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: 107377
Total labels: 322131
Pending labels: 302648
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 10:20:40.644806+02:00
Recent trades snapshots: 107369
Micro candles: 2147320
Avg data quality: 75.8982463656090224
Latest latency: 5148 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 234 of 10738 · 107377 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-04 03:39:00.252852+02:00	htx	VELVET/USDT:USDT	0.454725	80	5589 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 03:38:41.488923+02:00	gate	VELVET/USDT:USDT	0.455555	68	10093 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 03:38:31.177385+02:00	binance	VELVET/USDT:USDT	0.45545	80	7555 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 03:38:23.103545+02:00	mexc	VELVET/USDT:USDT	0.4553	68	5520 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 03:38:17.415876+02:00	htx	VELVET/USDT:USDT	0.456505	90	4690 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 03:37:58.817049+02:00	gate	VELVET/USDT:USDT	0.45834	68	10149 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 03:37:48.381944+02:00	binance	VELVET/USDT:USDT	0.456	80	6772 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 03:37:41.399192+02:00	mexc	VELVET/USDT:USDT	0.455	68	6481 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 03:37:34.706650+02:00	htx	VELVET/USDT:USDT	0.45462	80	6070 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 03:37:13.274624+02:00	gate	VELVET/USDT:USDT	0.453025	68	10936 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4533
Best ask: 0.45615
Spread: 0.00285
Spread %: 0.626752
Mid price: 0.454725
Last price: 0.45427
Mark price: -
Index price: -

Order Book

Bid depth 5: 3122
Ask depth 5: 4904
Bid depth 10: 7258
Ask depth 10: 28940
Bid depth 20: 68479
Ask depth 20: 48907
Imbalance 5: -0.222028
Imbalance 10: -0.598983
Imbalance 20: 0.166732
Top bid size: 266
Top ask size: 2970
Bid wall score: 0.003884
Ask wall score: 0.060728

Dynamics

Bid depth 5 delta: 1781
Ask depth 5 delta: 2118
Imbalance 5 delta: 0.128105
Bid depth 10 delta: -71006
Ask depth 10 delta: 7238
Imbalance 10 delta: -1.164796
Spread delta: 0.00142
Mid price delta: -0.00178
Wall shift score: -0.056093

Tape

Buy volume: 9570
Sell volume: 11318
Buy/sell delta: -1748
Buy/sell ratio: 0.845556
Avg trade size: 208.88
Large trade count: 5
Largest trade size: 3484

Candle

Return 1: 0
Return 3: -1.322878
Volume 1: 0
Volume avg 5: 9.2
Momentum 5: -0.695158

Cross Exchange

Mid avg: 0.4557025
Mid median: 0.4555025
Price deviation %: -0.214504
Spread %: 0.264427

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 113543
Volume 24h: 1945090
Quote volume 24h: 1945090
Price change 24h %: 11.74604

Quality

Capture latency ms: 5589
Order book timestamp: 2026-07-04 03:38:58.595000+02:00
Ticker timestamp: 2026-07-04 03:38:58.925000+02:00
Trades timestamp: 2026-07-04 03:36:32.807000+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: 0.45514
Best ask: 0.45597
Spread: 0.00083
Spread %: 0.182195
Mid price: 0.455555
Last price: 0.4557
Mark price: 0.45642
Index price: 0.456413

Order Book

Bid depth 5: 14
Ask depth 5: 12
Bid depth 10: 25
Ask depth 10: 62
Bid depth 20: 89
Ask depth 20: 82
Imbalance 5: 0.076923
Imbalance 10: -0.425287
Imbalance 20: 0.040936
Top bid size: 1
Top ask size: 3
Bid wall score: 0.011236
Ask wall score: 0.036585

Dynamics

Bid depth 5 delta: -40
Ask depth 5 delta: 0
Imbalance 5 delta: -0.559441
Bid depth 10 delta: -44
Ask depth 10 delta: 43
Imbalance 10 delta: -0.993469
Spread delta: 0.00025
Mid price delta: -0.002785
Wall shift score: -0.017159

Tape

Buy volume: 327
Sell volume: 134
Buy/sell delta: 193
Buy/sell ratio: 2.440299
Avg trade size: 4.61
Large trade count: 8
Largest trade size: 43

Candle

Return 1: -0.521732
Return 3: -0.463064
Volume 1: 34
Volume avg 5: 99.6
Momentum 5: -0.86582

Cross Exchange

Mid avg: 0.45639875
Mid median: 0.4559775
Price deviation %: -0.184871
Spread %: 0.666084

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0.000017
Funding abs: 0.00005
Funding pressure: 0.000067
Open interest: -
Volume 24h: 11107100
Quote volume 24h: 4969835
Price change 24h %: 0.83

Quality

Capture latency ms: 10093
Order book timestamp: 2026-07-04 03:38:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:49.113000+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: 0.4554
Best ask: 0.4555
Spread: 0.0001
Spread %: 0.021956
Mid price: 0.45545
Last price: 0.4554
Mark price: -
Index price: -

Order Book

Bid depth 5: 51599
Ask depth 5: 4719
Bid depth 10: 53524
Ask depth 10: 13092
Bid depth 20: 63588
Ask depth 20: 47148
Imbalance 5: 0.832416
Imbalance 10: 0.606941
Imbalance 20: 0.148461
Top bid size: 344
Top ask size: 293
Bid wall score: 0.00541
Ask wall score: 0.006214

Dynamics

Bid depth 5 delta: 49045
Ask depth 5 delta: 883
Imbalance 5 delta: 1.033042
Bid depth 10 delta: -13675
Ask depth 10 delta: 1690
Imbalance 10 delta: -0.102935
Spread delta: -0.0001
Mid price delta: -0.00055
Wall shift score: 0.010845

Tape

Buy volume: 12553
Sell volume: 18740
Buy/sell delta: -6187
Buy/sell ratio: 0.669851
Avg trade size: 312.93
Large trade count: 10
Largest trade size: 3465

Candle

Return 1: -0.610954
Return 3: -0.371829
Volume 1: 50603
Volume avg 5: 114822.2
Momentum 5: -0.805749

Cross Exchange

Mid avg: 0.45653625
Mid median: 0.4562525
Price deviation %: -0.237933
Spread %: 0.665884

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 20226291
Volume 24h: 211833357
Quote volume 24h: 94072609.32073
Price change 24h %: 1.222

Quality

Capture latency ms: 7555
Order book timestamp: 2026-07-04 03:38:28.930000+02:00
Ticker timestamp: 2026-07-04 03:38:25.209000+02:00
Trades timestamp: 2026-07-04 03:38:29.660000+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: 0.4552
Best ask: 0.4554
Spread: 0.0002
Spread %: 0.043927
Mid price: 0.4553
Last price: 0.456
Mark price: -
Index price: 0.4565

Order Book

Bid depth 5: 2652
Ask depth 5: 813
Bid depth 10: 3941
Ask depth 10: 2385
Bid depth 20: 20629
Ask depth 20: 5440
Imbalance 5: 0.530736
Imbalance 10: 0.245969
Imbalance 20: 0.582646
Top bid size: 13
Top ask size: 9
Bid wall score: 0.00063
Ask wall score: 0.001654

Dynamics

Bid depth 5 delta: 1689
Ask depth 5 delta: 147
Imbalance 5 delta: 0.348415
Bid depth 10 delta: 2046
Ask depth 10 delta: 813
Imbalance 10 delta: 0.152805
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: -0.048281

Tape

Buy volume: 3415
Sell volume: 1727
Buy/sell delta: 1688
Buy/sell ratio: 1.977417
Avg trade size: 51.42
Large trade count: 7
Largest trade size: 257

Candle

Return 1: -0.501855
Return 3: -0.436681
Volume 1: 2032
Volume avg 5: 3113.8
Momentum 5: -0.761697

Cross Exchange

Mid avg: 0.45646125
Mid median: 0.4562525
Price deviation %: -0.254403
Spread %: 0.731716

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5957358
Quote volume 24h: 26588863.744
Price change 24h %: 12.23

Quality

Capture latency ms: 5520
Order book timestamp: 2026-07-04 03:38:21.438000+02:00
Ticker timestamp: 2026-07-04 03:38:20.811000+02:00
Trades timestamp: 2026-07-04 03:38:18.767000+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: 0.45579
Best ask: 0.45722
Spread: 0.00143
Spread %: 0.31325
Mid price: 0.456505
Last price: 0.45427
Mark price: -
Index price: -

Order Book

Bid depth 5: 1341
Ask depth 5: 2786
Bid depth 10: 78264
Ask depth 10: 21702
Bid depth 20: 216433
Ask depth 20: 176567
Imbalance 5: -0.350133
Imbalance 10: 0.565812
Imbalance 20: 0.10144
Top bid size: 68
Top ask size: 188
Bid wall score: 0.000314
Ask wall score: 0.001065

Dynamics

Bid depth 5 delta: -655
Ask depth 5 delta: -505
Imbalance 5 delta: -0.105193
Bid depth 10 delta: 66346
Ask depth 10 delta: 2506
Imbalance 10 delta: 0.799726
Spread delta: 0.00059
Mid price delta: 0.001885
Wall shift score: -0.00299

Tape

Buy volume: 9570
Sell volume: 11318
Buy/sell delta: -1748
Buy/sell ratio: 0.845556
Avg trade size: 208.88
Large trade count: 5
Largest trade size: 3484

Candle

Return 1: 0
Return 3: -1.322878
Volume 1: 0
Volume avg 5: 9.2
Momentum 5: -0.695158

Cross Exchange

Mid avg: 0.45599
Mid median: 0.4555
Price deviation %: 0.112941
Spread %: 0.815807

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 113543
Volume 24h: 1945090
Quote volume 24h: 1945090
Price change 24h %: 11.74604

Quality

Capture latency ms: 4690
Order book timestamp: 2026-07-04 03:38:15.795000+02:00
Ticker timestamp: 2026-07-04 03:38:16.270000+02:00
Trades timestamp: 2026-07-04 03:36:32.807000+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: 0.45805
Best ask: 0.45863
Spread: 0.00058
Spread %: 0.126544
Mid price: 0.45834
Last price: 0.45812
Mark price: 0.45656
Index price: 0.456558

Order Book

Bid depth 5: 54
Ask depth 5: 12
Bid depth 10: 69
Ask depth 10: 19
Bid depth 20: 208
Ask depth 20: 81
Imbalance 5: 0.636364
Imbalance 10: 0.568182
Imbalance 20: 0.439446
Top bid size: 6
Top ask size: 3
Bid wall score: 0.028846
Ask wall score: 0.037037

Dynamics

Bid depth 5 delta: 44
Ask depth 5 delta: 4
Imbalance 5 delta: 0.525253
Bid depth 10 delta: 7
Ask depth 10 delta: 2
Imbalance 10 delta: -0.001438
Spread delta: -0.00043
Mid price delta: 0.005315
Wall shift score: -0.008338

Tape

Buy volume: 351
Sell volume: 176
Buy/sell delta: 175
Buy/sell ratio: 1.994318
Avg trade size: 5.27
Large trade count: 10
Largest trade size: 43

Candle

Return 1: 1.264368
Return 3: -0.588069
Volume 1: 99
Volume avg 5: 104.8
Momentum 5: 0.113636

Cross Exchange

Mid avg: 0.45466125
Mid median: 0.45481
Price deviation %: 0.809119
Spread %: 0.654333

Funding / OI / Volume

Funding rate: 0.000033
Funding delta: 0
Funding abs: 0.000033
Funding pressure: 0.000033
Open interest: -
Volume 24h: 11098000
Quote volume 24h: 4965673
Price change 24h %: 1.79

Quality

Capture latency ms: 10149
Order book timestamp: 2026-07-04 03:37:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:49.075000+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: 0.4559
Best ask: 0.4561
Spread: 0.0002
Spread %: 0.04386
Mid price: 0.456
Last price: 0.455
Mark price: -
Index price: -

Order Book

Bid depth 5: 2554
Ask depth 5: 3836
Bid depth 10: 67199
Ask depth 10: 11402
Bid depth 20: 75325
Ask depth 20: 24804
Imbalance 5: -0.200626
Imbalance 10: 0.709876
Imbalance 20: 0.504559
Top bid size: 483
Top ask size: 448
Bid wall score: 0.006412
Ask wall score: 0.018062

Dynamics

Bid depth 5 delta: -767
Ask depth 5 delta: -781
Imbalance 5 delta: -0.037361
Bid depth 10 delta: 55642
Ask depth 10 delta: 2674
Imbalance 10 delta: 0.570414
Spread delta: 0.0001
Mid price delta: 0.00325
Wall shift score: -0.053344

Tape

Buy volume: 13500
Sell volume: 27817
Buy/sell delta: -14317
Buy/sell ratio: 0.485315
Avg trade size: 413.17
Large trade count: 7
Largest trade size: 5058

Candle

Return 1: 0.72896
Return 3: -0.998697
Volume 1: 121948
Volume avg 5: 114276
Momentum 5: -0.175131

Cross Exchange

Mid avg: 0.45384875
Mid median: 0.4538225
Price deviation %: 0.474002
Spread %: 0.49576

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 20220018
Volume 24h: 211797881
Quote volume 24h: 94056509.22039
Price change 24h %: 1.291

Quality

Capture latency ms: 6772
Order book timestamp: 2026-07-04 03:37:46.088000+02:00
Ticker timestamp: 2026-07-04 03:37:39.070000+02:00
Trades timestamp: 2026-07-04 03:37:47.570000+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: 0.4549
Best ask: 0.4551
Spread: 0.0002
Spread %: 0.043956
Mid price: 0.455
Last price: 0.4555
Mark price: -
Index price: 0.4544

Order Book

Bid depth 5: 963
Ask depth 5: 666
Bid depth 10: 1895
Ask depth 10: 1572
Bid depth 20: 3018
Ask depth 20: 9740
Imbalance 5: 0.18232
Imbalance 10: 0.093164
Imbalance 20: -0.526885
Top bid size: 164
Top ask size: 69
Bid wall score: 0.054341
Ask wall score: 0.007084

Dynamics

Bid depth 5 delta: -219
Ask depth 5 delta: -384
Imbalance 5 delta: 0.123181
Bid depth 10 delta: -914
Ask depth 10 delta: -1853
Imbalance 10 delta: 0.191977
Spread delta: 0
Mid price delta: 0.0018
Wall shift score: 0.057498

Tape

Buy volume: 2119
Sell volume: 2236
Buy/sell delta: -117
Buy/sell ratio: 0.947674
Avg trade size: 43.55
Large trade count: 7
Largest trade size: 257

Candle

Return 1: 0.485973
Return 3: -1.216069
Volume 1: 3245
Volume avg 5: 2680.8
Momentum 5: -0.394132

Cross Exchange

Mid avg: 0.45339875
Mid median: 0.4531125
Price deviation %: 0.353166
Spread %: 0.41244

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5953213
Quote volume 24h: 26569929.664
Price change 24h %: 12.1

Quality

Capture latency ms: 6481
Order book timestamp: 2026-07-04 03:37:39.293000+02:00
Ticker timestamp: 2026-07-04 03:37:38.914000+02:00
Trades timestamp: 2026-07-04 03:37:39.014000+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: 0.4542
Best ask: 0.45504
Spread: 0.00084
Spread %: 0.18477
Mid price: 0.45462
Last price: 0.45427
Mark price: -
Index price: -

Order Book

Bid depth 5: 1996
Ask depth 5: 3291
Bid depth 10: 11918
Ask depth 10: 19196
Bid depth 20: 164767
Ask depth 20: 164407
Imbalance 5: -0.24494
Imbalance 10: -0.233914
Imbalance 20: 0.001094
Top bid size: 396
Top ask size: 27
Bid wall score: 0.002403
Ask wall score: 0.000164

Dynamics

Bid depth 5 delta: -1824
Ask depth 5 delta: 495
Imbalance 5 delta: -0.399717
Bid depth 10 delta: 201
Ask depth 10 delta: 7537
Imbalance 10 delta: -0.236395
Spread delta: -0.00364
Mid price delta: 0.0018
Wall shift score: 0.004594

Tape

Buy volume: 9570
Sell volume: 11318
Buy/sell delta: -1748
Buy/sell ratio: 0.845556
Avg trade size: 208.88
Large trade count: 5
Largest trade size: 3484

Candle

Return 1: 0
Return 3: -1.322878
Volume 1: 0
Volume avg 5: 28.8
Momentum 5: -0.149467

Cross Exchange

Mid avg: 0.45294875
Mid median: 0.4529225
Price deviation %: 0.368971
Spread %: 0.099349

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 113522
Volume 24h: 1945090
Quote volume 24h: 1945090
Price change 24h %: 11.74604

Quality

Capture latency ms: 6070
Order book timestamp: 2026-07-04 03:37:32.637000+02:00
Ticker timestamp: 2026-07-04 03:37:32.977000+02:00
Trades timestamp: 2026-07-04 03:36:32.807000+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: 0.45252
Best ask: 0.45353
Spread: 0.00101
Spread %: 0.222946
Mid price: 0.453025
Last price: 0.45252
Mark price: 0.45222
Index price: 0.45222

Order Book

Bid depth 5: 10
Ask depth 5: 8
Bid depth 10: 62
Ask depth 10: 17
Bid depth 20: 82
Ask depth 20: 83
Imbalance 5: 0.111111
Imbalance 10: 0.56962
Imbalance 20: -0.006061
Top bid size: 1
Top ask size: 1
Bid wall score: 0.012195
Ask wall score: 0.012048

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -9
Imbalance 5 delta: 0.244444
Bid depth 10 delta: 1
Ask depth 10 delta: -48
Imbalance 10 delta: 0.601366
Spread delta: 0.00023
Mid price delta: -0.001855
Wall shift score: 0.021716

Tape

Buy volume: 328
Sell volume: 185
Buy/sell delta: 143
Buy/sell ratio: 1.772973
Avg trade size: 5.13
Large trade count: 11
Largest trade size: 43

Candle

Return 1: 0.026525
Return 3: -1.803268
Volume 1: 53
Volume avg 5: 95.6
Momentum 5: -1.11014

Cross Exchange

Mid avg: 0.4534125
Mid median: 0.45301
Price deviation %: -0.085463
Spread %: 0.469771

Funding / OI / Volume

Funding rate: 0.000033
Funding delta: -0.000016
Funding abs: 0.000033
Funding pressure: 0.000049
Open interest: -
Volume 24h: 11092600
Quote volume 24h: 4963226
Price change 24h %: 0.55

Quality

Capture latency ms: 10936
Order book timestamp: 2026-07-04 03:37:12+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:49.029000+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: 26896
gate: 26897
htx: 26691
mexc: 26893

By Symbol

VELVET/USDT:USDT: 107377

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