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: 131183
Total labels: 393549
Pending labels: 84
Eligible pending labels: 28
Labeled snapshots: 393465
Labels with advanced TP/SL: 374467
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001893
Avg long MAE 30s: 0.001893
Avg short MFE 30s: 0.309973
Avg short MAE 30s: 0.309973
Long labels: 158736
Short labels: 160845
Flat labels: 73884
Latest snapshot: 2026-07-06 22:26:53.767893+02:00
Recent trades snapshots: 131175
Micro candles: 2623400
Avg data quality: 75.9690813596273907
Latest latency: 9580 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 262 of 13119 · 131183 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 16:18:47.071738+02:00	mexc	VELVET/USDT:USDT	0.51385	78	4340 ms	10s long 0.243262 30s long 0.243262 60s long 0.243262	advanced ready
2026-07-06 16:18:42.656676+02:00	htx	VELVET/USDT:USDT	0.514285	80	5581 ms	10s long 0.193472 30s long 0.193472 60s long 0.193472	advanced ready
2026-07-06 16:18:31.160934+02:00	gate	VELVET/USDT:USDT	0.514755	68	9696 ms	10s flat 0.020398 30s flat 0.020398 60s flat 0.020398	advanced ready
2026-07-06 16:18:21.355791+02:00	binance	VELVET/USDT:USDT	0.51395	80	6875 ms	10s long 0.058371 30s long 0.058371 60s long 0.058371	advanced ready
2026-07-06 16:18:14.297770+02:00	mexc	VELVET/USDT:USDT	0.51365	78	4910 ms	10s flat 0.038937 30s flat 0.038937 60s flat 0.038937	advanced ready
2026-07-06 16:18:09.298190+02:00	htx	VELVET/USDT:USDT	0.51388	90	4816 ms	10s long 0.078812 30s long 0.078812 60s long 0.078812	advanced ready
2026-07-06 16:17:58.647109+02:00	gate	VELVET/USDT:USDT	0.514285	68	9836 ms	10s long 0.091389 30s long 0.091389 60s long 0.091389	advanced ready
2026-07-06 16:17:48.664009+02:00	binance	VELVET/USDT:USDT	0.51355	80	7071 ms	10s long 0.077889 30s long 0.077889 60s long 0.077889	advanced ready
2026-07-06 16:17:41.442660+02:00	mexc	VELVET/USDT:USDT	0.51365	78	4779 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-07-06 16:17:36.579335+02:00	htx	VELVET/USDT:USDT	0.51443	90	4338 ms	10s short -0.106914 30s short -0.106914 60s short -0.106914	advanced ready

Price

Best bid: 0.5138
Best ask: 0.5139
Spread: 0.0001
Spread %: 0.019461
Mid price: 0.51385
Last price: 0.5138
Mark price: -
Index price: 0.5137

Order Book

Bid depth 5: 377
Ask depth 5: 693
Bid depth 10: 1374
Ask depth 10: 2439
Bid depth 20: 3990
Ask depth 20: 6037
Imbalance 5: -0.295327
Imbalance 10: -0.279308
Imbalance 20: -0.204149
Top bid size: 31
Top ask size: 29
Bid wall score: 0.007769
Ask wall score: 0.004804

Dynamics

Bid depth 5 delta: -272
Ask depth 5 delta: 164
Imbalance 5 delta: -0.397195
Bid depth 10 delta: -114
Ask depth 10 delta: 888
Imbalance 10 delta: -0.258577
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: 0.001445

Tape

Buy volume: 2608
Sell volume: 1343
Buy/sell delta: 1265
Buy/sell ratio: 1.941921
Avg trade size: 39.51
Large trade count: 10
Largest trade size: 264

Candle

Return 1: 0.038911
Return 3: -0.905762
Volume 1: 189
Volume avg 5: 1754.8
Momentum 5: -0.848438

Cross Exchange

Mid avg: 0.51416
Mid median: 0.5141175
Price deviation %: -0.060293
Spread %: 0.214914

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3217075
Quote volume 24h: 16759825.209
Price change 24h %: 5.33

Quality

Capture latency ms: 4340
Order book timestamp: 2026-07-06 16:18:45.134000+02:00
Ticker timestamp: 2026-07-06 16:18:42.858000+02:00
Trades timestamp: 2026-07-06 16:18:44.083000+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	0.243262	0.243262	0.243262	0.243262	0.243262	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.243262	0.243262	0.243262	0.243262	0.243262	-0.243262	yes
30s	long	0.243262	0.243262	0.243262	0.243262	0.243262	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.243262	0.243262	0.243262	0.243262	0.243262	-0.243262	yes
60s	long	0.243262	0.243262	0.243262	0.243262	0.243262	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.243262	0.243262	0.243262	0.243262	0.243262	-0.243262	yes

Price

Best bid: 0.51364
Best ask: 0.51493
Spread: 0.00129
Spread %: 0.250834
Mid price: 0.514285
Last price: 0.51425
Mark price: -
Index price: -

Order Book

Bid depth 5: 1845
Ask depth 5: 15500
Bid depth 10: 21802
Ask depth 10: 31945
Bid depth 20: 35329
Ask depth 20: 164740
Imbalance 5: -0.787259
Imbalance 10: -0.188718
Imbalance 20: -0.646832
Top bid size: 149
Top ask size: 1274
Bid wall score: 0.004217
Ask wall score: 0.007733

Dynamics

Bid depth 5 delta: -1725
Ask depth 5 delta: 435
Imbalance 5 delta: -0.170409
Bid depth 10 delta: -3082
Ask depth 10 delta: 1229
Imbalance 10 delta: -0.083825
Spread delta: -0.00041
Mid price delta: 0.000405
Wall shift score: -0.000779

Tape

Buy volume: 24396
Sell volume: 20168
Buy/sell delta: 4228
Buy/sell ratio: 1.209639
Avg trade size: 445.64
Large trade count: 9
Largest trade size: 4160

Candle

Return 1: 0
Return 3: -0.823498
Volume 1: 0
Volume avg 5: 77.6
Momentum 5: -1.157092

Cross Exchange

Mid avg: 0.51405875
Mid median: 0.513915
Price deviation %: 0.044012
Spread %: 0.214956

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 86172
Volume 24h: 885652
Quote volume 24h: 885652
Price change 24h %: 5.660571

Quality

Capture latency ms: 5581
Order book timestamp: 2026-07-06 16:18:40.901000+02:00
Ticker timestamp: 2026-07-06 16:18:41.582000+02:00
Trades timestamp: 2026-07-06 16:17:26.288000+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	0.193472	0.193472	0.193472	0.193472	0.193472	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.193472	0.193472	0.193472	0.193472	0.193472	-0.193472	yes
30s	long	0.193472	0.193472	0.193472	0.193472	0.193472	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.193472	0.193472	0.193472	0.193472	0.193472	-0.193472	yes
60s	long	0.193472	0.193472	0.193472	0.193472	0.193472	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.193472	0.193472	0.193472	0.193472	0.193472	-0.193472	yes

Price

Best bid: 0.51437
Best ask: 0.51514
Spread: 0.00077
Spread %: 0.149586
Mid price: 0.514755
Last price: 0.514
Mark price: 0.514
Index price: 0.513843

Order Book

Bid depth 5: 10
Ask depth 5: 9
Bid depth 10: 44
Ask depth 10: 18
Bid depth 20: 61
Ask depth 20: 59
Imbalance 5: 0.052632
Imbalance 10: 0.419355
Imbalance 20: 0.016667
Top bid size: 3
Top ask size: 1
Bid wall score: 0.04918
Ask wall score: 0.016949

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.052632
Bid depth 10 delta: 6
Ask depth 10 delta: -22
Imbalance 10 delta: 0.444996
Spread delta: -0.00002
Mid price delta: 0.00047
Wall shift score: 0.030662

Tape

Buy volume: 211
Sell volume: 302
Buy/sell delta: -91
Buy/sell ratio: 0.698675
Avg trade size: 5.13
Large trade count: 11
Largest trade size: 30

Candle

Return 1: 0
Return 3: -0.925212
Volume 1: 0
Volume avg 5: 46
Momentum 5: -1.003448

Cross Exchange

Mid avg: 0.51394125
Mid median: 0.513915
Price deviation %: 0.158335
Spread %: 0.123555

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5190600
Quote volume 24h: 2699892
Price change 24h %: 8.3

Quality

Capture latency ms: 9696
Order book timestamp: 2026-07-06 16:18:30+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:27.460000+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	0.020398	0.020398	0.020398	0.020398	0.020398	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.020398	0.020398	0.020398	0.020398	0.020398	-0.020398	yes
30s	flat	0.020398	0.020398	0.020398	0.020398	0.020398	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.020398	0.020398	0.020398	0.020398	0.020398	-0.020398	yes
60s	flat	0.020398	0.020398	0.020398	0.020398	0.020398	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.020398	0.020398	0.020398	0.020398	0.020398	-0.020398	yes

Price

Best bid: 0.5139
Best ask: 0.514
Spread: 0.0001
Spread %: 0.019457
Mid price: 0.51395
Last price: 0.5138
Mark price: -
Index price: -

Order Book

Bid depth 5: 2081
Ask depth 5: 2114
Bid depth 10: 6273
Ask depth 10: 9926
Bid depth 20: 22120
Ask depth 20: 25784
Imbalance 5: -0.007867
Imbalance 10: -0.225508
Imbalance 20: -0.076486
Top bid size: 151
Top ask size: 23
Bid wall score: 0.006826
Ask wall score: 0.000892

Dynamics

Bid depth 5 delta: 458
Ask depth 5 delta: -483
Imbalance 5 delta: 0.222939
Bid depth 10 delta: -639
Ask depth 10 delta: 2050
Imbalance 10 delta: -0.16032
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: 0.010687

Tape

Buy volume: 14183
Sell volume: 7979
Buy/sell delta: 6204
Buy/sell ratio: 1.777541
Avg trade size: 221.62
Large trade count: 7
Largest trade size: 2155

Candle

Return 1: -0.097314
Return 3: -1.079206
Volume 1: 10256
Volume avg 5: 68944.4
Momentum 5: -1.002893

Cross Exchange

Mid avg: 0.51384125
Mid median: 0.513765
Price deviation %: 0.021164
Spread %: 0.14304

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16926323
Volume 24h: 124521354
Quote volume 24h: 64477652.39463
Price change 24h %: 8.718

Quality

Capture latency ms: 6875
Order book timestamp: 2026-07-06 16:18:18.939000+02:00
Ticker timestamp: 2026-07-06 16:18:08.748000+02:00
Trades timestamp: 2026-07-06 16:18:16.905000+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	0.058371	0.058371	0.058371	0.058371	0.058371	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.058371	0.058371	0.058371	0.058371	0.058371	-0.058371	yes
30s	long	0.058371	0.058371	0.058371	0.058371	0.058371	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.058371	0.058371	0.058371	0.058371	0.058371	-0.058371	yes
60s	long	0.058371	0.058371	0.058371	0.058371	0.058371	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.058371	0.058371	0.058371	0.058371	0.058371	-0.058371	yes

Price

Best bid: 0.5136
Best ask: 0.5137
Spread: 0.0001
Spread %: 0.019469
Mid price: 0.51365
Last price: 0.5141
Mark price: -
Index price: 0.5139

Order Book

Bid depth 5: 649
Ask depth 5: 529
Bid depth 10: 1488
Ask depth 10: 1551
Bid depth 20: 4056
Ask depth 20: 4334
Imbalance 5: 0.101868
Imbalance 10: -0.020731
Imbalance 20: -0.033135
Top bid size: 67
Top ask size: 65
Bid wall score: 0.016519
Ask wall score: 0.014998

Dynamics

Bid depth 5 delta: -9
Ask depth 5 delta: -447
Imbalance 5 delta: 0.296482
Bid depth 10 delta: -345
Ask depth 10 delta: -356
Imbalance 10 delta: -0.000944
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.028608

Tape

Buy volume: 2540
Sell volume: 1540
Buy/sell delta: 1000
Buy/sell ratio: 1.649351
Avg trade size: 40.8
Large trade count: 10
Largest trade size: 264

Candle

Return 1: 0.019455
Return 3: -0.925034
Volume 1: 42
Volume avg 5: 1725.4
Momentum 5: -0.867721

Cross Exchange

Mid avg: 0.51384125
Mid median: 0.513765
Price deviation %: -0.03722
Spread %: 0.14304

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3216955
Quote volume 24h: 16759210.269
Price change 24h %: 5.39

Quality

Capture latency ms: 4910
Order book timestamp: 2026-07-06 16:18:12.784000+02:00
Ticker timestamp: 2026-07-06 16:18:12.824000+02:00
Trades timestamp: 2026-07-06 16:18:10.646000+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	flat	0.038937	0.038937	0.038937	0.038937	0.038937	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.038937	0.038937	0.038937	0.038937	0.038937	-0.038937	yes
30s	flat	0.038937	0.038937	0.038937	0.038937	0.038937	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.038937	0.038937	0.038937	0.038937	0.038937	-0.038937	yes
60s	flat	0.038937	0.038937	0.038937	0.038937	0.038937	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.038937	0.038937	0.038937	0.038937	0.038937	-0.038937	yes

Price

Best bid: 0.51303
Best ask: 0.51473
Spread: 0.0017
Spread %: 0.330817
Mid price: 0.51388
Last price: 0.51425
Mark price: -
Index price: -

Order Book

Bid depth 5: 3570
Ask depth 5: 15065
Bid depth 10: 24884
Ask depth 10: 30716
Bid depth 20: 166095
Ask depth 20: 165878
Imbalance 5: -0.61685
Imbalance 10: -0.104892
Imbalance 20: 0.000654
Top bid size: 717
Top ask size: 1170
Bid wall score: 0.004317
Ask wall score: 0.007053

Dynamics

Bid depth 5 delta: 2202
Ask depth 5 delta: 10531
Imbalance 5 delta: -0.080422
Bid depth 10 delta: 3837
Ask depth 10 delta: -3928
Imbalance 10 delta: 0.139259
Spread delta: 0.00052
Mid price delta: -0.00055
Wall shift score: -0.004038

Tape

Buy volume: 24396
Sell volume: 20168
Buy/sell delta: 4228
Buy/sell ratio: 1.209639
Avg trade size: 445.64
Large trade count: 9
Largest trade size: 4160

Candle

Return 1: 0
Return 3: -0.823498
Volume 1: 0
Volume avg 5: 77.6
Momentum 5: -1.157092

Cross Exchange

Mid avg: 0.51397875
Mid median: 0.5139675
Price deviation %: -0.019213
Spread %: 0.171213

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 86172
Volume 24h: 885652
Quote volume 24h: 885652
Price change 24h %: 5.660571

Quality

Capture latency ms: 4816
Order book timestamp: 2026-07-06 16:18:07.697000+02:00
Ticker timestamp: 2026-07-06 16:18:08.034000+02:00
Trades timestamp: 2026-07-06 16:17:26.288000+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	0.078812	0.078812	0.078812	0.078812	0.078812	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.078812	0.078812	0.078812	0.078812	0.078812	-0.078812	yes
30s	long	0.078812	0.078812	0.078812	0.078812	0.078812	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.078812	0.078812	0.078812	0.078812	0.078812	-0.078812	yes
60s	long	0.078812	0.078812	0.078812	0.078812	0.078812	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.078812	0.078812	0.078812	0.078812	0.078812	-0.078812	yes

Price

Best bid: 0.51389
Best ask: 0.51468
Spread: 0.00079
Spread %: 0.153611
Mid price: 0.514285
Last price: 0.514
Mark price: 0.514
Index price: 0.513828

Order Book

Bid depth 5: 9
Ask depth 5: 9
Bid depth 10: 38
Ask depth 10: 40
Bid depth 20: 54
Ask depth 20: 59
Imbalance 5: 0
Imbalance 10: -0.025641
Imbalance 20: -0.044248
Top bid size: 1
Top ask size: 1
Bid wall score: 0.018519
Ask wall score: 0.016949

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -2
Imbalance 5 delta: 0.1
Bid depth 10 delta: -2
Ask depth 10 delta: -3
Imbalance 10 delta: 0.010504
Spread delta: -0.00001
Mid price delta: 0.000075
Wall shift score: -0.017125

Tape

Buy volume: 211
Sell volume: 302
Buy/sell delta: -91
Buy/sell ratio: 0.698675
Avg trade size: 5.13
Large trade count: 11
Largest trade size: 30

Candle

Return 1: -0.003891
Return 3: -0.890826
Volume 1: 27
Volume avg 5: 50.2
Momentum 5: -1.313263

Cross Exchange

Mid avg: 0.51396
Mid median: 0.51393
Price deviation %: 0.063234
Spread %: 0.17122

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5190100
Quote volume 24h: 2699635
Price change 24h %: 8.51

Quality

Capture latency ms: 9836
Order book timestamp: 2026-07-06 16:17:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:27.460000+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	0.091389	0.091389	0.091389	0.091389	0.091389	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.091389	0.091389	0.091389	0.091389	0.091389	-0.091389	yes
30s	long	0.091389	0.091389	0.091389	0.091389	0.091389	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.091389	0.091389	0.091389	0.091389	0.091389	-0.091389	yes
60s	long	0.091389	0.091389	0.091389	0.091389	0.091389	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.091389	0.091389	0.091389	0.091389	0.091389	-0.091389	yes

Price

Best bid: 0.5135
Best ask: 0.5136
Spread: 0.0001
Spread %: 0.019472
Mid price: 0.51355
Last price: 0.5141
Mark price: -
Index price: -

Order Book

Bid depth 5: 1623
Ask depth 5: 2597
Bid depth 10: 6912
Ask depth 10: 7876
Bid depth 20: 20556
Ask depth 20: 25016
Imbalance 5: -0.230806
Imbalance 10: -0.065188
Imbalance 20: -0.097867
Top bid size: 65
Top ask size: 198
Bid wall score: 0.003162
Ask wall score: 0.007915

Dynamics

Bid depth 5 delta: 144
Ask depth 5 delta: -484
Imbalance 5 delta: 0.12051
Bid depth 10 delta: 740
Ask depth 10 delta: 42
Imbalance 10 delta: 0.053475
Spread delta: 0
Mid price delta: -0.001
Wall shift score: 0.004259

Tape

Buy volume: 4626
Sell volume: 7179
Buy/sell delta: -2553
Buy/sell ratio: 0.644379
Avg trade size: 118.05
Large trade count: 5
Largest trade size: 1552

Candle

Return 1: -0.038926
Return 3: -0.868558
Volume 1: 22330
Volume avg 5: 90038.4
Momentum 5: -1.097631

Cross Exchange

Mid avg: 0.51421
Mid median: 0.51432
Price deviation %: -0.128352
Spread %: 0.175026

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16927595
Volume 24h: 125923261
Quote volume 24h: 65147083.12277
Price change 24h %: 9.104

Quality

Capture latency ms: 7071
Order book timestamp: 2026-07-06 16:17:46.466000+02:00
Ticker timestamp: 2026-07-06 16:17:37.319000+02:00
Trades timestamp: 2026-07-06 16:17:48.181000+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	0.077889	0.077889	0.077889	0.077889	0.077889	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.077889	0.077889	0.077889	0.077889	0.077889	-0.077889	yes
30s	long	0.077889	0.077889	0.077889	0.077889	0.077889	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.077889	0.077889	0.077889	0.077889	0.077889	-0.077889	yes
60s	long	0.077889	0.077889	0.077889	0.077889	0.077889	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.077889	0.077889	0.077889	0.077889	0.077889	-0.077889	yes

Price

Best bid: 0.5136
Best ask: 0.5137
Spread: 0.0001
Spread %: 0.019469
Mid price: 0.51365
Last price: 0.5141
Mark price: -
Index price: 0.5142

Order Book

Bid depth 5: 658
Ask depth 5: 976
Bid depth 10: 1833
Ask depth 10: 1907
Bid depth 20: 3907
Ask depth 20: 3912
Imbalance 5: -0.194614
Imbalance 10: -0.019786
Imbalance 20: -0.000639
Top bid size: 29
Top ask size: 135
Bid wall score: 0.007423
Ask wall score: 0.034509

Dynamics

Bid depth 5 delta: -16
Ask depth 5 delta: 78
Imbalance 5 delta: -0.052121
Bid depth 10 delta: 245
Ask depth 10 delta: -215
Imbalance 10 delta: 0.124149
Spread delta: -0.0002
Mid price delta: -0.0009
Wall shift score: -0.002824

Tape

Buy volume: 1445
Sell volume: 2821
Buy/sell delta: -1376
Buy/sell ratio: 0.51223
Avg trade size: 42.66
Large trade count: 9
Largest trade size: 508

Candle

Return 1: -0.058377
Return 3: -0.791964
Volume 1: 284
Volume avg 5: 1653.4
Momentum 5: -1.173754

Cross Exchange

Mid avg: 0.514435
Mid median: 0.51449
Price deviation %: -0.152595
Spread %: 0.066092

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3215843
Quote volume 24h: 16753492.655
Price change 24h %: 5.39

Quality

Capture latency ms: 4779
Order book timestamp: 2026-07-06 16:17:39.473000+02:00
Ticker timestamp: 2026-07-06 16:17:39.721000+02:00
Trades timestamp: 2026-07-06 16:17:25.459000+02:00
Data quality score: 78
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

Price

Best bid: 0.51384
Best ask: 0.51502
Spread: 0.00118
Spread %: 0.22938
Mid price: 0.51443
Last price: 0.51425
Mark price: -
Index price: -

Order Book

Bid depth 5: 1368
Ask depth 5: 4534
Bid depth 10: 21047
Ask depth 10: 34644
Bid depth 20: 50734
Ask depth 20: 151807
Imbalance 5: -0.536428
Imbalance 10: -0.244151
Imbalance 20: -0.499025
Top bid size: 182
Top ask size: 347
Bid wall score: 0.003587
Ask wall score: 0.002286

Dynamics

Bid depth 5 delta: -1650
Ask depth 5 delta: -11147
Imbalance 5 delta: 0.140774
Bid depth 10 delta: -3911
Ask depth 10 delta: 5888
Imbalance 10 delta: -0.173443
Spread delta: -0.00052
Mid price delta: 0.00085
Wall shift score: -0.014554

Tape

Buy volume: 24396
Sell volume: 20168
Buy/sell delta: 4228
Buy/sell ratio: 1.209639
Avg trade size: 445.64
Large trade count: 9
Largest trade size: 4160

Candle

Return 1: -0.823498
Return 3: -0.823498
Volume 1: 194
Volume avg 5: 77.6
Momentum 5: -1.157092

Cross Exchange

Mid avg: 0.5142225
Mid median: 0.51438
Price deviation %: 0.040352
Spread %: 0.188634

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 86075
Volume 24h: 885860
Quote volume 24h: 885860
Price change 24h %: 5.660571

Quality

Capture latency ms: 4338
Order book timestamp: 2026-07-06 16:17:34.901000+02:00
Ticker timestamp: 2026-07-06 16:17:35.543000+02:00
Trades timestamp: 2026-07-06 16:17:26.288000+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	-0.106914	-0.106914	-0.106914	0.106914	0.106914	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.106914	0.106914	0.106914	0.106914	-0.106914	0.106914	yes
30s	short	-0.106914	-0.106914	-0.106914	0.106914	0.106914	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.106914	0.106914	0.106914	0.106914	-0.106914	0.106914	yes
60s	short	-0.106914	-0.106914	-0.106914	0.106914	0.106914	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.106914	0.106914	0.106914	0.106914	-0.106914	0.106914	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 32857
gate: 32857
htx: 32618
mexc: 32851

By Symbol

VELVET/USDT:USDT: 131183

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