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: 122688
Total labels: 368064
Pending labels: 99
Eligible pending labels: 43
Labeled snapshots: 367965
Labels with advanced TP/SL: 348967
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.002092
Avg long MAE 30s: 0.002092
Avg short MFE 30s: 0.318015
Avg short MAE 30s: 0.318015
Long labels: 148568
Short labels: 150747
Flat labels: 68650
Latest snapshot: 2026-07-06 02:29:01.296169+02:00
Recent trades snapshots: 122680
Micro candles: 2453520
Avg data quality: 75.9368153364632238
Latest latency: 9473 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 245 of 12269 · 122688 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-05 20:39:20.183807+02:00	gate	VELVET/USDT:USDT	0.54051	68	9681 ms	10s long 0.411648 30s long 0.411648 60s long 0.411648	advanced ready
2026-07-05 20:39:10.352063+02:00	binance	VELVET/USDT:USDT	0.5404	80	6919 ms	10s long 0.083272 30s long 0.083272 60s long 0.083272	advanced ready
2026-07-05 20:39:03.215116+02:00	mexc	VELVET/USDT:USDT	0.5406	78	4662 ms	10s flat -0.009249 30s flat -0.009249 60s flat -0.009249	advanced ready
2026-07-05 20:38:58.479149+02:00	htx	VELVET/USDT:USDT	0.541295	80	5523 ms	10s short -0.101608 30s short -0.101608 60s short -0.101608	advanced ready
2026-07-05 20:38:47.076336+02:00	gate	VELVET/USDT:USDT	0.54199	68	9673 ms	10s short -0.273068 30s short -0.273068 60s short -0.273068	advanced ready
2026-07-05 20:38:37.282000+02:00	binance	VELVET/USDT:USDT	0.54065	80	7884 ms	10s flat -0.046241 30s flat -0.046241 60s flat -0.046241	advanced ready
2026-07-05 20:38:29.273434+02:00	mexc	VELVET/USDT:USDT	0.5401	68	5072 ms	10s long 0.092575 30s long 0.092575 60s long 0.092575	advanced ready
2026-07-05 20:38:24.062871+02:00	htx	VELVET/USDT:USDT	0.540095	80	5921 ms	10s long 0.222183 30s long 0.222183 60s long 0.222183	advanced ready
2026-07-05 20:38:12.247265+02:00	gate	VELVET/USDT:USDT	0.539465	68	9548 ms	10s long 0.468056 30s long 0.468056 60s long 0.468056	advanced ready
2026-07-05 20:38:02.565208+02:00	binance	VELVET/USDT:USDT	0.53955	80	7784 ms	10s long 0.203874 30s long 0.203874 60s long 0.203874	advanced ready

Price

Best bid: 0.53997
Best ask: 0.54105
Spread: 0.00108
Spread %: 0.199811
Mid price: 0.54051
Last price: 0.54127
Mark price: 0.54128
Index price: 0.54184

Order Book

Bid depth 5: 11
Ask depth 5: 16
Bid depth 10: 45
Ask depth 10: 48
Bid depth 20: 73
Ask depth 20: 72
Imbalance 5: -0.185185
Imbalance 10: -0.032258
Imbalance 20: 0.006897
Top bid size: 1
Top ask size: 2
Bid wall score: 0.013699
Ask wall score: 0.027778

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 11
Imbalance 5 delta: -0.658869
Bid depth 10 delta: 0
Ask depth 10 delta: 33
Imbalance 10 delta: -0.532258
Spread delta: 0.00044
Mid price delta: -0.00148
Wall shift score: -0.052819

Tape

Buy volume: 338
Sell volume: 62
Buy/sell delta: 276
Buy/sell ratio: 5.451613
Avg trade size: 4
Large trade count: 7
Largest trade size: 52

Candle

Return 1: -0.012931
Return 3: 0.832712
Volume 1: 2
Volume avg 5: 25
Momentum 5: 1.24198

Cross Exchange

Mid avg: 0.54107125
Mid median: 0.5409475
Price deviation %: -0.103729
Spread %: 0.293861

Funding / OI / Volume

Funding rate: -0.000004
Funding delta: -0.00001
Funding abs: 0.000004
Funding pressure: 0.000014
Open interest: -
Volume 24h: 8709300
Quote volume 24h: 4431153
Price change 24h %: -2.04

Quality

Capture latency ms: 9681
Order book timestamp: 2026-07-05 20:39:19+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:16.741000+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	long	0.411648	0.411648	0.411648	0.411648	0.411648	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.411648	0.411648	0.411648	0.411648	0.411648	-0.411648	yes
30s	long	0.411648	0.411648	0.411648	0.411648	0.411648	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.411648	0.411648	0.411648	0.411648	0.411648	-0.411648	yes
60s	long	0.411648	0.411648	0.411648	0.411648	0.411648	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.411648	0.411648	0.411648	0.411648	0.411648	-0.411648	yes

Price

Best bid: 0.5403
Best ask: 0.5405
Spread: 0.0002
Spread %: 0.03701
Mid price: 0.5404
Last price: 0.5407
Mark price: -
Index price: -

Order Book

Bid depth 5: 4714
Ask depth 5: 3053
Bid depth 10: 11089
Ask depth 10: 14423
Bid depth 20: 29497
Ask depth 20: 39322
Imbalance 5: 0.213853
Imbalance 10: -0.130684
Imbalance 20: -0.142766
Top bid size: 33
Top ask size: 55
Bid wall score: 0.001119
Ask wall score: 0.001399

Dynamics

Bid depth 5 delta: 996
Ask depth 5 delta: -980
Imbalance 5 delta: 0.254493
Bid depth 10 delta: -747
Ask depth 10 delta: -1852
Imbalance 10 delta: 0.027226
Spread delta: 0.0001
Mid price delta: -0.00025
Wall shift score: -0.005934

Tape

Buy volume: 7311
Sell volume: 13208
Buy/sell delta: -5897
Buy/sell ratio: 0.553528
Avg trade size: 205.19
Large trade count: 9
Largest trade size: 2309

Candle

Return 1: -0.055443
Return 3: 0.707635
Volume 1: 6352
Volume avg 5: 109189.6
Momentum 5: 1.197605

Cross Exchange

Mid avg: 0.54113375
Mid median: 0.5409725
Price deviation %: -0.135595
Spread %: 0.256868

Funding / OI / Volume

Funding rate: -0.00023803
Funding delta: 0.00000474
Funding abs: 0.00023803
Funding pressure: 0.00024277
Open interest: 18318635
Volume 24h: 159220266
Quote volume 24h: 82283390.09627
Price change 24h %: -1.745

Quality

Capture latency ms: 6919
Order book timestamp: 2026-07-05 20:39:07.852000+02:00
Ticker timestamp: 2026-07-05 20:39:01.168000+02:00
Trades timestamp: 2026-07-05 20:39:09.169000+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	long	0.083272	0.083272	0.083272	0.083272	0.083272	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.083272	0.083272	0.083272	0.083272	0.083272	-0.083272	yes
30s	long	0.083272	0.083272	0.083272	0.083272	0.083272	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.083272	0.083272	0.083272	0.083272	0.083272	-0.083272	yes
60s	long	0.083272	0.083272	0.083272	0.083272	0.083272	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.083272	0.083272	0.083272	0.083272	0.083272	-0.083272	yes

Price

Best bid: 0.5405
Best ask: 0.5407
Spread: 0.0002
Spread %: 0.036996
Mid price: 0.5406
Last price: 0.5409
Mark price: -
Index price: 0.5414

Order Book

Bid depth 5: 1627
Ask depth 5: 897
Bid depth 10: 2777
Ask depth 10: 5562
Bid depth 20: 11708
Ask depth 20: 7973
Imbalance 5: 0.289223
Imbalance 10: -0.333973
Imbalance 20: 0.189777
Top bid size: 758
Top ask size: 9
Bid wall score: 0.064742
Ask wall score: 0.001129

Dynamics

Bid depth 5 delta: 731
Ask depth 5 delta: 32
Imbalance 5 delta: 0.27162
Bid depth 10 delta: 563
Ask depth 10 delta: 3150
Imbalance 10 delta: -0.291171
Spread delta: 0
Mid price delta: 0.0005
Wall shift score: 0.051394

Tape

Buy volume: 2278
Sell volume: 1972
Buy/sell delta: 306
Buy/sell ratio: 1.155172
Avg trade size: 42.5
Large trade count: 8
Largest trade size: 301

Candle

Return 1: 0.018495
Return 3: 0.839083
Volume 1: 10
Volume avg 5: 3818.2
Momentum 5: 1.292377

Cross Exchange

Mid avg: 0.54100875
Mid median: 0.5409725
Price deviation %: -0.075553
Spread %: 0.349347

Funding / OI / Volume

Funding rate: -0.000242
Funding delta: 0.000002
Funding abs: 0.000242
Funding pressure: 0.000244
Open interest: -
Volume 24h: 2835951
Quote volume 24h: 14635557.708
Price change 24h %: 10.88

Quality

Capture latency ms: 4662
Order book timestamp: 2026-07-05 20:39:01.409000+02:00
Ticker timestamp: 2026-07-05 20:38:59.972000+02:00
Trades timestamp: 2026-07-05 20:39:01.959000+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	flat	-0.009249	-0.009249	-0.009249	0.009249	0.009249	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.009249	0.009249	0.009249	0.009249	-0.009249	0.009249	yes
30s	flat	-0.009249	-0.009249	-0.009249	0.009249	0.009249	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.009249	0.009249	0.009249	0.009249	-0.009249	0.009249	yes
60s	flat	-0.009249	-0.009249	-0.009249	0.009249	0.009249	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.009249	0.009249	0.009249	0.009249	-0.009249	0.009249	yes

Price

Best bid: 0.54051
Best ask: 0.54208
Spread: 0.00157
Spread %: 0.290045
Mid price: 0.541295
Last price: 0.53293
Mark price: -
Index price: -

Order Book

Bid depth 5: 14464
Ask depth 5: 55466
Bid depth 10: 47062
Ask depth 10: 65040
Bid depth 20: 55614
Ask depth 20: 161946
Imbalance 5: -0.586329
Imbalance 10: -0.160372
Imbalance 20: -0.488748
Top bid size: 1348
Top ask size: 374
Bid wall score: 0.024239
Ask wall score: 0.002309

Dynamics

Bid depth 5 delta: 2072
Ask depth 5 delta: 20372
Imbalance 5 delta: -0.108251
Bid depth 10 delta: 12440
Ask depth 10 delta: 17864
Imbalance 10 delta: -0.006896
Spread delta: -0.0002
Mid price delta: 0.0012
Wall shift score: 0.000223

Tape

Buy volume: 24498
Sell volume: 10856
Buy/sell delta: 13642
Buy/sell ratio: 2.256632
Avg trade size: 353.54
Large trade count: 2
Largest trade size: 7624

Candle

Return 1: 0
Return 3: -0.003753
Volume 1: 0
Volume avg 5: 682.8
Momentum 5: 0.605981

Cross Exchange

Mid avg: 0.54070875
Mid median: 0.540375
Price deviation %: 0.108423
Spread %: 0.350466

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 105100
Volume 24h: 816278
Quote volume 24h: 816278
Price change 24h %: 9.498664

Quality

Capture latency ms: 5523
Order book timestamp: 2026-07-05 20:38:56.595000+02:00
Ticker timestamp: 2026-07-05 20:38:56.993000+02:00
Trades timestamp: 2026-07-05 20:37:24.194000+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	-0.101608	-0.101608	-0.101608	0.101608	0.101608	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101608	0.101608	0.101608	0.101608	-0.101608	0.101608	yes
30s	short	-0.101608	-0.101608	-0.101608	0.101608	0.101608	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101608	0.101608	0.101608	0.101608	-0.101608	0.101608	yes
60s	short	-0.101608	-0.101608	-0.101608	0.101608	0.101608	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101608	0.101608	0.101608	0.101608	-0.101608	0.101608	yes

Price

Best bid: 0.54167
Best ask: 0.54231
Spread: 0.00064
Spread %: 0.118083
Mid price: 0.54199
Last price: 0.54194
Mark price: 0.54203
Index price: 0.542035

Order Book

Bid depth 5: 14
Ask depth 5: 5
Bid depth 10: 45
Ask depth 10: 15
Bid depth 20: 69
Ask depth 20: 52
Imbalance 5: 0.473684
Imbalance 10: 0.5
Imbalance 20: 0.140496
Top bid size: 4
Top ask size: 1
Bid wall score: 0.057971
Ask wall score: 0.019231

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -6
Imbalance 5 delta: 0.473684
Bid depth 10 delta: 3
Ask depth 10 delta: -30
Imbalance 10 delta: 0.534483
Spread delta: -0.00003
Mid price delta: 0.002525
Wall shift score: 0.031668

Tape

Buy volume: 339
Sell volume: 61
Buy/sell delta: 278
Buy/sell ratio: 5.557377
Avg trade size: 4
Large trade count: 7
Largest trade size: 52

Candle

Return 1: 0.582777
Return 3: 1.29909
Volume 1: 18
Volume avg 5: 77
Momentum 5: 1.606765

Cross Exchange

Mid avg: 0.5400775
Mid median: 0.5400975
Price deviation %: 0.354116
Spread %: 0.219413

Funding / OI / Volume

Funding rate: 0.000006
Funding delta: 0
Funding abs: 0.000006
Funding pressure: 0.000006
Open interest: -
Volume 24h: 8707900
Quote volume 24h: 4430394
Price change 24h %: -1.91

Quality

Capture latency ms: 9673
Order book timestamp: 2026-07-05 20:38:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:16.723000+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	-0.273068	-0.273068	-0.273068	0.273068	0.273068	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.273068	0.273068	0.273068	0.273068	-0.273068	0.273068	yes
30s	short	-0.273068	-0.273068	-0.273068	0.273068	0.273068	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.273068	0.273068	0.273068	0.273068	-0.273068	0.273068	yes
60s	short	-0.273068	-0.273068	-0.273068	0.273068	0.273068	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.273068	0.273068	0.273068	0.273068	-0.273068	0.273068	yes

Price

Best bid: 0.5406
Best ask: 0.5407
Spread: 0.0001
Spread %: 0.018496
Mid price: 0.54065
Last price: 0.5409
Mark price: -
Index price: -

Order Book

Bid depth 5: 3718
Ask depth 5: 4033
Bid depth 10: 11836
Ask depth 10: 16275
Bid depth 20: 30440
Ask depth 20: 54360
Imbalance 5: -0.04064
Imbalance 10: -0.15791
Imbalance 20: -0.282075
Top bid size: 185
Top ask size: 23
Bid wall score: 0.006078
Ask wall score: 0.000423

Dynamics

Bid depth 5 delta: 1589
Ask depth 5 delta: -4123
Imbalance 5 delta: 0.545359
Bid depth 10 delta: 3770
Ask depth 10 delta: 1169
Imbalance 10 delta: 0.145905
Spread delta: 0
Mid price delta: 0.0011
Wall shift score: -0.0249

Tape

Buy volume: 11775
Sell volume: 15003
Buy/sell delta: -3228
Buy/sell ratio: 0.784843
Avg trade size: 267.78
Large trade count: 7
Largest trade size: 2337

Candle

Return 1: 0.31534
Return 3: 1.121915
Volume 1: 101253
Volume avg 5: 103372.2
Momentum 5: 1.635031

Cross Exchange

Mid avg: 0.5398025
Mid median: 0.5398225
Price deviation %: 0.157002
Spread %: 0.117636

Funding / OI / Volume

Funding rate: -0.00024277
Funding delta: 0.00000177
Funding abs: 0.00024277
Funding pressure: 0.00024454
Open interest: 18319030
Volume 24h: 159175785
Quote volume 24h: 82259767.59637
Price change 24h %: -1.797

Quality

Capture latency ms: 7884
Order book timestamp: 2026-07-05 20:38:35.130000+02:00
Ticker timestamp: 2026-07-05 20:38:29.018000+02:00
Trades timestamp: 2026-07-05 20:38:36.383000+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	flat	-0.046241	-0.046241	-0.046241	0.046241	0.046241	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.046241	0.046241	0.046241	0.046241	-0.046241	0.046241	yes
30s	flat	-0.046241	-0.046241	-0.046241	0.046241	0.046241	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.046241	0.046241	0.046241	0.046241	-0.046241	0.046241	yes
60s	flat	-0.046241	-0.046241	-0.046241	0.046241	0.046241	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.046241	0.046241	0.046241	0.046241	-0.046241	0.046241	yes

Price

Best bid: 0.54
Best ask: 0.5402
Spread: 0.0002
Spread %: 0.03703
Mid price: 0.5401
Last price: 0.5401
Mark price: -
Index price: 0.5408

Order Book

Bid depth 5: 896
Ask depth 5: 865
Bid depth 10: 2214
Ask depth 10: 2412
Bid depth 20: 4447
Ask depth 20: 5958
Imbalance 5: 0.017604
Imbalance 10: -0.042802
Imbalance 20: -0.145219
Top bid size: 73
Top ask size: 25
Bid wall score: 0.016416
Ask wall score: 0.004196

Dynamics

Bid depth 5 delta: 605
Ask depth 5 delta: -514
Imbalance 5 delta: 0.669101
Bid depth 10 delta: 737
Ask depth 10 delta: -386
Imbalance 10 delta: 0.266204
Spread delta: -0.0001
Mid price delta: 0.00165
Wall shift score: 0.027121

Tape

Buy volume: 2811
Sell volume: 1624
Buy/sell delta: 1187
Buy/sell ratio: 1.730911
Avg trade size: 44.35
Large trade count: 8
Largest trade size: 359

Candle

Return 1: 0.166976
Return 3: 0.746408
Volume 1: 4104
Volume avg 5: 3478
Momentum 5: 1.484962

Cross Exchange

Mid avg: 0.53939
Mid median: 0.5395075
Price deviation %: 0.13163
Spread %: 0.304974

Funding / OI / Volume

Funding rate: -0.000244
Funding delta: 0.000004
Funding abs: 0.000244
Funding pressure: 0.000248
Open interest: -
Volume 24h: 2832309
Quote volume 24h: 14615852.155
Price change 24h %: 10.72

Quality

Capture latency ms: 5072
Order book timestamp: 2026-07-05 20:38:27.433000+02:00
Ticker timestamp: 2026-07-05 20:38:26.891000+02:00
Trades timestamp: 2026-07-05 20:38:28.010000+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	long	0.092575	0.092575	0.092575	0.092575	0.092575	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.092575	0.092575	0.092575	0.092575	0.092575	-0.092575	yes
30s	long	0.092575	0.092575	0.092575	0.092575	0.092575	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.092575	0.092575	0.092575	0.092575	0.092575	-0.092575	yes
60s	long	0.092575	0.092575	0.092575	0.092575	0.092575	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.092575	0.092575	0.092575	0.092575	0.092575	-0.092575	yes

Price

Best bid: 0.53921
Best ask: 0.54098
Spread: 0.00177
Spread %: 0.32772
Mid price: 0.540095
Last price: 0.53293
Mark price: -
Index price: -

Order Book

Bid depth 5: 12392
Ask depth 5: 35094
Bid depth 10: 34622
Ask depth 10: 47176
Bid depth 20: 44539
Ask depth 20: 143934
Imbalance 5: -0.478078
Imbalance 10: -0.153476
Imbalance 20: -0.52737
Top bid size: 1050
Top ask size: 269
Bid wall score: 0.023575
Ask wall score: 0.001869

Dynamics

Bid depth 5 delta: 3928
Ask depth 5 delta: 7218
Imbalance 5 delta: 0.056099
Bid depth 10 delta: -2716
Ask depth 10 delta: 7346
Imbalance 10 delta: -0.121182
Spread delta: 0.00021
Mid price delta: 0.001905
Wall shift score: 0.010846

Tape

Buy volume: 24498
Sell volume: 10856
Buy/sell delta: 13642
Buy/sell ratio: 2.256632
Avg trade size: 353.54
Large trade count: 2
Largest trade size: 7624

Candle

Return 1: 0
Return 3: -0.003753
Volume 1: 0
Volume avg 5: 682.8
Momentum 5: 0.605981

Cross Exchange

Mid avg: 0.53891375
Mid median: 0.5389575
Price deviation %: 0.219191
Spread %: 0.252359

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 106664
Volume 24h: 816278
Quote volume 24h: 816278
Price change 24h %: 9.498664

Quality

Capture latency ms: 5921
Order book timestamp: 2026-07-05 20:38:22.195000+02:00
Ticker timestamp: 2026-07-05 20:38:22.520000+02:00
Trades timestamp: 2026-07-05 20:37:24.194000+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	long	0.222183	0.222183	0.222183	0.222183	0.222183	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.222183	0.222183	0.222183	0.222183	0.222183	-0.222183	yes
30s	long	0.222183	0.222183	0.222183	0.222183	0.222183	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.222183	0.222183	0.222183	0.222183	0.222183	-0.222183	yes
60s	long	0.222183	0.222183	0.222183	0.222183	0.222183	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.222183	0.222183	0.222183	0.222183	0.222183	-0.222183	yes

Price

Best bid: 0.53913
Best ask: 0.5398
Spread: 0.00067
Spread %: 0.124197
Mid price: 0.539465
Last price: 0.5388
Mark price: 0.53883
Index price: 0.53932

Order Book

Bid depth 5: 11
Ask depth 5: 11
Bid depth 10: 42
Ask depth 10: 45
Bid depth 20: 68
Ask depth 20: 131
Imbalance 5: 0
Imbalance 10: -0.034483
Imbalance 20: -0.316583
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014706
Ask wall score: 0.007634

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 4
Imbalance 5 delta: -0.222222
Bid depth 10 delta: -2
Ask depth 10 delta: 5
Imbalance 10 delta: -0.082102
Spread delta: -0.0004
Mid price delta: 0.00022
Wall shift score: 0.008139

Tape

Buy volume: 328
Sell volume: 66
Buy/sell delta: 262
Buy/sell ratio: 4.969697
Avg trade size: 3.94
Large trade count: 7
Largest trade size: 52

Candle

Return 1: 0
Return 3: 0.712163
Volume 1: 0
Volume avg 5: 73.4
Momentum 5: 1.018055

Cross Exchange

Mid avg: 0.53885875
Mid median: 0.5388475
Price deviation %: 0.112506
Spread %: 0.252385

Funding / OI / Volume

Funding rate: 0.000006
Funding delta: 0.000001
Funding abs: 0.000006
Funding pressure: 0.000007
Open interest: -
Volume 24h: 8707100
Quote volume 24h: 4429962
Price change 24h %: -2.48

Quality

Capture latency ms: 9548
Order book timestamp: 2026-07-05 20:38:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:16.665000+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	long	0.468056	0.468056	0.468056	0.468056	0.468056	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.468056	0.468056	0.468056	0.468056	0.468056	-0.468056	yes
30s	long	0.468056	0.468056	0.468056	0.468056	0.468056	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.468056	0.468056	0.468056	0.468056	0.468056	-0.468056	yes
60s	long	0.468056	0.468056	0.468056	0.468056	0.468056	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.468056	0.468056	0.468056	0.468056	0.468056	-0.468056	yes

Price

Best bid: 0.5395
Best ask: 0.5396
Spread: 0.0001
Spread %: 0.018534
Mid price: 0.53955
Last price: 0.539
Mark price: -
Index price: -

Order Book

Bid depth 5: 2129
Ask depth 5: 8156
Bid depth 10: 8066
Ask depth 10: 15106
Bid depth 20: 22280
Ask depth 20: 44844
Imbalance 5: -0.585999
Imbalance 10: -0.303815
Imbalance 20: -0.336154
Top bid size: 719
Top ask size: 77
Bid wall score: 0.032271
Ask wall score: 0.001717

Dynamics

Bid depth 5 delta: -1213
Ask depth 5 delta: 6064
Imbalance 5 delta: -0.816032
Bid depth 10 delta: -6741
Ask depth 10 delta: 5520
Imbalance 10 delta: -0.517852
Spread delta: 0
Mid price delta: 0.0028
Wall shift score: 0.027172

Tape

Buy volume: 10141
Sell volume: 9489
Buy/sell delta: 652
Buy/sell ratio: 1.068711
Avg trade size: 196.3
Large trade count: 10
Largest trade size: 1367

Candle

Return 1: 0.409683
Return 3: 0.898204
Volume 1: 166688
Volume avg 5: 104854.8
Momentum 5: 0.917088

Cross Exchange

Mid avg: 0.53815875
Mid median: 0.53832
Price deviation %: 0.25852
Spread %: 0.463618

Funding / OI / Volume

Funding rate: -0.00024454
Funding delta: 0
Funding abs: 0.00024454
Funding pressure: 0.00024454
Open interest: 18331781
Volume 24h: 159117605
Quote volume 24h: 82228760.89757
Price change 24h %: -2.196

Quality

Capture latency ms: 7784
Order book timestamp: 2026-07-05 20:37:59.409000+02:00
Ticker timestamp: 2026-07-05 20:37:57.076000+02:00
Trades timestamp: 2026-07-05 20:38:01.560000+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	long	0.203874	0.203874	0.203874	0.203874	0.203874	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.203874	0.203874	0.203874	0.203874	0.203874	-0.203874	yes
30s	long	0.203874	0.203874	0.203874	0.203874	0.203874	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.203874	0.203874	0.203874	0.203874	0.203874	-0.203874	yes
60s	long	0.203874	0.203874	0.203874	0.203874	0.203874	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.203874	0.203874	0.203874	0.203874	0.203874	-0.203874	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 30731
gate: 30731
htx: 30501
mexc: 30725

By Symbol

VELVET/USDT:USDT: 122688

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