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: 106403
Total labels: 319209
Pending labels: 299726
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 07:44:31.268751+02:00
Recent trades snapshots: 106395
Micro candles: 2127840
Avg data quality: 75.8930293318797402
Latest latency: 5461 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 232 of 10641 · 106403 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-04 00:41:35.261089+02:00	gate	VELVET/USDT:USDT	0.443385	68	9873 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 00:41:25.229317+02:00	binance	VELVET/USDT:USDT	0.44265	80	6682 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 00:41:18.277640+02:00	mexc	VELVET/USDT:USDT	0.4428	78	4622 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 00:41:13.546482+02:00	htx	VELVET/USDT:USDT	0.442445	80	6142 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 00:40:54.474673+02:00	gate	VELVET/USDT:USDT	0.44337	68	10400 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 00:40:43.815872+02:00	binance	VELVET/USDT:USDT	0.44195	80	7145 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 00:40:36.304497+02:00	mexc	VELVET/USDT:USDT	0.4416	68	5422 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 00:40:30.738781+02:00	htx	VELVET/USDT:USDT	0.44235	80	6030 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 00:40:12.708937+02:00	gate	VELVET/USDT:USDT	0.443155	68	11524 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 00:40:00.730193+02:00	binance	VELVET/USDT:USDT	0.4429	80	6417 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.44294
Best ask: 0.44383
Spread: 0.00089
Spread %: 0.200728
Mid price: 0.443385
Last price: 0.44232
Mark price: 0.44278
Index price: 0.442778

Order Book

Bid depth 5: 26
Ask depth 5: 37
Bid depth 10: 48
Ask depth 10: 146
Bid depth 20: 170
Ask depth 20: 469
Imbalance 5: -0.174603
Imbalance 10: -0.505155
Imbalance 20: -0.467919
Top bid size: 2
Top ask size: 5
Bid wall score: 0.011765
Ask wall score: 0.010661

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -75
Imbalance 5 delta: 0.448585
Bid depth 10 delta: -85
Ask depth 10 delta: 10
Imbalance 10 delta: -0.494002
Spread delta: -0.00005
Mid price delta: 0.000015
Wall shift score: -0.023823

Tape

Buy volume: 79
Sell volume: 86
Buy/sell delta: -7
Buy/sell ratio: 0.918605
Avg trade size: 1.65
Large trade count: 6
Largest trade size: 11

Candle

Return 1: -0.103889
Return 3: -0.389596
Volume 1: 3
Volume avg 5: 50.6
Momentum 5: 1.131765

Cross Exchange

Mid avg: 0.44281625
Mid median: 0.442725
Price deviation %: 0.128439
Spread %: 0.20889

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 11181500
Quote volume 24h: 4983768
Price change 24h %: -9.02

Quality

Capture latency ms: 9873
Order book timestamp: 2026-07-04 00:41:34+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:38.468000+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: 0.4426
Best ask: 0.4427
Spread: 0.0001
Spread %: 0.022591
Mid price: 0.44265
Last price: 0.443
Mark price: -
Index price: -

Order Book

Bid depth 5: 3673
Ask depth 5: 2501
Bid depth 10: 18725
Ask depth 10: 16415
Bid depth 20: 28586
Ask depth 20: 32476
Imbalance 5: 0.189828
Imbalance 10: 0.065737
Imbalance 20: -0.063706
Top bid size: 135
Top ask size: 374
Bid wall score: 0.004723
Ask wall score: 0.011516

Dynamics

Bid depth 5 delta: -1499
Ask depth 5 delta: -3816
Imbalance 5 delta: 0.289489
Bid depth 10 delta: -106
Ask depth 10 delta: -7153
Imbalance 10 delta: 0.177461
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: -0.007233

Tape

Buy volume: 41449
Sell volume: 16900
Buy/sell delta: 24549
Buy/sell ratio: 2.452604
Avg trade size: 583.49
Large trade count: 9
Largest trade size: 7376

Candle

Return 1: 0.431132
Return 3: -0.360198
Volume 1: 74349
Volume avg 5: 202999.2
Momentum 5: 1.327839

Cross Exchange

Mid avg: 0.44264125
Mid median: 0.4426225
Price deviation %: 0.001977
Spread %: 0.320802

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21071543
Volume 24h: 202289430
Quote volume 24h: 89342107.70905
Price change 24h %: -9.388

Quality

Capture latency ms: 6682
Order book timestamp: 2026-07-04 00:41:22.476000+02:00
Ticker timestamp: 2026-07-04 00:41:18.021000+02:00
Trades timestamp: 2026-07-04 00:41:22.901000+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: 0.4427
Best ask: 0.4429
Spread: 0.0002
Spread %: 0.045167
Mid price: 0.4428
Last price: 0.4425
Mark price: -
Index price: 0.4419

Order Book

Bid depth 5: 1196
Ask depth 5: 1702
Bid depth 10: 3610
Ask depth 10: 3519
Bid depth 20: 25042
Ask depth 20: 7180
Imbalance 5: -0.174603
Imbalance 10: 0.012765
Imbalance 20: 0.554342
Top bid size: 34
Top ask size: 104
Bid wall score: 0.001358
Ask wall score: 0.014485

Dynamics

Bid depth 5 delta: 285
Ask depth 5 delta: 1002
Imbalance 5 delta: -0.305578
Bid depth 10 delta: 1312
Ask depth 10 delta: 810
Imbalance 10 delta: 0.09485
Spread delta: 0
Mid price delta: 0.0012
Wall shift score: -0.019729

Tape

Buy volume: 2389
Sell volume: 3047
Buy/sell delta: -658
Buy/sell ratio: 0.78405
Avg trade size: 54.36
Large trade count: 5
Largest trade size: 227

Candle

Return 1: 0.476839
Return 3: -0.360279
Volume 1: 941
Volume avg 5: 5041.2
Momentum 5: 1.21226

Cross Exchange

Mid avg: 0.44234125
Mid median: 0.4421975
Price deviation %: 0.10371
Spread %: 0.400144

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5911427
Quote volume 24h: 26351007.944
Price change 24h %: 8.9

Quality

Capture latency ms: 4622
Order book timestamp: 2026-07-04 00:41:16.497000+02:00
Ticker timestamp: 2026-07-04 00:41:14.955000+02:00
Trades timestamp: 2026-07-04 00:41:10.895000+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

Price

Best bid: 0.4421
Best ask: 0.44279
Spread: 0.00069
Spread %: 0.155952
Mid price: 0.442445
Last price: 0.44139
Mark price: -
Index price: -

Order Book

Bid depth 5: 5925
Ask depth 5: 4256
Bid depth 10: 28342
Ask depth 10: 27810
Bid depth 20: 184019
Ask depth 20: 150889
Imbalance 5: 0.163933
Imbalance 10: 0.009474
Imbalance 20: 0.098923
Top bid size: 1712
Top ask size: 406
Bid wall score: 0.009303
Ask wall score: 0.002691

Dynamics

Bid depth 5 delta: 2200
Ask depth 5 delta: -1725
Imbalance 5 delta: 0.396366
Bid depth 10 delta: 2299
Ask depth 10 delta: -7949
Imbalance 10 delta: 0.166686
Spread delta: -0.00039
Mid price delta: 0.000095
Wall shift score: 0.004799

Tape

Buy volume: 17646
Sell volume: 5732
Buy/sell delta: 11914
Buy/sell ratio: 3.078507
Avg trade size: 233.78
Large trade count: 7
Largest trade size: 1932

Candle

Return 1: -0.207999
Return 3: -0.385917
Volume 1: 1504
Volume avg 5: 1580.8
Momentum 5: 0.916823

Cross Exchange

Mid avg: 0.4423175
Mid median: 0.44215
Price deviation %: 0.028825
Spread %: 0.400165

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 131525
Volume 24h: 1868474
Quote volume 24h: 1868474
Price change 24h %: 8.577684

Quality

Capture latency ms: 6142
Order book timestamp: 2026-07-04 00:41:12.195000+02:00
Ticker timestamp: 2026-07-04 00:41:12.511000+02:00
Trades timestamp: 2026-07-04 00:41:08.894000+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: 0.4429
Best ask: 0.44384
Spread: 0.00094
Spread %: 0.212013
Mid price: 0.44337
Last price: 0.44278
Mark price: 0.44278
Index price: 0.442672

Order Book

Bid depth 5: 26
Ask depth 5: 112
Bid depth 10: 133
Ask depth 10: 136
Bid depth 20: 184
Ask depth 20: 445
Imbalance 5: -0.623188
Imbalance 10: -0.011152
Imbalance 20: -0.414944
Top bid size: 5
Top ask size: 1
Bid wall score: 0.027174
Ask wall score: 0.002247

Dynamics

Bid depth 5 delta: 14
Ask depth 5 delta: -3
Imbalance 5 delta: 0.187835
Bid depth 10 delta: 99
Ask depth 10 delta: -14
Imbalance 10 delta: 0.619282
Spread delta: 0.00013
Mid price delta: 0.000215
Wall shift score: 0.028717

Tape

Buy volume: 77
Sell volume: 89
Buy/sell delta: -12
Buy/sell ratio: 0.865169
Avg trade size: 1.66
Large trade count: 6
Largest trade size: 11

Candle

Return 1: -0.166847
Return 3: 1.59699
Volume 1: 11
Volume avg 5: 51
Momentum 5: 1.627304

Cross Exchange

Mid avg: 0.44226375
Mid median: 0.44215
Price deviation %: 0.250134
Spread %: 0.3516

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 11181200
Quote volume 24h: 4983635
Price change 24h %: -9.46

Quality

Capture latency ms: 10400
Order book timestamp: 2026-07-04 00:40:53+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:38.437000+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: 0.4419
Best ask: 0.442
Spread: 0.0001
Spread %: 0.022627
Mid price: 0.44195
Last price: 0.4418
Mark price: -
Index price: -

Order Book

Bid depth 5: 5172
Ask depth 5: 6317
Bid depth 10: 18831
Ask depth 10: 23568
Bid depth 20: 33627
Ask depth 20: 43329
Imbalance 5: -0.099661
Imbalance 10: -0.111724
Imbalance 20: -0.126072
Top bid size: 721
Top ask size: 910
Bid wall score: 0.021441
Ask wall score: 0.021002

Dynamics

Bid depth 5 delta: 834
Ask depth 5 delta: 3673
Imbalance 5 delta: -0.342284
Bid depth 10 delta: 1087
Ask depth 10 delta: 9910
Imbalance 10 delta: -0.241843
Spread delta: -0.0001
Mid price delta: -0.00095
Wall shift score: -0.017335

Tape

Buy volume: 10788
Sell volume: 15344
Buy/sell delta: -4556
Buy/sell ratio: 0.703076
Avg trade size: 261.32
Large trade count: 8
Largest trade size: 2554

Candle

Return 1: -0.270819
Return 3: 1.213926
Volume 1: 34029
Volume avg 5: 200225
Momentum 5: 1.516196

Cross Exchange

Mid avg: 0.44250125
Mid median: 0.442625
Price deviation %: -0.124576
Spread %: 0.351411

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21045862
Volume 24h: 202321558
Quote volume 24h: 89358383.17805
Price change 24h %: -10.094

Quality

Capture latency ms: 7145
Order book timestamp: 2026-07-04 00:40:41.073000+02:00
Ticker timestamp: 2026-07-04 00:40:33.841000+02:00
Trades timestamp: 2026-07-04 00:40:43.242000+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: 0.4415
Best ask: 0.4417
Spread: 0.0002
Spread %: 0.04529
Mid price: 0.4416
Last price: 0.4423
Mark price: -
Index price: 0.4427

Order Book

Bid depth 5: 911
Ask depth 5: 700
Bid depth 10: 2298
Ask depth 10: 2709
Bid depth 20: 12066
Ask depth 20: 16675
Imbalance 5: 0.130975
Imbalance 10: -0.082085
Imbalance 20: -0.160363
Top bid size: 84
Top ask size: 6
Bid wall score: 0.006962
Ask wall score: 0.00036

Dynamics

Bid depth 5 delta: 22
Ask depth 5 delta: -97
Imbalance 5 delta: 0.076408
Bid depth 10 delta: -232
Ask depth 10 delta: -291
Imbalance 10 delta: 0.002906
Spread delta: 0.0001
Mid price delta: -0.00075
Wall shift score: 0.020997

Tape

Buy volume: 2431
Sell volume: 3258
Buy/sell delta: -827
Buy/sell ratio: 0.746163
Avg trade size: 56.89
Large trade count: 5
Largest trade size: 252

Candle

Return 1: -0.293454
Return 3: 1.168117
Volume 1: 2172
Volume avg 5: 5320.2
Momentum 5: 1.446945

Cross Exchange

Mid avg: 0.44268875
Mid median: 0.442625
Price deviation %: -0.24594
Spread %: 0.181843

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5908845
Quote volume 24h: 26339613.693
Price change 24h %: 8.86

Quality

Capture latency ms: 5422
Order book timestamp: 2026-07-04 00:40:34.520000+02:00
Ticker timestamp: 2026-07-04 00:40:32.755000+02:00
Trades timestamp: 2026-07-04 00:40:34.463000+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: 0.44181
Best ask: 0.44289
Spread: 0.00108
Spread %: 0.244151
Mid price: 0.44235
Last price: 0.44231
Mark price: -
Index price: -

Order Book

Bid depth 5: 3725
Ask depth 5: 5981
Bid depth 10: 26043
Ask depth 10: 35759
Bid depth 20: 73734
Ask depth 20: 177941
Imbalance 5: -0.232434
Imbalance 10: -0.157212
Imbalance 20: -0.414054
Top bid size: 302
Top ask size: 406
Bid wall score: 0.004096
Ask wall score: 0.002282

Dynamics

Bid depth 5 delta: 946
Ask depth 5 delta: 2647
Imbalance 5 delta: -0.141643
Bid depth 10 delta: 3542
Ask depth 10 delta: -8836
Imbalance 10 delta: 0.172078
Spread delta: -0.0003
Mid price delta: 0.00105
Wall shift score: 0.002096

Tape

Buy volume: 17684
Sell volume: 5008
Buy/sell delta: 12676
Buy/sell ratio: 3.53115
Avg trade size: 226.92
Large trade count: 6
Largest trade size: 1932

Candle

Return 1: -0.178289
Return 3: 1.510109
Volume 1: 226
Volume avg 5: 1280.8
Momentum 5: 1.638403

Cross Exchange

Mid avg: 0.44242625
Mid median: 0.442625
Price deviation %: -0.017235
Spread %: 0.419279

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 131525
Volume 24h: 1866970
Quote volume 24h: 1866970
Price change 24h %: 8.803995

Quality

Capture latency ms: 6030
Order book timestamp: 2026-07-04 00:40:28.995000+02:00
Ticker timestamp: 2026-07-04 00:40:29.682000+02:00
Trades timestamp: 2026-07-04 00:40:06.575000+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: 0.44275
Best ask: 0.44356
Spread: 0.00081
Spread %: 0.18278
Mid price: 0.443155
Last price: 0.44305
Mark price: 0.44271
Index price: 0.442555

Order Book

Bid depth 5: 12
Ask depth 5: 115
Bid depth 10: 34
Ask depth 10: 150
Bid depth 20: 169
Ask depth 20: 448
Imbalance 5: -0.811024
Imbalance 10: -0.630435
Imbalance 20: -0.452188
Top bid size: 2
Top ask size: 7
Bid wall score: 0.011834
Ask wall score: 0.015625

Dynamics

Bid depth 5 delta: -9
Ask depth 5 delta: 91
Imbalance 5 delta: -0.744357
Bid depth 10 delta: -12
Ask depth 10 delta: 8
Imbalance 10 delta: -0.119796
Spread delta: 0.00008
Mid price delta: -0.00079
Wall shift score: -0.01466

Tape

Buy volume: 77
Sell volume: 82
Buy/sell delta: -5
Buy/sell ratio: 0.939024
Avg trade size: 1.59
Large trade count: 5
Largest trade size: 11

Candle

Return 1: -0.10597
Return 3: 1.658942
Volume 1: 2
Volume avg 5: 49.2
Momentum 5: 1.689274

Cross Exchange

Mid avg: 0.44262375
Mid median: 0.442625
Price deviation %: 0.120023
Spread %: 0.597573

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 11180000
Quote volume 24h: 4983104
Price change 24h %: -9.4

Quality

Capture latency ms: 11524
Order book timestamp: 2026-07-04 00:40:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:38.408000+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: 0.4428
Best ask: 0.443
Spread: 0.0002
Spread %: 0.045157
Mid price: 0.4429
Last price: 0.4425
Mark price: -
Index price: -

Order Book

Bid depth 5: 4338
Ask depth 5: 2644
Bid depth 10: 17744
Ask depth 10: 13658
Bid depth 20: 27434
Ask depth 20: 31353
Imbalance 5: 0.242624
Imbalance 10: 0.130119
Imbalance 20: -0.066664
Top bid size: 1017
Top ask size: 605
Bid wall score: 0.037071
Ask wall score: 0.019296

Dynamics

Bid depth 5 delta: 826
Ask depth 5 delta: -1054
Imbalance 5 delta: 0.268421
Bid depth 10 delta: -848
Ask depth 10 delta: -1266
Imbalance 10 delta: 0.020679
Spread delta: 0.0001
Mid price delta: -0.00445
Wall shift score: 0.017103

Tape

Buy volume: 43138
Sell volume: 13219
Buy/sell delta: 29919
Buy/sell ratio: 3.263333
Avg trade size: 563.57
Large trade count: 10
Largest trade size: 4473

Candle

Return 1: -0.315173
Return 3: 1.373626
Volume 1: 397206
Volume avg 5: 205258.8
Momentum 5: 1.793103

Cross Exchange

Mid avg: 0.44373625
Mid median: 0.4431475
Price deviation %: -0.188457
Spread %: 1.363423

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21043235
Volume 24h: 202265074
Quote volume 24h: 89336012.39275
Price change 24h %: -9.194

Quality

Capture latency ms: 6417
Order book timestamp: 2026-07-04 00:39:58.341000+02:00
Ticker timestamp: 2026-07-04 00:39:53.273000+02:00
Trades timestamp: 2026-07-04 00:40:00.030000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 26652
gate: 26653
htx: 26450
mexc: 26648

By Symbol

VELVET/USDT:USDT: 106404

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