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: 129328
Total labels: 387984
Pending labels: 87
Eligible pending labels: 31
Labeled snapshots: 387897
Labels with advanced TP/SL: 368899
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001973
Avg long MAE 30s: 0.001973
Avg short MFE 30s: 0.312474
Avg short MAE 30s: 0.312474
Long labels: 156724
Short labels: 158812
Flat labels: 72361
Latest snapshot: 2026-07-06 18:05:09.317313+02:00
Recent trades snapshots: 129320
Micro candles: 2586320
Avg data quality: 75.9621427687739701
Latest latency: 5910 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 258 of 12933 · 129328 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 12:01:01.131159+02:00	binance	VELVET/USDT:USDT	0.50585	80	7160 ms	10s long 0.45468 30s long 0.45468 60s long 0.45468	advanced ready
2026-07-06 12:00:53.843467+02:00	mexc	VELVET/USDT:USDT	0.50505	78	4366 ms	10s long 0.613801 30s long 0.613801 60s long 0.613801	advanced ready
2026-07-06 12:00:49.388734+02:00	htx	VELVET/USDT:USDT	0.50533	80	6197 ms	10s long 0.546178 30s long 0.546178 60s long 0.546178	advanced ready
2026-07-06 12:00:37.314006+02:00	gate	VELVET/USDT:USDT	0.50583	68	10062 ms	10s flat 0.033608 30s flat 0.033608 60s flat 0.033608	advanced ready
2026-07-06 12:00:27.124577+02:00	binance	VELVET/USDT:USDT	0.5058	80	6755 ms	10s flat 0.009885 30s flat 0.009885 60s flat 0.009885	advanced ready
2026-07-06 12:00:20.233342+02:00	mexc	VELVET/USDT:USDT	0.50545	68	30952 ms	10s short -0.079137 30s short -0.079137 60s short -0.079137	advanced ready
2026-07-06 11:59:49.169539+02:00	htx	VELVET/USDT:USDT	0.50463	90	4487 ms	10s long 0.138715 30s long 0.138715 60s long 0.138715	advanced ready
2026-07-06 11:59:38.718501+02:00	gate	VELVET/USDT:USDT	0.50482	68	9701 ms	10s long 0.200071 30s long 0.200071 60s long 0.200071	advanced ready
2026-07-06 11:59:28.912590+02:00	binance	VELVET/USDT:USDT	0.50385	80	6026 ms	10s long 0.38702 30s long 0.38702 60s long 0.38702	advanced ready
2026-07-06 11:59:22.790673+02:00	mexc	VELVET/USDT:USDT	0.50475	78	4215 ms	10s long 0.138683 30s long 0.138683 60s long 0.138683	advanced ready

Price

Best bid: 0.5058
Best ask: 0.5059
Spread: 0.0001
Spread %: 0.019769
Mid price: 0.50585
Last price: 0.505
Mark price: -
Index price: -

Order Book

Bid depth 5: 2977
Ask depth 5: 2953
Bid depth 10: 10603
Ask depth 10: 30200
Bid depth 20: 30332
Ask depth 20: 55269
Imbalance 5: 0.004047
Imbalance 10: -0.480283
Imbalance 20: -0.291317
Top bid size: 164
Top ask size: 116
Bid wall score: 0.005407
Ask wall score: 0.002099

Dynamics

Bid depth 5 delta: -604
Ask depth 5 delta: -1304
Imbalance 5 delta: 0.090294
Bid depth 10 delta: 449
Ask depth 10 delta: 17725
Imbalance 10 delta: -0.377716
Spread delta: -0.0001
Mid price delta: 0.00005
Wall shift score: -0.018181

Tape

Buy volume: 11320
Sell volume: 8727
Buy/sell delta: 2593
Buy/sell ratio: 1.297124
Avg trade size: 200.47
Large trade count: 10
Largest trade size: 2358

Candle

Return 1: 0.337168
Return 3: 0.696656
Volume 1: 30109
Volume avg 5: 64458.6
Momentum 5: 0.536566

Cross Exchange

Mid avg: 0.5055025
Mid median: 0.505565
Price deviation %: 0.068743
Spread %: 0.154302

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17125642
Volume 24h: 124424484
Quote volume 24h: 63809860.47101
Price change 24h %: 2.663

Quality

Capture latency ms: 7160
Order book timestamp: 2026-07-06 12:00:57.918000+02:00
Ticker timestamp: 2026-07-06 12:00:50.101000+02:00
Trades timestamp: 2026-07-06 12:01:00.360000+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	0.45468	0.45468	0.45468	0.45468	0.45468	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.45468	0.45468	0.45468	0.45468	0.45468	-0.45468	yes
30s	long	0.45468	0.45468	0.45468	0.45468	0.45468	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.45468	0.45468	0.45468	0.45468	0.45468	-0.45468	yes
60s	long	0.45468	0.45468	0.45468	0.45468	0.45468	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.45468	0.45468	0.45468	0.45468	0.45468	-0.45468	yes

Price

Best bid: 0.505
Best ask: 0.5051
Spread: 0.0001
Spread %: 0.0198
Mid price: 0.50505
Last price: 0.5051
Mark price: -
Index price: 0.5047

Order Book

Bid depth 5: 894
Ask depth 5: 865
Bid depth 10: 2877
Ask depth 10: 3038
Bid depth 20: 7792
Ask depth 20: 12018
Imbalance 5: 0.016487
Imbalance 10: -0.027219
Imbalance 20: -0.213327
Top bid size: 81
Top ask size: 127
Bid wall score: 0.010395
Ask wall score: 0.010567

Dynamics

Bid depth 5 delta: 8
Ask depth 5 delta: -401
Imbalance 5 delta: 0.193067
Bid depth 10 delta: 917
Ask depth 10 delta: -215
Imbalance 10 delta: 0.220815
Spread delta: 0
Mid price delta: -0.0004
Wall shift score: -0.020714

Tape

Buy volume: 1913
Sell volume: 1770
Buy/sell delta: 143
Buy/sell ratio: 1.080791
Avg trade size: 36.83
Large trade count: 8
Largest trade size: 225

Candle

Return 1: 0.138779
Return 3: 0.477422
Volume 1: 934
Volume avg 5: 1629.2
Momentum 5: 0.337704

Cross Exchange

Mid avg: 0.5056025
Mid median: 0.505625
Price deviation %: -0.109276
Spread %: 0.098892

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3062918
Quote volume 24h: 15877229.065
Price change 24h %: 3.54

Quality

Capture latency ms: 4366
Order book timestamp: 2026-07-06 12:00:51.646000+02:00
Ticker timestamp: 2026-07-06 12:00:51.860000+02:00
Trades timestamp: 2026-07-06 12:00:48.419000+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	0.613801	0.613801	0.613801	0.613801	0.613801	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.613801	0.613801	0.613801	0.613801	0.613801	-0.613801	yes
30s	long	0.613801	0.613801	0.613801	0.613801	0.613801	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.613801	0.613801	0.613801	0.613801	0.613801	-0.613801	yes
60s	long	0.613801	0.613801	0.613801	0.613801	0.613801	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.613801	0.613801	0.613801	0.613801	0.613801	-0.613801	yes

Price

Best bid: 0.50475
Best ask: 0.50591
Spread: 0.00116
Spread %: 0.229553
Mid price: 0.50533
Last price: 0.50622
Mark price: -
Index price: -

Order Book

Bid depth 5: 3186
Ask depth 5: 41135
Bid depth 10: 31008
Ask depth 10: 62491
Bid depth 20: 46750
Ask depth 20: 198358
Imbalance 5: -0.856231
Imbalance 10: -0.33672
Imbalance 20: -0.618536
Top bid size: 178
Top ask size: 650
Bid wall score: 0.003807
Ask wall score: 0.003277

Dynamics

Bid depth 5 delta: -3352
Ask depth 5 delta: 18439
Imbalance 5 delta: -0.303518
Bid depth 10 delta: -6766
Ask depth 10 delta: 19181
Imbalance 10 delta: -0.268445
Spread delta: 0.0002
Mid price delta: 0.0007
Wall shift score: 0.000943

Tape

Buy volume: 10476
Sell volume: 5988
Buy/sell delta: 4488
Buy/sell ratio: 1.749499
Avg trade size: 164.64
Large trade count: 5
Largest trade size: 2644

Candle

Return 1: 0.313094
Return 3: 0.812522
Volume 1: 76
Volume avg 5: 537.2
Momentum 5: 0.600159

Cross Exchange

Mid avg: 0.5054275
Mid median: 0.505625
Price deviation %: -0.019291
Spread %: 0.237423

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 91228
Volume 24h: 827516
Quote volume 24h: 827516
Price change 24h %: 4.010684

Quality

Capture latency ms: 6197
Order book timestamp: 2026-07-06 12:00:47.001000+02:00
Ticker timestamp: 2026-07-06 12:00:47.794000+02:00
Trades timestamp: 2026-07-06 12:00:36.794000+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	0.546178	0.546178	0.546178	0.546178	0.546178	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.546178	0.546178	0.546178	0.546178	0.546178	-0.546178	yes
30s	long	0.546178	0.546178	0.546178	0.546178	0.546178	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.546178	0.546178	0.546178	0.546178	0.546178	-0.546178	yes
60s	long	0.546178	0.546178	0.546178	0.546178	0.546178	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.546178	0.546178	0.546178	0.546178	0.546178	-0.546178	yes

Price

Best bid: 0.50525
Best ask: 0.50641
Spread: 0.00116
Spread %: 0.229326
Mid price: 0.50583
Last price: 0.50457
Mark price: 0.50524
Index price: 0.505233

Order Book

Bid depth 5: 13
Ask depth 5: 12
Bid depth 10: 47
Ask depth 10: 21
Bid depth 20: 72
Ask depth 20: 60
Imbalance 5: 0.04
Imbalance 10: 0.382353
Imbalance 20: 0.090909
Top bid size: 2
Top ask size: 3
Bid wall score: 0.027778
Ask wall score: 0.05

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -2
Imbalance 5 delta: 0.077037
Bid depth 10 delta: 25
Ask depth 10 delta: -25
Imbalance 10 delta: 0.735294
Spread delta: 0.00028
Mid price delta: 0.00101
Wall shift score: -0.025619

Tape

Buy volume: 86
Sell volume: 147
Buy/sell delta: -61
Buy/sell ratio: 0.585034
Avg trade size: 2.33
Large trade count: 9
Largest trade size: 16

Candle

Return 1: 0
Return 3: 0.63223
Volume 1: 0
Volume avg 5: 13.2
Momentum 5: 0.208532

Cross Exchange

Mid avg: 0.505175
Mid median: 0.505135
Price deviation %: 0.129658
Spread %: 0.231603

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5859800
Quote volume 24h: 2985892
Price change 24h %: 3.02

Quality

Capture latency ms: 10062
Order book timestamp: 2026-07-06 12:00:36+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:11.989000+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	0.033608	0.033608	0.033608	0.033608	0.033608	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033608	0.033608	0.033608	0.033608	0.033608	-0.033608	yes
30s	flat	0.033608	0.033608	0.033608	0.033608	0.033608	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033608	0.033608	0.033608	0.033608	0.033608	-0.033608	yes
60s	flat	0.033608	0.033608	0.033608	0.033608	0.033608	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033608	0.033608	0.033608	0.033608	0.033608	-0.033608	yes

Price

Best bid: 0.5057
Best ask: 0.5059
Spread: 0.0002
Spread %: 0.039541
Mid price: 0.5058
Last price: 0.5058
Mark price: -
Index price: -

Order Book

Bid depth 5: 3581
Ask depth 5: 4257
Bid depth 10: 10154
Ask depth 10: 12475
Bid depth 20: 27337
Ask depth 20: 38318
Imbalance 5: -0.086246
Imbalance 10: -0.102568
Imbalance 20: -0.167253
Top bid size: 596
Top ask size: 12
Bid wall score: 0.021802
Ask wall score: 0.000313

Dynamics

Bid depth 5 delta: -410
Ask depth 5 delta: 1005
Imbalance 5 delta: -0.188276
Bid depth 10 delta: -6757
Ask depth 10 delta: -756
Imbalance 10 delta: -0.224656
Spread delta: 0.0001
Mid price delta: 0.00195
Wall shift score: 0.03019

Tape

Buy volume: 7675
Sell volume: 6011
Buy/sell delta: 1664
Buy/sell ratio: 1.276826
Avg trade size: 136.86
Large trade count: 11
Largest trade size: 1114

Candle

Return 1: 0.317334
Return 3: 0.676752
Volume 1: 8786
Volume avg 5: 60194
Momentum 5: 0.516693

Cross Exchange

Mid avg: 0.5046875
Mid median: 0.504725
Price deviation %: 0.220433
Spread %: 0.317028

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17120403
Volume 24h: 124406536
Quote volume 24h: 63800784.32721
Price change 24h %: 2.826

Quality

Capture latency ms: 6755
Order book timestamp: 2026-07-06 12:00:24.974000+02:00
Ticker timestamp: 2026-07-06 12:00:15.655000+02:00
Trades timestamp: 2026-07-06 12:00:26.191000+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	0.009885	0.009885	0.009885	0.009885	0.009885	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.009885	0.009885	0.009885	0.009885	0.009885	-0.009885	yes
30s	flat	0.009885	0.009885	0.009885	0.009885	0.009885	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.009885	0.009885	0.009885	0.009885	0.009885	-0.009885	yes
60s	flat	0.009885	0.009885	0.009885	0.009885	0.009885	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.009885	0.009885	0.009885	0.009885	0.009885	-0.009885	yes

Price

Best bid: 0.5054
Best ask: 0.5055
Spread: 0.0001
Spread %: 0.019784
Mid price: 0.50545
Last price: 0.5046
Mark price: -
Index price: 0.5047

Order Book

Bid depth 5: 886
Ask depth 5: 1266
Bid depth 10: 1960
Ask depth 10: 3253
Bid depth 20: 10348
Ask depth 20: 7196
Imbalance 5: -0.17658
Imbalance 10: -0.248034
Imbalance 20: 0.179663
Top bid size: 214
Top ask size: 1
Bid wall score: 0.02068
Ask wall score: 0.000139

Dynamics

Bid depth 5 delta: 144
Ask depth 5 delta: 313
Imbalance 5 delta: -0.052096
Bid depth 10 delta: -1753
Ask depth 10 delta: 856
Imbalance 10 delta: -0.463418
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: 0.03136

Tape

Buy volume: 2194
Sell volume: 1671
Buy/sell delta: 523
Buy/sell ratio: 1.312986
Avg trade size: 38.65
Large trade count: 7
Largest trade size: 225

Candle

Return 1: 0.198255
Return 3: 0.5371
Volume 1: 312
Volume avg 5: 1504.8
Momentum 5: 0.397298

Cross Exchange

Mid avg: 0.5045125
Mid median: 0.50469
Price deviation %: 0.185823
Spread %: 0.192265

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3062338
Quote volume 24h: 15874294.414
Price change 24h %: 3.44

Quality

Capture latency ms: 30952
Order book timestamp: 2026-07-06 12:00:17.307000+02:00
Ticker timestamp: 2026-07-06 12:00:15.900000+02:00
Trades timestamp: 2026-07-06 12:00:17.171000+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	-0.079137	-0.079137	-0.079137	0.079137	0.079137	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.079137	0.079137	0.079137	0.079137	-0.079137	0.079137	yes
30s	short	-0.079137	-0.079137	-0.079137	0.079137	0.079137	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.079137	0.079137	0.079137	0.079137	-0.079137	0.079137	yes
60s	short	-0.079137	-0.079137	-0.079137	0.079137	0.079137	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.079137	0.079137	0.079137	0.079137	-0.079137	0.079137	yes

Price

Best bid: 0.50415
Best ask: 0.50511
Spread: 0.00096
Spread %: 0.190238
Mid price: 0.50463
Last price: 0.50464
Mark price: -
Index price: -

Order Book

Bid depth 5: 6538
Ask depth 5: 22696
Bid depth 10: 37774
Ask depth 10: 43310
Bid depth 20: 68954
Ask depth 20: 179673
Imbalance 5: -0.552713
Imbalance 10: -0.068275
Imbalance 20: -0.445322
Top bid size: 150
Top ask size: 465
Bid wall score: 0.002175
Ask wall score: 0.002588

Dynamics

Bid depth 5 delta: 39
Ask depth 5 delta: 17417
Imbalance 5 delta: -0.656296
Bid depth 10 delta: 24126
Ask depth 10 delta: 25491
Imbalance 10 delta: 0.064277
Spread delta: 0.0004
Mid price delta: -0.00029
Wall shift score: 0.000597

Tape

Buy volume: 10434
Sell volume: 6530
Buy/sell delta: 3904
Buy/sell ratio: 1.597856
Avg trade size: 169.64
Large trade count: 5
Largest trade size: 2644

Candle

Return 1: 0.168721
Return 3: 0.369943
Volume 1: 72
Volume avg 5: 1304.8
Momentum 5: -0.553749

Cross Exchange

Mid avg: 0.504585
Mid median: 0.504785
Price deviation %: 0.008918
Spread %: 0.212055

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 91228
Volume 24h: 827698
Quote volume 24h: 827698
Price change 24h %: 3.686049

Quality

Capture latency ms: 4487
Order book timestamp: 2026-07-06 11:59:47.801000+02:00
Ticker timestamp: 2026-07-06 11:59:48.074000+02:00
Trades timestamp: 2026-07-06 11:59:25.488000+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	0.138715	0.138715	0.138715	0.138715	0.138715	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.138715	0.138715	0.138715	0.138715	0.138715	-0.138715	yes
30s	long	0.138715	0.138715	0.138715	0.138715	0.138715	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.138715	0.138715	0.138715	0.138715	0.138715	-0.138715	yes
60s	long	0.138715	0.138715	0.138715	0.138715	0.138715	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.138715	0.138715	0.138715	0.138715	0.138715	-0.138715	yes

Price

Best bid: 0.50438
Best ask: 0.50526
Spread: 0.00088
Spread %: 0.17432
Mid price: 0.50482
Last price: 0.50395
Mark price: 0.50436
Index price: 0.504075

Order Book

Bid depth 5: 13
Ask depth 5: 14
Bid depth 10: 22
Ask depth 10: 46
Bid depth 20: 64
Ask depth 20: 69
Imbalance 5: -0.037037
Imbalance 10: -0.352941
Imbalance 20: -0.037594
Top bid size: 3
Top ask size: 3
Bid wall score: 0.046875
Ask wall score: 0.043478

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 2
Imbalance 5 delta: -0.11396
Bid depth 10 delta: 0
Ask depth 10 delta: 2
Imbalance 10 delta: -0.019608
Spread delta: -0.00028
Mid price delta: 0.00034
Wall shift score: -0.079339

Tape

Buy volume: 83
Sell volume: 159
Buy/sell delta: -76
Buy/sell ratio: 0.522013
Avg trade size: 2.42
Large trade count: 9
Largest trade size: 16

Candle

Return 1: -0.324374
Return 3: 0.332484
Volume 1: 9
Volume avg 5: 16
Momentum 5: -0.373636

Cross Exchange

Mid avg: 0.5045
Mid median: 0.504615
Price deviation %: 0.063429
Spread %: 0.212091

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6142100
Quote volume 24h: 3123370
Price change 24h %: 2.23

Quality

Capture latency ms: 9701
Order book timestamp: 2026-07-06 11:59:37+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:11.970000+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	0.200071	0.200071	0.200071	0.200071	0.200071	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.200071	0.200071	0.200071	0.200071	0.200071	-0.200071	yes
30s	long	0.200071	0.200071	0.200071	0.200071	0.200071	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.200071	0.200071	0.200071	0.200071	0.200071	-0.200071	yes
60s	long	0.200071	0.200071	0.200071	0.200071	0.200071	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.200071	0.200071	0.200071	0.200071	0.200071	-0.200071	yes

Price

Best bid: 0.5038
Best ask: 0.5039
Spread: 0.0001
Spread %: 0.019847
Mid price: 0.50385
Last price: 0.5048
Mark price: -
Index price: -

Order Book

Bid depth 5: 3991
Ask depth 5: 3252
Bid depth 10: 16911
Ask depth 10: 13231
Bid depth 20: 39129
Ask depth 20: 38470
Imbalance 5: 0.10203
Imbalance 10: 0.122089
Imbalance 20: 0.008492
Top bid size: 44
Top ask size: 378
Bid wall score: 0.001124
Ask wall score: 0.009826

Dynamics

Bid depth 5 delta: 1752
Ask depth 5 delta: -204
Imbalance 5 delta: 0.315726
Bid depth 10 delta: 4690
Ask depth 10 delta: 765
Imbalance 10 delta: 0.132013
Spread delta: 0
Mid price delta: -0.0019
Wall shift score: -0.004941

Tape

Buy volume: 5096
Sell volume: 15908
Buy/sell delta: -10812
Buy/sell ratio: 0.320342
Avg trade size: 210.04
Large trade count: 8
Largest trade size: 3650

Candle

Return 1: -0.316644
Return 3: 0.059595
Volume 1: 20804
Volume avg 5: 70346.4
Momentum 5: -0.296912

Cross Exchange

Mid avg: 0.504975
Mid median: 0.504835
Price deviation %: -0.222783
Spread %: 0.251498

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17116384
Volume 24h: 124753514
Quote volume 24h: 63971046.28599
Price change 24h %: 3.954

Quality

Capture latency ms: 6026
Order book timestamp: 2026-07-06 11:59:26.758000+02:00
Ticker timestamp: 2026-07-06 11:59:18.269000+02:00
Trades timestamp: 2026-07-06 11:59:27.823000+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	0.38702	0.38702	0.38702	0.38702	0.38702	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.38702	0.38702	0.38702	0.38702	0.38702	-0.38702	yes
30s	long	0.38702	0.38702	0.38702	0.38702	0.38702	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.38702	0.38702	0.38702	0.38702	0.38702	-0.38702	yes
60s	long	0.38702	0.38702	0.38702	0.38702	0.38702	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.38702	0.38702	0.38702	0.38702	0.38702	-0.38702	yes

Price

Best bid: 0.5047
Best ask: 0.5048
Spread: 0.0001
Spread %: 0.019812
Mid price: 0.50475
Last price: 0.5047
Mark price: -
Index price: 0.5045

Order Book

Bid depth 5: 742
Ask depth 5: 953
Bid depth 10: 3713
Ask depth 10: 2397
Bid depth 20: 8658
Ask depth 20: 10321
Imbalance 5: -0.124484
Imbalance 10: 0.215385
Imbalance 20: -0.087623
Top bid size: 7
Top ask size: 120
Bid wall score: 0.000809
Ask wall score: 0.011627

Dynamics

Bid depth 5 delta: 121
Ask depth 5 delta: 272
Imbalance 5 delta: -0.078401
Bid depth 10 delta: 770
Ask depth 10 delta: 85
Imbalance 10 delta: 0.095308
Spread delta: 0
Mid price delta: -0.0015
Wall shift score: -0.011881

Tape

Buy volume: 3693
Sell volume: 1421
Buy/sell delta: 2272
Buy/sell ratio: 2.598874
Avg trade size: 51.14
Large trade count: 9
Largest trade size: 398

Candle

Return 1: -0.257019
Return 3: 0.158825
Volume 1: 547
Volume avg 5: 2595.2
Momentum 5: -0.257019

Cross Exchange

Mid avg: 0.50535
Mid median: 0.505335
Price deviation %: -0.11873
Spread %: 0.350252

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3153507
Quote volume 24h: 16314567.085
Price change 24h %: 3.46

Quality

Capture latency ms: 4215
Order book timestamp: 2026-07-06 11:59:20.956000+02:00
Ticker timestamp: 2026-07-06 11:59:18.761000+02:00
Trades timestamp: 2026-07-06 11:59:19.686000+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	0.138683	0.138683	0.138683	0.138683	0.138683	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.138683	0.138683	0.138683	0.138683	0.138683	-0.138683	yes
30s	long	0.138683	0.138683	0.138683	0.138683	0.138683	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.138683	0.138683	0.138683	0.138683	0.138683	-0.138683	yes
60s	long	0.138683	0.138683	0.138683	0.138683	0.138683	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.138683	0.138683	0.138683	0.138683	0.138683	-0.138683	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 32392
gate: 32392
htx: 32158
mexc: 32386

By Symbol

VELVET/USDT:USDT: 129328

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