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: 103713
Total labels: 311139
Pending labels: 291656
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 23:30:32.583973+02:00
Recent trades snapshots: 103705
Micro candles: 2074060
Avg data quality: 75.9010538698138131
Latest latency: 7227 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 225 of 10372 · 103713 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 16:16:04.475690+02:00	gate	VELVET/USDT:USDT	0.42036	68	11027 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 16:15:53.314711+02:00	binance	VELVET/USDT:USDT	0.41985	80	7847 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 16:15:45.094836+02:00	mexc	VELVET/USDT:USDT	0.41965	68	5465 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 16:15:39.539622+02:00	htx	VELVET/USDT:USDT	0.420055	80	5912 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 16:15:20.256234+02:00	gate	VELVET/USDT:USDT	0.420945	68	10589 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 16:15:09.427002+02:00	binance	VELVET/USDT:USDT	0.42175	80	6827 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 16:15:02.357741+02:00	mexc	VELVET/USDT:USDT	0.42095	68	5083 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 16:14:57.183055+02:00	htx	VELVET/USDT:USDT	0.42029	80	6027 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 16:14:38.244404+02:00	gate	VELVET/USDT:USDT	0.41969	68	10041 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 16:14:28.083356+02:00	binance	VELVET/USDT:USDT	0.41965	80	7393 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.42014
Best ask: 0.42058
Spread: 0.00044
Spread %: 0.104672
Mid price: 0.42036
Last price: 0.42014
Mark price: 0.41966
Index price: 0.419172

Order Book

Bid depth 5: 107
Ask depth 5: 22
Bid depth 10: 122
Ask depth 10: 130
Bid depth 20: 147
Ask depth 20: 166
Imbalance 5: 0.658915
Imbalance 10: -0.031746
Imbalance 20: -0.060703
Top bid size: 2
Top ask size: 6
Bid wall score: 0.013605
Ask wall score: 0.036145

Dynamics

Bid depth 5 delta: 90
Ask depth 5 delta: 0
Imbalance 5 delta: 0.78712
Bid depth 10 delta: 88
Ask depth 10 delta: 8
Imbalance 10 delta: 0.532357
Spread delta: 0.00017
Mid price delta: -0.000585
Wall shift score: -0.035824

Tape

Buy volume: 303
Sell volume: 158
Buy/sell delta: 145
Buy/sell ratio: 1.917722
Avg trade size: 4.61
Large trade count: 13
Largest trade size: 47

Candle

Return 1: 0.092912
Return 3: -0.235082
Volume 1: 3
Volume avg 5: 84.6
Momentum 5: -0.159217

Cross Exchange

Mid avg: 0.420125
Mid median: 0.4199525
Price deviation %: 0.055936
Spread %: 0.308242

Funding / OI / Volume

Funding rate: 0.000116
Funding delta: 0.000002
Funding abs: 0.000116
Funding pressure: 0.000118
Open interest: -
Volume 24h: 12217100
Quote volume 24h: 5793813
Price change 24h %: -28.75

Quality

Capture latency ms: 11027
Order book timestamp: 2026-07-03 16:16:03+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:08.162000+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: 0.4198
Best ask: 0.4199
Spread: 0.0001
Spread %: 0.023818
Mid price: 0.41985
Last price: 0.4199
Mark price: -
Index price: -

Order Book

Bid depth 5: 7672
Ask depth 5: 6341
Bid depth 10: 24571
Ask depth 10: 17175
Bid depth 20: 50756
Ask depth 20: 37195
Imbalance 5: 0.094983
Imbalance 10: 0.177167
Imbalance 20: 0.154188
Top bid size: 425
Top ask size: 343
Bid wall score: 0.008373
Ask wall score: 0.009222

Dynamics

Bid depth 5 delta: -2624
Ask depth 5 delta: -1159
Imbalance 5 delta: -0.062131
Bid depth 10 delta: 1353
Ask depth 10 delta: -3071
Imbalance 10 delta: 0.108788
Spread delta: 0
Mid price delta: -0.0019
Wall shift score: -0.014541

Tape

Buy volume: 61012
Sell volume: 14530
Buy/sell delta: 46482
Buy/sell ratio: 4.199036
Avg trade size: 755.42
Large trade count: 5
Largest trade size: 28374

Candle

Return 1: -0.261345
Return 3: -0.023815
Volume 1: 178750
Volume avg 5: 143480.6
Momentum 5: 0.095374

Cross Exchange

Mid avg: 0.4206
Mid median: 0.4205
Price deviation %: -0.178317
Spread %: 0.499287

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 23098049
Volume 24h: 217620196
Quote volume 24h: 104164430.00384
Price change 24h %: -28.927

Quality

Capture latency ms: 7847
Order book timestamp: 2026-07-03 16:15:51.071000+02:00
Ticker timestamp: 2026-07-03 16:15:46.975000+02:00
Trades timestamp: 2026-07-03 16:15:52.162000+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: 0.4196
Best ask: 0.4197
Spread: 0.0001
Spread %: 0.023829
Mid price: 0.41965
Last price: 0.4192
Mark price: -
Index price: 0.4191

Order Book

Bid depth 5: 1961
Ask depth 5: 1087
Bid depth 10: 6050
Ask depth 10: 4640
Bid depth 20: 18190
Ask depth 20: 9020
Imbalance 5: 0.286745
Imbalance 10: 0.131899
Imbalance 20: 0.337008
Top bid size: 138
Top ask size: 226
Bid wall score: 0.007587
Ask wall score: 0.025055

Dynamics

Bid depth 5 delta: -667
Ask depth 5 delta: -75
Imbalance 5 delta: -0.100062
Bid depth 10 delta: -2229
Ask depth 10 delta: 811
Imbalance 10 delta: -0.235627
Spread delta: 0
Mid price delta: -0.0013
Wall shift score: -0.016502

Tape

Buy volume: 2629
Sell volume: 3808
Buy/sell delta: -1179
Buy/sell ratio: 0.690389
Avg trade size: 64.37
Large trade count: 10
Largest trade size: 378

Candle

Return 1: -0.379777
Return 3: -0.21398
Volume 1: 2171
Volume avg 5: 2499.6
Momentum 5: 0

Cross Exchange

Mid avg: 0.420925
Mid median: 0.4209475
Price deviation %: -0.302904
Spread %: 0.402685

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6730575
Quote volume 24h: 32827217.767
Price change 24h %: -19.98

Quality

Capture latency ms: 5465
Order book timestamp: 2026-07-03 16:15:43.118000+02:00
Ticker timestamp: 2026-07-03 16:15:40.703000+02:00
Trades timestamp: 2026-07-03 16:15:43.382000+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: 0.41801
Best ask: 0.4221
Spread: 0.00409
Spread %: 0.973682
Mid price: 0.420055
Last price: 0.42138
Mark price: -
Index price: -

Order Book

Bid depth 5: 4118
Ask depth 5: 3639
Bid depth 10: 9172
Ask depth 10: 7232
Bid depth 20: 65218
Ask depth 20: 99981
Imbalance 5: 0.061751
Imbalance 10: 0.118264
Imbalance 20: -0.210431
Top bid size: 56
Top ask size: 1292
Bid wall score: 0.000859
Ask wall score: 0.012922

Dynamics

Bid depth 5 delta: -91
Ask depth 5 delta: -366
Imbalance 5 delta: 0.036915
Bid depth 10 delta: 487
Ask depth 10 delta: -851
Imbalance 10 delta: 0.082362
Spread delta: 0.00015
Mid price delta: -0.000235
Wall shift score: -0.009536

Tape

Buy volume: 11094
Sell volume: 13982
Buy/sell delta: -2888
Buy/sell ratio: 0.793449
Avg trade size: 250.76
Large trade count: 6
Largest trade size: 2484

Candle

Return 1: 0
Return 3: 0.204509
Volume 1: 0
Volume avg 5: 381.2
Momentum 5: 0.472103

Cross Exchange

Mid avg: 0.42098375
Mid median: 0.4209475
Price deviation %: -0.220614
Spread %: 0.346807

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 192597
Volume 24h: 1697456
Quote volume 24h: 1697456
Price change 24h %: -19.91105

Quality

Capture latency ms: 5912
Order book timestamp: 2026-07-03 16:15:38.195000+02:00
Ticker timestamp: 2026-07-03 16:15:38.478000+02:00
Trades timestamp: 2026-07-03 16:14:00.390000+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: 0.42081
Best ask: 0.42108
Spread: 0.00027
Spread %: 0.064141
Mid price: 0.420945
Last price: 0.42107
Mark price: 0.42083
Index price: 0.420298

Order Book

Bid depth 5: 17
Ask depth 5: 22
Bid depth 10: 34
Ask depth 10: 122
Bid depth 20: 152
Ask depth 20: 155
Imbalance 5: -0.128205
Imbalance 10: -0.564103
Imbalance 20: -0.009772
Top bid size: 3
Top ask size: 1
Bid wall score: 0.019737
Ask wall score: 0.006452

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 5
Imbalance 5 delta: -0.156777
Bid depth 10 delta: -88
Ask depth 10 delta: -4
Imbalance 10 delta: -0.547974
Spread delta: -0.00031
Mid price delta: 0.001255
Wall shift score: -0.002461

Tape

Buy volume: 172
Sell volume: 211
Buy/sell delta: -39
Buy/sell ratio: 0.815166
Avg trade size: 3.83
Large trade count: 12
Largest trade size: 18

Candle

Return 1: -0.182633
Return 3: 0.097519
Volume 1: 31
Volume avg 5: 39
Momentum 5: 0.340955

Cross Exchange

Mid avg: 0.42067
Mid median: 0.42062
Price deviation %: 0.065372
Spread %: 0.489695

Funding / OI / Volume

Funding rate: 0.000114
Funding delta: 0.00001
Funding abs: 0.000114
Funding pressure: 0.000124
Open interest: -
Volume 24h: 12192600
Quote volume 24h: 5783534
Price change 24h %: -28.43

Quality

Capture latency ms: 10589
Order book timestamp: 2026-07-03 16:15:19+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:08.115000+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: 0.4217
Best ask: 0.4218
Spread: 0.0001
Spread %: 0.023711
Mid price: 0.42175
Last price: 0.4209
Mark price: -
Index price: -

Order Book

Bid depth 5: 10296
Ask depth 5: 7500
Bid depth 10: 23218
Ask depth 10: 20246
Bid depth 20: 42521
Ask depth 20: 40809
Imbalance 5: 0.157114
Imbalance 10: 0.068378
Imbalance 20: 0.020545
Top bid size: 1297
Top ask size: 686
Bid wall score: 0.030503
Ask wall score: 0.01681

Dynamics

Bid depth 5 delta: 4381
Ask depth 5 delta: 657
Imbalance 5 delta: 0.229853
Bid depth 10 delta: 6484
Ask depth 10 delta: 2788
Imbalance 10 delta: 0.089553
Spread delta: 0
Mid price delta: 0.0021
Wall shift score: 0.005129

Tape

Buy volume: 16838
Sell volume: 9516
Buy/sell delta: 7322
Buy/sell ratio: 1.769441
Avg trade size: 263.54
Large trade count: 8
Largest trade size: 2467

Candle

Return 1: 0.095034
Return 3: 0.333413
Volume 1: 5839
Volume avg 5: 108898.4
Momentum 5: 0.453028

Cross Exchange

Mid avg: 0.420145
Mid median: 0.41999
Price deviation %: 0.382011
Spread %: 0.309417

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 23102361
Volume 24h: 217931285
Quote volume 24h: 104370296.89828
Price change 24h %: -29.296

Quality

Capture latency ms: 6827
Order book timestamp: 2026-07-03 16:15:07.155000+02:00
Ticker timestamp: 2026-07-03 16:14:59.448000+02:00
Trades timestamp: 2026-07-03 16:15:08.725000+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: 0.4209
Best ask: 0.421
Spread: 0.0001
Spread %: 0.023756
Mid price: 0.42095
Last price: 0.4209
Mark price: -
Index price: 0.4203

Order Book

Bid depth 5: 2628
Ask depth 5: 1162
Bid depth 10: 8279
Ask depth 10: 3829
Bid depth 20: 27160
Ask depth 20: 8272
Imbalance 5: 0.386807
Imbalance 10: 0.367526
Imbalance 20: 0.533077
Top bid size: 23
Top ask size: 15
Bid wall score: 0.000847
Ask wall score: 0.001813

Dynamics

Bid depth 5 delta: 298
Ask depth 5 delta: -819
Imbalance 5 delta: 0.305852
Bid depth 10 delta: 3613
Ask depth 10 delta: -416
Imbalance 10 delta: 0.320281
Spread delta: 0
Mid price delta: 0.0013
Wall shift score: 0.01302

Tape

Buy volume: 2450
Sell volume: 3518
Buy/sell delta: -1068
Buy/sell ratio: 0.696418
Avg trade size: 59.68
Large trade count: 10
Largest trade size: 378

Candle

Return 1: -0.094877
Return 3: 0.11885
Volume 1: 3472
Volume avg 5: 2742.8
Momentum 5: 0.862069

Cross Exchange

Mid avg: 0.41982
Mid median: 0.41967
Price deviation %: 0.269163
Spread %: 0.152446

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6728560
Quote volume 24h: 32818767.103
Price change 24h %: -19.66

Quality

Capture latency ms: 5083
Order book timestamp: 2026-07-03 16:15:00.245000+02:00
Ticker timestamp: 2026-07-03 16:14:58.747000+02:00
Trades timestamp: 2026-07-03 16:14:59.135000+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: 0.41832
Best ask: 0.42226
Spread: 0.00394
Spread %: 0.937448
Mid price: 0.42029
Last price: 0.42138
Mark price: -
Index price: -

Order Book

Bid depth 5: 4209
Ask depth 5: 4005
Bid depth 10: 8685
Ask depth 10: 8083
Bid depth 20: 14426
Ask depth 20: 101473
Imbalance 5: 0.024836
Imbalance 10: 0.035902
Imbalance 20: -0.751059
Top bid size: 14
Top ask size: 355
Bid wall score: 0.00097
Ask wall score: 0.003498

Dynamics

Bid depth 5 delta: 18
Ask depth 5 delta: 1944
Imbalance 5 delta: -0.315855
Bid depth 10 delta: -387
Ask depth 10 delta: -1067
Imbalance 10 delta: 0.040182
Spread delta: -0.00049
Mid price delta: -0.000035
Wall shift score: -0.006777

Tape

Buy volume: 11094
Sell volume: 13982
Buy/sell delta: -2888
Buy/sell ratio: 0.793449
Avg trade size: 250.76
Large trade count: 6
Largest trade size: 2484

Candle

Return 1: 0.002373
Return 3: 0.472103
Volume 1: 562
Volume avg 5: 1617.6
Momentum 5: 0.467312

Cross Exchange

Mid avg: 0.41982875
Mid median: 0.41967
Price deviation %: 0.109866
Spread %: 0.16078

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 192597
Volume 24h: 1707456
Quote volume 24h: 1707456
Price change 24h %: -19.91105

Quality

Capture latency ms: 6027
Order book timestamp: 2026-07-03 16:14:55.737000+02:00
Ticker timestamp: 2026-07-03 16:14:56.111000+02:00
Trades timestamp: 2026-07-03 16:14:00.390000+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: 0.4194
Best ask: 0.41998
Spread: 0.00058
Spread %: 0.138197
Mid price: 0.41969
Last price: 0.41942
Mark price: 0.41911
Index price: 0.419093

Order Book

Bid depth 5: 18
Ask depth 5: 17
Bid depth 10: 122
Ask depth 10: 126
Bid depth 20: 166
Ask depth 20: 430
Imbalance 5: 0.028571
Imbalance 10: -0.016129
Imbalance 20: -0.442953
Top bid size: 3
Top ask size: 1
Bid wall score: 0.018072
Ask wall score: 0.002326

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -7
Imbalance 5 delta: 0.07205
Bid depth 10 delta: -4
Ask depth 10 delta: -22
Imbalance 10 delta: 0.064163
Spread delta: 0.00001
Mid price delta: -0.001455
Wall shift score: 0.029909

Tape

Buy volume: 181
Sell volume: 255
Buy/sell delta: -74
Buy/sell ratio: 0.709804
Avg trade size: 4.36
Large trade count: 14
Largest trade size: 18

Candle

Return 1: -0.40605
Return 3: -0.330315
Volume 1: 29
Volume avg 5: 42.4
Momentum 5: 0.498395

Cross Exchange

Mid avg: 0.4201925
Mid median: 0.4199875
Price deviation %: -0.119588
Spread %: 0.355789

Funding / OI / Volume

Funding rate: 0.000104
Funding delta: 0.000008
Funding abs: 0.000104
Funding pressure: 0.000112
Open interest: -
Volume 24h: 12190100
Quote volume 24h: 5782481
Price change 24h %: -28.91

Quality

Capture latency ms: 10041
Order book timestamp: 2026-07-03 16:14:37+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:08.075000+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: 0.4196
Best ask: 0.4197
Spread: 0.0001
Spread %: 0.023829
Mid price: 0.41965
Last price: 0.42
Mark price: -
Index price: -

Order Book

Bid depth 5: 5915
Ask depth 5: 6843
Bid depth 10: 16734
Ask depth 10: 17458
Bid depth 20: 42905
Ask depth 20: 35755
Imbalance 5: -0.072739
Imbalance 10: -0.021175
Imbalance 20: 0.090898
Top bid size: 977
Top ask size: 508
Bid wall score: 0.022771
Ask wall score: 0.014208

Dynamics

Bid depth 5 delta: -1191
Ask depth 5 delta: -966
Imbalance 5 delta: -0.025605
Bid depth 10 delta: -3953
Ask depth 10 delta: -2388
Imbalance 10 delta: -0.041923
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: 0.035775

Tape

Buy volume: 20048
Sell volume: 19997
Buy/sell delta: 51
Buy/sell ratio: 1.00255
Avg trade size: 400.45
Large trade count: 5
Largest trade size: 6680

Candle

Return 1: -0.450664
Return 3: -0.166508
Volume 1: 62854
Volume avg 5: 136591.4
Momentum 5: 0.430725

Cross Exchange

Mid avg: 0.4202675
Mid median: 0.4201375
Price deviation %: -0.14693
Spread %: 0.355726

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 23118912
Volume 24h: 217875767
Quote volume 24h: 104346973.82798
Price change 24h %: -29.447

Quality

Capture latency ms: 7393
Order book timestamp: 2026-07-03 16:14:25.901000+02:00
Ticker timestamp: 2026-07-03 16:14:20.784000+02:00
Trades timestamp: 2026-07-03 16:14:26.771000+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: 25978
gate: 25978
htx: 25782
mexc: 25975

By Symbol

VELVET/USDT:USDT: 103713

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