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: 126664
Total labels: 379992
Pending labels: 80
Eligible pending labels: 30
Labeled snapshots: 379912
Labels with advanced TP/SL: 360914
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.00194
Avg long MAE 30s: 0.00194
Avg short MFE 30s: 0.314866
Avg short MAE 30s: 0.314866
Long labels: 153456
Short labels: 155677
Flat labels: 70779
Latest snapshot: 2026-07-06 11:47:47.891547+02:00
Recent trades snapshots: 126656
Micro candles: 2533040
Avg data quality: 75.9567043516705615
Latest latency: 5480 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 253 of 12667 · 126664 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 05:52:56.387024+02:00	binance	VELVET/USDT:USDT	0.4907	80	6002 ms	10s short -0.152843 30s short -0.152843 60s short -0.152843	advanced ready
2026-07-06 05:52:50.253533+02:00	mexc	VELVET/USDT:USDT	0.49075	68	5607 ms	10s short -0.183393 30s short -0.183393 60s short -0.183393	advanced ready
2026-07-06 05:52:44.570317+02:00	htx	VELVET/USDT:USDT	0.49077	80	5674 ms	10s short -0.101881 30s short -0.101881 60s short -0.101881	advanced ready
2026-07-06 05:52:33.106548+02:00	gate	VELVET/USDT:USDT	0.489825	68	9444 ms	10s long 0.219466 30s long 0.219466 60s long 0.219466	advanced ready
2026-07-06 05:52:23.548708+02:00	binance	VELVET/USDT:USDT	0.49025	80	6335 ms	10s long 0.09179 30s long 0.09179 60s long 0.09179	advanced ready
2026-07-06 05:52:17.113926+02:00	mexc	VELVET/USDT:USDT	0.49125	78	4403 ms	10s short -0.101781 30s short -0.101781 60s short -0.101781	advanced ready
2026-07-06 05:52:12.648392+02:00	htx	VELVET/USDT:USDT	0.48918	80	5207 ms	10s long 0.325034 30s long 0.325034 60s long 0.325034	advanced ready
2026-07-06 05:52:01.500037+02:00	gate	VELVET/USDT:USDT	0.49052	68	9474 ms	10s short -0.141686 30s short -0.141686 60s short -0.141686	advanced ready
2026-07-06 05:51:51.914913+02:00	binance	VELVET/USDT:USDT	0.4906	80	5784 ms	10s short -0.071341 30s short -0.071341 60s short -0.071341	advanced ready
2026-07-06 05:51:46.024205+02:00	mexc	VELVET/USDT:USDT	0.49125	78	4167 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready

Price

Best bid: 0.4906
Best ask: 0.4908
Spread: 0.0002
Spread %: 0.040758
Mid price: 0.4907
Last price: 0.4907
Mark price: -
Index price: -

Order Book

Bid depth 5: 3324
Ask depth 5: 5130
Bid depth 10: 13818
Ask depth 10: 13579
Bid depth 20: 32378
Ask depth 20: 29260
Imbalance 5: -0.213627
Imbalance 10: 0.008724
Imbalance 20: 0.050586
Top bid size: 849
Top ask size: 815
Bid wall score: 0.026222
Ask wall score: 0.027854

Dynamics

Bid depth 5 delta: 421
Ask depth 5 delta: 2464
Imbalance 5 delta: -0.256184
Bid depth 10 delta: 490
Ask depth 10 delta: 1686
Imbalance 10 delta: -0.048173
Spread delta: 0.0001
Mid price delta: 0.00045
Wall shift score: -0.011866

Tape

Buy volume: 10162
Sell volume: 26878
Buy/sell delta: -16716
Buy/sell ratio: 0.378079
Avg trade size: 370.4
Large trade count: 6
Largest trade size: 5782

Candle

Return 1: 0.204165
Return 3: -0.647773
Volume 1: 53783
Volume avg 5: 58636.8
Momentum 5: -0.728155

Cross Exchange

Mid avg: 0.49039875
Mid median: 0.4905
Price deviation %: 0.06143
Spread %: 0.1927

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17087970
Volume 24h: 149960758
Quote volume 24h: 76133542.31582
Price change 24h %: -11.95

Quality

Capture latency ms: 6002
Order book timestamp: 2026-07-06 05:52:54.242000+02:00
Ticker timestamp: 2026-07-06 05:52:50.755000+02:00
Trades timestamp: 2026-07-06 05:52:55.692000+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	-0.152843	-0.152843	-0.152843	0.152843	0.152843	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.152843	0.152843	0.152843	0.152843	-0.152843	0.152843	yes
30s	short	-0.152843	-0.152843	-0.152843	0.152843	0.152843	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.152843	0.152843	0.152843	0.152843	-0.152843	0.152843	yes
60s	short	-0.152843	-0.152843	-0.152843	0.152843	0.152843	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.152843	0.152843	0.152843	0.152843	-0.152843	0.152843	yes

Price

Best bid: 0.4907
Best ask: 0.4908
Spread: 0.0001
Spread %: 0.020377
Mid price: 0.49075
Last price: 0.4903
Mark price: -
Index price: 0.49

Order Book

Bid depth 5: 643
Ask depth 5: 1062
Bid depth 10: 1767
Ask depth 10: 2857
Bid depth 20: 5906
Ask depth 20: 12216
Imbalance 5: -0.245748
Imbalance 10: -0.235727
Imbalance 20: -0.348196
Top bid size: 56
Top ask size: 27
Bid wall score: 0.009482
Ask wall score: 0.00221

Dynamics

Bid depth 5 delta: 144
Ask depth 5 delta: 526
Imbalance 5 delta: -0.209999
Bid depth 10 delta: 618
Ask depth 10 delta: 479
Imbalance 10 delta: 0.112728
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: 0.006601

Tape

Buy volume: 1428
Sell volume: 2250
Buy/sell delta: -822
Buy/sell ratio: 0.634667
Avg trade size: 36.78
Large trade count: 7
Largest trade size: 340

Candle

Return 1: 0.122399
Return 3: -0.587401
Volume 1: 1032
Volume avg 5: 748
Momentum 5: -0.748231

Cross Exchange

Mid avg: 0.49052375
Mid median: 0.49051
Price deviation %: 0.046124
Spread %: 0.290506

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3132418
Quote volume 24h: 16099760.576
Price change 24h %: 0.51

Quality

Capture latency ms: 5607
Order book timestamp: 2026-07-06 05:52:48.453000+02:00
Ticker timestamp: 2026-07-06 05:52:46.006000+02:00
Trades timestamp: 2026-07-06 05:52:44.094000+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	-0.183393	-0.183393	-0.183393	0.183393	0.183393	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.183393	0.183393	0.183393	0.183393	-0.183393	0.183393	yes
30s	short	-0.183393	-0.183393	-0.183393	0.183393	0.183393	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.183393	0.183393	0.183393	0.183393	-0.183393	0.183393	yes
60s	short	-0.183393	-0.183393	-0.183393	0.183393	0.183393	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.183393	0.183393	0.183393	0.183393	-0.183393	0.183393	yes

Price

Best bid: 0.49005
Best ask: 0.49149
Spread: 0.00144
Spread %: 0.293416
Mid price: 0.49077
Last price: 0.49045
Mark price: -
Index price: -

Order Book

Bid depth 5: 6844
Ask depth 5: 5628
Bid depth 10: 35691
Ask depth 10: 32767
Bid depth 20: 66758
Ask depth 20: 165113
Imbalance 5: 0.097498
Imbalance 10: 0.042712
Imbalance 20: -0.42418
Top bid size: 791
Top ask size: 444
Bid wall score: 0.011849
Ask wall score: 0.002689

Dynamics

Bid depth 5 delta: -984
Ask depth 5 delta: -3939
Imbalance 5 delta: 0.19747
Bid depth 10 delta: 20043
Ask depth 10 delta: 4648
Imbalance 10 delta: 0.327653
Spread delta: -0.00568
Mid price delta: 0.00159
Wall shift score: 0.011425

Tape

Buy volume: 3930
Sell volume: 5548
Buy/sell delta: -1618
Buy/sell ratio: 0.708363
Avg trade size: 94.78
Large trade count: 4
Largest trade size: 414

Candle

Return 1: -0.112016
Return 3: -0.587818
Volume 1: 204
Volume avg 5: 91.6
Momentum 5: -0.841067

Cross Exchange

Mid avg: 0.49012625
Mid median: 0.4900375
Price deviation %: 0.131344
Spread %: 0.42234

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100701
Volume 24h: 858430
Quote volume 24h: 858430
Price change 24h %: 0.770495

Quality

Capture latency ms: 5674
Order book timestamp: 2026-07-06 05:52:42.937000+02:00
Ticker timestamp: 2026-07-06 05:52:43.454000+02:00
Trades timestamp: 2026-07-06 05:52:09.731000+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	-0.101881	-0.101881	-0.101881	0.101881	0.101881	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101881	0.101881	0.101881	0.101881	-0.101881	0.101881	yes
30s	short	-0.101881	-0.101881	-0.101881	0.101881	0.101881	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101881	0.101881	0.101881	0.101881	-0.101881	0.101881	yes
60s	short	-0.101881	-0.101881	-0.101881	0.101881	0.101881	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101881	0.101881	0.101881	0.101881	-0.101881	0.101881	yes

Price

Best bid: 0.48923
Best ask: 0.49042
Spread: 0.00119
Spread %: 0.242944
Mid price: 0.489825
Last price: 0.48981
Mark price: 0.48941
Index price: 0.489413

Order Book

Bid depth 5: 18
Ask depth 5: 19
Bid depth 10: 59
Ask depth 10: 57
Bid depth 20: 109
Ask depth 20: 100
Imbalance 5: -0.027027
Imbalance 10: 0.017241
Imbalance 20: 0.043062
Top bid size: 1
Top ask size: 1
Bid wall score: 0.009174
Ask wall score: 0.01

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 2
Imbalance 5 delta: -0.027027
Bid depth 10 delta: 0
Ask depth 10 delta: 15
Imbalance 10 delta: -0.151075
Spread delta: 0.00059
Mid price delta: -0.000695
Wall shift score: -0.000171

Tape

Buy volume: 99
Sell volume: 134
Buy/sell delta: -35
Buy/sell ratio: 0.738806
Avg trade size: 2.33
Large trade count: 6
Largest trade size: 34

Candle

Return 1: 0.018378
Return 3: -0.856206
Volume 1: 6
Volume avg 5: 17.6
Momentum 5: -0.928398

Cross Exchange

Mid avg: 0.4903
Mid median: 0.490385
Price deviation %: -0.096879
Spread %: 0.42219

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7691100
Quote volume 24h: 3840037
Price change 24h %: -12.71

Quality

Capture latency ms: 9444
Order book timestamp: 2026-07-06 05:52:32+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:49.950000+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	0.219466	0.219466	0.219466	0.219466	0.219466	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.219466	0.219466	0.219466	0.219466	0.219466	-0.219466	yes
30s	long	0.219466	0.219466	0.219466	0.219466	0.219466	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.219466	0.219466	0.219466	0.219466	0.219466	-0.219466	yes
60s	long	0.219466	0.219466	0.219466	0.219466	0.219466	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.219466	0.219466	0.219466	0.219466	0.219466	-0.219466	yes

Price

Best bid: 0.4902
Best ask: 0.4903
Spread: 0.0001
Spread %: 0.020398
Mid price: 0.49025
Last price: 0.4906
Mark price: -
Index price: -

Order Book

Bid depth 5: 2903
Ask depth 5: 2666
Bid depth 10: 13328
Ask depth 10: 11893
Bid depth 20: 36286
Ask depth 20: 27484
Imbalance 5: 0.042557
Imbalance 10: 0.056897
Imbalance 20: 0.138027
Top bid size: 609
Top ask size: 180
Bid wall score: 0.016783
Ask wall score: 0.006549

Dynamics

Bid depth 5 delta: -2156
Ask depth 5 delta: 294
Imbalance 5 delta: -0.319036
Bid depth 10 delta: -4861
Ask depth 10 delta: 3497
Imbalance 10 delta: -0.311469
Spread delta: -0.0001
Mid price delta: -0.00035
Wall shift score: 0.00523

Tape

Buy volume: 8070
Sell volume: 14148
Buy/sell delta: -6078
Buy/sell ratio: 0.570399
Avg trade size: 222.18
Large trade count: 7
Largest trade size: 2674

Candle

Return 1: 0.102082
Return 3: -0.748988
Volume 1: 18560
Volume avg 5: 51592.2
Momentum 5: -0.829288

Cross Exchange

Mid avg: 0.4903875
Mid median: 0.49056
Price deviation %: -0.028039
Spread %: 0.422115

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17097123
Volume 24h: 149918752
Quote volume 24h: 76112978.09612
Price change 24h %: -11.968

Quality

Capture latency ms: 6335
Order book timestamp: 2026-07-06 05:52:21.409000+02:00
Ticker timestamp: 2026-07-06 05:52:12.686000+02:00
Trades timestamp: 2026-07-06 05:52:22.938000+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	0.09179	0.09179	0.09179	0.09179	0.09179	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.09179	0.09179	0.09179	0.09179	0.09179	-0.09179	yes
30s	long	0.09179	0.09179	0.09179	0.09179	0.09179	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.09179	0.09179	0.09179	0.09179	0.09179	-0.09179	yes
60s	long	0.09179	0.09179	0.09179	0.09179	0.09179	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.09179	0.09179	0.09179	0.09179	0.09179	-0.09179	yes

Price

Best bid: 0.4912
Best ask: 0.4913
Spread: 0.0001
Spread %: 0.020356
Mid price: 0.49125
Last price: 0.4901
Mark price: -
Index price: 0.4904

Order Book

Bid depth 5: 499
Ask depth 5: 536
Bid depth 10: 1149
Ask depth 10: 2378
Bid depth 20: 3828
Ask depth 20: 5130
Imbalance 5: -0.035749
Imbalance 10: -0.348455
Imbalance 20: -0.145345
Top bid size: 16
Top ask size: 18
Bid wall score: 0.00418
Ask wall score: 0.003509

Dynamics

Bid depth 5 delta: -795
Ask depth 5 delta: -438
Imbalance 5 delta: -0.176842
Bid depth 10 delta: -2347
Ask depth 10 delta: -418
Imbalance 10 delta: -0.459707
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.007858

Tape

Buy volume: 840
Sell volume: 2101
Buy/sell delta: -1261
Buy/sell ratio: 0.39981
Avg trade size: 29.41
Large trade count: 7
Largest trade size: 340

Candle

Return 1: 0.163199
Return 3: -0.546891
Volume 1: 16
Volume avg 5: 544.8
Momentum 5: -0.707786

Cross Exchange

Mid avg: 0.4903875
Mid median: 0.49056
Price deviation %: 0.175881
Spread %: 0.422115

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3131550
Quote volume 24h: 16095505.905
Price change 24h %: 0.47

Quality

Capture latency ms: 4403
Order book timestamp: 2026-07-06 05:52:15.695000+02:00
Ticker timestamp: 2026-07-06 05:52:12.863000+02:00
Trades timestamp: 2026-07-06 05:52:13.219000+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	-0.101781	-0.101781	-0.101781	0.101781	0.101781	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101781	0.101781	0.101781	0.101781	-0.101781	0.101781	yes
30s	short	-0.101781	-0.101781	-0.101781	0.101781	0.101781	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101781	0.101781	0.101781	0.101781	-0.101781	0.101781	yes
60s	short	-0.101781	-0.101781	-0.101781	0.101781	0.101781	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101781	0.101781	0.101781	0.101781	-0.101781	0.101781	yes

Price

Best bid: 0.48562
Best ask: 0.49274
Spread: 0.00712
Spread %: 1.455497
Mid price: 0.48918
Last price: 0.49045
Mark price: -
Index price: -

Order Book

Bid depth 5: 7828
Ask depth 5: 9567
Bid depth 10: 15648
Ask depth 10: 28119
Bid depth 20: 51592
Ask depth 20: 47061
Imbalance 5: -0.099971
Imbalance 10: -0.284941
Imbalance 20: 0.045929
Top bid size: 1214
Top ask size: 1214
Bid wall score: 0.023531
Ask wall score: 0.025796

Dynamics

Bid depth 5 delta: 3629
Ask depth 5 delta: -3938
Imbalance 5 delta: 0.425673
Bid depth 10 delta: -15558
Ask depth 10 delta: 958
Imbalance 10 delta: -0.354244
Spread delta: 0.00559
Mid price delta: -0.002735
Wall shift score: -0.007301

Tape

Buy volume: 3930
Sell volume: 5548
Buy/sell delta: -1618
Buy/sell ratio: 0.708363
Avg trade size: 94.78
Large trade count: 4
Largest trade size: 414

Candle

Return 1: -0.112016
Return 3: -0.587818
Volume 1: 204
Volume avg 5: 91.6
Momentum 5: -0.841067

Cross Exchange

Mid avg: 0.49107125
Mid median: 0.490925
Price deviation %: -0.385127
Spread %: 0.284073

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100701
Volume 24h: 858430
Quote volume 24h: 858430
Price change 24h %: 0.770495

Quality

Capture latency ms: 5207
Order book timestamp: 2026-07-06 05:52:10.795000+02:00
Ticker timestamp: 2026-07-06 05:52:11.483000+02:00
Trades timestamp: 2026-07-06 05:52:09.731000+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	0.325034	0.325034	0.325034	0.325034	0.325034	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.325034	0.325034	0.325034	0.325034	0.325034	-0.325034	yes
30s	long	0.325034	0.325034	0.325034	0.325034	0.325034	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.325034	0.325034	0.325034	0.325034	0.325034	-0.325034	yes
60s	long	0.325034	0.325034	0.325034	0.325034	0.325034	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.325034	0.325034	0.325034	0.325034	0.325034	-0.325034	yes

Price

Best bid: 0.49022
Best ask: 0.49082
Spread: 0.0006
Spread %: 0.122319
Mid price: 0.49052
Last price: 0.48972
Mark price: 0.49054
Index price: 0.490548

Order Book

Bid depth 5: 17
Ask depth 5: 17
Bid depth 10: 59
Ask depth 10: 42
Bid depth 20: 107
Ask depth 20: 100
Imbalance 5: 0
Imbalance 10: 0.168317
Imbalance 20: 0.033816
Top bid size: 1
Top ask size: 1
Bid wall score: 0.009346
Ask wall score: 0.01

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -9
Imbalance 5 delta: 0.209302
Bid depth 10 delta: 3
Ask depth 10 delta: -25
Imbalance 10 delta: 0.257748
Spread delta: -0.00069
Mid price delta: -0.002495
Wall shift score: -0.002837

Tape

Buy volume: 100
Sell volume: 139
Buy/sell delta: -39
Buy/sell ratio: 0.719424
Avg trade size: 2.39
Large trade count: 6
Largest trade size: 34

Candle

Return 1: 0
Return 3: -0.874423
Volume 1: 0
Volume avg 5: 16.4
Momentum 5: -0.946602

Cross Exchange

Mid avg: 0.491695
Mid median: 0.4915825
Price deviation %: -0.238969
Spread %: 0.491158

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7690200
Quote volume 24h: 3839595
Price change 24h %: -12.52

Quality

Capture latency ms: 9474
Order book timestamp: 2026-07-06 05:52:00+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:49.915000+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	-0.141686	-0.141686	-0.141686	0.141686	0.141686	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.141686	0.141686	0.141686	0.141686	-0.141686	0.141686	yes
30s	short	-0.141686	-0.141686	-0.141686	0.141686	0.141686	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.141686	0.141686	0.141686	0.141686	-0.141686	0.141686	yes
60s	short	-0.141686	-0.141686	-0.141686	0.141686	0.141686	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.141686	0.141686	0.141686	0.141686	-0.141686	0.141686	yes

Price

Best bid: 0.4905
Best ask: 0.4907
Spread: 0.0002
Spread %: 0.040766
Mid price: 0.4906
Last price: 0.4913
Mark price: -
Index price: -

Order Book

Bid depth 5: 5059
Ask depth 5: 2372
Bid depth 10: 18189
Ask depth 10: 8396
Bid depth 20: 47937
Ask depth 20: 22129
Imbalance 5: 0.361593
Imbalance 10: 0.368366
Imbalance 20: 0.368338
Top bid size: 502
Top ask size: 121
Bid wall score: 0.010472
Ask wall score: 0.005468

Dynamics

Bid depth 5 delta: 1347
Ask depth 5 delta: 508
Imbalance 5 delta: 0.030173
Bid depth 10 delta: 3630
Ask depth 10 delta: -2568
Imbalance 10 delta: 0.227512
Spread delta: 0.0001
Mid price delta: -0.00095
Wall shift score: -0.000368

Tape

Buy volume: 6233
Sell volume: 16775
Buy/sell delta: -10542
Buy/sell ratio: 0.371565
Avg trade size: 230.08
Large trade count: 10
Largest trade size: 1821

Candle

Return 1: -0.446067
Return 3: -0.627403
Volume 1: 107431
Volume avg 5: 41629.2
Momentum 5: -0.828116

Cross Exchange

Mid avg: 0.4919325
Mid median: 0.4917325
Price deviation %: -0.27087
Spread %: 0.358789

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17110386
Volume 24h: 149966378
Quote volume 24h: 76144028.21692
Price change 24h %: -11.985

Quality

Capture latency ms: 5784
Order book timestamp: 2026-07-06 05:51:49.787000+02:00
Ticker timestamp: 2026-07-06 05:51:44.512000+02:00
Trades timestamp: 2026-07-06 05:51:51.061000+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	-0.071341	-0.071341	-0.071341	0.071341	0.071341	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.071341	0.071341	0.071341	0.071341	-0.071341	0.071341	yes
30s	short	-0.071341	-0.071341	-0.071341	0.071341	0.071341	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.071341	0.071341	0.071341	0.071341	-0.071341	0.071341	yes
60s	short	-0.071341	-0.071341	-0.071341	0.071341	0.071341	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.071341	0.071341	0.071341	0.071341	-0.071341	0.071341	yes

Price

Best bid: 0.4912
Best ask: 0.4913
Spread: 0.0001
Spread %: 0.020356
Mid price: 0.49125
Last price: 0.4926
Mark price: -
Index price: 0.4918

Order Book

Bid depth 5: 1294
Ask depth 5: 974
Bid depth 10: 3496
Ask depth 10: 2796
Bid depth 20: 11444
Ask depth 20: 4270
Imbalance 5: 0.141093
Imbalance 10: 0.111252
Imbalance 20: 0.456536
Top bid size: 33
Top ask size: 43
Bid wall score: 0.002884
Ask wall score: 0.01007

Dynamics

Bid depth 5 delta: 772
Ask depth 5 delta: 521
Imbalance 5 delta: 0.070324
Bid depth 10 delta: 1327
Ask depth 10 delta: 1379
Imbalance 10 delta: -0.098452
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: -0.014689

Tape

Buy volume: 623
Sell volume: 1345
Buy/sell delta: -722
Buy/sell ratio: 0.463197
Avg trade size: 19.68
Large trade count: 8
Largest trade size: 194

Candle

Return 1: -0.324609
Return 3: -0.586807
Volume 1: 587
Volume avg 5: 315.2
Momentum 5: -0.807591

Cross Exchange

Mid avg: 0.4920575
Mid median: 0.4918325
Price deviation %: -0.164107
Spread %: 0.297729

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3130405
Quote volume 24h: 16089890.173
Price change 24h %: 0.98

Quality

Capture latency ms: 4167
Order book timestamp: 2026-07-06 05:51:44.531000+02:00
Ticker timestamp: 2026-07-06 05:51:42.995000+02:00
Trades timestamp: 2026-07-06 05:51:44.595000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 31726
gate: 31726
htx: 31492
mexc: 31720

By Symbol

VELVET/USDT:USDT: 126664

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