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: 104516
Total labels: 313548
Pending labels: 294065
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 01:59:46.055451+02:00
Recent trades snapshots: 104508
Micro candles: 2090100
Avg data quality: 75.8952887596157526
Latest latency: 10913 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 227 of 10452 · 104516 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 18:43:48.671948+02:00	htx	VELVET/USDT:USDT	0.434045	80	5768 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 18:43:30.831709+02:00	gate	VELVET/USDT:USDT	0.433805	68	10008 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 18:43:20.681523+02:00	binance	VELVET/USDT:USDT	0.4323	80	7781 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 18:43:12.732281+02:00	mexc	VELVET/USDT:USDT	0.43355	68	7789 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 18:43:04.799332+02:00	htx	VELVET/USDT:USDT	0.43176	80	6586 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 18:42:45.918716+02:00	gate	VELVET/USDT:USDT	0.42898	68	10071 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 18:42:35.613520+02:00	binance	VELVET/USDT:USDT	0.42665	80	6833 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 18:42:28.607678+02:00	mexc	VELVET/USDT:USDT	0.42665	68	5044 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 18:42:23.450965+02:00	htx	VELVET/USDT:USDT	0.422435	80	6020 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 18:41:58.905855+02:00	gate	VELVET/USDT:USDT	0.426785	68	10042 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4334
Best ask: 0.43469
Spread: 0.00129
Spread %: 0.297204
Mid price: 0.434045
Last price: 0.43008
Mark price: -
Index price: -

Order Book

Bid depth 5: 17358
Ask depth 5: 3342
Bid depth 10: 25717
Ask depth 10: 11521
Bid depth 20: 149067
Ask depth 20: 219664
Imbalance 5: 0.677101
Imbalance 10: 0.381223
Imbalance 20: -0.191459
Top bid size: 487
Top ask size: 212
Bid wall score: 0.003267
Ask wall score: 0.000965

Dynamics

Bid depth 5 delta: 13009
Ask depth 5 delta: -293
Imbalance 5 delta: 0.587673
Bid depth 10 delta: 16406
Ask depth 10 delta: -82902
Imbalance 10 delta: 1.201707
Spread delta: -0.00459
Mid price delta: 0.002285
Wall shift score: -0.005802

Tape

Buy volume: 32904
Sell volume: 11774
Buy/sell delta: 21130
Buy/sell ratio: 2.794632
Avg trade size: 446.78
Large trade count: 6
Largest trade size: 4942

Candle

Return 1: 2.629695
Return 3: 3.521483
Volume 1: 608
Volume avg 5: 2113.6
Momentum 5: 5.125761

Cross Exchange

Mid avg: 0.43285375
Mid median: 0.432925
Price deviation %: 0.275208
Spread %: 0.472446

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 134147
Volume 24h: 1775866
Quote volume 24h: 1775866
Price change 24h %: 5.795533

Quality

Capture latency ms: 5768
Order book timestamp: 2026-07-03 18:43:47.237000+02:00
Ticker timestamp: 2026-07-03 18:43:47.574000+02:00
Trades timestamp: 2026-07-03 18:43:00.604000+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: 0.43343
Best ask: 0.43418
Spread: 0.00075
Spread %: 0.172889
Mid price: 0.433805
Last price: 0.43354
Mark price: 0.4322
Index price: 0.432183

Order Book

Bid depth 5: 25
Ask depth 5: 20
Bid depth 10: 130
Ask depth 10: 122
Bid depth 20: 180
Ask depth 20: 163
Imbalance 5: 0.111111
Imbalance 10: 0.031746
Imbalance 20: 0.049563
Top bid size: 7
Top ask size: 4
Bid wall score: 0.038889
Ask wall score: 0.02454

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -3
Imbalance 5 delta: 0.069444
Bid depth 10 delta: 83
Ask depth 10 delta: -9
Imbalance 10 delta: 0.503656
Spread delta: 0.00019
Mid price delta: 0.004825
Wall shift score: -0.013423

Tape

Buy volume: 198
Sell volume: 177
Buy/sell delta: 21
Buy/sell ratio: 1.118644
Avg trade size: 3.75
Large trade count: 5
Largest trade size: 26

Candle

Return 1: 0.912434
Return 3: 4.284031
Volume 1: 153
Volume avg 5: 269.2
Momentum 5: 4.765357

Cross Exchange

Mid avg: 0.4316475
Mid median: 0.43203
Price deviation %: 0.499829
Spread %: 1.058734

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 11862800
Quote volume 24h: 5471100
Price change 24h %: -21.64

Quality

Capture latency ms: 10008
Order book timestamp: 2026-07-03 18:43:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:17.009000+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: 0.4322
Best ask: 0.4324
Spread: 0.0002
Spread %: 0.046264
Mid price: 0.4323
Last price: 0.4335
Mark price: -
Index price: -

Order Book

Bid depth 5: 6797
Ask depth 5: 10728
Bid depth 10: 28727
Ask depth 10: 37401
Bid depth 20: 51231
Ask depth 20: 62895
Imbalance 5: -0.224308
Imbalance 10: -0.13117
Imbalance 20: -0.102203
Top bid size: 16
Top ask size: 1149
Bid wall score: 0.000312
Ask wall score: 0.018269

Dynamics

Bid depth 5 delta: -2221
Ask depth 5 delta: 3651
Imbalance 5 delta: -0.344905
Bid depth 10 delta: -4113
Ask depth 10 delta: 13653
Imbalance 10 delta: -0.29184
Spread delta: 0.0001
Mid price delta: 0.00565
Wall shift score: -0.022315

Tape

Buy volume: 8057
Sell volume: 47858
Buy/sell delta: -39801
Buy/sell ratio: 0.168352
Avg trade size: 559.15
Large trade count: 9
Largest trade size: 7286

Candle

Return 1: 0.768872
Return 3: 3.667306
Volume 1: 358367
Volume avg 5: 488723.4
Momentum 5: 4.544356

Cross Exchange

Mid avg: 0.430235
Mid median: 0.43037
Price deviation %: 0.47997
Spread %: 1.603775

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 23176399
Volume 24h: 203874578
Quote volume 24h: 93657435.87067
Price change 24h %: -21.962

Quality

Capture latency ms: 7781
Order book timestamp: 2026-07-03 18:43:18.508000+02:00
Ticker timestamp: 2026-07-03 18:43:11.255000+02:00
Trades timestamp: 2026-07-03 18:43:20.057000+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: 0.4335
Best ask: 0.4336
Spread: 0.0001
Spread %: 0.023065
Mid price: 0.43355
Last price: 0.4339
Mark price: -
Index price: 0.4326

Order Book

Bid depth 5: 1219
Ask depth 5: 877
Bid depth 10: 4492
Ask depth 10: 3006
Bid depth 20: 8471
Ask depth 20: 15354
Imbalance 5: 0.163168
Imbalance 10: 0.198186
Imbalance 20: -0.288898
Top bid size: 109
Top ask size: 23
Bid wall score: 0.012867
Ask wall score: 0.001498

Dynamics

Bid depth 5 delta: -886
Ask depth 5 delta: -2230
Imbalance 5 delta: 0.355417
Bid depth 10 delta: 410
Ask depth 10 delta: -2938
Imbalance 10 delta: 0.383903
Spread delta: -0.0002
Mid price delta: 0.0069
Wall shift score: 0.009653

Tape

Buy volume: 4080
Sell volume: 2362
Buy/sell delta: 1718
Buy/sell ratio: 1.72735
Avg trade size: 64.42
Large trade count: 11
Largest trade size: 515

Candle

Return 1: 0.860665
Return 3: 3.980815
Volume 1: 6522
Volume avg 5: 10261.8
Momentum 5: 4.911686

Cross Exchange

Mid avg: 0.42851
Mid median: 0.427815
Price deviation %: 1.176169
Spread %: 1.192504

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6119257
Quote volume 24h: 28775801.851
Price change 24h %: 6.79

Quality

Capture latency ms: 7789
Order book timestamp: 2026-07-03 18:43:10.983000+02:00
Ticker timestamp: 2026-07-03 18:43:10.688000+02:00
Trades timestamp: 2026-07-03 18:43:11.602000+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: 0.42882
Best ask: 0.4347
Spread: 0.00588
Spread %: 1.361868
Mid price: 0.43176
Last price: 0.43008
Mark price: -
Index price: -

Order Book

Bid depth 5: 4349
Ask depth 5: 3635
Bid depth 10: 9311
Ask depth 10: 94423
Bid depth 20: 21164
Ask depth 20: 100306
Imbalance 5: 0.089429
Imbalance 10: -0.820483
Imbalance 20: -0.651535
Top bid size: 419
Top ask size: 1173
Bid wall score: 0.019798
Ask wall score: 0.011694

Dynamics

Bid depth 5 delta: -828
Ask depth 5 delta: -3713
Imbalance 5 delta: 0.262762
Bid depth 10 delta: -155
Ask depth 10 delta: -1570
Imbalance 10 delta: -0.000003
Spread delta: -0.00313
Mid price delta: 0.009325
Wall shift score: 0.011314

Tape

Buy volume: 32904
Sell volume: 11774
Buy/sell delta: 21130
Buy/sell ratio: 2.794632
Avg trade size: 446.78
Large trade count: 6
Largest trade size: 4942

Candle

Return 1: 2.629695
Return 3: 3.521483
Volume 1: 608
Volume avg 5: 2113.6
Momentum 5: 5.125761

Cross Exchange

Mid avg: 0.42617875
Mid median: 0.42665
Price deviation %: 1.309603
Spread %: 1.535741

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 134243
Volume 24h: 1775866
Quote volume 24h: 1775866
Price change 24h %: 5.795533

Quality

Capture latency ms: 6586
Order book timestamp: 2026-07-03 18:43:02.895000+02:00
Ticker timestamp: 2026-07-03 18:43:03.238000+02:00
Trades timestamp: 2026-07-03 18:43:00.604000+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: 0.4287
Best ask: 0.42926
Spread: 0.00056
Spread %: 0.130542
Mid price: 0.42898
Last price: 0.42901
Mark price: 0.42921
Index price: 0.429138

Order Book

Bid depth 5: 25
Ask depth 5: 23
Bid depth 10: 47
Ask depth 10: 131
Bid depth 20: 179
Ask depth 20: 174
Imbalance 5: 0.041667
Imbalance 10: -0.47191
Imbalance 20: 0.014164
Top bid size: 6
Top ask size: 1
Bid wall score: 0.03352
Ask wall score: 0.005747

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -93
Imbalance 5 delta: 0.641667
Bid depth 10 delta: -12
Ask depth 10 delta: -7
Imbalance 10 delta: -0.070895
Spread delta: -0.00033
Mid price delta: 0.002195
Wall shift score: 0.028522

Tape

Buy volume: 260
Sell volume: 233
Buy/sell delta: 27
Buy/sell ratio: 1.11588
Avg trade size: 4.93
Large trade count: 10
Largest trade size: 26

Candle

Return 1: 0.579078
Return 3: 3.316155
Volume 1: 491
Volume avg 5: 244.8
Momentum 5: 4.28304

Cross Exchange

Mid avg: 0.42563
Mid median: 0.42665
Price deviation %: 0.787069
Spread %: 1.022014

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 11814400
Quote volume 24h: 5450308
Price change 24h %: -22.76

Quality

Capture latency ms: 10071
Order book timestamp: 2026-07-03 18:42:44+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:16.962000+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: 0.4266
Best ask: 0.4267
Spread: 0.0001
Spread %: 0.023438
Mid price: 0.42665
Last price: 0.4266
Mark price: -
Index price: -

Order Book

Bid depth 5: 9018
Ask depth 5: 7077
Bid depth 10: 32840
Ask depth 10: 23748
Bid depth 20: 73496
Ask depth 20: 66111
Imbalance 5: 0.120596
Imbalance 10: 0.16067
Imbalance 20: 0.052898
Top bid size: 337
Top ask size: 15
Bid wall score: 0.004585
Ask wall score: 0.000227

Dynamics

Bid depth 5 delta: -1643
Ask depth 5 delta: 1976
Imbalance 5 delta: -0.232151
Bid depth 10 delta: -79452
Ask depth 10 delta: 1426
Imbalance 10 delta: -0.507685
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: -0.009853

Tape

Buy volume: 42448
Sell volume: 22382
Buy/sell delta: 20066
Buy/sell ratio: 1.896524
Avg trade size: 648.3
Large trade count: 10
Largest trade size: 4681

Candle

Return 1: 0.117261
Return 3: 2.917068
Volume 1: 395965
Volume avg 5: 356004.2
Momentum 5: 3.843347

Cross Exchange

Mid avg: 0.42548
Mid median: 0.42635
Price deviation %: 0.274984
Spread %: 1.022375

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 23283505
Volume 24h: 203000840
Quote volume 24h: 93294217.13917
Price change 24h %: -23.37

Quality

Capture latency ms: 6833
Order book timestamp: 2026-07-03 18:42:33.357000+02:00
Ticker timestamp: 2026-07-03 18:42:27.060000+02:00
Trades timestamp: 2026-07-03 18:42:35.053000+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: 0.4265
Best ask: 0.4268
Spread: 0.0003
Spread %: 0.070315
Mid price: 0.42665
Last price: 0.4266
Mark price: -
Index price: 0.4261

Order Book

Bid depth 5: 2105
Ask depth 5: 3107
Bid depth 10: 4082
Ask depth 10: 5944
Bid depth 20: 19812
Ask depth 20: 27747
Imbalance 5: -0.192249
Imbalance 10: -0.185717
Imbalance 20: -0.166845
Top bid size: 49
Top ask size: 21
Bid wall score: 0.002473
Ask wall score: 0.000757

Dynamics

Bid depth 5 delta: -1042
Ask depth 5 delta: 1459
Imbalance 5 delta: -0.504866
Bid depth 10 delta: -3077
Ask depth 10 delta: 983
Imbalance 10 delta: -0.36707
Spread delta: 0.0001
Mid price delta: 0.00205
Wall shift score: 0.000717

Tape

Buy volume: 3970
Sell volume: 3790
Buy/sell delta: 180
Buy/sell ratio: 1.047493
Avg trade size: 77.6
Large trade count: 6
Largest trade size: 430

Candle

Return 1: 0.070389
Return 3: 2.870236
Volume 1: 6588
Volume avg 5: 8566.8
Momentum 5: 3.695599

Cross Exchange

Mid avg: 0.4249675
Mid median: 0.425325
Price deviation %: 0.395913
Spread %: 1.023608

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6104298
Quote volume 24h: 28711492.891
Price change 24h %: 4.99

Quality

Capture latency ms: 5044
Order book timestamp: 2026-07-03 18:42:26.663000+02:00
Ticker timestamp: 2026-07-03 18:42:25.987000+02:00
Trades timestamp: 2026-07-03 18:42:26.221000+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: 0.41793
Best ask: 0.42694
Spread: 0.00901
Spread %: 2.132873
Mid price: 0.422435
Last price: 0.42635
Mark price: -
Index price: -

Order Book

Bid depth 5: 5177
Ask depth 5: 7348
Bid depth 10: 9466
Ask depth 10: 95993
Bid depth 20: 20670
Ask depth 20: 99561
Imbalance 5: -0.173333
Imbalance 10: -0.82048
Imbalance 20: -0.656162
Top bid size: 96
Top ask size: 782
Bid wall score: 0.004644
Ask wall score: 0.007854

Dynamics

Bid depth 5 delta: -1505
Ask depth 5 delta: -790
Imbalance 5 delta: -0.075088
Bid depth 10 delta: -46290
Ask depth 10 delta: 83993
Imbalance 10 delta: -1.466268
Spread delta: 0.0038
Mid price delta: -0.00189
Wall shift score: 0.023827

Tape

Buy volume: 33310
Sell volume: 34234
Buy/sell delta: -924
Buy/sell ratio: 0.973009
Avg trade size: 675.44
Large trade count: 8
Largest trade size: 15868

Candle

Return 1: 0.521054
Return 3: 3.237445
Volume 1: 234
Volume avg 5: 1376
Momentum 5: 4.214026

Cross Exchange

Mid avg: 0.42544
Mid median: 0.425325
Price deviation %: -0.706328
Spread %: 0.578225

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 134243
Volume 24h: 1772584
Quote volume 24h: 1772584
Price change 24h %: 4.877989

Quality

Capture latency ms: 6020
Order book timestamp: 2026-07-03 18:42:22.095000+02:00
Ticker timestamp: 2026-07-03 18:42:22.396000+02:00
Trades timestamp: 2026-07-03 18:42:07.228000+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: 0.42634
Best ask: 0.42723
Spread: 0.00089
Spread %: 0.208536
Mid price: 0.426785
Last price: 0.42654
Mark price: 0.42629
Index price: 0.425952

Order Book

Bid depth 5: 29
Ask depth 5: 116
Bid depth 10: 59
Ask depth 10: 138
Bid depth 20: 188
Ask depth 20: 454
Imbalance 5: -0.6
Imbalance 10: -0.401015
Imbalance 20: -0.41433
Top bid size: 4
Top ask size: 10
Bid wall score: 0.021277
Ask wall score: 0.022026

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: 94
Imbalance 5 delta: -0.643478
Bid depth 10 delta: -74
Ask depth 10 delta: 15
Imbalance 10 delta: -0.440078
Spread delta: 0.00018
Mid price delta: 0.00517
Wall shift score: -0.010627

Tape

Buy volume: 366
Sell volume: 100
Buy/sell delta: 266
Buy/sell ratio: 3.66
Avg trade size: 4.66
Large trade count: 8
Largest trade size: 93

Candle

Return 1: 2.600245
Return 3: 3.0738
Volume 1: 466
Volume avg 5: 175
Momentum 5: 4.426382

Cross Exchange

Mid avg: 0.4241475
Mid median: 0.4244625
Price deviation %: 0.621836
Spread %: 1.045627

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 11797000
Quote volume 24h: 5442895
Price change 24h %: -23.45

Quality

Capture latency ms: 10042
Order book timestamp: 2026-07-03 18:41:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:16.917000+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: 26179
gate: 26180
htx: 25982
mexc: 26175

By Symbol

VELVET/USDT:USDT: 104516

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