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: 130230
Total labels: 390690
Pending labels: 84
Eligible pending labels: 27
Labeled snapshots: 390606
Labels with advanced TP/SL: 371608
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001883
Avg long MAE 30s: 0.001883
Avg short MFE 30s: 0.311353
Avg short MAE 30s: 0.311353
Long labels: 157703
Short labels: 159833
Flat labels: 73070
Latest snapshot: 2026-07-06 20:10:45.105699+02:00
Recent trades snapshots: 130222
Micro candles: 2604340
Avg data quality: 75.9677186516163710
Latest latency: 9824 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 260 of 13023 · 130230 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 14:06:41.819418+02:00	htx	VELVET/USDT:USDT	0.49577	80	5685 ms	10s short -0.321722 30s short -0.321722 60s short -0.321722	advanced ready
2026-07-06 14:06:30.276157+02:00	gate	VELVET/USDT:USDT	0.49647	68	9486 ms	10s short -0.382702 30s short -0.382702 60s short -0.382702	advanced ready
2026-07-06 14:06:20.680306+02:00	binance	VELVET/USDT:USDT	0.49625	80	6241 ms	10s short -0.161209 30s short -0.161209 60s short -0.161209	advanced ready
2026-07-06 14:06:14.332254+02:00	mexc	VELVET/USDT:USDT	0.4961	68	5305 ms	10s short -0.07055 30s short -0.07055 60s short -0.07055	advanced ready
2026-07-06 14:06:08.957949+02:00	htx	VELVET/USDT:USDT	0.496075	90	4979 ms	10s short -0.061483 30s short -0.061483 60s short -0.061483	advanced ready
2026-07-06 14:05:58.092861+02:00	gate	VELVET/USDT:USDT	0.49664	68	9595 ms	10s flat -0.03423 30s flat -0.03423 60s flat -0.03423	advanced ready
2026-07-06 14:05:48.395407+02:00	binance	VELVET/USDT:USDT	0.49635	80	7386 ms	10s flat -0.020147 30s flat -0.020147 60s flat -0.020147	advanced ready
2026-07-06 14:05:40.869449+02:00	mexc	VELVET/USDT:USDT	0.49635	68	5353 ms	10s short -0.050368 30s short -0.050368 60s short -0.050368	advanced ready
2026-07-06 14:05:35.451281+02:00	htx	VELVET/USDT:USDT	0.49703	80	5426 ms	10s short -0.192141 30s short -0.192141 60s short -0.192141	advanced ready
2026-07-06 14:05:23.787073+02:00	gate	VELVET/USDT:USDT	0.498215	68	9910 ms	10s short -0.316129 30s short -0.316129 60s short -0.316129	advanced ready

Price

Best bid: 0.49505
Best ask: 0.49649
Spread: 0.00144
Spread %: 0.290457
Mid price: 0.49577
Last price: 0.49624
Mark price: -
Index price: -

Order Book

Bid depth 5: 9427
Ask depth 5: 5159
Bid depth 10: 45470
Ask depth 10: 27702
Bid depth 20: 85380
Ask depth 20: 166152
Imbalance 5: 0.292609
Imbalance 10: 0.242825
Imbalance 20: -0.32112
Top bid size: 753
Top ask size: 362
Bid wall score: 0.008819
Ask wall score: 0.002179

Dynamics

Bid depth 5 delta: -1740
Ask depth 5 delta: -20562
Imbalance 5 delta: 0.687155
Bid depth 10 delta: -1251
Ask depth 10 delta: -107290
Imbalance 10 delta: 0.728597
Spread delta: -0.00001
Mid price delta: -0.000305
Wall shift score: -0.037367

Tape

Buy volume: 8084
Sell volume: 17160
Buy/sell delta: -9076
Buy/sell ratio: 0.471096
Avg trade size: 252.44
Large trade count: 9
Largest trade size: 2630

Candle

Return 1: -0.483518
Return 3: -0.483518
Volume 1: 202
Volume avg 5: 80.4
Momentum 5: -0.76623

Cross Exchange

Mid avg: 0.49622375
Mid median: 0.496175
Price deviation %: -0.091441
Spread %: 0.079601

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 96675
Volume 24h: 870116
Quote volume 24h: 870116
Price change 24h %: 1.96014

Quality

Capture latency ms: 5685
Order book timestamp: 2026-07-06 14:06:39.997000+02:00
Ticker timestamp: 2026-07-06 14:06:40.293000+02:00
Trades timestamp: 2026-07-06 14:06:40.553000+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	-0.321722	-0.321722	-0.321722	0.321722	0.321722	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.321722	0.321722	0.321722	0.321722	-0.321722	0.321722	yes
30s	short	-0.321722	-0.321722	-0.321722	0.321722	0.321722	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.321722	0.321722	0.321722	0.321722	-0.321722	0.321722	yes
60s	short	-0.321722	-0.321722	-0.321722	0.321722	0.321722	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.321722	0.321722	0.321722	0.321722	-0.321722	0.321722	yes

Price

Best bid: 0.49609
Best ask: 0.49685
Spread: 0.00076
Spread %: 0.153081
Mid price: 0.49647
Last price: 0.4959
Mark price: 0.49668
Index price: 0.496733

Order Book

Bid depth 5: 9
Ask depth 5: 13
Bid depth 10: 17
Ask depth 10: 44
Bid depth 20: 53
Ask depth 20: 67
Imbalance 5: -0.181818
Imbalance 10: -0.442623
Imbalance 20: -0.116667
Top bid size: 1
Top ask size: 1
Bid wall score: 0.018868
Ask wall score: 0.014925

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -1
Imbalance 5 delta: -0.061818
Bid depth 10 delta: -26
Ask depth 10 delta: -8
Imbalance 10 delta: -0.347886
Spread delta: 0
Mid price delta: -0.00017
Wall shift score: -0.002478

Tape

Buy volume: 104
Sell volume: 102
Buy/sell delta: 2
Buy/sell ratio: 1.019608
Avg trade size: 2.06
Large trade count: 8
Largest trade size: 20

Candle

Return 1: -0.140959
Return 3: -0.371673
Volume 1: 1
Volume avg 5: 29.4
Momentum 5: -0.653097

Cross Exchange

Mid avg: 0.49626625
Mid median: 0.496175
Price deviation %: 0.041057
Spread %: 0.11385

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: -0.000187
Funding abs: 0.00005
Funding pressure: 0.000237
Open interest: -
Volume 24h: 5376500
Quote volume 24h: 2764786
Price change 24h %: 4.55

Quality

Capture latency ms: 9486
Order book timestamp: 2026-07-06 14:06:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:19.562000+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	-0.382702	-0.382702	-0.382702	0.382702	0.382702	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.382702	0.382702	0.382702	0.382702	-0.382702	0.382702	yes
30s	short	-0.382702	-0.382702	-0.382702	0.382702	0.382702	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.382702	0.382702	0.382702	0.382702	-0.382702	0.382702	yes
60s	short	-0.382702	-0.382702	-0.382702	0.382702	0.382702	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.382702	0.382702	0.382702	0.382702	-0.382702	0.382702	yes

Price

Best bid: 0.4962
Best ask: 0.4963
Spread: 0.0001
Spread %: 0.020151
Mid price: 0.49625
Last price: 0.4956
Mark price: -
Index price: -

Order Book

Bid depth 5: 5480
Ask depth 5: 3070
Bid depth 10: 18237
Ask depth 10: 12486
Bid depth 20: 40101
Ask depth 20: 39905
Imbalance 5: 0.281871
Imbalance 10: 0.187189
Imbalance 20: 0.00245
Top bid size: 1016
Top ask size: 135
Bid wall score: 0.025336
Ask wall score: 0.003383

Dynamics

Bid depth 5 delta: -3250
Ask depth 5 delta: -250
Imbalance 5 delta: -0.167091
Bid depth 10 delta: -1326
Ask depth 10 delta: -1258
Imbalance 10 delta: 0.012481
Spread delta: -0.0002
Mid price delta: -0.0001
Wall shift score: 0.021013

Tape

Buy volume: 10289
Sell volume: 22881
Buy/sell delta: -12592
Buy/sell ratio: 0.449674
Avg trade size: 331.7
Large trade count: 8
Largest trade size: 6154

Candle

Return 1: -0.060447
Return 3: -0.241352
Volume 1: 13281
Volume avg 5: 86256.8
Momentum 5: -0.541408

Cross Exchange

Mid avg: 0.49629125
Mid median: 0.496225
Price deviation %: -0.008312
Spread %: 0.113844

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17260525
Volume 24h: 124408232
Quote volume 24h: 63948482.81927
Price change 24h %: 4.381

Quality

Capture latency ms: 6241
Order book timestamp: 2026-07-06 14:06:18.447000+02:00
Ticker timestamp: 2026-07-06 14:06:04.432000+02:00
Trades timestamp: 2026-07-06 14:06:18.508000+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	-0.161209	-0.161209	-0.161209	0.161209	0.161209	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.161209	0.161209	0.161209	0.161209	-0.161209	0.161209	yes
30s	short	-0.161209	-0.161209	-0.161209	0.161209	0.161209	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.161209	0.161209	0.161209	0.161209	-0.161209	0.161209	yes
60s	short	-0.161209	-0.161209	-0.161209	0.161209	0.161209	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.161209	0.161209	0.161209	0.161209	-0.161209	0.161209	yes

Price

Best bid: 0.496
Best ask: 0.4962
Spread: 0.0002
Spread %: 0.040314
Mid price: 0.4961
Last price: 0.4959
Mark price: -
Index price: 0.4962

Order Book

Bid depth 5: 1407
Ask depth 5: 1014
Bid depth 10: 2882
Ask depth 10: 2534
Bid depth 20: 6040
Ask depth 20: 10427
Imbalance 5: 0.16233
Imbalance 10: 0.064254
Imbalance 20: -0.266412
Top bid size: 74
Top ask size: 17
Bid wall score: 0.012252
Ask wall score: 0.00163

Dynamics

Bid depth 5 delta: -996
Ask depth 5 delta: -284
Imbalance 5 delta: -0.136238
Bid depth 10 delta: -2052
Ask depth 10 delta: -446
Imbalance 10 delta: -0.18265
Spread delta: -0.0003
Mid price delta: -0.00025
Wall shift score: -0.04517

Tape

Buy volume: 761
Sell volume: 4038
Buy/sell delta: -3277
Buy/sell ratio: 0.18846
Avg trade size: 47.99
Large trade count: 8
Largest trade size: 364

Candle

Return 1: -0.080596
Return 3: -0.181159
Volume 1: 1424
Volume avg 5: 2869
Momentum 5: -0.581395

Cross Exchange

Mid avg: 0.49635375
Mid median: 0.49635
Price deviation %: -0.051123
Spread %: 0.11383

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3122109
Quote volume 24h: 16201070.195
Price change 24h %: 1.66

Quality

Capture latency ms: 5305
Order book timestamp: 2026-07-06 14:06:12.412000+02:00
Ticker timestamp: 2026-07-06 14:06:12.676000+02:00
Trades timestamp: 2026-07-06 14:06:09.562000+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	-0.07055	-0.07055	-0.07055	0.07055	0.07055	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.07055	0.07055	0.07055	0.07055	-0.07055	0.07055	yes
30s	short	-0.07055	-0.07055	-0.07055	0.07055	0.07055	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.07055	0.07055	0.07055	0.07055	-0.07055	0.07055	yes
60s	short	-0.07055	-0.07055	-0.07055	0.07055	0.07055	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.07055	0.07055	0.07055	0.07055	-0.07055	0.07055	yes

Price

Best bid: 0.49535
Best ask: 0.4968
Spread: 0.00145
Spread %: 0.292295
Mid price: 0.496075
Last price: 0.49843
Mark price: -
Index price: -

Order Book

Bid depth 5: 11167
Ask depth 5: 25721
Bid depth 10: 46721
Ask depth 10: 134992
Bid depth 20: 89256
Ask depth 20: 171366
Imbalance 5: -0.394546
Imbalance 10: -0.485772
Imbalance 20: -0.315054
Top bid size: 4116
Top ask size: 361
Bid wall score: 0.046115
Ask wall score: 0.002107

Dynamics

Bid depth 5 delta: -1384
Ask depth 5 delta: 19230
Imbalance 5 delta: -0.71279
Bid depth 10 delta: 3039
Ask depth 10 delta: 94465
Imbalance 10 delta: -0.523238
Spread delta: -0.00507
Mid price delta: -0.000955
Wall shift score: 0.031916

Tape

Buy volume: 8084
Sell volume: 17034
Buy/sell delta: -8950
Buy/sell ratio: 0.47458
Avg trade size: 251.18
Large trade count: 9
Largest trade size: 2630

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 40
Momentum 5: -0.284085

Cross Exchange

Mid avg: 0.4965925
Mid median: 0.496495
Price deviation %: -0.10421
Spread %: 0.136933

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 96676
Volume 24h: 870114
Quote volume 24h: 870114
Price change 24h %: 2.410109

Quality

Capture latency ms: 4979
Order book timestamp: 2026-07-06 14:06:07.601000+02:00
Ticker timestamp: 2026-07-06 14:06:07.878000+02:00
Trades timestamp: 2026-07-06 14:03:56.444000+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	short	-0.061483	-0.061483	-0.061483	0.061483	0.061483	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.061483	0.061483	0.061483	0.061483	-0.061483	0.061483	yes
30s	short	-0.061483	-0.061483	-0.061483	0.061483	0.061483	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.061483	0.061483	0.061483	0.061483	-0.061483	0.061483	yes
60s	short	-0.061483	-0.061483	-0.061483	0.061483	0.061483	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.061483	0.061483	0.061483	0.061483	-0.061483	0.061483	yes

Price

Best bid: 0.49626
Best ask: 0.49702
Spread: 0.00076
Spread %: 0.153028
Mid price: 0.49664
Last price: 0.4966
Mark price: 0.49761
Index price: 0.49761

Order Book

Bid depth 5: 11
Ask depth 5: 14
Bid depth 10: 43
Ask depth 10: 52
Bid depth 20: 62
Ask depth 20: 103
Imbalance 5: -0.12
Imbalance 10: -0.094737
Imbalance 20: -0.248485
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016129
Ask wall score: 0.009709

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 3
Imbalance 5 delta: -0.163478
Bid depth 10 delta: 21
Ask depth 10 delta: 29
Imbalance 10 delta: -0.072515
Spread delta: 0.00013
Mid price delta: -0.001575
Wall shift score: -0.008258

Tape

Buy volume: 105
Sell volume: 101
Buy/sell delta: 4
Buy/sell ratio: 1.039604
Avg trade size: 2.06
Large trade count: 8
Largest trade size: 20

Candle

Return 1: -0.259093
Return 3: -0.20297
Volume 1: 4
Volume avg 5: 33.6
Momentum 5: -0.959295

Cross Exchange

Mid avg: 0.49698625
Mid median: 0.49669
Price deviation %: -0.06967
Spread %: 0.375262

Funding / OI / Volume

Funding rate: 0.000237
Funding delta: 0
Funding abs: 0.000237
Funding pressure: 0.000237
Open interest: -
Volume 24h: 5376300
Quote volume 24h: 2764686
Price change 24h %: 4.66

Quality

Capture latency ms: 9595
Order book timestamp: 2026-07-06 14:05:56+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:19.541000+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	-0.03423	-0.03423	-0.03423	0.03423	0.03423	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.03423	0.03423	0.03423	0.03423	-0.03423	0.03423	yes
30s	flat	-0.03423	-0.03423	-0.03423	0.03423	0.03423	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.03423	0.03423	0.03423	0.03423	-0.03423	0.03423	yes
60s	flat	-0.03423	-0.03423	-0.03423	0.03423	0.03423	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.03423	0.03423	0.03423	0.03423	-0.03423	0.03423	yes

Price

Best bid: 0.4962
Best ask: 0.4965
Spread: 0.0003
Spread %: 0.060441
Mid price: 0.49635
Last price: 0.4964
Mark price: -
Index price: -

Order Book

Bid depth 5: 8730
Ask depth 5: 3320
Bid depth 10: 19563
Ask depth 10: 13744
Bid depth 20: 37499
Ask depth 20: 44330
Imbalance 5: 0.448963
Imbalance 10: 0.174708
Imbalance 20: -0.083479
Top bid size: 64
Top ask size: 34
Bid wall score: 0.001707
Ask wall score: 0.000767

Dynamics

Bid depth 5 delta: 4671
Ask depth 5 delta: 7
Imbalance 5 delta: 0.347769
Bid depth 10 delta: 9526
Ask depth 10 delta: 1998
Imbalance 10 delta: 0.253164
Spread delta: 0.0002
Mid price delta: -0.0025
Wall shift score: -0.041443

Tape

Buy volume: 14418
Sell volume: 41294
Buy/sell delta: -26876
Buy/sell ratio: 0.349155
Avg trade size: 557.12
Large trade count: 10
Largest trade size: 7230

Candle

Return 1: -0.201005
Return 3: -0.620496
Volume 1: 68614
Volume avg 5: 94531.2
Momentum 5: -0.878419

Cross Exchange

Mid avg: 0.49761125
Mid median: 0.4976225
Price deviation %: -0.253461
Spread %: 0.5024

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17263031
Volume 24h: 124421160
Quote volume 24h: 63954048.41237
Price change 24h %: 4.417

Quality

Capture latency ms: 7386
Order book timestamp: 2026-07-06 14:05:46.192000+02:00
Ticker timestamp: 2026-07-06 14:05:37.107000+02:00
Trades timestamp: 2026-07-06 14:05:47.148000+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	-0.020147	-0.020147	-0.020147	0.020147	0.020147	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.020147	0.020147	0.020147	0.020147	-0.020147	0.020147	yes
30s	flat	-0.020147	-0.020147	-0.020147	0.020147	0.020147	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.020147	0.020147	0.020147	0.020147	-0.020147	0.020147	yes
60s	flat	-0.020147	-0.020147	-0.020147	0.020147	0.020147	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.020147	0.020147	0.020147	0.020147	-0.020147	0.020147	yes

Price

Best bid: 0.4961
Best ask: 0.4966
Spread: 0.0005
Spread %: 0.100735
Mid price: 0.49635
Last price: 0.4967
Mark price: -
Index price: 0.4976

Order Book

Bid depth 5: 2403
Ask depth 5: 1298
Bid depth 10: 4934
Ask depth 10: 2980
Bid depth 20: 14131
Ask depth 20: 6804
Imbalance 5: 0.298568
Imbalance 10: 0.246904
Imbalance 20: 0.349988
Top bid size: 859
Top ask size: 34
Bid wall score: 0.060788
Ask wall score: 0.004997

Dynamics

Bid depth 5 delta: 315
Ask depth 5 delta: 186
Imbalance 5 delta: -0.006432
Bid depth 10 delta: 192
Ask depth 10 delta: 178
Imbalance 10 delta: -0.010254
Spread delta: 0.0001
Mid price delta: -0.00145
Wall shift score: 0.046817

Tape

Buy volume: 2279
Sell volume: 3297
Buy/sell delta: -1018
Buy/sell ratio: 0.691234
Avg trade size: 55.76
Large trade count: 7
Largest trade size: 631

Candle

Return 1: -0.261149
Return 3: -0.600601
Volume 1: 1500
Volume avg 5: 2716
Momentum 5: -0.819017

Cross Exchange

Mid avg: 0.49797375
Mid median: 0.4980075
Price deviation %: -0.326071
Spread %: 0.365481

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3119739
Quote volume 24h: 16189321.081
Price change 24h %: 1.82

Quality

Capture latency ms: 5353
Order book timestamp: 2026-07-06 14:05:39.147000+02:00
Ticker timestamp: 2026-07-06 14:05:36.874000+02:00
Trades timestamp: 2026-07-06 14:05:39.144000+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	-0.050368	-0.050368	-0.050368	0.050368	0.050368	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050368	0.050368	0.050368	0.050368	-0.050368	0.050368	yes
30s	short	-0.050368	-0.050368	-0.050368	0.050368	0.050368	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050368	0.050368	0.050368	0.050368	-0.050368	0.050368	yes
60s	short	-0.050368	-0.050368	-0.050368	0.050368	0.050368	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050368	0.050368	0.050368	0.050368	-0.050368	0.050368	yes

Price

Best bid: 0.49377
Best ask: 0.50029
Spread: 0.00652
Spread %: 1.311792
Mid price: 0.49703
Last price: 0.49843
Mark price: -
Index price: -

Order Book

Bid depth 5: 12551
Ask depth 5: 6491
Bid depth 10: 43682
Ask depth 10: 40527
Bid depth 20: 85816
Ask depth 20: 177429
Imbalance 5: 0.318244
Imbalance 10: 0.037466
Imbalance 20: -0.348014
Top bid size: 1192
Top ask size: 319
Bid wall score: 0.01389
Ask wall score: 0.001798

Dynamics

Bid depth 5 delta: 4666
Ask depth 5 delta: 3563
Imbalance 5 delta: -0.140186
Bid depth 10 delta: 3322
Ask depth 10 delta: 15272
Imbalance 10 delta: -0.19274
Spread delta: 0.00012
Mid price delta: -0.00095
Wall shift score: 0.01499

Tape

Buy volume: 8084
Sell volume: 17034
Buy/sell delta: -8950
Buy/sell ratio: 0.47458
Avg trade size: 251.18
Large trade count: 9
Largest trade size: 2630

Candle

Return 1: 0
Return 3: -0.284085
Volume 1: 0
Volume avg 5: 79.6
Momentum 5: -0.580444

Cross Exchange

Mid avg: 0.49821125
Mid median: 0.4980975
Price deviation %: -0.237098
Spread %: 0.210754

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 96676
Volume 24h: 870114
Quote volume 24h: 870114
Price change 24h %: 2.410109

Quality

Capture latency ms: 5426
Order book timestamp: 2026-07-06 14:05:34.097000+02:00
Ticker timestamp: 2026-07-06 14:05:34.360000+02:00
Trades timestamp: 2026-07-06 14:03:56.444000+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	-0.192141	-0.192141	-0.192141	0.192141	0.192141	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.192141	0.192141	0.192141	0.192141	-0.192141	0.192141	yes
30s	short	-0.192141	-0.192141	-0.192141	0.192141	0.192141	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.192141	0.192141	0.192141	0.192141	-0.192141	0.192141	yes
60s	short	-0.192141	-0.192141	-0.192141	0.192141	0.192141	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.192141	0.192141	0.192141	0.192141	-0.192141	0.192141	yes

Price

Best bid: 0.4979
Best ask: 0.49853
Spread: 0.00063
Spread %: 0.126451
Mid price: 0.498215
Last price: 0.4982
Mark price: 0.49814
Index price: 0.498027

Order Book

Bid depth 5: 12
Ask depth 5: 11
Bid depth 10: 22
Ask depth 10: 23
Bid depth 20: 66
Ask depth 20: 64
Imbalance 5: 0.043478
Imbalance 10: -0.022222
Imbalance 20: 0.015385
Top bid size: 2
Top ask size: 1
Bid wall score: 0.030303
Ask wall score: 0.015625

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 0
Imbalance 5 delta: 0.143478
Bid depth 10 delta: 0
Ask depth 10 delta: -20
Imbalance 10 delta: 0.300855
Spread delta: -0.00013
Mid price delta: 0.000195
Wall shift score: 0.014926

Tape

Buy volume: 104
Sell volume: 102
Buy/sell delta: 2
Buy/sell ratio: 1.019608
Avg trade size: 2.06
Large trade count: 8
Largest trade size: 20

Candle

Return 1: 0.062263
Return 3: 0.118567
Volume 1: 2
Volume avg 5: 33.2
Momentum 5: -0.640195

Cross Exchange

Mid avg: 0.4981625
Mid median: 0.498
Price deviation %: 0.010539
Spread %: 0.210775

Funding / OI / Volume

Funding rate: 0.000237
Funding delta: -0.000216
Funding abs: 0.000237
Funding pressure: 0.000453
Open interest: -
Volume 24h: 5376100
Quote volume 24h: 2764586
Price change 24h %: 5

Quality

Capture latency ms: 9910
Order book timestamp: 2026-07-06 14:05:22+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:19.520000+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	-0.316129	-0.316129	-0.316129	0.316129	0.316129	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.316129	0.316129	0.316129	0.316129	-0.316129	0.316129	yes
30s	short	-0.316129	-0.316129	-0.316129	0.316129	0.316129	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.316129	0.316129	0.316129	0.316129	-0.316129	0.316129	yes
60s	short	-0.316129	-0.316129	-0.316129	0.316129	0.316129	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.316129	0.316129	0.316129	0.316129	-0.316129	0.316129	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 32618
gate: 32618
htx: 32382
mexc: 32612

By Symbol

VELVET/USDT:USDT: 130230

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