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: 109258
Total labels: 327774
Pending labels: 308291
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 15:24:26.853491+02:00
Recent trades snapshots: 109250
Micro candles: 2184940
Avg data quality: 75.9106526693453171
Latest latency: 5991 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 238 of 10926 · 109258 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-04 09:02:12.273606+02:00	gate	VELVET/USDT:USDT	0.56449	68	9989 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 09:02:02.107105+02:00	binance	VELVET/USDT:USDT	0.5636	80	6575 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 09:01:55.431205+02:00	mexc	VELVET/USDT:USDT	0.56235	78	4080 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 09:01:51.280042+02:00	htx	VELVET/USDT:USDT	0.558265	80	5944 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 09:01:35.842775+02:00	gate	VELVET/USDT:USDT	0.56328	68	10106 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 09:01:25.631542+02:00	binance	VELVET/USDT:USDT	0.56265	80	7024 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 09:01:18.233012+02:00	mexc	VELVET/USDT:USDT	0.561	68	5432 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 09:01:12.728374+02:00	htx	VELVET/USDT:USDT	0.56045	80	5634 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 09:00:56.381159+02:00	gate	VELVET/USDT:USDT	0.558675	68	9611 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 09:00:46.660518+02:00	binance	VELVET/USDT:USDT	0.55685	80	5836 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.56387
Best ask: 0.56511
Spread: 0.00124
Spread %: 0.219667
Mid price: 0.56449
Last price: 0.56465
Mark price: 0.56516
Index price: 0.563875

Order Book

Bid depth 5: 15
Ask depth 5: 11
Bid depth 10: 47
Ask depth 10: 34
Bid depth 20: 70
Ask depth 20: 76
Imbalance 5: 0.153846
Imbalance 10: 0.160494
Imbalance 20: -0.041096
Top bid size: 5
Top ask size: 2
Bid wall score: 0.071429
Ask wall score: 0.026316

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 0
Imbalance 5 delta: 0.070513
Bid depth 10 delta: 2
Ask depth 10 delta: 9
Imbalance 10 delta: -0.12522
Spread delta: 0.00018
Mid price delta: 0.00121
Wall shift score: 0.03062

Tape

Buy volume: 131
Sell volume: 287
Buy/sell delta: -156
Buy/sell ratio: 0.456446
Avg trade size: 4.18
Large trade count: 8
Largest trade size: 100

Candle

Return 1: 0.021254
Return 3: 1.088357
Volume 1: 50
Volume avg 5: 458.2
Momentum 5: 2.691301

Cross Exchange

Mid avg: 0.56187375
Mid median: 0.562815
Price deviation %: 0.46563
Spread %: 0.949502

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 10324000
Quote volume 24h: 4734426
Price change 24h %: 24.17

Quality

Capture latency ms: 9989
Order book timestamp: 2026-07-04 09:02:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:08.531000+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: 0.5635
Best ask: 0.5637
Spread: 0.0002
Spread %: 0.035486
Mid price: 0.5636
Last price: 0.5623
Mark price: -
Index price: -

Order Book

Bid depth 5: 1651
Ask depth 5: 5307
Bid depth 10: 6525
Ask depth 10: 9244
Bid depth 20: 24716
Ask depth 20: 16503
Imbalance 5: -0.525438
Imbalance 10: -0.172427
Imbalance 20: 0.199253
Top bid size: 62
Top ask size: 2496
Bid wall score: 0.002508
Ask wall score: 0.151245

Dynamics

Bid depth 5 delta: -1390
Ask depth 5 delta: 4103
Imbalance 5 delta: -0.958183
Bid depth 10 delta: -999
Ask depth 10 delta: 1907
Imbalance 10 delta: -0.18501
Spread delta: 0.0001
Mid price delta: 0.00095
Wall shift score: -0.118283

Tape

Buy volume: 19246
Sell volume: 9976
Buy/sell delta: 9270
Buy/sell ratio: 1.92923
Avg trade size: 292.22
Large trade count: 3
Largest trade size: 8976

Candle

Return 1: 1.095349
Return 3: 0.463954
Volume 1: 372981
Volume avg 5: 624374.4
Momentum 5: 0.69755

Cross Exchange

Mid avg: 0.56163625
Mid median: 0.5625
Price deviation %: 0.349648
Spread %: 0.892927

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 19575576
Volume 24h: 219433642
Quote volume 24h: 99191708.06077
Price change 24h %: 23.664

Quality

Capture latency ms: 6575
Order book timestamp: 2026-07-04 09:01:59.966000+02:00
Ticker timestamp: 2026-07-04 09:01:54.977000+02:00
Trades timestamp: 2026-07-04 09:02:01.299000+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: 0.5623
Best ask: 0.5624
Spread: 0.0001
Spread %: 0.017783
Mid price: 0.56235
Last price: 0.562
Mark price: -
Index price: 0.5613

Order Book

Bid depth 5: 1058
Ask depth 5: 383
Bid depth 10: 1715
Ask depth 10: 1159
Bid depth 20: 2778
Ask depth 20: 3263
Imbalance 5: 0.468425
Imbalance 10: 0.193459
Imbalance 20: -0.080285
Top bid size: 6
Top ask size: 42
Bid wall score: 0.00216
Ask wall score: 0.012872

Dynamics

Bid depth 5 delta: 551
Ask depth 5 delta: -545
Imbalance 5 delta: 0.761804
Bid depth 10 delta: 782
Ask depth 10 delta: -276
Imbalance 10 delta: 0.405452
Spread delta: -0.0003
Mid price delta: 0.00135
Wall shift score: -0.029422

Tape

Buy volume: 830
Sell volume: 1641
Buy/sell delta: -811
Buy/sell ratio: 0.505789
Avg trade size: 24.71
Large trade count: 3
Largest trade size: 258

Candle

Return 1: 1.005747
Return 3: 0.356888
Volume 1: 6310
Volume avg 5: 14500.4
Momentum 5: 0.878924

Cross Exchange

Mid avg: 0.56129875
Mid median: 0.561825
Price deviation %: 0.187289
Spread %: 0.893464

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5747841
Quote volume 24h: 25912069.2
Price change 24h %: 38.32

Quality

Capture latency ms: 4080
Order book timestamp: 2026-07-04 09:01:53.854000+02:00
Ticker timestamp: 2026-07-04 09:01:53.797000+02:00
Trades timestamp: 2026-07-04 09:01:52.581000+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: 0.55213
Best ask: 0.5644
Spread: 0.01227
Spread %: 2.197881
Mid price: 0.558265
Last price: 0.5637
Mark price: -
Index price: -

Order Book

Bid depth 5: 3653
Ask depth 5: 5859
Bid depth 10: 8778
Ask depth 10: 9578
Bid depth 20: 16503
Ask depth 20: 23173
Imbalance 5: -0.231918
Imbalance 10: -0.043582
Imbalance 20: -0.168112
Top bid size: 969
Top ask size: 274
Bid wall score: 0.058717
Ask wall score: 0.011824

Dynamics

Bid depth 5 delta: -483
Ask depth 5 delta: -1
Imbalance 5 delta: -0.059449
Bid depth 10 delta: -810
Ask depth 10 delta: 284
Imbalance 10 delta: -0.059153
Spread delta: -0.00705
Mid price delta: -0.002185
Wall shift score: 0.042025

Tape

Buy volume: 3158
Sell volume: 28226
Buy/sell delta: -25068
Buy/sell ratio: 0.111883
Avg trade size: 313.84
Large trade count: 2
Largest trade size: 3072

Candle

Return 1: 0
Return 3: 0.551185
Volume 1: 0
Volume avg 5: 4876.8
Momentum 5: 2.490909

Cross Exchange

Mid avg: 0.561845
Mid median: 0.561825
Price deviation %: -0.637186
Spread %: 0.503698

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 128226
Volume 24h: 2022986
Quote volume 24h: 2022986
Price change 24h %: 38.664764

Quality

Capture latency ms: 5944
Order book timestamp: 2026-07-04 09:01:49.937000+02:00
Ticker timestamp: 2026-07-04 09:01:50.225000+02:00
Trades timestamp: 2026-07-04 09:00:26.118000+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: 0.56275
Best ask: 0.56381
Spread: 0.00106
Spread %: 0.188183
Mid price: 0.56328
Last price: 0.56275
Mark price: 0.56173
Index price: 0.561727

Order Book

Bid depth 5: 13
Ask depth 5: 11
Bid depth 10: 45
Ask depth 10: 25
Bid depth 20: 69
Ask depth 20: 69
Imbalance 5: 0.083333
Imbalance 10: 0.285714
Imbalance 20: 0
Top bid size: 2
Top ask size: 1
Bid wall score: 0.028986
Ask wall score: 0.014493

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -2
Imbalance 5 delta: 0.083333
Bid depth 10 delta: 0
Ask depth 10 delta: 0
Imbalance 10 delta: 0
Spread delta: 0.00001
Mid price delta: 0.004605
Wall shift score: 0.014066

Tape

Buy volume: 140
Sell volume: 228
Buy/sell delta: -88
Buy/sell ratio: 0.614035
Avg trade size: 3.68
Large trade count: 5
Largest trade size: 100

Candle

Return 1: 0.977929
Return 3: 0.055117
Volume 1: 289
Volume avg 5: 609
Momentum 5: 0.74834

Cross Exchange

Mid avg: 0.56069375
Mid median: 0.560725
Price deviation %: 0.461259
Spread %: 0.708943

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 10281700
Quote volume 24h: 4710650
Price change 24h %: 24.17

Quality

Capture latency ms: 10106
Order book timestamp: 2026-07-04 09:01:34+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:08.494000+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: 0.5626
Best ask: 0.5627
Spread: 0.0001
Spread %: 0.017773
Mid price: 0.56265
Last price: 0.5614
Mark price: -
Index price: -

Order Book

Bid depth 5: 3041
Ask depth 5: 1204
Bid depth 10: 7524
Ask depth 10: 7337
Bid depth 20: 16528
Ask depth 20: 13653
Imbalance 5: 0.432744
Imbalance 10: 0.012583
Imbalance 20: 0.095259
Top bid size: 62
Top ask size: 467
Bid wall score: 0.003751
Ask wall score: 0.034205

Dynamics

Bid depth 5 delta: 2188
Ask depth 5 delta: -1686
Imbalance 5 delta: 0.97696
Bid depth 10 delta: 876
Ask depth 10 delta: -1350
Imbalance 10 delta: 0.145547
Spread delta: -0.0002
Mid price delta: 0.0058
Wall shift score: -0.016939

Tape

Buy volume: 17706
Sell volume: 15898
Buy/sell delta: 1808
Buy/sell ratio: 1.113725
Avg trade size: 336.04
Large trade count: 7
Largest trade size: 4236

Candle

Return 1: 0.951697
Return 3: 0.321199
Volume 1: 110559
Volume avg 5: 571890
Momentum 5: 0.554463

Cross Exchange

Mid avg: 0.55924375
Mid median: 0.5595625
Price deviation %: 0.609081
Spread %: 0.742074

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 19593503
Volume 24h: 219194229
Quote volume 24h: 99055385.12897
Price change 24h %: 23.466

Quality

Capture latency ms: 7024
Order book timestamp: 2026-07-04 09:01:23.224000+02:00
Ticker timestamp: 2026-07-04 09:01:16.949000+02:00
Trades timestamp: 2026-07-04 09:01:24.796000+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: 0.5608
Best ask: 0.5612
Spread: 0.0004
Spread %: 0.071301
Mid price: 0.561
Last price: 0.5616
Mark price: -
Index price: 0.5607

Order Book

Bid depth 5: 507
Ask depth 5: 928
Bid depth 10: 933
Ask depth 10: 1435
Bid depth 20: 2369
Ask depth 20: 3339
Imbalance 5: -0.29338
Imbalance 10: -0.211993
Imbalance 20: -0.169937
Top bid size: 50
Top ask size: 8
Bid wall score: 0.021106
Ask wall score: 0.002396

Dynamics

Bid depth 5 delta: -202
Ask depth 5 delta: 357
Imbalance 5 delta: -0.401192
Bid depth 10 delta: -416
Ask depth 10 delta: -84
Imbalance 10 delta: -0.152718
Spread delta: 0
Mid price delta: -0.0008
Wall shift score: 0.018075

Tape

Buy volume: 2342
Sell volume: 789
Buy/sell delta: 1553
Buy/sell ratio: 2.968314
Avg trade size: 31.31
Large trade count: 7
Largest trade size: 257

Candle

Return 1: 0.862069
Return 3: 0.214133
Volume 1: 2630
Volume avg 5: 13764.4
Momentum 5: 0.735426

Cross Exchange

Mid avg: 0.55944375
Mid median: 0.5595625
Price deviation %: 0.278178
Spread %: 0.884807

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5744440
Quote volume 24h: 25892975.328
Price change 24h %: 38.22

Quality

Capture latency ms: 5432
Order book timestamp: 2026-07-04 09:01:16.585000+02:00
Ticker timestamp: 2026-07-04 09:01:14.757000+02:00
Trades timestamp: 2026-07-04 09:01:16.797000+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: 0.55079
Best ask: 0.57011
Spread: 0.01932
Spread %: 3.44723
Mid price: 0.56045
Last price: 0.5637
Mark price: -
Index price: -

Order Book

Bid depth 5: 4136
Ask depth 5: 5860
Bid depth 10: 9588
Ask depth 10: 9294
Bid depth 20: 17795
Ask depth 20: 26021
Imbalance 5: -0.172469
Imbalance 10: 0.01557
Imbalance 20: -0.18774
Top bid size: 274
Top ask size: 274
Bid wall score: 0.015398
Ask wall score: 0.01053

Dynamics

Bid depth 5 delta: 1782
Ask depth 5 delta: -2109
Imbalance 5 delta: 0.371462
Bid depth 10 delta: 1908
Ask depth 10 delta: -28336
Imbalance 10 delta: 0.676572
Spread delta: -0.00103
Mid price delta: -0.002115
Wall shift score: -0.044629

Tape

Buy volume: 3158
Sell volume: 28226
Buy/sell delta: -25068
Buy/sell ratio: 0.111883
Avg trade size: 313.84
Large trade count: 2
Largest trade size: 3072

Candle

Return 1: 0
Return 3: 0.551185
Volume 1: 0
Volume avg 5: 4876.8
Momentum 5: 2.490909

Cross Exchange

Mid avg: 0.5599725
Mid median: 0.5602375
Price deviation %: 0.085272
Spread %: 1.020586

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 128226
Volume 24h: 2022986
Quote volume 24h: 2022986
Price change 24h %: 38.664764

Quality

Capture latency ms: 5634
Order book timestamp: 2026-07-04 09:01:11.437000+02:00
Ticker timestamp: 2026-07-04 09:01:11.694000+02:00
Trades timestamp: 2026-07-04 09:00:26.118000+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: 0.55815
Best ask: 0.5592
Spread: 0.00105
Spread %: 0.187945
Mid price: 0.558675
Last price: 0.55766
Mark price: 0.55814
Index price: 0.558135

Order Book

Bid depth 5: 13
Ask depth 5: 13
Bid depth 10: 45
Ask depth 10: 25
Bid depth 20: 68
Ask depth 20: 69
Imbalance 5: 0
Imbalance 10: 0.285714
Imbalance 20: -0.007299
Top bid size: 2
Top ask size: 2
Bid wall score: 0.029412
Ask wall score: 0.028986

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 2
Imbalance 5 delta: -0.214286
Bid depth 10 delta: -2
Ask depth 10 delta: 4
Imbalance 10 delta: -0.096639
Spread delta: -0.00035
Mid price delta: -0.006785
Wall shift score: -0.071736

Tape

Buy volume: 285
Sell volume: 152
Buy/sell delta: 133
Buy/sell ratio: 1.875
Avg trade size: 4.37
Large trade count: 6
Largest trade size: 100

Candle

Return 1: -0.494057
Return 3: 1.083794
Volume 1: 1428
Volume avg 5: 853.2
Momentum 5: 5.033633

Cross Exchange

Mid avg: 0.56166875
Mid median: 0.5621825
Price deviation %: -0.53301
Spread %: 1.532932

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 10270900
Quote volume 24h: 4704625
Price change 24h %: 22.79

Quality

Capture latency ms: 9611
Order book timestamp: 2026-07-04 09:00:55+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:08.455000+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: 0.5567
Best ask: 0.557
Spread: 0.0003
Spread %: 0.053874
Mid price: 0.55685
Last price: 0.5618
Mark price: -
Index price: -

Order Book

Bid depth 5: 853
Ask depth 5: 2890
Bid depth 10: 6648
Ask depth 10: 8687
Bid depth 20: 13920
Ask depth 20: 16607
Imbalance 5: -0.544216
Imbalance 10: -0.132964
Imbalance 20: -0.08802
Top bid size: 34
Top ask size: 265
Bid wall score: 0.002443
Ask wall score: 0.015957

Dynamics

Bid depth 5 delta: -709
Ask depth 5 delta: 1395
Imbalance 5 delta: -0.566133
Bid depth 10 delta: -159
Ask depth 10 delta: -15323
Imbalance 10 delta: 0.425267
Spread delta: 0
Mid price delta: -0.0044
Wall shift score: -0.036367

Tape

Buy volume: 6034
Sell volume: 10176
Buy/sell delta: -4142
Buy/sell ratio: 0.592964
Avg trade size: 162.1
Large trade count: 7
Largest trade size: 1352

Candle

Return 1: -0.214861
Return 3: 1.364132
Volume 1: 593820
Volume avg 5: 694614.2
Momentum 5: 5.290006

Cross Exchange

Mid avg: 0.56276875
Mid median: 0.5621825
Price deviation %: -1.05172
Spread %: 0.748087

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 19580051
Volume 24h: 219066777
Quote volume 24h: 98964693.94539
Price change 24h %: 24.1

Quality

Capture latency ms: 5836
Order book timestamp: 2026-07-04 09:00:44.531000+02:00
Ticker timestamp: 2026-07-04 09:00:38.767000+02:00
Trades timestamp: 2026-07-04 09:00:46.190000+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: 27368
gate: 27369
htx: 27158
mexc: 27364

By Symbol

VELVET/USDT:USDT: 109259

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