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: 105255
Total labels: 315765
Pending labels: 296282
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 04:17:10.686439+02:00
Recent trades snapshots: 105247
Micro candles: 2104880
Avg data quality: 75.8920716355517553
Latest latency: 5828 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 229 of 10526 · 105255 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 21:02:57.626941+02:00	gate	VELVET/USDT:USDT	0.46093	68	10594 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 21:02:46.874608+02:00	binance	VELVET/USDT:USDT	0.46075	80	7219 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 21:02:39.519487+02:00	mexc	VELVET/USDT:USDT	0.46125	68	5891 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 21:02:08.661309+02:00	gate	VELVET/USDT:USDT	0.46306	68	11275 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 21:01:57.127970+02:00	binance	VELVET/USDT:USDT	0.4632	80	7798 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 21:01:49.188974+02:00	mexc	VELVET/USDT:USDT	0.46325	68	5958 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 21:01:43.067401+02:00	htx	VELVET/USDT:USDT	0.463515	80	5969 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 21:01:19.278021+02:00	gate	VELVET/USDT:USDT	0.463875	68	11194 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 21:01:07.693396+02:00	binance	VELVET/USDT:USDT	0.46555	80	7962 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 21:00:59.373447+02:00	mexc	VELVET/USDT:USDT	0.4655	68	32483 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.46053
Best ask: 0.46133
Spread: 0.0008
Spread %: 0.173562
Mid price: 0.46093
Last price: 0.46
Mark price: 0.4608
Index price: 0.461085

Order Book

Bid depth 5: 19
Ask depth 5: 19
Bid depth 10: 126
Ask depth 10: 36
Bid depth 20: 171
Ask depth 20: 151
Imbalance 5: 0
Imbalance 10: 0.555556
Imbalance 20: 0.062112
Top bid size: 3
Top ask size: 5
Bid wall score: 0.017544
Ask wall score: 0.033113

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 5
Imbalance 5 delta: -0.3
Bid depth 10 delta: 2
Ask depth 10 delta: -75
Imbalance 10 delta: 0.500236
Spread delta: 0.00012
Mid price delta: -0.00213
Wall shift score: 0.007126

Tape

Buy volume: 524
Sell volume: 83
Buy/sell delta: 441
Buy/sell ratio: 6.313253
Avg trade size: 6.07
Large trade count: 9
Largest trade size: 22

Candle

Return 1: -0.772251
Return 3: -0.491055
Volume 1: 12
Volume avg 5: 128.2
Momentum 5: -1.312967

Cross Exchange

Mid avg: 0.46214375
Mid median: 0.462155
Price deviation %: -0.262635
Spread %: 0.598299

Funding / OI / Volume

Funding rate: -0.000001
Funding delta: 0
Funding abs: 0.000001
Funding pressure: 0.000001
Open interest: -
Volume 24h: 11431800
Quote volume 24h: 5149409
Price change 24h %: -10.66

Quality

Capture latency ms: 10594
Order book timestamp: 2026-07-03 21:02:56+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:25.362000+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: 0.4607
Best ask: 0.4608
Spread: 0.0001
Spread %: 0.021704
Mid price: 0.46075
Last price: 0.461
Mark price: -
Index price: -

Order Book

Bid depth 5: 2541
Ask depth 5: 2786
Bid depth 10: 13691
Ask depth 10: 15048
Bid depth 20: 32831
Ask depth 20: 27213
Imbalance 5: -0.045992
Imbalance 10: -0.047218
Imbalance 20: 0.093565
Top bid size: 260
Top ask size: 215
Bid wall score: 0.007919
Ask wall score: 0.007901

Dynamics

Bid depth 5 delta: -3149
Ask depth 5 delta: -3683
Imbalance 5 delta: 0.018076
Bid depth 10 delta: 658
Ask depth 10 delta: -4468
Imbalance 10 delta: 0.151959
Spread delta: -0.0001
Mid price delta: -0.00245
Wall shift score: -0.006417

Tape

Buy volume: 13242
Sell volume: 31840
Buy/sell delta: -18598
Buy/sell ratio: 0.415892
Avg trade size: 450.82
Large trade count: 8
Largest trade size: 2579

Candle

Return 1: -0.561676
Return 3: -0.367965
Volume 1: 112860
Volume avg 5: 112405.6
Momentum 5: -1.117078

Cross Exchange

Mid avg: 0.46275625
Mid median: 0.46313
Price deviation %: -0.433544
Spread %: 0.489459

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21748479
Volume 24h: 224391730
Quote volume 24h: 101596824.15916
Price change 24h %: -10.259

Quality

Capture latency ms: 7219
Order book timestamp: 2026-07-03 21:02:44.495000+02:00
Ticker timestamp: 2026-07-03 21:02:39.180000+02:00
Trades timestamp: 2026-07-03 21:02:46.039000+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: 0.4612
Best ask: 0.4613
Spread: 0.0001
Spread %: 0.02168
Mid price: 0.46125
Last price: 0.461
Mark price: -
Index price: 0.4622

Order Book

Bid depth 5: 887
Ask depth 5: 1236
Bid depth 10: 2902
Ask depth 10: 3662
Bid depth 20: 25740
Ask depth 20: 6492
Imbalance 5: -0.16439
Imbalance 10: -0.115783
Imbalance 20: 0.597171
Top bid size: 99
Top ask size: 82
Bid wall score: 0.003846
Ask wall score: 0.012631

Dynamics

Bid depth 5 delta: -578
Ask depth 5 delta: -14
Imbalance 5 delta: -0.24358
Bid depth 10 delta: -261
Ask depth 10 delta: 337
Imbalance 10 delta: -0.090814
Spread delta: 0
Mid price delta: -0.002
Wall shift score: -0.009908

Tape

Buy volume: 1810
Sell volume: 5112
Buy/sell delta: -3302
Buy/sell ratio: 0.354069
Avg trade size: 69.22
Large trade count: 11
Largest trade size: 356

Candle

Return 1: -0.302637
Return 3: -0.216357
Volume 1: 5334
Volume avg 5: 4325.8
Momentum 5: -0.987548

Cross Exchange

Mid avg: 0.46325625
Mid median: 0.463225
Price deviation %: -0.433076
Spread %: 0.098218

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6226052
Quote volume 24h: 28377209.575
Price change 24h %: 13.46

Quality

Capture latency ms: 5891
Order book timestamp: 2026-07-03 21:02:37.495000+02:00
Ticker timestamp: 2026-07-03 21:02:35.827000+02:00
Trades timestamp: 2026-07-03 21:02:37.622000+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: 0.46272
Best ask: 0.4634
Spread: 0.00068
Spread %: 0.146849
Mid price: 0.46306
Last price: 0.46318
Mark price: 0.46294
Index price: 0.463215

Order Book

Bid depth 5: 26
Ask depth 5: 14
Bid depth 10: 124
Ask depth 10: 111
Bid depth 20: 163
Ask depth 20: 143
Imbalance 5: 0.3
Imbalance 10: 0.055319
Imbalance 20: 0.065359
Top bid size: 2
Top ask size: 5
Bid wall score: 0.01227
Ask wall score: 0.034965

Dynamics

Bid depth 5 delta: 7
Ask depth 5 delta: -5
Imbalance 5 delta: 0.3
Bid depth 10 delta: 83
Ask depth 10 delta: -5
Imbalance 10 delta: 0.533026
Spread delta: -0.00007
Mid price delta: -0.000815
Wall shift score: -0.029145

Tape

Buy volume: 536
Sell volume: 77
Buy/sell delta: 459
Buy/sell ratio: 6.961039
Avg trade size: 6.13
Large trade count: 9
Largest trade size: 22

Candle

Return 1: -0.086285
Return 3: 0.196855
Volume 1: 5
Volume avg 5: 126.8
Momentum 5: -0.630739

Cross Exchange

Mid avg: 0.46346
Mid median: 0.4633825
Price deviation %: -0.086307
Spread %: 0.145644

Funding / OI / Volume

Funding rate: -0.000001
Funding delta: 0.000001
Funding abs: 0.000001
Funding pressure: 0.000002
Open interest: -
Volume 24h: 11421700
Quote volume 24h: 5144731
Price change 24h %: -10.04

Quality

Capture latency ms: 11275
Order book timestamp: 2026-07-03 21:02:07+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:25.325000+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: 0.4631
Best ask: 0.4633
Spread: 0.0002
Spread %: 0.043178
Mid price: 0.4632
Last price: 0.4637
Mark price: -
Index price: -

Order Book

Bid depth 5: 5690
Ask depth 5: 6469
Bid depth 10: 13033
Ask depth 10: 19516
Bid depth 20: 29980
Ask depth 20: 29788
Imbalance 5: -0.064068
Imbalance 10: -0.199177
Imbalance 20: 0.003212
Top bid size: 360
Top ask size: 166
Bid wall score: 0.012008
Ask wall score: 0.005573

Dynamics

Bid depth 5 delta: 2698
Ask depth 5 delta: 3132
Imbalance 5 delta: -0.009557
Bid depth 10 delta: 1141
Ask depth 10 delta: -1384
Imbalance 10 delta: 0.075525
Spread delta: 0.0001
Mid price delta: -0.00235
Wall shift score: -0.010516

Tape

Buy volume: 8768
Sell volume: 10785
Buy/sell delta: -2017
Buy/sell ratio: 0.812981
Avg trade size: 195.53
Large trade count: 6
Largest trade size: 2772

Candle

Return 1: -0.494092
Return 3: -0.408514
Volume 1: 79875
Volume avg 5: 105063.6
Momentum 5: -0.622184

Cross Exchange

Mid avg: 0.4640475
Mid median: 0.463695
Price deviation %: -0.182632
Spread %: 0.495639

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21751548
Volume 24h: 224391418
Quote volume 24h: 101601002.57156
Price change 24h %: -9.804

Quality

Capture latency ms: 7798
Order book timestamp: 2026-07-03 21:01:54.761000+02:00
Ticker timestamp: 2026-07-03 21:01:50.483000+02:00
Trades timestamp: 2026-07-03 21:01:55.843000+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: 0.4632
Best ask: 0.4633
Spread: 0.0001
Spread %: 0.021587
Mid price: 0.46325
Last price: 0.4631
Mark price: -
Index price: 0.4635

Order Book

Bid depth 5: 1465
Ask depth 5: 1250
Bid depth 10: 3163
Ask depth 10: 3325
Bid depth 20: 6282
Ask depth 20: 12442
Imbalance 5: 0.07919
Imbalance 10: -0.024969
Imbalance 20: -0.32899
Top bid size: 53
Top ask size: 91
Bid wall score: 0.008437
Ask wall score: 0.007314

Dynamics

Bid depth 5 delta: 774
Ask depth 5 delta: 198
Imbalance 5 delta: 0.286304
Bid depth 10 delta: 636
Ask depth 10 delta: 524
Imbalance 10 delta: 0.026457
Spread delta: -0.0001
Mid price delta: -0.00225
Wall shift score: 0.018812

Tape

Buy volume: 2129
Sell volume: 1564
Buy/sell delta: 565
Buy/sell ratio: 1.361253
Avg trade size: 36.93
Large trade count: 4
Largest trade size: 356

Candle

Return 1: -0.365591
Return 3: -0.536711
Volume 1: 1956
Volume avg 5: 4065.6
Momentum 5: -0.600729

Cross Exchange

Mid avg: 0.46461
Mid median: 0.4646875
Price deviation %: -0.292719
Spread %: 0.438002

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6220499
Quote volume 24h: 28351558.301
Price change 24h %: 13.97

Quality

Capture latency ms: 5958
Order book timestamp: 2026-07-03 21:01:47.558000+02:00
Ticker timestamp: 2026-07-03 21:01:46.955000+02:00
Trades timestamp: 2026-07-03 21:01:46.510000+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: 0.46329
Best ask: 0.46374
Spread: 0.00045
Spread %: 0.097084
Mid price: 0.463515
Last price: 0.46499
Mark price: -
Index price: -

Order Book

Bid depth 5: 6413
Ask depth 5: 18685
Bid depth 10: 28032
Ask depth 10: 25286
Bid depth 20: 39050
Ask depth 20: 143046
Imbalance 5: -0.488963
Imbalance 10: 0.051502
Imbalance 20: -0.571105
Top bid size: 310
Top ask size: 450
Bid wall score: 0.007939
Ask wall score: 0.003146

Dynamics

Bid depth 5 delta: -288
Ask depth 5 delta: -727
Imbalance 5 delta: -0.002194
Bid depth 10 delta: 3178
Ask depth 10 delta: -1214
Imbalance 10 delta: 0.083554
Spread delta: -0.0006
Mid price delta: -0.0011
Wall shift score: 0.006393

Tape

Buy volume: 24000
Sell volume: 26678
Buy/sell delta: -2678
Buy/sell ratio: 0.899618
Avg trade size: 506.78
Large trade count: 9
Largest trade size: 4260

Candle

Return 1: 0.745545
Return 3: 0.268068
Volume 1: 4730
Volume avg 5: 1879.6
Momentum 5: 0.862906

Cross Exchange

Mid avg: 0.464885
Mid median: 0.4650575
Price deviation %: -0.294697
Spread %: 0.360304

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 119304
Volume 24h: 1904370
Quote volume 24h: 1904370
Price change 24h %: 14.383056

Quality

Capture latency ms: 5969
Order book timestamp: 2026-07-03 21:01:41.695000+02:00
Ticker timestamp: 2026-07-03 21:01:41.975000+02:00
Trades timestamp: 2026-07-03 21:01:01.909000+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: 0.4635
Best ask: 0.46425
Spread: 0.00075
Spread %: 0.161681
Mid price: 0.463875
Last price: 0.46475
Mark price: 0.46408
Index price: 0.464088

Order Book

Bid depth 5: 19
Ask depth 5: 19
Bid depth 10: 41
Ask depth 10: 116
Bid depth 20: 157
Ask depth 20: 159
Imbalance 5: 0
Imbalance 10: -0.477707
Imbalance 20: -0.006329
Top bid size: 2
Top ask size: 1
Bid wall score: 0.012739
Ask wall score: 0.006289

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 0
Imbalance 5 delta: -0.155556
Bid depth 10 delta: -84
Ask depth 10 delta: -4
Imbalance 10 delta: -0.498115
Spread delta: -0.00047
Mid price delta: 0.001715
Wall shift score: -0.017896

Tape

Buy volume: 473
Sell volume: 79
Buy/sell delta: 394
Buy/sell ratio: 5.987342
Avg trade size: 5.52
Large trade count: 7
Largest trade size: 22

Candle

Return 1: -0.249221
Return 3: -0.096828
Volume 1: 18
Volume avg 5: 118.6
Momentum 5: -0.40115

Cross Exchange

Mid avg: 0.46445625
Mid median: 0.4650575
Price deviation %: -0.125146
Spread %: 0.729886

Funding / OI / Volume

Funding rate: -0.000002
Funding delta: 0.000015
Funding abs: 0.000002
Funding pressure: 0.000017
Open interest: -
Volume 24h: 11420700
Quote volume 24h: 5144266
Price change 24h %: -9.6

Quality

Capture latency ms: 11194
Order book timestamp: 2026-07-03 21:01:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:25.278000+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: 0.4655
Best ask: 0.4656
Spread: 0.0001
Spread %: 0.02148
Mid price: 0.46555
Last price: 0.4657
Mark price: -
Index price: -

Order Book

Bid depth 5: 2992
Ask depth 5: 3337
Bid depth 10: 11892
Ask depth 10: 20900
Bid depth 20: 26110
Ask depth 20: 40212
Imbalance 5: -0.054511
Imbalance 10: -0.274701
Imbalance 20: -0.212629
Top bid size: 540
Top ask size: 150
Bid wall score: 0.020682
Ask wall score: 0.00373

Dynamics

Bid depth 5 delta: -3828
Ask depth 5 delta: -6203
Imbalance 5 delta: 0.111748
Bid depth 10 delta: -5188
Ask depth 10 delta: 60
Imbalance 10 delta: -0.175545
Spread delta: 0
Mid price delta: 0.0034
Wall shift score: 0.077902

Tape

Buy volume: 19523
Sell volume: 8146
Buy/sell delta: 11377
Buy/sell ratio: 2.396636
Avg trade size: 276.69
Large trade count: 5
Largest trade size: 3458

Candle

Return 1: -0.085929
Return 3: 0
Volume 1: 11295
Volume avg 5: 91347.6
Momentum 5: -0.214546

Cross Exchange

Mid avg: 0.46360625
Mid median: 0.4633875
Price deviation %: 0.419267
Spread %: 0.722596

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21757138
Volume 24h: 224369174
Quote volume 24h: 101593481.13506
Price change 24h %: -9.625

Quality

Capture latency ms: 7962
Order book timestamp: 2026-07-03 21:01:05.186000+02:00
Ticker timestamp: 2026-07-03 21:00:58.723000+02:00
Trades timestamp: 2026-07-03 21:01:06.739000+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: 0.4654
Best ask: 0.4656
Spread: 0.0002
Spread %: 0.042965
Mid price: 0.4655
Last price: 0.4645
Mark price: -
Index price: 0.4644

Order Book

Bid depth 5: 691
Ask depth 5: 1052
Bid depth 10: 2527
Ask depth 10: 2801
Bid depth 20: 11950
Ask depth 20: 5677
Imbalance 5: -0.207114
Imbalance 10: -0.051426
Imbalance 20: 0.355875
Top bid size: 37
Top ask size: 118
Bid wall score: 0.003096
Ask wall score: 0.020786

Dynamics

Bid depth 5 delta: -220
Ask depth 5 delta: -76
Imbalance 5 delta: -0.100689
Bid depth 10 delta: -226
Ask depth 10 delta: -986
Imbalance 10 delta: 0.106678
Spread delta: 0.0001
Mid price delta: 0.00355
Wall shift score: -0.011403

Tape

Buy volume: 3270
Sell volume: 1616
Buy/sell delta: 1654
Buy/sell ratio: 2.023515
Avg trade size: 48.86
Large trade count: 6
Largest trade size: 350

Candle

Return 1: 0.605798
Return 3: -0.171748
Volume 1: 5903
Volume avg 5: 4526.4
Momentum 5: 0.129199

Cross Exchange

Mid avg: 0.46271875
Mid median: 0.462155
Price deviation %: 0.601067
Spread %: 0.575944

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6219262
Quote volume 24h: 28345822.676
Price change 24h %: 14.32

Quality

Capture latency ms: 32483
Order book timestamp: 2026-07-03 21:00:57.843000+02:00
Ticker timestamp: 2026-07-03 21:00:55.831000+02:00
Trades timestamp: 2026-07-03 21:00:57.508000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 26364
gate: 26365
htx: 26165
mexc: 26361

By Symbol

VELVET/USDT:USDT: 105255

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