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: 103394
Total labels: 310182
Pending labels: 290699
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 22:30:10.095355+02:00
Recent trades snapshots: 103387
Micro candles: 2067700
Avg data quality: 75.9041152860389767
Latest latency: 8131 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 224 of 10340 · 103394 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 15:20:00.732492+02:00	binance	VELVET/USDT:USDT	0.41455	80	6599 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 15:19:53.974379+02:00	mexc	VELVET/USDT:USDT	0.41465	68	5456 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 15:19:48.415352+02:00	htx	VELVET/USDT:USDT	0.41393	80	6431 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 15:19:29.643782+02:00	gate	VELVET/USDT:USDT	0.41598	68	10521 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 15:19:18.951081+02:00	binance	VELVET/USDT:USDT	0.41595	80	6860 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 15:19:11.934560+02:00	mexc	VELVET/USDT:USDT	0.41625	68	5087 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 15:19:06.758138+02:00	htx	VELVET/USDT:USDT	0.416975	80	6678 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 15:18:47.264721+02:00	gate	VELVET/USDT:USDT	0.41618	68	10085 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 15:18:36.923990+02:00	binance	VELVET/USDT:USDT	0.41585	80	6189 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 15:18:30.595283+02:00	mexc	VELVET/USDT:USDT	0.41655	78	4691 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4145
Best ask: 0.4146
Spread: 0.0001
Spread %: 0.024123
Mid price: 0.41455
Last price: 0.4146
Mark price: -
Index price: -

Order Book

Bid depth 5: 6369
Ask depth 5: 10960
Bid depth 10: 20062
Ask depth 10: 22872
Bid depth 20: 44215
Ask depth 20: 47479
Imbalance 5: -0.264932
Imbalance 10: -0.065449
Imbalance 20: -0.035597
Top bid size: 877
Top ask size: 305
Bid wall score: 0.019835
Ask wall score: 0.006424

Dynamics

Bid depth 5 delta: -6271
Ask depth 5 delta: -958
Imbalance 5 delta: -0.294331
Bid depth 10 delta: -9522
Ask depth 10 delta: -1984
Imbalance 10 delta: -0.152297
Spread delta: 0
Mid price delta: -0.0014
Wall shift score: 0.011958

Tape

Buy volume: 61942
Sell volume: 20359
Buy/sell delta: 41583
Buy/sell ratio: 3.042487
Avg trade size: 823.01
Large trade count: 7
Largest trade size: 14750

Candle

Return 1: -0.264614
Return 3: -0.312575
Volume 1: 190904
Volume avg 5: 141236.2
Momentum 5: -0.048216

Cross Exchange

Mid avg: 0.4151275
Mid median: 0.4153
Price deviation %: -0.139114
Spread %: 0.493824

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 23119769
Volume 24h: 234192952
Quote volume 24h: 114539014.7601
Price change 24h %: -19.023

Quality

Capture latency ms: 6599
Order book timestamp: 2026-07-03 15:19:58.533000+02:00
Ticker timestamp: 2026-07-03 15:19:52.534000+02:00
Trades timestamp: 2026-07-03 15:20:00.025000+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: 0.4146
Best ask: 0.4147
Spread: 0.0001
Spread %: 0.024117
Mid price: 0.41465
Last price: 0.4144
Mark price: -
Index price: 0.4138

Order Book

Bid depth 5: 2232
Ask depth 5: 2073
Bid depth 10: 6473
Ask depth 10: 5189
Bid depth 20: 13285
Ask depth 20: 18748
Imbalance 5: 0.036934
Imbalance 10: 0.110101
Imbalance 20: -0.170543
Top bid size: 96
Top ask size: 117
Bid wall score: 0.007226
Ask wall score: 0.006241

Dynamics

Bid depth 5 delta: -235
Ask depth 5 delta: 246
Imbalance 5 delta: -0.112111
Bid depth 10 delta: 780
Ask depth 10 delta: 408
Imbalance 10 delta: 0.023028
Spread delta: 0
Mid price delta: -0.0016
Wall shift score: -0.002291

Tape

Buy volume: 3339
Sell volume: 6801
Buy/sell delta: -3462
Buy/sell ratio: 0.490957
Avg trade size: 101.4
Large trade count: 10
Largest trade size: 573

Candle

Return 1: -0.264614
Return 3: -0.192585
Volume 1: 7824
Volume avg 5: 4524.4
Momentum 5: -0.072307

Cross Exchange

Mid avg: 0.4155275
Mid median: 0.415965
Price deviation %: -0.211177
Spread %: 0.558326

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6970506
Quote volume 24h: 34219777.28
Price change 24h %: -20.9

Quality

Capture latency ms: 5456
Order book timestamp: 2026-07-03 15:19:51.805000+02:00
Ticker timestamp: 2026-07-03 15:19:49.912000+02:00
Trades timestamp: 2026-07-03 15:19:52.621000+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: 0.41351
Best ask: 0.41435
Spread: 0.00084
Spread %: 0.202933
Mid price: 0.41393
Last price: 0.41445
Mark price: -
Index price: -

Order Book

Bid depth 5: 12389
Ask depth 5: 9381
Bid depth 10: 22160
Ask depth 10: 16895
Bid depth 20: 42182
Ask depth 20: 191507
Imbalance 5: 0.138172
Imbalance 10: 0.13481
Imbalance 20: -0.63899
Top bid size: 435
Top ask size: 877
Bid wall score: 0.010312
Ask wall score: 0.004579

Dynamics

Bid depth 5 delta: 9091
Ask depth 5 delta: 5051
Imbalance 5 delta: 0.273463
Bid depth 10 delta: 8535
Ask depth 10 delta: 6135
Imbalance 10 delta: 0.01732
Spread delta: -0.00145
Mid price delta: -0.003045
Wall shift score: 0.014549

Tape

Buy volume: 23068
Sell volume: 22346
Buy/sell delta: 722
Buy/sell ratio: 1.03231
Avg trade size: 454.14
Large trade count: 8
Largest trade size: 2860

Candle

Return 1: -0.37978
Return 3: -0.264709
Volume 1: 1786
Volume avg 5: 404
Momentum 5: -0.264709

Cross Exchange

Mid avg: 0.41628875
Mid median: 0.416115
Price deviation %: -0.566614
Spread %: 0.246223

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 188813
Volume 24h: 1810094
Quote volume 24h: 1810094
Price change 24h %: -21.22819

Quality

Capture latency ms: 6431
Order book timestamp: 2026-07-03 15:19:46.737000+02:00
Ticker timestamp: 2026-07-03 15:19:47.332000+02:00
Trades timestamp: 2026-07-03 15:19:46.007000+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: 0.41555
Best ask: 0.41641
Spread: 0.00086
Spread %: 0.206741
Mid price: 0.41598
Last price: 0.41608
Mark price: 0.41608
Index price: 0.415657

Order Book

Bid depth 5: 105
Ask depth 5: 20
Bid depth 10: 123
Ask depth 10: 129
Bid depth 20: 154
Ask depth 20: 160
Imbalance 5: 0.68
Imbalance 10: -0.02381
Imbalance 20: -0.019108
Top bid size: 1
Top ask size: 1
Bid wall score: 0.006494
Ask wall score: 0.00625

Dynamics

Bid depth 5 delta: 87
Ask depth 5 delta: -2
Imbalance 5 delta: 0.78
Bid depth 10 delta: -10
Ask depth 10 delta: 90
Imbalance 10 delta: -0.570321
Spread delta: 0.00026
Mid price delta: -0.0002
Wall shift score: -0.004455

Tape

Buy volume: 176
Sell volume: 133
Buy/sell delta: 43
Buy/sell ratio: 1.323308
Avg trade size: 3.09
Large trade count: 7
Largest trade size: 46

Candle

Return 1: 0.052902
Return 3: 0.125132
Volume 1: 10
Volume avg 5: 52
Momentum 5: 0.142001

Cross Exchange

Mid avg: 0.41633875
Mid median: 0.416215
Price deviation %: -0.086168
Spread %: 0.246194

Funding / OI / Volume

Funding rate: 0.000198
Funding delta: -0.000012
Funding abs: 0.000198
Funding pressure: 0.00021
Open interest: -
Volume 24h: 13660400
Quote volume 24h: 6665396
Price change 24h %: -18.5

Quality

Capture latency ms: 10521
Order book timestamp: 2026-07-03 15:19:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:04.756000+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: 0.4159
Best ask: 0.416
Spread: 0.0001
Spread %: 0.024041
Mid price: 0.41595
Last price: 0.4163
Mark price: -
Index price: -

Order Book

Bid depth 5: 12640
Ask depth 5: 11918
Bid depth 10: 29584
Ask depth 10: 24856
Bid depth 20: 58615
Ask depth 20: 46551
Imbalance 5: 0.0294
Imbalance 10: 0.086848
Imbalance 20: 0.114714
Top bid size: 167
Top ask size: 65
Bid wall score: 0.002849
Ask wall score: 0.001396

Dynamics

Bid depth 5 delta: 6000
Ask depth 5 delta: -434
Imbalance 5 delta: 0.330158
Bid depth 10 delta: 5553
Ask depth 10 delta: -3762
Imbalance 10 delta: 0.173972
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.027807

Tape

Buy volume: 43860
Sell volume: 27548
Buy/sell delta: 16312
Buy/sell ratio: 1.59213
Avg trade size: 714.08
Large trade count: 8
Largest trade size: 18643

Candle

Return 1: 0.024056
Return 3: -0.024044
Volume 1: 32842
Volume avg 5: 109623.8
Momentum 5: 0.24108

Cross Exchange

Mid avg: 0.41631375
Mid median: 0.416215
Price deviation %: -0.087374
Spread %: 0.270229

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 23121650
Volume 24h: 233954582
Quote volume 24h: 114439392.5113
Price change 24h %: -18.691

Quality

Capture latency ms: 6860
Order book timestamp: 2026-07-03 15:19:16.742000+02:00
Ticker timestamp: 2026-07-03 15:19:09.769000+02:00
Trades timestamp: 2026-07-03 15:19:17.475000+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: 0.4162
Best ask: 0.4163
Spread: 0.0001
Spread %: 0.024024
Mid price: 0.41625
Last price: 0.4158
Mark price: -
Index price: 0.4159

Order Book

Bid depth 5: 2467
Ask depth 5: 1827
Bid depth 10: 5693
Ask depth 10: 4781
Bid depth 20: 18859
Ask depth 20: 18383
Imbalance 5: 0.149045
Imbalance 10: 0.087073
Imbalance 20: 0.012781
Top bid size: 70
Top ask size: 8
Bid wall score: 0.003712
Ask wall score: 0.000435

Dynamics

Bid depth 5 delta: -496
Ask depth 5 delta: 751
Imbalance 5 delta: -0.31815
Bid depth 10 delta: -830
Ask depth 10 delta: -1446
Imbalance 10 delta: 0.063857
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: 0.000389

Tape

Buy volume: 2773
Sell volume: 4529
Buy/sell delta: -1756
Buy/sell ratio: 0.612276
Avg trade size: 73.02
Large trade count: 7
Largest trade size: 477

Candle

Return 1: 0.144335
Return 3: 0.216659
Volume 1: 12
Volume avg 5: 2962
Momentum 5: 0.337431

Cross Exchange

Mid avg: 0.41638875
Mid median: 0.416365
Price deviation %: -0.033322
Spread %: 0.27018

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6963725
Quote volume 24h: 34191720.781
Price change 24h %: -20.63

Quality

Capture latency ms: 5087
Order book timestamp: 2026-07-03 15:19:10.063000+02:00
Ticker timestamp: 2026-07-03 15:19:07.743000+02:00
Trades timestamp: 2026-07-03 15:19:06.417000+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: 0.41583
Best ask: 0.41812
Spread: 0.00229
Spread %: 0.549194
Mid price: 0.416975
Last price: 0.41603
Mark price: -
Index price: -

Order Book

Bid depth 5: 3298
Ask depth 5: 4330
Bid depth 10: 13625
Ask depth 10: 10760
Bid depth 20: 108768
Ask depth 20: 101893
Imbalance 5: -0.135291
Imbalance 10: 0.11749
Imbalance 20: 0.032635
Top bid size: 432
Top ask size: 1303
Bid wall score: 0.003972
Ask wall score: 0.012788

Dynamics

Bid depth 5 delta: -10592
Ask depth 5 delta: -4960
Imbalance 5 delta: -0.333738
Bid depth 10 delta: -34880
Ask depth 10 delta: -23804
Imbalance 10 delta: -0.050334
Spread delta: 0.0017
Mid price delta: 0.00012
Wall shift score: -0.005584

Tape

Buy volume: 22828
Sell volume: 21348
Buy/sell delta: 1480
Buy/sell ratio: 1.069327
Avg trade size: 441.76
Large trade count: 7
Largest trade size: 2860

Candle

Return 1: 0
Return 3: 0.11551
Volume 1: 0
Volume avg 5: 46.8
Momentum 5: 0.11551

Cross Exchange

Mid avg: 0.41635875
Mid median: 0.416365
Price deviation %: 0.148009
Spread %: 0.241378

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 188933
Volume 24h: 1808308
Quote volume 24h: 1808308
Price change 24h %: -20.92789

Quality

Capture latency ms: 6678
Order book timestamp: 2026-07-03 15:19:04.837000+02:00
Ticker timestamp: 2026-07-03 15:19:05.201000+02:00
Trades timestamp: 2026-07-03 15:18:42.108000+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: 0.41588
Best ask: 0.41648
Spread: 0.0006
Spread %: 0.144168
Mid price: 0.41618
Last price: 0.41623
Mark price: 0.41623
Index price: 0.416088

Order Book

Bid depth 5: 18
Ask depth 5: 22
Bid depth 10: 133
Ask depth 10: 39
Bid depth 20: 166
Ask depth 20: 159
Imbalance 5: -0.1
Imbalance 10: 0.546512
Imbalance 20: 0.021538
Top bid size: 6
Top ask size: 5
Bid wall score: 0.036145
Ask wall score: 0.031447

Dynamics

Bid depth 5 delta: -93
Ask depth 5 delta: 2
Imbalance 5 delta: -0.794656
Bid depth 10 delta: 5
Ask depth 10 delta: -92
Imbalance 10 delta: 0.558095
Spread delta: -0.00026
Mid price delta: -0.00037
Wall shift score: -0.019842

Tape

Buy volume: 187
Sell volume: 146
Buy/sell delta: 41
Buy/sell ratio: 1.280822
Avg trade size: 3.33
Large trade count: 7
Largest trade size: 46

Candle

Return 1: -0.347447
Return 3: 0.248283
Volume 1: 55
Volume avg 5: 43.8
Momentum 5: 0.32083

Cross Exchange

Mid avg: 0.41645125
Mid median: 0.41655
Price deviation %: -0.065134
Spread %: 0.241325

Funding / OI / Volume

Funding rate: 0.00021
Funding delta: 0
Funding abs: 0.00021
Funding pressure: 0.00021
Open interest: -
Volume 24h: 13655300
Quote volume 24h: 6663276
Price change 24h %: -18.73

Quality

Capture latency ms: 10085
Order book timestamp: 2026-07-03 15:18:46+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:04.726000+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: 0.4158
Best ask: 0.4159
Spread: 0.0001
Spread %: 0.024047
Mid price: 0.41585
Last price: 0.4159
Mark price: -
Index price: -

Order Book

Bid depth 5: 6640
Ask depth 5: 12352
Bid depth 10: 24031
Ask depth 10: 28618
Bid depth 20: 57105
Ask depth 20: 50823
Imbalance 5: -0.300758
Imbalance 10: -0.087124
Imbalance 20: 0.058205
Top bid size: 58
Top ask size: 1391
Bid wall score: 0.001016
Ask wall score: 0.027369

Dynamics

Bid depth 5 delta: -7008
Ask depth 5 delta: 3910
Imbalance 5 delta: -0.53643
Bid depth 10 delta: -4824
Ask depth 10 delta: 6075
Imbalance 10 delta: -0.20993
Spread delta: 0
Mid price delta: -0.0021
Wall shift score: -0.050452

Tape

Buy volume: 33542
Sell volume: 14530
Buy/sell delta: 19012
Buy/sell ratio: 2.308465
Avg trade size: 480.72
Large trade count: 7
Largest trade size: 9633

Candle

Return 1: -0.383142
Return 3: 0.144439
Volume 1: 56484
Volume avg 5: 104752
Momentum 5: 0.31348

Cross Exchange

Mid avg: 0.41697625
Mid median: 0.4167025
Price deviation %: -0.270099
Spread %: 0.335751

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 23107120
Volume 24h: 234049442
Quote volume 24h: 114494480.9399
Price change 24h %: -18.833

Quality

Capture latency ms: 6189
Order book timestamp: 2026-07-03 15:18:34.721000+02:00
Ticker timestamp: 2026-07-03 15:18:32.374000+02:00
Trades timestamp: 2026-07-03 15:18:35.453000+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: 0.4165
Best ask: 0.4166
Spread: 0.0001
Spread %: 0.024007
Mid price: 0.41655
Last price: 0.4164
Mark price: -
Index price: 0.4165

Order Book

Bid depth 5: 2963
Ask depth 5: 1076
Bid depth 10: 6523
Ask depth 10: 6227
Bid depth 20: 18765
Ask depth 20: 33023
Imbalance 5: 0.467195
Imbalance 10: 0.023216
Imbalance 20: -0.275315
Top bid size: 86
Top ask size: 56
Bid wall score: 0.004583
Ask wall score: 0.001696

Dynamics

Bid depth 5 delta: 1162
Ask depth 5 delta: -3811
Imbalance 5 delta: 0.928618
Bid depth 10 delta: 1379
Ask depth 10 delta: -2544
Imbalance 10 delta: 0.28387
Spread delta: -0.0001
Mid price delta: -0.00075
Wall shift score: 0.003569

Tape

Buy volume: 2334
Sell volume: 4057
Buy/sell delta: -1723
Buy/sell ratio: 0.575302
Avg trade size: 63.91
Large trade count: 8
Largest trade size: 477

Candle

Return 1: -0.287219
Return 3: 0.337187
Volume 1: 2971
Volume avg 5: 2891.2
Momentum 5: 0.458163

Cross Exchange

Mid avg: 0.41716375
Mid median: 0.4170775
Price deviation %: -0.147124
Spread %: 0.3356

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6961644
Quote volume 24h: 34183070.178
Price change 24h %: -20.51

Quality

Capture latency ms: 4691
Order book timestamp: 2026-07-03 15:18:28.443000+02:00
Ticker timestamp: 2026-07-03 15:18:28.762000+02:00
Trades timestamp: 2026-07-03 15:18:29.279000+02:00
Data quality score: 78
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 25898
gate: 25898
htx: 25704
mexc: 25895

By Symbol

VELVET/USDT:USDT: 103395

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