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: 127789
Total labels: 383367
Pending labels: 87
Eligible pending labels: 34
Labeled snapshots: 383280
Labels with advanced TP/SL: 364282
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001868
Avg long MAE 30s: 0.001868
Avg short MFE 30s: 0.313693
Avg short MAE 30s: 0.313693
Long labels: 154720
Short labels: 157051
Flat labels: 71509
Latest snapshot: 2026-07-06 14:27:58.661940+02:00
Recent trades snapshots: 127781
Micro candles: 2555540
Avg data quality: 75.9568823851631583
Latest latency: 7923 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 255 of 12779 · 127789 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 08:26:28.764963+02:00	htx	VELVET/USDT:USDT	0.544895	80	5473 ms	10s flat -0.034869 30s flat -0.034869 60s flat -0.034869	advanced ready
2026-07-06 08:26:17.365164+02:00	gate	VELVET/USDT:USDT	0.54711	68	9448 ms	10s short -0.491674 30s short -0.491674 60s short -0.491674	advanced ready
2026-07-06 08:26:07.807711+02:00	binance	VELVET/USDT:USDT	0.5466	80	7284 ms	10s short -0.155507 30s short -0.155507 60s short -0.155507	advanced ready
2026-07-06 08:26:00.317534+02:00	mexc	VELVET/USDT:USDT	0.54725	78	4431 ms	10s flat -0.036546 30s flat -0.036546 60s flat -0.036546	advanced ready
2026-07-06 08:25:55.787029+02:00	htx	VELVET/USDT:USDT	0.54752	80	5354 ms	10s short -0.479435 30s short -0.479435 60s short -0.479435	advanced ready
2026-07-06 08:25:44.207053+02:00	gate	VELVET/USDT:USDT	0.548235	68	9651 ms	10s short -0.205204 30s short -0.205204 60s short -0.205204	advanced ready
2026-07-06 08:25:34.422796+02:00	binance	VELVET/USDT:USDT	0.54695	80	9388 ms	10s short -0.063991 30s short -0.063991 60s short -0.063991	advanced ready
2026-07-06 08:25:24.926695+02:00	mexc	VELVET/USDT:USDT	0.54705	78	4211 ms	10s flat 0.03656 30s flat 0.03656 60s flat 0.03656	advanced ready
2026-07-06 08:25:20.624624+02:00	htx	VELVET/USDT:USDT	0.548625	80	5427 ms	10s short -0.201413 30s short -0.201413 60s short -0.201413	advanced ready
2026-07-06 08:25:09.366716+02:00	gate	VELVET/USDT:USDT	0.54719	68	10008 ms	10s long 0.190976 30s long 0.190976 60s long 0.190976	advanced ready

Price

Best bid: 0.54191
Best ask: 0.54788
Spread: 0.00597
Spread %: 1.095624
Mid price: 0.544895
Last price: 0.54725
Mark price: -
Index price: -

Order Book

Bid depth 5: 9261
Ask depth 5: 6739
Bid depth 10: 26189
Ask depth 10: 9980
Bid depth 20: 48617
Ask depth 20: 45738
Imbalance 5: 0.157625
Imbalance 10: 0.448146
Imbalance 20: 0.030512
Top bid size: 1635
Top ask size: 194
Bid wall score: 0.03363
Ask wall score: 0.004242

Dynamics

Bid depth 5 delta: 3413
Ask depth 5 delta: -33001
Imbalance 5 delta: 0.901066
Bid depth 10 delta: -11566
Ask depth 10 delta: -105587
Imbalance 10 delta: 0.955653
Spread delta: 0.00543
Mid price delta: -0.002625
Wall shift score: 0.022478

Tape

Buy volume: 72
Sell volume: 22638
Buy/sell delta: -22566
Buy/sell ratio: 0.00318
Avg trade size: 227.1
Large trade count: 8
Largest trade size: 1858

Candle

Return 1: 0
Return 3: 0.261991
Volume 1: 3180
Volume avg 5: 5114.4
Momentum 5: 0.330003

Cross Exchange

Mid avg: 0.54712
Mid median: 0.54718
Price deviation %: -0.406675
Spread %: 0.168153

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 91389
Volume 24h: 995088
Quote volume 24h: 995088
Price change 24h %: 12.440929

Quality

Capture latency ms: 5473
Order book timestamp: 2026-07-06 08:26:26.995000+02:00
Ticker timestamp: 2026-07-06 08:26:27.265000+02:00
Trades timestamp: 2026-07-06 08:26:01.316000+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	-0.034869	-0.034869	-0.034869	0.034869	0.034869	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.034869	0.034869	0.034869	0.034869	-0.034869	0.034869	yes
30s	flat	-0.034869	-0.034869	-0.034869	0.034869	0.034869	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.034869	0.034869	0.034869	0.034869	-0.034869	0.034869	yes
60s	flat	-0.034869	-0.034869	-0.034869	0.034869	0.034869	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.034869	0.034869	0.034869	0.034869	-0.034869	0.034869	yes

Price

Best bid: 0.54675
Best ask: 0.54747
Spread: 0.00072
Spread %: 0.131601
Mid price: 0.54711
Last price: 0.54674
Mark price: 0.54741
Index price: 0.547385

Order Book

Bid depth 5: 18
Ask depth 5: 14
Bid depth 10: 55
Ask depth 10: 31
Bid depth 20: 90
Ask depth 20: 95
Imbalance 5: 0.125
Imbalance 10: 0.27907
Imbalance 20: -0.027027
Top bid size: 3
Top ask size: 1
Bid wall score: 0.033333
Ask wall score: 0.010526

Dynamics

Bid depth 5 delta: 10
Ask depth 5 delta: -3
Imbalance 5 delta: 0.485
Bid depth 10 delta: 28
Ask depth 10 delta: -14
Imbalance 10 delta: 0.52907
Spread delta: -0.00043
Mid price delta: -0.001125
Wall shift score: 0.021919

Tape

Buy volume: 51
Sell volume: 169
Buy/sell delta: -118
Buy/sell ratio: 0.301775
Avg trade size: 2.2
Large trade count: 8
Largest trade size: 15

Candle

Return 1: -0.229927
Return 3: 0.394792
Volume 1: 32
Volume avg 5: 19
Momentum 5: 0.230989

Cross Exchange

Mid avg: 0.54740125
Mid median: 0.547385
Price deviation %: -0.053206
Spread %: 0.298684

Funding / OI / Volume

Funding rate: 0.000149
Funding delta: -0.000005
Funding abs: 0.000149
Funding pressure: 0.000154
Open interest: -
Volume 24h: 6911500
Quote volume 24h: 3406377
Price change 24h %: 6.76

Quality

Capture latency ms: 9448
Order book timestamp: 2026-07-06 08:26:16+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:59.175000+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	-0.491674	-0.491674	-0.491674	0.491674	0.491674	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.491674	0.491674	0.491674	0.491674	-0.491674	0.491674	yes
30s	short	-0.491674	-0.491674	-0.491674	0.491674	0.491674	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.491674	0.491674	0.491674	0.491674	-0.491674	0.491674	yes
60s	short	-0.491674	-0.491674	-0.491674	0.491674	0.491674	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.491674	0.491674	0.491674	0.491674	-0.491674	0.491674	yes

Price

Best bid: 0.5465
Best ask: 0.5467
Spread: 0.0002
Spread %: 0.03659
Mid price: 0.5466
Last price: 0.5469
Mark price: -
Index price: -

Order Book

Bid depth 5: 2970
Ask depth 5: 2836
Bid depth 10: 12312
Ask depth 10: 10500
Bid depth 20: 28933
Ask depth 20: 128943
Imbalance 5: 0.02308
Imbalance 10: 0.079432
Imbalance 20: -0.633472
Top bid size: 411
Top ask size: 241
Bid wall score: 0.014205
Ask wall score: 0.001869

Dynamics

Bid depth 5 delta: -1292
Ask depth 5 delta: 1128
Imbalance 5 delta: -0.404726
Bid depth 10 delta: 3471
Ask depth 10 delta: -4683
Imbalance 10 delta: 0.343418
Spread delta: 0.0001
Mid price delta: -0.00035
Wall shift score: -0.017449

Tape

Buy volume: 10008
Sell volume: 16859
Buy/sell delta: -6851
Buy/sell ratio: 0.59363
Avg trade size: 268.67
Large trade count: 7
Largest trade size: 1984

Candle

Return 1: -0.03657
Return 3: 0.256739
Volume 1: 16171
Volume avg 5: 120046.8
Momentum 5: 0.311927

Cross Exchange

Mid avg: 0.54748875
Mid median: 0.547385
Price deviation %: -0.162332
Spread %: 0.234708

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17111573
Volume 24h: 140594329
Quote volume 24h: 70639756.6444
Price change 24h %: 7.13

Quality

Capture latency ms: 7284
Order book timestamp: 2026-07-06 08:26:04.758000+02:00
Ticker timestamp: 2026-07-06 08:25:58.680000+02:00
Trades timestamp: 2026-07-06 08:26:07.095000+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	-0.155507	-0.155507	-0.155507	0.155507	0.155507	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.155507	0.155507	0.155507	0.155507	-0.155507	0.155507	yes
30s	short	-0.155507	-0.155507	-0.155507	0.155507	0.155507	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.155507	0.155507	0.155507	0.155507	-0.155507	0.155507	yes
60s	short	-0.155507	-0.155507	-0.155507	0.155507	0.155507	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.155507	0.155507	0.155507	0.155507	-0.155507	0.155507	yes

Price

Best bid: 0.5472
Best ask: 0.5473
Spread: 0.0001
Spread %: 0.018273
Mid price: 0.54725
Last price: 0.5473
Mark price: -
Index price: 0.5465

Order Book

Bid depth 5: 1125
Ask depth 5: 1452
Bid depth 10: 2425
Ask depth 10: 5937
Bid depth 20: 5395
Ask depth 20: 18932
Imbalance 5: -0.126892
Imbalance 10: -0.419995
Imbalance 20: -0.55646
Top bid size: 641
Top ask size: 37
Bid wall score: 0.118814
Ask wall score: 0.001954

Dynamics

Bid depth 5 delta: 227
Ask depth 5 delta: 653
Imbalance 5 delta: -0.18523
Bid depth 10 delta: 878
Ask depth 10 delta: 3214
Imbalance 10 delta: -0.144585
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: 0.098454

Tape

Buy volume: 3261
Sell volume: 1669
Buy/sell delta: 1592
Buy/sell ratio: 1.953865
Avg trade size: 49.3
Large trade count: 3
Largest trade size: 700

Candle

Return 1: 0.109749
Return 3: 0.091441
Volume 1: 4344
Volume avg 5: 3622.8
Momentum 5: 1.16451

Cross Exchange

Mid avg: 0.54743875
Mid median: 0.547285
Price deviation %: -0.034479
Spread %: 0.234729

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3060391
Quote volume 24h: 15627098.797
Price change 24h %: 12.19

Quality

Capture latency ms: 4431
Order book timestamp: 2026-07-06 08:25:58.413000+02:00
Ticker timestamp: 2026-07-06 08:25:57.806000+02:00
Trades timestamp: 2026-07-06 08:25:58.234000+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	-0.036546	-0.036546	-0.036546	0.036546	0.036546	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.036546	0.036546	0.036546	0.036546	-0.036546	0.036546	yes
30s	flat	-0.036546	-0.036546	-0.036546	0.036546	0.036546	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.036546	0.036546	0.036546	0.036546	-0.036546	0.036546	yes
60s	flat	-0.036546	-0.036546	-0.036546	0.036546	0.036546	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.036546	0.036546	0.036546	0.036546	-0.036546	0.036546	yes

Price

Best bid: 0.54725
Best ask: 0.54779
Spread: 0.00054
Spread %: 0.098627
Mid price: 0.54752
Last price: 0.54725
Mark price: -
Index price: -

Order Book

Bid depth 5: 5848
Ask depth 5: 39740
Bid depth 10: 37755
Ask depth 10: 115567
Bid depth 20: 164883
Ask depth 20: 240819
Imbalance 5: -0.743441
Imbalance 10: -0.507507
Imbalance 20: -0.187172
Top bid size: 1590
Top ask size: 658
Bid wall score: 0.009643
Ask wall score: 0.002732

Dynamics

Bid depth 5 delta: -6661
Ask depth 5 delta: 32366
Imbalance 5 delta: -1.001702
Bid depth 10 delta: 18109
Ask depth 10 delta: 90341
Imbalance 10 delta: -0.383153
Spread delta: -0.00221
Mid price delta: -0.001105
Wall shift score: -0.161465

Tape

Buy volume: 72
Sell volume: 19648
Buy/sell delta: -19576
Buy/sell ratio: 0.003664
Avg trade size: 197.2
Large trade count: 4
Largest trade size: 1858

Candle

Return 1: 0
Return 3: 0.027417
Volume 1: 19872
Volume avg 5: 4514.8
Momentum 5: 1.155268

Cross Exchange

Mid avg: 0.547715
Mid median: 0.5476425
Price deviation %: -0.035602
Spread %: 0.305816

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 91158
Volume 24h: 978948
Quote volume 24h: 978948
Price change 24h %: 12.440929

Quality

Capture latency ms: 5354
Order book timestamp: 2026-07-06 08:25:54.295000+02:00
Ticker timestamp: 2026-07-06 08:25:54.642000+02:00
Trades timestamp: 2026-07-06 08:25:51.582000+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	-0.479435	-0.479435	-0.479435	0.479435	0.479435	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.479435	0.479435	0.479435	0.479435	-0.479435	0.479435	yes
30s	short	-0.479435	-0.479435	-0.479435	0.479435	0.479435	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.479435	0.479435	0.479435	0.479435	-0.479435	0.479435	yes
60s	short	-0.479435	-0.479435	-0.479435	0.479435	0.479435	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.479435	0.479435	0.479435	0.479435	-0.479435	0.479435	yes

Price

Best bid: 0.54766
Best ask: 0.54881
Spread: 0.00115
Spread %: 0.209764
Mid price: 0.548235
Last price: 0.5476
Mark price: 0.5476
Index price: 0.547165

Order Book

Bid depth 5: 8
Ask depth 5: 17
Bid depth 10: 27
Ask depth 10: 45
Bid depth 20: 91
Ask depth 20: 99
Imbalance 5: -0.36
Imbalance 10: -0.25
Imbalance 20: -0.042105
Top bid size: 1
Top ask size: 1
Bid wall score: 0.010989
Ask wall score: 0.010101

Dynamics

Bid depth 5 delta: -10
Ask depth 5 delta: 0
Imbalance 5 delta: -0.388571
Bid depth 10 delta: -31
Ask depth 10 delta: 2
Imbalance 10 delta: -0.398515
Spread delta: 0.00019
Mid price delta: 0.001045
Wall shift score: 0.102195

Tape

Buy volume: 56
Sell volume: 142
Buy/sell delta: -86
Buy/sell ratio: 0.394366
Avg trade size: 1.98
Large trade count: 9
Largest trade size: 15

Candle

Return 1: -0.020084
Return 3: 0.060299
Volume 1: 4
Volume avg 5: 32.2
Momentum 5: 1.105962

Cross Exchange

Mid avg: 0.54745375
Mid median: 0.54712
Price deviation %: 0.142706
Spread %: 0.305962

Funding / OI / Volume

Funding rate: 0.000154
Funding delta: 0
Funding abs: 0.000154
Funding pressure: 0.000154
Open interest: -
Volume 24h: 6910600
Quote volume 24h: 3405884
Price change 24h %: 7.9

Quality

Capture latency ms: 9651
Order book timestamp: 2026-07-06 08:25:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:59.137000+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	-0.205204	-0.205204	-0.205204	0.205204	0.205204	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.205204	0.205204	0.205204	0.205204	-0.205204	0.205204	yes
30s	short	-0.205204	-0.205204	-0.205204	0.205204	0.205204	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.205204	0.205204	0.205204	0.205204	-0.205204	0.205204	yes
60s	short	-0.205204	-0.205204	-0.205204	0.205204	0.205204	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.205204	0.205204	0.205204	0.205204	-0.205204	0.205204	yes

Price

Best bid: 0.5469
Best ask: 0.547
Spread: 0.0001
Spread %: 0.018283
Mid price: 0.54695
Last price: 0.5471
Mark price: -
Index price: -

Order Book

Bid depth 5: 4262
Ask depth 5: 1708
Bid depth 10: 8841
Ask depth 10: 15183
Bid depth 20: 28377
Ask depth 20: 29762
Imbalance 5: 0.427806
Imbalance 10: -0.263986
Imbalance 20: -0.023822
Top bid size: 870
Top ask size: 26
Bid wall score: 0.030659
Ask wall score: 0.000874

Dynamics

Bid depth 5 delta: 879
Ask depth 5 delta: -7440
Imbalance 5 delta: 0.887865
Bid depth 10 delta: -1349
Ask depth 10 delta: 3676
Imbalance 10 delta: -0.203286
Spread delta: -0.0002
Mid price delta: -0.0004
Wall shift score: 0.013769

Tape

Buy volume: 5032
Sell volume: 19444
Buy/sell delta: -14412
Buy/sell ratio: 0.258794
Avg trade size: 244.76
Large trade count: 6
Largest trade size: 2696

Candle

Return 1: 0.128111
Return 3: 0
Volume 1: 46568
Volume avg 5: 148897.4
Momentum 5: 0.773623

Cross Exchange

Mid avg: 0.54755375
Mid median: 0.54727
Price deviation %: -0.110263
Spread %: 0.287643

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17108024
Volume 24h: 140517800
Quote volume 24h: 70597871.7111
Price change 24h %: 7.169

Quality

Capture latency ms: 9388
Order book timestamp: 2026-07-06 08:25:30.949000+02:00
Ticker timestamp: 2026-07-06 08:25:24.500000+02:00
Trades timestamp: 2026-07-06 08:25:33.312000+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	-0.063991	-0.063991	-0.063991	0.063991	0.063991	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.063991	0.063991	0.063991	0.063991	-0.063991	0.063991	yes
30s	short	-0.063991	-0.063991	-0.063991	0.063991	0.063991	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.063991	0.063991	0.063991	0.063991	-0.063991	0.063991	yes
60s	short	-0.063991	-0.063991	-0.063991	0.063991	0.063991	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.063991	0.063991	0.063991	0.063991	-0.063991	0.063991	yes

Price

Best bid: 0.547
Best ask: 0.5471
Spread: 0.0001
Spread %: 0.01828
Mid price: 0.54705
Last price: 0.5468
Mark price: -
Index price: 0.5464

Order Book

Bid depth 5: 898
Ask depth 5: 799
Bid depth 10: 1547
Ask depth 10: 2723
Bid depth 20: 3773
Ask depth 20: 4967
Imbalance 5: 0.058338
Imbalance 10: -0.27541
Imbalance 20: -0.136613
Top bid size: 74
Top ask size: 6
Bid wall score: 0.019613
Ask wall score: 0.001208

Dynamics

Bid depth 5 delta: 399
Ask depth 5 delta: 519
Imbalance 5 delta: -0.222791
Bid depth 10 delta: 146
Ask depth 10 delta: 842
Imbalance 10 delta: -0.129158
Spread delta: -0.0001
Mid price delta: -0.00005
Wall shift score: 0.024623

Tape

Buy volume: 1446
Sell volume: 1965
Buy/sell delta: -519
Buy/sell ratio: 0.735878
Avg trade size: 34.11
Large trade count: 7
Largest trade size: 232

Candle

Return 1: 0.054875
Return 3: 0.036576
Volume 1: 1007
Volume avg 5: 2955.4
Momentum 5: 1.109057

Cross Exchange

Mid avg: 0.54756625
Mid median: 0.54727
Price deviation %: -0.094281
Spread %: 0.278505

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3057354
Quote volume 24h: 15610468.279
Price change 24h %: 12.09

Quality

Capture latency ms: 4211
Order book timestamp: 2026-07-06 08:25:23.020000+02:00
Ticker timestamp: 2026-07-06 08:25:21.891000+02:00
Trades timestamp: 2026-07-06 08:25:23.742000+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	0.03656	0.03656	0.03656	0.03656	0.03656	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.03656	0.03656	0.03656	0.03656	0.03656	-0.03656	yes
30s	flat	0.03656	0.03656	0.03656	0.03656	0.03656	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.03656	0.03656	0.03656	0.03656	0.03656	-0.03656	yes
60s	flat	0.03656	0.03656	0.03656	0.03656	0.03656	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.03656	0.03656	0.03656	0.03656	0.03656	-0.03656	yes

Price

Best bid: 0.54725
Best ask: 0.55
Spread: 0.00275
Spread %: 0.501253
Mid price: 0.548625
Last price: 0.54725
Mark price: -
Index price: -

Order Book

Bid depth 5: 12509
Ask depth 5: 7374
Bid depth 10: 19646
Ask depth 10: 25226
Bid depth 20: 55890
Ask depth 20: 42036
Imbalance 5: 0.258261
Imbalance 10: -0.124354
Imbalance 20: 0.141474
Top bid size: 9485
Top ask size: 56
Bid wall score: 0.169708
Ask wall score: 0.001332

Dynamics

Bid depth 5 delta: 3055
Ask depth 5 delta: 832
Imbalance 5 delta: 0.076215
Bid depth 10 delta: -24006
Ask depth 10 delta: -14061
Imbalance 10 delta: -0.176983
Spread delta: -0.00617
Mid price delta: 0.003095
Wall shift score: 0.141329

Tape

Buy volume: 32688
Sell volume: 14392
Buy/sell delta: 18296
Buy/sell ratio: 2.271262
Avg trade size: 470.8
Large trade count: 9
Largest trade size: 9202

Candle

Return 1: 0
Return 3: 0.027417
Volume 1: 4010
Volume avg 5: 1342.4
Momentum 5: 1.155268

Cross Exchange

Mid avg: 0.5467925
Mid median: 0.547145
Price deviation %: 0.335136
Spread %: 0.33285

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 91158
Volume 24h: 978710
Quote volume 24h: 978710
Price change 24h %: 12.440929

Quality

Capture latency ms: 5427
Order book timestamp: 2026-07-06 08:25:19.237000+02:00
Ticker timestamp: 2026-07-06 08:25:19.551000+02:00
Trades timestamp: 2026-07-06 08:25:17.725000+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	-0.201413	-0.201413	-0.201413	0.201413	0.201413	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.201413	0.201413	0.201413	0.201413	-0.201413	0.201413	yes
30s	short	-0.201413	-0.201413	-0.201413	0.201413	0.201413	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.201413	0.201413	0.201413	0.201413	-0.201413	0.201413	yes
60s	short	-0.201413	-0.201413	-0.201413	0.201413	0.201413	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.201413	0.201413	0.201413	0.201413	-0.201413	0.201413	yes

Price

Best bid: 0.54671
Best ask: 0.54767
Spread: 0.00096
Spread %: 0.175442
Mid price: 0.54719
Last price: 0.54771
Mark price: 0.54674
Index price: 0.546333

Order Book

Bid depth 5: 18
Ask depth 5: 17
Bid depth 10: 58
Ask depth 10: 43
Bid depth 20: 102
Ask depth 20: 99
Imbalance 5: 0.028571
Imbalance 10: 0.148515
Imbalance 20: 0.014925
Top bid size: 1
Top ask size: 11
Bid wall score: 0.009804
Ask wall score: 0.111111

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -11
Imbalance 5 delta: 0.273016
Bid depth 10 delta: -5
Ask depth 10 delta: -23
Imbalance 10 delta: 0.171771
Spread delta: 0.0001
Mid price delta: -0.00068
Wall shift score: -0.10236

Tape

Buy volume: 57
Sell volume: 141
Buy/sell delta: -84
Buy/sell ratio: 0.404255
Avg trade size: 1.98
Large trade count: 9
Largest trade size: 15

Candle

Return 1: 0
Return 3: 0.080399
Volume 1: 0
Volume avg 5: 31.4
Momentum 5: 1.126272

Cross Exchange

Mid avg: 0.5469625
Mid median: 0.547225
Price deviation %: 0.041593
Spread %: 0.427817

Funding / OI / Volume

Funding rate: 0.000154
Funding delta: -0.00001
Funding abs: 0.000154
Funding pressure: 0.000164
Open interest: -
Volume 24h: 6910600
Quote volume 24h: 3405884
Price change 24h %: 7.92

Quality

Capture latency ms: 10008
Order book timestamp: 2026-07-06 08:25:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:59.067000+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	0.190976	0.190976	0.190976	0.190976	0.190976	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.190976	0.190976	0.190976	0.190976	0.190976	-0.190976	yes
30s	long	0.190976	0.190976	0.190976	0.190976	0.190976	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.190976	0.190976	0.190976	0.190976	0.190976	-0.190976	yes
60s	long	0.190976	0.190976	0.190976	0.190976	0.190976	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.190976	0.190976	0.190976	0.190976	0.190976	-0.190976	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 32008
gate: 32007
htx: 31773
mexc: 32002

By Symbol

VELVET/USDT:USDT: 127790

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