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: 127230
Total labels: 381690
Pending labels: 93
Eligible pending labels: 38
Labeled snapshots: 381597
Labels with advanced TP/SL: 362599
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001893
Avg long MAE 30s: 0.001893
Avg short MFE 30s: 0.314162
Avg short MAE 30s: 0.314162
Long labels: 154054
Short labels: 156340
Flat labels: 71203
Latest snapshot: 2026-07-06 13:07:59.048326+02:00
Recent trades snapshots: 127222
Micro candles: 2544360
Avg data quality: 75.9570069952055333
Latest latency: 6296 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 254 of 12723 · 127230 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 07:10:19.694150+02:00	gate	VELVET/USDT:USDT	0.499105	68	9584 ms	10s flat 0.001002 30s flat 0.001002 60s flat 0.001002	advanced ready
2026-07-06 07:10:09.940565+02:00	binance	VELVET/USDT:USDT	0.49945	80	7830 ms	10s short -0.120132 30s short -0.120132 60s short -0.120132	advanced ready
2026-07-06 07:10:01.885502+02:00	mexc	VELVET/USDT:USDT	0.49945	78	4467 ms	10s short -0.120132 30s short -0.120132 60s short -0.120132	advanced ready
2026-07-06 07:09:57.354665+02:00	htx	VELVET/USDT:USDT	0.499675	80	5368 ms	10s short -0.141092 30s short -0.141092 60s short -0.141092	advanced ready
2026-07-06 07:09:46.271652+02:00	gate	VELVET/USDT:USDT	0.499065	68	9701 ms	10s flat 0.008015 30s flat 0.008015 60s flat 0.008015	advanced ready
2026-07-06 07:09:36.460958+02:00	binance	VELVET/USDT:USDT	0.49875	80	6442 ms	10s long 0.140351 30s long 0.140351 60s long 0.140351	advanced ready
2026-07-06 07:09:29.911706+02:00	mexc	VELVET/USDT:USDT	0.49835	78	4194 ms	10s long 0.220728 30s long 0.220728 60s long 0.220728	advanced ready
2026-07-06 07:09:25.655652+02:00	htx	VELVET/USDT:USDT	0.498275	90	4927 ms	10s long 0.280969 30s long 0.280969 60s long 0.280969	advanced ready
2026-07-06 07:09:14.934110+02:00	gate	VELVET/USDT:USDT	0.49868	68	9762 ms	10s long 0.077204 30s long 0.077204 60s long 0.077204	advanced ready
2026-07-06 07:09:05.057302+02:00	binance	VELVET/USDT:USDT	0.49815	80	7844 ms	10s long 0.120446 30s long 0.120446 60s long 0.120446	advanced ready

Price

Best bid: 0.49866
Best ask: 0.49955
Spread: 0.00089
Spread %: 0.178319
Mid price: 0.499105
Last price: 0.49936
Mark price: 0.49936
Index price: 0.49889

Order Book

Bid depth 5: 22
Ask depth 5: 10
Bid depth 10: 65
Ask depth 10: 43
Bid depth 20: 128
Ask depth 20: 101
Imbalance 5: 0.375
Imbalance 10: 0.203704
Imbalance 20: 0.117904
Top bid size: 2
Top ask size: 1
Bid wall score: 0.015625
Ask wall score: 0.009901

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -13
Imbalance 5 delta: 0.420455
Bid depth 10 delta: 25
Ask depth 10 delta: 0
Imbalance 10 delta: 0.239848
Spread delta: 0.00018
Mid price delta: 0.00004
Wall shift score: -0.014426

Tape

Buy volume: 105
Sell volume: 121
Buy/sell delta: -16
Buy/sell ratio: 0.867769
Avg trade size: 2.26
Large trade count: 10
Largest trade size: 15

Candle

Return 1: 0.242899
Return 3: 0.212723
Volume 1: 6
Volume avg 5: 7.6
Momentum 5: -0.042036

Cross Exchange

Mid avg: 0.49941
Mid median: 0.49945
Price deviation %: -0.061072
Spread %: 0.122144

Funding / OI / Volume

Funding rate: 0.000221
Funding delta: 0.000014
Funding abs: 0.000221
Funding pressure: 0.000235
Open interest: -
Volume 24h: 7026400
Quote volume 24h: 3465208
Price change 24h %: -10.87

Quality

Capture latency ms: 9584
Order book timestamp: 2026-07-06 07:10:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:54.612000+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	0.001002	0.001002	0.001002	0.001002	0.001002	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.001002	0.001002	0.001002	0.001002	0.001002	-0.001002	yes
30s	flat	0.001002	0.001002	0.001002	0.001002	0.001002	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.001002	0.001002	0.001002	0.001002	0.001002	-0.001002	yes
60s	flat	0.001002	0.001002	0.001002	0.001002	0.001002	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.001002	0.001002	0.001002	0.001002	0.001002	-0.001002	yes

Price

Best bid: 0.4994
Best ask: 0.4995
Spread: 0.0001
Spread %: 0.020022
Mid price: 0.49945
Last price: 0.4994
Mark price: -
Index price: -

Order Book

Bid depth 5: 1339
Ask depth 5: 1474
Bid depth 10: 8906
Ask depth 10: 6375
Bid depth 20: 24342
Ask depth 20: 15043
Imbalance 5: -0.047991
Imbalance 10: 0.165631
Imbalance 20: 0.236105
Top bid size: 124
Top ask size: 51
Bid wall score: 0.005094
Ask wall score: 0.00339

Dynamics

Bid depth 5 delta: -1346
Ask depth 5 delta: -139
Imbalance 5 delta: -0.29741
Bid depth 10 delta: -1802
Ask depth 10 delta: -391
Imbalance 10 delta: -0.059962
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: 0.004643

Tape

Buy volume: 6199
Sell volume: 5456
Buy/sell delta: 743
Buy/sell ratio: 1.13618
Avg trade size: 116.55
Large trade count: 8
Largest trade size: 693

Candle

Return 1: -0.020024
Return 3: 0.240915
Volume 1: 1446
Volume avg 5: 13860.2
Momentum 5: 0.040072

Cross Exchange

Mid avg: 0.499235
Mid median: 0.4992575
Price deviation %: 0.043066
Spread %: 0.185283

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17046910
Volume 24h: 145624280
Quote volume 24h: 73397230.32308
Price change 24h %: -10.277

Quality

Capture latency ms: 7830
Order book timestamp: 2026-07-06 07:10:07.790000+02:00
Ticker timestamp: 2026-07-06 07:09:56.750000+02:00
Trades timestamp: 2026-07-06 07:10:09.441000+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	-0.120132	-0.120132	-0.120132	0.120132	0.120132	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.120132	0.120132	0.120132	0.120132	-0.120132	0.120132	yes
30s	short	-0.120132	-0.120132	-0.120132	0.120132	0.120132	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.120132	0.120132	0.120132	0.120132	-0.120132	0.120132	yes
60s	short	-0.120132	-0.120132	-0.120132	0.120132	0.120132	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.120132	0.120132	0.120132	0.120132	-0.120132	0.120132	yes

Price

Best bid: 0.4994
Best ask: 0.4995
Spread: 0.0001
Spread %: 0.020022
Mid price: 0.49945
Last price: 0.4995
Mark price: -
Index price: 0.4985

Order Book

Bid depth 5: 539
Ask depth 5: 467
Bid depth 10: 1778
Ask depth 10: 1440
Bid depth 20: 5778
Ask depth 20: 3255
Imbalance 5: 0.071571
Imbalance 10: 0.105034
Imbalance 20: 0.279309
Top bid size: 31
Top ask size: 6
Bid wall score: 0.005365
Ask wall score: 0.001843

Dynamics

Bid depth 5 delta: -40
Ask depth 5 delta: -2
Imbalance 5 delta: -0.033391
Bid depth 10 delta: -422
Ask depth 10 delta: -36
Imbalance 10 delta: -0.091919
Spread delta: 0
Mid price delta: 0.0011
Wall shift score: 0.012417

Tape

Buy volume: 624
Sell volume: 1156
Buy/sell delta: -532
Buy/sell ratio: 0.539792
Avg trade size: 17.8
Large trade count: 4
Largest trade size: 273

Candle

Return 1: -0.040032
Return 3: 0.260992
Volume 1: 3
Volume avg 5: 149.4
Momentum 5: 0

Cross Exchange

Mid avg: 0.49896
Mid median: 0.4989075
Price deviation %: 0.098204
Spread %: 0.265552

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3024044
Quote volume 24h: 15453957.339
Price change 24h %: 2.39

Quality

Capture latency ms: 4467
Order book timestamp: 2026-07-06 07:09:58.673000+02:00
Ticker timestamp: 2026-07-06 07:09:57.802000+02:00
Trades timestamp: 2026-07-06 07:10:00.594000+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	-0.120132	-0.120132	-0.120132	0.120132	0.120132	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.120132	0.120132	0.120132	0.120132	-0.120132	0.120132	yes
30s	short	-0.120132	-0.120132	-0.120132	0.120132	0.120132	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.120132	0.120132	0.120132	0.120132	-0.120132	0.120132	yes
60s	short	-0.120132	-0.120132	-0.120132	0.120132	0.120132	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.120132	0.120132	0.120132	0.120132	-0.120132	0.120132	yes

Price

Best bid: 0.49895
Best ask: 0.5004
Spread: 0.00145
Spread %: 0.290189
Mid price: 0.499675
Last price: 0.49878
Mark price: -
Index price: -

Order Book

Bid depth 5: 5595
Ask depth 5: 11497
Bid depth 10: 29110
Ask depth 10: 23086
Bid depth 20: 60263
Ask depth 20: 148135
Imbalance 5: -0.345308
Imbalance 10: 0.115411
Imbalance 20: -0.421655
Top bid size: 264
Top ask size: 97
Bid wall score: 0.004381
Ask wall score: 0.000655

Dynamics

Bid depth 5 delta: 686
Ask depth 5 delta: 9027
Imbalance 5 delta: -0.67584
Bid depth 10 delta: 867
Ask depth 10 delta: -83
Imbalance 10 delta: 0.016718
Spread delta: 0
Mid price delta: 0.0014
Wall shift score: 0.000899

Tape

Buy volume: 16784
Sell volume: 5346
Buy/sell delta: 11438
Buy/sell ratio: 3.139544
Avg trade size: 221.3
Large trade count: 9
Largest trade size: 1200

Candle

Return 1: 0.307692
Return 3: -0.07813
Volume 1: 42
Volume avg 5: 48.4
Momentum 5: -0.07813

Cross Exchange

Mid avg: 0.49861
Mid median: 0.49855
Price deviation %: 0.213594
Spread %: 0.15844

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 99740
Volume 24h: 859128
Quote volume 24h: 859128
Price change 24h %: 2.482022

Quality

Capture latency ms: 5368
Order book timestamp: 2026-07-06 07:09:55.495000+02:00
Ticker timestamp: 2026-07-06 07:09:56.345000+02:00
Trades timestamp: 2026-07-06 07:09:41.690000+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	-0.141092	-0.141092	-0.141092	0.141092	0.141092	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.141092	0.141092	0.141092	0.141092	-0.141092	0.141092	yes
30s	short	-0.141092	-0.141092	-0.141092	0.141092	0.141092	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.141092	0.141092	0.141092	0.141092	-0.141092	0.141092	yes
60s	short	-0.141092	-0.141092	-0.141092	0.141092	0.141092	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.141092	0.141092	0.141092	0.141092	-0.141092	0.141092	yes

Price

Best bid: 0.49871
Best ask: 0.49942
Spread: 0.00071
Spread %: 0.142266
Mid price: 0.499065
Last price: 0.49815
Mark price: 0.49815
Index price: 0.497998

Order Book

Bid depth 5: 21
Ask depth 5: 23
Bid depth 10: 40
Ask depth 10: 43
Bid depth 20: 104
Ask depth 20: 115
Imbalance 5: -0.045455
Imbalance 10: -0.036145
Imbalance 20: -0.050228
Top bid size: 3
Top ask size: 1
Bid wall score: 0.028846
Ask wall score: 0.008696

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 4
Imbalance 5 delta: -0.140693
Bid depth 10 delta: -40
Ask depth 10 delta: -18
Imbalance 10 delta: -0.170896
Spread delta: -0.00025
Mid price delta: 0.000385
Wall shift score: 0.004807

Tape

Buy volume: 100
Sell volume: 121
Buy/sell delta: -21
Buy/sell ratio: 0.826446
Avg trade size: 2.21
Large trade count: 10
Largest trade size: 15

Candle

Return 1: 0.068299
Return 3: -0.052166
Volume 1: 3
Volume avg 5: 9.6
Momentum 5: -0.26428

Cross Exchange

Mid avg: 0.49851375
Mid median: 0.498515
Price deviation %: 0.110579
Spread %: 0.095283

Funding / OI / Volume

Funding rate: 0.000207
Funding delta: 0
Funding abs: 0.000207
Funding pressure: 0.000207
Open interest: -
Volume 24h: 7026300
Quote volume 24h: 3465159
Price change 24h %: -11.06

Quality

Capture latency ms: 9701
Order book timestamp: 2026-07-06 07:09:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:54.577000+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	0.008015	0.008015	0.008015	0.008015	0.008015	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008015	0.008015	0.008015	0.008015	0.008015	-0.008015	yes
30s	flat	0.008015	0.008015	0.008015	0.008015	0.008015	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008015	0.008015	0.008015	0.008015	0.008015	-0.008015	yes
60s	flat	0.008015	0.008015	0.008015	0.008015	0.008015	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008015	0.008015	0.008015	0.008015	0.008015	-0.008015	yes

Price

Best bid: 0.4987
Best ask: 0.4988
Spread: 0.0001
Spread %: 0.02005
Mid price: 0.49875
Last price: 0.4984
Mark price: -
Index price: -

Order Book

Bid depth 5: 2685
Ask depth 5: 1613
Bid depth 10: 10708
Ask depth 10: 6766
Bid depth 20: 25180
Ask depth 20: 16173
Imbalance 5: 0.249418
Imbalance 10: 0.225592
Imbalance 20: 0.217808
Top bid size: 63
Top ask size: 88
Bid wall score: 0.002502
Ask wall score: 0.005441

Dynamics

Bid depth 5 delta: -113
Ask depth 5 delta: -1125
Imbalance 5 delta: 0.23858
Bid depth 10 delta: 3430
Ask depth 10 delta: 112
Imbalance 10 delta: 0.180803
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: -0.001356

Tape

Buy volume: 8180
Sell volume: 7790
Buy/sell delta: 390
Buy/sell ratio: 1.050064
Avg trade size: 159.7
Large trade count: 6
Largest trade size: 3170

Candle

Return 1: 0.200884
Return 3: 0.341984
Volume 1: 5982
Volume avg 5: 18890
Momentum 5: -0.10014

Cross Exchange

Mid avg: 0.49836375
Mid median: 0.4983125
Price deviation %: 0.077504
Spread %: 0.106348

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17046658
Volume 24h: 145621337
Quote volume 24h: 73395762.64658
Price change 24h %: -10.456

Quality

Capture latency ms: 6442
Order book timestamp: 2026-07-06 07:09:34.337000+02:00
Ticker timestamp: 2026-07-06 07:09:31.168000+02:00
Trades timestamp: 2026-07-06 07:09:34.349000+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	0.140351	0.140351	0.140351	0.140351	0.140351	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.140351	0.140351	0.140351	0.140351	0.140351	-0.140351	yes
30s	long	0.140351	0.140351	0.140351	0.140351	0.140351	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.140351	0.140351	0.140351	0.140351	0.140351	-0.140351	yes
60s	long	0.140351	0.140351	0.140351	0.140351	0.140351	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.140351	0.140351	0.140351	0.140351	0.140351	-0.140351	yes

Price

Best bid: 0.4983
Best ask: 0.4984
Spread: 0.0001
Spread %: 0.020066
Mid price: 0.49835
Last price: 0.4982
Mark price: -
Index price: 0.4977

Order Book

Bid depth 5: 579
Ask depth 5: 469
Bid depth 10: 2200
Ask depth 10: 1476
Bid depth 20: 4216
Ask depth 20: 3453
Imbalance 5: 0.104962
Imbalance 10: 0.196953
Imbalance 20: 0.099491
Top bid size: 15
Top ask size: 43
Bid wall score: 0.003558
Ask wall score: 0.012453

Dynamics

Bid depth 5 delta: -427
Ask depth 5 delta: -51
Imbalance 5 delta: -0.213518
Bid depth 10 delta: -917
Ask depth 10 delta: -73
Imbalance 10 delta: -0.139095
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: 0.015707

Tape

Buy volume: 638
Sell volume: 1150
Buy/sell delta: -512
Buy/sell ratio: 0.554783
Avg trade size: 17.88
Large trade count: 4
Largest trade size: 273

Candle

Return 1: 0.080354
Return 3: 0.241449
Volume 1: 9
Volume avg 5: 283
Momentum 5: -0.200321

Cross Exchange

Mid avg: 0.49821375
Mid median: 0.4982125
Price deviation %: 0.027348
Spread %: 0.186667

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3024000
Quote volume 24h: 15453741.846
Price change 24h %: 2.13

Quality

Capture latency ms: 4194
Order book timestamp: 2026-07-06 07:09:28.310000+02:00
Ticker timestamp: 2026-07-06 07:09:27.926000+02:00
Trades timestamp: 2026-07-06 07:09:23.601000+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	0.220728	0.220728	0.220728	0.220728	0.220728	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.220728	0.220728	0.220728	0.220728	0.220728	-0.220728	yes
30s	long	0.220728	0.220728	0.220728	0.220728	0.220728	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.220728	0.220728	0.220728	0.220728	0.220728	-0.220728	yes
60s	long	0.220728	0.220728	0.220728	0.220728	0.220728	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.220728	0.220728	0.220728	0.220728	0.220728	-0.220728	yes

Price

Best bid: 0.49755
Best ask: 0.499
Spread: 0.00145
Spread %: 0.291004
Mid price: 0.498275
Last price: 0.49725
Mark price: -
Index price: -

Order Book

Bid depth 5: 4909
Ask depth 5: 2470
Bid depth 10: 28243
Ask depth 10: 23169
Bid depth 20: 57697
Ask depth 20: 144802
Imbalance 5: 0.330533
Imbalance 10: 0.098693
Imbalance 20: -0.43015
Top bid size: 340
Top ask size: 444
Bid wall score: 0.005893
Ask wall score: 0.003066

Dynamics

Bid depth 5 delta: -844
Ask depth 5 delta: -932
Imbalance 5 delta: 0.073733
Bid depth 10 delta: -696
Ask depth 10 delta: 2903
Imbalance 10 delta: -0.07757
Spread delta: 0.00012
Mid price delta: 0.00045
Wall shift score: 0.002485

Tape

Buy volume: 17020
Sell volume: 5304
Buy/sell delta: 11716
Buy/sell ratio: 3.208899
Avg trade size: 223.24
Large trade count: 8
Largest trade size: 1200

Candle

Return 1: 0
Return 3: -0.384638
Volume 1: 0
Volume avg 5: 40
Momentum 5: -0.384638

Cross Exchange

Mid avg: 0.49810125
Mid median: 0.4979875
Price deviation %: 0.034882
Spread %: 0.186709

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 99740
Volume 24h: 859086
Quote volume 24h: 859086
Price change 24h %: 2.16766

Quality

Capture latency ms: 4927
Order book timestamp: 2026-07-06 07:09:23.895000+02:00
Ticker timestamp: 2026-07-06 07:09:24.655000+02:00
Trades timestamp: 2026-07-06 07:07:01.866000+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	0.280969	0.280969	0.280969	0.280969	0.280969	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.280969	0.280969	0.280969	0.280969	0.280969	-0.280969	yes
30s	long	0.280969	0.280969	0.280969	0.280969	0.280969	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.280969	0.280969	0.280969	0.280969	0.280969	-0.280969	yes
60s	long	0.280969	0.280969	0.280969	0.280969	0.280969	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.280969	0.280969	0.280969	0.280969	0.280969	-0.280969	yes

Price

Best bid: 0.4982
Best ask: 0.49916
Spread: 0.00096
Spread %: 0.192508
Mid price: 0.49868
Last price: 0.49781
Mark price: 0.49781
Index price: 0.49751

Order Book

Bid depth 5: 23
Ask depth 5: 19
Bid depth 10: 80
Ask depth 10: 61
Bid depth 20: 124
Ask depth 20: 113
Imbalance 5: 0.095238
Imbalance 10: 0.134752
Imbalance 20: 0.046414
Top bid size: 3
Top ask size: 1
Bid wall score: 0.024194
Ask wall score: 0.00885

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -4
Imbalance 5 delta: 0.11746
Bid depth 10 delta: 16
Ask depth 10 delta: -19
Imbalance 10 delta: 0.245863
Spread delta: -0.00015
Mid price delta: 0.001055
Wall shift score: 0.016567

Tape

Buy volume: 100
Sell volume: 121
Buy/sell delta: -21
Buy/sell ratio: 0.826446
Avg trade size: 2.21
Large trade count: 10
Largest trade size: 15

Candle

Return 1: 0
Return 3: -0.120383
Volume 1: 0
Volume avg 5: 9
Momentum 5: -0.332352

Cross Exchange

Mid avg: 0.4978375
Mid median: 0.4977875
Price deviation %: 0.169232
Spread %: 0.105456

Funding / OI / Volume

Funding rate: 0.000207
Funding delta: 0
Funding abs: 0.000207
Funding pressure: 0.000207
Open interest: -
Volume 24h: 7026100
Quote volume 24h: 3465059
Price change 24h %: -11.12

Quality

Capture latency ms: 9762
Order book timestamp: 2026-07-06 07:09:13+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:54.521000+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	0.077204	0.077204	0.077204	0.077204	0.077204	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.077204	0.077204	0.077204	0.077204	0.077204	-0.077204	yes
30s	long	0.077204	0.077204	0.077204	0.077204	0.077204	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.077204	0.077204	0.077204	0.077204	0.077204	-0.077204	yes
60s	long	0.077204	0.077204	0.077204	0.077204	0.077204	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.077204	0.077204	0.077204	0.077204	0.077204	-0.077204	yes

Price

Best bid: 0.4981
Best ask: 0.4982
Spread: 0.0001
Spread %: 0.020074
Mid price: 0.49815
Last price: 0.4978
Mark price: -
Index price: -

Order Book

Bid depth 5: 2798
Ask depth 5: 2738
Bid depth 10: 7278
Ask depth 10: 6654
Bid depth 20: 24321
Ask depth 20: 15248
Imbalance 5: 0.010838
Imbalance 10: 0.044789
Imbalance 20: 0.229296
Top bid size: 54
Top ask size: 58
Bid wall score: 0.00222
Ask wall score: 0.003804

Dynamics

Bid depth 5 delta: 388
Ask depth 5 delta: 762
Imbalance 5 delta: -0.088113
Bid depth 10 delta: -927
Ask depth 10 delta: 682
Imbalance 10 delta: -0.11272
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: 0.006922

Tape

Buy volume: 4637
Sell volume: 8070
Buy/sell delta: -3433
Buy/sell ratio: 0.574597
Avg trade size: 127.07
Large trade count: 6
Largest trade size: 3170

Candle

Return 1: 0.060265
Return 3: 0.201167
Volume 1: 563
Volume avg 5: 17806.2
Momentum 5: -0.240336

Cross Exchange

Mid avg: 0.4976625
Mid median: 0.4976875
Price deviation %: 0.097958
Spread %: 0.075352

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17047035
Volume 24h: 145685996
Quote volume 24h: 73432113.53878
Price change 24h %: -10.98

Quality

Capture latency ms: 7844
Order book timestamp: 2026-07-06 07:09:01.541000+02:00
Ticker timestamp: 2026-07-06 07:08:53.786000+02:00
Trades timestamp: 2026-07-06 07:09:03.361000+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	0.120446	0.120446	0.120446	0.120446	0.120446	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.120446	0.120446	0.120446	0.120446	0.120446	-0.120446	yes
30s	long	0.120446	0.120446	0.120446	0.120446	0.120446	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.120446	0.120446	0.120446	0.120446	0.120446	-0.120446	yes
60s	long	0.120446	0.120446	0.120446	0.120446	0.120446	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.120446	0.120446	0.120446	0.120446	0.120446	-0.120446	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 31868
gate: 31867
htx: 31633
mexc: 31862

By Symbol

VELVET/USDT:USDT: 127230

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