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: 131676
Total labels: 395028
Pending labels: 91
Eligible pending labels: 34
Labeled snapshots: 394937
Labels with advanced TP/SL: 375939
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001719
Avg long MAE 30s: 0.001719
Avg short MFE 30s: 0.309417
Avg short MAE 30s: 0.309417
Long labels: 159171
Short labels: 161459
Flat labels: 74307
Latest snapshot: 2026-07-06 23:36:15.132455+02:00
Recent trades snapshots: 131668
Micro candles: 2633260
Avg data quality: 75.9711564749840518
Latest latency: 4543 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 263 of 13168 · 131676 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 17:27:00.061193+02:00	htx	VELVET/USDT:USDT	0.51498	80	5536 ms	10s long 0.174764 30s long 0.174764 60s long 0.174764	advanced ready
2026-07-06 17:26:48.668042+02:00	gate	VELVET/USDT:USDT	0.515305	68	9410 ms	10s long 0.066951 30s long 0.066951 60s long 0.066951	advanced ready
2026-07-06 17:26:39.131227+02:00	binance	VELVET/USDT:USDT	0.51475	80	8073 ms	10s long 0.106848 30s long 0.106848 60s long 0.106848	advanced ready
2026-07-06 17:26:30.928883+02:00	mexc	VELVET/USDT:USDT	0.51465	78	4133 ms	10s long 0.106869 30s long 0.106869 60s long 0.106869	advanced ready
2026-07-06 17:26:26.718380+02:00	htx	VELVET/USDT:USDT	0.514935	80	5980 ms	10s flat 0.008739 30s flat 0.008739 60s flat 0.008739	advanced ready
2026-07-06 17:26:14.886715+02:00	gate	VELVET/USDT:USDT	0.51563	68	9687 ms	10s short -0.06303 30s short -0.06303 60s short -0.06303	advanced ready
2026-07-06 17:26:05.068476+02:00	binance	VELVET/USDT:USDT	0.51525	80	7210 ms	10s short -0.09704 30s short -0.09704 60s short -0.09704	advanced ready
2026-07-06 17:25:57.749269+02:00	mexc	VELVET/USDT:USDT	0.51475	78	4837 ms	10s flat -0.019427 30s flat -0.019427 60s flat -0.019427	advanced ready
2026-07-06 17:25:52.836757+02:00	htx	VELVET/USDT:USDT	0.51483	90	4924 ms	10s flat 0.020395 30s flat 0.020395 60s flat 0.020395	advanced ready
2026-07-06 17:25:41.945768+02:00	gate	VELVET/USDT:USDT	0.51437	68	9720 ms	10s long 0.24496 30s long 0.24496 60s long 0.24496	advanced ready

Price

Best bid: 0.51434
Best ask: 0.51562
Spread: 0.00128
Spread %: 0.248553
Mid price: 0.51498
Last price: 0.5147
Mark price: -
Index price: -

Order Book

Bid depth 5: 7758
Ask depth 5: 7792
Bid depth 10: 14286
Ask depth 10: 27201
Bid depth 20: 50093
Ask depth 20: 55615
Imbalance 5: -0.002186
Imbalance 10: -0.311302
Imbalance 20: -0.052238
Top bid size: 79
Top ask size: 280
Bid wall score: 0.001577
Ask wall score: 0.005035

Dynamics

Bid depth 5 delta: 407
Ask depth 5 delta: -7022
Imbalance 5 delta: 0.334516
Bid depth 10 delta: -12012
Ask depth 10 delta: 3745
Imbalance 10 delta: -0.368423
Spread delta: 0.00009
Mid price delta: 0.000045
Wall shift score: -0.005037

Tape

Buy volume: 6852
Sell volume: 8976
Buy/sell delta: -2124
Buy/sell ratio: 0.763369
Avg trade size: 158.28
Large trade count: 6
Largest trade size: 546

Candle

Return 1: 1.084096
Return 3: -0.344641
Volume 1: 196
Volume avg 5: 78
Momentum 5: -0.344641

Cross Exchange

Mid avg: 0.51491
Mid median: 0.5148425
Price deviation %: 0.013595
Spread %: 0.127207

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 85647
Volume 24h: 868468
Quote volume 24h: 868468
Price change 24h %: 5.753031

Quality

Capture latency ms: 5536
Order book timestamp: 2026-07-06 17:26:58.697000+02:00
Ticker timestamp: 2026-07-06 17:26:59.019000+02:00
Trades timestamp: 2026-07-06 17:26:49.260000+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	0.174764	0.174764	0.174764	0.174764	0.174764	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.174764	0.174764	0.174764	0.174764	0.174764	-0.174764	yes
30s	long	0.174764	0.174764	0.174764	0.174764	0.174764	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.174764	0.174764	0.174764	0.174764	0.174764	-0.174764	yes
60s	long	0.174764	0.174764	0.174764	0.174764	0.174764	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.174764	0.174764	0.174764	0.174764	0.174764	-0.174764	yes

Price

Best bid: 0.51498
Best ask: 0.51563
Spread: 0.00065
Spread %: 0.126139
Mid price: 0.515305
Last price: 0.51534
Mark price: 0.51485
Index price: 0.514845

Order Book

Bid depth 5: 7
Ask depth 5: 8
Bid depth 10: 15
Ask depth 10: 39
Bid depth 20: 55
Ask depth 20: 55
Imbalance 5: -0.066667
Imbalance 10: -0.444444
Imbalance 20: 0
Top bid size: 1
Top ask size: 1
Bid wall score: 0.018182
Ask wall score: 0.018182

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 1
Imbalance 5 delta: -0.133333
Bid depth 10 delta: -2
Ask depth 10 delta: 0
Imbalance 10 delta: -0.051587
Spread delta: 0.00001
Mid price delta: -0.000325
Wall shift score: 0.01918

Tape

Buy volume: 159
Sell volume: 296
Buy/sell delta: -137
Buy/sell ratio: 0.537162
Avg trade size: 4.55
Large trade count: 8
Largest trade size: 22

Candle

Return 1: 0.213908
Return 3: 0.628759
Volume 1: 76
Volume avg 5: 60.2
Momentum 5: 0.056305

Cross Exchange

Mid avg: 0.51499125
Mid median: 0.5148425
Price deviation %: 0.060923
Spread %: 0.190294

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5119900
Quote volume 24h: 2672666
Price change 24h %: 11.3

Quality

Capture latency ms: 9410
Order book timestamp: 2026-07-06 17:26:47+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:31.606000+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	0.066951	0.066951	0.066951	0.066951	0.066951	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.066951	0.066951	0.066951	0.066951	0.066951	-0.066951	yes
30s	long	0.066951	0.066951	0.066951	0.066951	0.066951	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.066951	0.066951	0.066951	0.066951	0.066951	-0.066951	yes
60s	long	0.066951	0.066951	0.066951	0.066951	0.066951	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.066951	0.066951	0.066951	0.066951	0.066951	-0.066951	yes

Price

Best bid: 0.5147
Best ask: 0.5148
Spread: 0.0001
Spread %: 0.019427
Mid price: 0.51475
Last price: 0.5147
Mark price: -
Index price: -

Order Book

Bid depth 5: 1974
Ask depth 5: 6234
Bid depth 10: 28612
Ask depth 10: 11683
Bid depth 20: 40188
Ask depth 20: 26680
Imbalance 5: -0.519006
Imbalance 10: 0.420127
Imbalance 20: 0.20201
Top bid size: 103
Top ask size: 992
Bid wall score: 0.002563
Ask wall score: 0.037181

Dynamics

Bid depth 5 delta: -473
Ask depth 5 delta: 3216
Imbalance 5 delta: -0.414523
Bid depth 10 delta: 18503
Ask depth 10 delta: 3370
Imbalance 10 delta: 0.322634
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: -0.032457

Tape

Buy volume: 13199
Sell volume: 9777
Buy/sell delta: 3422
Buy/sell ratio: 1.350005
Avg trade size: 229.76
Large trade count: 8
Largest trade size: 1866

Candle

Return 1: 0.019433
Return 3: 0.527344
Volume 1: 11364
Volume avg 5: 59587.8
Momentum 5: -0.09705

Cross Exchange

Mid avg: 0.51511625
Mid median: 0.5150925
Price deviation %: -0.0711
Spread %: 0.190248

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16716200
Volume 24h: 121545501
Quote volume 24h: 63219362.14269
Price change 24h %: 11.046

Quality

Capture latency ms: 8073
Order book timestamp: 2026-07-06 17:26:36.727000+02:00
Ticker timestamp: 2026-07-06 17:26:28.313000+02:00
Trades timestamp: 2026-07-06 17:26:32.968000+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	0.106848	0.106848	0.106848	0.106848	0.106848	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.106848	0.106848	0.106848	0.106848	0.106848	-0.106848	yes
30s	long	0.106848	0.106848	0.106848	0.106848	0.106848	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.106848	0.106848	0.106848	0.106848	0.106848	-0.106848	yes
60s	long	0.106848	0.106848	0.106848	0.106848	0.106848	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.106848	0.106848	0.106848	0.106848	0.106848	-0.106848	yes

Price

Best bid: 0.5145
Best ask: 0.5148
Spread: 0.0003
Spread %: 0.058292
Mid price: 0.51465
Last price: 0.5145
Mark price: -
Index price: 0.5147

Order Book

Bid depth 5: 1564
Ask depth 5: 802
Bid depth 10: 4304
Ask depth 10: 1658
Bid depth 20: 6691
Ask depth 20: 4526
Imbalance 5: 0.322063
Imbalance 10: 0.443811
Imbalance 20: 0.193011
Top bid size: 94
Top ask size: 19
Bid wall score: 0.014049
Ask wall score: 0.004198

Dynamics

Bid depth 5 delta: 876
Ask depth 5 delta: 134
Imbalance 5 delta: 0.307313
Bid depth 10 delta: -166
Ask depth 10 delta: -77
Imbalance 10 delta: 0.003037
Spread delta: 0.0002
Mid price delta: -0.0001
Wall shift score: -0.000103

Tape

Buy volume: 836
Sell volume: 2504
Buy/sell delta: -1668
Buy/sell ratio: 0.333866
Avg trade size: 33.4
Large trade count: 9
Largest trade size: 180

Candle

Return 1: 0
Return 3: 0.468658
Volume 1: 660
Volume avg 5: 1016.2
Momentum 5: -0.116482

Cross Exchange

Mid avg: 0.51514125
Mid median: 0.5150925
Price deviation %: -0.095362
Spread %: 0.170827

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3154529
Quote volume 24h: 16490973.939
Price change 24h %: 5.47

Quality

Capture latency ms: 4133
Order book timestamp: 2026-07-06 17:26:29.607000+02:00
Ticker timestamp: 2026-07-06 17:26:27.881000+02:00
Trades timestamp: 2026-07-06 17:26:28.175000+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	0.106869	0.106869	0.106869	0.106869	0.106869	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.106869	0.106869	0.106869	0.106869	0.106869	-0.106869	yes
30s	long	0.106869	0.106869	0.106869	0.106869	0.106869	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.106869	0.106869	0.106869	0.106869	0.106869	-0.106869	yes
60s	long	0.106869	0.106869	0.106869	0.106869	0.106869	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.106869	0.106869	0.106869	0.106869	0.106869	-0.106869	yes

Price

Best bid: 0.51434
Best ask: 0.51553
Spread: 0.00119
Spread %: 0.231097
Mid price: 0.514935
Last price: 0.51488
Mark price: -
Index price: -

Order Book

Bid depth 5: 7351
Ask depth 5: 14814
Bid depth 10: 26298
Ask depth 10: 23456
Bid depth 20: 39070
Ask depth 20: 160501
Imbalance 5: -0.336702
Imbalance 10: 0.057121
Imbalance 20: -0.60846
Top bid size: 79
Top ask size: 71
Bid wall score: 0.002022
Ask wall score: 0.000442

Dynamics

Bid depth 5 delta: -548
Ask depth 5 delta: 10155
Imbalance 5 delta: -0.594705
Bid depth 10 delta: 298
Ask depth 10 delta: -6242
Imbalance 10 delta: 0.123515
Spread delta: 0.00021
Mid price delta: 0.000105
Wall shift score: 0.002073

Tape

Buy volume: 6658
Sell volume: 9068
Buy/sell delta: -2410
Buy/sell ratio: 0.73423
Avg trade size: 157.26
Large trade count: 6
Largest trade size: 546

Candle

Return 1: 1.119447
Return 3: -0.309789
Volume 1: 2
Volume avg 5: 39.2
Momentum 5: -0.309789

Cross Exchange

Mid avg: 0.515115
Mid median: 0.51504
Price deviation %: -0.034944
Spread %: 0.170836

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 85647
Volume 24h: 868274
Quote volume 24h: 868274
Price change 24h %: 5.790014

Quality

Capture latency ms: 5980
Order book timestamp: 2026-07-06 17:26:24.701000+02:00
Ticker timestamp: 2026-07-06 17:26:25.490000+02:00
Trades timestamp: 2026-07-06 17:26:10.623000+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	0.008739	0.008739	0.008739	0.008739	0.008739	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008739	0.008739	0.008739	0.008739	0.008739	-0.008739	yes
30s	flat	0.008739	0.008739	0.008739	0.008739	0.008739	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008739	0.008739	0.008739	0.008739	0.008739	-0.008739	yes
60s	flat	0.008739	0.008739	0.008739	0.008739	0.008739	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008739	0.008739	0.008739	0.008739	0.008739	-0.008739	yes

Price

Best bid: 0.51531
Best ask: 0.51595
Spread: 0.00064
Spread %: 0.12412
Mid price: 0.51563
Last price: 0.51424
Mark price: 0.51434
Index price: 0.514345

Order Book

Bid depth 5: 8
Ask depth 5: 7
Bid depth 10: 17
Ask depth 10: 39
Bid depth 20: 56
Ask depth 20: 54
Imbalance 5: 0.066667
Imbalance 10: -0.392857
Imbalance 20: 0.018182
Top bid size: 1
Top ask size: 2
Bid wall score: 0.017857
Ask wall score: 0.037037

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -1
Imbalance 5 delta: 0.066667
Bid depth 10 delta: -22
Ask depth 10 delta: 22
Imbalance 10 delta: -0.785714
Spread delta: -0.0002
Mid price delta: 0.00126
Wall shift score: -0.037362

Tape

Buy volume: 126
Sell volume: 292
Buy/sell delta: -166
Buy/sell ratio: 0.431507
Avg trade size: 4.18
Large trade count: 8
Largest trade size: 22

Candle

Return 1: 0
Return 3: 0.413965
Volume 1: 0
Volume avg 5: 45
Momentum 5: -0.157266

Cross Exchange

Mid avg: 0.5148
Mid median: 0.51479
Price deviation %: 0.161228
Spread %: 0.17094

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5119900
Quote volume 24h: 2672666
Price change 24h %: 11.06

Quality

Capture latency ms: 9687
Order book timestamp: 2026-07-06 17:26:13+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:31.540000+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	-0.06303	-0.06303	-0.06303	0.06303	0.06303	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.06303	0.06303	0.06303	0.06303	-0.06303	0.06303	yes
30s	short	-0.06303	-0.06303	-0.06303	0.06303	0.06303	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.06303	0.06303	0.06303	0.06303	-0.06303	0.06303	yes
60s	short	-0.06303	-0.06303	-0.06303	0.06303	0.06303	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.06303	0.06303	0.06303	0.06303	-0.06303	0.06303	yes

Price

Best bid: 0.5152
Best ask: 0.5153
Spread: 0.0001
Spread %: 0.019408
Mid price: 0.51525
Last price: 0.5146
Mark price: -
Index price: -

Order Book

Bid depth 5: 2447
Ask depth 5: 3018
Bid depth 10: 10109
Ask depth 10: 8313
Bid depth 20: 49378
Ask depth 20: 25221
Imbalance 5: -0.104483
Imbalance 10: 0.097492
Imbalance 20: 0.323825
Top bid size: 324
Top ask size: 220
Bid wall score: 0.006562
Ask wall score: 0.008723

Dynamics

Bid depth 5 delta: -410
Ask depth 5 delta: -211
Imbalance 5 delta: -0.043359
Bid depth 10 delta: 2150
Ask depth 10 delta: -488
Imbalance 10 delta: 0.147731
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: -0.006091

Tape

Buy volume: 17308
Sell volume: 7637
Buy/sell delta: 9671
Buy/sell ratio: 2.266335
Avg trade size: 249.45
Large trade count: 9
Largest trade size: 1866

Candle

Return 1: 0.292341
Return 3: -0.058264
Volume 1: 91380
Volume avg 5: 69505.6
Momentum 5: -0.058264

Cross Exchange

Mid avg: 0.51465
Mid median: 0.5147
Price deviation %: 0.116584
Spread %: 0.089381

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16719835
Volume 24h: 121590143
Quote volume 24h: 63239325.87669
Price change 24h %: 11.025

Quality

Capture latency ms: 7210
Order book timestamp: 2026-07-06 17:26:02.893000+02:00
Ticker timestamp: 2026-07-06 17:25:55.273000+02:00
Trades timestamp: 2026-07-06 17:26:03.680000+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	-0.09704	-0.09704	-0.09704	0.09704	0.09704	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.09704	0.09704	0.09704	0.09704	-0.09704	0.09704	yes
30s	short	-0.09704	-0.09704	-0.09704	0.09704	0.09704	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.09704	0.09704	0.09704	0.09704	-0.09704	0.09704	yes
60s	short	-0.09704	-0.09704	-0.09704	0.09704	0.09704	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.09704	0.09704	0.09704	0.09704	-0.09704	0.09704	yes

Price

Best bid: 0.5147
Best ask: 0.5148
Spread: 0.0001
Spread %: 0.019427
Mid price: 0.51475
Last price: 0.5145
Mark price: -
Index price: 0.5143

Order Book

Bid depth 5: 688
Ask depth 5: 668
Bid depth 10: 4470
Ask depth 10: 1735
Bid depth 20: 7552
Ask depth 20: 11524
Imbalance 5: 0.014749
Imbalance 10: 0.440774
Imbalance 20: -0.20822
Top bid size: 85
Top ask size: 15
Bid wall score: 0.011255
Ask wall score: 0.001302

Dynamics

Bid depth 5 delta: 162
Ask depth 5 delta: -453
Imbalance 5 delta: 0.376012
Bid depth 10 delta: 2878
Ask depth 10 delta: -658
Imbalance 10 delta: 0.641777
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: 0.017258

Tape

Buy volume: 563
Sell volume: 3234
Buy/sell delta: -2671
Buy/sell ratio: 0.174088
Avg trade size: 37.97
Large trade count: 9
Largest trade size: 388

Candle

Return 1: 0.409836
Return 3: -0.038858
Volume 1: 679
Volume avg 5: 1478.6
Momentum 5: -0.077685

Cross Exchange

Mid avg: 0.5147
Mid median: 0.51474
Price deviation %: 0.009714
Spread %: 0.112687

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3154127
Quote volume 24h: 16488901.488
Price change 24h %: 5.47

Quality

Capture latency ms: 4837
Order book timestamp: 2026-07-06 17:25:56.424000+02:00
Ticker timestamp: 2026-07-06 17:25:54.790000+02:00
Trades timestamp: 2026-07-06 17:25:52.751000+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	-0.019427	-0.019427	-0.019427	0.019427	0.019427	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.019427	0.019427	0.019427	0.019427	-0.019427	0.019427	yes
30s	flat	-0.019427	-0.019427	-0.019427	0.019427	0.019427	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.019427	0.019427	0.019427	0.019427	-0.019427	0.019427	yes
60s	flat	-0.019427	-0.019427	-0.019427	0.019427	0.019427	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.019427	0.019427	0.019427	0.019427	-0.019427	0.019427	yes

Price

Best bid: 0.51434
Best ask: 0.51532
Spread: 0.00098
Spread %: 0.190354
Mid price: 0.51483
Last price: 0.50918
Mark price: -
Index price: -

Order Book

Bid depth 5: 7899
Ask depth 5: 4659
Bid depth 10: 26000
Ask depth 10: 29698
Bid depth 20: 55204
Ask depth 20: 164230
Imbalance 5: 0.258003
Imbalance 10: -0.066394
Imbalance 20: -0.496851
Top bid size: 79
Top ask size: 316
Bid wall score: 0.001431
Ask wall score: 0.001924

Dynamics

Bid depth 5 delta: -1358
Ask depth 5 delta: -4837
Imbalance 5 delta: 0.270747
Bid depth 10 delta: 11708
Ask depth 10 delta: -13324
Imbalance 10 delta: 0.43488
Spread delta: -0.00221
Mid price delta: 0.000495
Wall shift score: -0.000632

Tape

Buy volume: 6852
Sell volume: 9066
Buy/sell delta: -2214
Buy/sell ratio: 0.755791
Avg trade size: 159.18
Large trade count: 6
Largest trade size: 546

Candle

Return 1: 0
Return 3: -1.413414
Volume 1: 0
Volume avg 5: 198
Momentum 5: -0.879891

Cross Exchange

Mid avg: 0.51457625
Mid median: 0.51451
Price deviation %: 0.049312
Spread %: 0.119516

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 85647
Volume 24h: 868272
Quote volume 24h: 868272
Price change 24h %: 4.618862

Quality

Capture latency ms: 4924
Order book timestamp: 2026-07-06 17:25:50.497000+02:00
Ticker timestamp: 2026-07-06 17:25:51.769000+02:00
Trades timestamp: 2026-07-06 17:24:10.330000+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	flat	0.020395	0.020395	0.020395	0.020395	0.020395	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.020395	0.020395	0.020395	0.020395	0.020395	-0.020395	yes
30s	flat	0.020395	0.020395	0.020395	0.020395	0.020395	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.020395	0.020395	0.020395	0.020395	0.020395	-0.020395	yes
60s	flat	0.020395	0.020395	0.020395	0.020395	0.020395	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.020395	0.020395	0.020395	0.020395	0.020395	-0.020395	yes

Price

Best bid: 0.51395
Best ask: 0.51479
Spread: 0.00084
Spread %: 0.163307
Mid price: 0.51437
Last price: 0.51424
Mark price: 0.51434
Index price: 0.514315

Order Book

Bid depth 5: 8
Ask depth 5: 8
Bid depth 10: 39
Ask depth 10: 17
Bid depth 20: 55
Ask depth 20: 55
Imbalance 5: 0
Imbalance 10: 0.392857
Imbalance 20: 0
Top bid size: 2
Top ask size: 1
Bid wall score: 0.036364
Ask wall score: 0.018182

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 2
Imbalance 5 delta: -0.2
Bid depth 10 delta: 0
Ask depth 10 delta: 3
Imbalance 10 delta: -0.078841
Spread delta: 0.00003
Mid price delta: 0.001105
Wall shift score: -0.017133

Tape

Buy volume: 126
Sell volume: 292
Buy/sell delta: -166
Buy/sell ratio: 0.431507
Avg trade size: 4.18
Large trade count: 8
Largest trade size: 22

Candle

Return 1: 0.512099
Return 3: -0.194084
Volume 1: 13
Volume avg 5: 69
Momentum 5: -0.236682

Cross Exchange

Mid avg: 0.5143
Mid median: 0.5144925
Price deviation %: 0.013611
Spread %: 0.32763

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5119800
Quote volume 24h: 2672615
Price change 24h %: 11.01

Quality

Capture latency ms: 9720
Order book timestamp: 2026-07-06 17:25:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:31.540000+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	0.24496	0.24496	0.24496	0.24496	0.24496	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.24496	0.24496	0.24496	0.24496	0.24496	-0.24496	yes
30s	long	0.24496	0.24496	0.24496	0.24496	0.24496	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.24496	0.24496	0.24496	0.24496	0.24496	-0.24496	yes
60s	long	0.24496	0.24496	0.24496	0.24496	0.24496	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.24496	0.24496	0.24496	0.24496	0.24496	-0.24496	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 32980
gate: 32980
htx: 32741
mexc: 32975

By Symbol

VELVET/USDT:USDT: 131676

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