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: 104882
Total labels: 314646
Pending labels: 295163
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 03:07:44.766318+02:00
Recent trades snapshots: 104874
Micro candles: 2097420
Avg data quality: 75.8928700825689823
Latest latency: 5069 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 228 of 10489 · 104882 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 19:50:59.999783+02:00	binance	VELVET/USDT:USDT	0.44875	80	8410 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 19:50:51.457637+02:00	mexc	VELVET/USDT:USDT	0.44725	68	5926 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 19:50:45.316841+02:00	htx	VELVET/USDT:USDT	0.446025	80	6583 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 19:50:24.744643+02:00	gate	VELVET/USDT:USDT	0.447365	68	10742 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 19:50:13.817241+02:00	binance	VELVET/USDT:USDT	0.4477	80	8197 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 19:50:05.128278+02:00	mexc	VELVET/USDT:USDT	0.44825	68	6262 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 19:49:58.676380+02:00	htx	VELVET/USDT:USDT	0.44822	80	6310 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 19:49:39.417489+02:00	gate	VELVET/USDT:USDT	0.447255	68	10411 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 19:49:28.850582+02:00	binance	VELVET/USDT:USDT	0.44535	80	7430 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 19:49:21.283727+02:00	mexc	VELVET/USDT:USDT	0.4451	78	4955 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4487
Best ask: 0.4488
Spread: 0.0001
Spread %: 0.022284
Mid price: 0.44875
Last price: 0.4474
Mark price: -
Index price: -

Order Book

Bid depth 5: 5370
Ask depth 5: 6146
Bid depth 10: 20474
Ask depth 10: 20382
Bid depth 20: 35979
Ask depth 20: 43961
Imbalance 5: -0.067385
Imbalance 10: 0.002252
Imbalance 20: -0.09985
Top bid size: 36
Top ask size: 137
Bid wall score: 0.001001
Ask wall score: 0.003116

Dynamics

Bid depth 5 delta: 94
Ask depth 5 delta: -2929
Imbalance 5 delta: 0.197336
Bid depth 10 delta: -10336
Ask depth 10 delta: -1468
Imbalance 10 delta: -0.167896
Spread delta: -0.0001
Mid price delta: 0.00105
Wall shift score: -0.007037

Tape

Buy volume: 64891
Sell volume: 11655
Buy/sell delta: 53236
Buy/sell ratio: 5.567653
Avg trade size: 765.46
Large trade count: 6
Largest trade size: 19794

Candle

Return 1: -0.044593
Return 3: 0.380654
Volume 1: 93298
Volume avg 5: 110029.4
Momentum 5: 1.059513

Cross Exchange

Mid avg: 0.447085
Mid median: 0.4473075
Price deviation %: 0.372412
Spread %: 0.374649

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22293098
Volume 24h: 214324024
Quote volume 24h: 97293780.64456
Price change 24h %: -15.441

Quality

Capture latency ms: 8410
Order book timestamp: 2026-07-03 19:50:57.716000+02:00
Ticker timestamp: 2026-07-03 19:50:50.620000+02:00
Trades timestamp: 2026-07-03 19:50:59.027000+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: 0.4472
Best ask: 0.4473
Spread: 0.0001
Spread %: 0.022359
Mid price: 0.44725
Last price: 0.4475
Mark price: -
Index price: 0.4477

Order Book

Bid depth 5: 1252
Ask depth 5: 3131
Bid depth 10: 3518
Ask depth 10: 5455
Bid depth 20: 15914
Ask depth 20: 17204
Imbalance 5: -0.428702
Imbalance 10: -0.21587
Imbalance 20: -0.038952
Top bid size: 186
Top ask size: 52
Bid wall score: 0.011688
Ask wall score: 0.003023

Dynamics

Bid depth 5 delta: -587
Ask depth 5 delta: 1136
Imbalance 5 delta: -0.388013
Bid depth 10 delta: -554
Ask depth 10 delta: 1181
Imbalance 10 delta: -0.191667
Spread delta: 0
Mid price delta: -0.001
Wall shift score: 0.026207

Tape

Buy volume: 1896
Sell volume: 4640
Buy/sell delta: -2744
Buy/sell ratio: 0.408621
Avg trade size: 65.36
Large trade count: 6
Largest trade size: 460

Candle

Return 1: -0.267499
Return 3: 0.134288
Volume 1: 7712
Volume avg 5: 5506
Momentum 5: 0.856628

Cross Exchange

Mid avg: 0.447335
Mid median: 0.4475325
Price deviation %: -0.019001
Spread %: 0.49739

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6117291
Quote volume 24h: 28218238.666
Price change 24h %: 10.14

Quality

Capture latency ms: 5926
Order book timestamp: 2026-07-03 19:50:49.820000+02:00
Ticker timestamp: 2026-07-03 19:50:46.942000+02:00
Trades timestamp: 2026-07-03 19:50:47.664000+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: 0.44206
Best ask: 0.44999
Spread: 0.00793
Spread %: 1.777927
Mid price: 0.446025
Last price: 0.44422
Mark price: -
Index price: -

Order Book

Bid depth 5: 4376
Ask depth 5: 5144
Bid depth 10: 9704
Ask depth 10: 11363
Bid depth 20: 101515
Ask depth 20: 99596
Imbalance 5: -0.080672
Imbalance 10: -0.078749
Imbalance 20: 0.009542
Top bid size: 332
Top ask size: 332
Bid wall score: 0.00327
Ask wall score: 0.003333

Dynamics

Bid depth 5 delta: 1416
Ask depth 5 delta: -9
Imbalance 5 delta: 0.189635
Bid depth 10 delta: -146
Ask depth 10 delta: -23
Imbalance 10 delta: -0.006419
Spread delta: 0.00449
Mid price delta: -0.002195
Wall shift score: -0.00059

Tape

Buy volume: 27892
Sell volume: 23158
Buy/sell delta: 4734
Buy/sell ratio: 1.204422
Avg trade size: 510.5
Large trade count: 10
Largest trade size: 5902

Candle

Return 1: 0
Return 3: 0.105915
Volume 1: 0
Volume avg 5: 51.6
Momentum 5: 0.338815

Cross Exchange

Mid avg: 0.44788375
Mid median: 0.44796
Price deviation %: -0.415007
Spread %: 0.197596

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 118711
Volume 24h: 1800830
Quote volume 24h: 1800830
Price change 24h %: 9.273836

Quality

Capture latency ms: 6583
Order book timestamp: 2026-07-03 19:50:43.537000+02:00
Ticker timestamp: 2026-07-03 19:50:44.319000+02:00
Trades timestamp: 2026-07-03 19:48:40.280000+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: 0.44683
Best ask: 0.4479
Spread: 0.00107
Spread %: 0.239178
Mid price: 0.447365
Last price: 0.44843
Mark price: 0.44765
Index price: 0.44764

Order Book

Bid depth 5: 108
Ask depth 5: 19
Bid depth 10: 133
Ask depth 10: 120
Bid depth 20: 177
Ask depth 20: 157
Imbalance 5: 0.700787
Imbalance 10: 0.051383
Imbalance 20: 0.05988
Top bid size: 1
Top ask size: 3
Bid wall score: 0.00565
Ask wall score: 0.019108

Dynamics

Bid depth 5 delta: 86
Ask depth 5 delta: 1
Imbalance 5 delta: 0.600787
Bid depth 10 delta: 92
Ask depth 10 delta: 0
Imbalance 10 delta: 0.542067
Spread delta: 0.00022
Mid price delta: 0.00011
Wall shift score: -0.012223

Tape

Buy volume: 207
Sell volume: 322
Buy/sell delta: -115
Buy/sell ratio: 0.642857
Avg trade size: 5.29
Large trade count: 13
Largest trade size: 38

Candle

Return 1: -0.385679
Return 3: -0.076034
Volume 1: 143
Volume avg 5: 44.4
Momentum 5: 0.612461

Cross Exchange

Mid avg: 0.44785625
Mid median: 0.44796
Price deviation %: -0.109689
Spread %: 0.22217

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 12246800
Quote volume 24h: 5606386
Price change 24h %: -15.82

Quality

Capture latency ms: 10742
Order book timestamp: 2026-07-03 19:50:23+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:21.016000+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: 0.4476
Best ask: 0.4478
Spread: 0.0002
Spread %: 0.044673
Mid price: 0.4477
Last price: 0.4483
Mark price: -
Index price: -

Order Book

Bid depth 5: 5276
Ask depth 5: 9075
Bid depth 10: 30810
Ask depth 10: 21850
Bid depth 20: 48402
Ask depth 20: 42185
Imbalance 5: -0.26472
Imbalance 10: 0.170148
Imbalance 20: 0.06863
Top bid size: 369
Top ask size: 114
Bid wall score: 0.007624
Ask wall score: 0.002702

Dynamics

Bid depth 5 delta: -865
Ask depth 5 delta: -532
Imbalance 5 delta: -0.044629
Bid depth 10 delta: 10429
Ask depth 10 delta: 2258
Imbalance 10 delta: 0.15041
Spread delta: 0.0001
Mid price delta: 0.00235
Wall shift score: 0.003472

Tape

Buy volume: 21026
Sell volume: 12366
Buy/sell delta: 8660
Buy/sell ratio: 1.700307
Avg trade size: 333.92
Large trade count: 11
Largest trade size: 2799

Candle

Return 1: -0.111483
Return 3: 0.31348
Volume 1: 9714
Volume avg 5: 93312.6
Momentum 5: 0.991885

Cross Exchange

Mid avg: 0.44726875
Mid median: 0.4477375
Price deviation %: 0.096419
Spread %: 0.64838

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22282216
Volume 24h: 214265572
Quote volume 24h: 97267619.70716
Price change 24h %: -15.271

Quality

Capture latency ms: 8197
Order book timestamp: 2026-07-03 19:50:11.550000+02:00
Ticker timestamp: 2026-07-03 19:50:02.168000+02:00
Trades timestamp: 2026-07-03 19:50:12.693000+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: 0.4482
Best ask: 0.4483
Spread: 0.0001
Spread %: 0.022309
Mid price: 0.44825
Last price: 0.4482
Mark price: -
Index price: 0.4478

Order Book

Bid depth 5: 1839
Ask depth 5: 1995
Bid depth 10: 4072
Ask depth 10: 4274
Bid depth 20: 15990
Ask depth 20: 30232
Imbalance 5: -0.040689
Imbalance 10: -0.024203
Imbalance 20: -0.308122
Top bid size: 12
Top ask size: 553
Bid wall score: 0.00075
Ask wall score: 0.018292

Dynamics

Bid depth 5 delta: -336
Ask depth 5 delta: 143
Imbalance 5 delta: -0.120897
Bid depth 10 delta: -1111
Ask depth 10 delta: -600
Imbalance 10 delta: -0.054928
Spread delta: -0.0001
Mid price delta: 0.00315
Wall shift score: -0.017565

Tape

Buy volume: 6248
Sell volume: 799
Buy/sell delta: 5449
Buy/sell ratio: 7.819775
Avg trade size: 70.47
Large trade count: 10
Largest trade size: 467

Candle

Return 1: -0.089166
Return 3: 0.313339
Volume 1: 898
Volume avg 5: 4143.2
Momentum 5: 1.03697

Cross Exchange

Mid avg: 0.44648125
Mid median: 0.4463025
Price deviation %: 0.396153
Spread %: 0.698798

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6110873
Quote volume 24h: 28189526.012
Price change 24h %: 10.31

Quality

Capture latency ms: 6262
Order book timestamp: 2026-07-03 19:50:02.987000+02:00
Ticker timestamp: 2026-07-03 19:50:01.866000+02:00
Trades timestamp: 2026-07-03 19:50:02.745000+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: 0.4465
Best ask: 0.44994
Spread: 0.00344
Spread %: 0.76748
Mid price: 0.44822
Last price: 0.44422
Mark price: -
Index price: -

Order Book

Bid depth 5: 2960
Ask depth 5: 5153
Bid depth 10: 9850
Ask depth 10: 11386
Bid depth 20: 101110
Ask depth 20: 100587
Imbalance 5: -0.270307
Imbalance 10: -0.07233
Imbalance 20: 0.002593
Top bid size: 387
Top ask size: 332
Bid wall score: 0.003828
Ask wall score: 0.003301

Dynamics

Bid depth 5 delta: -5755
Ask depth 5 delta: -21816
Imbalance 5 delta: 0.241239
Bid depth 10 delta: -34936
Ask depth 10 delta: -28884
Imbalance 10 delta: -0.125424
Spread delta: 0.00202
Mid price delta: 0.00292
Wall shift score: 0.004778

Tape

Buy volume: 27892
Sell volume: 23158
Buy/sell delta: 4734
Buy/sell ratio: 1.204422
Avg trade size: 510.5
Large trade count: 10
Largest trade size: 5902

Candle

Return 1: 0
Return 3: 0.105915
Volume 1: 0
Volume avg 5: 51.6
Momentum 5: 0.338815

Cross Exchange

Mid avg: 0.44575125
Mid median: 0.445325
Price deviation %: 0.55384
Spread %: 0.483453

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 118823
Volume 24h: 1800832
Quote volume 24h: 1800832
Price change 24h %: 9.273836

Quality

Capture latency ms: 6310
Order book timestamp: 2026-07-03 19:49:56.837000+02:00
Ticker timestamp: 2026-07-03 19:49:57.149000+02:00
Trades timestamp: 2026-07-03 19:48:40.280000+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: 0.44683
Best ask: 0.44768
Spread: 0.00085
Spread %: 0.190048
Mid price: 0.447255
Last price: 0.44688
Mark price: 0.44608
Index price: 0.446075

Order Book

Bid depth 5: 22
Ask depth 5: 18
Bid depth 10: 41
Ask depth 10: 120
Bid depth 20: 163
Ask depth 20: 407
Imbalance 5: 0.1
Imbalance 10: -0.490683
Imbalance 20: -0.42807
Top bid size: 1
Top ask size: 3
Bid wall score: 0.006135
Ask wall score: 0.007371

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: -86
Imbalance 5 delta: 0.833333
Bid depth 10 delta: -79
Ask depth 10 delta: -4
Imbalance 10 delta: -0.47429
Spread delta: 0.00019
Mid price delta: 0.002725
Wall shift score: 0.017671

Tape

Buy volume: 212
Sell volume: 193
Buy/sell delta: 19
Buy/sell ratio: 1.098446
Avg trade size: 4.05
Large trade count: 10
Largest trade size: 38

Candle

Return 1: 0.53091
Return 3: 0.8326
Volume 1: 4
Volume avg 5: 48.8
Momentum 5: 1.145263

Cross Exchange

Mid avg: 0.44507
Mid median: 0.4452
Price deviation %: 0.490934
Spread %: 0.184241

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 12246400
Quote volume 24h: 5606207
Price change 24h %: -15.63

Quality

Capture latency ms: 10411
Order book timestamp: 2026-07-03 19:49:38+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:20.973000+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: 0.4453
Best ask: 0.4454
Spread: 0.0001
Spread %: 0.022454
Mid price: 0.44535
Last price: 0.4452
Mark price: -
Index price: -

Order Book

Bid depth 5: 6141
Ask depth 5: 9607
Bid depth 10: 20381
Ask depth 10: 19592
Bid depth 20: 38399
Ask depth 20: 40822
Imbalance 5: -0.220091
Imbalance 10: 0.019738
Imbalance 20: -0.030585
Top bid size: 82
Top ask size: 28
Bid wall score: 0.002135
Ask wall score: 0.000686

Dynamics

Bid depth 5 delta: 606
Ask depth 5 delta: 3858
Imbalance 5 delta: -0.201127
Bid depth 10 delta: 3828
Ask depth 10 delta: -1812
Imbalance 10 delta: 0.147541
Spread delta: -0.0001
Mid price delta: 0.00115
Wall shift score: 0.010916

Tape

Buy volume: 10761
Sell volume: 8086
Buy/sell delta: 2675
Buy/sell ratio: 1.330819
Avg trade size: 188.47
Large trade count: 10
Largest trade size: 1663

Candle

Return 1: 0.157409
Return 3: 0.202475
Volume 1: 16665
Volume avg 5: 105339
Momentum 5: 0.929073

Cross Exchange

Mid avg: 0.4447825
Mid median: 0.444815
Price deviation %: 0.12759
Spread %: 0.247312

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22280096
Volume 24h: 214289758
Quote volume 24h: 97283970.81002
Price change 24h %: -15.554

Quality

Capture latency ms: 7430
Order book timestamp: 2026-07-03 19:49:26.131000+02:00
Ticker timestamp: 2026-07-03 19:49:20.321000+02:00
Trades timestamp: 2026-07-03 19:49:26.803000+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: 0.445
Best ask: 0.4452
Spread: 0.0002
Spread %: 0.044934
Mid price: 0.4451
Last price: 0.4452
Mark price: -
Index price: 0.4453

Order Book

Bid depth 5: 2175
Ask depth 5: 1852
Bid depth 10: 5183
Ask depth 10: 4874
Bid depth 20: 15815
Ask depth 20: 14460
Imbalance 5: 0.080209
Imbalance 10: 0.030725
Imbalance 20: 0.044756
Top bid size: 101
Top ask size: 92
Bid wall score: 0.006386
Ask wall score: 0.006362

Dynamics

Bid depth 5 delta: 832
Ask depth 5 delta: 982
Imbalance 5 delta: -0.133528
Bid depth 10 delta: 1812
Ask depth 10 delta: 188
Imbalance 10 delta: 0.193937
Spread delta: 0
Mid price delta: 0.0011
Wall shift score: 0.001459

Tape

Buy volume: 989
Sell volume: 3499
Buy/sell delta: -2510
Buy/sell ratio: 0.282652
Avg trade size: 44.88
Large trade count: 11
Largest trade size: 248

Candle

Return 1: 0.022477
Return 3: 0.089969
Volume 1: 894
Volume avg 5: 3861.8
Momentum 5: 0.701516

Cross Exchange

Mid avg: 0.4445075
Mid median: 0.444365
Price deviation %: 0.133294
Spread %: 0.292459

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6105222
Quote volume 24h: 28164265.892
Price change 24h %: 9.57

Quality

Capture latency ms: 4955
Order book timestamp: 2026-07-03 19:49:19.768000+02:00
Ticker timestamp: 2026-07-03 19:49:16.881000+02:00
Trades timestamp: 2026-07-03 19:49:15.774000+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: 26270
gate: 26271
htx: 26074
mexc: 26267

By Symbol

VELVET/USDT:USDT: 104882

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