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: 130685
Total labels: 392055
Pending labels: 83
Eligible pending labels: 27
Labeled snapshots: 391972
Labels with advanced TP/SL: 372974
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001875
Avg long MAE 30s: 0.001875
Avg short MFE 30s: 0.310747
Avg short MAE 30s: 0.310747
Long labels: 158199
Short labels: 160370
Flat labels: 73403
Latest snapshot: 2026-07-06 21:14:28.288961+02:00
Recent trades snapshots: 130677
Micro candles: 2613440
Avg data quality: 75.9705245437502391
Latest latency: 9534 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 261 of 13069 · 130685 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 15:09:52.291406+02:00	mexc	VELVET/USDT:USDT	0.5169	68	5437 ms	10s long 0.106404 30s long 0.106404 60s long 0.106404	advanced ready
2026-07-06 15:09:46.786971+02:00	htx	VELVET/USDT:USDT	0.517435	90	4478 ms	10s short -0.155575 30s short -0.155575 60s short -0.155575	advanced ready
2026-07-06 15:09:36.512768+02:00	gate	VELVET/USDT:USDT	0.518255	68	9911 ms	10s short -0.243124 30s short -0.243124 60s short -0.243124	advanced ready
2026-07-06 15:09:26.489901+02:00	binance	VELVET/USDT:USDT	0.5194	80	7710 ms	10s short -0.471698 30s short -0.471698 60s short -0.471698	advanced ready
2026-07-06 15:09:18.683542+02:00	mexc	VELVET/USDT:USDT	0.51915	68	5357 ms	10s short -0.433401 30s short -0.433401 60s short -0.433401	advanced ready
2026-07-06 15:09:13.247887+02:00	htx	VELVET/USDT:USDT	0.519185	80	5825 ms	10s short -0.337067 30s short -0.337067 60s short -0.337067	advanced ready
2026-07-06 15:09:01.284912+02:00	gate	VELVET/USDT:USDT	0.52009	68	10195 ms	10s short -0.352824 30s short -0.352824 60s short -0.352824	advanced ready
2026-07-06 15:08:50.985456+02:00	binance	VELVET/USDT:USDT	0.51895	80	7154 ms	10s long 0.086714 30s long 0.086714 60s long 0.086714	advanced ready
2026-07-06 15:08:43.717092+02:00	mexc	VELVET/USDT:USDT	0.5192	68	5858 ms	10s flat -0.00963 30s flat -0.00963 60s flat -0.00963	advanced ready
2026-07-06 15:08:37.785932+02:00	htx	VELVET/USDT:USDT	0.519885	80	5349 ms	10s short -0.134645 30s short -0.134645 60s short -0.134645	advanced ready

Price

Best bid: 0.5168
Best ask: 0.517
Spread: 0.0002
Spread %: 0.038692
Mid price: 0.5169
Last price: 0.5171
Mark price: -
Index price: 0.5183

Order Book

Bid depth 5: 1136
Ask depth 5: 943
Bid depth 10: 6748
Ask depth 10: 2591
Bid depth 20: 13414
Ask depth 20: 6051
Imbalance 5: 0.092833
Imbalance 10: 0.445123
Imbalance 20: 0.378269
Top bid size: 77
Top ask size: 138
Bid wall score: 0.00574
Ask wall score: 0.022806

Dynamics

Bid depth 5 delta: 55
Ask depth 5 delta: 61
Imbalance 5 delta: -0.008542
Bid depth 10 delta: 1964
Ask depth 10 delta: -453
Imbalance 10 delta: 0.222844
Spread delta: 0.0001
Mid price delta: -0.00225
Wall shift score: -0.018121

Tape

Buy volume: 1200
Sell volume: 2360
Buy/sell delta: -1160
Buy/sell ratio: 0.508475
Avg trade size: 35.6
Large trade count: 8
Largest trade size: 250

Candle

Return 1: -0.385356
Return 3: -0.096618
Volume 1: 1238
Volume avg 5: 2793.6
Momentum 5: 0.407846

Cross Exchange

Mid avg: 0.51856
Mid median: 0.5187025
Price deviation %: -0.320117
Spread %: 0.378934

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3149239
Quote volume 24h: 16374683.833
Price change 24h %: 6

Quality

Capture latency ms: 5437
Order book timestamp: 2026-07-06 15:09:50.692000+02:00
Ticker timestamp: 2026-07-06 15:09:48.827000+02:00
Trades timestamp: 2026-07-06 15:09:50.933000+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	0.106404	0.106404	0.106404	0.106404	0.106404	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.106404	0.106404	0.106404	0.106404	0.106404	-0.106404	yes
30s	long	0.106404	0.106404	0.106404	0.106404	0.106404	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.106404	0.106404	0.106404	0.106404	0.106404	-0.106404	yes
60s	long	0.106404	0.106404	0.106404	0.106404	0.106404	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.106404	0.106404	0.106404	0.106404	0.106404	-0.106404	yes

Price

Best bid: 0.51663
Best ask: 0.51824
Spread: 0.00161
Spread %: 0.31115
Mid price: 0.517435
Last price: 0.52
Mark price: -
Index price: -

Order Book

Bid depth 5: 8240
Ask depth 5: 3630
Bid depth 10: 41132
Ask depth 10: 36186
Bid depth 20: 181764
Ask depth 20: 168432
Imbalance 5: 0.388374
Imbalance 10: 0.06397
Imbalance 20: 0.03807
Top bid size: 1464
Top ask size: 603
Bid wall score: 0.008054
Ask wall score: 0.00358

Dynamics

Bid depth 5 delta: -9821
Ask depth 5 delta: -20028
Imbalance 5 delta: 0.522534
Bid depth 10 delta: -45725
Ask depth 10 delta: -3403
Imbalance 10 delta: -0.30985
Spread delta: 0.0001
Mid price delta: -0.00175
Wall shift score: -0.009728

Tape

Buy volume: 1432
Sell volume: 16054
Buy/sell delta: -14622
Buy/sell ratio: 0.089199
Avg trade size: 174.86
Large trade count: 3
Largest trade size: 712

Candle

Return 1: 0.134797
Return 3: 1.098474
Volume 1: 13448
Volume avg 5: 2873.6
Momentum 5: 2.247478

Cross Exchange

Mid avg: 0.5189975
Mid median: 0.5191675
Price deviation %: -0.301061
Spread %: 0.220618

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 92940
Volume 24h: 855378
Quote volume 24h: 855378
Price change 24h %: 6.841997

Quality

Capture latency ms: 4478
Order book timestamp: 2026-07-06 15:09:45.497000+02:00
Ticker timestamp: 2026-07-06 15:09:45.866000+02:00
Trades timestamp: 2026-07-06 15:09:29.142000+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	-0.155575	-0.155575	-0.155575	0.155575	0.155575	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.155575	0.155575	0.155575	0.155575	-0.155575	0.155575	yes
30s	short	-0.155575	-0.155575	-0.155575	0.155575	0.155575	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.155575	0.155575	0.155575	0.155575	-0.155575	0.155575	yes
60s	short	-0.155575	-0.155575	-0.155575	0.155575	0.155575	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.155575	0.155575	0.155575	0.155575	-0.155575	0.155575	yes

Price

Best bid: 0.51783
Best ask: 0.51868
Spread: 0.00085
Spread %: 0.164012
Mid price: 0.518255
Last price: 0.51802
Mark price: 0.51924
Index price: 0.51923

Order Book

Bid depth 5: 7
Ask depth 5: 10
Bid depth 10: 23
Ask depth 10: 42
Bid depth 20: 69
Ask depth 20: 63
Imbalance 5: -0.176471
Imbalance 10: -0.292308
Imbalance 20: 0.045455
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014493
Ask wall score: 0.015873

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 4
Imbalance 5 delta: -0.176471
Bid depth 10 delta: -15
Ask depth 10 delta: 24
Imbalance 10 delta: -0.649451
Spread delta: 0.00037
Mid price delta: -0.001835
Wall shift score: -0.001672

Tape

Buy volume: 275
Sell volume: 76
Buy/sell delta: 199
Buy/sell ratio: 3.618421
Avg trade size: 3.51
Large trade count: 8
Largest trade size: 17

Candle

Return 1: -0.273371
Return 3: -0.02123
Volume 1: 36
Volume avg 5: 63.8
Momentum 5: 0.650903

Cross Exchange

Mid avg: 0.51945625
Mid median: 0.5192925
Price deviation %: -0.231251
Spread %: 0.180958

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5569500
Quote volume 24h: 2867567
Price change 24h %: 11.66

Quality

Capture latency ms: 9911
Order book timestamp: 2026-07-06 15:09:35+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:23.373000+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	-0.243124	-0.243124	-0.243124	0.243124	0.243124	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.243124	0.243124	0.243124	0.243124	-0.243124	0.243124	yes
30s	short	-0.243124	-0.243124	-0.243124	0.243124	0.243124	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.243124	0.243124	0.243124	0.243124	-0.243124	0.243124	yes
60s	short	-0.243124	-0.243124	-0.243124	0.243124	0.243124	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.243124	0.243124	0.243124	0.243124	-0.243124	0.243124	yes

Price

Best bid: 0.5193
Best ask: 0.5195
Spread: 0.0002
Spread %: 0.038506
Mid price: 0.5194
Last price: 0.519
Mark price: -
Index price: -

Order Book

Bid depth 5: 17854
Ask depth 5: 4470
Bid depth 10: 30820
Ask depth 10: 11297
Bid depth 20: 129840
Ask depth 20: 34257
Imbalance 5: 0.599534
Imbalance 10: 0.463542
Imbalance 20: 0.582479
Top bid size: 229
Top ask size: 35
Bid wall score: 0.001764
Ask wall score: 0.001022

Dynamics

Bid depth 5 delta: 9725
Ask depth 5 delta: -1468
Imbalance 5 delta: 0.44378
Bid depth 10 delta: -68496
Ask depth 10 delta: -1281
Imbalance 10 delta: -0.311638
Spread delta: 0.0001
Mid price delta: 0.00045
Wall shift score: 0.022409

Tape

Buy volume: 14252
Sell volume: 18103
Buy/sell delta: -3851
Buy/sell ratio: 0.787273
Avg trade size: 323.55
Large trade count: 6
Largest trade size: 2302

Candle

Return 1: -0.057737
Return 3: 0.192938
Volume 1: 26003
Volume avg 5: 82731.6
Momentum 5: 0.854535

Cross Exchange

Mid avg: 0.51934375
Mid median: 0.5191675
Price deviation %: 0.010831
Spread %: 0.219508

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17368311
Volume 24h: 124244414
Quote volume 24h: 64088206.88621
Price change 24h %: 12.071

Quality

Capture latency ms: 7710
Order book timestamp: 2026-07-06 15:09:24.329000+02:00
Ticker timestamp: 2026-07-06 15:09:16.760000+02:00
Trades timestamp: 2026-07-06 15:09:25.320000+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	-0.471698	-0.471698	-0.471698	0.471698	0.471698	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.471698	0.471698	0.471698	0.471698	-0.471698	0.471698	yes
30s	short	-0.471698	-0.471698	-0.471698	0.471698	0.471698	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.471698	0.471698	0.471698	0.471698	-0.471698	0.471698	yes
60s	short	-0.471698	-0.471698	-0.471698	0.471698	0.471698	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.471698	0.471698	0.471698	0.471698	-0.471698	0.471698	yes

Price

Best bid: 0.5191
Best ask: 0.5192
Spread: 0.0001
Spread %: 0.019262
Mid price: 0.51915
Last price: 0.5192
Mark price: -
Index price: 0.5195

Order Book

Bid depth 5: 1081
Ask depth 5: 882
Bid depth 10: 4784
Ask depth 10: 3044
Bid depth 20: 14669
Ask depth 20: 6615
Imbalance 5: 0.101375
Imbalance 10: 0.222279
Imbalance 20: 0.378406
Top bid size: 31
Top ask size: 7
Bid wall score: 0.002113
Ask wall score: 0.001058

Dynamics

Bid depth 5 delta: -651
Ask depth 5 delta: 77
Imbalance 5 delta: -0.264017
Bid depth 10 delta: -87
Ask depth 10 delta: 565
Imbalance 10 delta: -0.103163
Spread delta: -0.0001
Mid price delta: -0.00005
Wall shift score: 0.000561

Tape

Buy volume: 912
Sell volume: 3028
Buy/sell delta: -2116
Buy/sell ratio: 0.301189
Avg trade size: 39.4
Large trade count: 7
Largest trade size: 250

Candle

Return 1: 0.038536
Return 3: 0.328502
Volume 1: 65
Volume avg 5: 2559
Momentum 5: 0.835114

Cross Exchange

Mid avg: 0.51935625
Mid median: 0.5191925
Price deviation %: -0.039713
Spread %: 0.219503

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3148421
Quote volume 24h: 16370444.273
Price change 24h %: 6.43

Quality

Capture latency ms: 5357
Order book timestamp: 2026-07-06 15:09:16.543000+02:00
Ticker timestamp: 2026-07-06 15:09:15.913000+02:00
Trades timestamp: 2026-07-06 15:09:16.628000+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	-0.433401	-0.433401	-0.433401	0.433401	0.433401	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.433401	0.433401	0.433401	0.433401	-0.433401	0.433401	yes
30s	short	-0.433401	-0.433401	-0.433401	0.433401	0.433401	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.433401	0.433401	0.433401	0.433401	-0.433401	0.433401	yes
60s	short	-0.433401	-0.433401	-0.433401	0.433401	0.433401	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.433401	0.433401	0.433401	0.433401	-0.433401	0.433401	yes

Price

Best bid: 0.51843
Best ask: 0.51994
Spread: 0.00151
Spread %: 0.29084
Mid price: 0.519185
Last price: 0.5193
Mark price: -
Index price: -

Order Book

Bid depth 5: 18061
Ask depth 5: 23658
Bid depth 10: 86857
Ask depth 10: 39589
Bid depth 20: 222091
Ask depth 20: 172452
Imbalance 5: -0.134159
Imbalance 10: 0.37382
Imbalance 20: 0.125814
Top bid size: 3444
Top ask size: 225
Bid wall score: 0.015507
Ask wall score: 0.001305

Dynamics

Bid depth 5 delta: 13690
Ask depth 5 delta: 20162
Imbalance 5 delta: -0.245384
Bid depth 10 delta: -22557
Ask depth 10 delta: 5676
Imbalance 10 delta: -0.152955
Spread delta: 0.00002
Mid price delta: -0.0007
Wall shift score: 0.015088

Tape

Buy volume: 6086
Sell volume: 28386
Buy/sell delta: -22300
Buy/sell ratio: 0.214401
Avg trade size: 344.72
Large trade count: 11
Largest trade size: 5312

Candle

Return 1: 0
Return 3: 0.96238
Volume 1: 0
Volume avg 5: 184
Momentum 5: 2.109837

Cross Exchange

Mid avg: 0.51953125
Mid median: 0.5195425
Price deviation %: -0.066647
Spread %: 0.219429

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 92940
Volume 24h: 851058
Quote volume 24h: 851058
Price change 24h %: 6.698171

Quality

Capture latency ms: 5825
Order book timestamp: 2026-07-06 15:09:11.201000+02:00
Ticker timestamp: 2026-07-06 15:09:11.546000+02:00
Trades timestamp: 2026-07-06 15:08:11.753000+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	-0.337067	-0.337067	-0.337067	0.337067	0.337067	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.337067	0.337067	0.337067	0.337067	-0.337067	0.337067	yes
30s	short	-0.337067	-0.337067	-0.337067	0.337067	0.337067	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.337067	0.337067	0.337067	0.337067	-0.337067	0.337067	yes
60s	short	-0.337067	-0.337067	-0.337067	0.337067	0.337067	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.337067	0.337067	0.337067	0.337067	-0.337067	0.337067	yes

Price

Best bid: 0.51985
Best ask: 0.52033
Spread: 0.00048
Spread %: 0.092292
Mid price: 0.52009
Last price: 0.51944
Mark price: 0.51963
Index price: 0.51962

Order Book

Bid depth 5: 6
Ask depth 5: 6
Bid depth 10: 38
Ask depth 10: 18
Bid depth 20: 58
Ask depth 20: 59
Imbalance 5: 0
Imbalance 10: 0.357143
Imbalance 20: -0.008547
Top bid size: 1
Top ask size: 1
Bid wall score: 0.017241
Ask wall score: 0.016949

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -1
Imbalance 5 delta: 0
Bid depth 10 delta: 4
Ask depth 10 delta: -1
Imbalance 10 delta: 0.074124
Spread delta: -0.00025
Mid price delta: 0.000135
Wall shift score: -0.000616

Tape

Buy volume: 274
Sell volume: 93
Buy/sell delta: 181
Buy/sell ratio: 2.946237
Avg trade size: 3.67
Large trade count: 9
Largest trade size: 17

Candle

Return 1: 0
Return 3: 0.252832
Volume 1: 0
Volume avg 5: 56.6
Momentum 5: 0.926807

Cross Exchange

Mid avg: 0.5194975
Mid median: 0.5195425
Price deviation %: 0.114053
Spread %: 0.193456

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5567800
Quote volume 24h: 2866683
Price change 24h %: 11.97

Quality

Capture latency ms: 10195
Order book timestamp: 2026-07-06 15:09:00+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:23.326000+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	-0.352824	-0.352824	-0.352824	0.352824	0.352824	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.352824	0.352824	0.352824	0.352824	-0.352824	0.352824	yes
30s	short	-0.352824	-0.352824	-0.352824	0.352824	0.352824	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.352824	0.352824	0.352824	0.352824	-0.352824	0.352824	yes
60s	short	-0.352824	-0.352824	-0.352824	0.352824	0.352824	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.352824	0.352824	0.352824	0.352824	-0.352824	0.352824	yes

Price

Best bid: 0.5189
Best ask: 0.519
Spread: 0.0001
Spread %: 0.01927
Mid price: 0.51895
Last price: 0.5191
Mark price: -
Index price: -

Order Book

Bid depth 5: 8129
Ask depth 5: 5938
Bid depth 10: 99316
Ask depth 10: 12578
Bid depth 20: 121306
Ask depth 20: 28438
Imbalance 5: 0.155755
Imbalance 10: 0.77518
Imbalance 20: 0.620178
Top bid size: 42
Top ask size: 626
Bid wall score: 0.000346
Ask wall score: 0.022013

Dynamics

Bid depth 5 delta: 4080
Ask depth 5 delta: 1188
Imbalance 5 delta: 0.235423
Bid depth 10 delta: 82130
Ask depth 10 delta: -4286
Imbalance 10 delta: 0.765723
Spread delta: -0.0001
Mid price delta: -0.00075
Wall shift score: -0.009407

Tape

Buy volume: 12341
Sell volume: 19986
Buy/sell delta: -7645
Buy/sell ratio: 0.617482
Avg trade size: 323.27
Large trade count: 9
Largest trade size: 3493

Candle

Return 1: -0.173077
Return 3: 1.149649
Volume 1: 40489
Volume avg 5: 80839.8
Momentum 5: 0.894072

Cross Exchange

Mid avg: 0.519685
Mid median: 0.5197925
Price deviation %: -0.141432
Spread %: 0.14528

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 17368527
Volume 24h: 124223067
Quote volume 24h: 64075877.23211
Price change 24h %: 12.165

Quality

Capture latency ms: 7154
Order book timestamp: 2026-07-06 15:08:48.733000+02:00
Ticker timestamp: 2026-07-06 15:08:44.367000+02:00
Trades timestamp: 2026-07-06 15:08:50.482000+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	0.086714	0.086714	0.086714	0.086714	0.086714	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.086714	0.086714	0.086714	0.086714	0.086714	-0.086714	yes
30s	long	0.086714	0.086714	0.086714	0.086714	0.086714	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.086714	0.086714	0.086714	0.086714	0.086714	-0.086714	yes
60s	long	0.086714	0.086714	0.086714	0.086714	0.086714	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.086714	0.086714	0.086714	0.086714	0.086714	-0.086714	yes

Price

Best bid: 0.5191
Best ask: 0.5193
Spread: 0.0002
Spread %: 0.038521
Mid price: 0.5192
Last price: 0.5194
Mark price: -
Index price: 0.5196

Order Book

Bid depth 5: 1732
Ask depth 5: 805
Bid depth 10: 4871
Ask depth 10: 2479
Bid depth 20: 14717
Ask depth 20: 6865
Imbalance 5: 0.365392
Imbalance 10: 0.325442
Imbalance 20: 0.363822
Top bid size: 48
Top ask size: 19
Bid wall score: 0.003262
Ask wall score: 0.002768

Dynamics

Bid depth 5 delta: 431
Ask depth 5 delta: 167
Imbalance 5 delta: 0.023463
Bid depth 10 delta: 342
Ask depth 10 delta: 672
Imbalance 10 delta: -0.104166
Spread delta: 0.0001
Mid price delta: -0.00035
Wall shift score: -0.009928

Tape

Buy volume: 2004
Sell volume: 2782
Buy/sell delta: -778
Buy/sell ratio: 0.720345
Avg trade size: 47.86
Large trade count: 8
Largest trade size: 297

Candle

Return 1: -0.096246
Return 3: 1.149873
Volume 1: 1995
Volume avg 5: 2743
Momentum 5: 0.972763

Cross Exchange

Mid avg: 0.5197725
Mid median: 0.5197925
Price deviation %: -0.110144
Spread %: 0.077919

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3147289
Quote volume 24h: 16364567.292
Price change 24h %: 6.47

Quality

Capture latency ms: 5858
Order book timestamp: 2026-07-06 15:08:41.797000+02:00
Ticker timestamp: 2026-07-06 15:08:39.821000+02:00
Trades timestamp: 2026-07-06 15:08:42.308000+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	-0.00963	-0.00963	-0.00963	0.00963	0.00963	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.00963	0.00963	0.00963	0.00963	-0.00963	0.00963	yes
30s	flat	-0.00963	-0.00963	-0.00963	0.00963	0.00963	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.00963	0.00963	0.00963	0.00963	-0.00963	0.00963	yes
60s	flat	-0.00963	-0.00963	-0.00963	0.00963	0.00963	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.00963	0.00963	0.00963	0.00963	-0.00963	0.00963	yes

Price

Best bid: 0.51914
Best ask: 0.52063
Spread: 0.00149
Spread %: 0.286602
Mid price: 0.519885
Last price: 0.5193
Mark price: -
Index price: -

Order Book

Bid depth 5: 4371
Ask depth 5: 3496
Bid depth 10: 109414
Ask depth 10: 33913
Bid depth 20: 152265
Ask depth 20: 170108
Imbalance 5: 0.111224
Imbalance 10: 0.526774
Imbalance 20: -0.055349
Top bid size: 174
Top ask size: 345
Bid wall score: 0.001143
Ask wall score: 0.002028

Dynamics

Bid depth 5 delta: -2968
Ask depth 5 delta: -20334
Imbalance 5 delta: 0.640307
Bid depth 10 delta: -3821
Ask depth 10 delta: -5144
Imbalance 10 delta: 0.039697
Spread delta: -0.00012
Mid price delta: -0.00005
Wall shift score: 0.006216

Tape

Buy volume: 6086
Sell volume: 28386
Buy/sell delta: -22300
Buy/sell ratio: 0.214401
Avg trade size: 344.72
Large trade count: 11
Largest trade size: 5312

Candle

Return 1: -0.123091
Return 3: 0.96238
Volume 1: 8
Volume avg 5: 184
Momentum 5: 2.109837

Cross Exchange

Mid avg: 0.519785
Mid median: 0.5198175
Price deviation %: 0.019239
Spread %: 0.077917

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 92936
Volume 24h: 851066
Quote volume 24h: 851066
Price change 24h %: 6.698171

Quality

Capture latency ms: 5349
Order book timestamp: 2026-07-06 15:08:36.297000+02:00
Ticker timestamp: 2026-07-06 15:08:36.705000+02:00
Trades timestamp: 2026-07-06 15:08:11.753000+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	-0.134645	-0.134645	-0.134645	0.134645	0.134645	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.134645	0.134645	0.134645	0.134645	-0.134645	0.134645	yes
30s	short	-0.134645	-0.134645	-0.134645	0.134645	0.134645	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.134645	0.134645	0.134645	0.134645	-0.134645	0.134645	yes
60s	short	-0.134645	-0.134645	-0.134645	0.134645	0.134645	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.134645	0.134645	0.134645	0.134645	-0.134645	0.134645	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 32732
gate: 32732
htx: 32495
mexc: 32726

By Symbol

VELVET/USDT:USDT: 130685

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