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: 128264
Total labels: 384792
Pending labels: 85
Eligible pending labels: 31
Labeled snapshots: 384707
Labels with advanced TP/SL: 365709
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001929
Avg long MAE 30s: 0.001929
Avg short MFE 30s: 0.313346
Avg short MAE 30s: 0.313346
Long labels: 155342
Short labels: 157586
Flat labels: 71779
Latest snapshot: 2026-07-06 15:34:57.912839+02:00
Recent trades snapshots: 128256
Micro candles: 2565040
Avg data quality: 75.9572291739757533
Latest latency: 5668 ms
Missing fields: 1

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 256 of 12827 · 128264 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 09:31:42.669990+02:00	binance	VELVET/USDT:USDT	0.5588	80	7003 ms	10s flat 0.035791 30s flat 0.035791 60s flat 0.035791	advanced ready
2026-07-06 09:31:35.565559+02:00	mexc	VELVET/USDT:USDT	0.55675	78	4270 ms	10s long 0.26044 30s long 0.26044 60s long 0.26044	advanced ready
2026-07-06 09:31:31.223859+02:00	htx	VELVET/USDT:USDT	0.55685	80	6155 ms	10s long 0.09877 30s long 0.09877 60s long 0.09877	advanced ready
2026-07-06 09:31:19.198375+02:00	gate	VELVET/USDT:USDT	0.55902	68	10952 ms	10s flat -0.014311 30s flat -0.014311 60s flat -0.014311	advanced ready
2026-07-06 09:31:08.129763+02:00	binance	VELVET/USDT:USDT	0.5584	80	6680 ms	10s long 0.071633 30s long 0.071633 60s long 0.071633	advanced ready
2026-07-06 09:31:01.301549+02:00	mexc	VELVET/USDT:USDT	0.5573	78	4486 ms	10s short -0.09869 30s short -0.09869 60s short -0.09869	advanced ready
2026-07-06 09:30:56.668209+02:00	htx	VELVET/USDT:USDT	0.557815	80	6099 ms	10s short -0.172996 30s short -0.172996 60s short -0.172996	advanced ready
2026-07-06 09:30:44.520899+02:00	gate	VELVET/USDT:USDT	0.557265	68	9889 ms	10s long 0.314931 30s long 0.314931 60s long 0.314931	advanced ready
2026-07-06 09:30:34.468721+02:00	binance	VELVET/USDT:USDT	0.5559	80	6435 ms	10s long 0.449721 30s long 0.449721 60s long 0.449721	advanced ready
2026-07-06 09:30:27.910702+02:00	mexc	VELVET/USDT:USDT	0.55605	78	4353 ms	10s long 0.2248 30s long 0.2248 60s long 0.2248	advanced ready

Price

Best bid: 0.5587
Best ask: 0.5589
Spread: 0.0002
Spread %: 0.035791
Mid price: 0.5588
Last price: 0.5573
Mark price: -
Index price: -

Order Book

Bid depth 5: 2511
Ask depth 5: 2820
Bid depth 10: 16562
Ask depth 10: 19370
Bid depth 20: 31341
Ask depth 20: 57917
Imbalance 5: -0.057963
Imbalance 10: -0.078148
Imbalance 20: -0.297744
Top bid size: 242
Top ask size: 93
Bid wall score: 0.007722
Ask wall score: 0.001606

Dynamics

Bid depth 5 delta: -1285
Ask depth 5 delta: -827
Imbalance 5 delta: -0.077982
Bid depth 10 delta: -7479
Ask depth 10 delta: 11166
Imbalance 10 delta: -0.569294
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: 0.005577

Tape

Buy volume: 20746
Sell volume: 10474
Buy/sell delta: 10272
Buy/sell ratio: 1.980714
Avg trade size: 312.2
Large trade count: 7
Largest trade size: 1985

Candle

Return 1: 0.233226
Return 3: 0.866582
Volume 1: 148699
Volume avg 5: 221225
Momentum 5: 1.415865

Cross Exchange

Mid avg: 0.557755
Mid median: 0.557625
Price deviation %: 0.187358
Spread %: 0.406989

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17459450
Volume 24h: 128844791
Quote volume 24h: 65445371.25583
Price change 24h %: 10.663

Quality

Capture latency ms: 7003
Order book timestamp: 2026-07-06 09:31:40.520000+02:00
Ticker timestamp: 2026-07-06 09:31:35.438000+02:00
Trades timestamp: 2026-07-06 09:31:41.984000+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	0.035791	0.035791	0.035791	0.035791	0.035791	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.035791	0.035791	0.035791	0.035791	0.035791	-0.035791	yes
30s	flat	0.035791	0.035791	0.035791	0.035791	0.035791	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.035791	0.035791	0.035791	0.035791	0.035791	-0.035791	yes
60s	flat	0.035791	0.035791	0.035791	0.035791	0.035791	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.035791	0.035791	0.035791	0.035791	0.035791	-0.035791	yes

Price

Best bid: 0.5566
Best ask: 0.5569
Spread: 0.0003
Spread %: 0.053884
Mid price: 0.55675
Last price: 0.5568
Mark price: -
Index price: 0.5569

Order Book

Bid depth 5: 517
Ask depth 5: 770
Bid depth 10: 1929
Ask depth 10: 1521
Bid depth 20: 4757
Ask depth 20: 4258
Imbalance 5: -0.196581
Imbalance 10: 0.118261
Imbalance 20: 0.055352
Top bid size: 37
Top ask size: 40
Bid wall score: 0.007778
Ask wall score: 0.009394

Dynamics

Bid depth 5 delta: -940
Ask depth 5 delta: -11
Imbalance 5 delta: -0.498637
Bid depth 10 delta: -927
Ask depth 10 delta: -515
Imbalance 10 delta: -0.04936
Spread delta: 0.0001
Mid price delta: -0.00055
Wall shift score: -0.141364

Tape

Buy volume: 2670
Sell volume: 2822
Buy/sell delta: -152
Buy/sell ratio: 0.946137
Avg trade size: 54.92
Large trade count: 7
Largest trade size: 372

Candle

Return 1: -0.143395
Return 3: 0.468891
Volume 1: 5082
Volume avg 5: 5276.2
Momentum 5: 1.125431

Cross Exchange

Mid avg: 0.5578925
Mid median: 0.55785
Price deviation %: -0.204789
Spread %: 0.388964

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3126312
Quote volume 24h: 16010015.719
Price change 24h %: 14.14

Quality

Capture latency ms: 4270
Order book timestamp: 2026-07-06 09:31:33.804000+02:00
Ticker timestamp: 2026-07-06 09:31:30.924000+02:00
Trades timestamp: 2026-07-06 09:31:34.448000+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	0.26044	0.26044	0.26044	0.26044	0.26044	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.26044	0.26044	0.26044	0.26044	0.26044	-0.26044	yes
30s	long	0.26044	0.26044	0.26044	0.26044	0.26044	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.26044	0.26044	0.26044	0.26044	0.26044	-0.26044	yes
60s	long	0.26044	0.26044	0.26044	0.26044	0.26044	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.26044	0.26044	0.26044	0.26044	0.26044	-0.26044	yes

Price

Best bid: 0.55599
Best ask: 0.55771
Spread: 0.00172
Spread %: 0.30888
Mid price: 0.55685
Last price: 0.55735
Mark price: -
Index price: -

Order Book

Bid depth 5: 26877
Ask depth 5: 6229
Bid depth 10: 39329
Ask depth 10: 33483
Bid depth 20: 160160
Ask depth 20: 127434
Imbalance 5: 0.623694
Imbalance 10: 0.080289
Imbalance 20: 0.113792
Top bid size: 1939
Top ask size: 20
Bid wall score: 0.012107
Ask wall score: 0.000157

Dynamics

Bid depth 5 delta: 17587
Ask depth 5 delta: -3235
Imbalance 5 delta: 0.632972
Bid depth 10 delta: -653
Ask depth 10 delta: 8004
Imbalance 10 delta: -0.141263
Spread delta: -0.00825
Mid price delta: -0.000965
Wall shift score: 0.020095

Tape

Buy volume: 4832
Sell volume: 7476
Buy/sell delta: -2644
Buy/sell ratio: 0.646335
Avg trade size: 123.08
Large trade count: 8
Largest trade size: 674

Candle

Return 1: 0.260838
Return 3: 1.143272
Volume 1: 42
Volume avg 5: 15.6
Momentum 5: 1.511702

Cross Exchange

Mid avg: 0.55813375
Mid median: 0.5581075
Price deviation %: -0.230008
Spread %: 0.30817

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 91596
Volume 24h: 872904
Quote volume 24h: 872904
Price change 24h %: 14.516129

Quality

Capture latency ms: 6155
Order book timestamp: 2026-07-06 09:31:29.297000+02:00
Ticker timestamp: 2026-07-06 09:31:29.661000+02:00
Trades timestamp: 2026-07-06 09:31:00.457000+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	0.09877	0.09877	0.09877	0.09877	0.09877	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.09877	0.09877	0.09877	0.09877	0.09877	-0.09877	yes
30s	long	0.09877	0.09877	0.09877	0.09877	0.09877	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.09877	0.09877	0.09877	0.09877	0.09877	-0.09877	yes
60s	long	0.09877	0.09877	0.09877	0.09877	0.09877	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.09877	0.09877	0.09877	0.09877	0.09877	-0.09877	yes

Price

Best bid: 0.55837
Best ask: 0.55967
Spread: 0.0013
Spread %: 0.23255
Mid price: 0.55902
Last price: 0.5596
Mark price: 0.55935
Index price: 0.55864

Order Book

Bid depth 5: 10
Ask depth 5: 90
Bid depth 10: 21
Ask depth 10: 101
Bid depth 20: 69
Ask depth 20: 170
Imbalance 5: -0.8
Imbalance 10: -0.655738
Imbalance 20: -0.422594
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014493
Ask wall score: 0.005882

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: 76
Imbalance 5 delta: -0.834483
Bid depth 10 delta: -25
Ask depth 10 delta: 57
Imbalance 10 delta: -0.67796
Spread delta: 0.00029
Mid price delta: 0.001755
Wall shift score: -0.013932

Tape

Buy volume: 240
Sell volume: 130
Buy/sell delta: 110
Buy/sell ratio: 1.846154
Avg trade size: 3.7
Large trade count: 7
Largest trade size: 53

Candle

Return 1: 0.191643
Return 3: 0.909157
Volume 1: 20
Volume avg 5: 126.4
Momentum 5: 1.589031

Cross Exchange

Mid avg: 0.557695
Mid median: 0.5575575
Price deviation %: 0.237585
Spread %: 0.203516

Funding / OI / Volume

Funding rate: 0.000188
Funding delta: -0.000004
Funding abs: 0.000188
Funding pressure: 0.000192
Open interest: -
Volume 24h: 5738300
Quote volume 24h: 2879502
Price change 24h %: 12.76

Quality

Capture latency ms: 10952
Order book timestamp: 2026-07-06 09:31:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:03.074000+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	-0.014311	-0.014311	-0.014311	0.014311	0.014311	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.014311	0.014311	0.014311	0.014311	-0.014311	0.014311	yes
30s	flat	-0.014311	-0.014311	-0.014311	0.014311	0.014311	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.014311	0.014311	0.014311	0.014311	-0.014311	0.014311	yes
60s	flat	-0.014311	-0.014311	-0.014311	0.014311	0.014311	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.014311	0.014311	0.014311	0.014311	-0.014311	0.014311	yes

Price

Best bid: 0.5583
Best ask: 0.5585
Spread: 0.0002
Spread %: 0.035817
Mid price: 0.5584
Last price: 0.5574
Mark price: -
Index price: -

Order Book

Bid depth 5: 3796
Ask depth 5: 3647
Bid depth 10: 24041
Ask depth 10: 8204
Bid depth 20: 40393
Ask depth 20: 47266
Imbalance 5: 0.020019
Imbalance 10: 0.491146
Imbalance 20: -0.078406
Top bid size: 326
Top ask size: 356
Bid wall score: 0.008071
Ask wall score: 0.007532

Dynamics

Bid depth 5 delta: 551
Ask depth 5 delta: 1412
Imbalance 5 delta: -0.164288
Bid depth 10 delta: 15054
Ask depth 10 delta: -780
Imbalance 10 delta: 0.490979
Spread delta: 0
Mid price delta: 0.0025
Wall shift score: 0.006023

Tape

Buy volume: 11704
Sell volume: 18532
Buy/sell delta: -6828
Buy/sell ratio: 0.631556
Avg trade size: 302.36
Large trade count: 10
Largest trade size: 3688

Candle

Return 1: 0.053821
Return 3: 0.686044
Volume 1: 27373
Volume avg 5: 196959.8
Momentum 5: 1.234344

Cross Exchange

Mid avg: 0.55707
Mid median: 0.5572825
Price deviation %: 0.238749
Spread %: 0.343763

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17430072
Volume 24h: 129211029
Quote volume 24h: 65619418.33399
Price change 24h %: 13.523

Quality

Capture latency ms: 6680
Order book timestamp: 2026-07-06 09:31:05.990000+02:00
Ticker timestamp: 2026-07-06 09:30:59.371000+02:00
Trades timestamp: 2026-07-06 09:31:07.436000+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	0.071633	0.071633	0.071633	0.071633	0.071633	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.071633	0.071633	0.071633	0.071633	0.071633	-0.071633	yes
30s	long	0.071633	0.071633	0.071633	0.071633	0.071633	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.071633	0.071633	0.071633	0.071633	0.071633	-0.071633	yes
60s	long	0.071633	0.071633	0.071633	0.071633	0.071633	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.071633	0.071633	0.071633	0.071633	0.071633	-0.071633	yes

Price

Best bid: 0.5572
Best ask: 0.5574
Spread: 0.0002
Spread %: 0.035887
Mid price: 0.5573
Last price: 0.5581
Mark price: -
Index price: 0.557

Order Book

Bid depth 5: 1457
Ask depth 5: 781
Bid depth 10: 2856
Ask depth 10: 2036
Bid depth 20: 6016
Ask depth 20: 3700
Imbalance 5: 0.302055
Imbalance 10: 0.167621
Imbalance 20: 0.23837
Top bid size: 883
Top ask size: 26
Bid wall score: 0.146775
Ask wall score: 0.007027

Dynamics

Bid depth 5 delta: 697
Ask depth 5 delta: 198
Imbalance 5 delta: 0.170261
Bid depth 10 delta: 499
Ask depth 10 delta: -74
Imbalance 10 delta: 0.112326
Spread delta: 0.0001
Mid price delta: 0.00125
Wall shift score: 0.143526

Tape

Buy volume: 4176
Sell volume: 1867
Buy/sell delta: 2309
Buy/sell ratio: 2.236743
Avg trade size: 60.43
Large trade count: 9
Largest trade size: 433

Candle

Return 1: 0.179565
Return 3: 1.307427
Volume 1: 7594
Volume avg 5: 5273
Momentum 5: 1.658163

Cross Exchange

Mid avg: 0.5567575
Mid median: 0.5566575
Price deviation %: 0.097439
Spread %: 0.343956

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3122184
Quote volume 24h: 15986955.426
Price change 24h %: 14.41

Quality

Capture latency ms: 4486
Order book timestamp: 2026-07-06 09:30:59.629000+02:00
Ticker timestamp: 2026-07-06 09:30:57.779000+02:00
Trades timestamp: 2026-07-06 09:30:58.765000+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	-0.09869	-0.09869	-0.09869	0.09869	0.09869	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.09869	0.09869	0.09869	0.09869	-0.09869	0.09869	yes
30s	short	-0.09869	-0.09869	-0.09869	0.09869	0.09869	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.09869	0.09869	0.09869	0.09869	-0.09869	0.09869	yes
60s	short	-0.09869	-0.09869	-0.09869	0.09869	0.09869	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.09869	0.09869	0.09869	0.09869	-0.09869	0.09869	yes

Price

Best bid: 0.55283
Best ask: 0.5628
Spread: 0.00997
Spread %: 1.787331
Mid price: 0.557815
Last price: 0.5559
Mark price: -
Index price: -

Order Book

Bid depth 5: 9290
Ask depth 5: 9464
Bid depth 10: 39982
Ask depth 10: 25479
Bid depth 20: 48889
Ask depth 20: 42346
Imbalance 5: -0.009278
Imbalance 10: 0.221552
Imbalance 20: 0.071716
Top bid size: 1150
Top ask size: 1341
Bid wall score: 0.023523
Ask wall score: 0.031668

Dynamics

Bid depth 5 delta: -11070
Ask depth 5 delta: -8837
Imbalance 5 delta: -0.062536
Bid depth 10 delta: 10613
Ask depth 10 delta: 219
Imbalance 10 delta: 0.146335
Spread delta: 0.00815
Mid price delta: 0.001215
Wall shift score: -0.015606

Tape

Buy volume: 4860
Sell volume: 7476
Buy/sell delta: -2616
Buy/sell ratio: 0.65008
Avg trade size: 123.36
Large trade count: 8
Largest trade size: 674

Candle

Return 1: 0
Return 3: 1.24761
Volume 1: 0
Volume avg 5: 7.2
Momentum 5: 1.24761

Cross Exchange

Mid avg: 0.55645375
Mid median: 0.556325
Price deviation %: 0.244629
Spread %: 0.245303

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 91596
Volume 24h: 876838
Quote volume 24h: 876838
Price change 24h %: 14.218204

Quality

Capture latency ms: 6099
Order book timestamp: 2026-07-06 09:30:55.101000+02:00
Ticker timestamp: 2026-07-06 09:30:55.423000+02:00
Trades timestamp: 2026-07-06 09:29:50.181000+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	-0.172996	-0.172996	-0.172996	0.172996	0.172996	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.172996	0.172996	0.172996	0.172996	-0.172996	0.172996	yes
30s	short	-0.172996	-0.172996	-0.172996	0.172996	0.172996	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.172996	0.172996	0.172996	0.172996	-0.172996	0.172996	yes
60s	short	-0.172996	-0.172996	-0.172996	0.172996	0.172996	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.172996	0.172996	0.172996	0.172996	-0.172996	0.172996	yes

Price

Best bid: 0.55676
Best ask: 0.55777
Spread: 0.00101
Spread %: 0.181242
Mid price: 0.557265
Last price: 0.5572
Mark price: 0.55558
Index price: 0.554995

Order Book

Bid depth 5: 15
Ask depth 5: 14
Bid depth 10: 46
Ask depth 10: 44
Bid depth 20: 72
Ask depth 20: 191
Imbalance 5: 0.034483
Imbalance 10: 0.022222
Imbalance 20: -0.452471
Top bid size: 2
Top ask size: 1
Bid wall score: 0.027778
Ask wall score: 0.005236

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 5
Imbalance 5 delta: -0.298851
Bid depth 10 delta: -10
Ask depth 10 delta: 1
Imbalance 10 delta: -0.109091
Spread delta: -0.00035
Mid price delta: 0.001015
Wall shift score: 0.02192

Tape

Buy volume: 289
Sell volume: 118
Buy/sell delta: 171
Buy/sell ratio: 2.449153
Avg trade size: 4.07
Large trade count: 7
Largest trade size: 53

Candle

Return 1: 0.019745
Return 3: 1.382824
Volume 1: 64
Volume avg 5: 132.4
Momentum 5: 1.37729

Cross Exchange

Mid avg: 0.5562
Mid median: 0.55615
Price deviation %: 0.191478
Spread %: 0.125854

Funding / OI / Volume

Funding rate: 0.000192
Funding delta: 0
Funding abs: 0.000192
Funding pressure: 0.000192
Open interest: -
Volume 24h: 5734800
Quote volume 24h: 2877555
Price change 24h %: 10.53

Quality

Capture latency ms: 9889
Order book timestamp: 2026-07-06 09:30:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:03.043000+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	0.314931	0.314931	0.314931	0.314931	0.314931	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.314931	0.314931	0.314931	0.314931	0.314931	-0.314931	yes
30s	long	0.314931	0.314931	0.314931	0.314931	0.314931	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.314931	0.314931	0.314931	0.314931	0.314931	-0.314931	yes
60s	long	0.314931	0.314931	0.314931	0.314931	0.314931	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.314931	0.314931	0.314931	0.314931	0.314931	-0.314931	yes

Price

Best bid: 0.5558
Best ask: 0.556
Spread: 0.0002
Spread %: 0.035978
Mid price: 0.5559
Last price: 0.556
Mark price: -
Index price: -

Order Book

Bid depth 5: 3245
Ask depth 5: 2235
Bid depth 10: 8987
Ask depth 10: 8984
Bid depth 20: 23065
Ask depth 20: 19127
Imbalance 5: 0.184307
Imbalance 10: 0.000167
Imbalance 20: 0.093335
Top bid size: 99
Top ask size: 187
Bid wall score: 0.004292
Ask wall score: 0.009777

Dynamics

Bid depth 5 delta: -7734
Ask depth 5 delta: 479
Imbalance 5 delta: -0.539918
Bid depth 10 delta: -4435
Ask depth 10 delta: 1200
Imbalance 10 delta: -0.265701
Spread delta: 0.0001
Mid price delta: -0.00115
Wall shift score: -0.010657

Tape

Buy volume: 5500
Sell volume: 19102
Buy/sell delta: -13602
Buy/sell ratio: 0.287928
Avg trade size: 246.02
Large trade count: 7
Largest trade size: 1840

Candle

Return 1: -0.412852
Return 3: 0.909422
Volume 1: 163079
Volume avg 5: 186092.4
Momentum 5: 1.056466

Cross Exchange

Mid avg: 0.5564875
Mid median: 0.556425
Price deviation %: -0.105573
Spread %: 0.179699

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17398839
Volume 24h: 129040276
Quote volume 24h: 65524250.71029
Price change 24h %: 13.238

Quality

Capture latency ms: 6435
Order book timestamp: 2026-07-06 09:30:32.275000+02:00
Ticker timestamp: 2026-07-06 09:30:25.083000+02:00
Trades timestamp: 2026-07-06 09:30:33.687000+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	0.449721	0.449721	0.449721	0.449721	0.449721	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.449721	0.449721	0.449721	0.449721	0.449721	-0.449721	yes
30s	long	0.449721	0.449721	0.449721	0.449721	0.449721	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.449721	0.449721	0.449721	0.449721	0.449721	-0.449721	yes
60s	long	0.449721	0.449721	0.449721	0.449721	0.449721	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.449721	0.449721	0.449721	0.449721	0.449721	-0.449721	yes

Price

Best bid: 0.556
Best ask: 0.5561
Spread: 0.0001
Spread %: 0.017984
Mid price: 0.55605
Last price: 0.5568
Mark price: -
Index price: 0.5558

Order Book

Bid depth 5: 760
Ask depth 5: 583
Bid depth 10: 2357
Ask depth 10: 2110
Bid depth 20: 10628
Ask depth 20: 3832
Imbalance 5: 0.131794
Imbalance 10: 0.055294
Imbalance 20: 0.469986
Top bid size: 7
Top ask size: 17
Bid wall score: 0.000659
Ask wall score: 0.004436

Dynamics

Bid depth 5 delta: 229
Ask depth 5 delta: -16
Imbalance 5 delta: 0.191971
Bid depth 10 delta: 999
Ask depth 10 delta: 564
Imbalance 10 delta: 0.120033
Spread delta: -0.0001
Mid price delta: -0.00115
Wall shift score: 0.001565

Tape

Buy volume: 1127
Sell volume: 2894
Buy/sell delta: -1767
Buy/sell ratio: 0.389426
Avg trade size: 40.21
Large trade count: 8
Largest trade size: 247

Candle

Return 1: -0.233435
Return 3: 0.889777
Volume 1: 2156
Volume avg 5: 4185.4
Momentum 5: 1.239067

Cross Exchange

Mid avg: 0.556775
Mid median: 0.556825
Price deviation %: -0.130214
Spread %: 0.170625

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3117140
Quote volume 24h: 15958841.669
Price change 24h %: 14.14

Quality

Capture latency ms: 4353
Order book timestamp: 2026-07-06 09:30:26.343000+02:00
Ticker timestamp: 2026-07-06 09:30:24.765000+02:00
Trades timestamp: 2026-07-06 09:30:27.145000+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	0.2248	0.2248	0.2248	0.2248	0.2248	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.2248	0.2248	0.2248	0.2248	0.2248	-0.2248	yes
30s	long	0.2248	0.2248	0.2248	0.2248	0.2248	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.2248	0.2248	0.2248	0.2248	0.2248	-0.2248	yes
60s	long	0.2248	0.2248	0.2248	0.2248	0.2248	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.2248	0.2248	0.2248	0.2248	0.2248	-0.2248	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 32126
gate: 32126
htx: 31892
mexc: 32121

By Symbol

VELVET/USDT:USDT: 128265

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