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: 124202
Total labels: 372606
Pending labels: 87
Eligible pending labels: 31
Labeled snapshots: 372519
Labels with advanced TP/SL: 353521
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001852
Avg long MAE 30s: 0.001852
Avg short MFE 30s: 0.316455
Avg short MAE 30s: 0.316455
Long labels: 150242
Short labels: 152743
Flat labels: 69534
Latest snapshot: 2026-07-06 06:00:59.710056+02:00
Recent trades snapshots: 124194
Micro candles: 2483800
Avg data quality: 75.9478913383037310
Latest latency: 5601 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 248 of 12421 · 124202 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 00:11:28.215665+02:00	binance	VELVET/USDT:USDT	0.54115	80	5956 ms	10s short -0.461979 30s short -0.461979 60s short -0.461979	advanced ready
2026-07-06 00:11:22.161515+02:00	mexc	VELVET/USDT:USDT	0.5409	78	4404 ms	10s short -0.342023 30s short -0.342023 60s short -0.342023	advanced ready
2026-07-06 00:11:17.624408+02:00	htx	VELVET/USDT:USDT	0.540495	80	6085 ms	10s long 0.084182 30s long 0.084182 60s long 0.084182	advanced ready
2026-07-06 00:11:05.837210+02:00	gate	VELVET/USDT:USDT	0.53972	68	9645 ms	10s long 0.254762 30s long 0.254762 60s long 0.254762	advanced ready
2026-07-06 00:10:56.064720+02:00	binance	VELVET/USDT:USDT	0.54065	80	5979 ms	10s long 0.092481 30s long 0.092481 60s long 0.092481	advanced ready
2026-07-06 00:10:49.977081+02:00	mexc	VELVET/USDT:USDT	0.5409	78	4372 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-07-06 00:10:45.546008+02:00	htx	VELVET/USDT:USDT	0.541245	80	5623 ms	10s short -0.138569 30s short -0.138569 60s short -0.138569	advanced ready
2026-07-06 00:10:34.129910+02:00	gate	VELVET/USDT:USDT	0.541635	68	9627 ms	10s short -0.353559 30s short -0.353559 60s short -0.353559	advanced ready
2026-07-06 00:10:24.389873+02:00	binance	VELVET/USDT:USDT	0.5411	80	7388 ms	10s short -0.083164 30s short -0.083164 60s short -0.083164	advanced ready
2026-07-06 00:10:16.890165+02:00	mexc	VELVET/USDT:USDT	0.54035	56	5011 ms	10s long 0.101786 30s long 0.101786 60s long 0.101786	advanced ready

Price

Best bid: 0.5411
Best ask: 0.5412
Spread: 0.0001
Spread %: 0.018479
Mid price: 0.54115
Last price: 0.54
Mark price: -
Index price: -

Order Book

Bid depth 5: 3845
Ask depth 5: 3198
Bid depth 10: 9101
Ask depth 10: 12916
Bid depth 20: 25113
Ask depth 20: 24341
Imbalance 5: 0.091864
Imbalance 10: -0.173275
Imbalance 20: 0.01561
Top bid size: 91
Top ask size: 130
Bid wall score: 0.003624
Ask wall score: 0.005341

Dynamics

Bid depth 5 delta: -12657
Ask depth 5 delta: -4635
Imbalance 5 delta: -0.264372
Bid depth 10 delta: -11163
Ask depth 10 delta: -2579
Imbalance 10 delta: -0.30664
Spread delta: 0
Mid price delta: 0.0005
Wall shift score: -0.005408

Tape

Buy volume: 10988
Sell volume: 23753
Buy/sell delta: -12765
Buy/sell ratio: 0.462594
Avg trade size: 347.41
Large trade count: 4
Largest trade size: 14936

Candle

Return 1: 0.259403
Return 3: -0.055412
Volume 1: 14228
Volume avg 5: 88239.8
Momentum 5: -1.223074

Cross Exchange

Mid avg: 0.54044125
Mid median: 0.5405725
Price deviation %: 0.131143
Spread %: 0.21834

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17427669
Volume 24h: 166548729
Quote volume 24h: 86281928.24504
Price change 24h %: 1.848

Quality

Capture latency ms: 5956
Order book timestamp: 2026-07-06 00:11:26.071000+02:00
Ticker timestamp: 2026-07-06 00:11:16.543000+02:00
Trades timestamp: 2026-07-06 00:11:26.082000+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	-0.461979	-0.461979	-0.461979	0.461979	0.461979	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.461979	0.461979	0.461979	0.461979	-0.461979	0.461979	yes
30s	short	-0.461979	-0.461979	-0.461979	0.461979	0.461979	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.461979	0.461979	0.461979	0.461979	-0.461979	0.461979	yes
60s	short	-0.461979	-0.461979	-0.461979	0.461979	0.461979	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.461979	0.461979	0.461979	0.461979	-0.461979	0.461979	yes

Price

Best bid: 0.5407
Best ask: 0.5411
Spread: 0.0004
Spread %: 0.073951
Mid price: 0.5409
Last price: 0.5403
Mark price: -
Index price: 0.5399

Order Book

Bid depth 5: 703
Ask depth 5: 753
Bid depth 10: 1720
Ask depth 10: 2003
Bid depth 20: 5571
Ask depth 20: 4955
Imbalance 5: -0.034341
Imbalance 10: -0.076014
Imbalance 20: 0.058522
Top bid size: 96
Top ask size: 102
Bid wall score: 0.017232
Ask wall score: 0.020585

Dynamics

Bid depth 5 delta: -2756
Ask depth 5 delta: 268
Imbalance 5 delta: -0.788397
Bid depth 10 delta: -4405
Ask depth 10 delta: -407
Imbalance 10 delta: -0.511281
Spread delta: 0.0002
Mid price delta: 0
Wall shift score: 0.009541

Tape

Buy volume: 2461
Sell volume: 3006
Buy/sell delta: -545
Buy/sell ratio: 0.818696
Avg trade size: 54.67
Large trade count: 6
Largest trade size: 538

Candle

Return 1: 0.222346
Return 3: -0.036962
Volume 1: 808
Volume avg 5: 3666.8
Momentum 5: -1.277605

Cross Exchange

Mid avg: 0.54044125
Mid median: 0.5405725
Price deviation %: 0.084884
Spread %: 0.21834

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3182825
Quote volume 24h: 16530276.975
Price change 24h %: 10.76

Quality

Capture latency ms: 4404
Order book timestamp: 2026-07-06 00:11:20.571000+02:00
Ticker timestamp: 2026-07-06 00:11:19.004000+02:00
Trades timestamp: 2026-07-06 00:11:20.439000+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	-0.342023	-0.342023	-0.342023	0.342023	0.342023	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.342023	0.342023	0.342023	0.342023	-0.342023	0.342023	yes
30s	short	-0.342023	-0.342023	-0.342023	0.342023	0.342023	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.342023	0.342023	0.342023	0.342023	-0.342023	0.342023	yes
60s	short	-0.342023	-0.342023	-0.342023	0.342023	0.342023	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.342023	0.342023	0.342023	0.342023	-0.342023	0.342023	yes

Price

Best bid: 0.53971
Best ask: 0.54128
Spread: 0.00157
Spread %: 0.290474
Mid price: 0.540495
Last price: 0.54077
Mark price: -
Index price: -

Order Book

Bid depth 5: 12278
Ask depth 5: 22870
Bid depth 10: 30850
Ask depth 10: 26819
Bid depth 20: 45523
Ask depth 20: 129692
Imbalance 5: -0.301354
Imbalance 10: 0.069899
Imbalance 20: -0.480376
Top bid size: 1799
Top ask size: 563
Bid wall score: 0.039518
Ask wall score: 0.004341

Dynamics

Bid depth 5 delta: -16974
Ask depth 5 delta: 2708
Imbalance 5 delta: -0.48531
Bid depth 10 delta: -21127
Ask depth 10 delta: -6992
Imbalance 10 delta: -0.141856
Spread delta: -0.0001
Mid price delta: -0.00075
Wall shift score: 0.038002

Tape

Buy volume: 8830
Sell volume: 5924
Buy/sell delta: 2906
Buy/sell ratio: 1.490547
Avg trade size: 147.54
Large trade count: 9
Largest trade size: 1940

Candle

Return 1: -0.024034
Return 3: -1.093736
Volume 1: 3448
Volume avg 5: 1496
Momentum 5: -1.285117

Cross Exchange

Mid avg: 0.54062875
Mid median: 0.540775
Price deviation %: -0.02474
Spread %: 0.282079

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100370
Volume 24h: 803132
Quote volume 24h: 803132
Price change 24h %: 11.109513

Quality

Capture latency ms: 6085
Order book timestamp: 2026-07-06 00:11:15.537000+02:00
Ticker timestamp: 2026-07-06 00:11:15.919000+02:00
Trades timestamp: 2026-07-06 00:11:07.561000+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	0.084182	0.084182	0.084182	0.084182	0.084182	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.084182	0.084182	0.084182	0.084182	0.084182	-0.084182	yes
30s	long	0.084182	0.084182	0.084182	0.084182	0.084182	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.084182	0.084182	0.084182	0.084182	0.084182	-0.084182	yes
60s	long	0.084182	0.084182	0.084182	0.084182	0.084182	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.084182	0.084182	0.084182	0.084182	0.084182	-0.084182	yes

Price

Best bid: 0.53912
Best ask: 0.54032
Spread: 0.0012
Spread %: 0.222338
Mid price: 0.53972
Last price: 0.54081
Mark price: 0.54046
Index price: 0.54017

Order Book

Bid depth 5: 9
Ask depth 5: 11
Bid depth 10: 40
Ask depth 10: 46
Bid depth 20: 61
Ask depth 20: 68
Imbalance 5: -0.1
Imbalance 10: -0.069767
Imbalance 20: -0.054264
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016393
Ask wall score: 0.014706

Dynamics

Bid depth 5 delta: -10
Ask depth 5 delta: 0
Imbalance 5 delta: -0.366667
Bid depth 10 delta: -11
Ask depth 10 delta: 5
Imbalance 10 delta: -0.178463
Spread delta: 0.00015
Mid price delta: -0.001915
Wall shift score: -0.074925

Tape

Buy volume: 40
Sell volume: 249
Buy/sell delta: -209
Buy/sell ratio: 0.160643
Avg trade size: 2.89
Large trade count: 9
Largest trade size: 15

Candle

Return 1: 0.157419
Return 3: -0.263721
Volume 1: 2
Volume avg 5: 48.8
Momentum 5: -1.33365

Cross Exchange

Mid avg: 0.5411075
Mid median: 0.5410725
Price deviation %: -0.256419
Spread %: 0.182034

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8598600
Quote volume 24h: 4377583
Price change 24h %: 2.05

Quality

Capture latency ms: 9645
Order book timestamp: 2026-07-06 00:11:04+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:29.462000+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	long	0.254762	0.254762	0.254762	0.254762	0.254762	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.254762	0.254762	0.254762	0.254762	0.254762	-0.254762	yes
30s	long	0.254762	0.254762	0.254762	0.254762	0.254762	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.254762	0.254762	0.254762	0.254762	0.254762	-0.254762	yes
60s	long	0.254762	0.254762	0.254762	0.254762	0.254762	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.254762	0.254762	0.254762	0.254762	0.254762	-0.254762	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: 16502
Ask depth 5: 7833
Bid depth 10: 20264
Ask depth 10: 15495
Bid depth 20: 36209
Ask depth 20: 30271
Imbalance 5: 0.356236
Imbalance 10: 0.133365
Imbalance 20: 0.08932
Top bid size: 276
Top ask size: 119
Bid wall score: 0.007622
Ask wall score: 0.003931

Dynamics

Bid depth 5 delta: 12283
Ask depth 5 delta: 3809
Imbalance 5 delta: 0.332579
Bid depth 10 delta: -1296
Ask depth 10 delta: 3320
Imbalance 10 delta: -0.144833
Spread delta: -0.0001
Mid price delta: -0.00045
Wall shift score: 0.024123

Tape

Buy volume: 11077
Sell volume: 30102
Buy/sell delta: -19025
Buy/sell ratio: 0.367982
Avg trade size: 411.79
Large trade count: 6
Largest trade size: 14936

Candle

Return 1: 0.148203
Return 3: -1.151947
Volume 1: 52962
Volume avg 5: 90732
Momentum 5: -1.025265

Cross Exchange

Mid avg: 0.54122
Mid median: 0.5411725
Price deviation %: -0.105318
Spread %: 0.135804

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17427039
Volume 24h: 166622095
Quote volume 24h: 86320549.81104
Price change 24h %: 1.558

Quality

Capture latency ms: 5979
Order book timestamp: 2026-07-06 00:10:53.892000+02:00
Ticker timestamp: 2026-07-06 00:10:49.039000+02:00
Trades timestamp: 2026-07-06 00:10:55.496000+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	0.092481	0.092481	0.092481	0.092481	0.092481	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.092481	0.092481	0.092481	0.092481	0.092481	-0.092481	yes
30s	long	0.092481	0.092481	0.092481	0.092481	0.092481	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.092481	0.092481	0.092481	0.092481	0.092481	-0.092481	yes
60s	long	0.092481	0.092481	0.092481	0.092481	0.092481	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.092481	0.092481	0.092481	0.092481	0.092481	-0.092481	yes

Price

Best bid: 0.5408
Best ask: 0.541
Spread: 0.0002
Spread %: 0.036975
Mid price: 0.5409
Last price: 0.5409
Mark price: -
Index price: 0.5402

Order Book

Bid depth 5: 3459
Ask depth 5: 485
Bid depth 10: 6125
Ask depth 10: 2410
Bid depth 20: 15533
Ask depth 20: 5736
Imbalance 5: 0.754057
Imbalance 10: 0.435267
Imbalance 20: 0.460623
Top bid size: 233
Top ask size: 160
Bid wall score: 0.015
Ask wall score: 0.027894

Dynamics

Bid depth 5 delta: 2837
Ask depth 5 delta: -268
Imbalance 5 delta: 0.84933
Bid depth 10 delta: 4562
Ask depth 10 delta: 454
Imbalance 10 delta: 0.546946
Spread delta: 0.0001
Mid price delta: 0.00055
Wall shift score: -0.01598

Tape

Buy volume: 2106
Sell volume: 2883
Buy/sell delta: -777
Buy/sell ratio: 0.730489
Avg trade size: 49.89
Large trade count: 4
Largest trade size: 538

Candle

Return 1: 0.33389
Return 3: -1.097093
Volume 1: 3211
Volume avg 5: 3858.2
Momentum 5: -1.097093

Cross Exchange

Mid avg: 0.5410825
Mid median: 0.5411725
Price deviation %: -0.033729
Spread %: 0.237487

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3181343
Quote volume 24h: 16522270.708
Price change 24h %: 10.88

Quality

Capture latency ms: 4372
Order book timestamp: 2026-07-06 00:10:48.248000+02:00
Ticker timestamp: 2026-07-06 00:10:45.736000+02:00
Trades timestamp: 2026-07-06 00:10:44.591000+02:00
Data quality score: 78
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	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	Labeled
10s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
30s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
60s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes

Price

Best bid: 0.54041
Best ask: 0.54208
Spread: 0.00167
Spread %: 0.308548
Mid price: 0.541245
Last price: 0.5409
Mark price: -
Index price: -

Order Book

Bid depth 5: 29252
Ask depth 5: 20162
Bid depth 10: 51977
Ask depth 10: 33811
Bid depth 20: 157789
Ask depth 20: 131687
Imbalance 5: 0.183956
Imbalance 10: 0.211755
Imbalance 20: 0.09017
Top bid size: 538
Top ask size: 821
Bid wall score: 0.00341
Ask wall score: 0.006234

Dynamics

Bid depth 5 delta: 22380
Ask depth 5 delta: 1612
Imbalance 5 delta: 0.643322
Bid depth 10 delta: 25871
Ask depth 10 delta: 573
Imbalance 10 delta: 0.331935
Spread delta: 0.0001
Mid price delta: 0.00195
Wall shift score: -0.003351

Tape

Buy volume: 5686
Sell volume: 6106
Buy/sell delta: -420
Buy/sell ratio: 0.931215
Avg trade size: 117.92
Large trade count: 10
Largest trade size: 836

Candle

Return 1: -0.272871
Return 3: -1.069959
Volume 1: 184
Volume avg 5: 806.4
Momentum 5: -1.261386

Cross Exchange

Mid avg: 0.540595
Mid median: 0.540725
Price deviation %: 0.120238
Spread %: 0.432856

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100370
Volume 24h: 799684
Quote volume 24h: 799684
Price change 24h %: 11.136224

Quality

Capture latency ms: 5623
Order book timestamp: 2026-07-06 00:10:44.437000+02:00
Ticker timestamp: 2026-07-06 00:10:44.687000+02:00
Trades timestamp: 2026-07-06 00:10:37.263000+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	-0.138569	-0.138569	-0.138569	0.138569	0.138569	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.138569	0.138569	0.138569	0.138569	-0.138569	0.138569	yes
30s	short	-0.138569	-0.138569	-0.138569	0.138569	0.138569	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.138569	0.138569	0.138569	0.138569	-0.138569	0.138569	yes
60s	short	-0.138569	-0.138569	-0.138569	0.138569	0.138569	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.138569	0.138569	0.138569	0.138569	-0.138569	0.138569	yes

Price

Best bid: 0.54111
Best ask: 0.54216
Spread: 0.00105
Spread %: 0.193857
Mid price: 0.541635
Last price: 0.53996
Mark price: 0.53962
Index price: 0.539418

Order Book

Bid depth 5: 19
Ask depth 5: 11
Bid depth 10: 51
Ask depth 10: 41
Bid depth 20: 72
Ask depth 20: 62
Imbalance 5: 0.266667
Imbalance 10: 0.108696
Imbalance 20: 0.074627
Top bid size: 9
Top ask size: 3
Bid wall score: 0.125
Ask wall score: 0.048387

Dynamics

Bid depth 5 delta: -11
Ask depth 5 delta: 0
Imbalance 5 delta: -0.196748
Bid depth 10 delta: 9
Ask depth 10 delta: 0
Imbalance 10 delta: 0.096647
Spread delta: -0.00026
Mid price delta: 0.00191
Wall shift score: 0.077117

Tape

Buy volume: 38
Sell volume: 318
Buy/sell delta: -280
Buy/sell ratio: 0.119497
Avg trade size: 3.56
Large trade count: 10
Largest trade size: 67

Candle

Return 1: 0.379239
Return 3: -1.467153
Volume 1: 4
Volume avg 5: 53.2
Momentum 5: -1.314082

Cross Exchange

Mid avg: 0.5401175
Mid median: 0.5400375
Price deviation %: 0.280957
Spread %: 0.334187

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8598600
Quote volume 24h: 4377583
Price change 24h %: 1.8

Quality

Capture latency ms: 9627
Order book timestamp: 2026-07-06 00:10:33+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:29.411000+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	-0.353559	-0.353559	-0.353559	0.353559	0.353559	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.353559	0.353559	0.353559	0.353559	-0.353559	0.353559	yes
30s	short	-0.353559	-0.353559	-0.353559	0.353559	0.353559	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.353559	0.353559	0.353559	0.353559	-0.353559	0.353559	yes
60s	short	-0.353559	-0.353559	-0.353559	0.353559	0.353559	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.353559	0.353559	0.353559	0.353559	-0.353559	0.353559	yes

Price

Best bid: 0.541
Best ask: 0.5412
Spread: 0.0002
Spread %: 0.036962
Mid price: 0.5411
Last price: 0.5403
Mark price: -
Index price: -

Order Book

Bid depth 5: 4219
Ask depth 5: 4024
Bid depth 10: 21560
Ask depth 10: 12175
Bid depth 20: 33977
Ask depth 20: 25639
Imbalance 5: 0.023656
Imbalance 10: 0.278198
Imbalance 20: 0.139862
Top bid size: 411
Top ask size: 834
Bid wall score: 0.012096
Ask wall score: 0.032529

Dynamics

Bid depth 5 delta: 2403
Ask depth 5 delta: -7323
Imbalance 5 delta: 0.747731
Bid depth 10 delta: 10520
Ask depth 10 delta: -5754
Imbalance 10 delta: 0.516004
Spread delta: 0.0001
Mid price delta: 0.00205
Wall shift score: -0.025401

Tape

Buy volume: 14940
Sell volume: 8094
Buy/sell delta: 6846
Buy/sell ratio: 1.845812
Avg trade size: 230.34
Large trade count: 8
Largest trade size: 1865

Candle

Return 1: 0.185254
Return 3: -1.115378
Volume 1: 23480
Volume avg 5: 84835.6
Momentum 5: -0.988649

Cross Exchange

Mid avg: 0.539605
Mid median: 0.53951
Price deviation %: 0.277055
Spread %: 0.240917

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17427820
Volume 24h: 166591518
Quote volume 24h: 86304007.20084
Price change 24h %: 1.446

Quality

Capture latency ms: 7388
Order book timestamp: 2026-07-06 00:10:22.051000+02:00
Ticker timestamp: 2026-07-06 00:10:15.247000+02:00
Trades timestamp: 2026-07-06 00:10:23.097000+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	-0.083164	-0.083164	-0.083164	0.083164	0.083164	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.083164	0.083164	0.083164	0.083164	-0.083164	0.083164	yes
30s	short	-0.083164	-0.083164	-0.083164	0.083164	0.083164	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.083164	0.083164	0.083164	0.083164	-0.083164	0.083164	yes
60s	short	-0.083164	-0.083164	-0.083164	0.083164	0.083164	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.083164	0.083164	0.083164	0.083164	-0.083164	0.083164	yes

Price

Best bid: 0.5403
Best ask: 0.5404
Spread: 0.0001
Spread %: 0.018507
Mid price: 0.54035
Last price: -
Mark price: -
Index price: -

Order Book

Bid depth 5: 622
Ask depth 5: 753
Bid depth 10: 1563
Ask depth 10: 1956
Bid depth 20: 3747
Ask depth 20: 4365
Imbalance 5: -0.095273
Imbalance 10: -0.111679
Imbalance 20: -0.076183
Top bid size: 112
Top ask size: 117
Bid wall score: 0.029891
Ask wall score: 0.026804

Dynamics

Bid depth 5 delta: -41
Ask depth 5 delta: 157
Imbalance 5 delta: -0.14849
Bid depth 10 delta: 226
Ask depth 10 delta: -117
Imbalance 10 delta: 0.104156
Spread delta: 0
Mid price delta: 0.0011
Wall shift score: -0.011536

Tape

Buy volume: 2187
Sell volume: 2683
Buy/sell delta: -496
Buy/sell ratio: 0.815132
Avg trade size: 48.7
Large trade count: 5
Largest trade size: 268

Candle

Return 1: 0.241143
Return 3: -1.188517
Volume 1: 1952
Volume avg 5: 3606.4
Momentum 5: -1.188517

Cross Exchange

Mid avg: 0.53933
Mid median: 0.5392725
Price deviation %: 0.189124
Spread %: 0.125155

Funding / OI / Volume

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

Quality

Capture latency ms: 5011
Order book timestamp: 2026-07-06 00:10:14.710000+02:00
Ticker timestamp: -
Trades timestamp: 2026-07-06 00:10:14.934000+02:00
Data quality score: 56
Missing fields count: 2

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	0.101786	0.101786	0.101786	0.101786	0.101786	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.101786	0.101786	0.101786	0.101786	0.101786	-0.101786	yes
30s	long	0.101786	0.101786	0.101786	0.101786	0.101786	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.101786	0.101786	0.101786	0.101786	0.101786	-0.101786	yes
60s	long	0.101786	0.101786	0.101786	0.101786	0.101786	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.101786	0.101786	0.101786	0.101786	0.101786	-0.101786	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 31110
gate: 31110
htx: 30878
mexc: 31104

By Symbol

VELVET/USDT:USDT: 124202

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