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: 132750
Total labels: 398250
Pending labels: 83
Eligible pending labels: 31
Labeled snapshots: 398167
Labels with advanced TP/SL: 379169
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.00163
Avg long MAE 30s: 0.00163
Avg short MFE 30s: 0.307827
Avg short MAE 30s: 0.307827
Long labels: 160257
Short labels: 162619
Flat labels: 75291
Latest snapshot: 2026-07-07 02:09:04.729949+02:00
Recent trades snapshots: 132742
Micro candles: 2654740
Avg data quality: 75.9769792843691149
Latest latency: 5989 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 265 of 13275 · 132750 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 19:54:39.725970+02:00	htx	VELVET/USDT:USDT	0.51013	80	5298 ms	10s long 0.14016 30s long 0.14016 60s long 0.14016	advanced ready
2026-07-06 19:54:28.513732+02:00	gate	VELVET/USDT:USDT	0.508985	68	9579 ms	10s long 0.110023 30s long 0.110023 60s long 0.110023	advanced ready
2026-07-06 19:54:18.836292+02:00	binance	VELVET/USDT:USDT	0.5091	80	5820 ms	10s long 0.07857 30s long 0.07857 60s long 0.07857	advanced ready
2026-07-06 19:54:12.904203+02:00	mexc	VELVET/USDT:USDT	0.50915	68	5033 ms	10s long 0.088383 30s long 0.088383 60s long 0.088383	advanced ready
2026-07-06 19:54:07.811162+02:00	htx	VELVET/USDT:USDT	0.509925	90	4450 ms	10s flat 0.040202 30s flat 0.040202 60s flat 0.040202	advanced ready
2026-07-06 19:53:57.385380+02:00	gate	VELVET/USDT:USDT	0.509635	68	9490 ms	10s short -0.127542 30s short -0.127542 60s short -0.127542	advanced ready
2026-07-06 19:53:47.799387+02:00	binance	VELVET/USDT:USDT	0.50935	80	6477 ms	10s flat -0.049082 30s flat -0.049082 60s flat -0.049082	advanced ready
2026-07-06 19:53:41.222467+02:00	mexc	VELVET/USDT:USDT	0.50905	78	4186 ms	10s flat 0.019644 30s flat 0.019644 60s flat 0.019644	advanced ready
2026-07-06 19:53:36.974614+02:00	htx	VELVET/USDT:USDT	0.509485	80	5616 ms	10s long 0.086362 30s long 0.086362 60s long 0.086362	advanced ready
2026-07-06 19:53:25.440600+02:00	gate	VELVET/USDT:USDT	0.50963	68	9740 ms	10s flat 0.000981 30s flat 0.000981 60s flat 0.000981	advanced ready

Price

Best bid: 0.50934
Best ask: 0.51092
Spread: 0.00158
Spread %: 0.309725
Mid price: 0.51013
Last price: 0.50969
Mark price: -
Index price: -

Order Book

Bid depth 5: 3899
Ask depth 5: 31965
Bid depth 10: 53843
Ask depth 10: 50293
Bid depth 20: 79599
Ask depth 20: 167957
Imbalance 5: -0.782567
Imbalance 10: 0.03409
Imbalance 20: -0.356921
Top bid size: 516
Top ask size: 1042
Bid wall score: 0.006482
Ask wall score: 0.006204

Dynamics

Bid depth 5 delta: -632
Ask depth 5 delta: 26366
Imbalance 5 delta: -0.677138
Bid depth 10 delta: 5661
Ask depth 10 delta: 4116
Imbalance 10 delta: 0.012841
Spread delta: 0.00041
Mid price delta: 0.000205
Wall shift score: -0.013747

Tape

Buy volume: 12534
Sell volume: 17778
Buy/sell delta: -5244
Buy/sell ratio: 0.705029
Avg trade size: 303.12
Large trade count: 6
Largest trade size: 2988

Candle

Return 1: 0
Return 3: 0.123758
Volume 1: 0
Volume avg 5: 78.4
Momentum 5: -0.416162

Cross Exchange

Mid avg: 0.50929
Mid median: 0.509125
Price deviation %: 0.164935
Spread %: 0.184571

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 84528
Volume 24h: 798106
Quote volume 24h: 798106
Price change 24h %: -1.069488

Quality

Capture latency ms: 5298
Order book timestamp: 2026-07-06 19:54:38.101000+02:00
Ticker timestamp: 2026-07-06 19:54:38.658000+02:00
Trades timestamp: 2026-07-06 19:53:46.913000+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	0.14016	0.14016	0.14016	0.14016	0.14016	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.14016	0.14016	0.14016	0.14016	0.14016	-0.14016	yes
30s	long	0.14016	0.14016	0.14016	0.14016	0.14016	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.14016	0.14016	0.14016	0.14016	0.14016	-0.14016	yes
60s	long	0.14016	0.14016	0.14016	0.14016	0.14016	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.14016	0.14016	0.14016	0.14016	0.14016	-0.14016	yes

Price

Best bid: 0.50856
Best ask: 0.50941
Spread: 0.00085
Spread %: 0.166999
Mid price: 0.508985
Last price: 0.5093
Mark price: 0.5093
Index price: 0.508882

Order Book

Bid depth 5: 9
Ask depth 5: 7
Bid depth 10: 44
Ask depth 10: 36
Bid depth 20: 59
Ask depth 20: 50
Imbalance 5: 0.125
Imbalance 10: 0.1
Imbalance 20: 0.082569
Top bid size: 3
Top ask size: 1
Bid wall score: 0.050847
Ask wall score: 0.02

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 0
Imbalance 5 delta: -0.051471
Bid depth 10 delta: 1
Ask depth 10 delta: 23
Imbalance 10 delta: -0.435714
Spread delta: 0.0001
Mid price delta: -0.00065
Wall shift score: -0.000769

Tape

Buy volume: 76
Sell volume: 371
Buy/sell delta: -295
Buy/sell ratio: 0.204852
Avg trade size: 4.47
Large trade count: 9
Largest trade size: 40

Candle

Return 1: 0
Return 3: 0.285517
Volume 1: 0
Volume avg 5: 10.2
Momentum 5: -0.35803

Cross Exchange

Mid avg: 0.5094525
Mid median: 0.5093925
Price deviation %: -0.091765
Spread %: 0.161939

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4972300
Quote volume 24h: 2602442
Price change 24h %: -2.1

Quality

Capture latency ms: 9579
Order book timestamp: 2026-07-06 19:54:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:40.425000+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	0.110023	0.110023	0.110023	0.110023	0.110023	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.110023	0.110023	0.110023	0.110023	0.110023	-0.110023	yes
30s	long	0.110023	0.110023	0.110023	0.110023	0.110023	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.110023	0.110023	0.110023	0.110023	0.110023	-0.110023	yes
60s	long	0.110023	0.110023	0.110023	0.110023	0.110023	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.110023	0.110023	0.110023	0.110023	0.110023	-0.110023	yes

Price

Best bid: 0.509
Best ask: 0.5092
Spread: 0.0002
Spread %: 0.039285
Mid price: 0.5091
Last price: 0.5095
Mark price: -
Index price: -

Order Book

Bid depth 5: 5188
Ask depth 5: 5294
Bid depth 10: 17443
Ask depth 10: 13244
Bid depth 20: 63536
Ask depth 20: 41451
Imbalance 5: -0.010113
Imbalance 10: 0.136833
Imbalance 20: 0.210359
Top bid size: 175
Top ask size: 848
Bid wall score: 0.002754
Ask wall score: 0.020458

Dynamics

Bid depth 5 delta: 1122
Ask depth 5 delta: 3343
Imbalance 5 delta: -0.361617
Bid depth 10 delta: 5062
Ask depth 10 delta: 1928
Imbalance 10 delta: 0.091891
Spread delta: 0.0001
Mid price delta: -0.00025
Wall shift score: -0.020983

Tape

Buy volume: 16707
Sell volume: 4630
Buy/sell delta: 12077
Buy/sell ratio: 3.608423
Avg trade size: 213.37
Large trade count: 10
Largest trade size: 1833

Candle

Return 1: -0.117739
Return 3: 0.118017
Volume 1: 3591
Volume avg 5: 26026.4
Momentum 5: -0.391389

Cross Exchange

Mid avg: 0.509515
Mid median: 0.5094925
Price deviation %: -0.08145
Spread %: 0.152105

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16419934
Volume 24h: 114047624
Quote volume 24h: 59604868.11327
Price change 24h %: -2.264

Quality

Capture latency ms: 5820
Order book timestamp: 2026-07-06 19:54:16.704000+02:00
Ticker timestamp: 2026-07-06 19:54:07.299000+02:00
Trades timestamp: 2026-07-06 19:54:16.539000+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	0.07857	0.07857	0.07857	0.07857	0.07857	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.07857	0.07857	0.07857	0.07857	0.07857	-0.07857	yes
30s	long	0.07857	0.07857	0.07857	0.07857	0.07857	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.07857	0.07857	0.07857	0.07857	0.07857	-0.07857	yes
60s	long	0.07857	0.07857	0.07857	0.07857	0.07857	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.07857	0.07857	0.07857	0.07857	0.07857	-0.07857	yes

Price

Best bid: 0.5091
Best ask: 0.5092
Spread: 0.0001
Spread %: 0.019641
Mid price: 0.50915
Last price: 0.5099
Mark price: -
Index price: 0.509

Order Book

Bid depth 5: 682
Ask depth 5: 1118
Bid depth 10: 4192
Ask depth 10: 2985
Bid depth 20: 9781
Ask depth 20: 6524
Imbalance 5: -0.242222
Imbalance 10: 0.168176
Imbalance 20: 0.199755
Top bid size: 12
Top ask size: 56
Bid wall score: 0.001227
Ask wall score: 0.008584

Dynamics

Bid depth 5 delta: -76
Ask depth 5 delta: 157
Imbalance 5 delta: -0.12413
Bid depth 10 delta: 298
Ask depth 10 delta: -49
Imbalance 10 delta: 0.044042
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: -0.016917

Tape

Buy volume: 2650
Sell volume: 2078
Buy/sell delta: 572
Buy/sell ratio: 1.275265
Avg trade size: 47.28
Large trade count: 10
Largest trade size: 299

Candle

Return 1: 0.098155
Return 3: 0.27532
Volume 1: 6
Volume avg 5: 1797
Momentum 5: -0.390701

Cross Exchange

Mid avg: 0.50949
Mid median: 0.5094925
Price deviation %: -0.066733
Spread %: 0.17174

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3069738
Quote volume 24h: 16126401.894
Price change 24h %: -1.39

Quality

Capture latency ms: 5033
Order book timestamp: 2026-07-06 19:54:10.795000+02:00
Ticker timestamp: 2026-07-06 19:54:09.833000+02:00
Trades timestamp: 2026-07-06 19:54:06.027000+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	0.088383	0.088383	0.088383	0.088383	0.088383	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.088383	0.088383	0.088383	0.088383	0.088383	-0.088383	yes
30s	long	0.088383	0.088383	0.088383	0.088383	0.088383	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.088383	0.088383	0.088383	0.088383	0.088383	-0.088383	yes
60s	long	0.088383	0.088383	0.088383	0.088383	0.088383	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.088383	0.088383	0.088383	0.088383	0.088383	-0.088383	yes

Price

Best bid: 0.50934
Best ask: 0.51051
Spread: 0.00117
Spread %: 0.229446
Mid price: 0.509925
Last price: 0.50969
Mark price: -
Index price: -

Order Book

Bid depth 5: 4531
Ask depth 5: 5599
Bid depth 10: 48182
Ask depth 10: 46177
Bid depth 20: 74693
Ask depth 20: 169797
Imbalance 5: -0.105429
Imbalance 10: 0.021249
Imbalance 20: -0.388989
Top bid size: 1173
Top ask size: 285
Bid wall score: 0.015704
Ask wall score: 0.001678

Dynamics

Bid depth 5 delta: 1622
Ask depth 5 delta: -21171
Imbalance 5 delta: 0.69854
Bid depth 10 delta: -11462
Ask depth 10 delta: 2016
Imbalance 10 delta: -0.127906
Spread delta: 0.0003
Mid price delta: 0.00044
Wall shift score: 0.013377

Tape

Buy volume: 12534
Sell volume: 17778
Buy/sell delta: -5244
Buy/sell ratio: 0.705029
Avg trade size: 303.12
Large trade count: 6
Largest trade size: 2988

Candle

Return 1: 0
Return 3: 0.123758
Volume 1: 0
Volume avg 5: 78.4
Momentum 5: -0.416162

Cross Exchange

Mid avg: 0.50938
Mid median: 0.5094175
Price deviation %: 0.106993
Spread %: 0.114845

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 84626
Volume 24h: 798106
Quote volume 24h: 798106
Price change 24h %: -1.069488

Quality

Capture latency ms: 4450
Order book timestamp: 2026-07-06 19:54:05.601000+02:00
Ticker timestamp: 2026-07-06 19:54:06.755000+02:00
Trades timestamp: 2026-07-06 19:53:46.913000+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	0.040202	0.040202	0.040202	0.040202	0.040202	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.040202	0.040202	0.040202	0.040202	0.040202	-0.040202	yes
30s	flat	0.040202	0.040202	0.040202	0.040202	0.040202	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.040202	0.040202	0.040202	0.040202	0.040202	-0.040202	yes
60s	flat	0.040202	0.040202	0.040202	0.040202	0.040202	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.040202	0.040202	0.040202	0.040202	0.040202	-0.040202	yes

Price

Best bid: 0.50926
Best ask: 0.51001
Spread: 0.00075
Spread %: 0.147164
Mid price: 0.509635
Last price: 0.5093
Mark price: 0.5093
Index price: 0.508798

Order Book

Bid depth 5: 10
Ask depth 5: 7
Bid depth 10: 43
Ask depth 10: 13
Bid depth 20: 59
Ask depth 20: 52
Imbalance 5: 0.176471
Imbalance 10: 0.535714
Imbalance 20: 0.063063
Top bid size: 3
Top ask size: 1
Bid wall score: 0.050847
Ask wall score: 0.019231

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 0
Imbalance 5 delta: 0.109804
Bid depth 10 delta: 23
Ask depth 10 delta: -2
Imbalance 10 delta: 0.392857
Spread delta: -0.00009
Mid price delta: 0.000005
Wall shift score: 0.032894

Tape

Buy volume: 76
Sell volume: 371
Buy/sell delta: -295
Buy/sell ratio: 0.204852
Avg trade size: 4.47
Large trade count: 9
Largest trade size: 40

Candle

Return 1: 0.090402
Return 3: 0.068769
Volume 1: 8
Volume avg 5: 12.8
Momentum 5: -0.678654

Cross Exchange

Mid avg: 0.50937875
Mid median: 0.5094175
Price deviation %: 0.050306
Spread %: 0.113864

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4971500
Quote volume 24h: 2602034
Price change 24h %: -2.24

Quality

Capture latency ms: 9490
Order book timestamp: 2026-07-06 19:53:56+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:40.425000+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	-0.127542	-0.127542	-0.127542	0.127542	0.127542	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.127542	0.127542	0.127542	0.127542	-0.127542	0.127542	yes
30s	short	-0.127542	-0.127542	-0.127542	0.127542	0.127542	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.127542	0.127542	0.127542	0.127542	-0.127542	0.127542	yes
60s	short	-0.127542	-0.127542	-0.127542	0.127542	0.127542	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.127542	0.127542	0.127542	0.127542	-0.127542	0.127542	yes

Price

Best bid: 0.5093
Best ask: 0.5094
Spread: 0.0001
Spread %: 0.019633
Mid price: 0.50935
Last price: 0.5091
Mark price: -
Index price: -

Order Book

Bid depth 5: 4066
Ask depth 5: 1951
Bid depth 10: 12381
Ask depth 10: 11316
Bid depth 20: 58765
Ask depth 20: 41723
Imbalance 5: 0.351504
Imbalance 10: 0.044942
Imbalance 20: 0.169592
Top bid size: 311
Top ask size: 84
Bid wall score: 0.005292
Ask wall score: 0.002013

Dynamics

Bid depth 5 delta: 282
Ask depth 5 delta: -2383
Imbalance 5 delta: 0.419255
Bid depth 10 delta: 1361
Ask depth 10 delta: -657
Imbalance 10 delta: 0.08639
Spread delta: -0.0001
Mid price delta: -0.00015
Wall shift score: 0.006258

Tape

Buy volume: 17960
Sell volume: 3535
Buy/sell delta: 14425
Buy/sell ratio: 5.080622
Avg trade size: 214.95
Large trade count: 10
Largest trade size: 1833

Candle

Return 1: 0.058962
Return 3: 0.117994
Volume 1: 10042
Volume avg 5: 33607
Momentum 5: -0.50811

Cross Exchange

Mid avg: 0.50941625
Mid median: 0.5094925
Price deviation %: -0.013005
Spread %: 0.113856

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16424114
Volume 24h: 114132973
Quote volume 24h: 59649397.20637
Price change 24h %: -1.908

Quality

Capture latency ms: 6477
Order book timestamp: 2026-07-06 19:53:45.659000+02:00
Ticker timestamp: 2026-07-06 19:53:40.187000+02:00
Trades timestamp: 2026-07-06 19:53:46.321000+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	-0.049082	-0.049082	-0.049082	0.049082	0.049082	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.049082	0.049082	0.049082	0.049082	-0.049082	0.049082	yes
30s	flat	-0.049082	-0.049082	-0.049082	0.049082	0.049082	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.049082	0.049082	0.049082	0.049082	-0.049082	0.049082	yes
60s	flat	-0.049082	-0.049082	-0.049082	0.049082	0.049082	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.049082	0.049082	0.049082	0.049082	-0.049082	0.049082	yes

Price

Best bid: 0.509
Best ask: 0.5091
Spread: 0.0001
Spread %: 0.019644
Mid price: 0.50905
Last price: 0.5091
Mark price: -
Index price: 0.5085

Order Book

Bid depth 5: 758
Ask depth 5: 961
Bid depth 10: 3894
Ask depth 10: 3034
Bid depth 20: 14872
Ask depth 20: 9398
Imbalance 5: -0.118092
Imbalance 10: 0.124134
Imbalance 20: 0.225546
Top bid size: 177
Top ask size: 22
Bid wall score: 0.011902
Ask wall score: 0.002341

Dynamics

Bid depth 5 delta: 243
Ask depth 5 delta: -661
Imbalance 5 delta: 0.399924
Bid depth 10 delta: 761
Ask depth 10 delta: -90
Imbalance 10 delta: 0.122696
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.026922

Tape

Buy volume: 2617
Sell volume: 2970
Buy/sell delta: -353
Buy/sell ratio: 0.881145
Avg trade size: 55.87
Large trade count: 7
Largest trade size: 420

Candle

Return 1: 0.058962
Return 3: 0.177096
Volume 1: 1168
Volume avg 5: 1931.6
Momentum 5: -0.702165

Cross Exchange

Mid avg: 0.50939125
Mid median: 0.5094925
Price deviation %: -0.066992
Spread %: 0.133493

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3069706
Quote volume 24h: 16126236.89
Price change 24h %: -1.54

Quality

Capture latency ms: 4186
Order book timestamp: 2026-07-06 19:53:39.777000+02:00
Ticker timestamp: 2026-07-06 19:53:36.890000+02:00
Trades timestamp: 2026-07-06 19:53:35.594000+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	0.019644	0.019644	0.019644	0.019644	0.019644	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.019644	0.019644	0.019644	0.019644	0.019644	-0.019644	yes
30s	flat	0.019644	0.019644	0.019644	0.019644	0.019644	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.019644	0.019644	0.019644	0.019644	0.019644	-0.019644	yes
60s	flat	0.019644	0.019644	0.019644	0.019644	0.019644	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.019644	0.019644	0.019644	0.019644	0.019644	-0.019644	yes

Price

Best bid: 0.50905
Best ask: 0.50992
Spread: 0.00087
Spread %: 0.170761
Mid price: 0.509485
Last price: 0.50906
Mark price: -
Index price: -

Order Book

Bid depth 5: 2909
Ask depth 5: 26770
Bid depth 10: 59644
Ask depth 10: 44161
Bid depth 20: 89841
Ask depth 20: 161935
Imbalance 5: -0.803969
Imbalance 10: 0.149155
Imbalance 20: -0.286342
Top bid size: 76
Top ask size: 32
Bid wall score: 0.000846
Ask wall score: 0.000198

Dynamics

Bid depth 5 delta: -4042
Ask depth 5 delta: 22779
Imbalance 5 delta: -1.074486
Bid depth 10 delta: -1621
Ask depth 10 delta: 1441
Imbalance 10 delta: -0.029188
Spread delta: -0.00059
Mid price delta: 0.000505
Wall shift score: 0.001307

Tape

Buy volume: 12338
Sell volume: 17840
Buy/sell delta: -5502
Buy/sell ratio: 0.691592
Avg trade size: 301.78
Large trade count: 6
Largest trade size: 2988

Candle

Return 1: 0
Return 3: -0.539252
Volume 1: 0
Volume avg 5: 39.2
Momentum 5: -0.539252

Cross Exchange

Mid avg: 0.509265
Mid median: 0.50924
Price deviation %: 0.0432
Spread %: 0.133526

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 84626
Volume 24h: 798006
Quote volume 24h: 798006
Price change 24h %: -1.19177

Quality

Capture latency ms: 5616
Order book timestamp: 2026-07-06 19:53:35.597000+02:00
Ticker timestamp: 2026-07-06 19:53:35.942000+02:00
Trades timestamp: 2026-07-06 19:51:10.299000+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	0.086362	0.086362	0.086362	0.086362	0.086362	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.086362	0.086362	0.086362	0.086362	0.086362	-0.086362	yes
30s	long	0.086362	0.086362	0.086362	0.086362	0.086362	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.086362	0.086362	0.086362	0.086362	0.086362	-0.086362	yes
60s	long	0.086362	0.086362	0.086362	0.086362	0.086362	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.086362	0.086362	0.086362	0.086362	0.086362	-0.086362	yes

Price

Best bid: 0.50921
Best ask: 0.51005
Spread: 0.00084
Spread %: 0.164825
Mid price: 0.50963
Last price: 0.50884
Mark price: 0.50884
Index price: 0.508358

Order Book

Bid depth 5: 8
Ask depth 5: 7
Bid depth 10: 20
Ask depth 10: 15
Bid depth 20: 58
Ask depth 20: 54
Imbalance 5: 0.066667
Imbalance 10: 0.142857
Imbalance 20: 0.035714
Top bid size: 1
Top ask size: 1
Bid wall score: 0.017241
Ask wall score: 0.018519

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -1
Imbalance 5 delta: 0.007843
Bid depth 10 delta: -25
Ask depth 10 delta: -3
Imbalance 10 delta: -0.285714
Spread delta: -0.00001
Mid price delta: 0.000945
Wall shift score: -0.015353

Tape

Buy volume: 69
Sell volume: 371
Buy/sell delta: -302
Buy/sell ratio: 0.185984
Avg trade size: 4.4
Large trade count: 9
Largest trade size: 40

Candle

Return 1: 0
Return 3: -0.021613
Volume 1: 0
Volume avg 5: 11.2
Momentum 5: -0.768361

Cross Exchange

Mid avg: 0.50902875
Mid median: 0.508965
Price deviation %: 0.118117
Spread %: 0.160109

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4971500
Quote volume 24h: 2602034
Price change 24h %: -2.33

Quality

Capture latency ms: 9740
Order book timestamp: 2026-07-06 19:53:24+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:40.372000+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	0.000981	0.000981	0.000981	0.000981	0.000981	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.000981	0.000981	0.000981	0.000981	0.000981	-0.000981	yes
30s	flat	0.000981	0.000981	0.000981	0.000981	0.000981	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.000981	0.000981	0.000981	0.000981	0.000981	-0.000981	yes
60s	flat	0.000981	0.000981	0.000981	0.000981	0.000981	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.000981	0.000981	0.000981	0.000981	0.000981	-0.000981	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 33249
gate: 33249
htx: 33009
mexc: 33243

By Symbol

VELVET/USDT:USDT: 132750

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