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: 103053
Total labels: 309159
Pending labels: 289676
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 21:18:54.749268+02:00
Recent trades snapshots: 103045
Micro candles: 2060860
Avg data quality: 75.9100656943514502
Latest latency: 5302 ms
Missing fields: 0

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 223 of 10306 · 103053 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 14:15:57.782804+02:00	mexc	VELVET/USDT:USDT	0.4176	68	5610 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 14:15:52.076318+02:00	htx	VELVET/USDT:USDT	0.41844	80	7670 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 14:15:29.044538+02:00	gate	VELVET/USDT:USDT	0.41788	68	10795 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 14:15:17.944037+02:00	binance	VELVET/USDT:USDT	0.41775	80	7645 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 14:15:09.903947+02:00	mexc	VELVET/USDT:USDT	0.41755	68	6643 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 14:15:02.727165+02:00	htx	VELVET/USDT:USDT	0.420125	80	7323 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 14:14:43.425157+02:00	gate	VELVET/USDT:USDT	0.418435	68	10492 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 14:14:32.753479+02:00	binance	VELVET/USDT:USDT	0.41935	80	6923 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 14:14:25.697972+02:00	mexc	VELVET/USDT:USDT	0.4191	68	5183 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 14:14:20.423254+02:00	htx	VELVET/USDT:USDT	0.420405	80	6498 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4175
Best ask: 0.4177
Spread: 0.0002
Spread %: 0.047893
Mid price: 0.4176
Last price: 0.4182
Mark price: -
Index price: 0.4176

Order Book

Bid depth 5: 1858
Ask depth 5: 2170
Bid depth 10: 6088
Ask depth 10: 4634
Bid depth 20: 19957
Ask depth 20: 16210
Imbalance 5: -0.077458
Imbalance 10: 0.135609
Imbalance 20: 0.103603
Top bid size: 102
Top ask size: 61
Bid wall score: 0.005111
Ask wall score: 0.003763

Dynamics

Bid depth 5 delta: -630
Ask depth 5 delta: 107
Imbalance 5 delta: -0.170844
Bid depth 10 delta: 761
Ask depth 10 delta: -562
Imbalance 10 delta: 0.12316
Spread delta: 0.0001
Mid price delta: 0.00005
Wall shift score: -0.014145

Tape

Buy volume: 2692
Sell volume: 2426
Buy/sell delta: 266
Buy/sell ratio: 1.109646
Avg trade size: 51.18
Large trade count: 7
Largest trade size: 374

Candle

Return 1: -0.071685
Return 3: -0.381134
Volume 1: 1860
Volume avg 5: 1886.4
Momentum 5: -0.594248

Cross Exchange

Mid avg: 0.417905
Mid median: 0.417815
Price deviation %: -0.072983
Spread %: 0.212967

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7274321
Quote volume 24h: 36073999.485
Price change 24h %: -20.17

Quality

Capture latency ms: 5610
Order book timestamp: 2026-07-03 14:15:56.060000+02:00
Ticker timestamp: 2026-07-03 14:15:56.002000+02:00
Trades timestamp: 2026-07-03 14:15:49.620000+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: 0.41782
Best ask: 0.41906
Spread: 0.00124
Spread %: 0.296339
Mid price: 0.41844
Last price: 0.41844
Mark price: -
Index price: -

Order Book

Bid depth 5: 12064
Ask depth 5: 25053
Bid depth 10: 49193
Ask depth 10: 35222
Bid depth 20: 64590
Ask depth 20: 245960
Imbalance 5: -0.349947
Imbalance 10: 0.165504
Imbalance 20: -0.584028
Top bid size: 410
Top ask size: 1469
Bid wall score: 0.006348
Ask wall score: 0.005973

Dynamics

Bid depth 5 delta: 8185
Ask depth 5 delta: 19028
Imbalance 5 delta: -0.133267
Bid depth 10 delta: 38384
Ask depth 10 delta: -22688
Imbalance 10 delta: 0.850918
Spread delta: -0.00211
Mid price delta: -0.001685
Wall shift score: 0.00184

Tape

Buy volume: 11580
Sell volume: 25398
Buy/sell delta: -13818
Buy/sell ratio: 0.455941
Avg trade size: 369.78
Large trade count: 4
Largest trade size: 3872

Candle

Return 1: -0.007169
Return 3: -0.193202
Volume 1: 982
Volume avg 5: 292
Momentum 5: -0.366684

Cross Exchange

Mid avg: 0.41832625
Mid median: 0.417815
Price deviation %: 0.027192
Spread %: 0.615548

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 179312
Volume 24h: 1817086
Quote volume 24h: 1817086
Price change 24h %: -20.469837

Quality

Capture latency ms: 7670
Order book timestamp: 2026-07-03 14:15:49.495000+02:00
Ticker timestamp: 2026-07-03 14:15:49.811000+02:00
Trades timestamp: 2026-07-03 14:15:06.854000+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: 0.41767
Best ask: 0.41809
Spread: 0.00042
Spread %: 0.100507
Mid price: 0.41788
Last price: 0.41802
Mark price: 0.41802
Index price: 0.417855

Order Book

Bid depth 5: 18
Ask depth 5: 19
Bid depth 10: 78
Ask depth 10: 125
Bid depth 20: 198
Ask depth 20: 155
Imbalance 5: -0.027027
Imbalance 10: -0.231527
Imbalance 20: 0.121813
Top bid size: 6
Top ask size: 1
Bid wall score: 0.030303
Ask wall score: 0.006452

Dynamics

Bid depth 5 delta: -10
Ask depth 5 delta: 2
Imbalance 5 delta: -0.271471
Bid depth 10 delta: -54
Ask depth 10 delta: -1
Imbalance 10 delta: -0.254783
Spread delta: -0.00041
Mid price delta: -0.000555
Wall shift score: 0.01091

Tape

Buy volume: 39
Sell volume: 110
Buy/sell delta: -71
Buy/sell ratio: 0.354545
Avg trade size: 1.49
Large trade count: 2
Largest trade size: 8

Candle

Return 1: -0.098067
Return 3: -0.578434
Volume 1: 19
Volume avg 5: 45.8
Momentum 5: -0.772118

Cross Exchange

Mid avg: 0.418465
Mid median: 0.4180925
Price deviation %: -0.139797
Spread %: 0.615344

Funding / OI / Volume

Funding rate: 0.000249
Funding delta: -0.000018
Funding abs: 0.000249
Funding pressure: 0.000267
Open interest: -
Volume 24h: 13823100
Quote volume 24h: 6800890
Price change 24h %: -19.63

Quality

Capture latency ms: 10795
Order book timestamp: 2026-07-03 14:15:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:00.913000+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: 0.4177
Best ask: 0.4178
Spread: 0.0001
Spread %: 0.023938
Mid price: 0.41775
Last price: 0.4179
Mark price: -
Index price: -

Order Book

Bid depth 5: 17742
Ask depth 5: 5132
Bid depth 10: 26513
Ask depth 10: 24023
Bid depth 20: 54248
Ask depth 20: 40986
Imbalance 5: 0.551281
Imbalance 10: 0.049272
Imbalance 20: 0.139257
Top bid size: 42
Top ask size: 113
Bid wall score: 0.000774
Ask wall score: 0.002757

Dynamics

Bid depth 5 delta: 7657
Ask depth 5 delta: -3672
Imbalance 5 delta: 0.483464
Bid depth 10 delta: 6379
Ask depth 10 delta: 3951
Imbalance 10 delta: 0.04773
Spread delta: 0
Mid price delta: -0.0016
Wall shift score: -0.003399

Tape

Buy volume: 21153
Sell volume: 22072
Buy/sell delta: -919
Buy/sell ratio: 0.958364
Avg trade size: 432.25
Large trade count: 14
Largest trade size: 2296

Candle

Return 1: -0.071736
Return 3: -0.476304
Volume 1: 17172
Volume avg 5: 105536.6
Momentum 5: -0.854093

Cross Exchange

Mid avg: 0.418865
Mid median: 0.4188925
Price deviation %: -0.266196
Spread %: 0.614757

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22841917
Volume 24h: 244475307
Quote volume 24h: 120975478.41458
Price change 24h %: -20.157

Quality

Capture latency ms: 7645
Order book timestamp: 2026-07-03 14:15:15.433000+02:00
Ticker timestamp: 2026-07-03 14:15:09.688000+02:00
Trades timestamp: 2026-07-03 14:15:16.241000+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: 0.4175
Best ask: 0.4176
Spread: 0.0001
Spread %: 0.023949
Mid price: 0.41755
Last price: 0.4177
Mark price: -
Index price: 0.4179

Order Book

Bid depth 5: 2488
Ask depth 5: 2063
Bid depth 10: 5327
Ask depth 10: 5196
Bid depth 20: 17110
Ask depth 20: 17964
Imbalance 5: 0.093386
Imbalance 10: 0.012449
Imbalance 20: -0.024349
Top bid size: 407
Top ask size: 149
Bid wall score: 0.023787
Ask wall score: 0.008294

Dynamics

Bid depth 5 delta: 688
Ask depth 5 delta: 394
Imbalance 5 delta: 0.055623
Bid depth 10 delta: 95
Ask depth 10 delta: 941
Imbalance 10 delta: -0.090534
Spread delta: -0.0001
Mid price delta: -0.00155
Wall shift score: 0.020712

Tape

Buy volume: 2777
Sell volume: 2671
Buy/sell delta: 106
Buy/sell ratio: 1.039686
Avg trade size: 54.48
Large trade count: 8
Largest trade size: 374

Candle

Return 1: -0.238949
Return 3: -0.54788
Volume 1: 98
Volume avg 5: 1534
Momentum 5: -0.760637

Cross Exchange

Mid avg: 0.4192525
Mid median: 0.419225
Price deviation %: -0.40608
Spread %: 0.403098

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7272655
Quote volume 24h: 36067038.399
Price change 24h %: -20.27

Quality

Capture latency ms: 6643
Order book timestamp: 2026-07-03 14:15:08.029000+02:00
Ticker timestamp: 2026-07-03 14:15:07.870000+02:00
Trades timestamp: 2026-07-03 14:15:08.567000+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: 0.41845
Best ask: 0.4218
Spread: 0.00335
Spread %: 0.797382
Mid price: 0.420125
Last price: 0.41847
Mark price: -
Index price: -

Order Book

Bid depth 5: 3879
Ask depth 5: 6025
Bid depth 10: 10809
Ask depth 10: 57910
Bid depth 20: 110515
Ask depth 20: 103266
Imbalance 5: -0.21668
Imbalance 10: -0.685415
Imbalance 20: 0.033909
Top bid size: 187
Top ask size: 326
Bid wall score: 0.001692
Ask wall score: 0.003157

Dynamics

Bid depth 5 delta: 788
Ask depth 5 delta: 1413
Imbalance 5 delta: -0.019225
Bid depth 10 delta: 2599
Ask depth 10 delta: 2754
Imbalance 10 delta: 0.055456
Spread delta: 0.0012
Mid price delta: -0.00028
Wall shift score: 0.010223

Tape

Buy volume: 11644
Sell volume: 24416
Buy/sell delta: -12772
Buy/sell ratio: 0.4769
Avg trade size: 360.6
Large trade count: 4
Largest trade size: 3872

Candle

Return 1: 0
Return 3: -0.186047
Volume 1: 0
Volume avg 5: 95.6
Momentum 5: -0.359541

Cross Exchange

Mid avg: 0.4193225
Mid median: 0.419225
Price deviation %: 0.19138
Spread %: 0.469805

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 178940
Volume 24h: 1816104
Quote volume 24h: 1816104
Price change 24h %: -20.464135

Quality

Capture latency ms: 7323
Order book timestamp: 2026-07-03 14:15:00.037000+02:00
Ticker timestamp: 2026-07-03 14:15:00.385000+02:00
Trades timestamp: 2026-07-03 14:14:58.216000+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: 0.41802
Best ask: 0.41885
Spread: 0.00083
Spread %: 0.198358
Mid price: 0.418435
Last price: 0.41883
Mark price: 0.41905
Index price: 0.418953

Order Book

Bid depth 5: 28
Ask depth 5: 17
Bid depth 10: 132
Ask depth 10: 126
Bid depth 20: 208
Ask depth 20: 159
Imbalance 5: 0.244444
Imbalance 10: 0.023256
Imbalance 20: 0.133515
Top bid size: 4
Top ask size: 1
Bid wall score: 0.019231
Ask wall score: 0.006289

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: -2
Imbalance 5 delta: 0.128165
Bid depth 10 delta: -46
Ask depth 10 delta: 0
Imbalance 10 delta: -0.147797
Spread delta: -0.00005
Mid price delta: -0.000285
Wall shift score: 0.011037

Tape

Buy volume: 20
Sell volume: 109
Buy/sell delta: -89
Buy/sell ratio: 0.183486
Avg trade size: 1.29
Large trade count: 4
Largest trade size: 5

Candle

Return 1: -0.026257
Return 3: -0.463425
Volume 1: 19
Volume avg 5: 48.6
Momentum 5: -0.154954

Cross Exchange

Mid avg: 0.41939375
Mid median: 0.419225
Price deviation %: -0.228604
Spread %: 0.40177

Funding / OI / Volume

Funding rate: 0.000267
Funding delta: -0.000079
Funding abs: 0.000267
Funding pressure: 0.000346
Open interest: -
Volume 24h: 13818000
Quote volume 24h: 6798756
Price change 24h %: -20.09

Quality

Capture latency ms: 10492
Order book timestamp: 2026-07-03 14:14:42+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:00.877000+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: 0.4193
Best ask: 0.4194
Spread: 0.0001
Spread %: 0.023846
Mid price: 0.41935
Last price: 0.4192
Mark price: -
Index price: -

Order Book

Bid depth 5: 10085
Ask depth 5: 8804
Bid depth 10: 20134
Ask depth 10: 20072
Bid depth 20: 45345
Ask depth 20: 39318
Imbalance 5: 0.067817
Imbalance 10: 0.001542
Imbalance 20: 0.071188
Top bid size: 198
Top ask size: 116
Bid wall score: 0.004367
Ask wall score: 0.00295

Dynamics

Bid depth 5 delta: -3731
Ask depth 5 delta: -13482
Imbalance 5 delta: 0.30243
Bid depth 10 delta: -3525
Ask depth 10 delta: -8554
Imbalance 10 delta: 0.096541
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: 0.031977

Tape

Buy volume: 15914
Sell volume: 17439
Buy/sell delta: -1525
Buy/sell ratio: 0.912552
Avg trade size: 333.53
Large trade count: 8
Largest trade size: 3908

Candle

Return 1: 0.167224
Return 3: -0.261656
Volume 1: 27921
Volume avg 5: 111924
Momentum 5: -0.047676

Cross Exchange

Mid avg: 0.41921875
Mid median: 0.41891
Price deviation %: 0.031308
Spread %: 0.418636

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22854776
Volume 24h: 244598735
Quote volume 24h: 121042052.65988
Price change 24h %: -19.229

Quality

Capture latency ms: 6923
Order book timestamp: 2026-07-03 14:14:30.579000+02:00
Ticker timestamp: 2026-07-03 14:14:24.345000+02:00
Trades timestamp: 2026-07-03 14:14:31.789000+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: 0.419
Best ask: 0.4192
Spread: 0.0002
Spread %: 0.047721
Mid price: 0.4191
Last price: 0.4198
Mark price: -
Index price: 0.4189

Order Book

Bid depth 5: 1800
Ask depth 5: 1669
Bid depth 10: 5232
Ask depth 10: 4255
Bid depth 20: 10813
Ask depth 20: 17254
Imbalance 5: 0.037763
Imbalance 10: 0.102983
Imbalance 20: -0.229487
Top bid size: 10
Top ask size: 106
Bid wall score: 0.000925
Ask wall score: 0.006144

Dynamics

Bid depth 5 delta: -58
Ask depth 5 delta: -16
Imbalance 5 delta: -0.011066
Bid depth 10 delta: 707
Ask depth 10 delta: 270
Imbalance 10 delta: 0.039528
Spread delta: 0.0001
Mid price delta: -0.00035
Wall shift score: -0.006097

Tape

Buy volume: 3173
Sell volume: 2658
Buy/sell delta: 515
Buy/sell ratio: 1.193755
Avg trade size: 58.31
Large trade count: 8
Largest trade size: 374

Candle

Return 1: -0.023861
Return 3: -0.475059
Volume 1: 209
Volume avg 5: 1900.8
Momentum 5: -0.142993

Cross Exchange

Mid avg: 0.41930625
Mid median: 0.419085
Price deviation %: -0.049188
Spread %: 0.418548

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7272032
Quote volume 24h: 36064430.857
Price change 24h %: -19.87

Quality

Capture latency ms: 5183
Order book timestamp: 2026-07-03 14:14:23.889000+02:00
Ticker timestamp: 2026-07-03 14:14:22.884000+02:00
Trades timestamp: 2026-07-03 14:14:24.273000+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: 0.41933
Best ask: 0.42148
Spread: 0.00215
Spread %: 0.511412
Mid price: 0.420405
Last price: 0.41925
Mark price: -
Index price: -

Order Book

Bid depth 5: 3091
Ask depth 5: 4612
Bid depth 10: 8210
Ask depth 10: 55156
Bid depth 20: 107897
Ask depth 20: 101008
Imbalance 5: -0.197456
Imbalance 10: -0.74087
Imbalance 20: 0.032977
Top bid size: 118
Top ask size: 1291
Bid wall score: 0.001094
Ask wall score: 0.012781

Dynamics

Bid depth 5 delta: -4711
Ask depth 5 delta: 241
Imbalance 5 delta: -0.479309
Bid depth 10 delta: -22173
Ask depth 10 delta: 29027
Imbalance 10 delta: -0.816147
Spread delta: 0.00103
Mid price delta: 0.000215
Wall shift score: -0.0201

Tape

Buy volume: 11920
Sell volume: 24178
Buy/sell delta: -12258
Buy/sell ratio: 0.49301
Avg trade size: 360.98
Large trade count: 4
Largest trade size: 3872

Candle

Return 1: 0
Return 3: -0.173818
Volume 1: 0
Volume avg 5: 48
Momentum 5: -0.173818

Cross Exchange

Mid avg: 0.4192525
Mid median: 0.419085
Price deviation %: 0.274894
Spread %: 0.36732

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 178940
Volume 24h: 1816444
Quote volume 24h: 1816444
Price change 24h %: -20.315886

Quality

Capture latency ms: 6498
Order book timestamp: 2026-07-03 14:14:18.895000+02:00
Ticker timestamp: 2026-07-03 14:14:19.187000+02:00
Trades timestamp: 2026-07-03 14:12:15.351000+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: 25812
gate: 25813
htx: 25619
mexc: 25809

By Symbol

VELVET/USDT:USDT: 103053

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