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: 104082
Total labels: 312246
Pending labels: 292763
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: 2026-07-04 00:39:29.839435+02:00
Recent trades snapshots: 104074
Micro candles: 2081420
Avg data quality: 75.8980803597163775
Latest latency: 9869 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 226 of 10409 · 104082 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 17:23:37.388504+02:00	gate	VELVET/USDT:USDT	0.40234	68	10068 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 17:23:27.168633+02:00	binance	VELVET/USDT:USDT	0.40155	80	6759 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 17:23:20.273442+02:00	mexc	VELVET/USDT:USDT	0.40135	68	5006 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 17:23:15.098289+02:00	htx	VELVET/USDT:USDT	0.401135	80	5456 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 17:22:55.503705+02:00	gate	VELVET/USDT:USDT	0.400605	68	10518 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 17:22:44.838625+02:00	binance	VELVET/USDT:USDT	0.40035	80	8639 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 17:22:35.919936+02:00	mexc	VELVET/USDT:USDT	0.40015	68	5563 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 17:22:30.110762+02:00	htx	VELVET/USDT:USDT	0.39961	80	6489 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 17:22:09.542038+02:00	gate	VELVET/USDT:USDT	0.400495	68	10955 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 17:21:58.410320+02:00	binance	VELVET/USDT:USDT	0.39955	80	6256 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.402
Best ask: 0.40268
Spread: 0.00068
Spread %: 0.169011
Mid price: 0.40234
Last price: 0.40204
Mark price: 0.40091
Index price: 0.400915

Order Book

Bid depth 5: 113
Ask depth 5: 18
Bid depth 10: 127
Ask depth 10: 127
Bid depth 20: 158
Ask depth 20: 157
Imbalance 5: 0.725191
Imbalance 10: 0
Imbalance 20: 0.003175
Top bid size: 3
Top ask size: 4
Bid wall score: 0.018987
Ask wall score: 0.025478

Dynamics

Bid depth 5 delta: 94
Ask depth 5 delta: -5
Imbalance 5 delta: 0.820429
Bid depth 10 delta: -5
Ask depth 10 delta: 89
Imbalance 10 delta: -0.552941
Spread delta: -0.00017
Mid price delta: 0.001735
Wall shift score: 0.012329

Tape

Buy volume: 162
Sell volume: 173
Buy/sell delta: -11
Buy/sell ratio: 0.936416
Avg trade size: 3.35
Large trade count: 6
Largest trade size: 30

Candle

Return 1: 0.625782
Return 3: 0.3996
Volume 1: 4
Volume avg 5: 50.8
Momentum 5: 0.807463

Cross Exchange

Mid avg: 0.40116
Mid median: 0.4012425
Price deviation %: 0.294147
Spread %: 0.235567

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 12047300
Quote volume 24h: 5645712
Price change 24h %: -21.65

Quality

Capture latency ms: 10068
Order book timestamp: 2026-07-03 17:23:36+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:12.216000+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: 0.4015
Best ask: 0.4016
Spread: 0.0001
Spread %: 0.024903
Mid price: 0.40155
Last price: 0.401
Mark price: -
Index price: -

Order Book

Bid depth 5: 10567
Ask depth 5: 12702
Bid depth 10: 44801
Ask depth 10: 33126
Bid depth 20: 100925
Ask depth 20: 68341
Imbalance 5: -0.091753
Imbalance 10: 0.14982
Imbalance 20: 0.192502
Top bid size: 218
Top ask size: 1144
Bid wall score: 0.00216
Ask wall score: 0.01674

Dynamics

Bid depth 5 delta: -1180
Ask depth 5 delta: -6668
Imbalance 5 delta: 0.153226
Bid depth 10 delta: 16891
Ask depth 10 delta: -6832
Imbalance 10 delta: 0.327341
Spread delta: 0
Mid price delta: 0.0012
Wall shift score: -0.015014

Tape

Buy volume: 29965
Sell volume: 10246
Buy/sell delta: 19719
Buy/sell ratio: 2.924556
Avg trade size: 402.11
Large trade count: 9
Largest trade size: 3362

Candle

Return 1: 0.099875
Return 3: 0.074888
Volume 1: 32380
Volume avg 5: 174247.2
Momentum 5: 0.57702

Cross Exchange

Mid avg: 0.40086
Mid median: 0.40087
Price deviation %: 0.17213
Spread %: 0.249464

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 23467607
Volume 24h: 207966695
Quote volume 24h: 97423063.16724
Price change 24h %: -22.211

Quality

Capture latency ms: 6759
Order book timestamp: 2026-07-03 17:23:24.998000+02:00
Ticker timestamp: 2026-07-03 17:23:19.042000+02:00
Trades timestamp: 2026-07-03 17:23:25.988000+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: 0.4013
Best ask: 0.4014
Spread: 0.0001
Spread %: 0.024916
Mid price: 0.40135
Last price: 0.4014
Mark price: -
Index price: 0.401

Order Book

Bid depth 5: 2929
Ask depth 5: 2721
Bid depth 10: 6338
Ask depth 10: 6590
Bid depth 20: 13880
Ask depth 20: 28622
Imbalance 5: 0.036814
Imbalance 10: -0.019493
Imbalance 20: -0.346854
Top bid size: 249
Top ask size: 69
Bid wall score: 0.017939
Ask wall score: 0.002411

Dynamics

Bid depth 5 delta: 362
Ask depth 5 delta: 79
Imbalance 5 delta: 0.051212
Bid depth 10 delta: -318
Ask depth 10 delta: 598
Imbalance 10 delta: -0.071991
Spread delta: 0
Mid price delta: 0.0012
Wall shift score: 0.018718

Tape

Buy volume: 2460
Sell volume: 1766
Buy/sell delta: 694
Buy/sell ratio: 1.392978
Avg trade size: 42.26
Large trade count: 7
Largest trade size: 403

Candle

Return 1: 0.174825
Return 3: 0.099825
Volume 1: 1066
Volume avg 5: 3487.6
Momentum 5: 0.57673

Cross Exchange

Mid avg: 0.40056
Mid median: 0.4004775
Price deviation %: 0.197224
Spread %: 0.245906

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6144941
Quote volume 24h: 29180158.074
Price change 24h %: -23.38

Quality

Capture latency ms: 5006
Order book timestamp: 2026-07-03 17:23:18.255000+02:00
Ticker timestamp: 2026-07-03 17:23:16.701000+02:00
Trades timestamp: 2026-07-03 17:23:18.893000+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: 0.40063
Best ask: 0.40164
Spread: 0.00101
Spread %: 0.251786
Mid price: 0.401135
Last price: 0.40033
Mark price: -
Index price: -

Order Book

Bid depth 5: 12235
Ask depth 5: 13206
Bid depth 10: 52576
Ask depth 10: 53835
Bid depth 20: 188960
Ask depth 20: 69210
Imbalance 5: -0.038167
Imbalance 10: -0.011831
Imbalance 20: 0.463842
Top bid size: 490
Top ask size: 1349
Bid wall score: 0.002593
Ask wall score: 0.019491

Dynamics

Bid depth 5 delta: 4907
Ask depth 5 delta: 4715
Imbalance 5 delta: 0.035352
Bid depth 10 delta: -234
Ask depth 10 delta: 40542
Imbalance 10 delta: -0.609641
Spread delta: -0.00201
Mid price delta: 0.001525
Wall shift score: -0.022257

Tape

Buy volume: 10776
Sell volume: 46066
Buy/sell delta: -35290
Buy/sell ratio: 0.233925
Avg trade size: 568.42
Large trade count: 8
Largest trade size: 9390

Candle

Return 1: 0
Return 3: -0.147162
Volume 1: 0
Volume avg 5: 48
Momentum 5: 0.68662

Cross Exchange

Mid avg: 0.40017875
Mid median: 0.40025
Price deviation %: 0.238956
Spread %: 0.248639

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 153876
Volume 24h: 1809290
Quote volume 24h: 1809290
Price change 24h %: -23.911887

Quality

Capture latency ms: 5456
Order book timestamp: 2026-07-03 17:23:13.537000+02:00
Ticker timestamp: 2026-07-03 17:23:13.835000+02:00
Trades timestamp: 2026-07-03 17:22:22.269000+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: 0.40018
Best ask: 0.40103
Spread: 0.00085
Spread %: 0.212179
Mid price: 0.400605
Last price: 0.3995
Mark price: 0.40032
Index price: 0.400318

Order Book

Bid depth 5: 19
Ask depth 5: 23
Bid depth 10: 132
Ask depth 10: 38
Bid depth 20: 164
Ask depth 20: 162
Imbalance 5: -0.095238
Imbalance 10: 0.552941
Imbalance 20: 0.006135
Top bid size: 4
Top ask size: 7
Bid wall score: 0.02439
Ask wall score: 0.04321

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: 4
Imbalance 5 delta: 0.092262
Bid depth 10 delta: 10
Ask depth 10 delta: 5
Imbalance 10 delta: -0.021252
Spread delta: 0.00016
Mid price delta: 0.00011
Wall shift score: -0.005362

Tape

Buy volume: 171
Sell volume: 177
Buy/sell delta: -6
Buy/sell ratio: 0.966102
Avg trade size: 3.48
Large trade count: 6
Largest trade size: 30

Candle

Return 1: -0.057539
Return 3: -0.455984
Volume 1: 19
Volume avg 5: 72.8
Momentum 5: 0.318911

Cross Exchange

Mid avg: 0.40015125
Mid median: 0.40025
Price deviation %: 0.113395
Spread %: 0.221166

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 12046000
Quote volume 24h: 5645192
Price change 24h %: -22.53

Quality

Capture latency ms: 10518
Order book timestamp: 2026-07-03 17:22:54+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:12.170000+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: 0.4003
Best ask: 0.4004
Spread: 0.0001
Spread %: 0.024978
Mid price: 0.40035
Last price: 0.4007
Mark price: -
Index price: -

Order Book

Bid depth 5: 11747
Ask depth 5: 19370
Bid depth 10: 27910
Ask depth 10: 39958
Bid depth 20: 67763
Ask depth 20: 78590
Imbalance 5: -0.244979
Imbalance 10: -0.177521
Imbalance 20: -0.073979
Top bid size: 76
Top ask size: 54
Bid wall score: 0.001122
Ask wall score: 0.000687

Dynamics

Bid depth 5 delta: 2857
Ask depth 5 delta: 12296
Imbalance 5 delta: -0.358735
Bid depth 10 delta: -6984
Ask depth 10 delta: 2050
Imbalance 10 delta: -0.136121
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: -0.004338

Tape

Buy volume: 13958
Sell volume: 16922
Buy/sell delta: -2964
Buy/sell ratio: 0.824843
Avg trade size: 308.8
Large trade count: 10
Largest trade size: 2133

Candle

Return 1: 0
Return 3: -0.249252
Volume 1: 55021
Volume avg 5: 226225.8
Momentum 5: 0.250501

Cross Exchange

Mid avg: 0.39995125
Mid median: 0.39988
Price deviation %: 0.0997
Spread %: 0.236279

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 23469573
Volume 24h: 208195954
Quote volume 24h: 97548850.91184
Price change 24h %: -21.677

Quality

Capture latency ms: 8639
Order book timestamp: 2026-07-03 17:22:42.633000+02:00
Ticker timestamp: 2026-07-03 17:22:38.679000+02:00
Trades timestamp: 2026-07-03 17:22:44.100000+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: 0.4001
Best ask: 0.4002
Spread: 0.0001
Spread %: 0.024991
Mid price: 0.40015
Last price: 0.4003
Mark price: -
Index price: 0.4003

Order Book

Bid depth 5: 2567
Ask depth 5: 2642
Bid depth 10: 6656
Ask depth 10: 5992
Bid depth 20: 31713
Ask depth 20: 21469
Imbalance 5: -0.014398
Imbalance 10: 0.052498
Imbalance 20: 0.192622
Top bid size: 20
Top ask size: 82
Bid wall score: 0.000631
Ask wall score: 0.003819

Dynamics

Bid depth 5 delta: 394
Ask depth 5 delta: -654
Imbalance 5 delta: 0.190941
Bid depth 10 delta: -146
Ask depth 10 delta: -3121
Imbalance 10 delta: 0.197707
Spread delta: 0
Mid price delta: 0.0005
Wall shift score: -0.002345

Tape

Buy volume: 3441
Sell volume: 1801
Buy/sell delta: 1640
Buy/sell ratio: 1.910605
Avg trade size: 52.42
Large trade count: 8
Largest trade size: 433

Candle

Return 1: 0.15015
Return 3: -0.274109
Volume 1: 1542
Volume avg 5: 4246.6
Momentum 5: 0.250501

Cross Exchange

Mid avg: 0.39982625
Mid median: 0.39963
Price deviation %: 0.080973
Spread %: 0.236353

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6142875
Quote volume 24h: 29171879.312
Price change 24h %: -23.59

Quality

Capture latency ms: 5563
Order book timestamp: 2026-07-03 17:22:34.002000+02:00
Ticker timestamp: 2026-07-03 17:22:31.895000+02:00
Trades timestamp: 2026-07-03 17:22:33.528000+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: 0.3981
Best ask: 0.40112
Spread: 0.00302
Spread %: 0.755737
Mid price: 0.39961
Last price: 0.40033
Mark price: -
Index price: -

Order Book

Bid depth 5: 7328
Ask depth 5: 8491
Bid depth 10: 52810
Ask depth 10: 13293
Bid depth 20: 58527
Ask depth 20: 63679
Imbalance 5: -0.073519
Imbalance 10: 0.597809
Imbalance 20: -0.042158
Top bid size: 366
Top ask size: 57
Bid wall score: 0.006254
Ask wall score: 0.000895

Dynamics

Bid depth 5 delta: -4078
Ask depth 5 delta: -2104
Imbalance 5 delta: -0.110381
Bid depth 10 delta: 116
Ask depth 10 delta: -42337
Imbalance 10 delta: 0.624913
Spread delta: 0.00185
Mid price delta: -0.000225
Wall shift score: 0.007072

Tape

Buy volume: 10776
Sell volume: 46066
Buy/sell delta: -35290
Buy/sell ratio: 0.233925
Avg trade size: 568.42
Large trade count: 8
Largest trade size: 9390

Candle

Return 1: -0.147162
Return 3: -0.353454
Volume 1: 10
Volume avg 5: 48
Momentum 5: 0.68662

Cross Exchange

Mid avg: 0.3998825
Mid median: 0.3997425
Price deviation %: -0.068145
Spread %: 0.236319

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 153871
Volume 24h: 1809358
Quote volume 24h: 1809358
Price change 24h %: -23.911887

Quality

Capture latency ms: 6489
Order book timestamp: 2026-07-03 17:22:27.837000+02:00
Ticker timestamp: 2026-07-03 17:22:28.263000+02:00
Trades timestamp: 2026-07-03 17:22:22.269000+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: 0.40015
Best ask: 0.40084
Spread: 0.00069
Spread %: 0.172287
Mid price: 0.400495
Last price: 0.40084
Mark price: 0.40058
Index price: 0.40064

Order Book

Bid depth 5: 13
Ask depth 5: 19
Bid depth 10: 122
Ask depth 10: 33
Bid depth 20: 156
Ask depth 20: 151
Imbalance 5: -0.1875
Imbalance 10: 0.574194
Imbalance 20: 0.016287
Top bid size: 1
Top ask size: 3
Bid wall score: 0.00641
Ask wall score: 0.019868

Dynamics

Bid depth 5 delta: -23
Ask depth 5 delta: 1
Imbalance 5 delta: -0.520833
Bid depth 10 delta: -26
Ask depth 10 delta: -92
Imbalance 10 delta: 0.489944
Spread delta: -0.00011
Mid price delta: -0.000315
Wall shift score: 0.009036

Tape

Buy volume: 169
Sell volume: 179
Buy/sell delta: -10
Buy/sell ratio: 0.944134
Avg trade size: 3.48
Large trade count: 6
Largest trade size: 30

Candle

Return 1: 0.277687
Return 3: -0.122094
Volume 1: 3
Volume avg 5: 69.6
Momentum 5: 0.6554

Cross Exchange

Mid avg: 0.39996125
Mid median: 0.3997425
Price deviation %: 0.13345
Spread %: 0.315031

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 12045400
Quote volume 24h: 5644952
Price change 24h %: -22.27

Quality

Capture latency ms: 10955
Order book timestamp: 2026-07-03 17:22:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:12.127000+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: 0.3995
Best ask: 0.3996
Spread: 0.0001
Spread %: 0.025028
Mid price: 0.39955
Last price: 0.3997
Mark price: -
Index price: -

Order Book

Bid depth 5: 8890
Ask depth 5: 7074
Bid depth 10: 34894
Ask depth 10: 37908
Bid depth 20: 65140
Ask depth 20: 70465
Imbalance 5: 0.113756
Imbalance 10: -0.0414
Imbalance 20: -0.039268
Top bid size: 334
Top ask size: 25
Bid wall score: 0.005127
Ask wall score: 0.000355

Dynamics

Bid depth 5 delta: -5553
Ask depth 5 delta: -3768
Imbalance 5 delta: -0.028661
Bid depth 10 delta: 4347
Ask depth 10 delta: 2883
Imbalance 10 delta: 0.026891
Spread delta: 0
Mid price delta: -0.0008
Wall shift score: -0.002842

Tape

Buy volume: 10290
Sell volume: 23446
Buy/sell delta: -13156
Buy/sell ratio: 0.438881
Avg trade size: 337.36
Large trade count: 6
Largest trade size: 6552

Candle

Return 1: -0.274588
Return 3: 0.22579
Volume 1: 84707
Volume avg 5: 518840.2
Momentum 5: -0.868486

Cross Exchange

Mid avg: 0.40016125
Mid median: 0.4000925
Price deviation %: -0.152751
Spread %: 0.289883

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 23457985
Volume 24h: 208270962
Quote volume 24h: 97598920.63074
Price change 24h %: -21.458

Quality

Capture latency ms: 6256
Order book timestamp: 2026-07-03 17:21:56.211000+02:00
Ticker timestamp: 2026-07-03 17:21:50.086000+02:00
Trades timestamp: 2026-07-03 17:21:57.581000+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: 26070
gate: 26071
htx: 25874
mexc: 26067

By Symbol

VELVET/USDT:USDT: 104082

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