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: 110734
Total labels: 332202
Pending labels: 312719
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 19:27:31.001937+02:00
Recent trades snapshots: 110726
Micro candles: 2214460
Avg data quality: 75.9107049325410443
Latest latency: 9638 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 241 of 11074 · 110734 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-04 12:57:22.753377+02:00	gate	VELVET/USDT:USDT	0.57623	68	9753 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 12:57:12.875069+02:00	binance	VELVET/USDT:USDT	0.57655	80	7415 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 12:57:05.348312+02:00	mexc	VELVET/USDT:USDT	0.57615	78	4534 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 12:57:00.735754+02:00	htx	VELVET/USDT:USDT	0.57521	80	6470 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 12:56:44.780238+02:00	gate	VELVET/USDT:USDT	0.576475	68	9715 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 12:56:34.954695+02:00	binance	VELVET/USDT:USDT	0.5748	80	7721 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 12:56:27.127249+02:00	mexc	VELVET/USDT:USDT	0.5738	78	4154 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 12:56:22.912540+02:00	htx	VELVET/USDT:USDT	0.574595	90	4977 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 12:56:07.734386+02:00	gate	VELVET/USDT:USDT	0.57394	68	9653 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 12:55:57.905693+02:00	binance	VELVET/USDT:USDT	0.5742	80	6930 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.57588
Best ask: 0.57658
Spread: 0.0007
Spread %: 0.121479
Mid price: 0.57623
Last price: 0.57694
Mark price: 0.57685
Index price: 0.576573

Order Book

Bid depth 5: 7
Ask depth 5: 15
Bid depth 10: 15
Ask depth 10: 23
Bid depth 20: 46
Ask depth 20: 56
Imbalance 5: -0.363636
Imbalance 10: -0.210526
Imbalance 20: -0.098039
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021739
Ask wall score: 0.017857

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 7
Imbalance 5 delta: -0.42246
Bid depth 10 delta: -4
Ask depth 10 delta: -10
Imbalance 10 delta: 0.058704
Spread delta: -0.00023
Mid price delta: -0.000245
Wall shift score: -0.009625

Tape

Buy volume: 148
Sell volume: 118
Buy/sell delta: 30
Buy/sell ratio: 1.254237
Avg trade size: 2.66
Large trade count: 7
Largest trade size: 16

Candle

Return 1: 0.24325
Return 3: -0.034654
Volume 1: 10
Volume avg 5: 132.2
Momentum 5: 1.456055

Cross Exchange

Mid avg: 0.57609625
Mid median: 0.5763125
Price deviation %: 0.023217
Spread %: 0.2326

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 17333200
Quote volume 24h: 8850989
Price change 24h %: 35.74

Quality

Capture latency ms: 9753
Order book timestamp: 2026-07-04 12:57:21+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:22.635000+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: 0.5765
Best ask: 0.5766
Spread: 0.0001
Spread %: 0.017345
Mid price: 0.57655
Last price: 0.5762
Mark price: -
Index price: -

Order Book

Bid depth 5: 8766
Ask depth 5: 270690
Bid depth 10: 15885
Ask depth 10: 271818
Bid depth 20: 49430
Ask depth 20: 283286
Imbalance 5: -0.937264
Imbalance 10: -0.889574
Imbalance 20: -0.70287
Top bid size: 437
Top ask size: 44
Bid wall score: 0.008841
Ask wall score: 0.000155

Dynamics

Bid depth 5 delta: 3113
Ask depth 5 delta: 267115
Imbalance 5 delta: -1.162448
Bid depth 10 delta: -2242
Ask depth 10 delta: 260165
Imbalance 10 delta: -1.106968
Spread delta: -0.0001
Mid price delta: 0.00175
Wall shift score: -0.012894

Tape

Buy volume: 26142
Sell volume: 10108
Buy/sell delta: 16034
Buy/sell ratio: 2.586268
Avg trade size: 362.5
Large trade count: 7
Largest trade size: 3297

Candle

Return 1: 0.243394
Return 3: 0.138937
Volume 1: 47545
Volume avg 5: 298648.4
Momentum 5: 1.53196

Cross Exchange

Mid avg: 0.57565875
Mid median: 0.57568
Price deviation %: 0.154823
Spread %: 0.290971

Funding / OI / Volume

Funding rate: -0.00029108
Funding delta: 0.00000647
Funding abs: 0.00029108
Funding pressure: 0.00029755
Open interest: 20056102
Volume 24h: 303254099
Quote volume 24h: 150462033.88557
Price change 24h %: 35.29

Quality

Capture latency ms: 7415
Order book timestamp: 2026-07-04 12:57:10.733000+02:00
Ticker timestamp: 2026-07-04 12:57:03.641000+02:00
Trades timestamp: 2026-07-04 12:57:12.222000+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: 0.5758
Best ask: 0.5765
Spread: 0.0007
Spread %: 0.121496
Mid price: 0.57615
Last price: 0.5748
Mark price: -
Index price: 0.576

Order Book

Bid depth 5: 131
Ask depth 5: 149
Bid depth 10: 416
Ask depth 10: 626
Bid depth 20: 2429
Ask depth 20: 6564
Imbalance 5: -0.064286
Imbalance 10: -0.201536
Imbalance 20: -0.459802
Top bid size: 21
Top ask size: 20
Bid wall score: 0.008646
Ask wall score: 0.003047

Dynamics

Bid depth 5 delta: -1012
Ask depth 5 delta: 43
Imbalance 5 delta: -0.89455
Bid depth 10 delta: -2462
Ask depth 10 delta: 351
Imbalance 10 delta: -1.027098
Spread delta: 0.0003
Mid price delta: 0.00235
Wall shift score: 0.019366

Tape

Buy volume: 968
Sell volume: 864
Buy/sell delta: 104
Buy/sell ratio: 1.12037
Avg trade size: 18.32
Large trade count: 1
Largest trade size: 83

Candle

Return 1: 0.069638
Return 3: -0.086911
Volume 1: 19
Volume avg 5: 4268
Momentum 5: 1.054852

Cross Exchange

Mid avg: 0.57507125
Mid median: 0.575005
Price deviation %: 0.187585
Spread %: 0.46516

Funding / OI / Volume

Funding rate: -0.000297
Funding delta: 0
Funding abs: 0.000297
Funding pressure: 0.000297
Open interest: -
Volume 24h: 6730204
Quote volume 24h: 32526830.196
Price change 24h %: 41.47

Quality

Capture latency ms: 4534
Order book timestamp: 2026-07-04 12:57:03.911000+02:00
Ticker timestamp: 2026-07-04 12:57:03.735000+02:00
Trades timestamp: 2026-07-04 12:57:01.477000+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: 0.57438
Best ask: 0.57604
Spread: 0.00166
Spread %: 0.28859
Mid price: 0.57521
Last price: 0.5761
Mark price: -
Index price: -

Order Book

Bid depth 5: 8764
Ask depth 5: 36194
Bid depth 10: 22770
Ask depth 10: 104892
Bid depth 20: 33356
Ask depth 20: 201056
Imbalance 5: -0.610125
Imbalance 10: -0.643277
Imbalance 20: -0.715407
Top bid size: 1320
Top ask size: 473
Bid wall score: 0.039573
Ask wall score: 0.002353

Dynamics

Bid depth 5 delta: -77
Ask depth 5 delta: 33780
Imbalance 5 delta: -1.18116
Bid depth 10 delta: 12515
Ask depth 10 delta: 95470
Imbalance 10 delta: -0.68561
Spread delta: -0.01173
Mid price delta: 0.000615
Wall shift score: 0.044205

Tape

Buy volume: 6518
Sell volume: 13324
Buy/sell delta: -6806
Buy/sell ratio: 0.489192
Avg trade size: 198.42
Large trade count: 3
Largest trade size: 1830

Candle

Return 1: 0
Return 3: 0.026044
Volume 1: 0
Volume avg 5: 406.4
Momentum 5: 1.09678

Cross Exchange

Mid avg: 0.5749175
Mid median: 0.5746975
Price deviation %: 0.050877
Spread %: 0.465284

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 94573
Volume 24h: 2637608
Quote volume 24h: 2637608
Price change 24h %: 41.715045

Quality

Capture latency ms: 6470
Order book timestamp: 2026-07-04 12:56:58.195000+02:00
Ticker timestamp: 2026-07-04 12:56:58.694000+02:00
Trades timestamp: 2026-07-04 12:56:46.248000+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: 0.57601
Best ask: 0.57694
Spread: 0.00093
Spread %: 0.161325
Mid price: 0.576475
Last price: 0.57515
Mark price: 0.57625
Index price: 0.57625

Order Book

Bid depth 5: 9
Ask depth 5: 8
Bid depth 10: 19
Ask depth 10: 33
Bid depth 20: 50
Ask depth 20: 154
Imbalance 5: 0.058824
Imbalance 10: -0.269231
Imbalance 20: -0.509804
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02
Ask wall score: 0.006494

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 1
Imbalance 5 delta: -0.007843
Bid depth 10 delta: 1
Ask depth 10 delta: 19
Imbalance 10 delta: -0.394231
Spread delta: 0.00001
Mid price delta: 0.002535
Wall shift score: 0.01662

Tape

Buy volume: 124
Sell volume: 117
Buy/sell delta: 7
Buy/sell ratio: 1.059829
Avg trade size: 2.41
Large trade count: 6
Largest trade size: 15

Candle

Return 1: -0.029549
Return 3: 0.979686
Volume 1: 56
Volume avg 5: 140.4
Momentum 5: 0.836285

Cross Exchange

Mid avg: 0.57428375
Mid median: 0.5742675
Price deviation %: 0.381562
Spread %: 0.17413

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 17325900
Quote volume 24h: 8846785
Price change 24h %: 35.09

Quality

Capture latency ms: 9715
Order book timestamp: 2026-07-04 12:56:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:22.591000+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: 0.5747
Best ask: 0.5749
Spread: 0.0002
Spread %: 0.034795
Mid price: 0.5748
Last price: 0.5751
Mark price: -
Index price: -

Order Book

Bid depth 5: 5653
Ask depth 5: 3575
Bid depth 10: 18127
Ask depth 10: 11653
Bid depth 20: 24535
Ask depth 20: 20795
Imbalance 5: 0.225184
Imbalance 10: 0.217394
Imbalance 20: 0.082506
Top bid size: 966
Top ask size: 370
Bid wall score: 0.039372
Ask wall score: 0.017793

Dynamics

Bid depth 5 delta: 837
Ask depth 5 delta: 353
Imbalance 5 delta: 0.026876
Bid depth 10 delta: 9878
Ask depth 10 delta: 2078
Imbalance 10 delta: 0.291788
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: -0.000013

Tape

Buy volume: 8595
Sell volume: 7525
Buy/sell delta: 1070
Buy/sell ratio: 1.142193
Avg trade size: 161.2
Large trade count: 5
Largest trade size: 754

Candle

Return 1: 0.139397
Return 3: 0.842253
Volume 1: 117472
Volume avg 5: 287949.2
Momentum 5: 0.859951

Cross Exchange

Mid avg: 0.57413375
Mid median: 0.57407
Price deviation %: 0.116044
Spread %: 0.138469

Funding / OI / Volume

Funding rate: -0.00029755
Funding delta: 0
Funding abs: 0.00029755
Funding pressure: 0.00029755
Open interest: 20037218
Volume 24h: 303201630
Quote volume 24h: 150420204.24467
Price change 24h %: 35.605

Quality

Capture latency ms: 7721
Order book timestamp: 2026-07-04 12:56:32.800000+02:00
Ticker timestamp: 2026-07-04 12:56:29.678000+02:00
Trades timestamp: 2026-07-04 12:56:34.444000+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: 0.5736
Best ask: 0.574
Spread: 0.0004
Spread %: 0.069711
Mid price: 0.5738
Last price: 0.5731
Mark price: -
Index price: 0.5751

Order Book

Bid depth 5: 1143
Ask depth 5: 106
Bid depth 10: 2878
Ask depth 10: 275
Bid depth 20: 15017
Ask depth 20: 1141
Imbalance 5: 0.830264
Imbalance 10: 0.825563
Imbalance 20: 0.85877
Top bid size: 17
Top ask size: 17
Bid wall score: 0.001132
Ask wall score: 0.014899

Dynamics

Bid depth 5 delta: 689
Ask depth 5 delta: -74
Imbalance 5 delta: 0.398088
Bid depth 10 delta: 211
Ask depth 10 delta: -58
Imbalance 10 delta: 0.047563
Spread delta: 0.0002
Mid price delta: -0.0004
Wall shift score: -0.006639

Tape

Buy volume: 797
Sell volume: 2014
Buy/sell delta: -1217
Buy/sell ratio: 0.39573
Avg trade size: 28.11
Large trade count: 7
Largest trade size: 210

Candle

Return 1: 0.034898
Return 3: 0.667252
Volume 1: 1703
Volume avg 5: 4455.6
Momentum 5: 0.755712

Cross Exchange

Mid avg: 0.57423375
Mid median: 0.5742
Price deviation %: -0.075535
Spread %: 0.114065

Funding / OI / Volume

Funding rate: -0.000297
Funding delta: 0.000002
Funding abs: 0.000297
Funding pressure: 0.000299
Open interest: -
Volume 24h: 6728132
Quote volume 24h: 32514900.444
Price change 24h %: 41.05

Quality

Capture latency ms: 4154
Order book timestamp: 2026-07-04 12:56:25.689000+02:00
Ticker timestamp: 2026-07-04 12:56:24.890000+02:00
Trades timestamp: 2026-07-04 12:56:24.306000+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: 0.5679
Best ask: 0.58129
Spread: 0.01339
Spread %: 2.330337
Mid price: 0.574595
Last price: 0.58295
Mark price: -
Index price: -

Order Book

Bid depth 5: 8841
Ask depth 5: 2414
Bid depth 10: 10255
Ask depth 10: 9422
Bid depth 20: 18048
Ask depth 20: 15273
Imbalance 5: 0.571035
Imbalance 10: 0.042334
Imbalance 20: 0.083281
Top bid size: 993
Top ask size: 947
Bid wall score: 0.05502
Ask wall score: 0.062005

Dynamics

Bid depth 5 delta: 1732
Ask depth 5 delta: -1698
Imbalance 5 delta: 0.303947
Bid depth 10 delta: -3713
Ask depth 10 delta: -1997
Imbalance 10 delta: -0.058072
Spread delta: 0.01175
Mid price delta: -0.000415
Wall shift score: -0.015811

Tape

Buy volume: 6518
Sell volume: 13188
Buy/sell delta: -6670
Buy/sell ratio: 0.494237
Avg trade size: 197.06
Large trade count: 3
Largest trade size: 1830

Candle

Return 1: 0
Return 3: 1.949983
Volume 1: 0
Volume avg 5: 372
Momentum 5: 2.298851

Cross Exchange

Mid avg: 0.5743375
Mid median: 0.5742
Price deviation %: 0.044834
Spread %: 0.186302

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 94210
Volume 24h: 2637436
Quote volume 24h: 2637436
Price change 24h %: 43.400079

Quality

Capture latency ms: 4977
Order book timestamp: 2026-07-04 12:56:21.595000+02:00
Ticker timestamp: 2026-07-04 12:56:21.906000+02:00
Trades timestamp: 2026-07-04 12:55:00.622000+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: 0.57348
Best ask: 0.5744
Spread: 0.00092
Spread %: 0.160296
Mid price: 0.57394
Last price: 0.57372
Mark price: 0.57378
Index price: 0.573777

Order Book

Bid depth 5: 8
Ask depth 5: 7
Bid depth 10: 18
Ask depth 10: 14
Bid depth 20: 47
Ask depth 20: 41
Imbalance 5: 0.066667
Imbalance 10: 0.125
Imbalance 20: 0.068182
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021277
Ask wall score: 0.02439

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -3
Imbalance 5 delta: -0.024242
Bid depth 10 delta: -4
Ask depth 10 delta: -20
Imbalance 10 delta: 0.339286
Spread delta: 0.00004
Mid price delta: -0.00173
Wall shift score: 0.004342

Tape

Buy volume: 123
Sell volume: 90
Buy/sell delta: 33
Buy/sell ratio: 1.366667
Avg trade size: 2.13
Large trade count: 6
Largest trade size: 15

Candle

Return 1: -0.278106
Return 3: 0.72862
Volume 1: 4
Volume avg 5: 130
Momentum 5: 0.585575

Cross Exchange

Mid avg: 0.57477
Mid median: 0.574605
Price deviation %: -0.144406
Spread %: 0.255754

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 17324300
Quote volume 24h: 8845867
Price change 24h %: 35.19

Quality

Capture latency ms: 9653
Order book timestamp: 2026-07-04 12:56:06+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:22.560000+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: 0.5741
Best ask: 0.5743
Spread: 0.0002
Spread %: 0.034831
Mid price: 0.5742
Last price: 0.5751
Mark price: -
Index price: -

Order Book

Bid depth 5: 4816
Ask depth 5: 3222
Bid depth 10: 8249
Ask depth 10: 9575
Bid depth 20: 18427
Ask depth 20: 28988
Imbalance 5: 0.198308
Imbalance 10: -0.074394
Imbalance 20: -0.222735
Top bid size: 546
Top ask size: 233
Bid wall score: 0.02963
Ask wall score: 0.008038

Dynamics

Bid depth 5 delta: 3613
Ask depth 5 delta: 367
Imbalance 5 delta: 0.605405
Bid depth 10 delta: 2720
Ask depth 10 delta: -876
Imbalance 10 delta: 0.233616
Spread delta: 0
Mid price delta: -0.0007
Wall shift score: -0.030571

Tape

Buy volume: 12084
Sell volume: 10592
Buy/sell delta: 1492
Buy/sell ratio: 1.140861
Avg trade size: 226.76
Large trade count: 5
Largest trade size: 1682

Candle

Return 1: -0.260507
Return 3: 1.126959
Volume 1: 362894
Volume avg 5: 290061
Momentum 5: 1.002462

Cross Exchange

Mid avg: 0.574945
Mid median: 0.574955
Price deviation %: -0.129578
Spread %: 0.255677

Funding / OI / Volume

Funding rate: -0.00029755
Funding delta: 0
Funding abs: 0.00029755
Funding pressure: 0.00029755
Open interest: 20047499
Volume 24h: 303160272
Quote volume 24h: 150382110.24097
Price change 24h %: 34.968

Quality

Capture latency ms: 6930
Order book timestamp: 2026-07-04 12:55:55.746000+02:00
Ticker timestamp: 2026-07-04 12:55:51.192000+02:00
Trades timestamp: 2026-07-04 12:55:57.180000+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: 27738
gate: 27739
htx: 27525
mexc: 27732

By Symbol

VELVET/USDT:USDT: 110734

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