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: 105609
Total labels: 316827
Pending labels: 297344
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 05:23:31.683521+02:00
Recent trades snapshots: 105601
Micro candles: 2111960
Avg data quality: 75.8918463388536962
Latest latency: 6830 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 230 of 10561 · 105609 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 22:16:21.539339+02:00	binance	VELVET/USDT:USDT	0.43955	80	6495 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 22:16:14.904347+02:00	mexc	VELVET/USDT:USDT	0.4395	68	5255 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 22:16:09.484577+02:00	htx	VELVET/USDT:USDT	0.43905	80	6052 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 22:15:49.308656+02:00	gate	VELVET/USDT:USDT	0.43859	68	10398 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 22:15:38.683763+02:00	binance	VELVET/USDT:USDT	0.4391	80	7200 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 22:15:31.283353+02:00	mexc	VELVET/USDT:USDT	0.43955	68	5654 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 22:15:25.502570+02:00	htx	VELVET/USDT:USDT	0.4402	80	6716 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 22:14:59.541794+02:00	gate	VELVET/USDT:USDT	0.439415	68	11093 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 22:14:48.193192+02:00	binance	VELVET/USDT:USDT	0.4392	80	7708 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 22:14:40.293613+02:00	mexc	VELVET/USDT:USDT	0.43925	68	6224 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4395
Best ask: 0.4396
Spread: 0.0001
Spread %: 0.022751
Mid price: 0.43955
Last price: 0.4395
Mark price: -
Index price: -

Order Book

Bid depth 5: 5691
Ask depth 5: 5082
Bid depth 10: 15158
Ask depth 10: 15953
Bid depth 20: 39935
Ask depth 20: 39946
Imbalance 5: 0.05653
Imbalance 10: -0.025554
Imbalance 20: -0.000138
Top bid size: 850
Top ask size: 930
Bid wall score: 0.021285
Ask wall score: 0.023281

Dynamics

Bid depth 5 delta: -485
Ask depth 5 delta: -1903
Imbalance 5 delta: 0.118
Bid depth 10 delta: -15128
Ask depth 10 delta: -785
Imbalance 10 delta: -0.313662
Spread delta: -0.0001
Mid price delta: 0.00045
Wall shift score: 0.019134

Tape

Buy volume: 11457
Sell volume: 14065
Buy/sell delta: -2608
Buy/sell ratio: 0.814575
Avg trade size: 255.22
Large trade count: 7
Largest trade size: 2565

Candle

Return 1: 0.273785
Return 3: -0.136333
Volume 1: 11128
Volume avg 5: 39074.8
Momentum 5: 0

Cross Exchange

Mid avg: 0.43906
Mid median: 0.439075
Price deviation %: 0.111602
Spread %: 0.207261

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21491958
Volume 24h: 206113788
Quote volume 24h: 91811382.29814
Price change 24h %: -14.693

Quality

Capture latency ms: 6495
Order book timestamp: 2026-07-03 22:16:19.027000+02:00
Ticker timestamp: 2026-07-03 22:16:17.880000+02:00
Trades timestamp: 2026-07-03 22:16:20.962000+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: 0.4394
Best ask: 0.4396
Spread: 0.0002
Spread %: 0.045506
Mid price: 0.4395
Last price: 0.439
Mark price: -
Index price: 0.439

Order Book

Bid depth 5: 1424
Ask depth 5: 1408
Bid depth 10: 3454
Ask depth 10: 3562
Bid depth 20: 11506
Ask depth 20: 7575
Imbalance 5: 0.00565
Imbalance 10: -0.015393
Imbalance 20: 0.206016
Top bid size: 142
Top ask size: 73
Bid wall score: 0.012341
Ask wall score: 0.009637

Dynamics

Bid depth 5 delta: -249
Ask depth 5 delta: -71
Imbalance 5 delta: -0.055899
Bid depth 10 delta: -386
Ask depth 10 delta: -288
Imbalance 10 delta: -0.014093
Spread delta: 0.0001
Mid price delta: -0.00005
Wall shift score: 0.003617

Tape

Buy volume: 3309
Sell volume: 3530
Buy/sell delta: -221
Buy/sell ratio: 0.937394
Avg trade size: 68.39
Large trade count: 10
Largest trade size: 528

Candle

Return 1: 0.136861
Return 3: -0.113766
Volume 1: 1334
Volume avg 5: 1990.4
Momentum 5: -0.181901

Cross Exchange

Mid avg: 0.4390725
Mid median: 0.439075
Price deviation %: 0.097364
Spread %: 0.218643

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5943270
Quote volume 24h: 26743740.633
Price change 24h %: 8.04

Quality

Capture latency ms: 5255
Order book timestamp: 2026-07-03 22:16:12.885000+02:00
Ticker timestamp: 2026-07-03 22:16:11.752000+02:00
Trades timestamp: 2026-07-03 22:16:04.681000+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: 0.43684
Best ask: 0.44126
Spread: 0.00442
Spread %: 1.006719
Mid price: 0.43905
Last price: 0.44054
Mark price: -
Index price: -

Order Book

Bid depth 5: 3251
Ask depth 5: 4427
Bid depth 10: 7290
Ask depth 10: 8633
Bid depth 20: 19550
Ask depth 20: 15697
Imbalance 5: -0.153165
Imbalance 10: -0.084343
Imbalance 20: 0.109314
Top bid size: 332
Top ask size: 1232
Bid wall score: 0.016982
Ask wall score: 0.078486

Dynamics

Bid depth 5 delta: -8499
Ask depth 5 delta: -21535
Imbalance 5 delta: 0.223691
Bid depth 10 delta: -26895
Ask depth 10 delta: -27712
Imbalance 10 delta: -0.053718
Spread delta: 0.00302
Mid price delta: -0.00115
Wall shift score: -0.113743

Tape

Buy volume: 7226
Sell volume: 24460
Buy/sell delta: -17234
Buy/sell ratio: 0.295421
Avg trade size: 316.86
Large trade count: 6
Largest trade size: 4344

Candle

Return 1: 0
Return 3: 0.488139
Volume 1: 0
Volume avg 5: 49.2
Momentum 5: 0.009081

Cross Exchange

Mid avg: 0.43936
Mid median: 0.439325
Price deviation %: -0.070557
Spread %: 0.366442

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 113189
Volume 24h: 1747048
Quote volume 24h: 1747048
Price change 24h %: 8.368592

Quality

Capture latency ms: 6052
Order book timestamp: 2026-07-03 22:16:08.137000+02:00
Ticker timestamp: 2026-07-03 22:16:08.453000+02:00
Trades timestamp: 2026-07-03 22:15:26.443000+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: 0.43824
Best ask: 0.43894
Spread: 0.0007
Spread %: 0.159602
Mid price: 0.43859
Last price: 0.43878
Mark price: 0.4389
Index price: 0.439095

Order Book

Bid depth 5: 16
Ask depth 5: 18
Bid depth 10: 114
Ask depth 10: 119
Bid depth 20: 154
Ask depth 20: 149
Imbalance 5: -0.058824
Imbalance 10: -0.021459
Imbalance 20: 0.016502
Top bid size: 1
Top ask size: 1
Bid wall score: 0.006494
Ask wall score: 0.006711

Dynamics

Bid depth 5 delta: -84
Ask depth 5 delta: 2
Imbalance 5 delta: -0.782961
Bid depth 10 delta: -2
Ask depth 10 delta: 90
Imbalance 10 delta: -0.621459
Spread delta: -0.00023
Mid price delta: -0.000825
Wall shift score: 0.038403

Tape

Buy volume: 133
Sell volume: 159
Buy/sell delta: -26
Buy/sell ratio: 0.836478
Avg trade size: 2.92
Large trade count: 9
Largest trade size: 28

Candle

Return 1: -0.125191
Return 3: -0.166094
Volume 1: 26
Volume avg 5: 18.6
Momentum 5: -0.469547

Cross Exchange

Mid avg: 0.43956625
Mid median: 0.4394825
Price deviation %: -0.222094
Spread %: 0.250247

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 11456100
Quote volume 24h: 5139778
Price change 24h %: -14.76

Quality

Capture latency ms: 10398
Order book timestamp: 2026-07-03 22:15:48+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:29.732000+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: 0.439
Best ask: 0.4392
Spread: 0.0002
Spread %: 0.045548
Mid price: 0.4391
Last price: 0.4395
Mark price: -
Index price: -

Order Book

Bid depth 5: 6176
Ask depth 5: 6985
Bid depth 10: 30286
Ask depth 10: 16738
Bid depth 20: 48977
Ask depth 20: 37204
Imbalance 5: -0.061469
Imbalance 10: 0.288108
Imbalance 20: 0.136608
Top bid size: 479
Top ask size: 1150
Bid wall score: 0.00978
Ask wall score: 0.030911

Dynamics

Bid depth 5 delta: -11782
Ask depth 5 delta: 1262
Imbalance 5 delta: -0.578128
Bid depth 10 delta: 4833
Ask depth 10 delta: 866
Imbalance 10 delta: 0.056263
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: -0.001135

Tape

Buy volume: 19628
Sell volume: 33101
Buy/sell delta: -13473
Buy/sell ratio: 0.592973
Avg trade size: 527.29
Large trade count: 10
Largest trade size: 3438

Candle

Return 1: -0.113766
Return 3: -0.022774
Volume 1: 58706
Volume avg 5: 39643.6
Momentum 5: -0.227273

Cross Exchange

Mid avg: 0.43959125
Mid median: 0.4394825
Price deviation %: -0.111752
Spread %: 0.227484

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21493759
Volume 24h: 206190865
Quote volume 24h: 91856511.99004
Price change 24h %: -14.561

Quality

Capture latency ms: 7200
Order book timestamp: 2026-07-03 22:15:36.310000+02:00
Ticker timestamp: 2026-07-03 22:15:28.710000+02:00
Trades timestamp: 2026-07-03 22:15:36.065000+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: 0.4395
Best ask: 0.4396
Spread: 0.0001
Spread %: 0.022751
Mid price: 0.43955
Last price: 0.44
Mark price: -
Index price: 0.4395

Order Book

Bid depth 5: 1673
Ask depth 5: 1479
Bid depth 10: 3840
Ask depth 10: 3850
Bid depth 20: 9494
Ask depth 20: 13586
Imbalance 5: 0.061548
Imbalance 10: -0.0013
Imbalance 20: -0.177296
Top bid size: 13
Top ask size: 31
Bid wall score: 0.001369
Ask wall score: 0.002282

Dynamics

Bid depth 5 delta: -1525
Ask depth 5 delta: 31
Imbalance 5 delta: -0.31512
Bid depth 10 delta: -1168
Ask depth 10 delta: -222
Imbalance 10 delta: -0.104384
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: -0.000274

Tape

Buy volume: 3445
Sell volume: 2096
Buy/sell delta: 1349
Buy/sell ratio: 1.643607
Avg trade size: 55.41
Large trade count: 6
Largest trade size: 418

Candle

Return 1: 0.113766
Return 3: 0.250627
Volume 1: 539
Volume avg 5: 1511.6
Momentum 5: -0.113507

Cross Exchange

Mid avg: 0.43951625
Mid median: 0.4393325
Price deviation %: 0.007679
Spread %: 0.227523

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5939673
Quote volume 24h: 26727968.328
Price change 24h %: 8.29

Quality

Capture latency ms: 5654
Order book timestamp: 2026-07-03 22:15:29.591000+02:00
Ticker timestamp: 2026-07-03 22:15:29.910000+02:00
Trades timestamp: 2026-07-03 22:15:24.849000+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: 0.4395
Best ask: 0.4409
Spread: 0.0014
Spread %: 0.318037
Mid price: 0.4402
Last price: 0.4384
Mark price: -
Index price: -

Order Book

Bid depth 5: 11750
Ask depth 5: 25962
Bid depth 10: 34185
Ask depth 10: 36345
Bid depth 20: 44581
Ask depth 20: 158441
Imbalance 5: -0.376856
Imbalance 10: -0.030625
Imbalance 20: -0.560826
Top bid size: 2662
Top ask size: 1184
Bid wall score: 0.059712
Ask wall score: 0.007473

Dynamics

Bid depth 5 delta: -5948
Ask depth 5 delta: 21599
Imbalance 5 delta: -0.981317
Bid depth 10 delta: -16151
Ask depth 10 delta: 6282
Imbalance 10 delta: -0.28278
Spread delta: 0.00001
Mid price delta: 0.000505
Wall shift score: 0.038805

Tape

Buy volume: 7226
Sell volume: 24666
Buy/sell delta: -17440
Buy/sell ratio: 0.292954
Avg trade size: 318.92
Large trade count: 6
Largest trade size: 4344

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 45.6
Momentum 5: -0.476731

Cross Exchange

Mid avg: 0.43939
Mid median: 0.4393325
Price deviation %: 0.184346
Spread %: 0.112656

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 113189
Volume 24h: 1747410
Quote volume 24h: 1747410
Price change 24h %: 7.842173

Quality

Capture latency ms: 6716
Order book timestamp: 2026-07-03 22:15:23.637000+02:00
Ticker timestamp: 2026-07-03 22:15:24.399000+02:00
Trades timestamp: 2026-07-03 22:12:44.231000+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: 0.43895
Best ask: 0.43988
Spread: 0.00093
Spread %: 0.211645
Mid price: 0.439415
Last price: 0.43933
Mark price: 0.43933
Index price: 0.439323

Order Book

Bid depth 5: 100
Ask depth 5: 16
Bid depth 10: 116
Ask depth 10: 29
Bid depth 20: 404
Ask depth 20: 146
Imbalance 5: 0.724138
Imbalance 10: 0.6
Imbalance 20: 0.469091
Top bid size: 1
Top ask size: 6
Bid wall score: 0.002475
Ask wall score: 0.041096

Dynamics

Bid depth 5 delta: 85
Ask depth 5 delta: -2
Imbalance 5 delta: 0.815047
Bid depth 10 delta: 1
Ask depth 10 delta: 0
Imbalance 10 delta: 0.002778
Spread delta: 0.00025
Mid price delta: -0.001085
Wall shift score: -0.011131

Tape

Buy volume: 132
Sell volume: 147
Buy/sell delta: -15
Buy/sell ratio: 0.897959
Avg trade size: 2.79
Large trade count: 8
Largest trade size: 28

Candle

Return 1: -0.093237
Return 3: -0.342528
Volume 1: 7
Volume avg 5: 16.2
Momentum 5: -0.344788

Cross Exchange

Mid avg: 0.43966125
Mid median: 0.4394725
Price deviation %: -0.056009
Spread %: 0.295682

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 11454500
Quote volume 24h: 5139074
Price change 24h %: -14.7

Quality

Capture latency ms: 11093
Order book timestamp: 2026-07-03 22:14:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:29.672000+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: 0.4391
Best ask: 0.4393
Spread: 0.0002
Spread %: 0.045537
Mid price: 0.4392
Last price: 0.4393
Mark price: -
Index price: -

Order Book

Bid depth 5: 17958
Ask depth 5: 5723
Bid depth 10: 25453
Ask depth 10: 15872
Bid depth 20: 44519
Ask depth 20: 34414
Imbalance 5: 0.516659
Imbalance 10: 0.231845
Imbalance 20: 0.12802
Top bid size: 864
Top ask size: 1356
Bid wall score: 0.019407
Ask wall score: 0.039403

Dynamics

Bid depth 5 delta: 13549
Ask depth 5 delta: 739
Imbalance 5 delta: 0.577875
Bid depth 10 delta: 7105
Ask depth 10 delta: -11061
Imbalance 10 delta: 0.421439
Spread delta: 0.0001
Mid price delta: -0.00015
Wall shift score: -0.019721

Tape

Buy volume: 20885
Sell volume: 17852
Buy/sell delta: 3033
Buy/sell ratio: 1.169897
Avg trade size: 387.37
Large trade count: 6
Largest trade size: 9049

Candle

Return 1: -0.227221
Return 3: -0.091013
Volume 1: 36476
Volume avg 5: 31728.4
Momentum 5: -0.340445

Cross Exchange

Mid avg: 0.43969875
Mid median: 0.4395225
Price deviation %: -0.11343
Spread %: 0.284286

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21507245
Volume 24h: 206309682
Quote volume 24h: 91919493.73796
Price change 24h %: -14.616

Quality

Capture latency ms: 7708
Order book timestamp: 2026-07-03 22:14:45.931000+02:00
Ticker timestamp: 2026-07-03 22:14:40.098000+02:00
Trades timestamp: 2026-07-03 22:14:41.777000+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: 0.4392
Best ask: 0.4393
Spread: 0.0001
Spread %: 0.022766
Mid price: 0.43925
Last price: 0.4391
Mark price: -
Index price: 0.4394

Order Book

Bid depth 5: 3198
Ask depth 5: 1448
Bid depth 10: 5008
Ask depth 10: 4072
Bid depth 20: 16604
Ask depth 20: 15815
Imbalance 5: 0.376668
Imbalance 10: 0.103084
Imbalance 20: 0.024338
Top bid size: 23
Top ask size: 32
Bid wall score: 0.001385
Ask wall score: 0.002023

Dynamics

Bid depth 5 delta: 1271
Ask depth 5 delta: 68
Imbalance 5 delta: 0.211261
Bid depth 10 delta: 484
Ask depth 10 delta: -355
Imbalance 10 delta: 0.092247
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.004397

Tape

Buy volume: 3138
Sell volume: 3064
Buy/sell delta: 74
Buy/sell ratio: 1.024151
Avg trade size: 62.02
Large trade count: 9
Largest trade size: 418

Candle

Return 1: -0.091013
Return 3: -0.159163
Volume 1: 2548
Volume avg 5: 1489.4
Momentum 5: -0.249886

Cross Exchange

Mid avg: 0.43967375
Mid median: 0.4395225
Price deviation %: -0.096378
Spread %: 0.307046

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5938348
Quote volume 24h: 26722145
Price change 24h %: 8.07

Quality

Capture latency ms: 6224
Order book timestamp: 2026-07-03 22:14:38.686000+02:00
Ticker timestamp: 2026-07-03 22:14:35.750000+02:00
Trades timestamp: 2026-07-03 22:14:35.084000+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: 26454
gate: 26454
htx: 26251
mexc: 26450

By Symbol

VELVET/USDT:USDT: 105609

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