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: 110271
Total labels: 330813
Pending labels: 311330
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 18:07:48.861423+02:00
Recent trades snapshots: 110263
Micro candles: 2205200
Avg data quality: 75.9110736276990324
Latest latency: 5388 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 240 of 11028 · 110271 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-04 11:43:53.439623+02:00	binance	VELVET/USDT:USDT	0.5166	80	6293 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 11:43:47.024722+02:00	mexc	VELVET/USDT:USDT	0.51745	78	4413 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 11:43:42.545430+02:00	htx	VELVET/USDT:USDT	0.517475	80	5607 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 11:43:27.121862+02:00	gate	VELVET/USDT:USDT	0.519335	68	9752 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 11:43:17.245083+02:00	binance	VELVET/USDT:USDT	0.5177	80	7442 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 11:43:09.695235+02:00	mexc	VELVET/USDT:USDT	0.5168	78	4982 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 11:43:04.637575+02:00	htx	VELVET/USDT:USDT	0.51629	80	5595 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 11:42:49.062841+02:00	gate	VELVET/USDT:USDT	0.51828	68	9458 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 11:42:39.505833+02:00	binance	VELVET/USDT:USDT	0.51865	80	6495 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 11:42:32.910949+02:00	mexc	VELVET/USDT:USDT	0.51895	68	5633 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.5165
Best ask: 0.5167
Spread: 0.0002
Spread %: 0.038715
Mid price: 0.5166
Last price: 0.5182
Mark price: -
Index price: -

Order Book

Bid depth 5: 1743
Ask depth 5: 3534
Bid depth 10: 7697
Ask depth 10: 10673
Bid depth 20: 17222
Ask depth 20: 20011
Imbalance 5: -0.339397
Imbalance 10: -0.162003
Imbalance 20: -0.074907
Top bid size: 19
Top ask size: 1123
Bid wall score: 0.001103
Ask wall score: 0.056119

Dynamics

Bid depth 5 delta: -1008
Ask depth 5 delta: 602
Imbalance 5 delta: -0.307548
Bid depth 10 delta: -2341
Ask depth 10 delta: 1634
Imbalance 10 delta: -0.21437
Spread delta: 0
Mid price delta: -0.0011
Wall shift score: -0.065006

Tape

Buy volume: 10423
Sell volume: 22800
Buy/sell delta: -12377
Buy/sell ratio: 0.457149
Avg trade size: 332.23
Large trade count: 6
Largest trade size: 10543

Candle

Return 1: 0.019339
Return 3: -0.212232
Volume 1: 106465
Volume avg 5: 202069.6
Momentum 5: -0.250723

Cross Exchange

Mid avg: 0.51799
Mid median: 0.5175875
Price deviation %: -0.268345
Spread %: 0.363907

Funding / OI / Volume

Funding rate: -0.00029545
Funding delta: 0
Funding abs: 0.00029545
Funding pressure: 0.00029545
Open interest: 19714697
Volume 24h: 288300889
Quote volume 24h: 141159605.28945
Price change 24h %: 20.821

Quality

Capture latency ms: 6293
Order book timestamp: 2026-07-04 11:43:51.319000+02:00
Ticker timestamp: 2026-07-04 11:43:44.688000+02:00
Trades timestamp: 2026-07-04 11:43:52.805000+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: 0.5171
Best ask: 0.5178
Spread: 0.0007
Spread %: 0.135279
Mid price: 0.51745
Last price: 0.5184
Mark price: -
Index price: 0.5191

Order Book

Bid depth 5: 387
Ask depth 5: 193
Bid depth 10: 1098
Ask depth 10: 386
Bid depth 20: 22447
Ask depth 20: 1958
Imbalance 5: 0.334483
Imbalance 10: 0.479784
Imbalance 20: 0.839541
Top bid size: 30
Top ask size: 58
Bid wall score: 0.001336
Ask wall score: 0.029622

Dynamics

Bid depth 5 delta: 116
Ask depth 5 delta: 37
Imbalance 5 delta: 0.065162
Bid depth 10 delta: 11
Ask depth 10 delta: -59
Imbalance 10 delta: 0.060724
Spread delta: 0.0001
Mid price delta: 0.00065
Wall shift score: -0.033547

Tape

Buy volume: 1628
Sell volume: 1599
Buy/sell delta: 29
Buy/sell ratio: 1.018136
Avg trade size: 32.27
Large trade count: 5
Largest trade size: 264

Candle

Return 1: 0.40674
Return 3: -0.019286
Volume 1: 1974
Volume avg 5: 3722.6
Momentum 5: 0.07722

Cross Exchange

Mid avg: 0.5178275
Mid median: 0.5175875
Price deviation %: -0.072901
Spread %: 0.489545

Funding / OI / Volume

Funding rate: -0.000299
Funding delta: 0
Funding abs: 0.000299
Funding pressure: 0.000299
Open interest: -
Volume 24h: 6742731
Quote volume 24h: 32110538.129
Price change 24h %: 27.59

Quality

Capture latency ms: 4413
Order book timestamp: 2026-07-04 11:43:45.337000+02:00
Ticker timestamp: 2026-07-04 11:43:42.868000+02:00
Trades timestamp: 2026-07-04 11:43:41.922000+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: 0.51532
Best ask: 0.51963
Spread: 0.00431
Spread %: 0.83289
Mid price: 0.517475
Last price: 0.51963
Mark price: -
Index price: -

Order Book

Bid depth 5: 23363
Ask depth 5: 4816
Bid depth 10: 31052
Ask depth 10: 25191
Bid depth 20: 138924
Ask depth 20: 139851
Imbalance 5: 0.658185
Imbalance 10: 0.104209
Imbalance 20: -0.003325
Top bid size: 211
Top ask size: 150
Bid wall score: 0.001519
Ask wall score: 0.001073

Dynamics

Bid depth 5 delta: 17702
Ask depth 5 delta: -10162
Imbalance 5 delta: 1.109612
Bid depth 10 delta: 1549
Ask depth 10 delta: 3644
Imbalance 10 delta: -0.051639
Spread delta: 0.00261
Mid price delta: 0.001185
Wall shift score: 0.002457

Tape

Buy volume: 13260
Sell volume: 7764
Buy/sell delta: 5496
Buy/sell ratio: 1.707883
Avg trade size: 210.24
Large trade count: 2
Largest trade size: 2658

Candle

Return 1: -0.408234
Return 3: 0.629381
Volume 1: 218
Volume avg 5: 934
Momentum 5: 0.504816

Cross Exchange

Mid avg: 0.51753125
Mid median: 0.51725
Price deviation %: -0.010869
Spread %: 0.58837

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 87928
Volume 24h: 2611136
Quote volume 24h: 2611136
Price change 24h %: 27.823969

Quality

Capture latency ms: 5607
Order book timestamp: 2026-07-04 11:43:41.137000+02:00
Ticker timestamp: 2026-07-04 11:43:41.414000+02:00
Trades timestamp: 2026-07-04 11:43:29.318000+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: 0.51883
Best ask: 0.51984
Spread: 0.00101
Spread %: 0.194479
Mid price: 0.519335
Last price: 0.51981
Mark price: 0.51887
Index price: 0.51889

Order Book

Bid depth 5: 8
Ask depth 5: 7
Bid depth 10: 32
Ask depth 10: 28
Bid depth 20: 50
Ask depth 20: 43
Imbalance 5: 0.066667
Imbalance 10: 0.066667
Imbalance 20: 0.075269
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02
Ask wall score: 0.023256

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -15
Imbalance 5 delta: 0.533333
Bid depth 10 delta: 1
Ask depth 10 delta: -3
Imbalance 10 delta: 0.066667
Spread delta: -0.00005
Mid price delta: 0.001055
Wall shift score: -0.003256

Tape

Buy volume: 199
Sell volume: 110
Buy/sell delta: 89
Buy/sell ratio: 1.809091
Avg trade size: 3.09
Large trade count: 7
Largest trade size: 19

Candle

Return 1: 0.39012
Return 3: -0.337443
Volume 1: 36
Volume avg 5: 105.2
Momentum 5: 0.271991

Cross Exchange

Mid avg: 0.5172675
Mid median: 0.51725
Price deviation %: 0.399696
Spread %: 0.384714

Funding / OI / Volume

Funding rate: -0.000016
Funding delta: -0.000005
Funding abs: 0.000016
Funding pressure: 0.000021
Open interest: -
Volume 24h: 16394200
Quote volume 24h: 8306999
Price change 24h %: 21.56

Quality

Capture latency ms: 9752
Order book timestamp: 2026-07-04 11:43:25+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:18.201000+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: 0.5176
Best ask: 0.5178
Spread: 0.0002
Spread %: 0.038632
Mid price: 0.5177
Last price: 0.5173
Mark price: -
Index price: -

Order Book

Bid depth 5: 2751
Ask depth 5: 2932
Bid depth 10: 10038
Ask depth 10: 9039
Bid depth 20: 18323
Ask depth 20: 36979
Imbalance 5: -0.031849
Imbalance 10: 0.052367
Imbalance 20: -0.337348
Top bid size: 189
Top ask size: 12
Bid wall score: 0.010315
Ask wall score: 0.000325

Dynamics

Bid depth 5 delta: -5655
Ask depth 5 delta: 1286
Imbalance 5 delta: -0.704352
Bid depth 10 delta: -1350
Ask depth 10 delta: 1532
Imbalance 10 delta: -0.153032
Spread delta: 0.0001
Mid price delta: -0.00095
Wall shift score: -0.013013

Tape

Buy volume: 14007
Sell volume: 6320
Buy/sell delta: 7687
Buy/sell ratio: 2.216297
Avg trade size: 203.27
Large trade count: 9
Largest trade size: 1300

Candle

Return 1: -0.077354
Return 3: -0.308702
Volume 1: 24570
Volume avg 5: 185690.6
Momentum 5: -0.347155

Cross Exchange

Mid avg: 0.517505
Mid median: 0.51754
Price deviation %: 0.037681
Spread %: 0.456034

Funding / OI / Volume

Funding rate: -0.00029545
Funding delta: 0.00000436
Funding abs: 0.00029545
Funding pressure: 0.00029981
Open interest: 19703616
Volume 24h: 288246814
Quote volume 24h: 141130614.47825
Price change 24h %: 20.611

Quality

Capture latency ms: 7442
Order book timestamp: 2026-07-04 11:43:15.101000+02:00
Ticker timestamp: 2026-07-04 11:43:08.619000+02:00
Trades timestamp: 2026-07-04 11:43:16.797000+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: 0.5165
Best ask: 0.5171
Spread: 0.0006
Spread %: 0.116099
Mid price: 0.5168
Last price: 0.5169
Mark price: -
Index price: 0.5176

Order Book

Bid depth 5: 271
Ask depth 5: 156
Bid depth 10: 1087
Ask depth 10: 445
Bid depth 20: 2854
Ask depth 20: 13939
Imbalance 5: 0.269321
Imbalance 10: 0.41906
Imbalance 20: -0.660096
Top bid size: 23
Top ask size: 39
Bid wall score: 0.008059
Ask wall score: 0.002798

Dynamics

Bid depth 5 delta: 110
Ask depth 5 delta: -523
Imbalance 5 delta: 0.885988
Bid depth 10 delta: -208
Ask depth 10 delta: -9962
Imbalance 10 delta: 1.19773
Spread delta: -0.0003
Mid price delta: -0.00215
Wall shift score: 0.004473

Tape

Buy volume: 904
Sell volume: 1760
Buy/sell delta: -856
Buy/sell ratio: 0.513636
Avg trade size: 26.64
Large trade count: 7
Largest trade size: 160

Candle

Return 1: 0.038737
Return 3: -0.385728
Volume 1: 40
Volume avg 5: 3335.8
Momentum 5: -0.289575

Cross Exchange

Mid avg: 0.5180425
Mid median: 0.518465
Price deviation %: -0.239845
Spread %: 0.513471

Funding / OI / Volume

Funding rate: -0.000299
Funding delta: 0.000001
Funding abs: 0.000299
Funding pressure: 0.0003
Open interest: -
Volume 24h: 6740973
Quote volume 24h: 32101415.568
Price change 24h %: 27.22

Quality

Capture latency ms: 4982
Order book timestamp: 2026-07-04 11:43:08.216000+02:00
Ticker timestamp: 2026-07-04 11:43:06.817000+02:00
Trades timestamp: 2026-07-04 11:43:07.888000+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: 0.51544
Best ask: 0.51714
Spread: 0.0017
Spread %: 0.329272
Mid price: 0.51629
Last price: 0.52176
Mark price: -
Index price: -

Order Book

Bid depth 5: 5661
Ask depth 5: 14978
Bid depth 10: 29503
Ask depth 10: 21547
Bid depth 20: 88811
Ask depth 20: 247163
Imbalance 5: -0.451427
Imbalance 10: 0.155847
Imbalance 20: -0.471322
Top bid size: 115
Top ask size: 817
Bid wall score: 0.001295
Ask wall score: 0.003306

Dynamics

Bid depth 5 delta: 2449
Ask depth 5 delta: 1896
Imbalance 5 delta: 0.154318
Bid depth 10 delta: -726
Ask depth 10 delta: 2359
Imbalance 10 delta: -0.067578
Spread delta: 0.00021
Mid price delta: 0.000205
Wall shift score: 0.01004

Tape

Buy volume: 13196
Sell volume: 7828
Buy/sell delta: 5368
Buy/sell ratio: 1.685743
Avg trade size: 210.24
Large trade count: 2
Largest trade size: 2658

Candle

Return 1: 0
Return 3: 1.041868
Volume 1: 0
Volume avg 5: 890.4
Momentum 5: 0.916792

Cross Exchange

Mid avg: 0.51799125
Mid median: 0.518465
Price deviation %: -0.328432
Spread %: 0.553098

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 88060
Volume 24h: 2610918
Quote volume 24h: 2610918
Price change 24h %: 28.347929

Quality

Capture latency ms: 5595
Order book timestamp: 2026-07-04 11:43:03.295000+02:00
Ticker timestamp: 2026-07-04 11:43:03.612000+02:00
Trades timestamp: 2026-07-04 11:42:30.691000+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: 0.51775
Best ask: 0.51881
Spread: 0.00106
Spread %: 0.204523
Mid price: 0.51828
Last price: 0.51914
Mark price: 0.51935
Index price: 0.519303

Order Book

Bid depth 5: 8
Ask depth 5: 22
Bid depth 10: 31
Ask depth 10: 31
Bid depth 20: 47
Ask depth 20: 47
Imbalance 5: -0.466667
Imbalance 10: 0
Imbalance 20: 0
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021277
Ask wall score: 0.021277

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 15
Imbalance 5 delta: -0.533333
Bid depth 10 delta: 16
Ask depth 10 delta: -1
Imbalance 10 delta: 0.361702
Spread delta: 0.00033
Mid price delta: 0.001465
Wall shift score: -0.044809

Tape

Buy volume: 132
Sell volume: 179
Buy/sell delta: -47
Buy/sell ratio: 0.73743
Avg trade size: 3.11
Large trade count: 9
Largest trade size: 19

Candle

Return 1: 0.8548
Return 3: 1.297586
Volume 1: 15
Volume avg 5: 100.6
Momentum 5: 0.583186

Cross Exchange

Mid avg: 0.517625
Mid median: 0.5177325
Price deviation %: 0.126539
Spread %: 0.553489

Funding / OI / Volume

Funding rate: -0.000011
Funding delta: 0
Funding abs: 0.000011
Funding pressure: 0.000011
Open interest: -
Volume 24h: 16388600
Quote volume 24h: 8304097
Price change 24h %: 21.39

Quality

Capture latency ms: 9458
Order book timestamp: 2026-07-04 11:42:47+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:18.164000+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: 0.5186
Best ask: 0.5187
Spread: 0.0001
Spread %: 0.019281
Mid price: 0.51865
Last price: 0.5184
Mark price: -
Index price: -

Order Book

Bid depth 5: 8406
Ask depth 5: 1646
Bid depth 10: 11388
Ask depth 10: 7507
Bid depth 20: 18182
Ask depth 20: 20497
Imbalance 5: 0.672503
Imbalance 10: 0.205398
Imbalance 20: -0.059852
Top bid size: 428
Top ask size: 11
Bid wall score: 0.02354
Ask wall score: 0.000537

Dynamics

Bid depth 5 delta: 5453
Ask depth 5 delta: -199
Imbalance 5 delta: 0.441573
Bid depth 10 delta: -823
Ask depth 10 delta: 411
Imbalance 10 delta: -0.059532
Spread delta: 0
Mid price delta: 0.0048
Wall shift score: 0.024483

Tape

Buy volume: 16350
Sell volume: 8884
Buy/sell delta: 7466
Buy/sell ratio: 1.840387
Avg trade size: 252.34
Large trade count: 9
Largest trade size: 1540

Candle

Return 1: 0.874636
Return 3: 1.684953
Volume 1: 66368
Volume avg 5: 190139.8
Momentum 5: 0.581395

Cross Exchange

Mid avg: 0.516425
Mid median: 0.51645
Price deviation %: 0.430847
Spread %: 0.987559

Funding / OI / Volume

Funding rate: -0.00029981
Funding delta: 0.00000083
Funding abs: 0.00029981
Funding pressure: 0.00030064
Open interest: 19694429
Volume 24h: 288226542
Quote volume 24h: 141112447.28025
Price change 24h %: 21.15

Quality

Capture latency ms: 6495
Order book timestamp: 2026-07-04 11:42:37.379000+02:00
Ticker timestamp: 2026-07-04 11:42:30.649000+02:00
Trades timestamp: 2026-07-04 11:42:38.952000+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: 0.5185
Best ask: 0.5194
Spread: 0.0009
Spread %: 0.173427
Mid price: 0.51895
Last price: 0.5194
Mark price: -
Index price: 0.5172

Order Book

Bid depth 5: 161
Ask depth 5: 679
Bid depth 10: 1295
Ask depth 10: 10407
Bid depth 20: 8725
Ask depth 20: 28181
Imbalance 5: -0.616667
Imbalance 10: -0.77867
Imbalance 20: -0.527177
Top bid size: 27
Top ask size: 65
Bid wall score: 0.003095
Ask wall score: 0.002307

Dynamics

Bid depth 5 delta: -192
Ask depth 5 delta: 499
Imbalance 5 delta: -0.941245
Bid depth 10 delta: 487
Ask depth 10 delta: 9175
Imbalance 10 delta: -0.570827
Spread delta: 0.0008
Mid price delta: 0.0049
Wall shift score: -0.014389

Tape

Buy volume: 1196
Sell volume: 1339
Buy/sell delta: -143
Buy/sell ratio: 0.893204
Avg trade size: 25.35
Large trade count: 4
Largest trade size: 143

Candle

Return 1: 0.991639
Return 3: 1.723463
Volume 1: 1360
Volume avg 5: 3294
Momentum 5: 0.756547

Cross Exchange

Mid avg: 0.5152
Mid median: 0.5150675
Price deviation %: 0.727873
Spread %: 0.575505

Funding / OI / Volume

Funding rate: -0.0003
Funding delta: 0
Funding abs: 0.0003
Funding pressure: 0.0003
Open interest: -
Volume 24h: 6739785
Quote volume 24h: 32095258.778
Price change 24h %: 27.83

Quality

Capture latency ms: 5633
Order book timestamp: 2026-07-04 11:42:31.492000+02:00
Ticker timestamp: 2026-07-04 11:42:30.886000+02:00
Trades timestamp: 2026-07-04 11:42:31.651000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 27621
gate: 27622
htx: 27411
mexc: 27617

By Symbol

VELVET/USDT:USDT: 110271

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