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: 126212
Total labels: 378636
Pending labels: 79
Eligible pending labels: 32
Labeled snapshots: 378557
Labels with advanced TP/SL: 359559
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.002047
Avg long MAE 30s: 0.002047
Avg short MFE 30s: 0.315296
Avg short MAE 30s: 0.315296
Long labels: 152959
Short labels: 155079
Flat labels: 70519
Latest snapshot: 2026-07-06 10:41:52.172029+02:00
Recent trades snapshots: 126204
Micro candles: 2524000
Avg data quality: 75.9562640636389567
Latest latency: 4753 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 252 of 12622 · 126212 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 04:50:21.657221+02:00	gate	VELVET/USDT:USDT	0.4981	68	9480 ms	10s short -0.490865 30s short -0.490865 60s short -0.490865	advanced ready
2026-07-06 04:50:12.071106+02:00	binance	VELVET/USDT:USDT	0.49735	80	6927 ms	10s short -0.442344 30s short -0.442344 60s short -0.442344	advanced ready
2026-07-06 04:50:05.041246+02:00	mexc	VELVET/USDT:USDT	0.4981	78	4563 ms	10s short -0.351335 30s short -0.351335 60s short -0.351335	advanced ready
2026-07-06 04:50:00.413554+02:00	htx	VELVET/USDT:USDT	0.49883	80	5736 ms	10s short -0.392919 30s short -0.392919 60s short -0.392919	advanced ready
2026-07-06 04:49:48.927330+02:00	gate	VELVET/USDT:USDT	0.4992	68	9666 ms	10s short -0.220353 30s short -0.220353 60s short -0.220353	advanced ready
2026-07-06 04:49:39.146796+02:00	binance	VELVET/USDT:USDT	0.4978	80	7527 ms	10s short -0.090398 30s short -0.090398 60s short -0.090398	advanced ready
2026-07-06 04:49:31.529323+02:00	mexc	VELVET/USDT:USDT	0.4973	78	4152 ms	10s long 0.160869 30s long 0.160869 60s long 0.160869	advanced ready
2026-07-06 04:49:27.313469+02:00	htx	VELVET/USDT:USDT	0.496405	80	5378 ms	10s long 0.488512 30s long 0.488512 60s long 0.488512	advanced ready
2026-07-06 04:49:16.080914+02:00	gate	VELVET/USDT:USDT	0.4993	68	9649 ms	10s flat -0.020028 30s flat -0.020028 60s flat -0.020028	advanced ready
2026-07-06 04:49:06.321180+02:00	binance	VELVET/USDT:USDT	0.4991	80	7803 ms	10s short -0.260469 30s short -0.260469 60s short -0.260469	advanced ready

Price

Best bid: 0.49757
Best ask: 0.49863
Spread: 0.00106
Spread %: 0.212809
Mid price: 0.4981
Last price: 0.49818
Mark price: 0.49801
Index price: 0.497928

Order Book

Bid depth 5: 13
Ask depth 5: 22
Bid depth 10: 49
Ask depth 10: 62
Bid depth 20: 83
Ask depth 20: 105
Imbalance 5: -0.257143
Imbalance 10: -0.117117
Imbalance 20: -0.117021
Top bid size: 1
Top ask size: 1
Bid wall score: 0.012048
Ask wall score: 0.009524

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -16
Imbalance 5 delta: 0.124675
Bid depth 10 delta: -12
Ask depth 10 delta: 2
Imbalance 10 delta: -0.125382
Spread delta: 0.00016
Mid price delta: -0.0011
Wall shift score: 0.002524

Tape

Buy volume: 127
Sell volume: 87
Buy/sell delta: 40
Buy/sell ratio: 1.45977
Avg trade size: 2.14
Large trade count: 9
Largest trade size: 18

Candle

Return 1: 0
Return 3: -0.753048
Volume 1: 0
Volume avg 5: 20
Momentum 5: -0.316152

Cross Exchange

Mid avg: 0.49837
Mid median: 0.498465
Price deviation %: -0.054177
Spread %: 0.37121

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7914500
Quote volume 24h: 3969842
Price change 24h %: -12.3

Quality

Capture latency ms: 9480
Order book timestamp: 2026-07-06 04:50:20+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:46.165000+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	-0.490865	-0.490865	-0.490865	0.490865	0.490865	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.490865	0.490865	0.490865	0.490865	-0.490865	0.490865	yes
30s	short	-0.490865	-0.490865	-0.490865	0.490865	0.490865	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.490865	0.490865	0.490865	0.490865	-0.490865	0.490865	yes
60s	short	-0.490865	-0.490865	-0.490865	0.490865	0.490865	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.490865	0.490865	0.490865	0.490865	-0.490865	0.490865	yes

Price

Best bid: 0.4972
Best ask: 0.4975
Spread: 0.0003
Spread %: 0.06032
Mid price: 0.49735
Last price: 0.4981
Mark price: -
Index price: -

Order Book

Bid depth 5: 2966
Ask depth 5: 2306
Bid depth 10: 10583
Ask depth 10: 9038
Bid depth 20: 31953
Ask depth 20: 18893
Imbalance 5: 0.12519
Imbalance 10: 0.078742
Imbalance 20: 0.256854
Top bid size: 164
Top ask size: 420
Bid wall score: 0.005133
Ask wall score: 0.02223

Dynamics

Bid depth 5 delta: -812
Ask depth 5 delta: 1056
Imbalance 5 delta: -0.377595
Bid depth 10 delta: -1225
Ask depth 10 delta: 3016
Imbalance 10 delta: -0.245767
Spread delta: 0.0001
Mid price delta: -0.00045
Wall shift score: -0.018137

Tape

Buy volume: 9791
Sell volume: 7813
Buy/sell delta: 1978
Buy/sell ratio: 1.253168
Avg trade size: 176.04
Large trade count: 5
Largest trade size: 1701

Candle

Return 1: -0.300782
Return 3: -0.619628
Volume 1: 1824
Volume avg 5: 98477.8
Momentum 5: -0.300782

Cross Exchange

Mid avg: 0.4984825
Mid median: 0.498465
Price deviation %: -0.22719
Spread %: 0.280852

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17020910
Volume 24h: 156209357
Quote volume 24h: 79761520.31918
Price change 24h %: -12.074

Quality

Capture latency ms: 6927
Order book timestamp: 2026-07-06 04:50:09.081000+02:00
Ticker timestamp: 2026-07-06 04:50:01.825000+02:00
Trades timestamp: 2026-07-06 04:50:09.266000+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	-0.442344	-0.442344	-0.442344	0.442344	0.442344	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.442344	0.442344	0.442344	0.442344	-0.442344	0.442344	yes
30s	short	-0.442344	-0.442344	-0.442344	0.442344	0.442344	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.442344	0.442344	0.442344	0.442344	-0.442344	0.442344	yes
60s	short	-0.442344	-0.442344	-0.442344	0.442344	0.442344	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.442344	0.442344	0.442344	0.442344	-0.442344	0.442344	yes

Price

Best bid: 0.498
Best ask: 0.4982
Spread: 0.0002
Spread %: 0.040153
Mid price: 0.4981
Last price: 0.4987
Mark price: -
Index price: 0.4985

Order Book

Bid depth 5: 1634
Ask depth 5: 424
Bid depth 10: 4436
Ask depth 10: 1289
Bid depth 20: 13733
Ask depth 20: 4048
Imbalance 5: 0.587949
Imbalance 10: 0.549694
Imbalance 20: 0.544683
Top bid size: 7
Top ask size: 14
Bid wall score: 0.00051
Ask wall score: 0.003458

Dynamics

Bid depth 5 delta: 417
Ask depth 5 delta: 154
Imbalance 5 delta: -0.048903
Bid depth 10 delta: 1462
Ask depth 10 delta: 249
Imbalance 10 delta: 0.067881
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: 0.005727

Tape

Buy volume: 987
Sell volume: 2559
Buy/sell delta: -1572
Buy/sell ratio: 0.385698
Avg trade size: 35.46
Large trade count: 7
Largest trade size: 432

Candle

Return 1: 0.160675
Return 3: -0.617776
Volume 1: 443
Volume avg 5: 1685.4
Momentum 5: -0.26

Cross Exchange

Mid avg: 0.4982825
Mid median: 0.498315
Price deviation %: -0.036626
Spread %: 0.38131

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3223620
Quote volume 24h: 16647974.376
Price change 24h %: 2.23

Quality

Capture latency ms: 4563
Order book timestamp: 2026-07-06 04:50:03.097000+02:00
Ticker timestamp: 2026-07-06 04:50:00.854000+02:00
Trades timestamp: 2026-07-06 04:49:54.719000+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	-0.351335	-0.351335	-0.351335	0.351335	0.351335	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.351335	0.351335	0.351335	0.351335	-0.351335	0.351335	yes
30s	short	-0.351335	-0.351335	-0.351335	0.351335	0.351335	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.351335	0.351335	0.351335	0.351335	-0.351335	0.351335	yes
60s	short	-0.351335	-0.351335	-0.351335	0.351335	0.351335	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.351335	0.351335	0.351335	0.351335	-0.351335	0.351335	yes

Price

Best bid: 0.49816
Best ask: 0.4995
Spread: 0.00134
Spread %: 0.268629
Mid price: 0.49883
Last price: 0.50011
Mark price: -
Index price: -

Order Book

Bid depth 5: 5717
Ask depth 5: 15053
Bid depth 10: 37589
Ask depth 10: 26561
Bid depth 20: 64286
Ask depth 20: 133240
Imbalance 5: -0.449494
Imbalance 10: 0.17191
Imbalance 20: -0.349088
Top bid size: 43
Top ask size: 568
Bid wall score: 0.000669
Ask wall score: 0.004263

Dynamics

Bid depth 5 delta: -1874
Ask depth 5 delta: 5155
Imbalance 5 delta: -0.317583
Bid depth 10 delta: 23174
Ask depth 10 delta: -16958
Imbalance 10 delta: 0.674274
Spread delta: -0.00423
Mid price delta: 0.002425
Wall shift score: -0.008158

Tape

Buy volume: 5606
Sell volume: 4496
Buy/sell delta: 1110
Buy/sell ratio: 1.246886
Avg trade size: 101.02
Large trade count: 6
Largest trade size: 602

Candle

Return 1: 0
Return 3: -0.199557
Volume 1: 0
Volume avg 5: 210.8
Momentum 5: 0.302848

Cross Exchange

Mid avg: 0.49767625
Mid median: 0.49755
Price deviation %: 0.231827
Spread %: 0.56161

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100822
Volume 24h: 862456
Quote volume 24h: 862456
Price change 24h %: 2.755291

Quality

Capture latency ms: 5736
Order book timestamp: 2026-07-06 04:49:59.037000+02:00
Ticker timestamp: 2026-07-06 04:49:59.369000+02:00
Trades timestamp: 2026-07-06 04:48:07.374000+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	-0.392919	-0.392919	-0.392919	0.392919	0.392919	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.392919	0.392919	0.392919	0.392919	-0.392919	0.392919	yes
30s	short	-0.392919	-0.392919	-0.392919	0.392919	0.392919	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.392919	0.392919	0.392919	0.392919	-0.392919	0.392919	yes
60s	short	-0.392919	-0.392919	-0.392919	0.392919	0.392919	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.392919	0.392919	0.392919	0.392919	-0.392919	0.392919	yes

Price

Best bid: 0.49875
Best ask: 0.49965
Spread: 0.0009
Spread %: 0.180288
Mid price: 0.4992
Last price: 0.49818
Mark price: 0.49825
Index price: 0.498243

Order Book

Bid depth 5: 17
Ask depth 5: 38
Bid depth 10: 61
Ask depth 10: 60
Bid depth 20: 102
Ask depth 20: 102
Imbalance 5: -0.381818
Imbalance 10: 0.008264
Imbalance 20: 0
Top bid size: 1
Top ask size: 1
Bid wall score: 0.009804
Ask wall score: 0.009804

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 21
Imbalance 5 delta: -0.319318
Bid depth 10 delta: 4
Ask depth 10 delta: 0
Imbalance 10 delta: 0.033905
Spread delta: -0.00012
Mid price delta: -0.0001
Wall shift score: -0.001126

Tape

Buy volume: 127
Sell volume: 87
Buy/sell delta: 40
Buy/sell ratio: 1.45977
Avg trade size: 2.14
Large trade count: 9
Largest trade size: 18

Candle

Return 1: -0.753048
Return 3: -0.810353
Volume 1: 2
Volume avg 5: 20
Momentum 5: -0.316152

Cross Exchange

Mid avg: 0.49770125
Mid median: 0.49755
Price deviation %: 0.301134
Spread %: 0.581674

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7914500
Quote volume 24h: 3969842
Price change 24h %: -12.04

Quality

Capture latency ms: 9666
Order book timestamp: 2026-07-06 04:49:47+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:46.165000+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	-0.220353	-0.220353	-0.220353	0.220353	0.220353	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.220353	0.220353	0.220353	0.220353	-0.220353	0.220353	yes
30s	short	-0.220353	-0.220353	-0.220353	0.220353	0.220353	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.220353	0.220353	0.220353	0.220353	-0.220353	0.220353	yes
60s	short	-0.220353	-0.220353	-0.220353	0.220353	0.220353	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.220353	0.220353	0.220353	0.220353	-0.220353	0.220353	yes

Price

Best bid: 0.4977
Best ask: 0.4979
Spread: 0.0002
Spread %: 0.040177
Mid price: 0.4978
Last price: 0.4975
Mark price: -
Index price: -

Order Book

Bid depth 5: 3778
Ask depth 5: 1250
Bid depth 10: 11808
Ask depth 10: 6022
Bid depth 20: 31823
Ask depth 20: 17085
Imbalance 5: 0.502784
Imbalance 10: 0.324509
Imbalance 20: 0.301341
Top bid size: 156
Top ask size: 66
Bid wall score: 0.004902
Ask wall score: 0.003863

Dynamics

Bid depth 5 delta: -6599
Ask depth 5 delta: -734
Imbalance 5 delta: -0.176206
Bid depth 10 delta: -8501
Ask depth 10 delta: -3128
Imbalance 10 delta: -0.054288
Spread delta: 0
Mid price delta: -0.0013
Wall shift score: -0.001537

Tape

Buy volume: 11713
Sell volume: 15822
Buy/sell delta: -4109
Buy/sell ratio: 0.740298
Avg trade size: 275.35
Large trade count: 7
Largest trade size: 6504

Candle

Return 1: -0.220618
Return 3: -0.876669
Volume 1: 28452
Volume avg 5: 106698.4
Momentum 5: -0.5

Cross Exchange

Mid avg: 0.49802625
Mid median: 0.4982
Price deviation %: -0.045429
Spread %: 0.581295

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17018312
Volume 24h: 156356018
Quote volume 24h: 79844951.92338
Price change 24h %: -11.838

Quality

Capture latency ms: 7527
Order book timestamp: 2026-07-06 04:49:37.017000+02:00
Ticker timestamp: 2026-07-06 04:49:32.936000+02:00
Trades timestamp: 2026-07-06 04:49:38.603000+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	-0.090398	-0.090398	-0.090398	0.090398	0.090398	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.090398	0.090398	0.090398	0.090398	-0.090398	0.090398	yes
30s	short	-0.090398	-0.090398	-0.090398	0.090398	0.090398	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.090398	0.090398	0.090398	0.090398	-0.090398	0.090398	yes
60s	short	-0.090398	-0.090398	-0.090398	0.090398	0.090398	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.090398	0.090398	0.090398	0.090398	-0.090398	0.090398	yes

Price

Best bid: 0.4972
Best ask: 0.4974
Spread: 0.0002
Spread %: 0.040217
Mid price: 0.4973
Last price: 0.498
Mark price: -
Index price: 0.4983

Order Book

Bid depth 5: 1217
Ask depth 5: 270
Bid depth 10: 2974
Ask depth 10: 1040
Bid depth 20: 11487
Ask depth 20: 3721
Imbalance 5: 0.636853
Imbalance 10: 0.481814
Imbalance 20: 0.510652
Top bid size: 30
Top ask size: 42
Bid wall score: 0.002612
Ask wall score: 0.011287

Dynamics

Bid depth 5 delta: -281
Ask depth 5 delta: -340
Imbalance 5 delta: 0.2156
Bid depth 10 delta: -950
Ask depth 10 delta: -381
Imbalance 10 delta: 0.013526
Spread delta: -0.0001
Mid price delta: -0.00115
Wall shift score: -0.007767

Tape

Buy volume: 1377
Sell volume: 2547
Buy/sell delta: -1170
Buy/sell ratio: 0.540636
Avg trade size: 39.24
Large trade count: 6
Largest trade size: 432

Candle

Return 1: -0.100422
Return 3: -0.876843
Volume 1: 227
Volume avg 5: 1642.2
Momentum 5: -0.52

Cross Exchange

Mid avg: 0.49831375
Mid median: 0.498775
Price deviation %: -0.203436
Spread %: 0.580959

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3223344
Quote volume 24h: 16646599.076
Price change 24h %: 2.09

Quality

Capture latency ms: 4152
Order book timestamp: 2026-07-06 04:49:29.896000+02:00
Ticker timestamp: 2026-07-06 04:49:27.910000+02:00
Trades timestamp: 2026-07-06 04:49:29.752000+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	0.160869	0.160869	0.160869	0.160869	0.160869	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.160869	0.160869	0.160869	0.160869	0.160869	-0.160869	yes
30s	long	0.160869	0.160869	0.160869	0.160869	0.160869	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.160869	0.160869	0.160869	0.160869	0.160869	-0.160869	yes
60s	long	0.160869	0.160869	0.160869	0.160869	0.160869	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.160869	0.160869	0.160869	0.160869	0.160869	-0.160869	yes

Price

Best bid: 0.49362
Best ask: 0.49919
Spread: 0.00557
Spread %: 1.122068
Mid price: 0.496405
Last price: 0.50011
Mark price: -
Index price: -

Order Book

Bid depth 5: 7591
Ask depth 5: 9898
Bid depth 10: 14415
Ask depth 10: 43519
Bid depth 20: 41578
Ask depth 20: 46340
Imbalance 5: -0.131911
Imbalance 10: -0.502365
Imbalance 20: -0.054164
Top bid size: 301
Top ask size: 124
Bid wall score: 0.007239
Ask wall score: 0.002676

Dynamics

Bid depth 5 delta: -712
Ask depth 5 delta: -2710
Imbalance 5 delta: 0.073961
Bid depth 10 delta: -23286
Ask depth 10 delta: -55113
Imbalance 10 delta: -0.055437
Spread delta: 0.00423
Mid price delta: -0.002215
Wall shift score: 0.003751

Tape

Buy volume: 5606
Sell volume: 4496
Buy/sell delta: 1110
Buy/sell ratio: 1.246886
Avg trade size: 101.02
Large trade count: 6
Largest trade size: 602

Candle

Return 1: 0
Return 3: -1.364811
Volume 1: 0
Volume avg 5: 250.8
Momentum 5: 0.292791

Cross Exchange

Mid avg: 0.4988675
Mid median: 0.49886
Price deviation %: -0.493618
Spread %: 0.170386

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100822
Volume 24h: 862456
Quote volume 24h: 862456
Price change 24h %: 2.755291

Quality

Capture latency ms: 5378
Order book timestamp: 2026-07-06 04:49:25.437000+02:00
Ticker timestamp: 2026-07-06 04:49:25.712000+02:00
Trades timestamp: 2026-07-06 04:48:07.374000+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	0.488512	0.488512	0.488512	0.488512	0.488512	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.488512	0.488512	0.488512	0.488512	0.488512	-0.488512	yes
30s	long	0.488512	0.488512	0.488512	0.488512	0.488512	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.488512	0.488512	0.488512	0.488512	0.488512	-0.488512	yes
60s	long	0.488512	0.488512	0.488512	0.488512	0.488512	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.488512	0.488512	0.488512	0.488512	0.488512	-0.488512	yes

Price

Best bid: 0.49879
Best ask: 0.49981
Spread: 0.00102
Spread %: 0.204286
Mid price: 0.4993
Last price: 0.50196
Mark price: 0.49882
Index price: 0.498805

Order Book

Bid depth 5: 15
Ask depth 5: 17
Bid depth 10: 57
Ask depth 10: 60
Bid depth 20: 85
Ask depth 20: 94
Imbalance 5: -0.0625
Imbalance 10: -0.025641
Imbalance 20: -0.050279
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011765
Ask wall score: 0.010638

Dynamics

Bid depth 5 delta: -22
Ask depth 5 delta: -4
Imbalance 5 delta: -0.338362
Bid depth 10 delta: -7
Ask depth 10 delta: 18
Imbalance 10 delta: -0.233188
Spread delta: 0.00011
Mid price delta: -0.000385
Wall shift score: 0.006018

Tape

Buy volume: 129
Sell volume: 90
Buy/sell delta: 39
Buy/sell ratio: 1.433333
Avg trade size: 2.19
Large trade count: 9
Largest trade size: 18

Candle

Return 1: 0
Return 3: -0.05774
Volume 1: 0
Volume avg 5: 19.6
Momentum 5: 0.440211

Cross Exchange

Mid avg: 0.49896375
Mid median: 0.49886
Price deviation %: 0.06739
Spread %: 0.247513

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7914300
Quote volume 24h: 3969743
Price change 24h %: -11.38

Quality

Capture latency ms: 9649
Order book timestamp: 2026-07-06 04:49:14+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:46.064000+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	-0.020028	-0.020028	-0.020028	0.020028	0.020028	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.020028	0.020028	0.020028	0.020028	-0.020028	0.020028	yes
30s	flat	-0.020028	-0.020028	-0.020028	0.020028	0.020028	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.020028	0.020028	0.020028	0.020028	-0.020028	0.020028	yes
60s	flat	-0.020028	-0.020028	-0.020028	0.020028	0.020028	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.020028	0.020028	0.020028	0.020028	-0.020028	0.020028	yes

Price

Best bid: 0.499
Best ask: 0.4992
Spread: 0.0002
Spread %: 0.040072
Mid price: 0.4991
Last price: 0.4986
Mark price: -
Index price: -

Order Book

Bid depth 5: 10377
Ask depth 5: 1984
Bid depth 10: 20309
Ask depth 10: 9150
Bid depth 20: 34767
Ask depth 20: 19003
Imbalance 5: 0.67899
Imbalance 10: 0.378798
Imbalance 20: 0.293175
Top bid size: 289
Top ask size: 109
Bid wall score: 0.008312
Ask wall score: 0.005736

Dynamics

Bid depth 5 delta: 7166
Ask depth 5 delta: -1008
Imbalance 5 delta: 0.643685
Bid depth 10 delta: 7778
Ask depth 10 delta: -68
Imbalance 10 delta: 0.226469
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: 0.005723

Tape

Buy volume: 10860
Sell volume: 8930
Buy/sell delta: 1930
Buy/sell ratio: 1.216125
Avg trade size: 197.9
Large trade count: 7
Largest trade size: 2926

Candle

Return 1: 0.100281
Return 3: -0.55788
Volume 1: 4188
Volume avg 5: 101845.6
Momentum 5: -0.18

Cross Exchange

Mid avg: 0.49911375
Mid median: 0.4991525
Price deviation %: -0.002755
Spread %: 0.250444

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17019896
Volume 24h: 156493511
Quote volume 24h: 79924429.32268
Price change 24h %: -11.658

Quality

Capture latency ms: 7803
Order book timestamp: 2026-07-06 04:49:03.729000+02:00
Ticker timestamp: 2026-07-06 04:48:57.801000+02:00
Trades timestamp: 2026-07-06 04:49:05.216000+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	-0.260469	-0.260469	-0.260469	0.260469	0.260469	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.260469	0.260469	0.260469	0.260469	-0.260469	0.260469	yes
30s	short	-0.260469	-0.260469	-0.260469	0.260469	0.260469	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.260469	0.260469	0.260469	0.260469	-0.260469	0.260469	yes
60s	short	-0.260469	-0.260469	-0.260469	0.260469	0.260469	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.260469	0.260469	0.260469	0.260469	-0.260469	0.260469	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 31613
gate: 31613
htx: 31379
mexc: 31607

By Symbol

VELVET/USDT:USDT: 126212

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