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: 123669
Total labels: 371007
Pending labels: 97
Eligible pending labels: 39
Labeled snapshots: 370910
Labels with advanced TP/SL: 351912
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.00191
Avg long MAE 30s: 0.00191
Avg short MFE 30s: 0.317159
Avg short MAE 30s: 0.317159
Long labels: 149639
Short labels: 152089
Flat labels: 69182
Latest snapshot: 2026-07-06 04:45:55.547360+02:00
Recent trades snapshots: 123661
Micro candles: 2473140
Avg data quality: 75.9434943276002879
Latest latency: 6436 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 247 of 12367 · 123669 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-05 22:55:51.999256+02:00	mexc	VELVET/USDT:USDT	0.54255	68	5317 ms	10s long 0.43314 30s long 0.43314 60s long 0.43314	advanced ready
2026-07-05 22:55:46.623003+02:00	htx	VELVET/USDT:USDT	0.5436	80	5336 ms	10s short -0.185798 30s short -0.185798 60s short -0.185798	advanced ready
2026-07-05 22:55:35.542571+02:00	gate	VELVET/USDT:USDT	0.54373	68	9691 ms	10s flat -0.019311 30s flat -0.019311 60s flat -0.019311	advanced ready
2026-07-05 22:55:25.744751+02:00	binance	VELVET/USDT:USDT	0.54405	80	6250 ms	10s short -0.477897 30s short -0.477897 60s short -0.477897	advanced ready
2026-07-05 22:55:19.386113+02:00	mexc	VELVET/USDT:USDT	0.54505	68	5424 ms	10s short -0.458674 30s short -0.458674 60s short -0.458674	advanced ready
2026-07-05 22:55:13.901345+02:00	htx	VELVET/USDT:USDT	0.546055	80	5374 ms	10s short -0.449588 30s short -0.449588 60s short -0.449588	advanced ready
2026-07-05 22:55:02.605463+02:00	gate	VELVET/USDT:USDT	0.542415	68	9715 ms	10s long 0.242434 30s long 0.242434 60s long 0.242434	advanced ready
2026-07-05 22:54:52.785013+02:00	binance	VELVET/USDT:USDT	0.54205	80	7146 ms	10s long 0.36897 30s long 0.36897 60s long 0.36897	advanced ready
2026-07-05 22:54:45.549841+02:00	mexc	VELVET/USDT:USDT	0.54185	78	4872 ms	10s long 0.590569 30s long 0.590569 60s long 0.590569	advanced ready
2026-07-05 22:54:40.624083+02:00	htx	VELVET/USDT:USDT	0.54215	80	5499 ms	10s long 0.72028 30s long 0.72028 60s long 0.72028	advanced ready

Price

Best bid: 0.5423
Best ask: 0.5428
Spread: 0.0005
Spread %: 0.092157
Mid price: 0.54255
Last price: 0.5428
Mark price: -
Index price: 0.5431

Order Book

Bid depth 5: 749
Ask depth 5: 460
Bid depth 10: 2300
Ask depth 10: 1720
Bid depth 20: 5234
Ask depth 20: 3476
Imbalance 5: 0.239041
Imbalance 10: 0.144279
Imbalance 20: 0.201837
Top bid size: 48
Top ask size: 159
Bid wall score: 0.009171
Ask wall score: 0.045742

Dynamics

Bid depth 5 delta: 462
Ask depth 5 delta: -270
Imbalance 5 delta: 0.674635
Bid depth 10 delta: 383
Ask depth 10 delta: 198
Imbalance 10 delta: 0.02942
Spread delta: 0.0004
Mid price delta: -0.0025
Wall shift score: -0.034212

Tape

Buy volume: 2522
Sell volume: 1429
Buy/sell delta: 1093
Buy/sell ratio: 1.764871
Avg trade size: 39.51
Large trade count: 6
Largest trade size: 419

Candle

Return 1: 0.221566
Return 3: 0.073746
Volume 1: 4982
Volume avg 5: 3421
Momentum 5: -0.713371

Cross Exchange

Mid avg: 0.5441075
Mid median: 0.54389
Price deviation %: -0.286249
Spread %: 0.266491

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3274638
Quote volume 24h: 17046204.499
Price change 24h %: 11.27

Quality

Capture latency ms: 5317
Order book timestamp: 2026-07-05 22:55:49.889000+02:00
Ticker timestamp: 2026-07-05 22:55:48.815000+02:00
Trades timestamp: 2026-07-05 22:55:46.757000+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	0.43314	0.43314	0.43314	0.43314	0.43314	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.43314	0.43314	0.43314	0.43314	0.43314	-0.43314	yes
30s	long	0.43314	0.43314	0.43314	0.43314	0.43314	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.43314	0.43314	0.43314	0.43314	0.43314	-0.43314	yes
60s	long	0.43314	0.43314	0.43314	0.43314	0.43314	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.43314	0.43314	0.43314	0.43314	0.43314	-0.43314	yes

Price

Best bid: 0.54292
Best ask: 0.54428
Spread: 0.00136
Spread %: 0.250184
Mid price: 0.5436
Last price: 0.54295
Mark price: -
Index price: -

Order Book

Bid depth 5: 7813
Ask depth 5: 16079
Bid depth 10: 31995
Ask depth 10: 38245
Bid depth 20: 140146
Ask depth 20: 135038
Imbalance 5: -0.345974
Imbalance 10: -0.088981
Imbalance 20: 0.018562
Top bid size: 79
Top ask size: 476
Bid wall score: 0.000564
Ask wall score: 0.003525

Dynamics

Bid depth 5 delta: -218
Ask depth 5 delta: 8225
Imbalance 5 delta: -0.357116
Bid depth 10 delta: 16941
Ask depth 10 delta: 27562
Imbalance 10 delta: -0.258814
Spread delta: -0.00717
Mid price delta: -0.002455
Wall shift score: 0.027301

Tape

Buy volume: 7270
Sell volume: 29934
Buy/sell delta: -22664
Buy/sell ratio: 0.242868
Avg trade size: 372.04
Large trade count: 12
Largest trade size: 3112

Candle

Return 1: 0
Return 3: -0.887169
Volume 1: 0
Volume avg 5: 72.4
Momentum 5: -0.887169

Cross Exchange

Mid avg: 0.54472125
Mid median: 0.54455
Price deviation %: -0.205839
Spread %: 0.426824

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100136
Volume 24h: 833198
Quote volume 24h: 833198
Price change 24h %: 11.557428

Quality

Capture latency ms: 5336
Order book timestamp: 2026-07-05 22:55:45.137000+02:00
Ticker timestamp: 2026-07-05 22:55:45.737000+02:00
Trades timestamp: 2026-07-05 22:53:18.174000+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	-0.185798	-0.185798	-0.185798	0.185798	0.185798	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.185798	0.185798	0.185798	0.185798	-0.185798	0.185798	yes
30s	short	-0.185798	-0.185798	-0.185798	0.185798	0.185798	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.185798	0.185798	0.185798	0.185798	-0.185798	0.185798	yes
60s	short	-0.185798	-0.185798	-0.185798	0.185798	0.185798	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.185798	0.185798	0.185798	0.185798	-0.185798	0.185798	yes

Price

Best bid: 0.54323
Best ask: 0.54423
Spread: 0.001
Spread %: 0.183915
Mid price: 0.54373
Last price: 0.54375
Mark price: 0.54474
Index price: 0.544723

Order Book

Bid depth 5: 8
Ask depth 5: 32
Bid depth 10: 39
Ask depth 10: 43
Bid depth 20: 57
Ask depth 20: 66
Imbalance 5: -0.6
Imbalance 10: -0.04878
Imbalance 20: -0.073171
Top bid size: 1
Top ask size: 2
Bid wall score: 0.017544
Ask wall score: 0.030303

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 20
Imbalance 5 delta: -0.4
Bid depth 10 delta: 21
Ask depth 10 delta: 1
Imbalance 10 delta: 0.35122
Spread delta: 0.00011
Mid price delta: 0.001315
Wall shift score: 0.000302

Tape

Buy volume: 227
Sell volume: 209
Buy/sell delta: 18
Buy/sell ratio: 1.086124
Avg trade size: 4.36
Large trade count: 13
Largest trade size: 22

Candle

Return 1: 0.308073
Return 3: 0.313624
Volume 1: 7
Volume avg 5: 43.4
Momentum 5: -0.565065

Cross Exchange

Mid avg: 0.5443925
Mid median: 0.54455
Price deviation %: -0.121695
Spread %: 0.668635

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8925600
Quote volume 24h: 4550538
Price change 24h %: -3.67

Quality

Capture latency ms: 9691
Order book timestamp: 2026-07-05 22:55:34+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:24.931000+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	flat	-0.019311	-0.019311	-0.019311	0.019311	0.019311	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.019311	0.019311	0.019311	0.019311	-0.019311	0.019311	yes
30s	flat	-0.019311	-0.019311	-0.019311	0.019311	0.019311	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.019311	0.019311	0.019311	0.019311	-0.019311	0.019311	yes
60s	flat	-0.019311	-0.019311	-0.019311	0.019311	0.019311	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.019311	0.019311	0.019311	0.019311	-0.019311	0.019311	yes

Price

Best bid: 0.544
Best ask: 0.5441
Spread: 0.0001
Spread %: 0.018381
Mid price: 0.54405
Last price: 0.5446
Mark price: -
Index price: -

Order Book

Bid depth 5: 1849
Ask depth 5: 2195
Bid depth 10: 7733
Ask depth 10: 7952
Bid depth 20: 21738
Ask depth 20: 21898
Imbalance 5: -0.085559
Imbalance 10: -0.013962
Imbalance 20: -0.003667
Top bid size: 151
Top ask size: 175
Bid wall score: 0.006946
Ask wall score: 0.007992

Dynamics

Bid depth 5 delta: -145
Ask depth 5 delta: -1092
Imbalance 5 delta: 0.159281
Bid depth 10 delta: 436
Ask depth 10 delta: -1144
Imbalance 10 delta: 0.09578
Spread delta: 0
Mid price delta: 0.002
Wall shift score: -0.004092

Tape

Buy volume: 5389
Sell volume: 10637
Buy/sell delta: -5248
Buy/sell ratio: 0.506628
Avg trade size: 160.26
Large trade count: 9
Largest trade size: 1245

Candle

Return 1: 0.387668
Return 3: 0.20269
Volume 1: 71891
Volume avg 5: 95587.2
Momentum 5: -0.512258

Cross Exchange

Mid avg: 0.5438925
Mid median: 0.5437325
Price deviation %: 0.028958
Spread %: 0.736359

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17674115
Volume 24h: 168628260
Quote volume 24h: 87406013.64616
Price change 24h %: -3.508

Quality

Capture latency ms: 6250
Order book timestamp: 2026-07-05 22:55:23.596000+02:00
Ticker timestamp: 2026-07-05 22:55:21.433000+02:00
Trades timestamp: 2026-07-05 22:55:25.132000+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	-0.477897	-0.477897	-0.477897	0.477897	0.477897	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.477897	0.477897	0.477897	0.477897	-0.477897	0.477897	yes
30s	short	-0.477897	-0.477897	-0.477897	0.477897	0.477897	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.477897	0.477897	0.477897	0.477897	-0.477897	0.477897	yes
60s	short	-0.477897	-0.477897	-0.477897	0.477897	0.477897	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.477897	0.477897	0.477897	0.477897	-0.477897	0.477897	yes

Price

Best bid: 0.545
Best ask: 0.5451
Spread: 0.0001
Spread %: 0.018347
Mid price: 0.54505
Last price: 0.5457
Mark price: -
Index price: 0.5447

Order Book

Bid depth 5: 287
Ask depth 5: 730
Bid depth 10: 1917
Ask depth 10: 1522
Bid depth 20: 22624
Ask depth 20: 4576
Imbalance 5: -0.435595
Imbalance 10: 0.114859
Imbalance 20: 0.663529
Top bid size: 1
Top ask size: 11
Bid wall score: 0.000044
Ask wall score: 0.002404

Dynamics

Bid depth 5 delta: -379
Ask depth 5 delta: 229
Imbalance 5 delta: -0.576983
Bid depth 10 delta: -567
Ask depth 10 delta: -103
Imbalance 10 delta: -0.094194
Spread delta: 0
Mid price delta: 0.0032
Wall shift score: -0.010614

Tape

Buy volume: 3562
Sell volume: 670
Buy/sell delta: 2892
Buy/sell ratio: 5.316418
Avg trade size: 42.32
Large trade count: 10
Largest trade size: 302

Candle

Return 1: 0.62777
Return 3: 0.479351
Volume 1: 2259
Volume avg 5: 2876.4
Momentum 5: -0.310957

Cross Exchange

Mid avg: 0.5430925
Mid median: 0.5422325
Price deviation %: 0.360436
Spread %: 0.77427

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3271124
Quote volume 24h: 17027078.255
Price change 24h %: 11.86

Quality

Capture latency ms: 5424
Order book timestamp: 2026-07-05 22:55:17.869000+02:00
Ticker timestamp: 2026-07-05 22:55:15.815000+02:00
Trades timestamp: 2026-07-05 22:55:18.106000+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	-0.458674	-0.458674	-0.458674	0.458674	0.458674	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.458674	0.458674	0.458674	0.458674	-0.458674	0.458674	yes
30s	short	-0.458674	-0.458674	-0.458674	0.458674	0.458674	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.458674	0.458674	0.458674	0.458674	-0.458674	0.458674	yes
60s	short	-0.458674	-0.458674	-0.458674	0.458674	0.458674	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.458674	0.458674	0.458674	0.458674	-0.458674	0.458674	yes

Price

Best bid: 0.54179
Best ask: 0.55032
Spread: 0.00853
Spread %: 1.562114
Mid price: 0.546055
Last price: 0.54295
Mark price: -
Index price: -

Order Book

Bid depth 5: 8031
Ask depth 5: 7854
Bid depth 10: 15054
Ask depth 10: 10683
Bid depth 20: 19130
Ask depth 20: 12510
Imbalance 5: 0.011143
Imbalance 10: 0.169833
Imbalance 20: 0.209229
Top bid size: 1094
Top ask size: 1094
Bid wall score: 0.057188
Ask wall score: 0.08745

Dynamics

Bid depth 5 delta: 3208
Ask depth 5 delta: -8465
Imbalance 5 delta: 0.554894
Bid depth 10 delta: -13559
Ask depth 10 delta: -22443
Imbalance 10 delta: 0.242931
Spread delta: 0.00767
Mid price delta: 0.003905
Wall shift score: -0.028668

Tape

Buy volume: 7270
Sell volume: 29934
Buy/sell delta: -22664
Buy/sell ratio: 0.242868
Avg trade size: 372.04
Large trade count: 12
Largest trade size: 3112

Candle

Return 1: 0
Return 3: -0.887169
Volume 1: 0
Volume avg 5: 72.4
Momentum 5: -0.887169

Cross Exchange

Mid avg: 0.54211625
Mid median: 0.5421
Price deviation %: 0.726551
Spread %: 0.104221

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100136
Volume 24h: 833198
Quote volume 24h: 833198
Price change 24h %: 11.557428

Quality

Capture latency ms: 5374
Order book timestamp: 2026-07-05 22:55:12.537000+02:00
Ticker timestamp: 2026-07-05 22:55:12.862000+02:00
Trades timestamp: 2026-07-05 22:53:18.174000+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	-0.449588	-0.449588	-0.449588	0.449588	0.449588	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.449588	0.449588	0.449588	0.449588	-0.449588	0.449588	yes
30s	short	-0.449588	-0.449588	-0.449588	0.449588	0.449588	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.449588	0.449588	0.449588	0.449588	-0.449588	0.449588	yes
60s	short	-0.449588	-0.449588	-0.449588	0.449588	0.449588	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.449588	0.449588	0.449588	0.449588	-0.449588	0.449588	yes

Price

Best bid: 0.54197
Best ask: 0.54286
Spread: 0.00089
Spread %: 0.164081
Mid price: 0.542415
Last price: 0.54208
Mark price: 0.54216
Index price: 0.542148

Order Book

Bid depth 5: 8
Ask depth 5: 12
Bid depth 10: 18
Ask depth 10: 42
Bid depth 20: 58
Ask depth 20: 66
Imbalance 5: -0.2
Imbalance 10: -0.4
Imbalance 20: -0.064516
Top bid size: 1
Top ask size: 2
Bid wall score: 0.017241
Ask wall score: 0.030303

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 2
Imbalance 5 delta: -0.088889
Bid depth 10 delta: 0
Ask depth 10 delta: 1
Imbalance 10 delta: -0.010169
Spread delta: -0.00005
Mid price delta: -0.000095
Wall shift score: 0.002484

Tape

Buy volume: 225
Sell volume: 211
Buy/sell delta: 14
Buy/sell ratio: 1.066351
Avg trade size: 4.36
Large trade count: 13
Largest trade size: 22

Candle

Return 1: 0.14389
Return 3: 0.149433
Volume 1: 2
Volume avg 5: 42.4
Momentum 5: -0.727818

Cross Exchange

Mid avg: 0.54214
Mid median: 0.5421
Price deviation %: 0.050725
Spread %: 0.12174

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8924900
Quote volume 24h: 4550157
Price change 24h %: -3.99

Quality

Capture latency ms: 9715
Order book timestamp: 2026-07-05 22:55:01+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:24.896000+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	0.242434	0.242434	0.242434	0.242434	0.242434	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.242434	0.242434	0.242434	0.242434	0.242434	-0.242434	yes
30s	long	0.242434	0.242434	0.242434	0.242434	0.242434	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.242434	0.242434	0.242434	0.242434	0.242434	-0.242434	yes
60s	long	0.242434	0.242434	0.242434	0.242434	0.242434	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.242434	0.242434	0.242434	0.242434	0.242434	-0.242434	yes

Price

Best bid: 0.542
Best ask: 0.5421
Spread: 0.0001
Spread %: 0.018448
Mid price: 0.54205
Last price: 0.5419
Mark price: -
Index price: -

Order Book

Bid depth 5: 1994
Ask depth 5: 3287
Bid depth 10: 7297
Ask depth 10: 9096
Bid depth 20: 27970
Ask depth 20: 26847
Imbalance 5: -0.24484
Imbalance 10: -0.109742
Imbalance 20: 0.020486
Top bid size: 379
Top ask size: 282
Bid wall score: 0.01355
Ask wall score: 0.010504

Dynamics

Bid depth 5 delta: -919
Ask depth 5 delta: 1483
Imbalance 5 delta: -0.479947
Bid depth 10 delta: -3383
Ask depth 10 delta: -1205
Imbalance 10 delta: -0.127806
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: 0.005188

Tape

Buy volume: 10984
Sell volume: 6755
Buy/sell delta: 4229
Buy/sell ratio: 1.626055
Avg trade size: 177.39
Large trade count: 11
Largest trade size: 1846

Candle

Return 1: 0.593692
Return 3: -0.623167
Volume 1: 100593
Volume avg 5: 89360.2
Momentum 5: -1.454017

Cross Exchange

Mid avg: 0.54219
Mid median: 0.5422
Price deviation %: -0.025821
Spread %: 0.121729

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17696590
Volume 24h: 168576657
Quote volume 24h: 87378542.69646
Price change 24h %: -3.662

Quality

Capture latency ms: 7146
Order book timestamp: 2026-07-05 22:54:50.657000+02:00
Ticker timestamp: 2026-07-05 22:54:45.032000+02:00
Trades timestamp: 2026-07-05 22:54:51.784000+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	0.36897	0.36897	0.36897	0.36897	0.36897	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.36897	0.36897	0.36897	0.36897	0.36897	-0.36897	yes
30s	long	0.36897	0.36897	0.36897	0.36897	0.36897	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.36897	0.36897	0.36897	0.36897	0.36897	-0.36897	yes
60s	long	0.36897	0.36897	0.36897	0.36897	0.36897	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.36897	0.36897	0.36897	0.36897	0.36897	-0.36897	yes

Price

Best bid: 0.5418
Best ask: 0.5419
Spread: 0.0001
Spread %: 0.018455
Mid price: 0.54185
Last price: 0.5416
Mark price: -
Index price: 0.5418

Order Book

Bid depth 5: 666
Ask depth 5: 501
Bid depth 10: 2484
Ask depth 10: 1625
Bid depth 20: 7049
Ask depth 20: 5429
Imbalance 5: 0.141388
Imbalance 10: 0.209053
Imbalance 20: 0.129828
Top bid size: 127
Top ask size: 53
Bid wall score: 0.018017
Ask wall score: 0.009762

Dynamics

Bid depth 5 delta: -216
Ask depth 5 delta: 348
Imbalance 5 delta: -0.56296
Bid depth 10 delta: 621
Ask depth 10 delta: 687
Imbalance 10 delta: -0.121186
Spread delta: 0
Mid price delta: -0.001
Wall shift score: 0.016872

Tape

Buy volume: 1801
Sell volume: 1899
Buy/sell delta: -98
Buy/sell ratio: 0.948394
Avg trade size: 37
Large trade count: 7
Largest trade size: 293

Candle

Return 1: 0.463736
Return 3: -0.678526
Volume 1: 1545
Volume avg 5: 3108
Momentum 5: -1.598837

Cross Exchange

Mid avg: 0.54244
Mid median: 0.54238
Price deviation %: -0.108768
Spread %: 0.129047

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3269138
Quote volume 24h: 17016293.246
Price change 24h %: 11.02

Quality

Capture latency ms: 4872
Order book timestamp: 2026-07-05 22:54:44.063000+02:00
Ticker timestamp: 2026-07-05 22:54:42.764000+02:00
Trades timestamp: 2026-07-05 22:54:36.572000+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	long	0.590569	0.590569	0.590569	0.590569	0.590569	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.590569	0.590569	0.590569	0.590569	0.590569	-0.590569	yes
30s	long	0.590569	0.590569	0.590569	0.590569	0.590569	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.590569	0.590569	0.590569	0.590569	0.590569	-0.590569	yes
60s	long	0.590569	0.590569	0.590569	0.590569	0.590569	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.590569	0.590569	0.590569	0.590569	0.590569	-0.590569	yes

Price

Best bid: 0.54172
Best ask: 0.54258
Spread: 0.00086
Spread %: 0.158628
Mid price: 0.54215
Last price: 0.54295
Mark price: -
Index price: -

Order Book

Bid depth 5: 4823
Ask depth 5: 16319
Bid depth 10: 28613
Ask depth 10: 33126
Bid depth 20: 143327
Ask depth 20: 130031
Imbalance 5: -0.543752
Imbalance 10: -0.073098
Imbalance 20: 0.04864
Top bid size: 79
Top ask size: 279
Bid wall score: 0.000551
Ask wall score: 0.002146

Dynamics

Bid depth 5 delta: -2208
Ask depth 5 delta: -4154
Imbalance 5 delta: -0.055023
Bid depth 10 delta: -7132
Ask depth 10 delta: -2415
Imbalance 10 delta: -0.07596
Spread delta: -0.00071
Mid price delta: 0.001155
Wall shift score: -0.00469

Tape

Buy volume: 7270
Sell volume: 29934
Buy/sell delta: -22664
Buy/sell ratio: 0.242868
Avg trade size: 372.04
Large trade count: 12
Largest trade size: 3112

Candle

Return 1: 0
Return 3: -0.887169
Volume 1: 0
Volume avg 5: 98.4
Momentum 5: -0.785747

Cross Exchange

Mid avg: 0.54215125
Mid median: 0.54238
Price deviation %: -0.000231
Spread %: 0.342155

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100136
Volume 24h: 833198
Quote volume 24h: 833198
Price change 24h %: 11.557428

Quality

Capture latency ms: 5499
Order book timestamp: 2026-07-05 22:54:38.337000+02:00
Ticker timestamp: 2026-07-05 22:54:39.613000+02:00
Trades timestamp: 2026-07-05 22:53:18.174000+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	0.72028	0.72028	0.72028	0.72028	0.72028	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.72028	0.72028	0.72028	0.72028	0.72028	-0.72028	yes
30s	long	0.72028	0.72028	0.72028	0.72028	0.72028	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.72028	0.72028	0.72028	0.72028	0.72028	-0.72028	yes
60s	long	0.72028	0.72028	0.72028	0.72028	0.72028	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.72028	0.72028	0.72028	0.72028	0.72028	-0.72028	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 30977
gate: 30976
htx: 30745
mexc: 30971

By Symbol

VELVET/USDT:USDT: 123669

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