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: 108346
Total labels: 325038
Pending labels: 305555
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 12:59:12.104045+02:00
Recent trades snapshots: 108338
Micro candles: 2166700
Avg data quality: 75.9030697949162867
Latest latency: 9988 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 236 of 10835 · 108346 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-04 06:35:38.649399+02:00	mexc	VELVET/USDT:USDT	0.45075	78	4981 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 06:35:33.491229+02:00	htx	VELVET/USDT:USDT	0.452725	80	5938 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 06:35:11.936061+02:00	gate	VELVET/USDT:USDT	0.450005	68	11228 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 06:35:00.525169+02:00	binance	VELVET/USDT:USDT	0.44635	80	7051 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 06:34:53.315603+02:00	mexc	VELVET/USDT:USDT	0.44605	78	4876 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 06:34:48.143336+02:00	htx	VELVET/USDT:USDT	0.4461	80	6363 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 06:34:28.620742+02:00	gate	VELVET/USDT:USDT	0.44536	68	11308 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 06:34:16.904502+02:00	binance	VELVET/USDT:USDT	0.44525	80	6432 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 06:34:10.308693+02:00	mexc	VELVET/USDT:USDT	0.44565	78	4983 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 06:34:04.849099+02:00	htx	VELVET/USDT:USDT	0.4468	80	6646 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4506
Best ask: 0.4509
Spread: 0.0003
Spread %: 0.066556
Mid price: 0.45075
Last price: 0.4508
Mark price: -
Index price: 0.4504

Order Book

Bid depth 5: 655
Ask depth 5: 691
Bid depth 10: 1824
Ask depth 10: 2298
Bid depth 20: 9073
Ask depth 20: 11191
Imbalance 5: -0.026746
Imbalance 10: -0.114993
Imbalance 20: -0.10452
Top bid size: 212
Top ask size: 228
Bid wall score: 0.023366
Ask wall score: 0.020374

Dynamics

Bid depth 5 delta: -369
Ask depth 5 delta: -355
Imbalance 5 delta: -0.016118
Bid depth 10 delta: -53
Ask depth 10 delta: 21
Imbalance 10 delta: -0.0187
Spread delta: 0.0002
Mid price delta: 0.0047
Wall shift score: -0.000397

Tape

Buy volume: 2871
Sell volume: 1784
Buy/sell delta: 1087
Buy/sell ratio: 1.609305
Avg trade size: 46.55
Large trade count: 5
Largest trade size: 322

Candle

Return 1: 1.120323
Return 3: 2.080977
Volume 1: 3021
Volume avg 5: 1711.4
Momentum 5: 2.521581

Cross Exchange

Mid avg: 0.4487825
Mid median: 0.4481775
Price deviation %: 0.438408
Spread %: 1.487357

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5850363
Quote volume 24h: 26160596.631
Price change 24h %: 10.95

Quality

Capture latency ms: 4981
Order book timestamp: 2026-07-04 06:35:36.966000+02:00
Ticker timestamp: 2026-07-04 06:35:35.789000+02:00
Trades timestamp: 2026-07-04 06:35:36.963000+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: 0.4509
Best ask: 0.45455
Spread: 0.00365
Spread %: 0.806229
Mid price: 0.452725
Last price: 0.44721
Mark price: -
Index price: -

Order Book

Bid depth 5: 5674
Ask depth 5: 5499
Bid depth 10: 11722
Ask depth 10: 46414
Bid depth 20: 64597
Ask depth 20: 55168
Imbalance 5: 0.015663
Imbalance 10: -0.596739
Imbalance 20: 0.078729
Top bid size: 102
Top ask size: 306
Bid wall score: 0.001579
Ask wall score: 0.005547

Dynamics

Bid depth 5 delta: 687
Ask depth 5 delta: 2635
Imbalance 5 delta: -0.254749
Bid depth 10 delta: -6811
Ask depth 10 delta: 24539
Imbalance 10 delta: -0.514032
Spread delta: 0.00225
Mid price delta: 0.006625
Wall shift score: -0.011397

Tape

Buy volume: 42142
Sell volume: 9020
Buy/sell delta: 33122
Buy/sell ratio: 4.672062
Avg trade size: 511.62
Large trade count: 5
Largest trade size: 13248

Candle

Return 1: 1.148983
Return 3: 1.442668
Volume 1: 216
Volume avg 5: 45.2
Momentum 5: 1.442668

Cross Exchange

Mid avg: 0.44712625
Mid median: 0.446225
Price deviation %: 1.252163
Spread %: 0.884538

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 124950
Volume 24h: 1914444
Quote volume 24h: 1914444
Price change 24h %: 10.009348

Quality

Capture latency ms: 5938
Order book timestamp: 2026-07-04 06:35:31.737000+02:00
Ticker timestamp: 2026-07-04 06:35:32.214000+02:00
Trades timestamp: 2026-07-04 06:35:00.616000+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: 0.4496
Best ask: 0.45041
Spread: 0.00081
Spread %: 0.179998
Mid price: 0.450005
Last price: 0.4502
Mark price: 0.44805
Index price: 0.448032

Order Book

Bid depth 5: 59
Ask depth 5: 11
Bid depth 10: 74
Ask depth 10: 62
Bid depth 20: 104
Ask depth 20: 200
Imbalance 5: 0.685714
Imbalance 10: 0.088235
Imbalance 20: -0.315789
Top bid size: 9
Top ask size: 2
Bid wall score: 0.086538
Ask wall score: 0.01

Dynamics

Bid depth 5 delta: 40
Ask depth 5 delta: -3
Imbalance 5 delta: 0.534199
Bid depth 10 delta: 3
Ask depth 10 delta: -3
Imbalance 10 delta: 0.044118
Spread delta: -0.00019
Mid price delta: 0.004645
Wall shift score: -0.002363

Tape

Buy volume: 186
Sell volume: 86
Buy/sell delta: 100
Buy/sell ratio: 2.162791
Avg trade size: 2.72
Large trade count: 8
Largest trade size: 21

Candle

Return 1: 0.889676
Return 3: 1.772312
Volume 1: 89
Volume avg 5: 37.4
Momentum 5: 2.026016

Cross Exchange

Mid avg: 0.445965
Mid median: 0.446075
Price deviation %: 0.905901
Spread %: 0.221991

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 10267400
Quote volume 24h: 4584512
Price change 24h %: -6.71

Quality

Capture latency ms: 11228
Order book timestamp: 2026-07-04 06:35:10+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:59.710000+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: 0.4463
Best ask: 0.4464
Spread: 0.0001
Spread %: 0.022404
Mid price: 0.44635
Last price: 0.4462
Mark price: -
Index price: -

Order Book

Bid depth 5: 2388
Ask depth 5: 3973
Bid depth 10: 9588
Ask depth 10: 9202
Bid depth 20: 17704
Ask depth 20: 23213
Imbalance 5: -0.249175
Imbalance 10: 0.020543
Imbalance 20: -0.134638
Top bid size: 12
Top ask size: 62
Bid wall score: 0.000678
Ask wall score: 0.002671

Dynamics

Bid depth 5 delta: -1485
Ask depth 5 delta: 288
Imbalance 5 delta: -0.274049
Bid depth 10 delta: -1799
Ask depth 10 delta: 1012
Imbalance 10 delta: -0.142761
Spread delta: 0
Mid price delta: 0.0011
Wall shift score: 0.026869

Tape

Buy volume: 11590
Sell volume: 7715
Buy/sell delta: 3875
Buy/sell ratio: 1.502268
Avg trade size: 193.05
Large trade count: 8
Largest trade size: 2084

Candle

Return 1: 0.089726
Return 3: 1.179138
Volume 1: 49012
Volume avg 5: 61771.4
Momentum 5: 0.563444

Cross Exchange

Mid avg: 0.44569
Mid median: 0.445705
Price deviation %: 0.148085
Spread %: 0.190716

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 20078544
Volume 24h: 209212556
Quote volume 24h: 93091440.73056
Price change 24h %: -5.845

Quality

Capture latency ms: 7051
Order book timestamp: 2026-07-04 06:34:58.269000+02:00
Ticker timestamp: 2026-07-04 06:34:51.727000+02:00
Trades timestamp: 2026-07-04 06:34:58.442000+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: 0.446
Best ask: 0.4461
Spread: 0.0001
Spread %: 0.022419
Mid price: 0.44605
Last price: 0.4461
Mark price: -
Index price: 0.4459

Order Book

Bid depth 5: 1024
Ask depth 5: 1046
Bid depth 10: 1877
Ask depth 10: 2277
Bid depth 20: 21413
Ask depth 20: 22828
Imbalance 5: -0.010628
Imbalance 10: -0.096293
Imbalance 20: -0.031984
Top bid size: 172
Top ask size: 106
Bid wall score: 0.008033
Ask wall score: 0.004643

Dynamics

Bid depth 5 delta: 401
Ask depth 5 delta: 503
Imbalance 5 delta: -0.079239
Bid depth 10 delta: 169
Ask depth 10 delta: 577
Imbalance 10 delta: -0.09864
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: -0.00533

Tape

Buy volume: 2354
Sell volume: 1272
Buy/sell delta: 1082
Buy/sell ratio: 1.850629
Avg trade size: 36.26
Large trade count: 5
Largest trade size: 322

Candle

Return 1: 0.2922
Return 3: 1.339995
Volume 1: 1269
Volume avg 5: 1513.2
Momentum 5: 0.654185

Cross Exchange

Mid avg: 0.44559
Mid median: 0.445505
Price deviation %: 0.103234
Spread %: 0.190758

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5847299
Quote volume 24h: 26146844.464
Price change 24h %: 9.79

Quality

Capture latency ms: 4876
Order book timestamp: 2026-07-04 06:34:51.291000+02:00
Ticker timestamp: 2026-07-04 06:34:50.949000+02:00
Trades timestamp: 2026-07-04 06:34:51.887000+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: 0.4454
Best ask: 0.4468
Spread: 0.0014
Spread %: 0.313831
Mid price: 0.4461
Last price: 0.44213
Mark price: -
Index price: -

Order Book

Bid depth 5: 4987
Ask depth 5: 2864
Bid depth 10: 18533
Ask depth 10: 21875
Bid depth 20: 48212
Ask depth 20: 179920
Imbalance 5: 0.270411
Imbalance 10: -0.082706
Imbalance 20: -0.577332
Top bid size: 404
Top ask size: 171
Bid wall score: 0.00838
Ask wall score: 0.00095

Dynamics

Bid depth 5 delta: 571
Ask depth 5 delta: -1001
Imbalance 5 delta: 0.203874
Bid depth 10 delta: 9563
Ask depth 10 delta: -21652
Imbalance 10 delta: 0.57556
Spread delta: -0.0014
Mid price delta: -0.0007
Wall shift score: 0.003914

Tape

Buy volume: 42368
Sell volume: 9420
Buy/sell delta: 32948
Buy/sell ratio: 4.497665
Avg trade size: 517.88
Large trade count: 5
Largest trade size: 13248

Candle

Return 1: 0
Return 3: 0.290348
Volume 1: 0
Volume avg 5: 4136
Momentum 5: 0.226691

Cross Exchange

Mid avg: 0.445765
Mid median: 0.445505
Price deviation %: 0.075152
Spread %: 0.347717

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 124950
Volume 24h: 1914272
Quote volume 24h: 1914272
Price change 24h %: 8.759717

Quality

Capture latency ms: 6363
Order book timestamp: 2026-07-04 06:34:46.637000+02:00
Ticker timestamp: 2026-07-04 06:34:47.081000+02:00
Trades timestamp: 2026-07-04 06:33:00.493000+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: 0.44486
Best ask: 0.44586
Spread: 0.001
Spread %: 0.224537
Mid price: 0.44536
Last price: 0.44536
Mark price: 0.44601
Index price: 0.446208

Order Book

Bid depth 5: 19
Ask depth 5: 14
Bid depth 10: 71
Ask depth 10: 65
Bid depth 20: 89
Ask depth 20: 90
Imbalance 5: 0.151515
Imbalance 10: 0.044118
Imbalance 20: -0.005587
Top bid size: 9
Top ask size: 2
Bid wall score: 0.101124
Ask wall score: 0.022222

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 2
Imbalance 5 delta: -0.020899
Bid depth 10 delta: 3
Ask depth 10 delta: 4
Imbalance 10 delta: -0.010146
Spread delta: 0.00004
Mid price delta: 0.00059
Wall shift score: 0.08224

Tape

Buy volume: 159
Sell volume: 85
Buy/sell delta: 74
Buy/sell ratio: 1.870588
Avg trade size: 2.44
Large trade count: 6
Largest trade size: 21

Candle

Return 1: -0.302209
Return 3: 1.137731
Volume 1: 14
Volume avg 5: 24.6
Momentum 5: 0.44657

Cross Exchange

Mid avg: 0.4456175
Mid median: 0.44545
Price deviation %: -0.057785
Spread %: 0.455548

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 10266100
Quote volume 24h: 4583932
Price change 24h %: -6.54

Quality

Capture latency ms: 11308
Order book timestamp: 2026-07-04 06:34:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:18:59.665000+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: 0.4452
Best ask: 0.4453
Spread: 0.0001
Spread %: 0.022459
Mid price: 0.44525
Last price: 0.4457
Mark price: -
Index price: -

Order Book

Bid depth 5: 3873
Ask depth 5: 3685
Bid depth 10: 11387
Ask depth 10: 8190
Bid depth 20: 19447
Ask depth 20: 17147
Imbalance 5: 0.024874
Imbalance 10: 0.163304
Imbalance 20: 0.062852
Top bid size: 16
Top ask size: 509
Bid wall score: 0.000823
Ask wall score: 0.029684

Dynamics

Bid depth 5 delta: -805
Ask depth 5 delta: -2796
Imbalance 5 delta: 0.186448
Bid depth 10 delta: -1287
Ask depth 10 delta: -4742
Imbalance 10 delta: 0.17338
Spread delta: -0.0001
Mid price delta: 0.00075
Wall shift score: -0.016927

Tape

Buy volume: 20323
Sell volume: 18031
Buy/sell delta: 2292
Buy/sell ratio: 1.127114
Avg trade size: 383.54
Large trade count: 13
Largest trade size: 4775

Candle

Return 1: -0.13459
Return 3: 0.952381
Volume 1: 20292
Volume avg 5: 56027.4
Momentum 5: 0.338066

Cross Exchange

Mid avg: 0.44543
Mid median: 0.44521
Price deviation %: -0.04041
Spread %: 0.516355

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 20079185
Volume 24h: 209161692
Quote volume 24h: 93068096.94006
Price change 24h %: -5.951

Quality

Capture latency ms: 6432
Order book timestamp: 2026-07-04 06:34:14.583000+02:00
Ticker timestamp: 2026-07-04 06:34:09.453000+02:00
Trades timestamp: 2026-07-04 06:34:15.590000+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: 0.4456
Best ask: 0.4457
Spread: 0.0001
Spread %: 0.022439
Mid price: 0.44565
Last price: 0.4451
Mark price: -
Index price: 0.4459

Order Book

Bid depth 5: 623
Ask depth 5: 543
Bid depth 10: 1708
Ask depth 10: 1700
Bid depth 20: 3939
Ask depth 20: 11459
Imbalance 5: 0.068611
Imbalance 10: 0.002347
Imbalance 20: -0.488375
Top bid size: 45
Top ask size: 31
Bid wall score: 0.011424
Ask wall score: 0.002705

Dynamics

Bid depth 5 delta: -307
Ask depth 5 delta: -44
Imbalance 5 delta: -0.157494
Bid depth 10 delta: -45
Ask depth 10 delta: -672
Imbalance 10 delta: 0.152408
Spread delta: 0
Mid price delta: 0.0015
Wall shift score: -0.032113

Tape

Buy volume: 1973
Sell volume: 1338
Buy/sell delta: 635
Buy/sell ratio: 1.474589
Avg trade size: 33.11
Large trade count: 6
Largest trade size: 191

Candle

Return 1: 0.157339
Return 3: 1.203725
Volume 1: 197
Volume avg 5: 1298.8
Momentum 5: 0.518836

Cross Exchange

Mid avg: 0.445055
Mid median: 0.444635
Price deviation %: 0.133691
Spread %: 0.595432

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5846319
Quote volume 24h: 26142488.245
Price change 24h %: 9.54

Quality

Capture latency ms: 4983
Order book timestamp: 2026-07-04 06:34:08.321000+02:00
Ticker timestamp: 2026-07-04 06:34:05.879000+02:00
Trades timestamp: 2026-07-04 06:34:06.624000+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: 0.4454
Best ask: 0.4482
Spread: 0.0028
Spread %: 0.626679
Mid price: 0.4468
Last price: 0.44213
Mark price: -
Index price: -

Order Book

Bid depth 5: 4416
Ask depth 5: 3865
Bid depth 10: 8970
Ask depth 10: 43527
Bid depth 20: 46580
Ask depth 20: 51953
Imbalance 5: 0.066538
Imbalance 10: -0.658266
Imbalance 20: -0.05453
Top bid size: 404
Top ask size: 268
Bid wall score: 0.008673
Ask wall score: 0.005159

Dynamics

Bid depth 5 delta: -3221
Ask depth 5 delta: -3642
Imbalance 5 delta: 0.057954
Bid depth 10 delta: -2893
Ask depth 10 delta: 14273
Imbalance 10 delta: -0.235302
Spread delta: -0.00109
Mid price delta: 0.002145
Wall shift score: 0.036216

Tape

Buy volume: 42368
Sell volume: 9420
Buy/sell delta: 32948
Buy/sell ratio: 4.497665
Avg trade size: 517.88
Large trade count: 5
Largest trade size: 13248

Candle

Return 1: 0
Return 3: 0.290348
Volume 1: 0
Volume avg 5: 4136
Momentum 5: 0.226691

Cross Exchange

Mid avg: 0.44451875
Mid median: 0.4445775
Price deviation %: 0.513195
Spread %: 0.139477

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 124950
Volume 24h: 1914272
Quote volume 24h: 1914272
Price change 24h %: 8.759717

Quality

Capture latency ms: 6646
Order book timestamp: 2026-07-04 06:34:03.337000+02:00
Ticker timestamp: 2026-07-04 06:34:03.618000+02:00
Trades timestamp: 2026-07-04 06:33:00.493000+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: 27139
gate: 27140
htx: 26932
mexc: 27135

By Symbol

VELVET/USDT:USDT: 108346

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