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: 107855
Total labels: 323565
Pending labels: 304082
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 11:39:22.984651+02:00
Recent trades snapshots: 107847
Micro candles: 2156880
Avg data quality: 75.9000139075610774
Latest latency: 6037 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 235 of 10786 · 107855 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-04 05:05:50.014873+02:00	htx	VELVET/USDT:USDT	0.47867	80	5795 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 05:05:30.751672+02:00	gate	VELVET/USDT:USDT	0.478905	68	10661 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 05:05:19.836870+02:00	binance	VELVET/USDT:USDT	0.47625	80	7695 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 05:05:11.977458+02:00	mexc	VELVET/USDT:USDT	0.47605	78	4823 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 05:05:06.955572+02:00	htx	VELVET/USDT:USDT	0.475865	80	5535 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 05:04:48.390383+02:00	gate	VELVET/USDT:USDT	0.476495	68	10338 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 05:04:37.869723+02:00	binance	VELVET/USDT:USDT	0.4756	80	7385 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 05:04:30.333835+02:00	mexc	VELVET/USDT:USDT	0.47505	68	5489 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 05:03:38.405074+02:00	gate	VELVET/USDT:USDT	0.48053	68	10141 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 05:03:28.136905+02:00	binance	VELVET/USDT:USDT	0.4801	80	7714 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.47818
Best ask: 0.47916
Spread: 0.00098
Spread %: 0.204734
Mid price: 0.47867
Last price: 0.47766
Mark price: -
Index price: -

Order Book

Bid depth 5: 5939
Ask depth 5: 2866
Bid depth 10: 16980
Ask depth 10: 25067
Bid depth 20: 49083
Ask depth 20: 171437
Imbalance 5: 0.349006
Imbalance 10: -0.192332
Imbalance 20: -0.554843
Top bid size: 272
Top ask size: 141
Bid wall score: 0.005542
Ask wall score: 0.000822

Dynamics

Bid depth 5 delta: -48
Ask depth 5 delta: -11970
Imbalance 5 delta: 0.773969
Bid depth 10 delta: -3828
Ask depth 10 delta: 7446
Imbalance 10 delta: -0.275265
Spread delta: -0.00041
Mid price delta: 0.002805
Wall shift score: 0.006163

Tape

Buy volume: 9914
Sell volume: 12198
Buy/sell delta: -2284
Buy/sell ratio: 0.812756
Avg trade size: 221.12
Large trade count: 3
Largest trade size: 4012

Candle

Return 1: -0.570358
Return 3: -0.636545
Volume 1: 372
Volume avg 5: 268.8
Momentum 5: -0.87368

Cross Exchange

Mid avg: 0.4767675
Mid median: 0.47615
Price deviation %: 0.399041
Spread %: 0.637627

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 117145
Volume 24h: 1907936
Quote volume 24h: 1907936
Price change 24h %: 17.499754

Quality

Capture latency ms: 5795
Order book timestamp: 2026-07-04 05:05:48.637000+02:00
Ticker timestamp: 2026-07-04 05:05:48.913000+02:00
Trades timestamp: 2026-07-04 05:05:00.625000+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: 0.47848
Best ask: 0.47933
Spread: 0.00085
Spread %: 0.177488
Mid price: 0.478905
Last price: 0.47851
Mark price: 0.4775
Index price: 0.47723

Order Book

Bid depth 5: 14
Ask depth 5: 8
Bid depth 10: 65
Ask depth 10: 15
Bid depth 20: 89
Ask depth 20: 72
Imbalance 5: 0.272727
Imbalance 10: 0.625
Imbalance 20: 0.10559
Top bid size: 3
Top ask size: 1
Bid wall score: 0.033708
Ask wall score: 0.013889

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.034632
Bid depth 10 delta: 7
Ask depth 10 delta: -41
Imbalance 10 delta: 0.607456
Spread delta: -0.0001
Mid price delta: 0.00241
Wall shift score: 0.007473

Tape

Buy volume: 54
Sell volume: 124
Buy/sell delta: -70
Buy/sell ratio: 0.435484
Avg trade size: 1.78
Large trade count: 6
Largest trade size: 13

Candle

Return 1: 0.554773
Return 3: 0.00209
Volume 1: 50
Volume avg 5: 35.8
Momentum 5: -1.134298

Cross Exchange

Mid avg: 0.476165
Mid median: 0.47615
Price deviation %: 0.575431
Spread %: 0.132307

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 10346500
Quote volume 24h: 4637822
Price change 24h %: 9.15

Quality

Capture latency ms: 10661
Order book timestamp: 2026-07-04 05:05:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:54.321000+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: 0.4762
Best ask: 0.4763
Spread: 0.0001
Spread %: 0.020997
Mid price: 0.47625
Last price: 0.476
Mark price: -
Index price: -

Order Book

Bid depth 5: 2431
Ask depth 5: 1885
Bid depth 10: 6261
Ask depth 10: 8218
Bid depth 20: 17019
Ask depth 20: 20909
Imbalance 5: 0.126506
Imbalance 10: -0.135161
Imbalance 20: -0.102563
Top bid size: 201
Top ask size: 137
Bid wall score: 0.01181
Ask wall score: 0.006552

Dynamics

Bid depth 5 delta: -474
Ask depth 5 delta: -1603
Imbalance 5 delta: 0.2177
Bid depth 10 delta: 146
Ask depth 10 delta: -2727
Imbalance 10 delta: 0.147957
Spread delta: -0.0001
Mid price delta: 0.00065
Wall shift score: 0.023853

Tape

Buy volume: 27923
Sell volume: 6455
Buy/sell delta: 21468
Buy/sell ratio: 4.325794
Avg trade size: 343.78
Large trade count: 12
Largest trade size: 1755

Candle

Return 1: 0.273742
Return 3: -0.418235
Volume 1: 28716
Volume avg 5: 87100.4
Momentum 5: -1.407867

Cross Exchange

Mid avg: 0.4760025
Mid median: 0.4759575
Price deviation %: 0.051996
Spread %: 0.188024

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 20210819
Volume 24h: 210881723
Quote volume 24h: 93909609.7871
Price change 24h %: 8.034

Quality

Capture latency ms: 7695
Order book timestamp: 2026-07-04 05:05:16.662000+02:00
Ticker timestamp: 2026-07-04 05:05:09.073000+02:00
Trades timestamp: 2026-07-04 05:05:18.779000+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: 0.476
Best ask: 0.4761
Spread: 0.0001
Spread %: 0.021006
Mid price: 0.47605
Last price: 0.4761
Mark price: -
Index price: 0.4759

Order Book

Bid depth 5: 468
Ask depth 5: 447
Bid depth 10: 1723
Ask depth 10: 2048
Bid depth 20: 3753
Ask depth 20: 4172
Imbalance 5: 0.022951
Imbalance 10: -0.086184
Imbalance 20: -0.052871
Top bid size: 59
Top ask size: 29
Bid wall score: 0.015721
Ask wall score: 0.006951

Dynamics

Bid depth 5 delta: 142
Ask depth 5 delta: -332
Imbalance 5 delta: 0.432906
Bid depth 10 delta: 733
Ask depth 10 delta: -87
Imbalance 10 delta: 0.280216
Spread delta: 0
Mid price delta: 0.001
Wall shift score: 0.02823

Tape

Buy volume: 1166
Sell volume: 2914
Buy/sell delta: -1748
Buy/sell ratio: 0.400137
Avg trade size: 40.8
Large trade count: 8
Largest trade size: 466

Candle

Return 1: 0.252685
Return 3: -0.376648
Volume 1: 160
Volume avg 5: 1728.2
Momentum 5: -1.203569

Cross Exchange

Mid avg: 0.4757525
Mid median: 0.4757325
Price deviation %: 0.062533
Spread %: 0.303729

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5837448
Quote volume 24h: 26099707.549
Price change 24h %: 17.17

Quality

Capture latency ms: 4823
Order book timestamp: 2026-07-04 05:05:10.320000+02:00
Ticker timestamp: 2026-07-04 05:05:08.915000+02:00
Trades timestamp: 2026-07-04 05:05:06.030000+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: 0.47517
Best ask: 0.47656
Spread: 0.00139
Spread %: 0.2921
Mid price: 0.475865
Last price: 0.47766
Mark price: -
Index price: -

Order Book

Bid depth 5: 5987
Ask depth 5: 14836
Bid depth 10: 20808
Ask depth 10: 17621
Bid depth 20: 68031
Ask depth 20: 149590
Imbalance 5: -0.424963
Imbalance 10: 0.082932
Imbalance 20: -0.374775
Top bid size: 101
Top ask size: 438
Bid wall score: 0.001485
Ask wall score: 0.002928

Dynamics

Bid depth 5 delta: 3118
Ask depth 5 delta: 10566
Imbalance 5 delta: -0.228717
Bid depth 10 delta: -3871
Ask depth 10 delta: -79038
Imbalance 10 delta: 0.676151
Spread delta: 0.0007
Mid price delta: -0.00415
Wall shift score: -0.004276

Tape

Buy volume: 9914
Sell volume: 12198
Buy/sell delta: -2284
Buy/sell ratio: 0.812756
Avg trade size: 221.12
Large trade count: 3
Largest trade size: 4012

Candle

Return 1: -0.570358
Return 3: -0.636545
Volume 1: 372
Volume avg 5: 268.8
Momentum 5: -0.87368

Cross Exchange

Mid avg: 0.47679
Mid median: 0.4760475
Price deviation %: -0.194006
Spread %: 1.041339

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 117359
Volume 24h: 1907936
Quote volume 24h: 1907936
Price change 24h %: 17.499754

Quality

Capture latency ms: 5535
Order book timestamp: 2026-07-04 05:05:05.137000+02:00
Ticker timestamp: 2026-07-04 05:05:05.387000+02:00
Trades timestamp: 2026-07-04 05:05:00.625000+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: 0.47602
Best ask: 0.47697
Spread: 0.00095
Spread %: 0.199373
Mid price: 0.476495
Last price: 0.4764
Mark price: 0.47478
Index price: 0.474765

Order Book

Bid depth 5: 13
Ask depth 5: 8
Bid depth 10: 58
Ask depth 10: 56
Bid depth 20: 81
Ask depth 20: 81
Imbalance 5: 0.238095
Imbalance 10: 0.017544
Imbalance 20: 0
Top bid size: 2
Top ask size: 1
Bid wall score: 0.024691
Ask wall score: 0.012346

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -2
Imbalance 5 delta: 0.190476
Bid depth 10 delta: 3
Ask depth 10 delta: 0
Imbalance 10 delta: 0.026553
Spread delta: 0.00013
Mid price delta: -0.004035
Wall shift score: -0.012115

Tape

Buy volume: 70
Sell volume: 113
Buy/sell delta: -43
Buy/sell ratio: 0.619469
Avg trade size: 1.83
Large trade count: 6
Largest trade size: 17

Candle

Return 1: -0.863594
Return 3: -1.110535
Volume 1: 46
Volume avg 5: 19.6
Momentum 5: -1.494944

Cross Exchange

Mid avg: 0.47779875
Mid median: 0.4778075
Price deviation %: -0.272866
Spread %: 1.146926

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 10337600
Quote volume 24h: 4633584
Price change 24h %: 8.06

Quality

Capture latency ms: 10338
Order book timestamp: 2026-07-04 05:04:47+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:54.287000+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: 0.4755
Best ask: 0.4757
Spread: 0.0002
Spread %: 0.042052
Mid price: 0.4756
Last price: 0.4758
Mark price: -
Index price: -

Order Book

Bid depth 5: 2905
Ask depth 5: 3488
Bid depth 10: 6115
Ask depth 10: 10945
Bid depth 20: 17017
Ask depth 20: 21753
Imbalance 5: -0.091193
Imbalance 10: -0.283118
Imbalance 20: -0.122156
Top bid size: 27
Top ask size: 439
Bid wall score: 0.001587
Ask wall score: 0.020181

Dynamics

Bid depth 5 delta: 1119
Ask depth 5 delta: -77868
Imbalance 5 delta: 0.865844
Bid depth 10 delta: -200
Ask depth 10 delta: -75737
Imbalance 10 delta: 0.581071
Spread delta: 0
Mid price delta: -0.0045
Wall shift score: -0.02275

Tape

Buy volume: 7730
Sell volume: 8759
Buy/sell delta: -1029
Buy/sell ratio: 0.882521
Avg trade size: 164.89
Large trade count: 8
Largest trade size: 1458

Candle

Return 1: -0.813178
Return 3: -1.266086
Volume 1: 138566
Volume avg 5: 87469.2
Momentum 5: -1.409326

Cross Exchange

Mid avg: 0.47892375
Mid median: 0.4800575
Price deviation %: -0.694004
Spread %: 1.144232

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 20213909
Volume 24h: 210956704
Quote volume 24h: 93941386.9988
Price change 24h %: 7.307

Quality

Capture latency ms: 7385
Order book timestamp: 2026-07-04 05:04:35.627000+02:00
Ticker timestamp: 2026-07-04 05:04:32.284000+02:00
Trades timestamp: 2026-07-04 05:04:36.962000+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: 0.475
Best ask: 0.4751
Spread: 0.0001
Spread %: 0.02105
Mid price: 0.47505
Last price: 0.4752
Mark price: -
Index price: 0.477

Order Book

Bid depth 5: 326
Ask depth 5: 779
Bid depth 10: 990
Ask depth 10: 2135
Bid depth 20: 9635
Ask depth 20: 4325
Imbalance 5: -0.409955
Imbalance 10: -0.3664
Imbalance 20: 0.380372
Top bid size: 13
Top ask size: 90
Bid wall score: 0.001349
Ask wall score: 0.020809

Dynamics

Bid depth 5 delta: -222
Ask depth 5 delta: -302
Imbalance 5 delta: -0.08276
Bid depth 10 delta: -383
Ask depth 10 delta: -4477
Imbalance 10 delta: 0.289705
Spread delta: -0.0001
Mid price delta: -0.00445
Wall shift score: -0.023675

Tape

Buy volume: 891
Sell volume: 2972
Buy/sell delta: -2081
Buy/sell ratio: 0.299798
Avg trade size: 38.63
Large trade count: 7
Largest trade size: 466

Candle

Return 1: -0.814196
Return 3: -1.32918
Volume 1: 2325
Volume avg 5: 1687.2
Momentum 5: -1.757651

Cross Exchange

Mid avg: 0.48003625
Mid median: 0.4800575
Price deviation %: -1.038724
Spread %: 0.214567

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5834977
Quote volume 24h: 26087959.832
Price change 24h %: 16.95

Quality

Capture latency ms: 5489
Order book timestamp: 2026-07-04 05:04:28.812000+02:00
Ticker timestamp: 2026-07-04 05:04:26.796000+02:00
Trades timestamp: 2026-07-04 05:04:28.584000+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: 0.48012
Best ask: 0.48094
Spread: 0.00082
Spread %: 0.170645
Mid price: 0.48053
Last price: 0.48055
Mark price: 0.47945
Index price: 0.479448

Order Book

Bid depth 5: 11
Ask depth 5: 10
Bid depth 10: 55
Ask depth 10: 56
Bid depth 20: 79
Ask depth 20: 74
Imbalance 5: 0.047619
Imbalance 10: -0.009009
Imbalance 20: 0.03268
Top bid size: 3
Top ask size: 1
Bid wall score: 0.037975
Ask wall score: 0.013514

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -2
Imbalance 5 delta: 0.190476
Bid depth 10 delta: 38
Ask depth 10 delta: -9
Imbalance 10 delta: 0.576357
Spread delta: -0.00024
Mid price delta: 0.00196
Wall shift score: 0.021164

Tape

Buy volume: 94
Sell volume: 188
Buy/sell delta: -94
Buy/sell ratio: 0.5
Avg trade size: 2.82
Large trade count: 7
Largest trade size: 56

Candle

Return 1: 0.428422
Return 3: -0.71281
Volume 1: 3
Volume avg 5: 21.6
Momentum 5: -0.486643

Cross Exchange

Mid avg: 0.47954625
Mid median: 0.4797575
Price deviation %: 0.205142
Spread %: 0.319052

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 10333600
Quote volume 24h: 4631676
Price change 24h %: 8.19

Quality

Capture latency ms: 10141
Order book timestamp: 2026-07-04 05:03:37+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:54.213000+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: 0.48
Best ask: 0.4802
Spread: 0.0002
Spread %: 0.041658
Mid price: 0.4801
Last price: 0.4799
Mark price: -
Index price: -

Order Book

Bid depth 5: 1786
Ask depth 5: 81356
Bid depth 10: 6315
Ask depth 10: 86682
Bid depth 20: 26489
Ask depth 20: 100552
Imbalance 5: -0.957037
Imbalance 10: -0.864189
Imbalance 20: -0.582985
Top bid size: 241
Top ask size: 497
Bid wall score: 0.009098
Ask wall score: 0.004943

Dynamics

Bid depth 5 delta: -711
Ask depth 5 delta: 78623
Imbalance 5 delta: -0.911913
Bid depth 10 delta: -4374
Ask depth 10 delta: 75275
Imbalance 10 delta: -0.831695
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: -0.011981

Tape

Buy volume: 10786
Sell volume: 5695
Buy/sell delta: 5091
Buy/sell ratio: 1.893942
Avg trade size: 164.81
Large trade count: 6
Largest trade size: 1371

Candle

Return 1: 0.334588
Return 3: -0.662526
Volume 1: 24007
Volume avg 5: 75877.2
Momentum 5: -0.456432

Cross Exchange

Mid avg: 0.47967125
Mid median: 0.4797575
Price deviation %: 0.089384
Spread %: 0.423207

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 20233153
Volume 24h: 210916854
Quote volume 24h: 93918372.8307
Price change 24h %: 8.501

Quality

Capture latency ms: 7714
Order book timestamp: 2026-07-04 05:03:25.970000+02:00
Ticker timestamp: 2026-07-04 05:03:20.924000+02:00
Trades timestamp: 2026-07-04 05:03:27.528000+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: 27016
gate: 27017
htx: 26810
mexc: 27013

By Symbol

VELVET/USDT:USDT: 107856

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