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: 132242
Total labels: 396726
Pending labels: 90
Eligible pending labels: 38
Labeled snapshots: 396636
Labels with advanced TP/SL: 377638
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001695
Avg long MAE 30s: 0.001695
Avg short MFE 30s: 0.308573
Avg short MAE 30s: 0.308573
Long labels: 159779
Short labels: 162000
Flat labels: 74857
Latest snapshot: 2026-07-07 00:56:25.971766+02:00
Recent trades snapshots: 132234
Micro candles: 2644580
Avg data quality: 75.9745164168720981
Latest latency: 5541 ms
Missing fields: 0

Active Exchanges / Pairs

Pairs currently eligible for ML feature collection.

Exchange	Code	Symbol
Binance	binance	VELVET/USDT:USDT
Gate.io	gate	VELVET/USDT:USDT
Huobi / HTX	htx	VELVET/USDT:USDT
KuCoin Futures	kucoinfutures	VELVET/USDT:USDT
MEXC	mexc	VELVET/USDT:USDT

Recent Feature Snapshots

Latest ML rows with tape pressure, candle momentum, deltas, and quality.

Page 264 of 13225 · 132242 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 18:44:27.783261+02:00	mexc	VELVET/USDT:USDT	0.50445	78	4718 ms	10s short -0.128853 30s short -0.128853 60s short -0.128853	advanced ready
2026-07-06 18:44:23.004887+02:00	htx	VELVET/USDT:USDT	0.504975	80	5908 ms	10s short -0.237636 30s short -0.237636 60s short -0.237636	advanced ready
2026-07-06 18:44:11.400717+02:00	gate	VELVET/USDT:USDT	0.50488	68	9322 ms	10s short -0.213912 30s short -0.213912 60s short -0.213912	advanced ready
2026-07-06 18:44:01.950934+02:00	binance	VELVET/USDT:USDT	0.50475	80	6432 ms	10s short -0.178306 30s short -0.178306 60s short -0.178306	advanced ready
2026-07-06 18:43:55.420566+02:00	mexc	VELVET/USDT:USDT	0.50435	68	5363 ms	10s flat 0.019828 30s flat 0.019828 60s flat 0.019828	advanced ready
2026-07-06 18:43:49.974344+02:00	htx	VELVET/USDT:USDT	0.50447	90	4278 ms	10s long 0.100105 30s long 0.100105 60s long 0.100105	advanced ready
2026-07-06 18:43:39.777294+02:00	gate	VELVET/USDT:USDT	0.50463	68	9456 ms	10s flat 0.049541 30s flat 0.049541 60s flat 0.049541	advanced ready
2026-07-06 18:43:30.223695+02:00	binance	VELVET/USDT:USDT	0.50425	80	6678 ms	10s long 0.099157 30s long 0.099157 60s long 0.099157	advanced ready
2026-07-06 18:43:23.445945+02:00	mexc	VELVET/USDT:USDT	0.50405	78	4351 ms	10s long 0.059518 30s long 0.059518 60s long 0.059518	advanced ready
2026-07-06 18:43:19.001186+02:00	htx	VELVET/USDT:USDT	0.504375	80	5006 ms	10s flat 0.018835 30s flat 0.018835 60s flat 0.018835	advanced ready

Price

Best bid: 0.5044
Best ask: 0.5045
Spread: 0.0001
Spread %: 0.019824
Mid price: 0.50445
Last price: 0.5047
Mark price: -
Index price: 0.5042

Order Book

Bid depth 5: 652
Ask depth 5: 554
Bid depth 10: 2217
Ask depth 10: 1622
Bid depth 20: 9624
Ask depth 20: 5001
Imbalance 5: 0.08126
Imbalance 10: 0.154988
Imbalance 20: 0.316103
Top bid size: 27
Top ask size: 47
Bid wall score: 0.002805
Ask wall score: 0.009398

Dynamics

Bid depth 5 delta: -153
Ask depth 5 delta: -3
Imbalance 5 delta: -0.100825
Bid depth 10 delta: -533
Ask depth 10 delta: -641
Imbalance 10 delta: 0.057841
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: -0.003363

Tape

Buy volume: 2902
Sell volume: 1207
Buy/sell delta: 1695
Buy/sell ratio: 2.404308
Avg trade size: 41.09
Large trade count: 7
Largest trade size: 342

Candle

Return 1: -0.039612
Return 3: -0.276625
Volume 1: 161
Volume avg 5: 821.4
Momentum 5: -0.492902

Cross Exchange

Mid avg: 0.50473875
Mid median: 0.504815
Price deviation %: -0.057208
Spread %: 0.123826

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3154736
Quote volume 24h: 16536117.933
Price change 24h %: -2.39

Quality

Capture latency ms: 4718
Order book timestamp: 2026-07-06 18:44:24.359000+02:00
Ticker timestamp: 2026-07-06 18:44:24.732000+02:00
Trades timestamp: 2026-07-06 18:44:20.210000+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	short	-0.128853	-0.128853	-0.128853	0.128853	0.128853	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.128853	0.128853	0.128853	0.128853	-0.128853	0.128853	yes
30s	short	-0.128853	-0.128853	-0.128853	0.128853	0.128853	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.128853	0.128853	0.128853	0.128853	-0.128853	0.128853	yes
60s	short	-0.128853	-0.128853	-0.128853	0.128853	0.128853	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.128853	0.128853	0.128853	0.128853	-0.128853	0.128853	yes

Price

Best bid: 0.50425
Best ask: 0.5057
Spread: 0.00145
Spread %: 0.287143
Mid price: 0.504975
Last price: 0.50516
Mark price: -
Index price: -

Order Book

Bid depth 5: 2288
Ask depth 5: 4432
Bid depth 10: 38519
Ask depth 10: 36009
Bid depth 20: 52664
Ask depth 20: 171385
Imbalance 5: -0.319048
Imbalance 10: 0.033679
Imbalance 20: -0.529889
Top bid size: 76
Top ask size: 355
Bid wall score: 0.001443
Ask wall score: 0.002071

Dynamics

Bid depth 5 delta: -30723
Ask depth 5 delta: -12772
Imbalance 5 delta: -0.633834
Bid depth 10 delta: -3443
Ask depth 10 delta: 3513
Imbalance 10 delta: -0.093453
Spread delta: 0.00039
Mid price delta: 0.000505
Wall shift score: -0.012862

Tape

Buy volume: 8860
Sell volume: 6982
Buy/sell delta: 1878
Buy/sell ratio: 1.268977
Avg trade size: 158.42
Large trade count: 9
Largest trade size: 940

Candle

Return 1: 0.029702
Return 3: -0.413989
Volume 1: 66
Volume avg 5: 98.8
Momentum 5: -0.331466

Cross Exchange

Mid avg: 0.5046125
Mid median: 0.50461
Price deviation %: 0.071837
Spread %: 0.105031

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 85989
Volume 24h: 820828
Quote volume 24h: 820828
Price change 24h %: -1.948758

Quality

Capture latency ms: 5908
Order book timestamp: 2026-07-06 18:44:21.097000+02:00
Ticker timestamp: 2026-07-06 18:44:21.786000+02:00
Trades timestamp: 2026-07-06 18:44:16.708000+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	-0.237636	-0.237636	-0.237636	0.237636	0.237636	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.237636	0.237636	0.237636	0.237636	-0.237636	0.237636	yes
30s	short	-0.237636	-0.237636	-0.237636	0.237636	0.237636	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.237636	0.237636	0.237636	0.237636	-0.237636	0.237636	yes
60s	short	-0.237636	-0.237636	-0.237636	0.237636	0.237636	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.237636	0.237636	0.237636	0.237636	-0.237636	0.237636	yes

Price

Best bid: 0.50442
Best ask: 0.50534
Spread: 0.00092
Spread %: 0.182222
Mid price: 0.50488
Last price: 0.50438
Mark price: 0.50438
Index price: 0.504098

Order Book

Bid depth 5: 9
Ask depth 5: 9
Bid depth 10: 41
Ask depth 10: 18
Bid depth 20: 60
Ask depth 20: 57
Imbalance 5: 0
Imbalance 10: 0.389831
Imbalance 20: 0.025641
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016667
Ask wall score: 0.017544

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 2
Imbalance 5 delta: -0.125
Bid depth 10 delta: 23
Ask depth 10 delta: 2
Imbalance 10 delta: 0.331007
Spread delta: 0.00022
Mid price delta: 0.00025
Wall shift score: -0.000239

Tape

Buy volume: 113
Sell volume: 91
Buy/sell delta: 22
Buy/sell ratio: 1.241758
Avg trade size: 2.04
Large trade count: 6
Largest trade size: 18

Candle

Return 1: 0
Return 3: -0.467686
Volume 1: 0
Volume avg 5: 9.2
Momentum 5: -0.312278

Cross Exchange

Mid avg: 0.50455
Mid median: 0.50455
Price deviation %: 0.065405
Spread %: 0.079279

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5083400
Quote volume 24h: 2659011
Price change 24h %: 1.71

Quality

Capture latency ms: 9322
Order book timestamp: 2026-07-06 18:44:10+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:36.207000+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	-0.213912	-0.213912	-0.213912	0.213912	0.213912	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.213912	0.213912	0.213912	0.213912	-0.213912	0.213912	yes
30s	short	-0.213912	-0.213912	-0.213912	0.213912	0.213912	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.213912	0.213912	0.213912	0.213912	-0.213912	0.213912	yes
60s	short	-0.213912	-0.213912	-0.213912	0.213912	0.213912	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.213912	0.213912	0.213912	0.213912	-0.213912	0.213912	yes

Price

Best bid: 0.5047
Best ask: 0.5048
Spread: 0.0001
Spread %: 0.019812
Mid price: 0.50475
Last price: 0.5043
Mark price: -
Index price: -

Order Book

Bid depth 5: 3055
Ask depth 5: 4093
Bid depth 10: 7878
Ask depth 10: 11494
Bid depth 20: 39798
Ask depth 20: 31754
Imbalance 5: -0.145215
Imbalance 10: -0.186661
Imbalance 20: 0.112422
Top bid size: 239
Top ask size: 244
Bid wall score: 0.006005
Ask wall score: 0.007684

Dynamics

Bid depth 5 delta: 711
Ask depth 5 delta: 521
Imbalance 5 delta: 0.062357
Bid depth 10 delta: -1620
Ask depth 10 delta: 1832
Imbalance 10 delta: -0.178102
Spread delta: 0
Mid price delta: 0.0005
Wall shift score: -0.003091

Tape

Buy volume: 12232
Sell volume: 11750
Buy/sell delta: 482
Buy/sell ratio: 1.041021
Avg trade size: 239.82
Large trade count: 4
Largest trade size: 3375

Candle

Return 1: 0.15873
Return 3: -0.197707
Volume 1: 32363
Volume avg 5: 43904.4
Momentum 5: -0.394633

Cross Exchange

Mid avg: 0.504425
Mid median: 0.50441
Price deviation %: 0.06443
Spread %: 0.075333

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16385525
Volume 24h: 119371402
Quote volume 24h: 62306690.22901
Price change 24h %: 1.612

Quality

Capture latency ms: 6432
Order book timestamp: 2026-07-06 18:43:59.763000+02:00
Ticker timestamp: 2026-07-06 18:43:53.668000+02:00
Trades timestamp: 2026-07-06 18:44:00.799000+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	-0.178306	-0.178306	-0.178306	0.178306	0.178306	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.178306	0.178306	0.178306	0.178306	-0.178306	0.178306	yes
30s	short	-0.178306	-0.178306	-0.178306	0.178306	0.178306	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.178306	0.178306	0.178306	0.178306	-0.178306	0.178306	yes
60s	short	-0.178306	-0.178306	-0.178306	0.178306	0.178306	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.178306	0.178306	0.178306	0.178306	-0.178306	0.178306	yes

Price

Best bid: 0.5043
Best ask: 0.5044
Spread: 0.0001
Spread %: 0.019828
Mid price: 0.50435
Last price: 0.5046
Mark price: -
Index price: 0.5041

Order Book

Bid depth 5: 805
Ask depth 5: 557
Bid depth 10: 2750
Ask depth 10: 2263
Bid depth 20: 9581
Ask depth 20: 6027
Imbalance 5: 0.182085
Imbalance 10: 0.097147
Imbalance 20: 0.227704
Top bid size: 39
Top ask size: 44
Bid wall score: 0.004071
Ask wall score: 0.0073

Dynamics

Bid depth 5 delta: 144
Ask depth 5 delta: -20
Imbalance 5 delta: 0.114234
Bid depth 10 delta: 230
Ask depth 10 delta: 156
Imbalance 10 delta: 0.007889
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: -0.000568

Tape

Buy volume: 2800
Sell volume: 1258
Buy/sell delta: 1542
Buy/sell ratio: 2.225755
Avg trade size: 40.58
Large trade count: 7
Largest trade size: 342

Candle

Return 1: 0.119048
Return 3: -0.335769
Volume 1: 419
Volume avg 5: 1059.8
Momentum 5: -0.512618

Cross Exchange

Mid avg: 0.50435
Mid median: 0.50436
Price deviation %: 0
Spread %: 0.115

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3154457
Quote volume 24h: 16534709.55
Price change 24h %: -2.41

Quality

Capture latency ms: 5363
Order book timestamp: 2026-07-06 18:43:53.304000+02:00
Ticker timestamp: 2026-07-06 18:43:51.780000+02:00
Trades timestamp: 2026-07-06 18:43:44.379000+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	0.019828	0.019828	0.019828	0.019828	0.019828	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.019828	0.019828	0.019828	0.019828	0.019828	-0.019828	yes
30s	flat	0.019828	0.019828	0.019828	0.019828	0.019828	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.019828	0.019828	0.019828	0.019828	0.019828	-0.019828	yes
60s	flat	0.019828	0.019828	0.019828	0.019828	0.019828	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.019828	0.019828	0.019828	0.019828	0.019828	-0.019828	yes

Price

Best bid: 0.50394
Best ask: 0.505
Spread: 0.00106
Spread %: 0.210122
Mid price: 0.50447
Last price: 0.50501
Mark price: -
Index price: -

Order Book

Bid depth 5: 33011
Ask depth 5: 17204
Bid depth 10: 41962
Ask depth 10: 32496
Bid depth 20: 87950
Ask depth 20: 168476
Imbalance 5: 0.314786
Imbalance 10: 0.127132
Imbalance 20: -0.314032
Top bid size: 1137
Top ask size: 117
Bid wall score: 0.012928
Ask wall score: 0.000694

Dynamics

Bid depth 5 delta: 27896
Ask depth 5 delta: -6699
Imbalance 5 delta: 0.962247
Bid depth 10 delta: 9677
Ask depth 10 delta: -2999
Imbalance 10 delta: 0.174491
Spread delta: -0.00041
Mid price delta: 0.000095
Wall shift score: 0.00879

Tape

Buy volume: 8860
Sell volume: 7112
Buy/sell delta: 1748
Buy/sell ratio: 1.245782
Avg trade size: 159.72
Large trade count: 9
Largest trade size: 940

Candle

Return 1: -0.44356
Return 3: -0.361061
Volume 1: 232
Volume avg 5: 145.6
Momentum 5: -0.402327

Cross Exchange

Mid avg: 0.50432625
Mid median: 0.5043125
Price deviation %: 0.028503
Spread %: 0.115005

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 85989
Volume 24h: 823266
Quote volume 24h: 823266
Price change 24h %: -1.977873

Quality

Capture latency ms: 4278
Order book timestamp: 2026-07-06 18:43:48.797000+02:00
Ticker timestamp: 2026-07-06 18:43:49.102000+02:00
Trades timestamp: 2026-07-06 18:43:00.689000+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	0.100105	0.100105	0.100105	0.100105	0.100105	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.100105	0.100105	0.100105	0.100105	0.100105	-0.100105	yes
30s	long	0.100105	0.100105	0.100105	0.100105	0.100105	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.100105	0.100105	0.100105	0.100105	0.100105	-0.100105	yes
60s	long	0.100105	0.100105	0.100105	0.100105	0.100105	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.100105	0.100105	0.100105	0.100105	0.100105	-0.100105	yes

Price

Best bid: 0.50428
Best ask: 0.50498
Spread: 0.0007
Spread %: 0.138715
Mid price: 0.50463
Last price: 0.50438
Mark price: 0.50438
Index price: 0.50404

Order Book

Bid depth 5: 9
Ask depth 5: 7
Bid depth 10: 18
Ask depth 10: 16
Bid depth 20: 57
Ask depth 20: 55
Imbalance 5: 0.125
Imbalance 10: 0.058824
Imbalance 20: 0.017857
Top bid size: 1
Top ask size: 1
Bid wall score: 0.017544
Ask wall score: 0.018182

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 0
Imbalance 5 delta: -0.138158
Bid depth 10 delta: -23
Ask depth 10 delta: -25
Imbalance 10 delta: 0.058824
Spread delta: 0.00016
Mid price delta: 0.00038
Wall shift score: -0.033689

Tape

Buy volume: 113
Sell volume: 91
Buy/sell delta: 22
Buy/sell ratio: 1.241758
Avg trade size: 2.04
Large trade count: 6
Largest trade size: 18

Candle

Return 1: 0.05356
Return 3: -0.552072
Volume 1: 7
Volume avg 5: 9.4
Momentum 5: -0.581476

Cross Exchange

Mid avg: 0.50423125
Mid median: 0.50425
Price deviation %: 0.079081
Spread %: 0.064455

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5083400
Quote volume 24h: 2659011
Price change 24h %: 1.41

Quality

Capture latency ms: 9456
Order book timestamp: 2026-07-06 18:43:38+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:36.207000+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	0.049541	0.049541	0.049541	0.049541	0.049541	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.049541	0.049541	0.049541	0.049541	0.049541	-0.049541	yes
30s	flat	0.049541	0.049541	0.049541	0.049541	0.049541	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.049541	0.049541	0.049541	0.049541	0.049541	-0.049541	yes
60s	flat	0.049541	0.049541	0.049541	0.049541	0.049541	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.049541	0.049541	0.049541	0.049541	0.049541	-0.049541	yes

Price

Best bid: 0.5042
Best ask: 0.5043
Spread: 0.0001
Spread %: 0.019831
Mid price: 0.50425
Last price: 0.504
Mark price: -
Index price: -

Order Book

Bid depth 5: 2344
Ask depth 5: 3572
Bid depth 10: 9498
Ask depth 10: 9662
Bid depth 20: 38295
Ask depth 20: 29297
Imbalance 5: -0.207573
Imbalance 10: -0.008559
Imbalance 20: 0.133122
Top bid size: 75
Top ask size: 16
Bid wall score: 0.001958
Ask wall score: 0.000546

Dynamics

Bid depth 5 delta: 39
Ask depth 5 delta: 476
Imbalance 5 delta: -0.061118
Bid depth 10 delta: -1385
Ask depth 10 delta: -2192
Imbalance 10 delta: 0.034146
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.005456

Tape

Buy volume: 11616
Sell volume: 7424
Buy/sell delta: 4192
Buy/sell ratio: 1.564655
Avg trade size: 190.4
Large trade count: 5
Largest trade size: 4444

Candle

Return 1: 0.019841
Return 3: -0.336101
Volume 1: 15755
Volume avg 5: 40582.8
Momentum 5: -0.532755

Cross Exchange

Mid avg: 0.50420625
Mid median: 0.5042
Price deviation %: 0.008677
Spread %: 0.064458

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16396849
Volume 24h: 119346625
Quote volume 24h: 62294193.66841
Price change 24h %: 1.551

Quality

Capture latency ms: 6678
Order book timestamp: 2026-07-06 18:43:28.082000+02:00
Ticker timestamp: 2026-07-06 18:43:24.554000+02:00
Trades timestamp: 2026-07-06 18:43:28.924000+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	0.099157	0.099157	0.099157	0.099157	0.099157	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.099157	0.099157	0.099157	0.099157	0.099157	-0.099157	yes
30s	long	0.099157	0.099157	0.099157	0.099157	0.099157	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.099157	0.099157	0.099157	0.099157	0.099157	-0.099157	yes
60s	long	0.099157	0.099157	0.099157	0.099157	0.099157	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.099157	0.099157	0.099157	0.099157	0.099157	-0.099157	yes

Price

Best bid: 0.504
Best ask: 0.5041
Spread: 0.0001
Spread %: 0.019839
Mid price: 0.50405
Last price: 0.5041
Mark price: -
Index price: 0.504

Order Book

Bid depth 5: 661
Ask depth 5: 577
Bid depth 10: 2520
Ask depth 10: 2107
Bid depth 20: 6317
Ask depth 20: 6828
Imbalance 5: 0.067851
Imbalance 10: 0.089259
Imbalance 20: -0.038874
Top bid size: 72
Top ask size: 96
Bid wall score: 0.011398
Ask wall score: 0.01406

Dynamics

Bid depth 5 delta: -13
Ask depth 5 delta: -839
Imbalance 5 delta: 0.422875
Bid depth 10 delta: -2228
Ask depth 10 delta: -313
Imbalance 10 delta: -0.235518
Spread delta: -0.0001
Mid price delta: 0.00015
Wall shift score: 0.007746

Tape

Buy volume: 2701
Sell volume: 1467
Buy/sell delta: 1234
Buy/sell ratio: 1.841172
Avg trade size: 41.68
Large trade count: 6
Largest trade size: 342

Candle

Return 1: 0.019841
Return 3: -0.434525
Volume 1: 389
Volume avg 5: 1053.8
Momentum 5: -0.611199

Cross Exchange

Mid avg: 0.50416875
Mid median: 0.5042
Price deviation %: -0.023554
Spread %: 0.094214

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3154429
Quote volume 24h: 16534568.787
Price change 24h %: -2.51

Quality

Capture latency ms: 4351
Order book timestamp: 2026-07-06 18:43:21.822000+02:00
Ticker timestamp: 2026-07-06 18:43:18.829000+02:00
Trades timestamp: 2026-07-06 18:43:21.179000+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	0.059518	0.059518	0.059518	0.059518	0.059518	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059518	0.059518	0.059518	0.059518	0.059518	-0.059518	yes
30s	long	0.059518	0.059518	0.059518	0.059518	0.059518	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059518	0.059518	0.059518	0.059518	0.059518	-0.059518	yes
60s	long	0.059518	0.059518	0.059518	0.059518	0.059518	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059518	0.059518	0.059518	0.059518	0.059518	-0.059518	yes

Price

Best bid: 0.50364
Best ask: 0.50511
Spread: 0.00147
Spread %: 0.29145
Mid price: 0.504375
Last price: 0.50501
Mark price: -
Index price: -

Order Book

Bid depth 5: 5115
Ask depth 5: 23903
Bid depth 10: 32285
Ask depth 10: 35495
Bid depth 20: 176838
Ask depth 20: 169789
Imbalance 5: -0.64746
Imbalance 10: -0.047359
Imbalance 20: 0.020336
Top bid size: 1137
Top ask size: 507
Bid wall score: 0.00643
Ask wall score: 0.002986

Dynamics

Bid depth 5 delta: -2430
Ask depth 5 delta: 16039
Imbalance 5 delta: -0.626758
Bid depth 10 delta: 22252
Ask depth 10 delta: 7535
Imbalance 10 delta: 0.424491
Spread delta: 0.00002
Mid price delta: -0.0003
Wall shift score: 0.005052

Tape

Buy volume: 8860
Sell volume: 7112
Buy/sell delta: 1748
Buy/sell ratio: 1.245782
Avg trade size: 159.72
Large trade count: 9
Largest trade size: 940

Candle

Return 1: -0.44356
Return 3: -0.361061
Volume 1: 232
Volume avg 5: 145.6
Momentum 5: -0.402327

Cross Exchange

Mid avg: 0.50424375
Mid median: 0.5042
Price deviation %: 0.026029
Spread %: 0.153696

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 85989
Volume 24h: 823266
Quote volume 24h: 823266
Price change 24h %: -1.977873

Quality

Capture latency ms: 5006
Order book timestamp: 2026-07-06 18:43:17.097000+02:00
Ticker timestamp: 2026-07-06 18:43:17.456000+02:00
Trades timestamp: 2026-07-06 18:43:00.689000+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	0.018835	0.018835	0.018835	0.018835	0.018835	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.018835	0.018835	0.018835	0.018835	0.018835	-0.018835	yes
30s	flat	0.018835	0.018835	0.018835	0.018835	0.018835	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.018835	0.018835	0.018835	0.018835	0.018835	-0.018835	yes
60s	flat	0.018835	0.018835	0.018835	0.018835	0.018835	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.018835	0.018835	0.018835	0.018835	0.018835	-0.018835	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 33122
gate: 33122
htx: 32882
mexc: 33116

By Symbol

VELVET/USDT:USDT: 132242

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