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: 111592
Total labels: 334776
Pending labels: 299512
Eligible pending labels: 299501
Labeled snapshots: 35264
Labels with advanced TP/SL: 16266
Incomplete advanced labels: 18998
Avg long MFE 30s: -
Avg long MAE 30s: -
Avg short MFE 30s: -
Avg short MAE 30s: -
Long labels: 13472
Short labels: 13302
Flat labels: 8490
Latest snapshot: 2026-07-04 21:58:06.691153+02:00
Recent trades snapshots: 111584
Micro candles: 2231620
Avg data quality: 75.9110509713957990
Latest latency: 9700 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 243 of 11160 · 111592 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-04 15:10:44.510420+02:00	htx	VELVET/USDT:USDT	0.55145	80	5614 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 15:10:27.650771+02:00	gate	VELVET/USDT:USDT	0.553095	68	10000 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 15:10:17.539248+02:00	binance	VELVET/USDT:USDT	0.55255	80	7363 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 15:10:10.069915+02:00	mexc	VELVET/USDT:USDT	0.55315	78	4375 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 15:10:05.571195+02:00	htx	VELVET/USDT:USDT	0.55163	80	5612 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 15:09:50.000620+02:00	gate	VELVET/USDT:USDT	0.551015	68	9995 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 15:09:39.858179+02:00	binance	VELVET/USDT:USDT	0.552	80	7967 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 15:09:31.784513+02:00	mexc	VELVET/USDT:USDT	0.5515	78	4452 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 15:09:27.250532+02:00	htx	VELVET/USDT:USDT	0.55285	80	6111 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-04 15:09:11.023572+02:00	gate	VELVET/USDT:USDT	0.55209	68	9924 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.5506
Best ask: 0.5523
Spread: 0.0017
Spread %: 0.308278
Mid price: 0.55145
Last price: 0.55115
Mark price: -
Index price: -

Order Book

Bid depth 5: 8157
Ask depth 5: 4576
Bid depth 10: 48112
Ask depth 10: 30044
Bid depth 20: 61968
Ask depth 20: 129735
Imbalance 5: 0.281238
Imbalance 10: 0.231179
Imbalance 20: -0.3535
Top bid size: 1844
Top ask size: 220
Bid wall score: 0.029757
Ask wall score: 0.001696

Dynamics

Bid depth 5 delta: -1467
Ask depth 5 delta: -4938
Imbalance 5 delta: 0.27549
Bid depth 10 delta: 37101
Ask depth 10 delta: 18494
Imbalance 10 delta: 0.255069
Spread delta: -0.01246
Mid price delta: -0.00018
Wall shift score: 0.105782

Tape

Buy volume: 2488
Sell volume: 15650
Buy/sell delta: -13162
Buy/sell ratio: 0.158978
Avg trade size: 181.38
Large trade count: 4
Largest trade size: 690

Candle

Return 1: 0
Return 3: -0.809862
Volume 1: 0
Volume avg 5: 72
Momentum 5: -0.361566

Cross Exchange

Mid avg: 0.55260625
Mid median: 0.5528225
Price deviation %: -0.209236
Spread %: 0.27506

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 89027
Volume 24h: 2681234
Quote volume 24h: 2681234
Price change 24h %: 35.577585

Quality

Capture latency ms: 5614
Order book timestamp: 2026-07-04 15:10:42.595000+02:00
Ticker timestamp: 2026-07-04 15:10:43.620000+02:00
Trades timestamp: 2026-07-04 15:09:46.412000+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: 0.55255
Best ask: 0.55364
Spread: 0.00109
Spread %: 0.197073
Mid price: 0.553095
Last price: 0.55303
Mark price: 0.5525
Index price: 0.55223

Order Book

Bid depth 5: 16
Ask depth 5: 8
Bid depth 10: 27
Ask depth 10: 16
Bid depth 20: 66
Ask depth 20: 45
Imbalance 5: 0.333333
Imbalance 10: 0.255814
Imbalance 20: 0.189189
Top bid size: 1
Top ask size: 1
Bid wall score: 0.015152
Ask wall score: 0.022222

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -2
Imbalance 5 delta: 0.202899
Bid depth 10 delta: 2
Ask depth 10 delta: -19
Imbalance 10 delta: 0.422481
Spread delta: -0.00002
Mid price delta: 0.00208
Wall shift score: -0.022547

Tape

Buy volume: 225
Sell volume: 102
Buy/sell delta: 123
Buy/sell ratio: 2.205882
Avg trade size: 3.27
Large trade count: 14
Largest trade size: 22

Candle

Return 1: 0
Return 3: -0.268701
Volume 1: 0
Volume avg 5: 50.2
Momentum 5: 0.261063

Cross Exchange

Mid avg: 0.55208625
Mid median: 0.55209
Price deviation %: 0.182716
Spread %: 0.386715

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 19153000
Quote volume 24h: 10164117
Price change 24h %: 32.55

Quality

Capture latency ms: 10000
Order book timestamp: 2026-07-04 15:10:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:30.597000+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: 0.5525
Best ask: 0.5526
Spread: 0.0001
Spread %: 0.018098
Mid price: 0.55255
Last price: 0.5527
Mark price: -
Index price: -

Order Book

Bid depth 5: 2741
Ask depth 5: 5721
Bid depth 10: 9418
Ask depth 10: 18040
Bid depth 20: 25193
Ask depth 20: 27842
Imbalance 5: -0.352163
Imbalance 10: -0.314007
Imbalance 20: -0.049948
Top bid size: 33
Top ask size: 452
Bid wall score: 0.00131
Ask wall score: 0.016234

Dynamics

Bid depth 5 delta: -4999
Ask depth 5 delta: 1423
Imbalance 5 delta: -0.638091
Bid depth 10 delta: -7371
Ask depth 10 delta: 7805
Imbalance 10 delta: -0.556532
Spread delta: -0.0001
Mid price delta: 0.00055
Wall shift score: -0.017994

Tape

Buy volume: 22574
Sell volume: 9904
Buy/sell delta: 12670
Buy/sell ratio: 2.279281
Avg trade size: 324.78
Large trade count: 7
Largest trade size: 2220

Candle

Return 1: -0.018103
Return 3: -0.288861
Volume 1: 38495
Volume avg 5: 172704.6
Momentum 5: 0.199565

Cross Exchange

Mid avg: 0.55194875
Mid median: 0.551815
Price deviation %: 0.108932
Spread %: 0.386811

Funding / OI / Volume

Funding rate: -0.00003552
Funding delta: 0
Funding abs: 0.00003552
Funding pressure: 0.00003552
Open interest: 19217628
Volume 24h: 352257395
Quote volume 24h: 182770770.74305
Price change 24h %: 32.765

Quality

Capture latency ms: 7363
Order book timestamp: 2026-07-04 15:10:15.383000+02:00
Ticker timestamp: 2026-07-04 15:10:08.338000+02:00
Trades timestamp: 2026-07-04 15:10:16.495000+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: 0.5529
Best ask: 0.5534
Spread: 0.0005
Spread %: 0.090391
Mid price: 0.55315
Last price: 0.5512
Mark price: -
Index price: 0.5522

Order Book

Bid depth 5: 190
Ask depth 5: 160
Bid depth 10: 413
Ask depth 10: 1171
Bid depth 20: 2892
Ask depth 20: 21674
Imbalance 5: 0.085714
Imbalance 10: -0.478535
Imbalance 20: -0.764553
Top bid size: 24
Top ask size: 18
Bid wall score: 0.008299
Ask wall score: 0.00083

Dynamics

Bid depth 5 delta: 68
Ask depth 5 delta: 5
Imbalance 5 delta: 0.204848
Bid depth 10 delta: 93
Ask depth 10 delta: 812
Imbalance 10 delta: -0.421098
Spread delta: 0.0001
Mid price delta: 0.00165
Wall shift score: 0.026997

Tape

Buy volume: 1036
Sell volume: 1410
Buy/sell delta: -374
Buy/sell ratio: 0.734752
Avg trade size: 24.46
Large trade count: 4
Largest trade size: 186

Candle

Return 1: 0.253577
Return 3: -0.144326
Volume 1: 308
Volume avg 5: 2141.8
Momentum 5: 0.253577

Cross Exchange

Mid avg: 0.55153625
Mid median: 0.551565
Price deviation %: 0.292592
Spread %: 0.178592

Funding / OI / Volume

Funding rate: -0.000035
Funding delta: -0.000002
Funding abs: 0.000035
Funding pressure: 0.000037
Open interest: -
Volume 24h: 7058038
Quote volume 24h: 35481255.986
Price change 24h %: 35.66

Quality

Capture latency ms: 4375
Order book timestamp: 2026-07-04 15:10:08.358000+02:00
Ticker timestamp: 2026-07-04 15:10:06.910000+02:00
Trades timestamp: 2026-07-04 15:10:07.165000+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: 0.54455
Best ask: 0.55871
Spread: 0.01416
Spread %: 2.566938
Mid price: 0.55163
Last price: 0.55115
Mark price: -
Index price: -

Order Book

Bid depth 5: 9624
Ask depth 5: 9514
Bid depth 10: 11011
Ask depth 10: 11550
Bid depth 20: 29047
Ask depth 20: 15793
Imbalance 5: 0.005748
Imbalance 10: -0.023891
Imbalance 20: 0.295584
Top bid size: 2690
Top ask size: 2690
Bid wall score: 0.092609
Ask wall score: 0.170329

Dynamics

Bid depth 5 delta: -3450
Ask depth 5 delta: 222
Imbalance 5 delta: -0.163348
Bid depth 10 delta: -7065
Ask depth 10 delta: 420
Imbalance 10 delta: -0.261719
Spread delta: 0.00996
Mid price delta: -0.00122
Wall shift score: -0.180593

Tape

Buy volume: 2488
Sell volume: 15650
Buy/sell delta: -13162
Buy/sell ratio: 0.158978
Avg trade size: 181.38
Large trade count: 4
Largest trade size: 690

Candle

Return 1: 0
Return 3: -0.809862
Volume 1: 0
Volume avg 5: 72
Momentum 5: -0.361566

Cross Exchange

Mid avg: 0.55184125
Mid median: 0.55175
Price deviation %: -0.038281
Spread %: 0.332523

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 89117
Volume 24h: 2681234
Quote volume 24h: 2681234
Price change 24h %: 35.577585

Quality

Capture latency ms: 5612
Order book timestamp: 2026-07-04 15:10:04.237000+02:00
Ticker timestamp: 2026-07-04 15:10:04.522000+02:00
Trades timestamp: 2026-07-04 15:09:46.412000+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: 0.55046
Best ask: 0.55157
Spread: 0.00111
Spread %: 0.201446
Mid price: 0.551015
Last price: 0.55252
Mark price: 0.55211
Index price: 0.55198

Order Book

Bid depth 5: 13
Ask depth 5: 10
Bid depth 10: 25
Ask depth 10: 35
Bid depth 20: 60
Ask depth 20: 56
Imbalance 5: 0.130435
Imbalance 10: -0.166667
Imbalance 20: 0.034483
Top bid size: 2
Top ask size: 1
Bid wall score: 0.033333
Ask wall score: 0.017857

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: 3
Imbalance 5 delta: 0.005435
Bid depth 10 delta: 8
Ask depth 10 delta: 16
Imbalance 10 delta: -0.111111
Spread delta: 0.00001
Mid price delta: -0.001075
Wall shift score: 0.013511

Tape

Buy volume: 249
Sell volume: 92
Buy/sell delta: 157
Buy/sell ratio: 2.706522
Avg trade size: 3.41
Large trade count: 13
Largest trade size: 22

Candle

Return 1: -0.148191
Return 3: 0.032589
Volume 1: 56
Volume avg 5: 81
Momentum 5: -0.148191

Cross Exchange

Mid avg: 0.55211
Mid median: 0.552045
Price deviation %: -0.19833
Spread %: 0.244516

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 19149600
Quote volume 24h: 10162239
Price change 24h %: 32.83

Quality

Capture latency ms: 9995
Order book timestamp: 2026-07-04 15:09:48+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:30.581000+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: 0.5519
Best ask: 0.5521
Spread: 0.0002
Spread %: 0.036232
Mid price: 0.552
Last price: 0.552
Mark price: -
Index price: -

Order Book

Bid depth 5: 7740
Ask depth 5: 4298
Bid depth 10: 16789
Ask depth 10: 10235
Bid depth 20: 38678
Ask depth 20: 23690
Imbalance 5: 0.285928
Imbalance 10: 0.242525
Imbalance 20: 0.240316
Top bid size: 153
Top ask size: 21
Bid wall score: 0.003956
Ask wall score: 0.000886

Dynamics

Bid depth 5 delta: 6207
Ask depth 5 delta: 919
Imbalance 5 delta: 0.661742
Bid depth 10 delta: -6141
Ask depth 10 delta: -1476
Imbalance 10 delta: -0.08134
Spread delta: 0.0001
Mid price delta: -0.00065
Wall shift score: 0.00951

Tape

Buy volume: 9653
Sell volume: 11955
Buy/sell delta: -2302
Buy/sell ratio: 0.807445
Avg trade size: 216.08
Large trade count: 8
Largest trade size: 2520

Candle

Return 1: -0.108558
Return 3: -0.072398
Volume 1: 67666
Volume avg 5: 210307.4
Momentum 5: -0.324968

Cross Exchange

Mid avg: 0.5522725
Mid median: 0.55237
Price deviation %: -0.049342
Spread %: 0.244445

Funding / OI / Volume

Funding rate: -0.00003552
Funding delta: -0.00000176
Funding abs: 0.00003552
Funding pressure: 0.00003728
Open interest: 19225567
Volume 24h: 352234456
Quote volume 24h: 182751077.37385
Price change 24h %: 32.852

Quality

Capture latency ms: 7967
Order book timestamp: 2026-07-04 15:09:37.707000+02:00
Ticker timestamp: 2026-07-04 15:09:31.715000+02:00
Trades timestamp: 2026-07-04 15:09:39.166000+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: 0.5513
Best ask: 0.5517
Spread: 0.0004
Spread %: 0.072529
Mid price: 0.5515
Last price: 0.5517
Mark price: -
Index price: 0.5524

Order Book

Bid depth 5: 122
Ask depth 5: 155
Bid depth 10: 320
Ask depth 10: 359
Bid depth 20: 14931
Ask depth 20: 1773
Imbalance 5: -0.119134
Imbalance 10: -0.057437
Imbalance 20: 0.787716
Top bid size: 20
Top ask size: 37
Bid wall score: 0.001339
Ask wall score: 0.020869

Dynamics

Bid depth 5 delta: -38
Ask depth 5 delta: 11
Imbalance 5 delta: -0.171765
Bid depth 10 delta: -20
Ask depth 10 delta: 0
Imbalance 10 delta: -0.030256
Spread delta: 0.0002
Mid price delta: -0.0018
Wall shift score: -0.032017

Tape

Buy volume: 1169
Sell volume: 1305
Buy/sell delta: -136
Buy/sell ratio: 0.895785
Avg trade size: 24.74
Large trade count: 3
Largest trade size: 186

Candle

Return 1: -0.325321
Return 3: -0.307303
Volume 1: 1923
Volume avg 5: 3339.8
Momentum 5: -0.343332

Cross Exchange

Mid avg: 0.5527225
Mid median: 0.55275
Price deviation %: -0.221178
Spread %: 0.218916

Funding / OI / Volume

Funding rate: -0.000033
Funding delta: 0
Funding abs: 0.000033
Funding pressure: 0.000033
Open interest: -
Volume 24h: 7057623
Quote volume 24h: 35478965.05
Price change 24h %: 35.78

Quality

Capture latency ms: 4452
Order book timestamp: 2026-07-04 15:09:30.404000+02:00
Ticker timestamp: 2026-07-04 15:09:27.895000+02:00
Trades timestamp: 2026-07-04 15:09:29.196000+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: 0.55075
Best ask: 0.55495
Spread: 0.0042
Spread %: 0.7597
Mid price: 0.55285
Last price: 0.55565
Mark price: -
Index price: -

Order Book

Bid depth 5: 13074
Ask depth 5: 9292
Bid depth 10: 18076
Ask depth 10: 11130
Bid depth 20: 32946
Ask depth 20: 15922
Imbalance 5: 0.169096
Imbalance 10: 0.237828
Imbalance 20: 0.348367
Top bid size: 3950
Top ask size: 271
Bid wall score: 0.119893
Ask wall score: 0.01702

Dynamics

Bid depth 5 delta: 7133
Ask depth 5 delta: -8036
Imbalance 5 delta: 0.658459
Bid depth 10 delta: -18400
Ask depth 10 delta: -19976
Imbalance 10 delta: 0.158369
Spread delta: 0.00251
Mid price delta: 0.000495
Wall shift score: 0.108217

Tape

Buy volume: 2488
Sell volume: 15870
Buy/sell delta: -13382
Buy/sell ratio: 0.156774
Avg trade size: 183.58
Large trade count: 4
Largest trade size: 690

Candle

Return 1: 0
Return 3: 0.451957
Volume 1: 0
Volume avg 5: 36
Momentum 5: 0.451957

Cross Exchange

Mid avg: 0.55259875
Mid median: 0.5525025
Price deviation %: 0.045467
Spread %: 0.218965

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 89117
Volume 24h: 2681054
Quote volume 24h: 2681054
Price change 24h %: 36.684542

Quality

Capture latency ms: 6111
Order book timestamp: 2026-07-04 15:09:25.395000+02:00
Ticker timestamp: 2026-07-04 15:09:25.714000+02:00
Trades timestamp: 2026-07-04 15:07:07.632000+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: 0.55154
Best ask: 0.55264
Spread: 0.0011
Spread %: 0.199243
Mid price: 0.55209
Last price: 0.55129
Mark price: 0.55161
Index price: 0.55157

Order Book

Bid depth 5: 9
Ask depth 5: 7
Bid depth 10: 17
Ask depth 10: 19
Bid depth 20: 48
Ask depth 20: 53
Imbalance 5: 0.125
Imbalance 10: -0.055556
Imbalance 20: -0.049505
Top bid size: 1
Top ask size: 1
Bid wall score: 0.020833
Ask wall score: 0.018868

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -4
Imbalance 5 delta: 0.282895
Bid depth 10 delta: 0
Ask depth 10 delta: -1
Imbalance 10 delta: 0.025526
Spread delta: -0.00014
Mid price delta: -0.00113
Wall shift score: 0.042358

Tape

Buy volume: 228
Sell volume: 93
Buy/sell delta: 135
Buy/sell ratio: 2.451613
Avg trade size: 3.21
Large trade count: 14
Largest trade size: 18

Candle

Return 1: -0.370477
Return 3: -0.1901
Volume 1: 30
Volume avg 5: 75.8
Momentum 5: -0.370477

Cross Exchange

Mid avg: 0.55288125
Mid median: 0.552935
Price deviation %: -0.143114
Spread %: 0.170923

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 19146300
Quote volume 24h: 10160419
Price change 24h %: 32.54

Quality

Capture latency ms: 9924
Order book timestamp: 2026-07-04 15:09:09+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:19:30.548000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 27953
gate: 27953
htx: 27739
mexc: 27947

By Symbol

VELVET/USDT:USDT: 111592

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