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: 125208
Total labels: 375624
Pending labels: 92
Eligible pending labels: 38
Labeled snapshots: 375532
Labels with advanced TP/SL: 356534
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.002165
Avg long MAE 30s: 0.002165
Avg short MFE 30s: 0.315624
Avg short MAE 30s: 0.315624
Long labels: 151591
Short labels: 153848
Flat labels: 70093
Latest snapshot: 2026-07-06 08:19:41.635252+02:00
Recent trades snapshots: 125200
Micro candles: 2503920
Avg data quality: 75.9542042042042042
Latest latency: 6466 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 250 of 12521 · 125208 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 02:33:33.852624+02:00	binance	VELVET/USDT:USDT	0.52745	80	7063 ms	10s flat -0.00948 30s flat -0.00948 60s flat -0.00948	advanced ready
2026-07-06 02:33:26.682902+02:00	mexc	VELVET/USDT:USDT	0.5276	78	4284 ms	10s flat -0.028431 30s flat -0.028431 60s flat -0.028431	advanced ready
2026-07-06 02:33:22.328853+02:00	htx	VELVET/USDT:USDT	0.52773	80	6006 ms	10s flat -0.026529 30s flat -0.026529 60s flat -0.026529	advanced ready
2026-07-06 02:33:10.482866+02:00	gate	VELVET/USDT:USDT	0.52723	68	9375 ms	10s long 0.091042 30s long 0.091042 60s long 0.091042	advanced ready
2026-07-06 02:33:00.990748+02:00	binance	VELVET/USDT:USDT	0.52745	80	6509 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-07-06 02:32:54.372317+02:00	mexc	VELVET/USDT:USDT	0.52685	78	4995 ms	10s long 0.142356 30s long 0.142356 60s long 0.142356	advanced ready
2026-07-06 02:32:49.316478+02:00	htx	VELVET/USDT:USDT	0.526985	90	4294 ms	10s long 0.14137 30s long 0.14137 60s long 0.14137	advanced ready
2026-07-06 02:32:39.124242+02:00	gate	VELVET/USDT:USDT	0.52701	68	9540 ms	10s flat 0.041745 30s flat 0.041745 60s flat 0.041745	advanced ready
2026-07-06 02:32:29.475121+02:00	binance	VELVET/USDT:USDT	0.5264	80	7195 ms	10s long 0.199468 30s long 0.199468 60s long 0.199468	advanced ready
2026-07-06 02:32:22.176323+02:00	mexc	VELVET/USDT:USDT	0.52625	78	4725 ms	10s long 0.114014 30s long 0.114014 60s long 0.114014	advanced ready

Price

Best bid: 0.5274
Best ask: 0.5275
Spread: 0.0001
Spread %: 0.018959
Mid price: 0.52745
Last price: 0.5276
Mark price: -
Index price: -

Order Book

Bid depth 5: 5898
Ask depth 5: 2358
Bid depth 10: 19166
Ask depth 10: 7801
Bid depth 20: 41662
Ask depth 20: 21208
Imbalance 5: 0.428779
Imbalance 10: 0.421441
Imbalance 20: 0.325338
Top bid size: 595
Top ask size: 141
Bid wall score: 0.014282
Ask wall score: 0.006648

Dynamics

Bid depth 5 delta: 835
Ask depth 5 delta: -352
Imbalance 5 delta: 0.126065
Bid depth 10 delta: 4935
Ask depth 10 delta: -753
Imbalance 10 delta: 0.172286
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.0092

Tape

Buy volume: 8760
Sell volume: 17082
Buy/sell delta: -8322
Buy/sell ratio: 0.512821
Avg trade size: 258.42
Large trade count: 7
Largest trade size: 2291

Candle

Return 1: 0.018965
Return 3: -0.094715
Volume 1: 21063
Volume avg 5: 71739.8
Momentum 5: 0.552908

Cross Exchange

Mid avg: 0.5275025
Mid median: 0.527525
Price deviation %: -0.009953
Spread %: 0.094786

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16972441
Volume 24h: 165969072
Quote volume 24h: 85858914.63392
Price change 24h %: -5.702

Quality

Capture latency ms: 7063
Order book timestamp: 2026-07-06 02:33:31.704000+02:00
Ticker timestamp: 2026-07-06 02:33:23.882000+02:00
Trades timestamp: 2026-07-06 02:33:32.328000+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	-0.00948	-0.00948	-0.00948	0.00948	0.00948	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.00948	0.00948	0.00948	0.00948	-0.00948	0.00948	yes
30s	flat	-0.00948	-0.00948	-0.00948	0.00948	0.00948	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.00948	0.00948	0.00948	0.00948	-0.00948	0.00948	yes
60s	flat	-0.00948	-0.00948	-0.00948	0.00948	0.00948	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.00948	0.00948	0.00948	0.00948	-0.00948	0.00948	yes

Price

Best bid: 0.5275
Best ask: 0.5277
Spread: 0.0002
Spread %: 0.037908
Mid price: 0.5276
Last price: 0.5269
Mark price: -
Index price: 0.5269

Order Book

Bid depth 5: 1181
Ask depth 5: 1045
Bid depth 10: 3479
Ask depth 10: 2374
Bid depth 20: 7003
Ask depth 20: 4574
Imbalance 5: 0.061096
Imbalance 10: 0.188792
Imbalance 20: 0.209813
Top bid size: 75
Top ask size: 73
Bid wall score: 0.01071
Ask wall score: 0.01596

Dynamics

Bid depth 5 delta: -990
Ask depth 5 delta: 454
Imbalance 5 delta: -0.510953
Bid depth 10 delta: 598
Ask depth 10 delta: 450
Imbalance 10 delta: -0.010375
Spread delta: 0.0001
Mid price delta: 0.00075
Wall shift score: -0.013792

Tape

Buy volume: 1430
Sell volume: 3247
Buy/sell delta: -1817
Buy/sell ratio: 0.440407
Avg trade size: 46.77
Large trade count: 8
Largest trade size: 278

Candle

Return 1: 0.189897
Return 3: -0.1325
Volume 1: 50
Volume avg 5: 1357.2
Momentum 5: 0.456969

Cross Exchange

Mid avg: 0.527315
Mid median: 0.52734
Price deviation %: 0.054047
Spread %: 0.166883

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3284620
Quote volume 24h: 17058467.77
Price change 24h %: 8.01

Quality

Capture latency ms: 4284
Order book timestamp: 2026-07-06 02:33:25.295000+02:00
Ticker timestamp: 2026-07-06 02:33:25.077000+02:00
Trades timestamp: 2026-07-06 02:33:25.777000+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	-0.028431	-0.028431	-0.028431	0.028431	0.028431	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.028431	0.028431	0.028431	0.028431	-0.028431	0.028431	yes
30s	flat	-0.028431	-0.028431	-0.028431	0.028431	0.028431	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.028431	0.028431	0.028431	0.028431	-0.028431	0.028431	yes
60s	flat	-0.028431	-0.028431	-0.028431	0.028431	0.028431	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.028431	0.028431	0.028431	0.028431	-0.028431	0.028431	yes

Price

Best bid: 0.52692
Best ask: 0.52854
Spread: 0.00162
Spread %: 0.306975
Mid price: 0.52773
Last price: 0.52864
Mark price: -
Index price: -

Order Book

Bid depth 5: 6493
Ask depth 5: 4685
Bid depth 10: 50547
Ask depth 10: 26193
Bid depth 20: 97787
Ask depth 20: 158909
Imbalance 5: 0.161746
Imbalance 10: 0.317357
Imbalance 20: -0.23811
Top bid size: 1322
Top ask size: 231
Bid wall score: 0.013519
Ask wall score: 0.001454

Dynamics

Bid depth 5 delta: -5554
Ask depth 5 delta: 732
Imbalance 5 delta: -0.344129
Bid depth 10 delta: -71903
Ask depth 10 delta: 3605
Imbalance 10 delta: -0.371166
Spread delta: 0.00051
Mid price delta: 0.000745
Wall shift score: 0.013541

Tape

Buy volume: 15744
Sell volume: 7960
Buy/sell delta: 7784
Buy/sell ratio: 1.977889
Avg trade size: 237.04
Large trade count: 5
Largest trade size: 2696

Candle

Return 1: 0
Return 3: 0.683744
Volume 1: 0
Volume avg 5: 69.6
Momentum 5: 0.714435

Cross Exchange

Mid avg: 0.52712875
Mid median: 0.5271075
Price deviation %: 0.114061
Spread %: 0.113824

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 99908
Volume 24h: 898928
Quote volume 24h: 898928
Price change 24h %: 8.617218

Quality

Capture latency ms: 6006
Order book timestamp: 2026-07-06 02:33:20.895000+02:00
Ticker timestamp: 2026-07-06 02:33:21.143000+02:00
Trades timestamp: 2026-07-06 02:31:52.276000+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	-0.026529	-0.026529	-0.026529	0.026529	0.026529	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.026529	0.026529	0.026529	0.026529	-0.026529	0.026529	yes
30s	flat	-0.026529	-0.026529	-0.026529	0.026529	0.026529	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.026529	0.026529	0.026529	0.026529	-0.026529	0.026529	yes
60s	flat	-0.026529	-0.026529	-0.026529	0.026529	0.026529	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.026529	0.026529	0.026529	0.026529	-0.026529	0.026529	yes

Price

Best bid: 0.52668
Best ask: 0.52778
Spread: 0.0011
Spread %: 0.208638
Mid price: 0.52723
Last price: 0.52695
Mark price: 0.5269
Index price: 0.526605

Order Book

Bid depth 5: 10
Ask depth 5: 10
Bid depth 10: 39
Ask depth 10: 39
Bid depth 20: 57
Ask depth 20: 62
Imbalance 5: 0
Imbalance 10: 0
Imbalance 20: -0.042017
Top bid size: 1
Top ask size: 2
Bid wall score: 0.017544
Ask wall score: 0.032258

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.052632
Bid depth 10 delta: 20
Ask depth 10 delta: 22
Imbalance 10 delta: -0.055556
Spread delta: -0.0001
Mid price delta: 0.00022
Wall shift score: -0.052866

Tape

Buy volume: 147
Sell volume: 151
Buy/sell delta: -4
Buy/sell ratio: 0.97351
Avg trade size: 2.98
Large trade count: 9
Largest trade size: 24

Candle

Return 1: 0
Return 3: -0.291396
Volume 1: 0
Volume avg 5: 13.4
Momentum 5: 0.338938

Cross Exchange

Mid avg: 0.52707375
Mid median: 0.5269975
Price deviation %: 0.029645
Spread %: 0.113836

Funding / OI / Volume

Funding rate: 0.000146
Funding delta: 0.000053
Funding abs: 0.000146
Funding pressure: 0.000199
Open interest: -
Volume 24h: 8452000
Quote volume 24h: 4291821
Price change 24h %: -5.46

Quality

Capture latency ms: 9375
Order book timestamp: 2026-07-06 02:33:09+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:37.958000+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	0.091042	0.091042	0.091042	0.091042	0.091042	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.091042	0.091042	0.091042	0.091042	0.091042	-0.091042	yes
30s	long	0.091042	0.091042	0.091042	0.091042	0.091042	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.091042	0.091042	0.091042	0.091042	0.091042	-0.091042	yes
60s	long	0.091042	0.091042	0.091042	0.091042	0.091042	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.091042	0.091042	0.091042	0.091042	0.091042	-0.091042	yes

Price

Best bid: 0.5274
Best ask: 0.5275
Spread: 0.0001
Spread %: 0.018959
Mid price: 0.52745
Last price: 0.5266
Mark price: -
Index price: -

Order Book

Bid depth 5: 5063
Ask depth 5: 2710
Bid depth 10: 14231
Ask depth 10: 8554
Bid depth 20: 35403
Ask depth 20: 23528
Imbalance 5: 0.302715
Imbalance 10: 0.249155
Imbalance 20: 0.201507
Top bid size: 92
Top ask size: 98
Bid wall score: 0.002599
Ask wall score: 0.004165

Dynamics

Bid depth 5 delta: 513
Ask depth 5 delta: -520
Imbalance 5 delta: 0.133049
Bid depth 10 delta: 423
Ask depth 10 delta: 358
Imbalance 10 delta: -0.005889
Spread delta: -0.0001
Mid price delta: 0.00105
Wall shift score: 0.009098

Tape

Buy volume: 14469
Sell volume: 11658
Buy/sell delta: 2811
Buy/sell ratio: 1.241122
Avg trade size: 261.27
Large trade count: 9
Largest trade size: 1874

Candle

Return 1: -0.245747
Return 3: 0.323194
Volume 1: 56582
Volume avg 5: 72282.4
Momentum 5: 0.725329

Cross Exchange

Mid avg: 0.52681125
Mid median: 0.5269175
Price deviation %: 0.121248
Spread %: 0.115791

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16968119
Volume 24h: 166012349
Quote volume 24h: 85884081.02062
Price change 24h %: -5.981

Quality

Capture latency ms: 6509
Order book timestamp: 2026-07-06 02:32:58.837000+02:00
Ticker timestamp: 2026-07-06 02:32:49.305000+02:00
Trades timestamp: 2026-07-06 02:32:58.402000+02:00
Data quality score: 80
Missing fields count: 0

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: 0.5268
Best ask: 0.5269
Spread: 0.0001
Spread %: 0.018981
Mid price: 0.52685
Last price: 0.5265
Mark price: -
Index price: 0.5271

Order Book

Bid depth 5: 2171
Ask depth 5: 591
Bid depth 10: 2881
Ask depth 10: 1924
Bid depth 20: 9824
Ask depth 20: 4433
Imbalance 5: 0.572049
Imbalance 10: 0.199168
Imbalance 20: 0.37813
Top bid size: 95
Top ask size: 5
Bid wall score: 0.00967
Ask wall score: 0.001128

Dynamics

Bid depth 5 delta: 1306
Ask depth 5 delta: -39
Imbalance 5 delta: 0.414859
Bid depth 10 delta: 391
Ask depth 10 delta: 231
Imbalance 10 delta: 0.008634
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: 0.024269

Tape

Buy volume: 1726
Sell volume: 2933
Buy/sell delta: -1207
Buy/sell ratio: 0.588476
Avg trade size: 46.59
Large trade count: 7
Largest trade size: 278

Candle

Return 1: -0.453772
Return 3: 0.095057
Volume 1: 1304
Volume avg 5: 1531.2
Momentum 5: 0.477099

Cross Exchange

Mid avg: 0.52666125
Mid median: 0.5266925
Price deviation %: 0.035839
Spread %: 0.144305

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3284327
Quote volume 24h: 17056927.377
Price change 24h %: 7.93

Quality

Capture latency ms: 4995
Order book timestamp: 2026-07-06 02:32:52.416000+02:00
Ticker timestamp: 2026-07-06 02:32:51.779000+02:00
Trades timestamp: 2026-07-06 02:32:47.179000+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	0.142356	0.142356	0.142356	0.142356	0.142356	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.142356	0.142356	0.142356	0.142356	0.142356	-0.142356	yes
30s	long	0.142356	0.142356	0.142356	0.142356	0.142356	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.142356	0.142356	0.142356	0.142356	0.142356	-0.142356	yes
60s	long	0.142356	0.142356	0.142356	0.142356	0.142356	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.142356	0.142356	0.142356	0.142356	0.142356	-0.142356	yes

Price

Best bid: 0.52643
Best ask: 0.52754
Spread: 0.00111
Spread %: 0.210632
Mid price: 0.526985
Last price: 0.52864
Mark price: -
Index price: -

Order Book

Bid depth 5: 12047
Ask depth 5: 3953
Bid depth 10: 122450
Ask depth 10: 22588
Bid depth 20: 169694
Ask depth 20: 155964
Imbalance 5: 0.505875
Imbalance 10: 0.688523
Imbalance 20: 0.042161
Top bid size: 101
Top ask size: 323
Bid wall score: 0.000595
Ask wall score: 0.002071

Dynamics

Bid depth 5 delta: 6198
Ask depth 5 delta: -569
Imbalance 5 delta: 0.377922
Bid depth 10 delta: 5398
Ask depth 10 delta: 583
Imbalance 10 delta: 0.005012
Spread delta: -0.00042
Mid price delta: 0.0005
Wall shift score: -0.005793

Tape

Buy volume: 15744
Sell volume: 7960
Buy/sell delta: 7784
Buy/sell ratio: 1.977889
Avg trade size: 237.04
Large trade count: 5
Largest trade size: 2696

Candle

Return 1: 0
Return 3: 0.683744
Volume 1: 0
Volume avg 5: 69.6
Momentum 5: 0.714435

Cross Exchange

Mid avg: 0.52653625
Mid median: 0.5264425
Price deviation %: 0.085227
Spread %: 0.14434

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 99908
Volume 24h: 899320
Quote volume 24h: 899320
Price change 24h %: 8.617218

Quality

Capture latency ms: 4294
Order book timestamp: 2026-07-06 02:32:47.937000+02:00
Ticker timestamp: 2026-07-06 02:32:48.275000+02:00
Trades timestamp: 2026-07-06 02:31:52.276000+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	0.14137	0.14137	0.14137	0.14137	0.14137	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.14137	0.14137	0.14137	0.14137	0.14137	-0.14137	yes
30s	long	0.14137	0.14137	0.14137	0.14137	0.14137	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.14137	0.14137	0.14137	0.14137	0.14137	-0.14137	yes
60s	long	0.14137	0.14137	0.14137	0.14137	0.14137	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.14137	0.14137	0.14137	0.14137	0.14137	-0.14137	yes

Price

Best bid: 0.52641
Best ask: 0.52761
Spread: 0.0012
Spread %: 0.2277
Mid price: 0.52701
Last price: 0.52756
Mark price: 0.52756
Index price: 0.527218

Order Book

Bid depth 5: 10
Ask depth 5: 9
Bid depth 10: 19
Ask depth 10: 17
Bid depth 20: 55
Ask depth 20: 61
Imbalance 5: 0.052632
Imbalance 10: 0.055556
Imbalance 20: -0.051724
Top bid size: 3
Top ask size: 1
Bid wall score: 0.054545
Ask wall score: 0.016393

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 1
Imbalance 5 delta: 0.119298
Bid depth 10 delta: -18
Ask depth 10 delta: -24
Imbalance 10 delta: 0.106838
Spread delta: 0.00028
Mid price delta: -0.00102
Wall shift score: 0.037275

Tape

Buy volume: 147
Sell volume: 151
Buy/sell delta: -4
Buy/sell ratio: 0.97351
Avg trade size: 2.98
Large trade count: 9
Largest trade size: 24

Candle

Return 1: -0.539816
Return 3: 0.159662
Volume 1: 4
Volume avg 5: 14.4
Momentum 5: 0.522691

Cross Exchange

Mid avg: 0.52679125
Mid median: 0.5264425
Price deviation %: 0.041525
Spread %: 0.337895

Funding / OI / Volume

Funding rate: 0.000093
Funding delta: 0
Funding abs: 0.000093
Funding pressure: 0.000093
Open interest: -
Volume 24h: 8451700
Quote volume 24h: 4291663
Price change 24h %: -5.69

Quality

Capture latency ms: 9540
Order book timestamp: 2026-07-06 02:32:38+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:37.958000+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	0.041745	0.041745	0.041745	0.041745	0.041745	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.041745	0.041745	0.041745	0.041745	0.041745	-0.041745	yes
30s	flat	0.041745	0.041745	0.041745	0.041745	0.041745	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.041745	0.041745	0.041745	0.041745	0.041745	-0.041745	yes
60s	flat	0.041745	0.041745	0.041745	0.041745	0.041745	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.041745	0.041745	0.041745	0.041745	0.041745	-0.041745	yes

Price

Best bid: 0.5263
Best ask: 0.5265
Spread: 0.0002
Spread %: 0.037994
Mid price: 0.5264
Last price: 0.5261
Mark price: -
Index price: -

Order Book

Bid depth 5: 4550
Ask depth 5: 3230
Bid depth 10: 13808
Ask depth 10: 8196
Bid depth 20: 132872
Ask depth 20: 21625
Imbalance 5: 0.169666
Imbalance 10: 0.255045
Imbalance 20: 0.720059
Top bid size: 199
Top ask size: 263
Bid wall score: 0.001498
Ask wall score: 0.012162

Dynamics

Bid depth 5 delta: 1161
Ask depth 5 delta: 1004
Imbalance 5 delta: -0.037458
Bid depth 10 delta: 2482
Ask depth 10 delta: 1470
Imbalance 10 delta: 0.000225
Spread delta: 0.0001
Mid price delta: -0.00195
Wall shift score: -0.003203

Tape

Buy volume: 5517
Sell volume: 29819
Buy/sell delta: -24302
Buy/sell ratio: 0.185016
Avg trade size: 353.36
Large trade count: 6
Largest trade size: 10844

Candle

Return 1: -0.491493
Return 3: 0.076046
Volume 1: 34256
Volume avg 5: 67817.2
Momentum 5: 0.47719

Cross Exchange

Mid avg: 0.52727875
Mid median: 0.5272575
Price deviation %: -0.166658
Spread %: 0.398271

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16968698
Volume 24h: 165999997
Quote volume 24h: 85877575.78472
Price change 24h %: -6.07

Quality

Capture latency ms: 7195
Order book timestamp: 2026-07-06 02:32:27.354000+02:00
Ticker timestamp: 2026-07-06 02:32:25.859000+02:00
Trades timestamp: 2026-07-06 02:32:28.079000+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	0.199468	0.199468	0.199468	0.199468	0.199468	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.199468	0.199468	0.199468	0.199468	0.199468	-0.199468	yes
30s	long	0.199468	0.199468	0.199468	0.199468	0.199468	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.199468	0.199468	0.199468	0.199468	0.199468	-0.199468	yes
60s	long	0.199468	0.199468	0.199468	0.199468	0.199468	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.199468	0.199468	0.199468	0.199468	0.199468	-0.199468	yes

Price

Best bid: 0.5262
Best ask: 0.5263
Spread: 0.0001
Spread %: 0.019002
Mid price: 0.52625
Last price: 0.5261
Mark price: -
Index price: 0.5274

Order Book

Bid depth 5: 865
Ask depth 5: 630
Bid depth 10: 2490
Ask depth 10: 1693
Bid depth 20: 9604
Ask depth 20: 4166
Imbalance 5: 0.157191
Imbalance 10: 0.190533
Imbalance 20: 0.394916
Top bid size: 38
Top ask size: 82
Bid wall score: 0.003957
Ask wall score: 0.019683

Dynamics

Bid depth 5 delta: -348
Ask depth 5 delta: -106
Imbalance 5 delta: -0.08755
Bid depth 10 delta: -664
Ask depth 10 delta: -149
Imbalance 10 delta: -0.072077
Spread delta: 0
Mid price delta: -0.0028
Wall shift score: -0.002029

Tape

Buy volume: 1795
Sell volume: 3043
Buy/sell delta: -1248
Buy/sell ratio: 0.589878
Avg trade size: 48.38
Large trade count: 7
Largest trade size: 278

Candle

Return 1: -0.529401
Return 3: 0.019011
Volume 1: 581
Volume avg 5: 1386.6
Momentum 5: 0.400763

Cross Exchange

Mid avg: 0.52797875
Mid median: 0.52819
Price deviation %: -0.327428
Spread %: 0.485815

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3283677
Quote volume 24h: 17053504.632
Price change 24h %: 7.85

Quality

Capture latency ms: 4725
Order book timestamp: 2026-07-06 02:32:20.497000+02:00
Ticker timestamp: 2026-07-06 02:32:18.941000+02:00
Trades timestamp: 2026-07-06 02:32:16.357000+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	0.114014	0.114014	0.114014	0.114014	0.114014	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.114014	0.114014	0.114014	0.114014	0.114014	-0.114014	yes
30s	long	0.114014	0.114014	0.114014	0.114014	0.114014	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.114014	0.114014	0.114014	0.114014	0.114014	-0.114014	yes
60s	long	0.114014	0.114014	0.114014	0.114014	0.114014	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.114014	0.114014	0.114014	0.114014	0.114014	-0.114014	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 31362
gate: 31361
htx: 31129
mexc: 31356

By Symbol

VELVET/USDT:USDT: 125208

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