000033
Funding pressure: 0.000033
Open interest: -
Volume 24h: 14270900
Quote volume 24h: 7103786
Price change 24h %: -17.54

Quality

Capture latency ms: 10832
Order book timestamp: 2026-07-03 13:04:56+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:56.688000+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: 0.4237
Best ask: 0.4238
Spread: 0.0001
Spread %: 0.023599
Mid price: 0.42375
Last price: 0.4239
Mark price: -
Index price: -

Order Book

Bid depth 5: 19035
Ask depth 5: 4171
Bid depth 10: 24755
Ask depth 10: 13669
Bid depth 20: 39605
Ask depth 20: 38906
Imbalance 5: 0.640524
Imbalance 10: 0.288518
Imbalance 20: 0.008903
Top bid size: 10772
Top ask size: 119
Bid wall score: 0.271986
Ask wall score: 0.003059

Dynamics

Bid depth 5 delta: -16576
Ask depth 5 delta: -3941
Imbalance 5 delta: 0.011587
Bid depth 10 delta: -18443
Ask depth 10 delta: -3755
Imbalance 10 delta: -0.136642
Spread delta: 0
Mid price delta: 0.0012
Wall shift score: 0.268261

Tape

Buy volume: 38498
Sell volume: 33415
Buy/sell delta: 5083
Buy/sell ratio: 1.152117
Avg trade size: 719.13
Large trade count: 6
Largest trade size: 12201

Candle

Return 1: 0.165485
Return 3: 0
Volume 1: 159788
Volume avg 5: 130904.4
Momentum 5: 0.118147

Cross Exchange

Mid avg: 0.42366
Mid median: 0.4232475
Price deviation %: 0.021243
Spread %: 0.718737

Funding / OI / Volume

Funding rate: -0.00014804
Funding delta: 0
Funding abs: 0.00014804
Funding pressure: 0.00014804
Open interest: 23075630
Volume 24h: 258428697
Quote volume 24h: 129501063.28391
Price change 24h %: -16.258

Quality

Capture latency ms: 7571
Order book timestamp: 2026-07-03 13:04:44.563000+02:00
Ticker timestamp: 2026-07-03 13:04:39.619000+02:00
Trades timestamp: 2026-07-03 13:04:42.774000+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: 0.4233
Best ask: 0.4235
Spread: 0.0002
Spread %: 0.047237
Mid price: 0.4234
Last price: 0.4233
Mark price: -
Index price: 0.4235

Order Book

Bid depth 5: 2461
Ask depth 5: 2332
Bid depth 10: 5255
Ask depth 10: 4865
Bid depth 20: 25729
Ask depth 20: 24674
Imbalance 5: 0.026914
Imbalance 10: 0.038538
Imbalance 20: 0.020931
Top bid size: 149
Top ask size: 20
Bid wall score: 0.005791
Ask wall score: 0.000811

Dynamics

Bid depth 5 delta: -1844
Ask depth 5 delta: 176
Imbalance 5 delta: -0.305697
Bid depth 10 delta: -2836
Ask depth 10 delta: 584
Imbalance 10 delta: -0.269416
Spread delta: 0.0001
Mid price delta: 0.00035
Wall shift score: 0.012768

Tape

Buy volume: 2754
Sell volume: 3003
Buy/sell delta: -249
Buy/sell ratio: 0.917083
Avg trade size: 57.57
Large trade count: 7
Largest trade size: 254

Candle

Return 1: 0.118231
Return 3: -0.023613
Volume 1: 1617
Volume avg 5: 2878.4
Momentum 5: 0.023624

Cross Exchange

Mid avg: 0.4235725
Mid median: 0.4230725
Price deviation %: -0.040725
Spread %: 0.718885

Funding / OI / Volume

Funding rate: -0.000151
Funding delta: 0.000004
Funding abs: 0.000151
Funding pressure: 0.000155
Open interest: -
Volume 24h: 7597910
Quote volume 24h: 38049273.472
Price change 24h %: -19.2

Quality

Capture latency ms: 4839
Order book timestamp: 2026-07-03 13:04:37.359000+02:00
Ticker timestamp: 2026-07-03 13:04:34.813000+02:00
Trades timestamp: 2026-07-03 13:04:37.125000+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: 0.42318
Best ask: 0.42801
Spread: 0.00483
Spread %: 1.134882
Mid price: 0.425595
Last price: 0.42317
Mark price: -
Index price: -

Order Book

Bid depth 5: 2768
Ask depth 5: 7060
Bid depth 10: 9015
Ask depth 10: 58431
Bid depth 20: 20166
Ask depth 20: 101924
Imbalance 5: -0.436711
Imbalance 10: -0.732675
Imbalance 20: -0.669654
Top bid size: 425
Top ask size: 326
Bid wall score: 0.021075
Ask wall score: 0.003198

Dynamics

Bid depth 5 delta: 222
Ask depth 5 delta: -2
Imbalance 5 delta: 0.033314
Bid depth 10 delta: 218
Ask depth 10 delta: 21
Imbalance 10 delta: 0.005537
Spread delta: 0.00107
Mid price delta: 0.000535
Wall shift score: 0.048239

Tape

Buy volume: 27836
Sell volume: 29086
Buy/sell delta: -1250
Buy/sell ratio: 0.957024
Avg trade size: 569.22
Large trade count: 8
Largest trade size: 15092

Candle

Return 1: -0.887671
Return 3: -0.235755
Volume 1: 284
Volume avg 5: 246.8
Momentum 5: 0

Cross Exchange

Mid avg: 0.42343875
Mid median: 0.4230725
Price deviation %: 0.509224
Spread %: 0.592766

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 195284
Volume 24h: 1874046
Quote volume 24h: 1874046
Price change 24h %: -19.570837

Quality

Capture latency ms: 6688
Order book timestamp: 2026-07-03 13:04:32.695000+02:00
Ticker timestamp: 2026-07-03 13:04:32.981000+02:00
Trades timestamp: 2026-07-03 13:04:02.742000+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: 0.42277
Best ask: 0.42342
Spread: 0.00065
Spread %: 0.15363
Mid price: 0.423095
Last price: 0.42295
Mark price: 0.42295
Index price: 0.422945

Order Book

Bid depth 5: 17
Ask depth 5: 104
Bid depth 10: 121
Ask depth 10: 120
Bid depth 20: 147
Ask depth 20: 149
Imbalance 5: -0.719008
Imbalance 10: 0.004149
Imbalance 20: -0.006757
Top bid size: 4
Top ask size: 1
Bid wall score: 0.027211
Ask wall score: 0.006711

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -7
Imbalance 5 delta: 0.015367
Bid depth 10 delta: 3
Ask depth 10 delta: -5
Imbalance 10 delta: 0.032956
Spread delta: 0
Mid price delta: -0.00098
Wall shift score: 0.078135

Tape

Buy volume: 155
Sell volume: 164
Buy/sell delta: -9
Buy/sell ratio: 0.945122
Avg trade size: 3.19
Large trade count: 9
Largest trade size: 19

Candle

Return 1: -0.139302
Return 3: -0.313472
Volume 1: 9
Volume avg 5: 27.8
Momentum 5: -0.148732

Cross Exchange

Mid avg: 0.42368375
Mid median: 0.4235625
Price deviation %: -0.13896
Spread %: 0.592423

Funding / OI / Volume

Funding rate: 0.000033
Funding delta: 0
Funding abs: 0.000033
Funding pressure: 0.000033
Open interest: -
Volume 24h: 14268400
Quote volume 24h: 7102726
Price change 24h %: -17.8

Quality

Capture latency ms: 10400
Order book timestamp: 2026-07-03 13:04:12+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:56.643000+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: 0.4225
Best ask: 0.4226
Spread: 0.0001
Spread %: 0.023666
Mid price: 0.42255
Last price: 0.423
Mark price: -
Index price: -

Order Book

Bid depth 5: 35611
Ask depth 5: 8112
Bid depth 10: 43198
Ask depth 10: 17424
Bid depth 20: 61183
Ask depth 20: 45541
Imbalance 5: 0.628937
Imbalance 10: 0.425159
Imbalance 20: 0.146565
Top bid size: 159
Top ask size: 88
Bid wall score: 0.002599
Ask wall score: 0.001932

Dynamics

Bid depth 5 delta: 24793
Ask depth 5 delta: 2394
Imbalance 5 delta: 0.320519
Bid depth 10 delta: 18165
Ask depth 10 delta: 763
Imbalance 10 delta: 0.224363
Spread delta: 0
Mid price delta: -0.0008
Wall shift score: 0.00106

Tape

Buy volume: 19357
Sell volume: 44245
Buy/sell delta: -24888
Buy/sell ratio: 0.437496
Avg trade size: 636.02
Large trade count: 3
Largest trade size: 23904

Candle

Return 1: -0.235849
Return 3: -0.023635
Volume 1: 90997
Volume avg 5: 124630
Momentum 5: 0.047304

Cross Exchange

Mid avg: 0.42388375
Mid median: 0.4237125
Price deviation %: -0.31465
Spread %: 0.474187

Funding / OI / Volume

Funding rate: -0.00014804
Funding delta: 0.00000317
Funding abs: 0.00014804
Funding pressure: 0.00015121
Open interest: 23043474
Volume 24h: 258867783
Quote volume 24h: 129737420.94253
Price change 24h %: -16.42

Quality

Capture latency ms: 6850
Order book timestamp: 2026-07-03 13:04:00.802000+02:00
Ticker timestamp: 2026-07-03 13:03:54.815000+02:00
Trades timestamp: 2026-07-03 13:04:02.322000+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: 0.423
Best ask: 0.4231
Spread: 0.0001
Spread %: 0.023638
Mid price: 0.42305
Last price: 0.4232
Mark price: -
Index price: 0.4234

Order Book

Bid depth 5: 4305
Ask depth 5: 2156
Bid depth 10: 8091
Ask depth 10: 4281
Bid depth 20: 36728
Ask depth 20: 22338
Imbalance 5: 0.332611
Imbalance 10: 0.307953
Imbalance 20: 0.243626
Top bid size: 79
Top ask size: 222
Bid wall score: 0.002151
Ask wall score: 0.009938

Dynamics

Bid depth 5 delta: 1951
Ask depth 5 delta: 1038
Imbalance 5 delta: -0.02338
Bid depth 10 delta: 2012
Ask depth 10 delta: 149
Imbalance 10 delta: 0.117277
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: -0.006369

Tape

Buy volume: 3676
Sell volume: 2468
Buy/sell delta: 1208
Buy/sell ratio: 1.489465
Avg trade size: 61.44
Large trade count: 5
Largest trade size: 395

Candle

Return 1: -0.212364
Return 3: 0
Volume 1: 2588
Volume avg 5: 3507.2
Momentum 5: 0.023652

Cross Exchange

Mid avg: 0.42383375
Mid median: 0.4237125
Price deviation %: -0.184919
Spread %: 0.521431

Funding / OI / Volume

Funding rate: -0.000155
Funding delta: 0
Funding abs: 0.000155
Funding pressure: 0.000155
Open interest: -
Volume 24h: 7596229
Quote volume 24h: 38042167.913
Price change 24h %: -19.22

Quality

Capture latency ms: 5325
Order book timestamp: 2026-07-03 13:03:54.474000+02:00
Ticker timestamp: 2026-07-03 13:03:52.797000+02:00
Trades timestamp: 2026-07-03 13:03:54.758000+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: 0.42318
Best ask: 0.42694
Spread: 0.00376
Spread %: 0.884581
Mid price: 0.42506
Last price: 0.42695
Mark price: -
Index price: -

Order Book

Bid depth 5: 2546
Ask depth 5: 7062
Bid depth 10: 8797
Ask depth 10: 58410
Bid depth 20: 64837
Ask depth 20: 101903
Imbalance 5: -0.470025
Imbalance 10: -0.738212
Imbalance 20: -0.222298
Top bid size: 63
Top ask size: 3193
Bid wall score: 0.000972
Ask wall score: 0.031334

Dynamics

Bid depth 5 delta: -326
Ask depth 5 delta: 1277
Imbalance 5 delta: -0.133534
Bid depth 10 delta: -1707
Ask depth 10 delta: 1447
Imbalance 10 delta: -0.049594
Spread delta: -0.0007
Mid price delta: -0.00036
Wall shift score: -0.02835

Tape

Buy volume: 28546
Sell volume: 28802
Buy/sell delta: -256
Buy/sell ratio: 0.991112
Avg trade size: 573.48
Large trade count: 8
Largest trade size: 15092

Candle

Return 1: 0.615058
Return 3: 0.693364
Volume 1: 12
Volume avg 5: 565.6
Momentum 5: 0.752767

Cross Exchange

Mid avg: 0.42392375
Mid median: 0.4237125
Price deviation %: 0.268032
Spread %: 0.606241

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 195025
Volume 24h: 1873842
Quote volume 24h: 1873842
Price change 24h %: -18.852397

Quality

Capture latency ms: 6681
Order book timestamp: 2026-07-03 13:03:48.737000+02:00
Ticker timestamp: 2026-07-03 13:03:49.500000+02:00
Trades timestamp: 2026-07-03 13:03:47.889000+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: 0.42375
Best ask: 0.4244
Spread: 0.00065
Spread %: 0.153275
Mid price: 0.424075
Last price: 0.42341
Mark price: 0.42377
Index price: 0.423773

Order Book

Bid depth 5: 17
Ask depth 5: 111
Bid depth 10: 118
Ask depth 10: 125
Bid depth 20: 145
Ask depth 20: 154
Imbalance 5: -0.734375
Imbalance 10: -0.028807
Imbalance 20: -0.0301
Top bid size: 2
Top ask size: 11
Bid wall score: 0.013793
Ask wall score: 0.071429

Dynamics

Bid depth 5 delta: -97
Ask depth 5 delta: 93
Imbalance 5 delta: -1.461648
Bid depth 10 delta: -12
Ask depth 10 delta: 5
Imbalance 10 delta: -0.068807
Spread delta: 0
Mid price delta: -0.00113
Wall shift score: -0.06932

Tape

Buy volume: 161
Sell volume: 159
Buy/sell delta: 2
Buy/sell ratio: 1.012579
Avg trade size: 3.2
Large trade count: 9
Largest trade size: 19

Candle

Return 1: -0.514568
Return 3: -0.157989
Volume 1: 6
Volume avg 5: 29.2
Momentum 5: 0.063809

Cross Exchange

Mid avg: 0.42420625
Mid median: 0.4242775
Price deviation %: -0.03094
Spread %: 0.605837

Funding / OI / Volume

Funding rate: 0.000033
Funding delta: 0.000003
Funding abs: 0.000033
Funding pressure: 0.000036
Open interest: -
Volume 24h: 14267500
Quote volume 24h: 7102345
Price change 24h %: -16.09

Quality

Capture latency ms: 10747
Order book timestamp: 2026-07-03 13:03:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:17:56.590000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 25716
gate: 25717
htx: 25524
mexc: 25714

By Symbol

VELVET/USDT:USDT: 102671

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