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: 123138
Total labels: 369414
Pending labels: 92
Eligible pending labels: 37
Labeled snapshots: 369322
Labels with advanced TP/SL: 350324
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.00192
Avg long MAE 30s: 0.00192
Avg short MFE 30s: 0.317562
Avg short MAE 30s: 0.317562
Long labels: 148995
Short labels: 151389
Flat labels: 68938
Latest snapshot: 2026-07-06 03:32:54.622551+02:00
Recent trades snapshots: 123130
Micro candles: 2462520
Avg data quality: 75.9400997255112151
Latest latency: 7597 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 246 of 12314 · 123138 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-05 21:42:26.114816+02:00	htx	VELVET/USDT:USDT	0.564855	80	5555 ms	10s long 0.077011 30s long 0.077011 60s long 0.077011	advanced ready
2026-07-05 21:42:14.852955+02:00	gate	VELVET/USDT:USDT	0.564345	68	9640 ms	10s short -0.245417 30s short -0.245417 60s short -0.245417	advanced ready
2026-07-05 21:42:05.116101+02:00	binance	VELVET/USDT:USDT	0.56335	80	6689 ms	10s long 0.168634 30s long 0.168634 60s long 0.168634	advanced ready
2026-07-05 21:41:58.337670+02:00	mexc	VELVET/USDT:USDT	0.56365	68	5414 ms	10s long 0.124191 30s long 0.124191 60s long 0.124191	advanced ready
2026-07-05 21:41:52.850764+02:00	htx	VELVET/USDT:USDT	0.56365	90	4993 ms	10s long 0.213785 30s long 0.213785 60s long 0.213785	advanced ready
2026-07-05 21:41:42.003937+02:00	gate	VELVET/USDT:USDT	0.562	68	9856 ms	10s long 0.41726 30s long 0.41726 60s long 0.41726	advanced ready
2026-07-05 21:41:32.023686+02:00	binance	VELVET/USDT:USDT	0.56355	80	6715 ms	10s flat -0.035489 30s flat -0.035489 60s flat -0.035489	advanced ready
2026-07-05 21:41:25.195362+02:00	mexc	VELVET/USDT:USDT	0.56355	78	4608 ms	10s flat 0.017745 30s flat 0.017745 60s flat 0.017745	advanced ready
2026-07-05 21:41:20.506685+02:00	htx	VELVET/USDT:USDT	0.562905	80	5565 ms	10s long 0.132349 30s long 0.132349 60s long 0.132349	advanced ready
2026-07-05 21:41:09.044147+02:00	gate	VELVET/USDT:USDT	0.563145	68	9694 ms	10s short -0.203322 30s short -0.203322 60s short -0.203322	advanced ready

Price

Best bid: 0.56399
Best ask: 0.56572
Spread: 0.00173
Spread %: 0.306273
Mid price: 0.564855
Last price: 0.56205
Mark price: -
Index price: -

Order Book

Bid depth 5: 16288
Ask depth 5: 28521
Bid depth 10: 48648
Ask depth 10: 51640
Bid depth 20: 57116
Ask depth 20: 144920
Imbalance 5: -0.273003
Imbalance 10: -0.029834
Imbalance 20: -0.434596
Top bid size: 2163
Top ask size: 1010
Bid wall score: 0.03787
Ask wall score: 0.006969

Dynamics

Bid depth 5 delta: 3981
Ask depth 5 delta: 3007
Imbalance 5 delta: 0.076194
Bid depth 10 delta: -943
Ask depth 10 delta: 8237
Imbalance 10 delta: -0.096376
Spread delta: 0.00001
Mid price delta: 0.001205
Wall shift score: 0.023323

Tape

Buy volume: 4936
Sell volume: 13466
Buy/sell delta: -8530
Buy/sell ratio: 0.366553
Avg trade size: 184.02
Large trade count: 10
Largest trade size: 2220

Candle

Return 1: 0
Return 3: 0.817952
Volume 1: 0
Volume avg 5: 408.4
Momentum 5: 1.115409

Cross Exchange

Mid avg: 0.56374875
Mid median: 0.56365
Price deviation %: 0.196231
Spread %: 0.176497

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 104369
Volume 24h: 813594
Quote volume 24h: 813594
Price change 24h %: 15.481816

Quality

Capture latency ms: 5555
Order book timestamp: 2026-07-05 21:42:24.795000+02:00
Ticker timestamp: 2026-07-05 21:42:25.083000+02:00
Trades timestamp: 2026-07-05 21:41:04.897000+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	0.077011	0.077011	0.077011	0.077011	0.077011	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.077011	0.077011	0.077011	0.077011	0.077011	-0.077011	yes
30s	long	0.077011	0.077011	0.077011	0.077011	0.077011	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.077011	0.077011	0.077011	0.077011	0.077011	-0.077011	yes
60s	long	0.077011	0.077011	0.077011	0.077011	0.077011	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.077011	0.077011	0.077011	0.077011	0.077011	-0.077011	yes

Price

Best bid: 0.56377
Best ask: 0.56492
Spread: 0.00115
Spread %: 0.203776
Mid price: 0.564345
Last price: 0.56377
Mark price: 0.56429
Index price: 0.564297

Order Book

Bid depth 5: 29
Ask depth 5: 7
Bid depth 10: 41
Ask depth 10: 35
Bid depth 20: 65
Ask depth 20: 53
Imbalance 5: 0.611111
Imbalance 10: 0.078947
Imbalance 20: 0.101695
Top bid size: 1
Top ask size: 2
Bid wall score: 0.015385
Ask wall score: 0.037736

Dynamics

Bid depth 5 delta: 17
Ask depth 5 delta: -3
Imbalance 5 delta: 0.520202
Bid depth 10 delta: -2
Ask depth 10 delta: -2
Imbalance 10 delta: 0.003947
Spread delta: -0.00001
Mid price delta: 0.002345
Wall shift score: -0.049287

Tape

Buy volume: 136
Sell volume: 113
Buy/sell delta: 23
Buy/sell ratio: 1.20354
Avg trade size: 2.49
Large trade count: 9
Largest trade size: 13

Candle

Return 1: -0.109853
Return 3: 0.923721
Volume 1: 2
Volume avg 5: 11
Momentum 5: 1.560051

Cross Exchange

Mid avg: 0.5631625
Mid median: 0.5635
Price deviation %: 0.209975
Spread %: 0.292988

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8701300
Quote volume 24h: 4426740
Price change 24h %: 3.98

Quality

Capture latency ms: 9640
Order book timestamp: 2026-07-05 21:42:13+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:20.523000+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	-0.245417	-0.245417	-0.245417	0.245417	0.245417	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.245417	0.245417	0.245417	0.245417	-0.245417	0.245417	yes
30s	short	-0.245417	-0.245417	-0.245417	0.245417	0.245417	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.245417	0.245417	0.245417	0.245417	-0.245417	0.245417	yes
60s	short	-0.245417	-0.245417	-0.245417	0.245417	0.245417	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.245417	0.245417	0.245417	0.245417	-0.245417	0.245417	yes

Price

Best bid: 0.5633
Best ask: 0.5634
Spread: 0.0001
Spread %: 0.017751
Mid price: 0.56335
Last price: 0.563
Mark price: -
Index price: -

Order Book

Bid depth 5: 3631
Ask depth 5: 3113
Bid depth 10: 12767
Ask depth 10: 11329
Bid depth 20: 31915
Ask depth 20: 33949
Imbalance 5: 0.076809
Imbalance 10: 0.059678
Imbalance 20: -0.030882
Top bid size: 211
Top ask size: 54
Bid wall score: 0.006611
Ask wall score: 0.001591

Dynamics

Bid depth 5 delta: 1026
Ask depth 5 delta: 1190
Imbalance 5 delta: -0.073809
Bid depth 10 delta: 4153
Ask depth 10 delta: 1485
Imbalance 10 delta: 0.126316
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: -0.017738

Tape

Buy volume: 18900
Sell volume: 8512
Buy/sell delta: 10388
Buy/sell ratio: 2.220395
Avg trade size: 274.12
Large trade count: 11
Largest trade size: 1331

Candle

Return 1: 0.017759
Return 3: 1.040545
Volume 1: 13
Volume avg 5: 99231.2
Momentum 5: 1.715731

Cross Exchange

Mid avg: 0.5632125
Mid median: 0.5636
Price deviation %: 0.024414
Spread %: 0.292962

Funding / OI / Volume

Funding rate: -0.00011525
Funding delta: 0
Funding abs: 0.00011525
Funding pressure: 0.00011525
Open interest: 17971413
Volume 24h: 163990912
Quote volume 24h: 84875307.13283
Price change 24h %: 4.259

Quality

Capture latency ms: 6689
Order book timestamp: 2026-07-05 21:42:02.953000+02:00
Ticker timestamp: 2026-07-05 21:41:58.940000+02:00
Trades timestamp: 2026-07-05 21:42:04.682000+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	0.168634	0.168634	0.168634	0.168634	0.168634	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.168634	0.168634	0.168634	0.168634	0.168634	-0.168634	yes
30s	long	0.168634	0.168634	0.168634	0.168634	0.168634	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.168634	0.168634	0.168634	0.168634	0.168634	-0.168634	yes
60s	long	0.168634	0.168634	0.168634	0.168634	0.168634	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.168634	0.168634	0.168634	0.168634	0.168634	-0.168634	yes

Price

Best bid: 0.5636
Best ask: 0.5637
Spread: 0.0001
Spread %: 0.017742
Mid price: 0.56365
Last price: 0.5632
Mark price: -
Index price: 0.5635

Order Book

Bid depth 5: 445
Ask depth 5: 566
Bid depth 10: 1609
Ask depth 10: 2294
Bid depth 20: 3828
Ask depth 20: 5784
Imbalance 5: -0.119683
Imbalance 10: -0.175506
Imbalance 20: -0.203496
Top bid size: 6
Top ask size: 33
Bid wall score: 0.001567
Ask wall score: 0.005705

Dynamics

Bid depth 5 delta: -206
Ask depth 5 delta: -598
Imbalance 5 delta: 0.162961
Bid depth 10 delta: -122
Ask depth 10 delta: -461
Imbalance 10 delta: 0.05276
Spread delta: -0.0002
Mid price delta: 0.0001
Wall shift score: -0.01176

Tape

Buy volume: 2577
Sell volume: 1744
Buy/sell delta: 833
Buy/sell ratio: 1.477638
Avg trade size: 43.21
Large trade count: 7
Largest trade size: 296

Candle

Return 1: 0.142146
Return 3: 1.312242
Volume 1: 6227
Volume avg 5: 4655.6
Momentum 5: 1.824752

Cross Exchange

Mid avg: 0.5631875
Mid median: 0.56355
Price deviation %: 0.082122
Spread %: 0.292975

Funding / OI / Volume

Funding rate: -0.00012
Funding delta: 0
Funding abs: 0.00012
Funding pressure: 0.00012
Open interest: -
Volume 24h: 3000934
Quote volume 24h: 15530472.207
Price change 24h %: 15.45

Quality

Capture latency ms: 5414
Order book timestamp: 2026-07-05 21:41:56.398000+02:00
Ticker timestamp: 2026-07-05 21:41:54.932000+02:00
Trades timestamp: 2026-07-05 21:41:54.008000+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	0.124191	0.124191	0.124191	0.124191	0.124191	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.124191	0.124191	0.124191	0.124191	0.124191	-0.124191	yes
30s	long	0.124191	0.124191	0.124191	0.124191	0.124191	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.124191	0.124191	0.124191	0.124191	0.124191	-0.124191	yes
60s	long	0.124191	0.124191	0.124191	0.124191	0.124191	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.124191	0.124191	0.124191	0.124191	0.124191	-0.124191	yes

Price

Best bid: 0.56279
Best ask: 0.56451
Spread: 0.00172
Spread %: 0.305154
Mid price: 0.56365
Last price: 0.56205
Mark price: -
Index price: -

Order Book

Bid depth 5: 12307
Ask depth 5: 25514
Bid depth 10: 49591
Ask depth 10: 43403
Bid depth 20: 150451
Ask depth 20: 136710
Imbalance 5: -0.349198
Imbalance 10: 0.066542
Imbalance 20: 0.047851
Top bid size: 1325
Top ask size: 168
Bid wall score: 0.008807
Ask wall score: 0.001229

Dynamics

Bid depth 5 delta: -1564
Ask depth 5 delta: 19885
Imbalance 5 delta: -0.771864
Bid depth 10 delta: -6481
Ask depth 10 delta: 3747
Imbalance 10 delta: -0.104944
Spread delta: 0.00009
Mid price delta: 0.000745
Wall shift score: -0.011837

Tape

Buy volume: 4936
Sell volume: 13466
Buy/sell delta: -8530
Buy/sell ratio: 0.366553
Avg trade size: 184.02
Large trade count: 10
Largest trade size: 2220

Candle

Return 1: 0.817952
Return 3: 1.033615
Volume 1: 176
Volume avg 5: 408.4
Momentum 5: 1.115409

Cross Exchange

Mid avg: 0.56300125
Mid median: 0.5632275
Price deviation %: 0.115231
Spread %: 0.27531

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 104369
Volume 24h: 813594
Quote volume 24h: 813594
Price change 24h %: 15.481816

Quality

Capture latency ms: 4993
Order book timestamp: 2026-07-05 21:41:51.495000+02:00
Ticker timestamp: 2026-07-05 21:41:51.795000+02:00
Trades timestamp: 2026-07-05 21:41:04.897000+02:00
Data quality score: 90
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	long	0.213785	0.213785	0.213785	0.213785	0.213785	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.213785	0.213785	0.213785	0.213785	0.213785	-0.213785	yes
30s	long	0.213785	0.213785	0.213785	0.213785	0.213785	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.213785	0.213785	0.213785	0.213785	0.213785	-0.213785	yes
60s	long	0.213785	0.213785	0.213785	0.213785	0.213785	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.213785	0.213785	0.213785	0.213785	0.213785	-0.213785	yes

Price

Best bid: 0.56142
Best ask: 0.56258
Spread: 0.00116
Spread %: 0.206406
Mid price: 0.562
Last price: 0.56338
Mark price: 0.56322
Index price: 0.563003

Order Book

Bid depth 5: 12
Ask depth 5: 10
Bid depth 10: 43
Ask depth 10: 37
Bid depth 20: 66
Ask depth 20: 54
Imbalance 5: 0.090909
Imbalance 10: 0.075
Imbalance 20: 0.1
Top bid size: 3
Top ask size: 1
Bid wall score: 0.045455
Ask wall score: 0.018519

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 1
Imbalance 5 delta: 0.090909
Bid depth 10 delta: 4
Ask depth 10 delta: 21
Imbalance 10 delta: -0.343182
Spread delta: 0.00005
Mid price delta: -0.001145
Wall shift score: 0.029773

Tape

Buy volume: 135
Sell volume: 104
Buy/sell delta: 31
Buy/sell ratio: 1.298077
Avg trade size: 2.39
Large trade count: 8
Largest trade size: 13

Candle

Return 1: 0.03196
Return 3: 1.049271
Volume 1: 2
Volume avg 5: 8.6
Momentum 5: 1.724356

Cross Exchange

Mid avg: 0.5632875
Mid median: 0.5633475
Price deviation %: -0.228569
Spread %: 0.114506

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8700000
Quote volume 24h: 4426006
Price change 24h %: 4.24

Quality

Capture latency ms: 9856
Order book timestamp: 2026-07-05 21:41:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:20.492000+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	0.41726	0.41726	0.41726	0.41726	0.41726	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.41726	0.41726	0.41726	0.41726	0.41726	-0.41726	yes
30s	long	0.41726	0.41726	0.41726	0.41726	0.41726	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.41726	0.41726	0.41726	0.41726	0.41726	-0.41726	yes
60s	long	0.41726	0.41726	0.41726	0.41726	0.41726	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.41726	0.41726	0.41726	0.41726	0.41726	-0.41726	yes

Price

Best bid: 0.5635
Best ask: 0.5636
Spread: 0.0001
Spread %: 0.017745
Mid price: 0.56355
Last price: 0.5632
Mark price: -
Index price: -

Order Book

Bid depth 5: 2605
Ask depth 5: 1923
Bid depth 10: 8614
Ask depth 10: 9844
Bid depth 20: 32545
Ask depth 20: 30527
Imbalance 5: 0.150618
Imbalance 10: -0.066638
Imbalance 20: 0.031995
Top bid size: 762
Top ask size: 20
Bid wall score: 0.023414
Ask wall score: 0.000655

Dynamics

Bid depth 5 delta: -34
Ask depth 5 delta: -3835
Imbalance 5 delta: 0.522061
Bid depth 10 delta: -1673
Ask depth 10 delta: -4091
Imbalance 10 delta: 0.083969
Spread delta: 0
Mid price delta: 0.0011
Wall shift score: 0.017868

Tape

Buy volume: 10095
Sell volume: 23380
Buy/sell delta: -13285
Buy/sell ratio: 0.431779
Avg trade size: 334.75
Large trade count: 3
Largest trade size: 9958

Candle

Return 1: 0.124334
Return 3: 1.330218
Volume 1: 53722
Volume avg 5: 85667.6
Momentum 5: 1.879631

Cross Exchange

Mid avg: 0.5630125
Mid median: 0.563025
Price deviation %: 0.095469
Spread %: 0.195378

Funding / OI / Volume

Funding rate: -0.00011525
Funding delta: 0.00000547
Funding abs: 0.00011525
Funding pressure: 0.00012072
Open interest: 17956920
Volume 24h: 163867916
Quote volume 24h: 84806066.66683
Price change 24h %: 4.296

Quality

Capture latency ms: 6715
Order book timestamp: 2026-07-05 21:41:29.861000+02:00
Ticker timestamp: 2026-07-05 21:41:24.812000+02:00
Trades timestamp: 2026-07-05 21:41:30.944000+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	-0.035489	-0.035489	-0.035489	0.035489	0.035489	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.035489	0.035489	0.035489	0.035489	-0.035489	0.035489	yes
30s	flat	-0.035489	-0.035489	-0.035489	0.035489	0.035489	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.035489	0.035489	0.035489	0.035489	-0.035489	0.035489	yes
60s	flat	-0.035489	-0.035489	-0.035489	0.035489	0.035489	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.035489	0.035489	0.035489	0.035489	-0.035489	0.035489	yes

Price

Best bid: 0.5634
Best ask: 0.5637
Spread: 0.0003
Spread %: 0.053234
Mid price: 0.56355
Last price: 0.5633
Mark price: -
Index price: 0.5629

Order Book

Bid depth 5: 651
Ask depth 5: 1164
Bid depth 10: 1731
Ask depth 10: 2755
Bid depth 20: 4322
Ask depth 20: 5958
Imbalance 5: -0.282645
Imbalance 10: -0.228266
Imbalance 20: -0.159144
Top bid size: 46
Top ask size: 18
Bid wall score: 0.010643
Ask wall score: 0.003021

Dynamics

Bid depth 5 delta: -436
Ask depth 5 delta: -605
Imbalance 5 delta: -0.043849
Bid depth 10 delta: -632
Ask depth 10 delta: -1239
Imbalance 10 delta: 0.028302
Spread delta: 0.0002
Mid price delta: 0.0018
Wall shift score: -0.049576

Tape

Buy volume: 2576
Sell volume: 2047
Buy/sell delta: 529
Buy/sell ratio: 1.258427
Avg trade size: 46.23
Large trade count: 7
Largest trade size: 332

Candle

Return 1: 0.142146
Return 3: 1.312242
Volume 1: 2819
Volume avg 5: 3974
Momentum 5: 1.824752

Cross Exchange

Mid avg: 0.5625625
Mid median: 0.5626775
Price deviation %: 0.175536
Spread %: 0.247972

Funding / OI / Volume

Funding rate: -0.00012
Funding delta: 0.000008
Funding abs: 0.00012
Funding pressure: 0.000128
Open interest: -
Volume 24h: 2997059
Quote volume 24h: 15508660.382
Price change 24h %: 15.47

Quality

Capture latency ms: 4608
Order book timestamp: 2026-07-05 21:41:23.660000+02:00
Ticker timestamp: 2026-07-05 21:41:21.816000+02:00
Trades timestamp: 2026-07-05 21:41:24.341000+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	0.017745	0.017745	0.017745	0.017745	0.017745	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.017745	0.017745	0.017745	0.017745	0.017745	-0.017745	yes
30s	flat	0.017745	0.017745	0.017745	0.017745	0.017745	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.017745	0.017745	0.017745	0.017745	0.017745	-0.017745	yes
60s	flat	0.017745	0.017745	0.017745	0.017745	0.017745	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.017745	0.017745	0.017745	0.017745	0.017745	-0.017745	yes

Price

Best bid: 0.56209
Best ask: 0.56372
Spread: 0.00163
Spread %: 0.289569
Mid price: 0.562905
Last price: 0.56205
Mark price: -
Index price: -

Order Book

Bid depth 5: 13871
Ask depth 5: 5629
Bid depth 10: 56072
Ask depth 10: 39656
Bid depth 20: 66294
Ask depth 20: 133073
Imbalance 5: 0.422667
Imbalance 10: 0.171486
Imbalance 20: -0.334955
Top bid size: 1310
Top ask size: 46
Bid wall score: 0.01976
Ask wall score: 0.000346

Dynamics

Bid depth 5 delta: 5471
Ask depth 5 delta: -25419
Imbalance 5 delta: 0.99679
Bid depth 10 delta: 12932
Ask depth 10 delta: -4743
Imbalance 10 delta: 0.185868
Spread delta: -0.00009
Mid price delta: 0.000455
Wall shift score: 0.019743

Tape

Buy volume: 4936
Sell volume: 13466
Buy/sell delta: -8530
Buy/sell ratio: 0.366553
Avg trade size: 184.02
Large trade count: 10
Largest trade size: 2220

Candle

Return 1: 0.817952
Return 3: 1.033615
Volume 1: 176
Volume avg 5: 408.4
Momentum 5: 1.115409

Cross Exchange

Mid avg: 0.56244875
Mid median: 0.56245
Price deviation %: 0.081119
Spread %: 0.248023

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 104369
Volume 24h: 813594
Quote volume 24h: 813594
Price change 24h %: 15.481816

Quality

Capture latency ms: 5565
Order book timestamp: 2026-07-05 21:41:18.437000+02:00
Ticker timestamp: 2026-07-05 21:41:18.818000+02:00
Trades timestamp: 2026-07-05 21:41:04.897000+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	0.132349	0.132349	0.132349	0.132349	0.132349	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.132349	0.132349	0.132349	0.132349	0.132349	-0.132349	yes
30s	long	0.132349	0.132349	0.132349	0.132349	0.132349	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.132349	0.132349	0.132349	0.132349	0.132349	-0.132349	yes
60s	long	0.132349	0.132349	0.132349	0.132349	0.132349	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.132349	0.132349	0.132349	0.132349	0.132349	-0.132349	yes

Price

Best bid: 0.56259
Best ask: 0.5637
Spread: 0.00111
Spread %: 0.197107
Mid price: 0.563145
Last price: 0.56322
Mark price: 0.56304
Index price: 0.562873

Order Book

Bid depth 5: 9
Ask depth 5: 9
Bid depth 10: 39
Ask depth 10: 16
Bid depth 20: 61
Ask depth 20: 52
Imbalance 5: 0
Imbalance 10: 0.418182
Imbalance 20: 0.079646
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016393
Ask wall score: 0.019231

Dynamics

Bid depth 5 delta: -23
Ask depth 5 delta: 0
Imbalance 5 delta: -0.560976
Bid depth 10 delta: -4
Ask depth 10 delta: -23
Imbalance 10 delta: 0.369401
Spread delta: 0.00018
Mid price delta: 0.00188
Wall shift score: -0.001555

Tape

Buy volume: 135
Sell volume: 105
Buy/sell delta: 30
Buy/sell ratio: 1.285714
Avg trade size: 2.4
Large trade count: 8
Largest trade size: 13

Candle

Return 1: 0.003551
Return 3: 1.020573
Volume 1: 1
Volume avg 5: 8.4
Momentum 5: 1.695466

Cross Exchange

Mid avg: 0.56197875
Mid median: 0.5621
Price deviation %: 0.207526
Spread %: 0.210862

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0.000001
Funding abs: 0.00005
Funding pressure: 0.000051
Open interest: -
Volume 24h: 8699900
Quote volume 24h: 4425950
Price change 24h %: 4.22

Quality

Capture latency ms: 9694
Order book timestamp: 2026-07-05 21:41:07+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:20.462000+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	-0.203322	-0.203322	-0.203322	0.203322	0.203322	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.203322	0.203322	0.203322	0.203322	-0.203322	0.203322	yes
30s	short	-0.203322	-0.203322	-0.203322	0.203322	0.203322	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.203322	0.203322	0.203322	0.203322	-0.203322	0.203322	yes
60s	short	-0.203322	-0.203322	-0.203322	0.203322	0.203322	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.203322	0.203322	0.203322	0.203322	-0.203322	0.203322	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 30844
gate: 30843
htx: 30613
mexc: 30838

By Symbol

VELVET/USDT:USDT: 123138

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