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: 111119
Total labels: 333357
Pending labels: 313874
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 20:32:22.581707+02:00
Recent trades snapshots: 111111
Micro candles: 2222160
Avg data quality: 75.9109783205392417
Latest latency: 5476 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 242 of 11112 · 111119 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-04 13:56:22.839706+02:00	gate	VELVET/USDT:USDT	0.599925	68	9705 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 13:56:13.028595+02:00	binance	VELVET/USDT:USDT	0.59985	80	6046 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 13:56:06.873399+02:00	mexc	VELVET/USDT:USDT	0.59915	78	4418 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 13:56:02.358463+02:00	htx	VELVET/USDT:USDT	0.599395	80	5804 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 13:55:46.319742+02:00	gate	VELVET/USDT:USDT	0.5955	68	9603 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 13:55:36.604212+02:00	binance	VELVET/USDT:USDT	0.59575	80	6916 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 13:55:29.516319+02:00	mexc	VELVET/USDT:USDT	0.5976	78	4203 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 13:55:25.250389+02:00	htx	VELVET/USDT:USDT	0.594905	80	5067 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 13:55:09.466409+02:00	gate	VELVET/USDT:USDT	0.598005	68	9746 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 13:54:59.616936+02:00	binance	VELVET/USDT:USDT	0.5987	80	5830 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.59942
Best ask: 0.60043
Spread: 0.00101
Spread %: 0.168354
Mid price: 0.599925
Last price: 0.60011
Mark price: 0.59978
Index price: 0.599787

Order Book

Bid depth 5: 9
Ask depth 5: 10
Bid depth 10: 17
Ask depth 10: 30
Bid depth 20: 47
Ask depth 20: 50
Imbalance 5: -0.052632
Imbalance 10: -0.276596
Imbalance 20: -0.030928
Top bid size: 1
Top ask size: 2
Bid wall score: 0.021277
Ask wall score: 0.04

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.05848
Bid depth 10 delta: 2
Ask depth 10 delta: -1
Imbalance 10 delta: 0.07123
Spread delta: -0.00029
Mid price delta: 0.004425
Wall shift score: 0.001608

Tape

Buy volume: 123
Sell volume: 69
Buy/sell delta: 54
Buy/sell ratio: 1.782609
Avg trade size: 1.92
Large trade count: 5
Largest trade size: 15

Candle

Return 1: 0.576533
Return 3: 0.858824
Volume 1: 29
Volume avg 5: 58.2
Momentum 5: 0.181964

Cross Exchange

Mid avg: 0.59847375
Mid median: 0.5992725
Price deviation %: 0.242492
Spread %: 0.726849

Funding / OI / Volume

Funding rate: 0.000089
Funding delta: -0.000003
Funding abs: 0.000089
Funding pressure: 0.000092
Open interest: -
Volume 24h: 18829400
Quote volume 24h: 9846274
Price change 24h %: 42.06

Quality

Capture latency ms: 9705
Order book timestamp: 2026-07-04 13:56:21+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:26.181000+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: 0.5997
Best ask: 0.6
Spread: 0.0003
Spread %: 0.050013
Mid price: 0.59985
Last price: 0.6004
Mark price: -
Index price: -

Order Book

Bid depth 5: 3096
Ask depth 5: 2728
Bid depth 10: 8939
Ask depth 10: 7455
Bid depth 20: 20746
Ask depth 20: 18339
Imbalance 5: 0.063187
Imbalance 10: 0.090521
Imbalance 20: 0.061584
Top bid size: 136
Top ask size: 230
Bid wall score: 0.006555
Ask wall score: 0.012542

Dynamics

Bid depth 5 delta: 1455
Ask depth 5 delta: -3128
Imbalance 5 delta: 0.625412
Bid depth 10 delta: 403
Ask depth 10 delta: -14968
Imbalance 10 delta: 0.539082
Spread delta: 0.0002
Mid price delta: 0.0041
Wall shift score: 0.111468

Tape

Buy volume: 7691
Sell volume: 16709
Buy/sell delta: -9018
Buy/sell ratio: 0.460291
Avg trade size: 244
Large trade count: 9
Largest trade size: 2412

Candle

Return 1: 0.856711
Return 3: 1.230821
Volume 1: 58842
Volume avg 5: 231927.4
Momentum 5: 0.41813

Cross Exchange

Mid avg: 0.59744875
Mid median: 0.59745
Price deviation %: 0.401917
Spread %: 0.651939

Funding / OI / Volume

Funding rate: -0.00006741
Funding delta: 0.00000373
Funding abs: 0.00006741
Funding pressure: 0.00007114
Open interest: 19418653
Volume 24h: 333700427
Quote volume 24h: 170881869.31005
Price change 24h %: 43.055

Quality

Capture latency ms: 6046
Order book timestamp: 2026-07-04 13:56:10.880000+02:00
Ticker timestamp: 2026-07-04 13:56:03.171000+02:00
Trades timestamp: 2026-07-04 13:56:12.216000+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: 0.599
Best ask: 0.5993
Spread: 0.0003
Spread %: 0.050071
Mid price: 0.59915
Last price: 0.5978
Mark price: -
Index price: 0.5971

Order Book

Bid depth 5: 124
Ask depth 5: 120
Bid depth 10: 342
Ask depth 10: 419
Bid depth 20: 21684
Ask depth 20: 2115
Imbalance 5: 0.016393
Imbalance 10: -0.101183
Imbalance 20: 0.822261
Top bid size: 1
Top ask size: 17
Bid wall score: 0.000046
Ask wall score: 0.008038

Dynamics

Bid depth 5 delta: -45
Ask depth 5 delta: 6
Imbalance 5 delta: -0.177953
Bid depth 10 delta: -152
Ask depth 10 delta: 50
Imbalance 10 delta: -0.246026
Spread delta: -0.0001
Mid price delta: 0.00155
Wall shift score: -0.005219

Tape

Buy volume: 1471
Sell volume: 611
Buy/sell delta: 860
Buy/sell ratio: 2.407529
Avg trade size: 20.82
Large trade count: 4
Largest trade size: 147

Candle

Return 1: 0.856999
Return 3: 1.231236
Volume 1: 486
Volume avg 5: 3971.6
Momentum 5: 0.217065

Cross Exchange

Mid avg: 0.59706125
Mid median: 0.596675
Price deviation %: 0.349838
Spread %: 0.652362

Funding / OI / Volume

Funding rate: -0.000071
Funding delta: 0
Funding abs: 0.000071
Funding pressure: 0.000071
Open interest: -
Volume 24h: 7121680
Quote volume 24h: 35217206.6
Price change 24h %: 47.13

Quality

Capture latency ms: 4418
Order book timestamp: 2026-07-04 13:56:05.228000+02:00
Ticker timestamp: 2026-07-04 13:56:03.704000+02:00
Trades timestamp: 2026-07-04 13:56:05.626000+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: 0.59427
Best ask: 0.60452
Spread: 0.01025
Spread %: 1.710058
Mid price: 0.599395
Last price: 0.59476
Mark price: -
Index price: -

Order Book

Bid depth 5: 2830
Ask depth 5: 9086
Bid depth 10: 10165
Ask depth 10: 11667
Bid depth 20: 17204
Ask depth 20: 17041
Imbalance 5: -0.525008
Imbalance 10: -0.068798
Imbalance 20: 0.00476
Top bid size: 29
Top ask size: 2277
Bid wall score: 0.001686
Ask wall score: 0.133619

Dynamics

Bid depth 5 delta: -5726
Ask depth 5 delta: 616
Imbalance 5 delta: -0.530059
Bid depth 10 delta: -348
Ask depth 10 delta: 685
Imbalance 10 delta: -0.046979
Spread delta: 0.00212
Mid price delta: 0.00449
Wall shift score: -0.171322

Tape

Buy volume: 1446
Sell volume: 22996
Buy/sell delta: -21550
Buy/sell ratio: 0.062881
Avg trade size: 244.42
Large trade count: 4
Largest trade size: 1266

Candle

Return 1: 0
Return 3: -0.853504
Volume 1: 0
Volume avg 5: 228.8
Momentum 5: 1.079179

Cross Exchange

Mid avg: 0.59593875
Mid median: 0.595625
Price deviation %: 0.579967
Spread %: 0.452228

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 94427
Volume 24h: 2647042
Quote volume 24h: 2647042
Price change 24h %: 46.305225

Quality

Capture latency ms: 5804
Order book timestamp: 2026-07-04 13:56:00.895000+02:00
Ticker timestamp: 2026-07-04 13:56:01.201000+02:00
Trades timestamp: 2026-07-04 13:55:39.327000+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: 0.59485
Best ask: 0.59615
Spread: 0.0013
Spread %: 0.218304
Mid price: 0.5955
Last price: 0.59881
Mark price: 0.59788
Index price: 0.596803

Order Book

Bid depth 5: 8
Ask depth 5: 10
Bid depth 10: 15
Ask depth 10: 31
Bid depth 20: 45
Ask depth 20: 47
Imbalance 5: -0.111111
Imbalance 10: -0.347826
Imbalance 20: -0.021739
Top bid size: 1
Top ask size: 2
Bid wall score: 0.022222
Ask wall score: 0.042553

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -11
Imbalance 5 delta: 0.388889
Bid depth 10 delta: -5
Ask depth 10 delta: 1
Imbalance 10 delta: -0.147826
Spread delta: 0.00001
Mid price delta: -0.002505
Wall shift score: -0.0182

Tape

Buy volume: 120
Sell volume: 92
Buy/sell delta: 28
Buy/sell ratio: 1.304348
Avg trade size: 2.12
Large trade count: 6
Largest trade size: 30

Candle

Return 1: -0.195007
Return 3: -0.44556
Volume 1: 13
Volume avg 5: 53.8
Momentum 5: 0.444512

Cross Exchange

Mid avg: 0.596565
Mid median: 0.596675
Price deviation %: -0.178522
Spread %: 0.519642

Funding / OI / Volume

Funding rate: 0.000092
Funding delta: 0
Funding abs: 0.000092
Funding pressure: 0.000092
Open interest: -
Volume 24h: 18825100
Quote volume 24h: 9843707
Price change 24h %: 42.65

Quality

Capture latency ms: 9603
Order book timestamp: 2026-07-04 13:55:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:26.119000+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: 0.5957
Best ask: 0.5958
Spread: 0.0001
Spread %: 0.016786
Mid price: 0.59575
Last price: 0.5966
Mark price: -
Index price: -

Order Book

Bid depth 5: 1641
Ask depth 5: 5856
Bid depth 10: 8536
Ask depth 10: 22423
Bid depth 20: 21419
Ask depth 20: 29544
Imbalance 5: -0.562225
Imbalance 10: -0.448561
Imbalance 20: -0.159429
Top bid size: 13
Top ask size: 3488
Bid wall score: 0.000607
Ask wall score: 0.118061

Dynamics

Bid depth 5 delta: -2245
Ask depth 5 delta: 4403
Imbalance 5 delta: -1.017928
Bid depth 10 delta: -656
Ask depth 10 delta: 14942
Imbalance 10 delta: -0.551182
Spread delta: -0.0001
Mid price delta: -0.00295
Wall shift score: -0.238573

Tape

Buy volume: 10561
Sell volume: 10595
Buy/sell delta: -34
Buy/sell ratio: 0.996791
Avg trade size: 211.56
Large trade count: 9
Largest trade size: 2657

Candle

Return 1: -0.815987
Return 3: -0.898502
Volume 1: 207679
Volume avg 5: 302069
Momentum 5: -0.733333

Cross Exchange

Mid avg: 0.5973025
Mid median: 0.5978025
Price deviation %: -0.259919
Spread %: 0.635356

Funding / OI / Volume

Funding rate: -0.00007114
Funding delta: 0
Funding abs: 0.00007114
Funding pressure: 0.00007114
Open interest: 19420348
Volume 24h: 333638933
Quote volume 24h: 170832733.53965
Price change 24h %: 42.014

Quality

Capture latency ms: 6916
Order book timestamp: 2026-07-04 13:55:34.443000+02:00
Ticker timestamp: 2026-07-04 13:55:29.220000+02:00
Trades timestamp: 2026-07-04 13:55:35.762000+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: 0.5974
Best ask: 0.5978
Spread: 0.0004
Spread %: 0.066934
Mid price: 0.5976
Last price: 0.5968
Mark price: -
Index price: 0.5975

Order Book

Bid depth 5: 169
Ask depth 5: 114
Bid depth 10: 494
Ask depth 10: 369
Bid depth 20: 7607
Ask depth 20: 2170
Imbalance 5: 0.194346
Imbalance 10: 0.144844
Imbalance 20: 0.556101
Top bid size: 35
Top ask size: 16
Bid wall score: 0.004601
Ask wall score: 0.007373

Dynamics

Bid depth 5 delta: -707
Ask depth 5 delta: -54
Imbalance 5 delta: -0.483815
Bid depth 10 delta: -6229
Ask depth 10 delta: -955
Imbalance 10 delta: -0.52609
Spread delta: -0.0013
Mid price delta: 0.00065
Wall shift score: -0.00069

Tape

Buy volume: 609
Sell volume: 1019
Buy/sell delta: -410
Buy/sell ratio: 0.597645
Avg trade size: 16.28
Large trade count: 2
Largest trade size: 165

Candle

Return 1: -0.616153
Return 3: -0.5996
Volume 1: 1322
Volume avg 5: 5603
Momentum 5: -0.516753

Cross Exchange

Mid avg: 0.59714
Mid median: 0.5974775
Price deviation %: 0.077034
Spread %: 0.635529

Funding / OI / Volume

Funding rate: -0.000071
Funding delta: 0
Funding abs: 0.000071
Funding pressure: 0.000071
Open interest: -
Volume 24h: 7119226
Quote volume 24h: 35202605.535
Price change 24h %: 46.88

Quality

Capture latency ms: 4203
Order book timestamp: 2026-07-04 13:55:27.932000+02:00
Ticker timestamp: 2026-07-04 13:55:27.928000+02:00
Trades timestamp: 2026-07-04 13:55:24.165000+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: 0.59084
Best ask: 0.59897
Spread: 0.00813
Spread %: 1.366605
Mid price: 0.594905
Last price: 0.5982
Mark price: -
Index price: -

Order Book

Bid depth 5: 8556
Ask depth 5: 8470
Bid depth 10: 10513
Ask depth 10: 10982
Bid depth 20: 17383
Ask depth 20: 16319
Imbalance 5: 0.005051
Imbalance 10: -0.021819
Imbalance 20: 0.031571
Top bid size: 902
Top ask size: 204
Bid wall score: 0.05189
Ask wall score: 0.012501

Dynamics

Bid depth 5 delta: -519
Ask depth 5 delta: -15047
Imbalance 5 delta: 0.448166
Bid depth 10 delta: -15930
Ask depth 10 delta: -23071
Imbalance 10 delta: 0.103974
Spread delta: 0.00631
Mid price delta: -0.001365
Wall shift score: 0.027573

Tape

Buy volume: 1446
Sell volume: 22986
Buy/sell delta: -21540
Buy/sell ratio: 0.062908
Avg trade size: 244.32
Large trade count: 4
Largest trade size: 1266

Candle

Return 1: -0.280056
Return 3: -0.280056
Volume 1: 30
Volume avg 5: 220.4
Momentum 5: 1.663806

Cross Exchange

Mid avg: 0.59748125
Mid median: 0.5974775
Price deviation %: -0.431185
Spread %: 0.406707

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 94433
Volume 24h: 2647652
Quote volume 24h: 2647652
Price change 24h %: 47.151432

Quality

Capture latency ms: 5067
Order book timestamp: 2026-07-04 13:55:23.795000+02:00
Ticker timestamp: 2026-07-04 13:55:24.072000+02:00
Trades timestamp: 2026-07-04 13:55:09.673000+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: 0.59736
Best ask: 0.59865
Spread: 0.00129
Spread %: 0.215717
Mid price: 0.598005
Last price: 0.6009
Mark price: 0.59742
Index price: 0.596118

Order Book

Bid depth 5: 7
Ask depth 5: 21
Bid depth 10: 20
Ask depth 10: 30
Bid depth 20: 51
Ask depth 20: 46
Imbalance 5: -0.5
Imbalance 10: -0.2
Imbalance 20: 0.051546
Top bid size: 1
Top ask size: 1
Bid wall score: 0.019608
Ask wall score: 0.021739

Dynamics

Bid depth 5 delta: -8
Ask depth 5 delta: -10
Imbalance 5 delta: -0.152174
Bid depth 10 delta: -5
Ask depth 10 delta: -11
Imbalance 10 delta: 0.042424
Spread delta: 0.00061
Mid price delta: 0.003345
Wall shift score: 0.043959

Tape

Buy volume: 123
Sell volume: 89
Buy/sell delta: 34
Buy/sell ratio: 1.382022
Avg trade size: 2.12
Large trade count: 6
Largest trade size: 30

Candle

Return 1: 0.153338
Return 3: -0.09809
Volume 1: 2
Volume avg 5: 51.6
Momentum 5: 0.795089

Cross Exchange

Mid avg: 0.596645
Mid median: 0.59661
Price deviation %: 0.227941
Spread %: 0.67712

Funding / OI / Volume

Funding rate: 0.000092
Funding delta: 0.000037
Funding abs: 0.000092
Funding pressure: 0.000129
Open interest: -
Volume 24h: 18818200
Quote volume 24h: 9839572
Price change 24h %: 43.03

Quality

Capture latency ms: 9746
Order book timestamp: 2026-07-04 13:55:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:26.102000+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: 0.5986
Best ask: 0.5988
Spread: 0.0002
Spread %: 0.033406
Mid price: 0.5987
Last price: 0.5965
Mark price: -
Index price: -

Order Book

Bid depth 5: 3886
Ask depth 5: 1453
Bid depth 10: 9192
Ask depth 10: 7481
Bid depth 20: 18964
Ask depth 20: 17072
Imbalance 5: 0.455703
Imbalance 10: 0.102621
Imbalance 20: 0.052503
Top bid size: 2308
Top ask size: 10
Bid wall score: 0.121704
Ask wall score: 0.000586

Dynamics

Bid depth 5 delta: 2766
Ask depth 5 delta: -4130
Imbalance 5 delta: 1.121525
Bid depth 10 delta: 4818
Ask depth 10 delta: -6923
Imbalance 10 delta: 0.636757
Spread delta: 0.0001
Mid price delta: 0.00555
Wall shift score: 0.129233

Tape

Buy volume: 23439
Sell volume: 4730
Buy/sell delta: 18709
Buy/sell ratio: 4.955391
Avg trade size: 281.69
Large trade count: 12
Largest trade size: 2238

Candle

Return 1: 0.505817
Return 3: -0.301054
Volume 1: 219473
Volume avg 5: 321215.2
Momentum 5: 0.641567

Cross Exchange

Mid avg: 0.5952575
Mid median: 0.595465
Price deviation %: 0.578321
Spread %: 0.638379

Funding / OI / Volume

Funding rate: -0.00007114
Funding delta: 0
Funding abs: 0.00007114
Funding pressure: 0.00007114
Open interest: 19417788
Volume 24h: 333573427
Quote volume 24h: 170764510.71629
Price change 24h %: 42.261

Quality

Capture latency ms: 5830
Order book timestamp: 2026-07-04 13:54:57.483000+02:00
Ticker timestamp: 2026-07-04 13:54:53.043000+02:00
Trades timestamp: 2026-07-04 13:54:59.069000+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: 27834
gate: 27835
htx: 27622
mexc: 27828

By Symbol

VELVET/USDT:USDT: 111119

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