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: 124665
Total labels: 373995
Pending labels: 82
Eligible pending labels: 28
Labeled snapshots: 373913
Labels with advanced TP/SL: 354915
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001893
Avg long MAE 30s: 0.001893
Avg short MFE 30s: 0.315982
Avg short MAE 30s: 0.315982
Long labels: 150790
Short labels: 153287
Flat labels: 69836
Latest snapshot: 2026-07-06 07:05:13.019471+02:00
Recent trades snapshots: 124657
Micro candles: 2493060
Avg data quality: 75.9507961336381502
Latest latency: 9718 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 249 of 12467 · 124665 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 01:16:33.536620+02:00	gate	VELVET/USDT:USDT	0.512755	68	9697 ms	10s short -0.117015 30s short -0.117015 60s short -0.117015	advanced ready
2026-07-06 01:16:23.730687+02:00	binance	VELVET/USDT:USDT	0.51165	80	8781 ms	10s flat 0.048862 30s flat 0.048862 60s flat 0.048862	advanced ready
2026-07-06 01:16:14.846432+02:00	mexc	VELVET/USDT:USDT	0.5117	78	4777 ms	10s long 0.087942 30s long 0.087942 60s long 0.087942	advanced ready
2026-07-06 01:16:09.968812+02:00	htx	VELVET/USDT:USDT	0.51118	80	5748 ms	10s long 0.234751 30s long 0.234751 60s long 0.234751	advanced ready
2026-07-06 01:15:58.303101+02:00	gate	VELVET/USDT:USDT	0.512785	68	9509 ms	10s flat -0.00585 30s flat -0.00585 60s flat -0.00585	advanced ready
2026-07-06 01:15:48.691686+02:00	binance	VELVET/USDT:USDT	0.51285	80	6924 ms	10s short -0.233987 30s short -0.233987 60s short -0.233987	advanced ready
2026-07-06 01:15:41.669258+02:00	mexc	VELVET/USDT:USDT	0.51325	68	5393 ms	10s short -0.301997 30s short -0.301997 60s short -0.301997	advanced ready
2026-07-06 01:15:36.206043+02:00	htx	VELVET/USDT:USDT	0.513685	80	5428 ms	10s short -0.487653 30s short -0.487653 60s short -0.487653	advanced ready
2026-07-06 01:15:24.965158+02:00	gate	VELVET/USDT:USDT	0.513775	68	9733 ms	10s short -0.192691 30s short -0.192691 60s short -0.192691	advanced ready
2026-07-06 01:15:15.128197+02:00	binance	VELVET/USDT:USDT	0.51375	80	6900 ms	10s short -0.175182 30s short -0.175182 60s short -0.175182	advanced ready

Price

Best bid: 0.51245
Best ask: 0.51306
Spread: 0.00061
Spread %: 0.118965
Mid price: 0.512755
Last price: 0.51245
Mark price: 0.51132
Index price: 0.51132

Order Book

Bid depth 5: 23
Ask depth 5: 8
Bid depth 10: 57
Ask depth 10: 14
Bid depth 20: 86
Ask depth 20: 53
Imbalance 5: 0.483871
Imbalance 10: 0.605634
Imbalance 20: 0.23741
Top bid size: 15
Top ask size: 1
Bid wall score: 0.174419
Ask wall score: 0.018868

Dynamics

Bid depth 5 delta: 15
Ask depth 5 delta: -2
Imbalance 5 delta: 0.594982
Bid depth 10 delta: 39
Ask depth 10 delta: -26
Imbalance 10 delta: 0.984944
Spread delta: -0.0004
Mid price delta: -0.00003
Wall shift score: 0.171905

Tape

Buy volume: 77
Sell volume: 130
Buy/sell delta: -53
Buy/sell ratio: 0.592308
Avg trade size: 2.07
Large trade count: 6
Largest trade size: 14

Candle

Return 1: 0.064438
Return 3: -0.442951
Volume 1: 15
Volume avg 5: 14.6
Momentum 5: -0.394573

Cross Exchange

Mid avg: 0.51182875
Mid median: 0.511675
Price deviation %: 0.180969
Spread %: 0.313581

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8622100
Quote volume 24h: 4390338
Price change 24h %: -2.37

Quality

Capture latency ms: 9697
Order book timestamp: 2026-07-06 01:16:32+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:33.370000+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	-0.117015	-0.117015	-0.117015	0.117015	0.117015	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.117015	0.117015	0.117015	0.117015	-0.117015	0.117015	yes
30s	short	-0.117015	-0.117015	-0.117015	0.117015	0.117015	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.117015	0.117015	0.117015	0.117015	-0.117015	0.117015	yes
60s	short	-0.117015	-0.117015	-0.117015	0.117015	0.117015	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.117015	0.117015	0.117015	0.117015	-0.117015	0.117015	yes

Price

Best bid: 0.5116
Best ask: 0.5117
Spread: 0.0001
Spread %: 0.019545
Mid price: 0.51165
Last price: 0.5113
Mark price: -
Index price: -

Order Book

Bid depth 5: 4903
Ask depth 5: 8316
Bid depth 10: 22824
Ask depth 10: 16835
Bid depth 20: 51006
Ask depth 20: 43929
Imbalance 5: -0.258189
Imbalance 10: 0.151012
Imbalance 20: 0.074546
Top bid size: 321
Top ask size: 108
Bid wall score: 0.006293
Ask wall score: 0.002459

Dynamics

Bid depth 5 delta: 1199
Ask depth 5 delta: 2333
Imbalance 5 delta: -0.022925
Bid depth 10 delta: 10969
Ask depth 10 delta: -18
Imbalance 10 delta: 0.32511
Spread delta: 0
Mid price delta: -0.0012
Wall shift score: 0.009635

Tape

Buy volume: 21283
Sell volume: 8467
Buy/sell delta: 12816
Buy/sell ratio: 2.513641
Avg trade size: 297.5
Large trade count: 5
Largest trade size: 3472

Candle

Return 1: 0.058651
Return 3: -0.350467
Volume 1: 78293
Volume avg 5: 55270.6
Momentum 5: -0.505443

Cross Exchange

Mid avg: 0.51212875
Mid median: 0.5122425
Price deviation %: -0.093482
Spread %: 0.32609

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17091801
Volume 24h: 168108869
Quote volume 24h: 87111878.30948
Price change 24h %: -2.535

Quality

Capture latency ms: 8781
Order book timestamp: 2026-07-06 01:16:20.219000+02:00
Ticker timestamp: 2026-07-06 01:16:12.869000+02:00
Trades timestamp: 2026-07-06 01:16:22.424000+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	0.048862	0.048862	0.048862	0.048862	0.048862	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.048862	0.048862	0.048862	0.048862	0.048862	-0.048862	yes
30s	flat	0.048862	0.048862	0.048862	0.048862	0.048862	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.048862	0.048862	0.048862	0.048862	0.048862	-0.048862	yes
60s	flat	0.048862	0.048862	0.048862	0.048862	0.048862	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.048862	0.048862	0.048862	0.048862	0.048862	-0.048862	yes

Price

Best bid: 0.5116
Best ask: 0.5118
Spread: 0.0002
Spread %: 0.039085
Mid price: 0.5117
Last price: 0.5106
Mark price: -
Index price: 0.5116

Order Book

Bid depth 5: 821
Ask depth 5: 843
Bid depth 10: 2039
Ask depth 10: 2272
Bid depth 20: 6255
Ask depth 20: 5682
Imbalance 5: -0.013221
Imbalance 10: -0.054048
Imbalance 20: 0.048002
Top bid size: 97
Top ask size: 62
Bid wall score: 0.015508
Ask wall score: 0.010912

Dynamics

Bid depth 5 delta: -89
Ask depth 5 delta: 193
Imbalance 5 delta: -0.179888
Bid depth 10 delta: -604
Ask depth 10 delta: 79
Imbalance 10 delta: -0.1471
Spread delta: 0.0001
Mid price delta: -0.00155
Wall shift score: -0.00032

Tape

Buy volume: 1485
Sell volume: 3896
Buy/sell delta: -2411
Buy/sell ratio: 0.38116
Avg trade size: 53.81
Large trade count: 7
Largest trade size: 353

Candle

Return 1: -0.156219
Return 3: -0.486571
Volume 1: 1137
Volume avg 5: 2677.6
Momentum 5: -0.583317

Cross Exchange

Mid avg: 0.51251625
Mid median: 0.5128175
Price deviation %: -0.159263
Spread %: 0.40389

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3236144
Quote volume 24h: 16812077.721
Price change 24h %: 4.67

Quality

Capture latency ms: 4777
Order book timestamp: 2026-07-06 01:16:13.432000+02:00
Ticker timestamp: 2026-07-06 01:16:09.912000+02:00
Trades timestamp: 2026-07-06 01:16:11.621000+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	0.087942	0.087942	0.087942	0.087942	0.087942	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.087942	0.087942	0.087942	0.087942	0.087942	-0.087942	yes
30s	long	0.087942	0.087942	0.087942	0.087942	0.087942	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.087942	0.087942	0.087942	0.087942	0.087942	-0.087942	yes
60s	long	0.087942	0.087942	0.087942	0.087942	0.087942	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.087942	0.087942	0.087942	0.087942	0.087942	-0.087942	yes

Price

Best bid: 0.51043
Best ask: 0.51193
Spread: 0.0015
Spread %: 0.293439
Mid price: 0.51118
Last price: 0.5125
Mark price: -
Index price: -

Order Book

Bid depth 5: 10250
Ask depth 5: 29598
Bid depth 10: 48015
Ask depth 10: 41998
Bid depth 20: 62457
Ask depth 20: 174543
Imbalance 5: -0.485545
Imbalance 10: 0.066846
Imbalance 20: -0.472937
Top bid size: 1029
Top ask size: 443
Bid wall score: 0.016475
Ask wall score: 0.002538

Dynamics

Bid depth 5 delta: 1262
Ask depth 5 delta: 4565
Imbalance 5 delta: -0.013925
Bid depth 10 delta: 9167
Ask depth 10 delta: 4714
Imbalance 10 delta: 0.046303
Spread delta: 0.00041
Mid price delta: -0.002505
Wall shift score: 0.014668

Tape

Buy volume: 16230
Sell volume: 7598
Buy/sell delta: 8632
Buy/sell ratio: 2.136088
Avg trade size: 238.28
Large trade count: 6
Largest trade size: 1440

Candle

Return 1: 0
Return 3: 0.031229
Volume 1: 0
Volume avg 5: 849.6
Momentum 5: -0.379046

Cross Exchange

Mid avg: 0.5131425
Mid median: 0.51305
Price deviation %: -0.382447
Spread %: 0.17539

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 93003
Volume 24h: 876328
Quote volume 24h: 876328
Price change 24h %: 5.301007

Quality

Capture latency ms: 5748
Order book timestamp: 2026-07-06 01:16:08.595000+02:00
Ticker timestamp: 2026-07-06 01:16:08.941000+02:00
Trades timestamp: 2026-07-06 01:15:53.106000+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	0.234751	0.234751	0.234751	0.234751	0.234751	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.234751	0.234751	0.234751	0.234751	0.234751	-0.234751	yes
30s	long	0.234751	0.234751	0.234751	0.234751	0.234751	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.234751	0.234751	0.234751	0.234751	0.234751	-0.234751	yes
60s	long	0.234751	0.234751	0.234751	0.234751	0.234751	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.234751	0.234751	0.234751	0.234751	0.234751	-0.234751	yes

Price

Best bid: 0.51228
Best ask: 0.51329
Spread: 0.00101
Spread %: 0.196964
Mid price: 0.512785
Last price: 0.51298
Mark price: 0.51368
Index price: 0.513915

Order Book

Bid depth 5: 8
Ask depth 5: 10
Bid depth 10: 18
Ask depth 10: 40
Bid depth 20: 57
Ask depth 20: 59
Imbalance 5: -0.111111
Imbalance 10: -0.37931
Imbalance 20: -0.017241
Top bid size: 1
Top ask size: 2
Bid wall score: 0.017544
Ask wall score: 0.033898

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -21
Imbalance 5 delta: 0.520468
Bid depth 10 delta: -19
Ask depth 10 delta: -2
Imbalance 10 delta: -0.316019
Spread delta: 0.00024
Mid price delta: -0.00099
Wall shift score: -0.018206

Tape

Buy volume: 67
Sell volume: 141
Buy/sell delta: -74
Buy/sell ratio: 0.475177
Avg trade size: 2.08
Large trade count: 6
Largest trade size: 14

Candle

Return 1: -0.27605
Return 3: -0.425102
Volume 1: 2
Volume avg 5: 13
Momentum 5: -0.871514

Cross Exchange

Mid avg: 0.51339
Mid median: 0.5134675
Price deviation %: -0.117844
Spread %: 0.180175

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8620400
Quote volume 24h: 4389469
Price change 24h %: -2.45

Quality

Capture latency ms: 9509
Order book timestamp: 2026-07-06 01:15:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:33.345000+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	-0.00585	-0.00585	-0.00585	0.00585	0.00585	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.00585	0.00585	0.00585	0.00585	-0.00585	0.00585	yes
30s	flat	-0.00585	-0.00585	-0.00585	0.00585	0.00585	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.00585	0.00585	0.00585	0.00585	-0.00585	0.00585	yes
60s	flat	-0.00585	-0.00585	-0.00585	0.00585	0.00585	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.00585	0.00585	0.00585	0.00585	-0.00585	0.00585	yes

Price

Best bid: 0.5128
Best ask: 0.5129
Spread: 0.0001
Spread %: 0.019499
Mid price: 0.51285
Last price: 0.5132
Mark price: -
Index price: -

Order Book

Bid depth 5: 3704
Ask depth 5: 5983
Bid depth 10: 11855
Ask depth 10: 16853
Bid depth 20: 31537
Ask depth 20: 42677
Imbalance 5: -0.235264
Imbalance 10: -0.174098
Imbalance 20: -0.150106
Top bid size: 794
Top ask size: 1322
Bid wall score: 0.025177
Ask wall score: 0.030977

Dynamics

Bid depth 5 delta: 532
Ask depth 5 delta: 508
Imbalance 5 delta: 0.031071
Bid depth 10 delta: 54
Ask depth 10 delta: 1943
Imbalance 10 delta: -0.057704
Spread delta: 0
Mid price delta: -0.0009
Wall shift score: -0.003418

Tape

Buy volume: 15308
Sell volume: 27813
Buy/sell delta: -12505
Buy/sell ratio: 0.55039
Avg trade size: 431.21
Large trade count: 9
Largest trade size: 3875

Candle

Return 1: -0.136213
Return 3: -0.561907
Volume 1: 19370
Volume avg 5: 44577.2
Momentum 5: -0.638916

Cross Exchange

Mid avg: 0.513615
Mid median: 0.5137175
Price deviation %: -0.148944
Spread %: 0.102217

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17099248
Volume 24h: 168050302
Quote volume 24h: 87082580.95168
Price change 24h %: -2.359

Quality

Capture latency ms: 6924
Order book timestamp: 2026-07-06 01:15:46.503000+02:00
Ticker timestamp: 2026-07-06 01:15:38.294000+02:00
Trades timestamp: 2026-07-06 01:15:47.975000+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	-0.233987	-0.233987	-0.233987	0.233987	0.233987	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.233987	0.233987	0.233987	0.233987	-0.233987	0.233987	yes
30s	short	-0.233987	-0.233987	-0.233987	0.233987	0.233987	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.233987	0.233987	0.233987	0.233987	-0.233987	0.233987	yes
60s	short	-0.233987	-0.233987	-0.233987	0.233987	0.233987	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.233987	0.233987	0.233987	0.233987	-0.233987	0.233987	yes

Price

Best bid: 0.5132
Best ask: 0.5133
Spread: 0.0001
Spread %: 0.019484
Mid price: 0.51325
Last price: 0.5133
Mark price: -
Index price: 0.5142

Order Book

Bid depth 5: 910
Ask depth 5: 650
Bid depth 10: 2643
Ask depth 10: 2193
Bid depth 20: 15481
Ask depth 20: 6084
Imbalance 5: 0.166667
Imbalance 10: 0.093052
Imbalance 20: 0.435752
Top bid size: 99
Top ask size: 9
Bid wall score: 0.006395
Ask wall score: 0.001479

Dynamics

Bid depth 5 delta: -417
Ask depth 5 delta: -555
Imbalance 5 delta: 0.118483
Bid depth 10 delta: -316
Ask depth 10 delta: -272
Imbalance 10 delta: 0.001975
Spread delta: -0.0001
Mid price delta: -0.00095
Wall shift score: -0.006073

Tape

Buy volume: 3237
Sell volume: 2416
Buy/sell delta: 821
Buy/sell ratio: 1.339818
Avg trade size: 56.53
Large trade count: 5
Largest trade size: 662

Candle

Return 1: -0.368789
Return 3: -0.581058
Volume 1: 676
Volume avg 5: 2069.4
Momentum 5: -0.523256

Cross Exchange

Mid avg: 0.5138525
Mid median: 0.5137625
Price deviation %: -0.117252
Spread %: 0.100223

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3232538
Quote volume 24h: 16793625.586
Price change 24h %: 5.22

Quality

Capture latency ms: 5393
Order book timestamp: 2026-07-06 01:15:40.100000+02:00
Ticker timestamp: 2026-07-06 01:15:39.770000+02:00
Trades timestamp: 2026-07-06 01:15:39.594000+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	-0.301997	-0.301997	-0.301997	0.301997	0.301997	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.301997	0.301997	0.301997	0.301997	-0.301997	0.301997	yes
30s	short	-0.301997	-0.301997	-0.301997	0.301997	0.301997	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.301997	0.301997	0.301997	0.301997	-0.301997	0.301997	yes
60s	short	-0.301997	-0.301997	-0.301997	0.301997	0.301997	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.301997	0.301997	0.301997	0.301997	-0.301997	0.301997	yes

Price

Best bid: 0.51314
Best ask: 0.51423
Spread: 0.00109
Spread %: 0.212192
Mid price: 0.513685
Last price: 0.5125
Mark price: -
Index price: -

Order Book

Bid depth 5: 8988
Ask depth 5: 25033
Bid depth 10: 38848
Ask depth 10: 37284
Bid depth 20: 84850
Ask depth 20: 169062
Imbalance 5: -0.47162
Imbalance 10: 0.020543
Imbalance 20: -0.331658
Top bid size: 81
Top ask size: 285
Bid wall score: 0.000955
Ask wall score: 0.001686

Dynamics

Bid depth 5 delta: 4105
Ask depth 5 delta: 17236
Imbalance 5 delta: -0.24181
Bid depth 10 delta: 5127
Ask depth 10 delta: -5512
Imbalance 10 delta: 0.139144
Spread delta: 0
Mid price delta: -0.0007
Wall shift score: 0.001978

Tape

Buy volume: 16230
Sell volume: 7710
Buy/sell delta: 8520
Buy/sell ratio: 2.105058
Avg trade size: 239.4
Large trade count: 6
Largest trade size: 1440

Candle

Return 1: 0
Return 3: -0.379046
Volume 1: 0
Volume avg 5: 845.6
Momentum 5: -0.553022

Cross Exchange

Mid avg: 0.5140275
Mid median: 0.5139875
Price deviation %: -0.066631
Spread %: 0.123534

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 93003
Volume 24h: 876300
Quote volume 24h: 876300
Price change 24h %: 5.301007

Quality

Capture latency ms: 5428
Order book timestamp: 2026-07-06 01:15:34.837000+02:00
Ticker timestamp: 2026-07-06 01:15:35.158000+02:00
Trades timestamp: 2026-07-06 01:14:16.813000+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	-0.487653	-0.487653	-0.487653	0.487653	0.487653	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.487653	0.487653	0.487653	0.487653	-0.487653	0.487653	yes
30s	short	-0.487653	-0.487653	-0.487653	0.487653	0.487653	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.487653	0.487653	0.487653	0.487653	-0.487653	0.487653	yes
60s	short	-0.487653	-0.487653	-0.487653	0.487653	0.487653	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.487653	0.487653	0.487653	0.487653	-0.487653	0.487653	yes

Price

Best bid: 0.51339
Best ask: 0.51416
Spread: 0.00077
Spread %: 0.149871
Mid price: 0.513775
Last price: 0.5146
Mark price: 0.51454
Index price: 0.514545

Order Book

Bid depth 5: 7
Ask depth 5: 31
Bid depth 10: 37
Ask depth 10: 42
Bid depth 20: 54
Ask depth 20: 60
Imbalance 5: -0.631579
Imbalance 10: -0.063291
Imbalance 20: -0.052632
Top bid size: 1
Top ask size: 1
Bid wall score: 0.018519
Ask wall score: 0.016667

Dynamics

Bid depth 5 delta: -26
Ask depth 5 delta: 22
Imbalance 5 delta: -1.203008
Bid depth 10 delta: -5
Ask depth 10 delta: 1
Imbalance 10 delta: -0.075339
Spread delta: 0.00002
Mid price delta: -0.00173
Wall shift score: 0.046064

Tape

Buy volume: 67
Sell volume: 141
Buy/sell delta: -74
Buy/sell ratio: 0.475177
Avg trade size: 2.08
Large trade count: 6
Largest trade size: 14

Candle

Return 1: 0.03888
Return 3: -0.110643
Volume 1: 1
Volume avg 5: 12.8
Momentum 5: -0.558465

Cross Exchange

Mid avg: 0.51446
Mid median: 0.5142925
Price deviation %: -0.133149
Spread %: 0.341134

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8620400
Quote volume 24h: 4389469
Price change 24h %: -2.14

Quality

Capture latency ms: 9733
Order book timestamp: 2026-07-06 01:15:23+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:33.302000+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	-0.192691	-0.192691	-0.192691	0.192691	0.192691	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.192691	0.192691	0.192691	0.192691	-0.192691	0.192691	yes
30s	short	-0.192691	-0.192691	-0.192691	0.192691	0.192691	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.192691	0.192691	0.192691	0.192691	-0.192691	0.192691	yes
60s	short	-0.192691	-0.192691	-0.192691	0.192691	0.192691	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.192691	0.192691	0.192691	0.192691	-0.192691	0.192691	yes

Price

Best bid: 0.5137
Best ask: 0.5138
Spread: 0.0001
Spread %: 0.019465
Mid price: 0.51375
Last price: 0.5138
Mark price: -
Index price: -

Order Book

Bid depth 5: 3172
Ask depth 5: 5475
Bid depth 10: 11801
Ask depth 10: 14910
Bid depth 20: 34468
Ask depth 20: 34681
Imbalance 5: -0.266335
Imbalance 10: -0.116394
Imbalance 20: -0.00308
Top bid size: 63
Top ask size: 146
Bid wall score: 0.001828
Ask wall score: 0.00421

Dynamics

Bid depth 5 delta: -1158
Ask depth 5 delta: 2813
Imbalance 5 delta: -0.504893
Bid depth 10 delta: 1295
Ask depth 10 delta: 2142
Imbalance 10 delta: -0.019204
Spread delta: 0
Mid price delta: -0.0008
Wall shift score: -0.041499

Tape

Buy volume: 12182
Sell volume: 11440
Buy/sell delta: 742
Buy/sell ratio: 1.06486
Avg trade size: 236.22
Large trade count: 5
Largest trade size: 3875

Candle

Return 1: 0.116754
Return 3: -0.310017
Volume 1: 3165
Volume avg 5: 41336.2
Momentum 5: -0.387222

Cross Exchange

Mid avg: 0.51466
Mid median: 0.5144675
Price deviation %: -0.176816
Spread %: 0.253565

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17099985
Volume 24h: 168034143
Quote volume 24h: 87074280.17748
Price change 24h %: -2.245

Quality

Capture latency ms: 6900
Order book timestamp: 2026-07-06 01:15:13.004000+02:00
Ticker timestamp: 2026-07-06 01:15:04.250000+02:00
Trades timestamp: 2026-07-06 01:15:14.296000+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	-0.175182	-0.175182	-0.175182	0.175182	0.175182	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.175182	0.175182	0.175182	0.175182	-0.175182	0.175182	yes
30s	short	-0.175182	-0.175182	-0.175182	0.175182	0.175182	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.175182	0.175182	0.175182	0.175182	-0.175182	0.175182	yes
60s	short	-0.175182	-0.175182	-0.175182	0.175182	0.175182	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.175182	0.175182	0.175182	0.175182	-0.175182	0.175182	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 31226
gate: 31226
htx: 30993
mexc: 31220

By Symbol

VELVET/USDT:USDT: 124665

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