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: 133311
Total labels: 399933
Pending labels: 89
Eligible pending labels: 35
Labeled snapshots: 399847
Labels with advanced TP/SL: 380849
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001605
Avg long MAE 30s: 0.001605
Avg short MFE 30s: 0.307035
Avg short MAE 30s: 0.307035
Long labels: 160853
Short labels: 163207
Flat labels: 75787
Latest snapshot: 2026-07-07 03:32:51.018772+02:00
Recent trades snapshots: 133304
Micro candles: 2665960
Avg data quality: 75.9777064330292847
Latest latency: 7243 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 266 of 13332 · 133311 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 21:11:20.183422+02:00	htx	VELVET/USDT:USDT	0.50818	80	6489 ms	10s short -0.271557 30s short -0.271557 60s short -0.271557	advanced ready
2026-07-06 21:11:07.777377+02:00	gate	VELVET/USDT:USDT	0.507945	68	9595 ms	10s flat 0.040359 30s flat 0.040359 60s flat 0.040359	advanced ready
2026-07-06 21:10:58.059122+02:00	binance	VELVET/USDT:USDT	0.508	80	6906 ms	10s flat -0.049213 30s flat -0.049213 60s flat -0.049213	advanced ready
2026-07-06 21:10:51.021914+02:00	mexc	VELVET/USDT:USDT	0.50895	78	4612 ms	10s short -0.294724 30s short -0.294724 60s short -0.294724	advanced ready
2026-07-06 21:10:46.342988+02:00	htx	VELVET/USDT:USDT	0.509125	90	4416 ms	10s short -0.185613 30s short -0.185613 60s short -0.185613	advanced ready
2026-07-06 21:10:36.018528+02:00	gate	VELVET/USDT:USDT	0.50939	68	9551 ms	10s short -0.283673 30s short -0.283673 60s short -0.283673	advanced ready
2026-07-06 21:10:26.346864+02:00	binance	VELVET/USDT:USDT	0.50935	80	5675 ms	10s short -0.265044 30s short -0.265044 60s short -0.265044	advanced ready
2026-07-06 21:10:20.560682+02:00	mexc	VELVET/USDT:USDT	0.50895	68	5448 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-07-06 21:10:15.026100+02:00	htx	VELVET/USDT:USDT	0.50898	90	4888 ms	10s flat 0.028488 30s flat 0.028488 60s flat 0.028488	advanced ready
2026-07-06 21:10:04.081493+02:00	gate	VELVET/USDT:USDT	0.50906	68	9756 ms	10s long 0.064825 30s long 0.064825 60s long 0.064825	advanced ready

Price

Best bid: 0.50744
Best ask: 0.50892
Spread: 0.00148
Spread %: 0.291235
Mid price: 0.50818
Last price: 0.50801
Mark price: -
Index price: -

Order Book

Bid depth 5: 5713
Ask depth 5: 15694
Bid depth 10: 27405
Ask depth 10: 30230
Bid depth 20: 40768
Ask depth 20: 147690
Imbalance 5: -0.466249
Imbalance 10: -0.049015
Imbalance 20: -0.567352
Top bid size: 480
Top ask size: 598
Bid wall score: 0.011774
Ask wall score: 0.004049

Dynamics

Bid depth 5 delta: -6826
Ask depth 5 delta: 11135
Imbalance 5 delta: -0.932971
Bid depth 10 delta: -6325
Ask depth 10 delta: -2933
Imbalance 10 delta: -0.057492
Spread delta: 0.00011
Mid price delta: -0.000945
Wall shift score: -0.039832

Tape

Buy volume: 5052
Sell volume: 16720
Buy/sell delta: -11668
Buy/sell ratio: 0.302153
Avg trade size: 217.72
Large trade count: 0
Largest trade size: 548

Candle

Return 1: -0.011809
Return 3: -0.011809
Volume 1: 112
Volume avg 5: 61.6
Momentum 5: -0.17881

Cross Exchange

Mid avg: 0.508505
Mid median: 0.508475
Price deviation %: -0.063913
Spread %: 0.232053

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 88110
Volume 24h: 766692
Quote volume 24h: 766692
Price change 24h %: -1.395575

Quality

Capture latency ms: 6489
Order book timestamp: 2026-07-06 21:11:16.897000+02:00
Ticker timestamp: 2026-07-06 21:11:18.654000+02:00
Trades timestamp: 2026-07-06 21:11:14.173000+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	-0.271557	-0.271557	-0.271557	0.271557	0.271557	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.271557	0.271557	0.271557	0.271557	-0.271557	0.271557	yes
30s	short	-0.271557	-0.271557	-0.271557	0.271557	0.271557	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.271557	0.271557	0.271557	0.271557	-0.271557	0.271557	yes
60s	short	-0.271557	-0.271557	-0.271557	0.271557	0.271557	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.271557	0.271557	0.271557	0.271557	-0.271557	0.271557	yes

Price

Best bid: 0.50778
Best ask: 0.50811
Spread: 0.00033
Spread %: 0.064968
Mid price: 0.507945
Last price: 0.5081
Mark price: 0.50849
Index price: 0.508485

Order Book

Bid depth 5: 9
Ask depth 5: 11
Bid depth 10: 21
Ask depth 10: 44
Bid depth 20: 65
Ask depth 20: 65
Imbalance 5: -0.1
Imbalance 10: -0.353846
Imbalance 20: 0
Top bid size: 1
Top ask size: 2
Bid wall score: 0.015385
Ask wall score: 0.030769

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -5
Imbalance 5 delta: 0.130769
Bid depth 10 delta: 0
Ask depth 10 delta: 18
Imbalance 10 delta: -0.247463
Spread delta: -0.00023
Mid price delta: -0.001445
Wall shift score: 0.035265

Tape

Buy volume: 100
Sell volume: 135
Buy/sell delta: -35
Buy/sell ratio: 0.740741
Avg trade size: 2.35
Large trade count: 9
Largest trade size: 17

Candle

Return 1: -0.127764
Return 3: -0.325643
Volume 1: 1
Volume avg 5: 2.4
Momentum 5: -0.341284

Cross Exchange

Mid avg: 0.50886625
Mid median: 0.5090375
Price deviation %: -0.18104
Spread %: 0.273156

Funding / OI / Volume

Funding rate: 0.000094
Funding delta: -0.000005
Funding abs: 0.000094
Funding pressure: 0.000099
Open interest: -
Volume 24h: 4513900
Quote volume 24h: 2350721
Price change 24h %: -5.33

Quality

Capture latency ms: 9595
Order book timestamp: 2026-07-06 21:11:06+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:45.060000+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	0.040359	0.040359	0.040359	0.040359	0.040359	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.040359	0.040359	0.040359	0.040359	0.040359	-0.040359	yes
30s	flat	0.040359	0.040359	0.040359	0.040359	0.040359	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.040359	0.040359	0.040359	0.040359	0.040359	-0.040359	yes
60s	flat	0.040359	0.040359	0.040359	0.040359	0.040359	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.040359	0.040359	0.040359	0.040359	0.040359	-0.040359	yes

Price

Best bid: 0.5079
Best ask: 0.5081
Spread: 0.0002
Spread %: 0.03937
Mid price: 0.508
Last price: 0.5091
Mark price: -
Index price: -

Order Book

Bid depth 5: 3115
Ask depth 5: 4012
Bid depth 10: 11198
Ask depth 10: 12442
Bid depth 20: 30076
Ask depth 20: 22274
Imbalance 5: -0.125859
Imbalance 10: -0.052623
Imbalance 20: 0.149035
Top bid size: 181
Top ask size: 883
Bid wall score: 0.006018
Ask wall score: 0.039643

Dynamics

Bid depth 5 delta: -685
Ask depth 5 delta: 2688
Imbalance 5 delta: -0.609076
Bid depth 10 delta: -3106
Ask depth 10 delta: 1174
Imbalance 10 delta: -0.171346
Spread delta: 0.0001
Mid price delta: -0.00135
Wall shift score: -0.043014

Tape

Buy volume: 5757
Sell volume: 30527
Buy/sell delta: -24770
Buy/sell ratio: 0.188587
Avg trade size: 362.84
Large trade count: 10
Largest trade size: 5859

Candle

Return 1: -0.137363
Return 3: -0.235248
Volume 1: 24507
Volume avg 5: 37384.6
Momentum 5: 0.256107

Cross Exchange

Mid avg: 0.50920375
Mid median: 0.5092375
Price deviation %: -0.236398
Spread %: 0.086409

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16355483
Volume 24h: 106678346
Quote volume 24h: 55581634.82625
Price change 24h %: -5.442

Quality

Capture latency ms: 6906
Order book timestamp: 2026-07-06 21:10:55.913000+02:00
Ticker timestamp: 2026-07-06 21:10:47.125000+02:00
Trades timestamp: 2026-07-06 21:10:55.259000+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	-0.049213	-0.049213	-0.049213	0.049213	0.049213	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.049213	0.049213	0.049213	0.049213	-0.049213	0.049213	yes
30s	flat	-0.049213	-0.049213	-0.049213	0.049213	0.049213	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.049213	0.049213	0.049213	0.049213	-0.049213	0.049213	yes
60s	flat	-0.049213	-0.049213	-0.049213	0.049213	0.049213	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.049213	0.049213	0.049213	0.049213	-0.049213	0.049213	yes

Price

Best bid: 0.5089
Best ask: 0.509
Spread: 0.0001
Spread %: 0.019648
Mid price: 0.50895
Last price: 0.509
Mark price: -
Index price: 0.5087

Order Book

Bid depth 5: 1601
Ask depth 5: 431
Bid depth 10: 2986
Ask depth 10: 2053
Bid depth 20: 6440
Ask depth 20: 5602
Imbalance 5: 0.575787
Imbalance 10: 0.185156
Imbalance 20: 0.06959
Top bid size: 1270
Top ask size: 155
Bid wall score: 0.197205
Ask wall score: 0.027669

Dynamics

Bid depth 5 delta: 984
Ask depth 5 delta: -752
Imbalance 5 delta: 0.890232
Bid depth 10 delta: 78
Ask depth 10 delta: -566
Imbalance 10 delta: 0.132867
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.203682

Tape

Buy volume: 2485
Sell volume: 1618
Buy/sell delta: 867
Buy/sell ratio: 1.535847
Avg trade size: 41.03
Large trade count: 7
Largest trade size: 466

Candle

Return 1: -0.117739
Return 3: -0.196078
Volume 1: 108
Volume avg 5: 684.2
Momentum 5: 0.394477

Cross Exchange

Mid avg: 0.50920375
Mid median: 0.5092375
Price deviation %: -0.049833
Spread %: 0.086409

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2684823
Quote volume 24h: 14096028.907
Price change 24h %: -1.56

Quality

Capture latency ms: 4612
Order book timestamp: 2026-07-06 21:10:49.313000+02:00
Ticker timestamp: 2026-07-06 21:10:48.770000+02:00
Trades timestamp: 2026-07-06 21:10:48.593000+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	-0.294724	-0.294724	-0.294724	0.294724	0.294724	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.294724	0.294724	0.294724	0.294724	-0.294724	0.294724	yes
30s	short	-0.294724	-0.294724	-0.294724	0.294724	0.294724	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.294724	0.294724	0.294724	0.294724	-0.294724	0.294724	yes
60s	short	-0.294724	-0.294724	-0.294724	0.294724	0.294724	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.294724	0.294724	0.294724	0.294724	-0.294724	0.294724	yes

Price

Best bid: 0.50844
Best ask: 0.50981
Spread: 0.00137
Spread %: 0.269089
Mid price: 0.509125
Last price: 0.50807
Mark price: -
Index price: -

Order Book

Bid depth 5: 12539
Ask depth 5: 4559
Bid depth 10: 33730
Ask depth 10: 33163
Bid depth 20: 61634
Ask depth 20: 151246
Imbalance 5: 0.466721
Imbalance 10: 0.008476
Imbalance 20: -0.420951
Top bid size: 2969
Top ask size: 93
Bid wall score: 0.048171
Ask wall score: 0.000615

Dynamics

Bid depth 5 delta: 7792
Ask depth 5 delta: 463
Imbalance 5 delta: 0.393104
Bid depth 10 delta: 8552
Ask depth 10 delta: 4487
Imbalance 10 delta: 0.07343
Spread delta: -0.00009
Mid price delta: 0.000145
Wall shift score: 0.046829

Tape

Buy volume: 5052
Sell volume: 17214
Buy/sell delta: -12162
Buy/sell ratio: 0.293482
Avg trade size: 222.66
Large trade count: 0
Largest trade size: 606

Candle

Return 1: 0
Return 3: -0.16702
Volume 1: 0
Volume avg 5: 560
Momentum 5: 0.003937

Cross Exchange

Mid avg: 0.5091675
Mid median: 0.509165
Price deviation %: -0.008347
Spread %: 0.086416

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 88110
Volume 24h: 766766
Quote volume 24h: 766766
Price change 24h %: -1.383929

Quality

Capture latency ms: 4416
Order book timestamp: 2026-07-06 21:10:44.701000+02:00
Ticker timestamp: 2026-07-06 21:10:45.301000+02:00
Trades timestamp: 2026-07-06 21:08:35.814000+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	-0.185613	-0.185613	-0.185613	0.185613	0.185613	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.185613	0.185613	0.185613	0.185613	-0.185613	0.185613	yes
30s	short	-0.185613	-0.185613	-0.185613	0.185613	0.185613	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.185613	0.185613	0.185613	0.185613	-0.185613	0.185613	yes
60s	short	-0.185613	-0.185613	-0.185613	0.185613	0.185613	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.185613	0.185613	0.185613	0.185613	-0.185613	0.185613	yes

Price

Best bid: 0.50911
Best ask: 0.50967
Spread: 0.00056
Spread %: 0.109935
Mid price: 0.50939
Last price: 0.50875
Mark price: 0.50883
Index price: 0.508823

Order Book

Bid depth 5: 10
Ask depth 5: 16
Bid depth 10: 21
Ask depth 10: 26
Bid depth 20: 70
Ask depth 20: 77
Imbalance 5: -0.230769
Imbalance 10: -0.106383
Imbalance 20: -0.047619
Top bid size: 1
Top ask size: 5
Bid wall score: 0.014286
Ask wall score: 0.064935

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: 5
Imbalance 5 delta: 0.063348
Bid depth 10 delta: 0
Ask depth 10 delta: -18
Imbalance 10 delta: 0.247463
Spread delta: -0.00014
Mid price delta: 0.00033
Wall shift score: -0.050649

Tape

Buy volume: 100
Sell volume: 135
Buy/sell delta: -35
Buy/sell ratio: 0.740741
Avg trade size: 2.35
Large trade count: 9
Largest trade size: 17

Candle

Return 1: -0.254877
Return 3: -0.198132
Volume 1: 6
Volume avg 5: 5.2
Momentum 5: 0.315489

Cross Exchange

Mid avg: 0.509085
Mid median: 0.50902
Price deviation %: 0.059911
Spread %: 0.078572

Funding / OI / Volume

Funding rate: 0.000099
Funding delta: 0
Funding abs: 0.000099
Funding pressure: 0.000099
Open interest: -
Volume 24h: 4513900
Quote volume 24h: 2350721
Price change 24h %: -4.92

Quality

Capture latency ms: 9551
Order book timestamp: 2026-07-06 21:10:34+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:45+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	-0.283673	-0.283673	-0.283673	0.283673	0.283673	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.283673	0.283673	0.283673	0.283673	-0.283673	0.283673	yes
30s	short	-0.283673	-0.283673	-0.283673	0.283673	0.283673	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.283673	0.283673	0.283673	0.283673	-0.283673	0.283673	yes
60s	short	-0.283673	-0.283673	-0.283673	0.283673	0.283673	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.283673	0.283673	0.283673	0.283673	-0.283673	0.283673	yes

Price

Best bid: 0.5093
Best ask: 0.5094
Spread: 0.0001
Spread %: 0.019633
Mid price: 0.50935
Last price: 0.5089
Mark price: -
Index price: -

Order Book

Bid depth 5: 3800
Ask depth 5: 1324
Bid depth 10: 14304
Ask depth 10: 11268
Bid depth 20: 28745
Ask depth 20: 23055
Imbalance 5: 0.483216
Imbalance 10: 0.118724
Imbalance 20: 0.109846
Top bid size: 331
Top ask size: 49
Bid wall score: 0.011515
Ask wall score: 0.002125

Dynamics

Bid depth 5 delta: -322
Ask depth 5 delta: -536
Imbalance 5 delta: 0.105082
Bid depth 10 delta: 1401
Ask depth 10 delta: 3211
Imbalance 10 delta: -0.112479
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: 0.00994

Tape

Buy volume: 6500
Sell volume: 23082
Buy/sell delta: -16582
Buy/sell ratio: 0.281605
Avg trade size: 295.82
Large trade count: 10
Largest trade size: 3075

Candle

Return 1: -0.039246
Return 3: -0.137228
Volume 1: 22000
Volume avg 5: 36883.2
Momentum 5: 0.35461

Cross Exchange

Mid avg: 0.509135
Mid median: 0.50902
Price deviation %: 0.042228
Spread %: 0.117847

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16355620
Volume 24h: 106672095
Quote volume 24h: 55578453.21205
Price change 24h %: -5.479

Quality

Capture latency ms: 5675
Order book timestamp: 2026-07-06 21:10:24.179000+02:00
Ticker timestamp: 2026-07-06 21:10:18.371000+02:00
Trades timestamp: 2026-07-06 21:10:23.188000+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	-0.265044	-0.265044	-0.265044	0.265044	0.265044	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.265044	0.265044	0.265044	0.265044	-0.265044	0.265044	yes
30s	short	-0.265044	-0.265044	-0.265044	0.265044	0.265044	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.265044	0.265044	0.265044	0.265044	-0.265044	0.265044	yes
60s	short	-0.265044	-0.265044	-0.265044	0.265044	0.265044	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.265044	0.265044	0.265044	0.265044	-0.265044	0.265044	yes

Price

Best bid: 0.5089
Best ask: 0.509
Spread: 0.0001
Spread %: 0.019648
Mid price: 0.50895
Last price: 0.509
Mark price: -
Index price: 0.5086

Order Book

Bid depth 5: 617
Ask depth 5: 1183
Bid depth 10: 2908
Ask depth 10: 2619
Bid depth 20: 5561
Ask depth 20: 6203
Imbalance 5: -0.314444
Imbalance 10: 0.052289
Imbalance 20: -0.054573
Top bid size: 19
Top ask size: 233
Bid wall score: 0.003417
Ask wall score: 0.037562

Dynamics

Bid depth 5 delta: -564
Ask depth 5 delta: 512
Imbalance 5 delta: -0.589822
Bid depth 10 delta: 411
Ask depth 10 delta: -388
Imbalance 10 delta: 0.144949
Spread delta: -0.0001
Mid price delta: -0.00045
Wall shift score: -0.031461

Tape

Buy volume: 2689
Sell volume: 1830
Buy/sell delta: 859
Buy/sell ratio: 1.469399
Avg trade size: 45.19
Large trade count: 8
Largest trade size: 466

Candle

Return 1: -0.137363
Return 3: -0.215686
Volume 1: 102
Volume avg 5: 683
Momentum 5: 0.374753

Cross Exchange

Mid avg: 0.5092475
Mid median: 0.50923
Price deviation %: -0.05842
Spread %: 0.11193

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2684817
Quote volume 24h: 14095996.843
Price change 24h %: -1.56

Quality

Capture latency ms: 5448
Order book timestamp: 2026-07-06 21:10:18.151000+02:00
Ticker timestamp: 2026-07-06 21:10:15.938000+02:00
Trades timestamp: 2026-07-06 21:10:19.595000+02:00
Data quality score: 68
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: 0.50825
Best ask: 0.50971
Spread: 0.00146
Spread %: 0.286848
Mid price: 0.50898
Last price: 0.50807
Mark price: -
Index price: -

Order Book

Bid depth 5: 4747
Ask depth 5: 4096
Bid depth 10: 25178
Ask depth 10: 28676
Bid depth 20: 55713
Ask depth 20: 148880
Imbalance 5: 0.073618
Imbalance 10: -0.064953
Imbalance 20: -0.455377
Top bid size: 66
Top ask size: 68
Bid wall score: 0.001185
Ask wall score: 0.000457

Dynamics

Bid depth 5 delta: 746
Ask depth 5 delta: -1430
Imbalance 5 delta: 0.233689
Bid depth 10 delta: 1493
Ask depth 10 delta: -697
Imbalance 10 delta: 0.04225
Spread delta: 0
Mid price delta: -0.0011
Wall shift score: 0.001896

Tape

Buy volume: 5052
Sell volume: 17214
Buy/sell delta: -12162
Buy/sell ratio: 0.293482
Avg trade size: 222.66
Large trade count: 0
Largest trade size: 606

Candle

Return 1: 0
Return 3: -0.16702
Volume 1: 0
Volume avg 5: 560
Momentum 5: 0.003937

Cross Exchange

Mid avg: 0.5095225
Mid median: 0.509475
Price deviation %: -0.106472
Spread %: 0.200187

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 88110
Volume 24h: 766766
Quote volume 24h: 766766
Price change 24h %: -1.383929

Quality

Capture latency ms: 4888
Order book timestamp: 2026-07-06 21:10:13.501000+02:00
Ticker timestamp: 2026-07-06 21:10:13.792000+02:00
Trades timestamp: 2026-07-06 21:08:35.814000+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	0.028488	0.028488	0.028488	0.028488	0.028488	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.028488	0.028488	0.028488	0.028488	0.028488	-0.028488	yes
30s	flat	0.028488	0.028488	0.028488	0.028488	0.028488	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.028488	0.028488	0.028488	0.028488	0.028488	-0.028488	yes
60s	flat	0.028488	0.028488	0.028488	0.028488	0.028488	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.028488	0.028488	0.028488	0.028488	0.028488	-0.028488	yes

Price

Best bid: 0.50871
Best ask: 0.50941
Spread: 0.0007
Spread %: 0.137508
Mid price: 0.50906
Last price: 0.50875
Mark price: 0.50888
Index price: 0.50887

Order Book

Bid depth 5: 6
Ask depth 5: 11
Bid depth 10: 21
Ask depth 10: 44
Bid depth 20: 69
Ask depth 20: 69
Imbalance 5: -0.294118
Imbalance 10: -0.353846
Imbalance 20: 0
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014493
Ask wall score: 0.014493

Dynamics

Bid depth 5 delta: -15
Ask depth 5 delta: 0
Imbalance 5 delta: -0.606618
Bid depth 10 delta: -39
Ask depth 10 delta: 18
Imbalance 10 delta: -0.749195
Spread delta: -0.0001
Mid price delta: -0.00082
Wall shift score: -0.022331

Tape

Buy volume: 100
Sell volume: 135
Buy/sell delta: -35
Buy/sell ratio: 0.740741
Avg trade size: 2.35
Large trade count: 9
Largest trade size: 17

Candle

Return 1: -0.254877
Return 3: -0.198132
Volume 1: 6
Volume avg 5: 5.2
Momentum 5: 0.315489

Cross Exchange

Mid avg: 0.5097275
Mid median: 0.509715
Price deviation %: -0.130952
Spread %: 0.133405

Funding / OI / Volume

Funding rate: 0.000099
Funding delta: 0.000002
Funding abs: 0.000099
Funding pressure: 0.000101
Open interest: -
Volume 24h: 4513300
Quote volume 24h: 2350416
Price change 24h %: -5.34

Quality

Capture latency ms: 9756
Order book timestamp: 2026-07-06 21:10:02+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:45+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	0.064825	0.064825	0.064825	0.064825	0.064825	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.064825	0.064825	0.064825	0.064825	0.064825	-0.064825	yes
30s	long	0.064825	0.064825	0.064825	0.064825	0.064825	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.064825	0.064825	0.064825	0.064825	0.064825	-0.064825	yes
60s	long	0.064825	0.064825	0.064825	0.064825	0.064825	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.064825	0.064825	0.064825	0.064825	0.064825	-0.064825	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 33390
gate: 33389
htx: 33149
mexc: 33384

By Symbol

VELVET/USDT:USDT: 133312

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