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: 109758
Total labels: 329274
Pending labels: 309791
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 16:44:52.364288+02:00
Recent trades snapshots: 109750
Micro candles: 2194940
Avg data quality: 75.9112046502305071
Latest latency: 9540 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 239 of 10976 · 109758 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-04 10:20:48.143189+02:00	binance	VELVET/USDT:USDT	0.5403	80	7391 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 10:20:40.644806+02:00	mexc	VELVET/USDT:USDT	0.5401	68	5148 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 10:20:35.425990+02:00	htx	VELVET/USDT:USDT	0.53936	80	7026 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 10:20:17.563795+02:00	gate	VELVET/USDT:USDT	0.541825	68	9793 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 10:20:07.550787+02:00	binance	VELVET/USDT:USDT	0.54085	80	7859 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 10:19:59.577183+02:00	mexc	VELVET/USDT:USDT	0.53805	78	4442 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 10:19:55.050566+02:00	htx	VELVET/USDT:USDT	0.538315	80	5492 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 10:19:39.443961+02:00	gate	VELVET/USDT:USDT	0.54021	68	9564 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 10:19:29.745298+02:00	binance	VELVET/USDT:USDT	0.5392	80	6071 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 10:19:23.565673+02:00	mexc	VELVET/USDT:USDT	0.5401	78	4517 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.5402
Best ask: 0.5404
Spread: 0.0002
Spread %: 0.037016
Mid price: 0.5403
Last price: 0.5397
Mark price: -
Index price: -

Order Book

Bid depth 5: 2672
Ask depth 5: 1793
Bid depth 10: 8329
Ask depth 10: 6443
Bid depth 20: 17052
Ask depth 20: 16989
Imbalance 5: 0.196865
Imbalance 10: 0.127674
Imbalance 20: 0.001851
Top bid size: 246
Top ask size: 87
Bid wall score: 0.014426
Ask wall score: 0.005121

Dynamics

Bid depth 5 delta: 205
Ask depth 5 delta: -1765
Imbalance 5 delta: 0.377943
Bid depth 10 delta: 1582
Ask depth 10 delta: -6786
Imbalance 10 delta: 0.452163
Spread delta: -0.0001
Mid price delta: -0.00055
Wall shift score: -0.02999

Tape

Buy volume: 7646
Sell volume: 19143
Buy/sell delta: -11497
Buy/sell ratio: 0.399415
Avg trade size: 267.89
Large trade count: 4
Largest trade size: 7309

Candle

Return 1: 0.371058
Return 3: -1.797059
Volume 1: 680712
Volume avg 5: 1386870.6
Momentum 5: -6.320346

Cross Exchange

Mid avg: 0.54053375
Mid median: 0.540475
Price deviation %: -0.043244
Spread %: 0.456031

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 19542147
Volume 24h: 269758066
Quote volume 24h: 130080161.31049
Price change 24h %: 21.199

Quality

Capture latency ms: 7391
Order book timestamp: 2026-07-04 10:20:46.025000+02:00
Ticker timestamp: 2026-07-04 10:20:38.024000+02:00
Trades timestamp: 2026-07-04 10:20:47.438000+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: 0.5398
Best ask: 0.5404
Spread: 0.0006
Spread %: 0.111091
Mid price: 0.5401
Last price: 0.5402
Mark price: -
Index price: 0.5406

Order Book

Bid depth 5: 97
Ask depth 5: 171
Bid depth 10: 291
Ask depth 10: 1498
Bid depth 20: 2712
Ask depth 20: 9034
Imbalance 5: -0.276119
Imbalance 10: -0.674679
Imbalance 20: -0.538226
Top bid size: 36
Top ask size: 38
Bid wall score: 0.013274
Ask wall score: 0.004206

Dynamics

Bid depth 5 delta: -233
Ask depth 5 delta: 16
Imbalance 5 delta: -0.636944
Bid depth 10 delta: -3961
Ask depth 10 delta: 972
Imbalance 10 delta: -1.454503
Spread delta: 0.0001
Mid price delta: 0.00205
Wall shift score: 0.030414

Tape

Buy volume: 1121
Sell volume: 930
Buy/sell delta: 191
Buy/sell ratio: 1.205376
Avg trade size: 20.51
Large trade count: 1
Largest trade size: 74

Candle

Return 1: 0.409302
Return 3: -1.961853
Volume 1: 5579
Volume avg 5: 25290
Momentum 5: -6.707001

Cross Exchange

Mid avg: 0.54002125
Mid median: 0.540105
Price deviation %: 0.014583
Spread %: 0.699047

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6520120
Quote volume 24h: 30751973.372
Price change 24h %: 32.95

Quality

Capture latency ms: 5148
Order book timestamp: 2026-07-04 10:20:39.410000+02:00
Ticker timestamp: 2026-07-04 10:20:36.931000+02:00
Trades timestamp: 2026-07-04 10:20:39.236000+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: 0.53645
Best ask: 0.54227
Spread: 0.00582
Spread %: 1.079057
Mid price: 0.53936
Last price: 0.53688
Mark price: -
Index price: -

Order Book

Bid depth 5: 22554
Ask depth 5: 8279
Bid depth 10: 57615
Ask depth 10: 32373
Bid depth 20: 76132
Ask depth 20: 75074
Imbalance 5: 0.462978
Imbalance 10: 0.280504
Imbalance 20: 0.006997
Top bid size: 276
Top ask size: 331
Bid wall score: 0.003625
Ask wall score: 0.004409

Dynamics

Bid depth 5 delta: 19012
Ask depth 5 delta: 817
Imbalance 5 delta: 0.819212
Bid depth 10 delta: 29501
Ask depth 10 delta: -6137
Imbalance 10 delta: 0.436544
Spread delta: -0.00101
Mid price delta: 0.001045
Wall shift score: -0.001236

Tape

Buy volume: 22838
Sell volume: 6874
Buy/sell delta: 15964
Buy/sell ratio: 3.322374
Avg trade size: 297.12
Large trade count: 2
Largest trade size: 3618

Candle

Return 1: -0.44873
Return 3: -2.550233
Volume 1: 13918
Volume avg 5: 22830.4
Momentum 5: -6.731755

Cross Exchange

Mid avg: 0.53976
Mid median: 0.5395825
Price deviation %: -0.074107
Spread %: 0.699385

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 94845
Volume 24h: 2421982
Quote volume 24h: 2421982
Price change 24h %: 32.067303

Quality

Capture latency ms: 7026
Order book timestamp: 2026-07-04 10:20:33.395000+02:00
Ticker timestamp: 2026-07-04 10:20:33.716000+02:00
Trades timestamp: 2026-07-04 10:20:21.978000+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: 0.5412
Best ask: 0.54245
Spread: 0.00125
Spread %: 0.230702
Mid price: 0.541825
Last price: 0.54187
Mark price: 0.54187
Index price: 0.541793

Order Book

Bid depth 5: 13
Ask depth 5: 26
Bid depth 10: 27
Ask depth 10: 38
Bid depth 20: 68
Ask depth 20: 56
Imbalance 5: -0.333333
Imbalance 10: -0.169231
Imbalance 20: 0.096774
Top bid size: 3
Top ask size: 4
Bid wall score: 0.044118
Ask wall score: 0.071429

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 8
Imbalance 5 delta: -0.133333
Bid depth 10 delta: 4
Ask depth 10 delta: -4
Imbalance 10 delta: 0.123077
Spread delta: 0.00029
Mid price delta: 0.001615
Wall shift score: -0.026684

Tape

Buy volume: 113
Sell volume: 226
Buy/sell delta: -113
Buy/sell ratio: 0.5
Avg trade size: 3.39
Large trade count: 9
Largest trade size: 39

Candle

Return 1: 0.483997
Return 3: -1.633779
Volume 1: 160
Volume avg 5: 1460.6
Momentum 5: -6.422478

Cross Exchange

Mid avg: 0.53935625
Mid median: 0.5392625
Price deviation %: 0.457722
Spread %: 0.519137

Funding / OI / Volume

Funding rate: 0.00039
Funding delta: -0.000067
Funding abs: 0.00039
Funding pressure: 0.000457
Open interest: -
Volume 24h: 14825400
Quote volume 24h: 7433074
Price change 24h %: 20.8

Quality

Capture latency ms: 9793
Order book timestamp: 2026-07-04 10:20:16+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:13.215000+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: 0.5407
Best ask: 0.541
Spread: 0.0003
Spread %: 0.055468
Mid price: 0.54085
Last price: 0.5388
Mark price: -
Index price: -

Order Book

Bid depth 5: 2467
Ask depth 5: 3558
Bid depth 10: 6747
Ask depth 10: 13229
Bid depth 20: 14732
Ask depth 20: 37261
Imbalance 5: -0.181079
Imbalance 10: -0.324489
Imbalance 20: -0.433308
Top bid size: 588
Top ask size: 23
Bid wall score: 0.039913
Ask wall score: 0.000617

Dynamics

Bid depth 5 delta: 372
Ask depth 5 delta: -3521
Imbalance 5 delta: 0.362196
Bid depth 10 delta: -4364
Ask depth 10 delta: 1481
Imbalance 10 delta: -0.296623
Spread delta: -0.0001
Mid price delta: 0.00165
Wall shift score: 0.042993

Tape

Buy volume: 26101
Sell volume: 15552
Buy/sell delta: 10549
Buy/sell ratio: 1.678305
Avg trade size: 416.53
Large trade count: 5
Largest trade size: 7070

Candle

Return 1: 0.482375
Return 3: -1.688147
Volume 1: 86683
Volume avg 5: 1268064.8
Momentum 5: -6.21645

Cross Exchange

Mid avg: 0.53894375
Mid median: 0.5387575
Price deviation %: 0.353701
Spread %: 0.400784

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 19429868
Volume 24h: 269243340
Quote volume 24h: 129788107.17889
Price change 24h %: 21.269

Quality

Capture latency ms: 7859
Order book timestamp: 2026-07-04 10:20:05.375000+02:00
Ticker timestamp: 2026-07-04 10:19:57.857000+02:00
Trades timestamp: 2026-07-04 10:20:06.992000+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: 0.5378
Best ask: 0.5383
Spread: 0.0005
Spread %: 0.092928
Mid price: 0.53805
Last price: 0.5375
Mark price: -
Index price: 0.539

Order Book

Bid depth 5: 330
Ask depth 5: 155
Bid depth 10: 4252
Ask depth 10: 526
Bid depth 20: 17279
Ask depth 20: 1693
Imbalance 5: 0.360825
Imbalance 10: 0.779824
Imbalance 20: 0.821526
Top bid size: 19
Top ask size: 38
Bid wall score: 0.0011
Ask wall score: 0.022445

Dynamics

Bid depth 5 delta: 206
Ask depth 5 delta: -68
Imbalance 5 delta: 0.646127
Bid depth 10 delta: 3919
Ask depth 10 delta: -376
Imbalance 10 delta: 1.240553
Spread delta: 0.0001
Mid price delta: -0.00205
Wall shift score: -0.014765

Tape

Buy volume: 1154
Sell volume: 1379
Buy/sell delta: -225
Buy/sell ratio: 0.836838
Avg trade size: 25.33
Large trade count: 6
Largest trade size: 197

Candle

Return 1: -0.499815
Return 3: -2.237177
Volume 1: 9102
Volume avg 5: 25963.8
Momentum 5: -8.151059

Cross Exchange

Mid avg: 0.53945625
Mid median: 0.53965
Price deviation %: -0.260679
Spread %: 0.35128

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6515133
Quote volume 24h: 30724980.12
Price change 24h %: 32.29

Quality

Capture latency ms: 4442
Order book timestamp: 2026-07-04 10:19:58.082000+02:00
Ticker timestamp: 2026-07-04 10:19:57.863000+02:00
Trades timestamp: 2026-07-04 10:19:57.443000+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: 0.5349
Best ask: 0.54173
Spread: 0.00683
Spread %: 1.268774
Mid price: 0.538315
Last price: 0.5393
Mark price: -
Index price: -

Order Book

Bid depth 5: 3542
Ask depth 5: 7462
Bid depth 10: 28114
Ask depth 10: 38510
Bid depth 20: 68179
Ask depth 20: 78889
Imbalance 5: -0.356234
Imbalance 10: -0.15604
Imbalance 20: -0.072823
Top bid size: 49
Top ask size: 21
Bid wall score: 0.000719
Ask wall score: 0.000266

Dynamics

Bid depth 5 delta: -20214
Ask depth 5 delta: -4516
Imbalance 5 delta: -0.685836
Bid depth 10 delta: -26829
Ask depth 10 delta: 579
Imbalance 10 delta: -0.339213
Spread delta: -0.00094
Mid price delta: -0.00128
Wall shift score: 0.003244

Tape

Buy volume: 13488
Sell volume: 9346
Buy/sell delta: 4142
Buy/sell ratio: 1.443184
Avg trade size: 228.34
Large trade count: 3
Largest trade size: 3618

Candle

Return 1: 0.36476
Return 3: -1.614522
Volume 1: 612
Volume avg 5: 22358
Momentum 5: -7.953576

Cross Exchange

Mid avg: 0.53977625
Mid median: 0.5398475
Price deviation %: -0.270714
Spread %: 0.187115

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 94845
Volume 24h: 2408064
Quote volume 24h: 2408064
Price change 24h %: 32.6626

Quality

Capture latency ms: 5492
Order book timestamp: 2026-07-04 10:19:53.695000+02:00
Ticker timestamp: 2026-07-04 10:19:54.023000+02:00
Trades timestamp: 2026-07-04 10:19:41.818000+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: 0.53973
Best ask: 0.54069
Spread: 0.00096
Spread %: 0.177709
Mid price: 0.54021
Last price: 0.54038
Mark price: 0.54113
Index price: 0.540985

Order Book

Bid depth 5: 12
Ask depth 5: 18
Bid depth 10: 23
Ask depth 10: 42
Bid depth 20: 57
Ask depth 20: 112
Imbalance 5: -0.2
Imbalance 10: -0.292308
Imbalance 20: -0.325444
Top bid size: 2
Top ask size: 4
Bid wall score: 0.035088
Ask wall score: 0.035714

Dynamics

Bid depth 5 delta: -32
Ask depth 5 delta: 5
Imbalance 5 delta: -0.74386
Bid depth 10 delta: -31
Ask depth 10 delta: 7
Imbalance 10 delta: -0.505791
Spread delta: -0.00041
Mid price delta: 0.001245
Wall shift score: 0.024723

Tape

Buy volume: 308
Sell volume: 170
Buy/sell delta: 138
Buy/sell ratio: 1.811765
Avg trade size: 4.78
Large trade count: 7
Largest trade size: 61

Candle

Return 1: -0.136753
Return 3: -1.210238
Volume 1: 461
Volume avg 5: 1495
Momentum 5: -7.510355

Cross Exchange

Mid avg: 0.539465
Mid median: 0.5393975
Price deviation %: 0.1381
Spread %: 0.210394

Funding / OI / Volume

Funding rate: 0.000457
Funding delta: 0
Funding abs: 0.000457
Funding pressure: 0.000457
Open interest: -
Volume 24h: 14796100
Quote volume 24h: 7417268
Price change 24h %: 21.15

Quality

Capture latency ms: 9564
Order book timestamp: 2026-07-04 10:19:38+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:13.175000+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: 0.539
Best ask: 0.5394
Spread: 0.0004
Spread %: 0.074184
Mid price: 0.5392
Last price: 0.54
Mark price: -
Index price: -

Order Book

Bid depth 5: 2095
Ask depth 5: 7079
Bid depth 10: 11111
Ask depth 10: 11748
Bid depth 20: 16340
Ask depth 20: 22039
Imbalance 5: -0.543274
Imbalance 10: -0.027866
Imbalance 20: -0.148493
Top bid size: 33
Top ask size: 126
Bid wall score: 0.00202
Ask wall score: 0.005717

Dynamics

Bid depth 5 delta: 1096
Ask depth 5 delta: 5353
Imbalance 5 delta: -0.276485
Bid depth 10 delta: 6859
Ask depth 10 delta: 2721
Imbalance 10 delta: 0.331724
Spread delta: 0.0001
Mid price delta: 0.00085
Wall shift score: -0.010372

Tape

Buy volume: 29369
Sell volume: 15678
Buy/sell delta: 13691
Buy/sell ratio: 1.873262
Avg trade size: 450.47
Large trade count: 3
Largest trade size: 18329

Candle

Return 1: -0.185151
Return 3: -1.624088
Volume 1: 327892
Volume avg 5: 1339665.2
Momentum 5: -7.609254

Cross Exchange

Mid avg: 0.5392525
Mid median: 0.53928
Price deviation %: -0.009736
Spread %: 0.324523

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 19392170
Volume 24h: 268918087
Quote volume 24h: 129614220.60729
Price change 24h %: 21.54

Quality

Capture latency ms: 6071
Order book timestamp: 2026-07-04 10:19:27.601000+02:00
Ticker timestamp: 2026-07-04 10:19:23.834000+02:00
Trades timestamp: 2026-07-04 10:19:29.139000+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: 0.5399
Best ask: 0.5403
Spread: 0.0004
Spread %: 0.07406
Mid price: 0.5401
Last price: 0.5406
Mark price: -
Index price: 0.5408

Order Book

Bid depth 5: 124
Ask depth 5: 223
Bid depth 10: 333
Ask depth 10: 902
Bid depth 20: 8225
Ask depth 20: 2809
Imbalance 5: -0.285303
Imbalance 10: -0.460729
Imbalance 20: 0.490846
Top bid size: 22
Top ask size: 26
Bid wall score: 0.002675
Ask wall score: 0.009256

Dynamics

Bid depth 5 delta: -12
Ask depth 5 delta: -91
Imbalance 5 delta: 0.110253
Bid depth 10 delta: -4
Ask depth 10 delta: -5759
Imbalance 10 delta: 0.442958
Spread delta: -0.0003
Mid price delta: 0.00015
Wall shift score: -0.015729

Tape

Buy volume: 2852
Sell volume: 765
Buy/sell delta: 2087
Buy/sell ratio: 3.728105
Avg trade size: 36.17
Large trade count: 7
Largest trade size: 383

Candle

Return 1: 0.074047
Return 3: -1.673336
Volume 1: 5229
Volume avg 5: 25189.2
Momentum 5: -7.621326

Cross Exchange

Mid avg: 0.539215
Mid median: 0.53928
Price deviation %: 0.164127
Spread %: 0.296728

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6511647
Quote volume 24h: 30706175.85
Price change 24h %: 33.05

Quality

Capture latency ms: 4517
Order book timestamp: 2026-07-04 10:19:21.951000+02:00
Ticker timestamp: 2026-07-04 10:19:21.752000+02:00
Trades timestamp: 2026-07-04 10:19:21.292000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 27493
gate: 27494
htx: 27282
mexc: 27489

By Symbol

VELVET/USDT:USDT: 109758

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