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: 108806
Total labels: 326418
Pending labels: 306935
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 14:11:40.875332+02:00
Recent trades snapshots: 108798
Micro candles: 2175900
Avg data quality: 75.9065676525191625
Latest latency: 9387 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 237 of 10881 · 108806 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-04 07:50:56.870480+02:00	gate	VELVET/USDT:USDT	0.474965	68	9628 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 07:50:47.121978+02:00	binance	VELVET/USDT:USDT	0.4752	80	5948 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 07:50:41.074014+02:00	mexc	VELVET/USDT:USDT	0.4728	78	4306 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 07:50:36.690431+02:00	htx	VELVET/USDT:USDT	0.47234	90	4661 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 07:50:22.156458+02:00	gate	VELVET/USDT:USDT	0.47134	68	9922 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 07:50:12.062582+02:00	binance	VELVET/USDT:USDT	0.4703	80	5921 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 07:50:06.042789+02:00	mexc	VELVET/USDT:USDT	0.4699	78	4758 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 07:50:01.183718+02:00	htx	VELVET/USDT:USDT	0.470565	80	5565 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 07:49:44.163752+02:00	gate	VELVET/USDT:USDT	0.47133	68	9660 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 07:49:34.394911+02:00	binance	VELVET/USDT:USDT	0.46975	80	6687 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.47448
Best ask: 0.47545
Spread: 0.00097
Spread %: 0.204226
Mid price: 0.474965
Last price: 0.4752
Mark price: 0.47497
Index price: 0.47496

Order Book

Bid depth 5: 9
Ask depth 5: 12
Bid depth 10: 58
Ask depth 10: 60
Bid depth 20: 82
Ask depth 20: 81
Imbalance 5: -0.142857
Imbalance 10: -0.016949
Imbalance 20: 0.006135
Top bid size: 2
Top ask size: 3
Bid wall score: 0.02439
Ask wall score: 0.037037

Dynamics

Bid depth 5 delta: -10
Ask depth 5 delta: -10
Imbalance 5 delta: -0.069686
Bid depth 10 delta: 30
Ask depth 10 delta: -9
Imbalance 10 delta: 0.405731
Spread delta: 0.00003
Mid price delta: 0.003625
Wall shift score: -0.08748

Tape

Buy volume: 237
Sell volume: 140
Buy/sell delta: 97
Buy/sell ratio: 1.692857
Avg trade size: 3.77
Large trade count: 10
Largest trade size: 31

Candle

Return 1: 0.932436
Return 3: 0.705703
Volume 1: 36
Volume avg 5: 63.8
Momentum 5: 1.11714

Cross Exchange

Mid avg: 0.47292
Mid median: 0.47257
Price deviation %: 0.43242
Spread %: 0.816206

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 9868700
Quote volume 24h: 4391930
Price change 24h %: -0.26

Quality

Capture latency ms: 9628
Order book timestamp: 2026-07-04 07:50:55+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:04.243000+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: 0.4751
Best ask: 0.4753
Spread: 0.0002
Spread %: 0.042088
Mid price: 0.4752
Last price: 0.4728
Mark price: -
Index price: -

Order Book

Bid depth 5: 4783
Ask depth 5: 4834
Bid depth 10: 14008
Ask depth 10: 15652
Bid depth 20: 22142
Ask depth 20: 28596
Imbalance 5: -0.005303
Imbalance 10: -0.055428
Imbalance 20: -0.127202
Top bid size: 109
Top ask size: 285
Bid wall score: 0.004923
Ask wall score: 0.009966

Dynamics

Bid depth 5 delta: 1333
Ask depth 5 delta: 1287
Imbalance 5 delta: 0.00856
Bid depth 10 delta: 3095
Ask depth 10 delta: 4015
Imbalance 10 delta: -0.023322
Spread delta: 0
Mid price delta: 0.0049
Wall shift score: -0.026342

Tape

Buy volume: 31040
Sell volume: 7782
Buy/sell delta: 23258
Buy/sell ratio: 3.988692
Avg trade size: 388.22
Large trade count: 5
Largest trade size: 10567

Candle

Return 1: 0.935374
Return 3: 0.59322
Volume 1: 104701
Volume avg 5: 71645
Momentum 5: 1.064283

Cross Exchange

Mid avg: 0.471695
Mid median: 0.47184
Price deviation %: 0.743065
Spread %: 0.530003

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 19792064
Volume 24h: 202470888
Quote volume 24h: 89730877.15864
Price change 24h %: 0.063

Quality

Capture latency ms: 5948
Order book timestamp: 2026-07-04 07:50:44.963000+02:00
Ticker timestamp: 2026-07-04 07:50:39.294000+02:00
Trades timestamp: 2026-07-04 07:50:46.296000+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: 0.4727
Best ask: 0.4729
Spread: 0.0002
Spread %: 0.042301
Mid price: 0.4728
Last price: 0.4729
Mark price: -
Index price: 0.4725

Order Book

Bid depth 5: 650
Ask depth 5: 999
Bid depth 10: 1869
Ask depth 10: 2617
Bid depth 20: 10132
Ask depth 20: 5461
Imbalance 5: -0.211643
Imbalance 10: -0.166741
Imbalance 20: 0.299557
Top bid size: 55
Top ask size: 137
Bid wall score: 0.005428
Ask wall score: 0.025087

Dynamics

Bid depth 5 delta: -235
Ask depth 5 delta: 319
Imbalance 5 delta: -0.342634
Bid depth 10 delta: -403
Ask depth 10 delta: 959
Imbalance 10 delta: -0.322975
Spread delta: 0
Mid price delta: 0.0029
Wall shift score: -0.03046

Tape

Buy volume: 2098
Sell volume: 2232
Buy/sell delta: -134
Buy/sell ratio: 0.939964
Avg trade size: 43.3
Large trade count: 9
Largest trade size: 391

Candle

Return 1: 0.467389
Return 3: 0.190678
Volume 1: 951
Volume avg 5: 1558.4
Momentum 5: 0.659855

Cross Exchange

Mid avg: 0.47097
Mid median: 0.47082
Price deviation %: 0.38856
Spread %: 0.51808

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5716192
Quote volume 24h: 25496145.668
Price change 24h %: 16.39

Quality

Capture latency ms: 4306
Order book timestamp: 2026-07-04 07:50:39.275000+02:00
Ticker timestamp: 2026-07-04 07:50:38.818000+02:00
Trades timestamp: 2026-07-04 07:50:38.400000+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: 0.46898
Best ask: 0.4757
Spread: 0.00672
Spread %: 1.422704
Mid price: 0.47234
Last price: 0.4732
Mark price: -
Index price: -

Order Book

Bid depth 5: 6409
Ask depth 5: 22784
Bid depth 10: 45347
Ask depth 10: 42324
Bid depth 20: 49949
Ask depth 20: 55659
Imbalance 5: -0.560922
Imbalance 10: 0.034481
Imbalance 20: -0.054068
Top bid size: 1149
Top ask size: 233
Bid wall score: 0.023003
Ask wall score: 0.004186

Dynamics

Bid depth 5 delta: -197
Ask depth 5 delta: 19143
Imbalance 5 delta: -0.850275
Bid depth 10 delta: 23436
Ask depth 10 delta: 23370
Imbalance 10 delta: -0.037879
Spread delta: 0.00535
Mid price delta: 0.001775
Wall shift score: 0.017089

Tape

Buy volume: 13294
Sell volume: 6854
Buy/sell delta: 6440
Buy/sell ratio: 1.939597
Avg trade size: 201.48
Large trade count: 11
Largest trade size: 1554

Candle

Return 1: 0.642307
Return 3: 0.330761
Volume 1: 1078
Volume avg 5: 258.8
Momentum 5: 1.139205

Cross Exchange

Mid avg: 0.47052625
Mid median: 0.4704325
Price deviation %: 0.385473
Spread %: 0.30604

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 122565
Volume 24h: 1896742
Quote volume 24h: 1896742
Price change 24h %: 16.402637

Quality

Capture latency ms: 4661
Order book timestamp: 2026-07-04 07:50:35.337000+02:00
Ticker timestamp: 2026-07-04 07:50:35.618000+02:00
Trades timestamp: 2026-07-04 07:50:35.540000+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: 0.47087
Best ask: 0.47181
Spread: 0.00094
Spread %: 0.199431
Mid price: 0.47134
Last price: 0.47136
Mark price: 0.47136
Index price: 0.472003

Order Book

Bid depth 5: 19
Ask depth 5: 22
Bid depth 10: 28
Ask depth 10: 69
Bid depth 20: 82
Ask depth 20: 88
Imbalance 5: -0.073171
Imbalance 10: -0.42268
Imbalance 20: -0.035294
Top bid size: 8
Top ask size: 2
Bid wall score: 0.097561
Ask wall score: 0.022727

Dynamics

Bid depth 5 delta: 10
Ask depth 5 delta: 12
Imbalance 5 delta: -0.020539
Bid depth 10 delta: -28
Ask depth 10 delta: 47
Imbalance 10 delta: -0.858578
Spread delta: 0.0003
Mid price delta: 0.00001
Wall shift score: 0.073448

Tape

Buy volume: 220
Sell volume: 154
Buy/sell delta: 66
Buy/sell ratio: 1.428571
Avg trade size: 3.74
Large trade count: 11
Largest trade size: 31

Candle

Return 1: 0.11682
Return 3: -0.108081
Volume 1: 6
Volume avg 5: 57.8
Momentum 5: 0.300032

Cross Exchange

Mid avg: 0.47052375
Mid median: 0.4704325
Price deviation %: 0.173477
Spread %: 0.303917

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 9866800
Quote volume 24h: 4391034
Price change 24h %: -1.06

Quality

Capture latency ms: 9922
Order book timestamp: 2026-07-04 07:50:21+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:04.218000+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: 0.4702
Best ask: 0.4704
Spread: 0.0002
Spread %: 0.042526
Mid price: 0.4703
Last price: 0.4704
Mark price: -
Index price: -

Order Book

Bid depth 5: 3450
Ask depth 5: 3547
Bid depth 10: 10913
Ask depth 10: 11637
Bid depth 20: 22221
Ask depth 20: 25016
Imbalance 5: -0.013863
Imbalance 10: -0.032106
Imbalance 20: -0.05917
Top bid size: 531
Top ask size: 65
Bid wall score: 0.023896
Ask wall score: 0.002598

Dynamics

Bid depth 5 delta: 345
Ask depth 5 delta: 792
Imbalance 5 delta: -0.07359
Bid depth 10 delta: 2120
Ask depth 10 delta: -962
Imbalance 10 delta: 0.145811
Spread delta: 0.0001
Mid price delta: 0.00055
Wall shift score: 0.010753

Tape

Buy volume: 15733
Sell volume: 10333
Buy/sell delta: 5400
Buy/sell ratio: 1.522598
Avg trade size: 260.66
Large trade count: 6
Largest trade size: 2404

Candle

Return 1: -0.042517
Return 3: -0.381356
Volume 1: 11487
Volume avg 5: 53002.2
Momentum 5: 0.085143

Cross Exchange

Mid avg: 0.47038625
Mid median: 0.4702325
Price deviation %: -0.018336
Spread %: 0.335894

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 19803763
Volume 24h: 202633765
Quote volume 24h: 89807852.9545
Price change 24h %: -0.592

Quality

Capture latency ms: 5921
Order book timestamp: 2026-07-04 07:50:09.925000+02:00
Ticker timestamp: 2026-07-04 07:49:58.792000+02:00
Trades timestamp: 2026-07-04 07:50:09.809000+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: 0.4698
Best ask: 0.47
Spread: 0.0002
Spread %: 0.042562
Mid price: 0.4699
Last price: 0.4704
Mark price: -
Index price: 0.4712

Order Book

Bid depth 5: 885
Ask depth 5: 680
Bid depth 10: 2272
Ask depth 10: 1658
Bid depth 20: 5135
Ask depth 20: 13793
Imbalance 5: 0.13099
Imbalance 10: 0.156234
Imbalance 20: -0.457418
Top bid size: 102
Top ask size: 125
Bid wall score: 0.019864
Ask wall score: 0.009063

Dynamics

Bid depth 5 delta: -319
Ask depth 5 delta: -282
Imbalance 5 delta: 0.019264
Bid depth 10 delta: 0
Ask depth 10 delta: -1320
Imbalance 10 delta: 0.29071
Spread delta: 0
Mid price delta: -0.0004
Wall shift score: 0.010359

Tape

Buy volume: 2064
Sell volume: 2221
Buy/sell delta: -157
Buy/sell ratio: 0.929311
Avg trade size: 42.85
Large trade count: 8
Largest trade size: 391

Candle

Return 1: -0.127389
Return 3: 0.512821
Volume 1: 767
Volume avg 5: 1913.8
Momentum 5: 0.792801

Cross Exchange

Mid avg: 0.47048625
Mid median: 0.4704325
Price deviation %: -0.124605
Spread %: 0.335823

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5715176
Quote volume 24h: 25491358.269
Price change 24h %: 15.77

Quality

Capture latency ms: 4758
Order book timestamp: 2026-07-04 07:50:04.359000+02:00
Ticker timestamp: 2026-07-04 07:50:02.748000+02:00
Trades timestamp: 2026-07-04 07:49:59.753000+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: 0.46988
Best ask: 0.47125
Spread: 0.00137
Spread %: 0.291139
Mid price: 0.470565
Last price: 0.47018
Mark price: -
Index price: -

Order Book

Bid depth 5: 6606
Ask depth 5: 3641
Bid depth 10: 21911
Ask depth 10: 18954
Bid depth 20: 70975
Ask depth 20: 168768
Imbalance 5: 0.289353
Imbalance 10: 0.07236
Imbalance 20: -0.407908
Top bid size: 293
Top ask size: 405
Bid wall score: 0.004128
Ask wall score: 0.0024

Dynamics

Bid depth 5 delta: -224
Ask depth 5 delta: 964
Imbalance 5 delta: -0.147483
Bid depth 10 delta: -23918
Ask depth 10 delta: -23310
Imbalance 10 delta: 0.031892
Spread delta: -0.0034
Mid price delta: 0.00131
Wall shift score: 0.00279

Tape

Buy volume: 14592
Sell volume: 7778
Buy/sell delta: 6814
Buy/sell ratio: 1.876061
Avg trade size: 223.7
Large trade count: 10
Largest trade size: 1554

Candle

Return 1: 0
Return 3: -0.309558
Volume 1: 0
Volume avg 5: 43.2
Momentum 5: 0.493727

Cross Exchange

Mid avg: 0.47015875
Mid median: 0.470025
Price deviation %: 0.086407
Spread %: 0.44134

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 122565
Volume 24h: 1896340
Quote volume 24h: 1896340
Price change 24h %: 15.659746

Quality

Capture latency ms: 5565
Order book timestamp: 2026-07-04 07:49:59.695000+02:00
Ticker timestamp: 2026-07-04 07:50:00.044000+02:00
Trades timestamp: 2026-07-04 07:49:36.416000+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: 0.47101
Best ask: 0.47165
Spread: 0.00064
Spread %: 0.135786
Mid price: 0.47133
Last price: 0.47163
Mark price: 0.4715
Index price: 0.47221

Order Book

Bid depth 5: 9
Ask depth 5: 10
Bid depth 10: 56
Ask depth 10: 22
Bid depth 20: 74
Ask depth 20: 78
Imbalance 5: -0.052632
Imbalance 10: 0.435897
Imbalance 20: -0.026316
Top bid size: 2
Top ask size: 2
Bid wall score: 0.027027
Ask wall score: 0.025641

Dynamics

Bid depth 5 delta: -41
Ask depth 5 delta: -2
Imbalance 5 delta: -0.665535
Bid depth 10 delta: -7
Ask depth 10 delta: -1
Imbalance 10 delta: -0.029219
Spread delta: -0.00026
Mid price delta: -0.00011
Wall shift score: 0.031006

Tape

Buy volume: 218
Sell volume: 153
Buy/sell delta: 65
Buy/sell ratio: 1.424837
Avg trade size: 3.71
Large trade count: 11
Largest trade size: 31

Candle

Return 1: -0.13787
Return 3: 0.542422
Volume 1: 63
Volume avg 5: 66
Momentum 5: 0.841758

Cross Exchange

Mid avg: 0.47018625
Mid median: 0.470025
Price deviation %: 0.243255
Spread %: 0.464709

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 9862100
Quote volume 24h: 4388821
Price change 24h %: -0.12

Quality

Capture latency ms: 9660
Order book timestamp: 2026-07-04 07:49:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:04.181000+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: 0.4697
Best ask: 0.4698
Spread: 0.0001
Spread %: 0.021288
Mid price: 0.46975
Last price: 0.4702
Mark price: -
Index price: -

Order Book

Bid depth 5: 3105
Ask depth 5: 2755
Bid depth 10: 8793
Ask depth 10: 12599
Bid depth 20: 21559
Ask depth 20: 23149
Imbalance 5: 0.059727
Imbalance 10: -0.177917
Imbalance 20: -0.035564
Top bid size: 598
Top ask size: 398
Bid wall score: 0.027738
Ask wall score: 0.017193

Dynamics

Bid depth 5 delta: -1038
Ask depth 5 delta: -565
Imbalance 5 delta: -0.05055
Bid depth 10 delta: -18526
Ask depth 10 delta: -369
Imbalance 10 delta: -0.534136
Spread delta: 0
Mid price delta: -0.0014
Wall shift score: 0.035044

Tape

Buy volume: 9544
Sell volume: 31000
Buy/sell delta: -21456
Buy/sell ratio: 0.307871
Avg trade size: 405.44
Large trade count: 4
Largest trade size: 13330

Candle

Return 1: -0.297114
Return 3: 0.36317
Volume 1: 35807
Volume avg 5: 55509.4
Momentum 5: 0.578035

Cross Exchange

Mid avg: 0.47053625
Mid median: 0.470725
Price deviation %: -0.167097
Spread %: 0.464364

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 19809089
Volume 24h: 202588548
Quote volume 24h: 89786453.3626
Price change 24h %: -0.634

Quality

Capture latency ms: 6687
Order book timestamp: 2026-07-04 07:49:32.245000+02:00
Ticker timestamp: 2026-07-04 07:49:27.264000+02:00
Trades timestamp: 2026-07-04 07:49:33.854000+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: 27254
gate: 27255
htx: 27047
mexc: 27250

By Symbol

VELVET/USDT:USDT: 108806

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