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: 122184
Total labels: 366552
Pending labels: 92
Eligible pending labels: 38
Labeled snapshots: 366460
Labels with advanced TP/SL: 347462
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.002028
Avg long MAE 30s: 0.002028
Avg short MFE 30s: 0.31845
Avg short MAE 30s: 0.31845
Long labels: 147960
Short labels: 150115
Flat labels: 68385
Latest snapshot: 2026-07-06 01:16:23.730687+02:00
Recent trades snapshots: 122176
Micro candles: 2443440
Avg data quality: 75.9348687225823348
Latest latency: 8781 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 244 of 12219 · 122184 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-05 19:28:46.044789+02:00	mexc	VELVET/USDT:USDT	0.50805	68	5318 ms	10s short -0.757799 30s short -0.757799 60s short -0.757799	advanced ready
2026-07-05 19:28:40.651343+02:00	htx	VELVET/USDT:USDT	0.507165	80	5978 ms	10s short -0.561947 30s short -0.561947 60s short -0.561947	advanced ready
2026-07-05 19:28:28.886212+02:00	gate	VELVET/USDT:USDT	0.509495	68	9616 ms	10s short -0.65457 30s short -0.65457 60s short -0.65457	advanced ready
2026-07-05 19:28:19.150610+02:00	binance	VELVET/USDT:USDT	0.51245	80	6770 ms	10s short -1.073275 30s short -1.073275 60s short -1.073275	advanced ready
2026-07-05 19:28:12.259966+02:00	mexc	VELVET/USDT:USDT	0.51205	78	4696 ms	10s short -0.781174 30s short -0.781174 60s short -0.781174	advanced ready
2026-07-05 19:28:07.500277+02:00	htx	VELVET/USDT:USDT	0.512445	80	5782 ms	10s short -1.030354 30s short -1.030354 60s short -1.030354	advanced ready
2026-07-05 19:27:56.048263+02:00	gate	VELVET/USDT:USDT	0.51267	68	9687 ms	10s short -0.619307 30s short -0.619307 60s short -0.619307	advanced ready
2026-07-05 19:27:46.239332+02:00	binance	VELVET/USDT:USDT	0.51305	80	6629 ms	10s short -0.116948 30s short -0.116948 60s short -0.116948	advanced ready
2026-07-05 19:27:39.511768+02:00	mexc	VELVET/USDT:USDT	0.5124	78	4659 ms	10s short -0.068306 30s short -0.068306 60s short -0.068306	advanced ready
2026-07-05 19:27:34.712807+02:00	htx	VELVET/USDT:USDT	0.51423	80	6161 ms	10s short -0.347121 30s short -0.347121 60s short -0.347121	advanced ready

Price

Best bid: 0.5079
Best ask: 0.5082
Spread: 0.0003
Spread %: 0.059049
Mid price: 0.50805
Last price: 0.5082
Mark price: -
Index price: 0.5086

Order Book

Bid depth 5: 839
Ask depth 5: 629
Bid depth 10: 3074
Ask depth 10: 2022
Bid depth 20: 4099
Ask depth 20: 4130
Imbalance 5: 0.143052
Imbalance 10: 0.206436
Imbalance 20: -0.003767
Top bid size: 7
Top ask size: 19
Bid wall score: 0.001708
Ask wall score: 0.0046

Dynamics

Bid depth 5 delta: -161
Ask depth 5 delta: 26
Imbalance 5 delta: -0.104609
Bid depth 10 delta: 188
Ask depth 10 delta: -997
Imbalance 10 delta: 0.22896
Spread delta: 0.0002
Mid price delta: -0.004
Wall shift score: -0.011852

Tape

Buy volume: 2300
Sell volume: 1239
Buy/sell delta: 1061
Buy/sell ratio: 1.856336
Avg trade size: 35.39
Large trade count: 6
Largest trade size: 223

Candle

Return 1: -0.898262
Return 3: -0.137741
Volume 1: 5564
Volume avg 5: 4953.8
Momentum 5: 1.601602

Cross Exchange

Mid avg: 0.51029
Mid median: 0.5107725
Price deviation %: -0.438966
Spread %: 1.035686

Funding / OI / Volume

Funding rate: -0.000223
Funding delta: 0
Funding abs: 0.000223
Funding pressure: 0.000223
Open interest: -
Volume 24h: 2778851
Quote volume 24h: 14389164.517
Price change 24h %: 4.18

Quality

Capture latency ms: 5318
Order book timestamp: 2026-07-05 19:28:44.374000+02:00
Ticker timestamp: 2026-07-05 19:28:44.021000+02:00
Trades timestamp: 2026-07-05 19:28:44.864000+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	short	-0.757799	-0.757799	-0.757799	0.757799	0.757799	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.757799	0.757799	0.757799	0.757799	-0.757799	0.757799	yes
30s	short	-0.757799	-0.757799	-0.757799	0.757799	0.757799	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.757799	0.757799	0.757799	0.757799	-0.757799	0.757799	yes
60s	short	-0.757799	-0.757799	-0.757799	0.757799	0.757799	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.757799	0.757799	0.757799	0.757799	-0.757799	0.757799	yes

Price

Best bid: 0.50187
Best ask: 0.51246
Spread: 0.01059
Spread %: 2.088078
Mid price: 0.507165
Last price: 0.51205
Mark price: -
Index price: -

Order Book

Bid depth 5: 9689
Ask depth 5: 9432
Bid depth 10: 14374
Ask depth 10: 11819
Bid depth 20: 24273
Ask depth 20: 12850
Imbalance 5: 0.013441
Imbalance 10: 0.097545
Imbalance 20: 0.307707
Top bid size: 2942
Top ask size: 298
Bid wall score: 0.121205
Ask wall score: 0.023191

Dynamics

Bid depth 5 delta: -90
Ask depth 5 delta: 1405
Imbalance 5 delta: -0.084953
Bid depth 10 delta: 3325
Ask depth 10 delta: 664
Imbalance 10 delta: 0.102319
Spread delta: 0.00072
Mid price delta: -0.00528
Wall shift score: 0.107449

Tape

Buy volume: 30008
Sell volume: 24362
Buy/sell delta: 5646
Buy/sell ratio: 1.231754
Avg trade size: 543.7
Large trade count: 11
Largest trade size: 9802

Candle

Return 1: 0
Return 3: 0.179993
Volume 1: 0
Volume avg 5: 561.6
Momentum 5: 2.073159

Cross Exchange

Mid avg: 0.51161
Mid median: 0.5122475
Price deviation %: -0.868826
Spread %: 0.577588

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 108444
Volume 24h: 850086
Quote volume 24h: 850086
Price change 24h %: 5.208547

Quality

Capture latency ms: 5978
Order book timestamp: 2026-07-05 19:28:39.195000+02:00
Ticker timestamp: 2026-07-05 19:28:39.604000+02:00
Trades timestamp: 2026-07-05 19:27:55.437000+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	short	-0.561947	-0.561947	-0.561947	0.561947	0.561947	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.561947	0.561947	0.561947	0.561947	-0.561947	0.561947	yes
30s	short	-0.561947	-0.561947	-0.561947	0.561947	0.561947	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.561947	0.561947	0.561947	0.561947	-0.561947	0.561947	yes
60s	short	-0.561947	-0.561947	-0.561947	0.561947	0.561947	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.561947	0.561947	0.561947	0.561947	-0.561947	0.561947	yes

Price

Best bid: 0.50906
Best ask: 0.50993
Spread: 0.00087
Spread %: 0.170757
Mid price: 0.509495
Last price: 0.50939
Mark price: 0.51063
Index price: 0.510752

Order Book

Bid depth 5: 13
Ask depth 5: 13
Bid depth 10: 55
Ask depth 10: 51
Bid depth 20: 93
Ask depth 20: 79
Imbalance 5: 0
Imbalance 10: 0.037736
Imbalance 20: 0.081395
Top bid size: 1
Top ask size: 1
Bid wall score: 0.010753
Ask wall score: 0.012658

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: 5
Imbalance 5 delta: -0.384615
Bid depth 10 delta: -1
Ask depth 10 delta: 12
Imbalance 10 delta: -0.141212
Spread delta: -0.00015
Mid price delta: -0.003175
Wall shift score: 0.002494

Tape

Buy volume: 80
Sell volume: 141
Buy/sell delta: -61
Buy/sell ratio: 0.567376
Avg trade size: 2.21
Large trade count: 5
Largest trade size: 32

Candle

Return 1: -1.112716
Return 3: -0.467639
Volume 1: 34
Volume avg 5: 30.4
Momentum 5: 1.099691

Cross Exchange

Mid avg: 0.51240375
Mid median: 0.5124475
Price deviation %: -0.567668
Spread %: 0.120998

Funding / OI / Volume

Funding rate: -0.000059
Funding delta: -0.00001
Funding abs: 0.000059
Funding pressure: 0.000069
Open interest: -
Volume 24h: 8411000
Quote volume 24h: 4277856
Price change 24h %: -6.65

Quality

Capture latency ms: 9616
Order book timestamp: 2026-07-05 19:28:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:12.508000+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	short	-0.65457	-0.65457	-0.65457	0.65457	0.65457	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.65457	0.65457	0.65457	0.65457	-0.65457	0.65457	yes
30s	short	-0.65457	-0.65457	-0.65457	0.65457	0.65457	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.65457	0.65457	0.65457	0.65457	-0.65457	0.65457	yes
60s	short	-0.65457	-0.65457	-0.65457	0.65457	0.65457	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.65457	0.65457	0.65457	0.65457	-0.65457	0.65457	yes

Price

Best bid: 0.5124
Best ask: 0.5125
Spread: 0.0001
Spread %: 0.019514
Mid price: 0.51245
Last price: 0.5117
Mark price: -
Index price: -

Order Book

Bid depth 5: 2887
Ask depth 5: 3349
Bid depth 10: 13808
Ask depth 10: 16053
Bid depth 20: 26795
Ask depth 20: 27881
Imbalance 5: -0.074086
Imbalance 10: -0.075182
Imbalance 20: -0.019862
Top bid size: 130
Top ask size: 22
Bid wall score: 0.004852
Ask wall score: 0.000789

Dynamics

Bid depth 5 delta: 35
Ask depth 5 delta: -643
Imbalance 5 delta: 0.092483
Bid depth 10 delta: 3514
Ask depth 10 delta: 2053
Imbalance 10 delta: 0.077366
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: 0.003979

Tape

Buy volume: 13545
Sell volume: 28384
Buy/sell delta: -14839
Buy/sell ratio: 0.477205
Avg trade size: 419.29
Large trade count: 7
Largest trade size: 5242

Candle

Return 1: 0.019539
Return 3: 0.688434
Volume 1: 34750
Volume avg 5: 131094.8
Momentum 5: 2.482482

Cross Exchange

Mid avg: 0.51255375
Mid median: 0.5125575
Price deviation %: -0.020242
Spread %: 0.195101

Funding / OI / Volume

Funding rate: -0.00022306
Funding delta: 0
Funding abs: 0.00022306
Funding pressure: 0.00022306
Open interest: 18448978
Volume 24h: 158359852
Quote volume 24h: 82083958.65385
Price change 24h %: -6.385

Quality

Capture latency ms: 6770
Order book timestamp: 2026-07-05 19:28:16.755000+02:00
Ticker timestamp: 2026-07-05 19:28:06.643000+02:00
Trades timestamp: 2026-07-05 19:28:17.229000+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	short	-1.073275	-1.073275	-1.073275	1.073275	1.073275	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-1.073275	1.073275	1.073275	1.073275	-1.073275	1.073275	yes
30s	short	-1.073275	-1.073275	-1.073275	1.073275	1.073275	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-1.073275	1.073275	1.073275	1.073275	-1.073275	1.073275	yes
60s	short	-1.073275	-1.073275	-1.073275	1.073275	1.073275	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-1.073275	1.073275	1.073275	1.073275	-1.073275	1.073275	yes

Price

Best bid: 0.512
Best ask: 0.5121
Spread: 0.0001
Spread %: 0.019529
Mid price: 0.51205
Last price: 0.5117
Mark price: -
Index price: 0.5126

Order Book

Bid depth 5: 1000
Ask depth 5: 603
Bid depth 10: 2886
Ask depth 10: 3019
Bid depth 20: 5902
Ask depth 20: 6982
Imbalance 5: 0.247661
Imbalance 10: -0.022523
Imbalance 20: -0.083825
Top bid size: 85
Top ask size: 38
Bid wall score: 0.014402
Ask wall score: 0.005443

Dynamics

Bid depth 5 delta: 133
Ask depth 5 delta: -14
Imbalance 5 delta: 0.079197
Bid depth 10 delta: 628
Ask depth 10 delta: 1363
Imbalance 10 delta: -0.17633
Spread delta: -0.0001
Mid price delta: -0.00035
Wall shift score: -0.004747

Tape

Buy volume: 1609
Sell volume: 3307
Buy/sell delta: -1698
Buy/sell ratio: 0.486544
Avg trade size: 49.16
Large trade count: 5
Largest trade size: 512

Candle

Return 1: 0.058582
Return 3: 0.826446
Volume 1: 416
Volume avg 5: 3924.2
Momentum 5: 2.582583

Cross Exchange

Mid avg: 0.51264125
Mid median: 0.5125575
Price deviation %: -0.115334
Spread %: 0.126794

Funding / OI / Volume

Funding rate: -0.000223
Funding delta: 0.000005
Funding abs: 0.000223
Funding pressure: 0.000228
Open interest: -
Volume 24h: 2774813
Quote volume 24h: 14368602.839
Price change 24h %: 4.89

Quality

Capture latency ms: 4696
Order book timestamp: 2026-07-05 19:28:10.555000+02:00
Ticker timestamp: 2026-07-05 19:28:07.772000+02:00
Trades timestamp: 2026-07-05 19:28:10.917000+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	short	-0.781174	-0.781174	-0.781174	0.781174	0.781174	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.781174	0.781174	0.781174	0.781174	-0.781174	0.781174	yes
30s	short	-0.781174	-0.781174	-0.781174	0.781174	0.781174	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.781174	0.781174	0.781174	0.781174	-0.781174	0.781174	yes
60s	short	-0.781174	-0.781174	-0.781174	0.781174	0.781174	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.781174	0.781174	0.781174	0.781174	-0.781174	0.781174	yes

Price

Best bid: 0.50751
Best ask: 0.51738
Spread: 0.00987
Spread %: 1.92606
Mid price: 0.512445
Last price: 0.51205
Mark price: -
Index price: -

Order Book

Bid depth 5: 9779
Ask depth 5: 8027
Bid depth 10: 11049
Ask depth 10: 11155
Bid depth 20: 24364
Ask depth 20: 13156
Imbalance 5: 0.098394
Imbalance 10: -0.004774
Imbalance 20: 0.298721
Top bid size: 322
Top ask size: 298
Bid wall score: 0.013216
Ask wall score: 0.022651

Dynamics

Bid depth 5 delta: 552
Ask depth 5 delta: -1203
Imbalance 5 delta: 0.098556
Bid depth 10 delta: 500
Ask depth 10 delta: -105
Imbalance 10 delta: 0.027827
Spread delta: 0.00349
Mid price delta: -0.001785
Wall shift score: 0.013559

Tape

Buy volume: 30008
Sell volume: 24362
Buy/sell delta: 5646
Buy/sell ratio: 1.231754
Avg trade size: 543.7
Large trade count: 11
Largest trade size: 9802

Candle

Return 1: 0
Return 3: 0.179993
Volume 1: 0
Volume avg 5: 561.6
Momentum 5: 2.073159

Cross Exchange

Mid avg: 0.5130875
Mid median: 0.51286
Price deviation %: -0.125222
Spread %: 0.356664

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 108444
Volume 24h: 850086
Quote volume 24h: 850086
Price change 24h %: 5.208547

Quality

Capture latency ms: 5782
Order book timestamp: 2026-07-05 19:28:05.995000+02:00
Ticker timestamp: 2026-07-05 19:28:06.259000+02:00
Trades timestamp: 2026-07-05 19:27:55.437000+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	short	-1.030354	-1.030354	-1.030354	1.030354	1.030354	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-1.030354	1.030354	1.030354	1.030354	-1.030354	1.030354	yes
30s	short	-1.030354	-1.030354	-1.030354	1.030354	1.030354	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-1.030354	1.030354	1.030354	1.030354	-1.030354	1.030354	yes
60s	short	-1.030354	-1.030354	-1.030354	1.030354	1.030354	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-1.030354	1.030354	1.030354	1.030354	-1.030354	1.030354	yes

Price

Best bid: 0.51216
Best ask: 0.51318
Spread: 0.00102
Spread %: 0.198958
Mid price: 0.51267
Last price: 0.51214
Mark price: 0.51322
Index price: 0.513355

Order Book

Bid depth 5: 18
Ask depth 5: 8
Bid depth 10: 56
Ask depth 10: 39
Bid depth 20: 95
Ask depth 20: 67
Imbalance 5: 0.384615
Imbalance 10: 0.178947
Imbalance 20: 0.17284
Top bid size: 1
Top ask size: 1
Bid wall score: 0.010526
Ask wall score: 0.014925

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -10
Imbalance 5 delta: 0.443439
Bid depth 10 delta: 2
Ask depth 10 delta: -9
Imbalance 10 delta: 0.120124
Spread delta: 0.00022
Mid price delta: -0.00056
Wall shift score: -0.015091

Tape

Buy volume: 85
Sell volume: 161
Buy/sell delta: -76
Buy/sell ratio: 0.52795
Avg trade size: 2.46
Large trade count: 8
Largest trade size: 32

Candle

Return 1: 0.388114
Return 3: 1.429929
Volume 1: 42
Volume avg 5: 25.2
Momentum 5: 2.101276

Cross Exchange

Mid avg: 0.5132275
Mid median: 0.51314
Price deviation %: -0.108626
Spread %: 0.356567

Funding / OI / Volume

Funding rate: -0.000049
Funding delta: 0
Funding abs: 0.000049
Funding pressure: 0.000049
Open interest: -
Volume 24h: 8408800
Quote volume 24h: 4276729
Price change 24h %: -6.34

Quality

Capture latency ms: 9687
Order book timestamp: 2026-07-05 19:27:54+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:12.474000+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	short	-0.619307	-0.619307	-0.619307	0.619307	0.619307	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.619307	0.619307	0.619307	0.619307	-0.619307	0.619307	yes
30s	short	-0.619307	-0.619307	-0.619307	0.619307	0.619307	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.619307	0.619307	0.619307	0.619307	-0.619307	0.619307	yes
60s	short	-0.619307	-0.619307	-0.619307	0.619307	0.619307	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.619307	0.619307	0.619307	0.619307	-0.619307	0.619307	yes

Price

Best bid: 0.513
Best ask: 0.5131
Spread: 0.0001
Spread %: 0.019491
Mid price: 0.51305
Last price: 0.5128
Mark price: -
Index price: -

Order Book

Bid depth 5: 2852
Ask depth 5: 3992
Bid depth 10: 10294
Ask depth 10: 14000
Bid depth 20: 23604
Ask depth 20: 30633
Imbalance 5: -0.166569
Imbalance 10: -0.152548
Imbalance 20: -0.129598
Top bid size: 12
Top ask size: 13
Bid wall score: 0.000508
Ask wall score: 0.000424

Dynamics

Bid depth 5 delta: -1342
Ask depth 5 delta: 542
Imbalance 5 delta: -0.2639
Bid depth 10 delta: -1679
Ask depth 10 delta: 198
Imbalance 10 delta: -0.081588
Spread delta: -0.0001
Mid price delta: 0.00035
Wall shift score: 0.004618

Tape

Buy volume: 19054
Sell volume: 24251
Buy/sell delta: -5197
Buy/sell ratio: 0.7857
Avg trade size: 433.05
Large trade count: 9
Largest trade size: 3936

Candle

Return 1: 0.509504
Return 3: 1.564356
Volume 1: 194871
Volume avg 5: 124607.2
Momentum 5: 2.477522

Cross Exchange

Mid avg: 0.51314
Mid median: 0.512965
Price deviation %: -0.017539
Spread %: 0.356628

Funding / OI / Volume

Funding rate: -0.00022306
Funding delta: 0
Funding abs: 0.00022306
Funding pressure: 0.00022306
Open interest: 18431055
Volume 24h: 158366909
Quote volume 24h: 82090010.73825
Price change 24h %: -6.611

Quality

Capture latency ms: 6629
Order book timestamp: 2026-07-05 19:27:44.057000+02:00
Ticker timestamp: 2026-07-05 19:27:38.039000+02:00
Trades timestamp: 2026-07-05 19:27:45.735000+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	short	-0.116948	-0.116948	-0.116948	0.116948	0.116948	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.116948	0.116948	0.116948	0.116948	-0.116948	0.116948	yes
30s	short	-0.116948	-0.116948	-0.116948	0.116948	0.116948	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.116948	0.116948	0.116948	0.116948	-0.116948	0.116948	yes
60s	short	-0.116948	-0.116948	-0.116948	0.116948	0.116948	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.116948	0.116948	0.116948	0.116948	-0.116948	0.116948	yes

Price

Best bid: 0.5123
Best ask: 0.5125
Spread: 0.0002
Spread %: 0.039032
Mid price: 0.5124
Last price: 0.5117
Mark price: -
Index price: 0.5126

Order Book

Bid depth 5: 867
Ask depth 5: 617
Bid depth 10: 2258
Ask depth 10: 1656
Bid depth 20: 11962
Ask depth 20: 5859
Imbalance 5: 0.168464
Imbalance 10: 0.153807
Imbalance 20: 0.342461
Top bid size: 166
Top ask size: 1
Bid wall score: 0.013877
Ask wall score: 0.000171

Dynamics

Bid depth 5 delta: -56
Ask depth 5 delta: -157
Imbalance 5 delta: 0.080662
Bid depth 10 delta: -1115
Ask depth 10 delta: -730
Imbalance 10 delta: -0.017577
Spread delta: -0.0001
Mid price delta: 0.00035
Wall shift score: 0.009833

Tape

Buy volume: 2587
Sell volume: 2730
Buy/sell delta: -143
Buy/sell ratio: 0.947619
Avg trade size: 53.17
Large trade count: 6
Largest trade size: 603

Candle

Return 1: 0.372257
Return 3: 1.586357
Volume 1: 6753
Volume avg 5: 3623.8
Momentum 5: 2.398561

Cross Exchange

Mid avg: 0.5130525
Mid median: 0.512965
Price deviation %: -0.12718
Spread %: 0.424908

Funding / OI / Volume

Funding rate: -0.000228
Funding delta: 0
Funding abs: 0.000228
Funding pressure: 0.000228
Open interest: -
Volume 24h: 2770497
Quote volume 24h: 14346505.691
Price change 24h %: 4.89

Quality

Capture latency ms: 4659
Order book timestamp: 2026-07-05 19:27:37.903000+02:00
Ticker timestamp: 2026-07-05 19:27:34.758000+02:00
Trades timestamp: 2026-07-05 19:27:37.417000+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	short	-0.068306	-0.068306	-0.068306	0.068306	0.068306	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.068306	0.068306	0.068306	0.068306	-0.068306	0.068306	yes
30s	short	-0.068306	-0.068306	-0.068306	0.068306	0.068306	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.068306	0.068306	0.068306	0.068306	-0.068306	0.068306	yes
60s	short	-0.068306	-0.068306	-0.068306	0.068306	0.068306	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.068306	0.068306	0.068306	0.068306	-0.068306	0.068306	yes

Price

Best bid: 0.51104
Best ask: 0.51742
Spread: 0.00638
Spread %: 1.24069
Mid price: 0.51423
Last price: 0.5092
Mark price: -
Index price: -

Order Book

Bid depth 5: 9227
Ask depth 5: 9230
Bid depth 10: 10549
Ask depth 10: 11260
Bid depth 20: 23575
Ask depth 20: 12702
Imbalance 5: -0.000163
Imbalance 10: -0.032601
Imbalance 20: 0.299722
Top bid size: 11
Top ask size: 298
Bid wall score: 0.000467
Ask wall score: 0.023461

Dynamics

Bid depth 5 delta: 4281
Ask depth 5 delta: -12467
Imbalance 5 delta: 0.628558
Bid depth 10 delta: -13683
Ask depth 10 delta: -28062
Imbalance 10 delta: 0.204835
Spread delta: 0.0048
Mid price delta: 0.0036
Wall shift score: -0.024916

Tape

Buy volume: 30262
Sell volume: 24362
Buy/sell delta: 5900
Buy/sell ratio: 1.24218
Avg trade size: 546.24
Large trade count: 11
Largest trade size: 9802

Candle

Return 1: 0
Return 3: 1.505033
Volume 1: 0
Volume avg 5: 522.8
Momentum 5: 1.505033

Cross Exchange

Mid avg: 0.5121525
Mid median: 0.512375
Price deviation %: 0.405641
Spread %: 0.507661

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 108444
Volume 24h: 850054
Quote volume 24h: 850054
Price change 24h %: 4.622971

Quality

Capture latency ms: 6161
Order book timestamp: 2026-07-05 19:27:32.895000+02:00
Ticker timestamp: 2026-07-05 19:27:33.197000+02:00
Trades timestamp: 2026-07-05 19:26:15.821000+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	short	-0.347121	-0.347121	-0.347121	0.347121	0.347121	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.347121	0.347121	0.347121	0.347121	-0.347121	0.347121	yes
30s	short	-0.347121	-0.347121	-0.347121	0.347121	0.347121	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.347121	0.347121	0.347121	0.347121	-0.347121	0.347121	yes
60s	short	-0.347121	-0.347121	-0.347121	0.347121	0.347121	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.347121	0.347121	0.347121	0.347121	-0.347121	0.347121	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 30605
gate: 30604
htx: 30376
mexc: 30599

By Symbol

VELVET/USDT:USDT: 122184

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