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: 105967
Total labels: 317901
Pending labels: 298418
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 06:30:14.105397+02:00
Recent trades snapshots: 105959
Micro candles: 2119120
Avg data quality: 75.8907206960657563
Latest latency: 6625 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 231 of 10597 · 105967 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-03 23:22:21.155602+02:00	htx	VELVET/USDT:USDT	0.450345	80	5784 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 23:21:58.452450+02:00	gate	VELVET/USDT:USDT	0.451475	68	10078 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 23:21:48.240066+02:00	binance	VELVET/USDT:USDT	0.4526	80	7474 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 23:21:40.565770+02:00	mexc	VELVET/USDT:USDT	0.45245	68	5558 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 23:21:34.863799+02:00	htx	VELVET/USDT:USDT	0.452375	90	4998 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 23:21:15.128151+02:00	gate	VELVET/USDT:USDT	0.45234	68	10501 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 23:21:04.299784+02:00	binance	VELVET/USDT:USDT	0.4516	80	9342 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 23:20:54.735056+02:00	mexc	VELVET/USDT:USDT	0.45155	68	5115 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 23:20:49.391997+02:00	htx	VELVET/USDT:USDT	0.451625	90	4597 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-03 23:20:31.505930+02:00	gate	VELVET/USDT:USDT	0.451435	68	10636 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4497
Best ask: 0.45099
Spread: 0.00129
Spread %: 0.286447
Mid price: 0.450345
Last price: 0.45116
Mark price: -
Index price: -

Order Book

Bid depth 5: 10199
Ask depth 5: 3929
Bid depth 10: 31390
Ask depth 10: 26647
Bid depth 20: 45666
Ask depth 20: 146435
Imbalance 5: 0.4438
Imbalance 10: 0.081724
Imbalance 20: -0.524563
Top bid size: 179
Top ask size: 76
Bid wall score: 0.00392
Ask wall score: 0.000519

Dynamics

Bid depth 5 delta: 5642
Ask depth 5 delta: -212
Imbalance 5 delta: 0.395972
Bid depth 10 delta: 8763
Ask depth 10 delta: -3776
Imbalance 10 delta: 0.228679
Spread delta: 0.00014
Mid price delta: -0.00203
Wall shift score: -0.006797

Tape

Buy volume: 9010
Sell volume: 8966
Buy/sell delta: 44
Buy/sell ratio: 1.004907
Avg trade size: 179.76
Large trade count: 3
Largest trade size: 1482

Candle

Return 1: 0.244412
Return 3: 0.244412
Volume 1: 2
Volume avg 5: 44.8
Momentum 5: 0.507931

Cross Exchange

Mid avg: 0.452225
Mid median: 0.4524125
Price deviation %: -0.415722
Spread %: 0.24877

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 112346
Volume 24h: 1728014
Quote volume 24h: 1728014
Price change 24h %: 10.98101

Quality

Capture latency ms: 5784
Order book timestamp: 2026-07-03 23:22:19.537000+02:00
Ticker timestamp: 2026-07-03 23:22:19.859000+02:00
Trades timestamp: 2026-07-03 23:22:07.623000+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: 0.451
Best ask: 0.45195
Spread: 0.00095
Spread %: 0.210421
Mid price: 0.451475
Last price: 0.4527
Mark price: 0.45259
Index price: 0.452233

Order Book

Bid depth 5: 106
Ask depth 5: 13
Bid depth 10: 137
Ask depth 10: 34
Bid depth 20: 182
Ask depth 20: 161
Imbalance 5: 0.781513
Imbalance 10: 0.602339
Imbalance 20: 0.061224
Top bid size: 5
Top ask size: 1
Bid wall score: 0.027473
Ask wall score: 0.006211

Dynamics

Bid depth 5 delta: 77
Ask depth 5 delta: -6
Imbalance 5 delta: 0.573179
Bid depth 10 delta: -2
Ask depth 10 delta: -89
Imbalance 10 delta: 0.54127
Spread delta: 0.00005
Mid price delta: -0.000865
Wall shift score: -0.019244

Tape

Buy volume: 114
Sell volume: 123
Buy/sell delta: -9
Buy/sell ratio: 0.926829
Avg trade size: 2.37
Large trade count: 8
Largest trade size: 17

Candle

Return 1: 0.285771
Return 3: 1.004016
Volume 1: 9
Volume avg 5: 7.4
Momentum 5: 1.060386

Cross Exchange

Mid avg: 0.45244125
Mid median: 0.4524125
Price deviation %: -0.213564
Spread %: 0.057466

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 11323400
Quote volume 24h: 5068038
Price change 24h %: -8.16

Quality

Capture latency ms: 10078
Order book timestamp: 2026-07-03 23:21:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:33.690000+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: 0.4525
Best ask: 0.4527
Spread: 0.0002
Spread %: 0.044189
Mid price: 0.4526
Last price: 0.4524
Mark price: -
Index price: -

Order Book

Bid depth 5: 5551
Ask depth 5: 3480
Bid depth 10: 19061
Ask depth 10: 20300
Bid depth 20: 30579
Ask depth 20: 35505
Imbalance 5: 0.229321
Imbalance 10: -0.031478
Imbalance 20: -0.074541
Top bid size: 660
Top ask size: 212
Bid wall score: 0.021583
Ask wall score: 0.005971

Dynamics

Bid depth 5 delta: 1527
Ask depth 5 delta: -174
Imbalance 5 delta: 0.181132
Bid depth 10 delta: 5322
Ask depth 10 delta: 4037
Imbalance 10 delta: 0.05265
Spread delta: 0
Mid price delta: 0.001
Wall shift score: 0.001314

Tape

Buy volume: 16377
Sell volume: 11045
Buy/sell delta: 5332
Buy/sell ratio: 1.482752
Avg trade size: 274.22
Large trade count: 6
Largest trade size: 9653

Candle

Return 1: 0.177148
Return 3: 0.734803
Volume 1: 32393
Volume avg 5: 57052.6
Momentum 5: 0.802139

Cross Exchange

Mid avg: 0.45219125
Mid median: 0.4523575
Price deviation %: 0.090393
Spread %: 0.187974

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21305973
Volume 24h: 203270509
Quote volume 24h: 90147694.00129
Price change 24h %: -8.625

Quality

Capture latency ms: 7474
Order book timestamp: 2026-07-03 23:21:45.934000+02:00
Ticker timestamp: 2026-07-03 23:21:40.375000+02:00
Trades timestamp: 2026-07-03 23:21:46.662000+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: 0.4524
Best ask: 0.4525
Spread: 0.0001
Spread %: 0.022102
Mid price: 0.45245
Last price: 0.4522
Mark price: -
Index price: 0.4519

Order Book

Bid depth 5: 634
Ask depth 5: 882
Bid depth 10: 2273
Ask depth 10: 2499
Bid depth 20: 12615
Ask depth 20: 12603
Imbalance 5: -0.163588
Imbalance 10: -0.04736
Imbalance 20: 0.000476
Top bid size: 46
Top ask size: 65
Bid wall score: 0.003646
Ask wall score: 0.005158

Dynamics

Bid depth 5 delta: -926
Ask depth 5 delta: 162
Imbalance 5 delta: -0.532009
Bid depth 10 delta: -1384
Ask depth 10 delta: -803
Imbalance 10 delta: -0.098373
Spread delta: -0.0002
Mid price delta: 0.0009
Wall shift score: -0.011616

Tape

Buy volume: 3402
Sell volume: 1148
Buy/sell delta: 2254
Buy/sell ratio: 2.963415
Avg trade size: 45.5
Large trade count: 7
Largest trade size: 335

Candle

Return 1: 0.288121
Return 3: 0.80196
Volume 1: 1473
Volume avg 5: 2609.6
Momentum 5: 0.75707

Cross Exchange

Mid avg: 0.45196625
Mid median: 0.45197
Price deviation %: 0.107032
Spread %: 0.182536

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5927225
Quote volume 24h: 26542991.646
Price change 24h %: 11.29

Quality

Capture latency ms: 5558
Order book timestamp: 2026-07-03 23:21:39.147000+02:00
Ticker timestamp: 2026-07-03 23:21:35.694000+02:00
Trades timestamp: 2026-07-03 23:21:38.086000+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: 0.4518
Best ask: 0.45295
Spread: 0.00115
Spread %: 0.254214
Mid price: 0.452375
Last price: 0.45006
Mark price: -
Index price: -

Order Book

Bid depth 5: 4557
Ask depth 5: 4141
Bid depth 10: 22627
Ask depth 10: 30423
Bid depth 20: 37054
Ask depth 20: 139816
Imbalance 5: 0.047827
Imbalance 10: -0.146956
Imbalance 20: -0.581003
Top bid size: 398
Top ask size: 76
Bid wall score: 0.010741
Ask wall score: 0.000544

Dynamics

Bid depth 5 delta: 137
Ask depth 5 delta: 1500
Imbalance 5 delta: -0.20412
Bid depth 10 delta: 8750
Ask depth 10 delta: 21211
Imbalance 10 delta: -0.349
Spread delta: -0.0001
Mid price delta: 0.00075
Wall shift score: -0.007152

Tape

Buy volume: 9010
Sell volume: 8966
Buy/sell delta: 44
Buy/sell ratio: 1.004907
Avg trade size: 179.76
Large trade count: 3
Largest trade size: 1482

Candle

Return 1: 0
Return 3: 0.262876
Volume 1: 0
Volume avg 5: 44.4
Momentum 5: 0.262876

Cross Exchange

Mid avg: 0.45177875
Mid median: 0.4516125
Price deviation %: 0.131978
Spread %: 0.174864

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 112346
Volume 24h: 1728020
Quote volume 24h: 1728020
Price change 24h %: 10.71042

Quality

Capture latency ms: 4998
Order book timestamp: 2026-07-03 23:21:33.295000+02:00
Ticker timestamp: 2026-07-03 23:21:33.724000+02:00
Trades timestamp: 2026-07-03 23:19:42.236000+02:00
Data quality score: 90
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: 0.45189
Best ask: 0.45279
Spread: 0.0009
Spread %: 0.198965
Mid price: 0.45234
Last price: 0.45141
Mark price: 0.45191
Index price: 0.451905

Order Book

Bid depth 5: 29
Ask depth 5: 19
Bid depth 10: 139
Ask depth 10: 123
Bid depth 20: 192
Ask depth 20: 157
Imbalance 5: 0.208333
Imbalance 10: 0.061069
Imbalance 20: 0.100287
Top bid size: 9
Top ask size: 1
Bid wall score: 0.046875
Ask wall score: 0.006369

Dynamics

Bid depth 5 delta: -75
Ask depth 5 delta: -8
Imbalance 5 delta: -0.379453
Bid depth 10 delta: 2
Ask depth 10 delta: -6
Imbalance 10 delta: 0.030994
Spread delta: -0.00015
Mid price delta: 0.000905
Wall shift score: 0.040919

Tape

Buy volume: 106
Sell volume: 123
Buy/sell delta: -17
Buy/sell ratio: 0.861789
Avg trade size: 2.29
Large trade count: 7
Largest trade size: 17

Candle

Return 1: 0
Return 3: 0.716198
Volume 1: 0
Volume avg 5: 5.6
Momentum 5: 0.772408

Cross Exchange

Mid avg: 0.4515525
Mid median: 0.451575
Price deviation %: 0.174398
Spread %: 0.042077

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 11322400
Quote volume 24h: 5067585
Price change 24h %: -8.42

Quality

Capture latency ms: 10501
Order book timestamp: 2026-07-03 23:21:13+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:33.656000+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: 0.4515
Best ask: 0.4517
Spread: 0.0002
Spread %: 0.044287
Mid price: 0.4516
Last price: 0.4514
Mark price: -
Index price: -

Order Book

Bid depth 5: 4024
Ask depth 5: 3654
Bid depth 10: 13739
Ask depth 10: 16263
Bid depth 20: 24900
Ask depth 20: 35077
Imbalance 5: 0.04819
Imbalance 10: -0.084128
Imbalance 20: -0.169682
Top bid size: 383
Top ask size: 38
Bid wall score: 0.015382
Ask wall score: 0.001083

Dynamics

Bid depth 5 delta: -1831
Ask depth 5 delta: 315
Imbalance 5 delta: -0.225467
Bid depth 10 delta: -4330
Ask depth 10 delta: -668
Imbalance 10 delta: -0.116642
Spread delta: -0.0001
Mid price delta: 0.00045
Wall shift score: 0.017936

Tape

Buy volume: 10168
Sell volume: 14427
Buy/sell delta: -4259
Buy/sell ratio: 0.70479
Avg trade size: 245.95
Large trade count: 7
Largest trade size: 3154

Candle

Return 1: 0.26643
Return 3: 0.623886
Volume 1: 53725
Volume avg 5: 77837.8
Momentum 5: -0.088496

Cross Exchange

Mid avg: 0.45144
Mid median: 0.4514925
Price deviation %: 0.035442
Spread %: 0.105219

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21293309
Volume 24h: 203376130
Quote volume 24h: 90197459.70599
Price change 24h %: -9.303

Quality

Capture latency ms: 9342
Order book timestamp: 2026-07-03 23:21:01.408000+02:00
Ticker timestamp: 2026-07-03 23:20:53.986000+02:00
Trades timestamp: 2026-07-03 23:21:02.869000+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: 0.4514
Best ask: 0.4517
Spread: 0.0003
Spread %: 0.066438
Mid price: 0.45155
Last price: 0.4515
Mark price: -
Index price: 0.451

Order Book

Bid depth 5: 1560
Ask depth 5: 720
Bid depth 10: 3657
Ask depth 10: 3302
Bid depth 20: 26453
Ask depth 20: 19118
Imbalance 5: 0.368421
Imbalance 10: 0.051013
Imbalance 20: 0.160958
Top bid size: 277
Top ask size: 7
Bid wall score: 0.010471
Ask wall score: 0.000366

Dynamics

Bid depth 5 delta: -288
Ask depth 5 delta: -546
Imbalance 5 delta: 0.181523
Bid depth 10 delta: -598
Ask depth 10 delta: 692
Imbalance 10 delta: -0.188608
Spread delta: 0.0001
Mid price delta: 0.00105
Wall shift score: 0.00887

Tape

Buy volume: 3487
Sell volume: 817
Buy/sell delta: 2670
Buy/sell ratio: 4.268054
Avg trade size: 43.04
Large trade count: 6
Largest trade size: 195

Candle

Return 1: 0.088672
Return 3: 0.534402
Volume 1: 2183
Volume avg 5: 3493.6
Momentum 5: -0.132714

Cross Exchange

Mid avg: 0.4511775
Mid median: 0.4512925
Price deviation %: 0.082562
Spread %: 0.249348

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5925798
Quote volume 24h: 26536537.33
Price change 24h %: 11.12

Quality

Capture latency ms: 5115
Order book timestamp: 2026-07-03 23:20:53.059000+02:00
Ticker timestamp: 2026-07-03 23:20:50.795000+02:00
Trades timestamp: 2026-07-03 23:20:50.284000+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: 0.451
Best ask: 0.45225
Spread: 0.00125
Spread %: 0.276778
Mid price: 0.451625
Last price: 0.45006
Mark price: -
Index price: -

Order Book

Bid depth 5: 4420
Ask depth 5: 2641
Bid depth 10: 13877
Ask depth 10: 9212
Bid depth 20: 17480
Ask depth 20: 13877
Imbalance 5: 0.251947
Imbalance 10: 0.202044
Imbalance 20: 0.114903
Top bid size: 399
Top ask size: 76
Bid wall score: 0.022826
Ask wall score: 0.005477

Dynamics

Bid depth 5 delta: -3485
Ask depth 5 delta: -1871
Imbalance 5 delta: -0.021307
Bid depth 10 delta: -15457
Ask depth 10 delta: -21865
Imbalance 10 delta: 0.230897
Spread delta: -0.00025
Mid price delta: 0.000885
Wall shift score: -0.000088

Tape

Buy volume: 9010
Sell volume: 8966
Buy/sell delta: 44
Buy/sell ratio: 1.004907
Avg trade size: 179.76
Large trade count: 3
Largest trade size: 1482

Candle

Return 1: 0
Return 3: 0.262876
Volume 1: 0
Volume avg 5: 46.4
Momentum 5: -0.670934

Cross Exchange

Mid avg: 0.45095625
Mid median: 0.450945
Price deviation %: 0.148296
Spread %: 0.207337

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 112346
Volume 24h: 1728020
Quote volume 24h: 1728020
Price change 24h %: 10.71042

Quality

Capture latency ms: 4597
Order book timestamp: 2026-07-03 23:20:47.795000+02:00
Ticker timestamp: 2026-07-03 23:20:48.128000+02:00
Trades timestamp: 2026-07-03 23:19:42.236000+02:00
Data quality score: 90
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: 0.45091
Best ask: 0.45196
Spread: 0.00105
Spread %: 0.232592
Mid price: 0.451435
Last price: 0.4522
Mark price: 0.4514
Index price: 0.45129

Order Book

Bid depth 5: 104
Ask depth 5: 27
Bid depth 10: 137
Ask depth 10: 129
Bid depth 20: 184
Ask depth 20: 171
Imbalance 5: 0.587786
Imbalance 10: 0.030075
Imbalance 20: 0.03662
Top bid size: 1
Top ask size: 1
Bid wall score: 0.005435
Ask wall score: 0.005848

Dynamics

Bid depth 5 delta: 75
Ask depth 5 delta: -77
Imbalance 5 delta: 1.151696
Bid depth 10 delta: 6
Ask depth 10 delta: 6
Imbalance 10 delta: -0.001421
Spread delta: 0.00005
Mid price delta: 0.001425
Wall shift score: -0.015329

Tape

Buy volume: 106
Sell volume: 123
Buy/sell delta: -17
Buy/sell ratio: 0.861789
Avg trade size: 2.29
Large trade count: 7
Largest trade size: 17

Candle

Return 1: 0.201644
Return 3: 0.948767
Volume 1: 2
Volume avg 5: 19.2
Momentum 5: -0.169989

Cross Exchange

Mid avg: 0.4506
Mid median: 0.45062
Price deviation %: 0.185308
Spread %: 0.252996

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 11322300
Quote volume 24h: 5067540
Price change 24h %: -8.43

Quality

Capture latency ms: 10636
Order book timestamp: 2026-07-03 23:20:30+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:33.622000+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: 26543
gate: 26544
htx: 26341
mexc: 26539

By Symbol

VELVET/USDT:USDT: 105967

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