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: 128793
Total labels: 386379
Pending labels: 93
Eligible pending labels: 35
Labeled snapshots: 386286
Labels with advanced TP/SL: 367288
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001891
Avg long MAE 30s: 0.001891
Avg short MFE 30s: 0.313047
Avg short MAE 30s: 0.313047
Long labels: 156043
Short labels: 158234
Flat labels: 72009
Latest snapshot: 2026-07-06 16:49:29.953241+02:00
Recent trades snapshots: 128785
Micro candles: 2575620
Avg data quality: 75.9597648940548011
Latest latency: 4159 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 257 of 12880 · 128793 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 10:44:37.351363+02:00	mexc	VELVET/USDT:USDT	0.52295	78	4806 ms	10s long 0.611913 30s long 0.611913 60s long 0.611913	advanced ready
2026-07-06 10:44:32.482193+02:00	htx	VELVET/USDT:USDT	0.522335	80	5642 ms	10s long 0.660496 30s long 0.660496 60s long 0.660496	advanced ready
2026-07-06 10:44:21.059000+02:00	gate	VELVET/USDT:USDT	0.521585	68	9490 ms	10s long 0.558873 30s long 0.558873 60s long 0.558873	advanced ready
2026-07-06 10:44:11.465582+02:00	binance	VELVET/USDT:USDT	0.52365	80	5794 ms	10s flat -0.038193 30s flat -0.038193 60s flat -0.038193	advanced ready
2026-07-06 10:44:05.572546+02:00	mexc	VELVET/USDT:USDT	0.52325	68	5765 ms	10s short -0.057334 30s short -0.057334 60s short -0.057334	advanced ready
2026-07-06 10:43:59.738753+02:00	htx	VELVET/USDT:USDT	0.52398	80	5481 ms	10s short -0.313943 30s short -0.313943 60s short -0.313943	advanced ready
2026-07-06 10:43:48.421729+02:00	gate	VELVET/USDT:USDT	0.522945	68	9469 ms	10s short -0.260066 30s short -0.260066 60s short -0.260066	advanced ready
2026-07-06 10:43:38.833224+02:00	binance	VELVET/USDT:USDT	0.52275	80	5804 ms	10s long 0.172166 30s long 0.172166 60s long 0.172166	advanced ready
2026-07-06 10:43:32.922596+02:00	mexc	VELVET/USDT:USDT	0.52235	68	5289 ms	10s long 0.172298 30s long 0.172298 60s long 0.172298	advanced ready
2026-07-06 10:43:27.568841+02:00	htx	VELVET/USDT:USDT	0.522585	80	5218 ms	10s long 0.266942 30s long 0.266942 60s long 0.266942	advanced ready

Price

Best bid: 0.5228
Best ask: 0.5231
Spread: 0.0003
Spread %: 0.057367
Mid price: 0.52295
Last price: 0.5212
Mark price: -
Index price: 0.5219

Order Book

Bid depth 5: 802
Ask depth 5: 551
Bid depth 10: 1821
Ask depth 10: 1762
Bid depth 20: 16907
Ask depth 20: 4146
Imbalance 5: 0.185514
Imbalance 10: 0.016467
Imbalance 20: 0.606137
Top bid size: 93
Top ask size: 101
Bid wall score: 0.005501
Ask wall score: 0.024361

Dynamics

Bid depth 5 delta: 203
Ask depth 5 delta: -138
Imbalance 5 delta: 0.255389
Bid depth 10 delta: -413
Ask depth 10 delta: -219
Imbalance 10 delta: -0.043557
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: -0.016364

Tape

Buy volume: 2571
Sell volume: 963
Buy/sell delta: 1608
Buy/sell ratio: 2.669782
Avg trade size: 35.34
Large trade count: 7
Largest trade size: 221

Candle

Return 1: -0.114569
Return 3: -0.114569
Volume 1: 892
Volume avg 5: 1102.4
Momentum 5: -0.361905

Cross Exchange

Mid avg: 0.522705
Mid median: 0.5227925
Price deviation %: 0.046872
Spread %: 0.39506

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3148504
Quote volume 24h: 16248244.163
Price change 24h %: 6.84

Quality

Capture latency ms: 4806
Order book timestamp: 2026-07-06 10:44:35.841000+02:00
Ticker timestamp: 2026-07-06 10:44:33.796000+02:00
Trades timestamp: 2026-07-06 10:44:23.269000+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	0.611913	0.611913	0.611913	0.611913	0.611913	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.611913	0.611913	0.611913	0.611913	0.611913	-0.611913	yes
30s	long	0.611913	0.611913	0.611913	0.611913	0.611913	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.611913	0.611913	0.611913	0.611913	0.611913	-0.611913	yes
60s	long	0.611913	0.611913	0.611913	0.611913	0.611913	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.611913	0.611913	0.611913	0.611913	0.611913	-0.611913	yes

Price

Best bid: 0.52078
Best ask: 0.52389
Spread: 0.00311
Spread %: 0.595403
Mid price: 0.522335
Last price: 0.52244
Mark price: -
Index price: -

Order Book

Bid depth 5: 9221
Ask depth 5: 7712
Bid depth 10: 10448
Ask depth 10: 10339
Bid depth 20: 49157
Ask depth 20: 44938
Imbalance 5: 0.089116
Imbalance 10: 0.005244
Imbalance 20: 0.044838
Top bid size: 274
Top ask size: 23
Bid wall score: 0.005574
Ask wall score: 0.000512

Dynamics

Bid depth 5 delta: 5843
Ask depth 5 delta: 4864
Imbalance 5 delta: 0.003989
Bid depth 10 delta: -25793
Ask depth 10 delta: -15142
Imbalance 10 delta: -0.169086
Spread delta: 0.00159
Mid price delta: -0.001645
Wall shift score: 0.001198

Tape

Buy volume: 12684
Sell volume: 6680
Buy/sell delta: 6004
Buy/sell ratio: 1.898802
Avg trade size: 193.64
Large trade count: 7
Largest trade size: 1188

Candle

Return 1: 0
Return 3: -0.343354
Volume 1: 0
Volume avg 5: 47.2
Momentum 5: 0.111141

Cross Exchange

Mid avg: 0.52311625
Mid median: 0.52345
Price deviation %: -0.149345
Spread %: 0.457833

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 88682
Volume 24h: 820312
Quote volume 24h: 820312
Price change 24h %: 7.343333

Quality

Capture latency ms: 5642
Order book timestamp: 2026-07-06 10:44:31.097000+02:00
Ticker timestamp: 2026-07-06 10:44:31.453000+02:00
Trades timestamp: 2026-07-06 10:43:27.493000+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	0.660496	0.660496	0.660496	0.660496	0.660496	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.660496	0.660496	0.660496	0.660496	0.660496	-0.660496	yes
30s	long	0.660496	0.660496	0.660496	0.660496	0.660496	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.660496	0.660496	0.660496	0.660496	0.660496	-0.660496	yes
60s	long	0.660496	0.660496	0.660496	0.660496	0.660496	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.660496	0.660496	0.660496	0.660496	0.660496	-0.660496	yes

Price

Best bid: 0.52103
Best ask: 0.52214
Spread: 0.00111
Spread %: 0.212813
Mid price: 0.521585
Last price: 0.52101
Mark price: 0.52401
Index price: 0.522952

Order Book

Bid depth 5: 14
Ask depth 5: 52
Bid depth 10: 52
Ask depth 10: 68
Bid depth 20: 78
Ask depth 20: 149
Imbalance 5: -0.575758
Imbalance 10: -0.133333
Imbalance 20: -0.312775
Top bid size: 2
Top ask size: 19
Bid wall score: 0.025641
Ask wall score: 0.127517

Dynamics

Bid depth 5 delta: -25
Ask depth 5 delta: 22
Imbalance 5 delta: -0.706192
Bid depth 10 delta: 4
Ask depth 10 delta: 8
Imbalance 10 delta: -0.022222
Spread delta: 0.00022
Mid price delta: -0.00136
Wall shift score: -0.102515

Tape

Buy volume: 273
Sell volume: 166
Buy/sell delta: 107
Buy/sell ratio: 1.644578
Avg trade size: 4.39
Large trade count: 12
Largest trade size: 28

Candle

Return 1: -0.458532
Return 3: -0.519352
Volume 1: 89
Volume avg 5: 26.2
Momentum 5: -0.748657

Cross Exchange

Mid avg: 0.52345625
Mid median: 0.52345
Price deviation %: -0.35748
Spread %: 0.197724

Funding / OI / Volume

Funding rate: 0.000161
Funding delta: 0.000019
Funding abs: 0.000161
Funding pressure: 0.00018
Open interest: -
Volume 24h: 6167800
Quote volume 24h: 3123732
Price change 24h %: 6.39

Quality

Capture latency ms: 9490
Order book timestamp: 2026-07-06 10:44:19+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:07.459000+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	0.558873	0.558873	0.558873	0.558873	0.558873	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.558873	0.558873	0.558873	0.558873	0.558873	-0.558873	yes
30s	long	0.558873	0.558873	0.558873	0.558873	0.558873	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.558873	0.558873	0.558873	0.558873	0.558873	-0.558873	yes
60s	long	0.558873	0.558873	0.558873	0.558873	0.558873	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.558873	0.558873	0.558873	0.558873	0.558873	-0.558873	yes

Price

Best bid: 0.5235
Best ask: 0.5238
Spread: 0.0003
Spread %: 0.05729
Mid price: 0.52365
Last price: 0.5232
Mark price: -
Index price: -

Order Book

Bid depth 5: 3317
Ask depth 5: 3097
Bid depth 10: 11313
Ask depth 10: 17736
Bid depth 20: 24163
Ask depth 20: 34115
Imbalance 5: 0.0343
Imbalance 10: -0.221109
Imbalance 20: -0.170768
Top bid size: 227
Top ask size: 581
Bid wall score: 0.009395
Ask wall score: 0.017031

Dynamics

Bid depth 5 delta: 932
Ask depth 5 delta: -1093
Imbalance 5 delta: 0.308825
Bid depth 10 delta: -3327
Ask depth 10 delta: 7961
Imbalance 10 delta: -0.420372
Spread delta: 0.0002
Mid price delta: 0.0009
Wall shift score: -0.005939

Tape

Buy volume: 9396
Sell volume: 15825
Buy/sell delta: -6429
Buy/sell ratio: 0.593744
Avg trade size: 252.21
Large trade count: 8
Largest trade size: 3205

Candle

Return 1: -0.076409
Return 3: -0.057318
Volume 1: 1411
Volume avg 5: 22445.2
Momentum 5: -0.494579

Cross Exchange

Mid avg: 0.52323125
Mid median: 0.5230975
Price deviation %: 0.080032
Spread %: 0.235078

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17330518
Volume 24h: 125824052
Quote volume 24h: 64328235.05627
Price change 24h %: 6.906

Quality

Capture latency ms: 5794
Order book timestamp: 2026-07-06 10:44:09.324000+02:00
Ticker timestamp: 2026-07-06 10:44:02.406000+02:00
Trades timestamp: 2026-07-06 10:44:09.334000+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	-0.038193	-0.038193	-0.038193	0.038193	0.038193	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.038193	0.038193	0.038193	0.038193	-0.038193	0.038193	yes
30s	flat	-0.038193	-0.038193	-0.038193	0.038193	0.038193	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.038193	0.038193	0.038193	0.038193	-0.038193	0.038193	yes
60s	flat	-0.038193	-0.038193	-0.038193	0.038193	0.038193	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.038193	0.038193	0.038193	0.038193	-0.038193	0.038193	yes

Price

Best bid: 0.5231
Best ask: 0.5234
Spread: 0.0003
Spread %: 0.057334
Mid price: 0.52325
Last price: 0.5237
Mark price: -
Index price: 0.5229

Order Book

Bid depth 5: 599
Ask depth 5: 689
Bid depth 10: 2234
Ask depth 10: 1981
Bid depth 20: 14017
Ask depth 20: 5016
Imbalance 5: -0.069876
Imbalance 10: 0.060024
Imbalance 20: 0.472915
Top bid size: 74
Top ask size: 39
Bid wall score: 0.005279
Ask wall score: 0.007775

Dynamics

Bid depth 5 delta: -558
Ask depth 5 delta: -790
Imbalance 5 delta: 0.052279
Bid depth 10 delta: -968
Ask depth 10 delta: -1144
Imbalance 10 delta: 0.047854
Spread delta: 0.0002
Mid price delta: 0.0009
Wall shift score: 0.0242

Tape

Buy volume: 2550
Sell volume: 1015
Buy/sell delta: 1535
Buy/sell ratio: 2.512315
Avg trade size: 35.65
Large trade count: 8
Largest trade size: 227

Candle

Return 1: 0.057318
Return 3: 0
Volume 1: 2259
Volume avg 5: 1109.2
Momentum 5: 0.229665

Cross Exchange

Mid avg: 0.52300625
Mid median: 0.5228475
Price deviation %: 0.046606
Spread %: 0.31166

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3148011
Quote volume 24h: 16245663.633
Price change 24h %: 7.35

Quality

Capture latency ms: 5765
Order book timestamp: 2026-07-06 10:44:02.595000+02:00
Ticker timestamp: 2026-07-06 10:44:00.915000+02:00
Trades timestamp: 2026-07-06 10:43:57.595000+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	-0.057334	-0.057334	-0.057334	0.057334	0.057334	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.057334	0.057334	0.057334	0.057334	-0.057334	0.057334	yes
30s	short	-0.057334	-0.057334	-0.057334	0.057334	0.057334	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.057334	0.057334	0.057334	0.057334	-0.057334	0.057334	yes
60s	short	-0.057334	-0.057334	-0.057334	0.057334	0.057334	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.057334	0.057334	0.057334	0.057334	-0.057334	0.057334	yes

Price

Best bid: 0.52322
Best ask: 0.52474
Spread: 0.00152
Spread %: 0.290087
Mid price: 0.52398
Last price: 0.52244
Mark price: -
Index price: -

Order Book

Bid depth 5: 3378
Ask depth 5: 2848
Bid depth 10: 36241
Ask depth 10: 25481
Bid depth 20: 174771
Ask depth 20: 160481
Imbalance 5: 0.085127
Imbalance 10: 0.17433
Imbalance 20: 0.042625
Top bid size: 781
Top ask size: 97
Bid wall score: 0.004469
Ask wall score: 0.000604

Dynamics

Bid depth 5 delta: -6469
Ask depth 5 delta: -761
Imbalance 5 delta: -0.378458
Bid depth 10 delta: 3455
Ask depth 10 delta: -3459
Imbalance 10 delta: 0.112022
Spread delta: -0.00001
Mid price delta: 0.001395
Wall shift score: -0.00015

Tape

Buy volume: 12684
Sell volume: 6680
Buy/sell delta: 6004
Buy/sell ratio: 1.898802
Avg trade size: 193.64
Large trade count: 7
Largest trade size: 1188

Candle

Return 1: -0.343354
Return 3: -0.343354
Volume 1: 8
Volume avg 5: 47.2
Momentum 5: 0.111141

Cross Exchange

Mid avg: 0.5226575
Mid median: 0.5226675
Price deviation %: 0.253034
Spread %: 0.113841

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 88682
Volume 24h: 820312
Quote volume 24h: 820312
Price change 24h %: 7.343333

Quality

Capture latency ms: 5481
Order book timestamp: 2026-07-06 10:43:57.100000+02:00
Ticker timestamp: 2026-07-06 10:43:58.033000+02:00
Trades timestamp: 2026-07-06 10:43:27.493000+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	-0.313943	-0.313943	-0.313943	0.313943	0.313943	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.313943	0.313943	0.313943	0.313943	-0.313943	0.313943	yes
30s	short	-0.313943	-0.313943	-0.313943	0.313943	0.313943	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.313943	0.313943	0.313943	0.313943	-0.313943	0.313943	yes
60s	short	-0.313943	-0.313943	-0.313943	0.313943	0.313943	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.313943	0.313943	0.313943	0.313943	-0.313943	0.313943	yes

Price

Best bid: 0.5225
Best ask: 0.52339
Spread: 0.00089
Spread %: 0.17019
Mid price: 0.522945
Last price: 0.52243
Mark price: 0.52243
Index price: 0.52199

Order Book

Bid depth 5: 39
Ask depth 5: 30
Bid depth 10: 48
Ask depth 10: 60
Bid depth 20: 90
Ask depth 20: 139
Imbalance 5: 0.130435
Imbalance 10: -0.111111
Imbalance 20: -0.213974
Top bid size: 2
Top ask size: 3
Bid wall score: 0.022222
Ask wall score: 0.021583

Dynamics

Bid depth 5 delta: 29
Ask depth 5 delta: 0
Imbalance 5 delta: 0.630435
Bid depth 10 delta: 6
Ask depth 10 delta: -5
Imbalance 10 delta: 0.103842
Spread delta: -0.00026
Mid price delta: 0.00016
Wall shift score: -0.059598

Tape

Buy volume: 279
Sell volume: 89
Buy/sell delta: 190
Buy/sell ratio: 3.134831
Avg trade size: 3.68
Large trade count: 8
Largest trade size: 28

Candle

Return 1: -0.24822
Return 3: -0.485733
Volume 1: 10
Volume avg 5: 31.8
Momentum 5: -0.040181

Cross Exchange

Mid avg: 0.5226175
Mid median: 0.5226675
Price deviation %: 0.062665
Spread %: 0.083235

Funding / OI / Volume

Funding rate: 0.000142
Funding delta: 0
Funding abs: 0.000142
Funding pressure: 0.000142
Open interest: -
Volume 24h: 6166800
Quote volume 24h: 3123209
Price change 24h %: 6.68

Quality

Capture latency ms: 9469
Order book timestamp: 2026-07-06 10:43:47+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:07.410000+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	-0.260066	-0.260066	-0.260066	0.260066	0.260066	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.260066	0.260066	0.260066	0.260066	-0.260066	0.260066	yes
30s	short	-0.260066	-0.260066	-0.260066	0.260066	0.260066	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.260066	0.260066	0.260066	0.260066	-0.260066	0.260066	yes
60s	short	-0.260066	-0.260066	-0.260066	0.260066	0.260066	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.260066	0.260066	0.260066	0.260066	-0.260066	0.260066	yes

Price

Best bid: 0.5227
Best ask: 0.5228
Spread: 0.0001
Spread %: 0.01913
Mid price: 0.52275
Last price: 0.522
Mark price: -
Index price: -

Order Book

Bid depth 5: 2385
Ask depth 5: 4190
Bid depth 10: 14640
Ask depth 10: 9775
Bid depth 20: 26600
Ask depth 20: 29913
Imbalance 5: -0.274525
Imbalance 10: 0.199263
Imbalance 20: -0.058624
Top bid size: 50
Top ask size: 107
Bid wall score: 0.00188
Ask wall score: 0.003577

Dynamics

Bid depth 5 delta: -159
Ask depth 5 delta: 1330
Imbalance 5 delta: -0.21605
Bid depth 10 delta: -5136
Ask depth 10 delta: 499
Imbalance 10 delta: -0.162158
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: -0.003665

Tape

Buy volume: 5781
Sell volume: 23023
Buy/sell delta: -17242
Buy/sell ratio: 0.251097
Avg trade size: 288.04
Large trade count: 8
Largest trade size: 3205

Candle

Return 1: -0.114657
Return 3: -0.190949
Volume 1: 26364
Volume avg 5: 36692.4
Momentum 5: 0.057427

Cross Exchange

Mid avg: 0.5226425
Mid median: 0.522685
Price deviation %: 0.020569
Spread %: 0.095668

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17332842
Volume 24h: 125891077
Quote volume 24h: 64360636.89347
Price change 24h %: 6.357

Quality

Capture latency ms: 5804
Order book timestamp: 2026-07-06 10:43:36.693000+02:00
Ticker timestamp: 2026-07-06 10:43:30.098000+02:00
Trades timestamp: 2026-07-06 10:43:36.446000+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	0.172166	0.172166	0.172166	0.172166	0.172166	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.172166	0.172166	0.172166	0.172166	0.172166	-0.172166	yes
30s	long	0.172166	0.172166	0.172166	0.172166	0.172166	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.172166	0.172166	0.172166	0.172166	0.172166	-0.172166	yes
60s	long	0.172166	0.172166	0.172166	0.172166	0.172166	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.172166	0.172166	0.172166	0.172166	0.172166	-0.172166	yes

Price

Best bid: 0.5223
Best ask: 0.5224
Spread: 0.0001
Spread %: 0.019144
Mid price: 0.52235
Last price: 0.5223
Mark price: -
Index price: 0.5218

Order Book

Bid depth 5: 1157
Ask depth 5: 1479
Bid depth 10: 3202
Ask depth 10: 3125
Bid depth 20: 6410
Ask depth 20: 6241
Imbalance 5: -0.122155
Imbalance 10: 0.01217
Imbalance 20: 0.013359
Top bid size: 99
Top ask size: 263
Bid wall score: 0.015445
Ask wall score: 0.042141

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: 685
Imbalance 5 delta: -0.310709
Bid depth 10 delta: 343
Ask depth 10 delta: 1044
Imbalance 10 delta: -0.14532
Spread delta: -0.0001
Mid price delta: -0.00095
Wall shift score: -0.022435

Tape

Buy volume: 2439
Sell volume: 1012
Buy/sell delta: 1427
Buy/sell ratio: 2.410079
Avg trade size: 34.51
Large trade count: 7
Largest trade size: 227

Candle

Return 1: -0.191058
Return 3: -0.248234
Volume 1: 2019
Volume avg 5: 1061.2
Momentum 5: -0.019139

Cross Exchange

Mid avg: 0.52288
Mid median: 0.5228175
Price deviation %: -0.101362
Spread %: 0.136743

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3147792
Quote volume 24h: 16244519.781
Price change 24h %: 7.07

Quality

Capture latency ms: 5289
Order book timestamp: 2026-07-06 10:43:31.221000+02:00
Ticker timestamp: 2026-07-06 10:43:30.933000+02:00
Trades timestamp: 2026-07-06 10:43:31.019000+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	long	0.172298	0.172298	0.172298	0.172298	0.172298	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.172298	0.172298	0.172298	0.172298	0.172298	-0.172298	yes
30s	long	0.172298	0.172298	0.172298	0.172298	0.172298	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.172298	0.172298	0.172298	0.172298	0.172298	-0.172298	yes
60s	long	0.172298	0.172298	0.172298	0.172298	0.172298	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.172298	0.172298	0.172298	0.172298	0.172298	-0.172298	yes

Price

Best bid: 0.52182
Best ask: 0.52335
Spread: 0.00153
Spread %: 0.292775
Mid price: 0.522585
Last price: 0.52424
Mark price: -
Index price: -

Order Book

Bid depth 5: 9847
Ask depth 5: 3609
Bid depth 10: 32786
Ask depth 10: 28940
Bid depth 20: 171851
Ask depth 20: 161704
Imbalance 5: 0.463585
Imbalance 10: 0.062308
Imbalance 20: 0.030421
Top bid size: 1082
Top ask size: 369
Bid wall score: 0.006296
Ask wall score: 0.002282

Dynamics

Bid depth 5 delta: 492
Ask depth 5 delta: 65
Imbalance 5 delta: 0.013085
Bid depth 10 delta: 18523
Ask depth 10 delta: 2120
Imbalance 10 delta: 0.367957
Spread delta: 0.00002
Mid price delta: -0.0014
Wall shift score: 0.002628

Tape

Buy volume: 12828
Sell volume: 6680
Buy/sell delta: 6148
Buy/sell ratio: 1.920359
Avg trade size: 195.08
Large trade count: 7
Largest trade size: 1188

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 45.6
Momentum 5: 0.456061

Cross Exchange

Mid avg: 0.52323
Mid median: 0.523075
Price deviation %: -0.123273
Spread %: 0.229345

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 88678
Volume 24h: 820304
Quote volume 24h: 820304
Price change 24h %: 7.71317

Quality

Capture latency ms: 5218
Order book timestamp: 2026-07-06 10:43:26.101000+02:00
Ticker timestamp: 2026-07-06 10:43:26.523000+02:00
Trades timestamp: 2026-07-06 10:41:33.639000+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	0.266942	0.266942	0.266942	0.266942	0.266942	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.266942	0.266942	0.266942	0.266942	0.266942	-0.266942	yes
30s	long	0.266942	0.266942	0.266942	0.266942	0.266942	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.266942	0.266942	0.266942	0.266942	0.266942	-0.266942	yes
60s	long	0.266942	0.266942	0.266942	0.266942	0.266942	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.266942	0.266942	0.266942	0.266942	0.266942	-0.266942	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 32258
gate: 32258
htx: 32024
mexc: 32253

By Symbol

VELVET/USDT:USDT: 128793

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