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: 129783
Total labels: 389349
Pending labels: 86
Eligible pending labels: 32
Labeled snapshots: 389263
Labels with advanced TP/SL: 370265
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001864
Avg long MAE 30s: 0.001864
Avg short MFE 30s: 0.311976
Avg short MAE 30s: 0.311976
Long labels: 157171
Short labels: 159389
Flat labels: 72703
Latest snapshot: 2026-07-06 19:07:47.989948+02:00
Recent trades snapshots: 129775
Micro candles: 2595420
Avg data quality: 75.9646949138176803
Latest latency: 5425 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 259 of 12979 · 129783 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 13:04:28.505645+02:00	htx	VELVET/USDT:USDT	0.504025	80	6007 ms	10s flat -0.01984 30s flat -0.01984 60s flat -0.01984	advanced ready
2026-07-06 13:04:16.605112+02:00	gate	VELVET/USDT:USDT	0.504425	68	9327 ms	10s flat -0.005947 30s flat -0.005947 60s flat -0.005947	advanced ready
2026-07-06 13:04:07.167549+02:00	binance	VELVET/USDT:USDT	0.50305	80	6730 ms	10s long 0.15903 30s long 0.15903 60s long 0.15903	advanced ready
2026-07-06 13:04:00.329403+02:00	mexc	VELVET/USDT:USDT	0.50315	78	4376 ms	10s long 0.178873 30s long 0.178873 60s long 0.178873	advanced ready
2026-07-06 13:03:55.889070+02:00	htx	VELVET/USDT:USDT	0.503075	80	5338 ms	10s long 0.188839 30s long 0.188839 60s long 0.188839	advanced ready
2026-07-06 13:03:44.682526+02:00	gate	VELVET/USDT:USDT	0.503495	68	9336 ms	10s long 0.184709 30s long 0.184709 60s long 0.184709	advanced ready
2026-07-06 13:03:35.211939+02:00	binance	VELVET/USDT:USDT	0.50275	80	8999 ms	10s long 0.059672 30s long 0.059672 60s long 0.059672	advanced ready
2026-07-06 13:03:26.119387+02:00	mexc	VELVET/USDT:USDT	0.503	68	5434 ms	10s flat 0.029821 30s flat 0.029821 60s flat 0.029821	advanced ready
2026-07-06 13:03:20.623376+02:00	htx	VELVET/USDT:USDT	0.50288	80	6283 ms	10s flat 0.038777 30s flat 0.038777 60s flat 0.038777	advanced ready
2026-07-06 13:03:08.348240+02:00	gate	VELVET/USDT:USDT	0.503495	68	9460 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready

Price

Best bid: 0.50335
Best ask: 0.5047
Spread: 0.00135
Spread %: 0.267844
Mid price: 0.504025
Last price: 0.50351
Mark price: -
Index price: -

Order Book

Bid depth 5: 7738
Ask depth 5: 17103
Bid depth 10: 26198
Ask depth 10: 30891
Bid depth 20: 62281
Ask depth 20: 167866
Imbalance 5: -0.376998
Imbalance 10: -0.082205
Imbalance 20: -0.458772
Top bid size: 136
Top ask size: 132
Bid wall score: 0.002184
Ask wall score: 0.000786

Dynamics

Bid depth 5 delta: -2349
Ask depth 5 delta: 3550
Imbalance 5 delta: -0.230382
Bid depth 10 delta: -8274
Ask depth 10 delta: -311
Imbalance 10 delta: -0.131996
Spread delta: -0.00012
Mid price delta: 0.00095
Wall shift score: -0.010699

Tape

Buy volume: 27730
Sell volume: 8336
Buy/sell delta: 19394
Buy/sell ratio: 3.326536
Avg trade size: 360.66
Large trade count: 4
Largest trade size: 11900

Candle

Return 1: 0
Return 3: -0.071447
Volume 1: 0
Volume avg 5: 65.2
Momentum 5: -0.071447

Cross Exchange

Mid avg: 0.503425
Mid median: 0.5031125
Price deviation %: 0.119184
Spread %: 0.273129

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100720
Volume 24h: 844994
Quote volume 24h: 844994
Price change 24h %: 3.453873

Quality

Capture latency ms: 6007
Order book timestamp: 2026-07-06 13:04:27.201000+02:00
Ticker timestamp: 2026-07-06 13:04:27.450000+02:00
Trades timestamp: 2026-07-06 13:03:01.600000+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	-0.01984	-0.01984	-0.01984	0.01984	0.01984	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.01984	0.01984	0.01984	0.01984	-0.01984	0.01984	yes
30s	flat	-0.01984	-0.01984	-0.01984	0.01984	0.01984	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.01984	0.01984	0.01984	0.01984	-0.01984	0.01984	yes
60s	flat	-0.01984	-0.01984	-0.01984	0.01984	0.01984	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.01984	0.01984	0.01984	0.01984	-0.01984	0.01984	yes

Price

Best bid: 0.504
Best ask: 0.50485
Spread: 0.00085
Spread %: 0.168509
Mid price: 0.504425
Last price: 0.50446
Mark price: 0.50373
Index price: 0.50368

Order Book

Bid depth 5: 15
Ask depth 5: 18
Bid depth 10: 29
Ask depth 10: 51
Bid depth 20: 69
Ask depth 20: 77
Imbalance 5: -0.090909
Imbalance 10: -0.275
Imbalance 20: -0.054795
Top bid size: 5
Top ask size: 9
Bid wall score: 0.072464
Ask wall score: 0.116883

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -15
Imbalance 5 delta: 0.284091
Bid depth 10 delta: 7
Ask depth 10 delta: 5
Imbalance 10 delta: 0.077941
Spread delta: -0.00026
Mid price delta: 0.00093
Wall shift score: -0.061564

Tape

Buy volume: 78
Sell volume: 173
Buy/sell delta: -95
Buy/sell ratio: 0.450867
Avg trade size: 2.51
Large trade count: 7
Largest trade size: 17

Candle

Return 1: 0.276303
Return 3: 0.125042
Volume 1: 15
Volume avg 5: 17.8
Momentum 5: 0.105173

Cross Exchange

Mid avg: 0.5031925
Mid median: 0.5031125
Price deviation %: 0.244936
Spread %: 0.088435

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5583600
Quote volume 24h: 2856549
Price change 24h %: 3.9

Quality

Capture latency ms: 9327
Order book timestamp: 2026-07-06 13:04:15+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:15.852000+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	-0.005947	-0.005947	-0.005947	0.005947	0.005947	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.005947	0.005947	0.005947	0.005947	-0.005947	0.005947	yes
30s	flat	-0.005947	-0.005947	-0.005947	0.005947	0.005947	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.005947	0.005947	0.005947	0.005947	-0.005947	0.005947	yes
60s	flat	-0.005947	-0.005947	-0.005947	0.005947	0.005947	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.005947	0.005947	0.005947	0.005947	-0.005947	0.005947	yes

Price

Best bid: 0.503
Best ask: 0.5031
Spread: 0.0001
Spread %: 0.019879
Mid price: 0.50305
Last price: 0.5029
Mark price: -
Index price: -

Order Book

Bid depth 5: 4401
Ask depth 5: 2112
Bid depth 10: 13109
Ask depth 10: 8031
Bid depth 20: 29008
Ask depth 20: 24088
Imbalance 5: 0.351451
Imbalance 10: 0.240208
Imbalance 20: 0.092662
Top bid size: 542
Top ask size: 92
Bid wall score: 0.018685
Ask wall score: 0.003819

Dynamics

Bid depth 5 delta: 1852
Ask depth 5 delta: -1158
Imbalance 5 delta: 0.475355
Bid depth 10 delta: 2607
Ask depth 10 delta: -253
Imbalance 10 delta: 0.122141
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: 0.035924

Tape

Buy volume: 11430
Sell volume: 8152
Buy/sell delta: 3278
Buy/sell ratio: 1.40211
Avg trade size: 195.82
Large trade count: 12
Largest trade size: 1381

Candle

Return 1: -0.019877
Return 3: 0
Volume 1: 90
Volume avg 5: 41222.6
Momentum 5: -0.158793

Cross Exchange

Mid avg: 0.5031175
Mid median: 0.5031125
Price deviation %: -0.013416
Spread %: 0.148077

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17162792
Volume 24h: 123860537
Quote volume 24h: 63589479.39999
Price change 24h %: 4.055

Quality

Capture latency ms: 6730
Order book timestamp: 2026-07-06 13:04:05.026000+02:00
Ticker timestamp: 2026-07-06 13:03:54.694000+02:00
Trades timestamp: 2026-07-06 13:04:01.226000+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	0.15903	0.15903	0.15903	0.15903	0.15903	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.15903	0.15903	0.15903	0.15903	0.15903	-0.15903	yes
30s	long	0.15903	0.15903	0.15903	0.15903	0.15903	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.15903	0.15903	0.15903	0.15903	0.15903	-0.15903	yes
60s	long	0.15903	0.15903	0.15903	0.15903	0.15903	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.15903	0.15903	0.15903	0.15903	0.15903	-0.15903	yes

Price

Best bid: 0.5031
Best ask: 0.5032
Spread: 0.0001
Spread %: 0.019875
Mid price: 0.50315
Last price: 0.5028
Mark price: -
Index price: 0.5031

Order Book

Bid depth 5: 545
Ask depth 5: 703
Bid depth 10: 2166
Ask depth 10: 2083
Bid depth 20: 7060
Ask depth 20: 5039
Imbalance 5: -0.126603
Imbalance 10: 0.019534
Imbalance 20: 0.167039
Top bid size: 40
Top ask size: 41
Bid wall score: 0.005666
Ask wall score: 0.008137

Dynamics

Bid depth 5 delta: -581
Ask depth 5 delta: -68
Imbalance 5 delta: -0.31374
Bid depth 10 delta: -614
Ask depth 10 delta: -770
Imbalance 10 delta: 0.032493
Spread delta: -0.0001
Mid price delta: 0.00015
Wall shift score: -0.000163

Tape

Buy volume: 3162
Sell volume: 1257
Buy/sell delta: 1905
Buy/sell ratio: 2.515513
Avg trade size: 44.19
Large trade count: 9
Largest trade size: 385

Candle

Return 1: 0.039793
Return 3: -0.573463
Volume 1: 47
Volume avg 5: 1280.4
Momentum 5: -0.158856

Cross Exchange

Mid avg: 0.50308
Mid median: 0.5030375
Price deviation %: 0.013914
Spread %: 0.148088

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3062261
Quote volume 24h: 15886686.614
Price change 24h %: 3.07

Quality

Capture latency ms: 4376
Order book timestamp: 2026-07-06 13:03:58.509000+02:00
Ticker timestamp: 2026-07-06 13:03:57.869000+02:00
Trades timestamp: 2026-07-06 13:03:52.451000+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	0.178873	0.178873	0.178873	0.178873	0.178873	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.178873	0.178873	0.178873	0.178873	0.178873	-0.178873	yes
30s	long	0.178873	0.178873	0.178873	0.178873	0.178873	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.178873	0.178873	0.178873	0.178873	0.178873	-0.178873	yes
60s	long	0.178873	0.178873	0.178873	0.178873	0.178873	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.178873	0.178873	0.178873	0.178873	0.178873	-0.178873	yes

Price

Best bid: 0.50234
Best ask: 0.50381
Spread: 0.00147
Spread %: 0.292203
Mid price: 0.503075
Last price: 0.50351
Mark price: -
Index price: -

Order Book

Bid depth 5: 10087
Ask depth 5: 13553
Bid depth 10: 34472
Ask depth 10: 31202
Bid depth 20: 81422
Ask depth 20: 167071
Imbalance 5: -0.146616
Imbalance 10: 0.049791
Imbalance 20: -0.344674
Top bid size: 1019
Top ask size: 70
Bid wall score: 0.012515
Ask wall score: 0.000419

Dynamics

Bid depth 5 delta: 1612
Ask depth 5 delta: -3264
Imbalance 5 delta: 0.183212
Bid depth 10 delta: 1609
Ask depth 10 delta: 448
Imbalance 10 delta: 0.01664
Spread delta: 0.00041
Mid price delta: 0.000195
Wall shift score: 0.012889

Tape

Buy volume: 27730
Sell volume: 8336
Buy/sell delta: 19394
Buy/sell ratio: 3.326536
Avg trade size: 360.66
Large trade count: 4
Largest trade size: 11900

Candle

Return 1: 0.246879
Return 3: -0.071447
Volume 1: 200
Volume avg 5: 104.8
Momentum 5: 0.101392

Cross Exchange

Mid avg: 0.50303125
Mid median: 0.50294
Price deviation %: 0.008697
Spread %: 0.148102

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100720
Volume 24h: 845202
Quote volume 24h: 845202
Price change 24h %: 3.453873

Quality

Capture latency ms: 5338
Order book timestamp: 2026-07-06 13:03:54.501000+02:00
Ticker timestamp: 2026-07-06 13:03:54.822000+02:00
Trades timestamp: 2026-07-06 13:03:01.600000+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	0.188839	0.188839	0.188839	0.188839	0.188839	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.188839	0.188839	0.188839	0.188839	0.188839	-0.188839	yes
30s	long	0.188839	0.188839	0.188839	0.188839	0.188839	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.188839	0.188839	0.188839	0.188839	0.188839	-0.188839	yes
60s	long	0.188839	0.188839	0.188839	0.188839	0.188839	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.188839	0.188839	0.188839	0.188839	0.188839	-0.188839	yes

Price

Best bid: 0.50294
Best ask: 0.50405
Spread: 0.00111
Spread %: 0.220459
Mid price: 0.503495
Last price: 0.50307
Mark price: 0.5034
Index price: 0.503395

Order Book

Bid depth 5: 15
Ask depth 5: 33
Bid depth 10: 22
Ask depth 10: 46
Bid depth 20: 66
Ask depth 20: 76
Imbalance 5: -0.375
Imbalance 10: -0.352941
Imbalance 20: -0.070423
Top bid size: 2
Top ask size: 1
Bid wall score: 0.030303
Ask wall score: 0.013158

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 22
Imbalance 5 delta: -0.418478
Bid depth 10 delta: -2
Ask depth 10 delta: 1
Imbalance 10 delta: -0.048593
Spread delta: -0.00002
Mid price delta: 0
Wall shift score: 0.001379

Tape

Buy volume: 77
Sell volume: 165
Buy/sell delta: -88
Buy/sell ratio: 0.466667
Avg trade size: 2.42
Large trade count: 6
Largest trade size: 17

Candle

Return 1: 0
Return 3: -0.700722
Volume 1: 0
Volume avg 5: 17
Momentum 5: -0.125074

Cross Exchange

Mid avg: 0.50303125
Mid median: 0.50294
Price deviation %: 0.092191
Spread %: 0.148102

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5583600
Quote volume 24h: 2856549
Price change 24h %: 3.47

Quality

Capture latency ms: 9336
Order book timestamp: 2026-07-06 13:03:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:15.769000+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	0.184709	0.184709	0.184709	0.184709	0.184709	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.184709	0.184709	0.184709	0.184709	0.184709	-0.184709	yes
30s	long	0.184709	0.184709	0.184709	0.184709	0.184709	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.184709	0.184709	0.184709	0.184709	0.184709	-0.184709	yes
60s	long	0.184709	0.184709	0.184709	0.184709	0.184709	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.184709	0.184709	0.184709	0.184709	0.184709	-0.184709	yes

Price

Best bid: 0.5027
Best ask: 0.5028
Spread: 0.0001
Spread %: 0.019891
Mid price: 0.50275
Last price: 0.5029
Mark price: -
Index price: -

Order Book

Bid depth 5: 2549
Ask depth 5: 3270
Bid depth 10: 10502
Ask depth 10: 8284
Bid depth 20: 29816
Ask depth 20: 20839
Imbalance 5: -0.123904
Imbalance 10: 0.118067
Imbalance 20: 0.177218
Top bid size: 36
Top ask size: 464
Bid wall score: 0.001207
Ask wall score: 0.022266

Dynamics

Bid depth 5 delta: -518
Ask depth 5 delta: -386
Imbalance 5 delta: -0.036295
Bid depth 10 delta: -381
Ask depth 10 delta: -3924
Imbalance 10 delta: 0.175448
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: -0.020402

Tape

Buy volume: 13663
Sell volume: 7685
Buy/sell delta: 5978
Buy/sell ratio: 1.777879
Avg trade size: 213.48
Large trade count: 11
Largest trade size: 1393

Candle

Return 1: 0.05969
Return 3: -0.573349
Volume 1: 13905
Volume avg 5: 49945.2
Momentum 5: -0.119166

Cross Exchange

Mid avg: 0.50308125
Mid median: 0.502975
Price deviation %: -0.065844
Spread %: 0.122247

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17162578
Volume 24h: 123857532
Quote volume 24h: 63587968.17419
Price change 24h %: 4.055

Quality

Capture latency ms: 8999
Order book timestamp: 2026-07-06 13:03:33.036000+02:00
Ticker timestamp: 2026-07-06 13:03:30.453000+02:00
Trades timestamp: 2026-07-06 13:03:32.303000+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	0.059672	0.059672	0.059672	0.059672	0.059672	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059672	0.059672	0.059672	0.059672	0.059672	-0.059672	yes
30s	long	0.059672	0.059672	0.059672	0.059672	0.059672	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059672	0.059672	0.059672	0.059672	0.059672	-0.059672	yes
60s	long	0.059672	0.059672	0.059672	0.059672	0.059672	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059672	0.059672	0.059672	0.059672	0.059672	-0.059672	yes

Price

Best bid: 0.5029
Best ask: 0.5031
Spread: 0.0002
Spread %: 0.039761
Mid price: 0.503
Last price: 0.5026
Mark price: -
Index price: 0.5031

Order Book

Bid depth 5: 1126
Ask depth 5: 771
Bid depth 10: 2780
Ask depth 10: 2853
Bid depth 20: 6492
Ask depth 20: 6030
Imbalance 5: 0.187138
Imbalance 10: -0.012959
Imbalance 20: 0.036895
Top bid size: 41
Top ask size: 52
Bid wall score: 0.006315
Ask wall score: 0.008624

Dynamics

Bid depth 5 delta: 246
Ask depth 5 delta: -223
Imbalance 5 delta: 0.24797
Bid depth 10 delta: -125
Ask depth 10 delta: 551
Imbalance 10 delta: -0.128765
Spread delta: -0.0001
Mid price delta: 0.00075
Wall shift score: 0.007041

Tape

Buy volume: 3120
Sell volume: 1489
Buy/sell delta: 1631
Buy/sell ratio: 2.095366
Avg trade size: 46.09
Large trade count: 9
Largest trade size: 385

Candle

Return 1: 0
Return 3: -0.613012
Volume 1: 2
Volume avg 5: 1271.4
Momentum 5: -0.19857

Cross Exchange

Mid avg: 0.50289375
Mid median: 0.502915
Price deviation %: 0.021128
Spread %: 0.247567

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3062221
Quote volume 24h: 15886482.942
Price change 24h %: 3.03

Quality

Capture latency ms: 5434
Order book timestamp: 2026-07-06 13:03:23.998000+02:00
Ticker timestamp: 2026-07-06 13:03:21.797000+02:00
Trades timestamp: 2026-07-06 13:03:17.624000+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	flat	0.029821	0.029821	0.029821	0.029821	0.029821	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.029821	0.029821	0.029821	0.029821	0.029821	-0.029821	yes
30s	flat	0.029821	0.029821	0.029821	0.029821	0.029821	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.029821	0.029821	0.029821	0.029821	0.029821	-0.029821	yes
60s	flat	0.029821	0.029821	0.029821	0.029821	0.029821	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.029821	0.029821	0.029821	0.029821	0.029821	-0.029821	yes

Price

Best bid: 0.50235
Best ask: 0.50341
Spread: 0.00106
Spread %: 0.210786
Mid price: 0.50288
Last price: 0.50351
Mark price: -
Index price: -

Order Book

Bid depth 5: 8475
Ask depth 5: 16817
Bid depth 10: 32863
Ask depth 10: 30754
Bid depth 20: 68393
Ask depth 20: 166515
Imbalance 5: -0.329828
Imbalance 10: 0.033152
Imbalance 20: -0.417704
Top bid size: 30
Top ask size: 205
Bid wall score: 0.000439
Ask wall score: 0.001231

Dynamics

Bid depth 5 delta: -1747
Ask depth 5 delta: -9574
Imbalance 5 delta: 0.111791
Bid depth 10 delta: -14219
Ask depth 10 delta: -13753
Imbalance 10 delta: 0.005037
Spread delta: -0.00519
Mid price delta: -0.001255
Wall shift score: -0.001264

Tape

Buy volume: 27730
Sell volume: 8336
Buy/sell delta: 19394
Buy/sell ratio: 3.326536
Avg trade size: 360.66
Large trade count: 4
Largest trade size: 11900

Candle

Return 1: 0.246879
Return 3: -0.071447
Volume 1: 200
Volume avg 5: 104.8
Momentum 5: 0.101392

Cross Exchange

Mid avg: 0.5032075
Mid median: 0.5032225
Price deviation %: -0.065082
Spread %: 0.374597

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100720
Volume 24h: 845202
Quote volume 24h: 845202
Price change 24h %: 3.453873

Quality

Capture latency ms: 6283
Order book timestamp: 2026-07-06 13:03:17.801000+02:00
Ticker timestamp: 2026-07-06 13:03:19.051000+02:00
Trades timestamp: 2026-07-06 13:03:01.600000+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	0.038777	0.038777	0.038777	0.038777	0.038777	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.038777	0.038777	0.038777	0.038777	0.038777	-0.038777	yes
30s	flat	0.038777	0.038777	0.038777	0.038777	0.038777	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.038777	0.038777	0.038777	0.038777	0.038777	-0.038777	yes
60s	flat	0.038777	0.038777	0.038777	0.038777	0.038777	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.038777	0.038777	0.038777	0.038777	0.038777	-0.038777	yes

Price

Best bid: 0.50293
Best ask: 0.50406
Spread: 0.00113
Spread %: 0.224431
Mid price: 0.503495
Last price: 0.50307
Mark price: 0.50314
Index price: 0.503143

Order Book

Bid depth 5: 12
Ask depth 5: 11
Bid depth 10: 24
Ask depth 10: 45
Bid depth 20: 67
Ask depth 20: 71
Imbalance 5: 0.043478
Imbalance 10: -0.304348
Imbalance 20: -0.028986
Top bid size: 2
Top ask size: 1
Bid wall score: 0.029851
Ask wall score: 0.014085

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -12
Imbalance 5 delta: 0.437418
Bid depth 10 delta: 4
Ask depth 10 delta: -12
Imbalance 10 delta: 0.176172
Spread delta: 0.00062
Mid price delta: 0.00069
Wall shift score: 0.144885

Tape

Buy volume: 77
Sell volume: 165
Buy/sell delta: -88
Buy/sell ratio: 0.466667
Avg trade size: 2.42
Large trade count: 6
Largest trade size: 17

Candle

Return 1: 0
Return 3: -0.700722
Volume 1: 0
Volume avg 5: 17
Momentum 5: -0.125074

Cross Exchange

Mid avg: 0.503035
Mid median: 0.5028775
Price deviation %: 0.091445
Spread %: 0.374725

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5582800
Quote volume 24h: 2856146
Price change 24h %: 4

Quality

Capture latency ms: 9460
Order book timestamp: 2026-07-06 13:03:07+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:15.769000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	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	Labeled
10s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
30s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
60s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 32506
gate: 32506
htx: 32271
mexc: 32500

By Symbol

VELVET/USDT:USDT: 129783

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