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: 133734
Total labels: 401202
Pending labels: 89
Eligible pending labels: 37
Labeled snapshots: 401113
Labels with advanced TP/SL: 382115
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001646
Avg long MAE 30s: 0.001646
Avg short MFE 30s: 0.30666
Avg short MAE 30s: 0.30666
Long labels: 161321
Short labels: 163727
Flat labels: 76065
Latest snapshot: 2026-07-07 04:35:53.232334+02:00
Recent trades snapshots: 133726
Micro candles: 2674400
Avg data quality: 75.9780908370347107
Latest latency: 6324 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 267 of 13374 · 133734 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 22:10:37.084743+02:00	binance	VELVET/USDT:USDT	0.50635	80	7063 ms	10s flat 0.049373 30s flat 0.049373 60s flat 0.049373	advanced ready
2026-07-06 22:10:29.913875+02:00	mexc	VELVET/USDT:USDT	0.5067	68	6331 ms	10s flat -0.009868 30s flat -0.009868 60s flat -0.009868	advanced ready
2026-07-06 22:10:23.511575+02:00	htx	VELVET/USDT:USDT	0.506045	80	5583 ms	10s long 0.125483 30s long 0.125483 60s long 0.125483	advanced ready
2026-07-06 22:10:12.146796+02:00	gate	VELVET/USDT:USDT	0.506705	68	9914 ms	10s short -0.056246 30s short -0.056246 60s short -0.056246	advanced ready
2026-07-06 22:10:01.865355+02:00	binance	VELVET/USDT:USDT	0.50785	80	6033 ms	10s short -0.295363 30s short -0.295363 60s short -0.295363	advanced ready
2026-07-06 22:09:55.732054+02:00	mexc	VELVET/USDT:USDT	0.50785	78	4993 ms	10s short -0.226445 30s short -0.226445 60s short -0.226445	advanced ready
2026-07-06 22:09:50.677230+02:00	htx	VELVET/USDT:USDT	0.508185	80	5457 ms	10s short -0.421106 30s short -0.421106 60s short -0.421106	advanced ready
2026-07-06 22:09:39.374075+02:00	gate	VELVET/USDT:USDT	0.507425	68	9491 ms	10s short -0.141893 30s short -0.141893 60s short -0.141893	advanced ready
2026-07-06 22:09:29.765489+02:00	binance	VELVET/USDT:USDT	0.50695	80	5748 ms	10s long 0.177532 30s long 0.177532 60s long 0.177532	advanced ready
2026-07-06 22:09:23.929971+02:00	mexc	VELVET/USDT:USDT	0.50705	68	5373 ms	10s long 0.157775 30s long 0.157775 60s long 0.157775	advanced ready

Price

Best bid: 0.5063
Best ask: 0.5064
Spread: 0.0001
Spread %: 0.019749
Mid price: 0.50635
Last price: 0.5067
Mark price: -
Index price: -

Order Book

Bid depth 5: 2145
Ask depth 5: 3672
Bid depth 10: 8277
Ask depth 10: 8313
Bid depth 20: 28119
Ask depth 20: 31425
Imbalance 5: -0.262506
Imbalance 10: -0.00217
Imbalance 20: -0.055522
Top bid size: 277
Top ask size: 54
Bid wall score: 0.009851
Ask wall score: 0.001718

Dynamics

Bid depth 5 delta: -2423
Ask depth 5 delta: 1185
Imbalance 5 delta: -0.557475
Bid depth 10 delta: -3248
Ask depth 10 delta: -3773
Imbalance 10 delta: 0.02159
Spread delta: 0
Mid price delta: -0.0015
Wall shift score: -0.04263

Tape

Buy volume: 8792
Sell volume: 19661
Buy/sell delta: -10869
Buy/sell ratio: 0.44718
Avg trade size: 284.53
Large trade count: 4
Largest trade size: 9630

Candle

Return 1: -0.216621
Return 3: 0
Volume 1: 32754
Volume avg 5: 22461
Momentum 5: -0.196967

Cross Exchange

Mid avg: 0.506825
Mid median: 0.5067025
Price deviation %: -0.093721
Spread %: 0.356139

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16348251
Volume 24h: 101866865
Quote volume 24h: 52853032.07331
Price change 24h %: -10.271

Quality

Capture latency ms: 7063
Order book timestamp: 2026-07-06 22:10:34.929000+02:00
Ticker timestamp: 2026-07-06 22:10:30.041000+02:00
Trades timestamp: 2026-07-06 22:10:34.887000+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	0.049373	0.049373	0.049373	0.049373	0.049373	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.049373	0.049373	0.049373	0.049373	0.049373	-0.049373	yes
30s	flat	0.049373	0.049373	0.049373	0.049373	0.049373	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.049373	0.049373	0.049373	0.049373	0.049373	-0.049373	yes
60s	flat	0.049373	0.049373	0.049373	0.049373	0.049373	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.049373	0.049373	0.049373	0.049373	0.049373	-0.049373	yes

Price

Best bid: 0.5066
Best ask: 0.5068
Spread: 0.0002
Spread %: 0.039471
Mid price: 0.5067
Last price: 0.5065
Mark price: -
Index price: 0.5067

Order Book

Bid depth 5: 1183
Ask depth 5: 1018
Bid depth 10: 2219
Ask depth 10: 2505
Bid depth 20: 6299
Ask depth 20: 5559
Imbalance 5: 0.074966
Imbalance 10: -0.060542
Imbalance 20: 0.062405
Top bid size: 19
Top ask size: 195
Bid wall score: 0.003016
Ask wall score: 0.035078

Dynamics

Bid depth 5 delta: -60
Ask depth 5 delta: 207
Imbalance 5 delta: -0.135355
Bid depth 10 delta: -425
Ask depth 10 delta: -1298
Imbalance 10 delta: 0.119232
Spread delta: 0.0001
Mid price delta: -0.00115
Wall shift score: -0.048332

Tape

Buy volume: 1794
Sell volume: 1280
Buy/sell delta: 514
Buy/sell ratio: 1.401562
Avg trade size: 30.74
Large trade count: 5
Largest trade size: 480

Candle

Return 1: -0.334514
Return 3: -0.039471
Volume 1: 23
Volume avg 5: 275.6
Momentum 5: -0.275645

Cross Exchange

Mid avg: 0.5071125
Mid median: 0.5072775
Price deviation %: -0.081343
Spread %: 0.355937

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2471352
Quote volume 24h: 12904863.856
Price change 24h %: -2.04

Quality

Capture latency ms: 6331
Order book timestamp: 2026-07-06 22:10:28.219000+02:00
Ticker timestamp: 2026-07-06 22:10:27.946000+02:00
Trades timestamp: 2026-07-06 22:10:21.894000+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	-0.009868	-0.009868	-0.009868	0.009868	0.009868	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.009868	0.009868	0.009868	0.009868	-0.009868	0.009868	yes
30s	flat	-0.009868	-0.009868	-0.009868	0.009868	0.009868	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.009868	0.009868	0.009868	0.009868	-0.009868	0.009868	yes
60s	flat	-0.009868	-0.009868	-0.009868	0.009868	0.009868	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.009868	0.009868	0.009868	0.009868	-0.009868	0.009868	yes

Price

Best bid: 0.50347
Best ask: 0.50862
Spread: 0.00515
Spread %: 1.017696
Mid price: 0.506045
Last price: 0.5079
Mark price: -
Index price: -

Order Book

Bid depth 5: 9314
Ask depth 5: 9826
Bid depth 10: 14274
Ask depth 10: 27330
Bid depth 20: 35259
Ask depth 20: 38530
Imbalance 5: -0.02675
Imbalance 10: -0.313816
Imbalance 20: -0.044329
Top bid size: 274
Top ask size: 590
Bid wall score: 0.007771
Ask wall score: 0.015313

Dynamics

Bid depth 5 delta: 3242
Ask depth 5 delta: -11589
Imbalance 5 delta: 0.531441
Bid depth 10 delta: -30682
Ask depth 10 delta: -7920
Imbalance 10 delta: -0.434829
Spread delta: 0.00348
Mid price delta: -0.00214
Wall shift score: -0.00083

Tape

Buy volume: 6700
Sell volume: 9022
Buy/sell delta: -2322
Buy/sell ratio: 0.742629
Avg trade size: 157.22
Large trade count: 8
Largest trade size: 672

Candle

Return 1: 0
Return 3: 0.50659
Volume 1: 0
Volume avg 5: 71.2
Momentum 5: 0.236827

Cross Exchange

Mid avg: 0.5076475
Mid median: 0.50785
Price deviation %: -0.315672
Spread %: 0.291541

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 88155
Volume 24h: 746578
Quote volume 24h: 746578
Price change 24h %: -1.416925

Quality

Capture latency ms: 5583
Order book timestamp: 2026-07-06 22:10:22.201000+02:00
Ticker timestamp: 2026-07-06 22:10:22.483000+02:00
Trades timestamp: 2026-07-06 22:09:49.713000+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	0.125483	0.125483	0.125483	0.125483	0.125483	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.125483	0.125483	0.125483	0.125483	0.125483	-0.125483	yes
30s	long	0.125483	0.125483	0.125483	0.125483	0.125483	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.125483	0.125483	0.125483	0.125483	0.125483	-0.125483	yes
60s	long	0.125483	0.125483	0.125483	0.125483	0.125483	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.125483	0.125483	0.125483	0.125483	0.125483	-0.125483	yes

Price

Best bid: 0.50632
Best ask: 0.50709
Spread: 0.00077
Spread %: 0.151962
Mid price: 0.506705
Last price: 0.50804
Mark price: 0.50804
Index price: 0.507318

Order Book

Bid depth 5: 10
Ask depth 5: 11
Bid depth 10: 39
Ask depth 10: 44
Bid depth 20: 58
Ask depth 20: 77
Imbalance 5: -0.047619
Imbalance 10: -0.060241
Imbalance 20: -0.140741
Top bid size: 2
Top ask size: 1
Bid wall score: 0.034483
Ask wall score: 0.012987

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 2
Imbalance 5 delta: -0.100251
Bid depth 10 delta: -4
Ask depth 10 delta: 26
Imbalance 10 delta: -0.470077
Spread delta: 0.0001
Mid price delta: -0.00072
Wall shift score: 0.006912

Tape

Buy volume: 134
Sell volume: 142
Buy/sell delta: -8
Buy/sell ratio: 0.943662
Avg trade size: 2.76
Large trade count: 9
Largest trade size: 18

Candle

Return 1: 0.031504
Return 3: 0.351598
Volume 1: 10
Volume avg 5: 13.2
Momentum 5: 0.562154

Cross Exchange

Mid avg: 0.5078275
Mid median: 0.50785
Price deviation %: -0.22104
Spread %: 0.149657

Funding / OI / Volume

Funding rate: 0.00019
Funding delta: -0.000098
Funding abs: 0.00019
Funding pressure: 0.000288
Open interest: -
Volume 24h: 4242000
Quote volume 24h: 2197776
Price change 24h %: -10.4

Quality

Capture latency ms: 9914
Order book timestamp: 2026-07-06 22:10:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:48.600000+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	-0.056246	-0.056246	-0.056246	0.056246	0.056246	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.056246	0.056246	0.056246	0.056246	-0.056246	0.056246	yes
30s	short	-0.056246	-0.056246	-0.056246	0.056246	0.056246	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.056246	0.056246	0.056246	0.056246	-0.056246	0.056246	yes
60s	short	-0.056246	-0.056246	-0.056246	0.056246	0.056246	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.056246	0.056246	0.056246	0.056246	-0.056246	0.056246	yes

Price

Best bid: 0.5078
Best ask: 0.5079
Spread: 0.0001
Spread %: 0.019691
Mid price: 0.50785
Last price: 0.5079
Mark price: -
Index price: -

Order Book

Bid depth 5: 4568
Ask depth 5: 2487
Bid depth 10: 11525
Ask depth 10: 12086
Bid depth 20: 37182
Ask depth 20: 27292
Imbalance 5: 0.294968
Imbalance 10: -0.02376
Imbalance 20: 0.153395
Top bid size: 2006
Top ask size: 87
Bid wall score: 0.053951
Ask wall score: 0.003188

Dynamics

Bid depth 5 delta: -2235
Ask depth 5 delta: -3887
Imbalance 5 delta: 0.262411
Bid depth 10 delta: -6556
Ask depth 10 delta: -3294
Imbalance 10 delta: -0.104481
Spread delta: 0
Mid price delta: 0.0009
Wall shift score: 0.053632

Tape

Buy volume: 18013
Sell volume: 5265
Buy/sell delta: 12748
Buy/sell ratio: 3.421273
Avg trade size: 232.78
Large trade count: 8
Largest trade size: 2347

Candle

Return 1: 0.236873
Return 3: 0.316081
Volume 1: 22951
Volume avg 5: 18051
Momentum 5: 0.395413

Cross Exchange

Mid avg: 0.5076025
Mid median: 0.5076375
Price deviation %: 0.048759
Spread %: 0.243301

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16347440
Volume 24h: 101952991
Quote volume 24h: 52904164.77661
Price change 24h %: -10.011

Quality

Capture latency ms: 6033
Order book timestamp: 2026-07-06 22:09:59.311000+02:00
Ticker timestamp: 2026-07-06 22:09:54.733000+02:00
Trades timestamp: 2026-07-06 22:10:00.611000+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	-0.295363	-0.295363	-0.295363	0.295363	0.295363	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.295363	0.295363	0.295363	0.295363	-0.295363	0.295363	yes
30s	short	-0.295363	-0.295363	-0.295363	0.295363	0.295363	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.295363	0.295363	0.295363	0.295363	-0.295363	0.295363	yes
60s	short	-0.295363	-0.295363	-0.295363	0.295363	0.295363	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.295363	0.295363	0.295363	0.295363	-0.295363	0.295363	yes

Price

Best bid: 0.5078
Best ask: 0.5079
Spread: 0.0001
Spread %: 0.019691
Mid price: 0.50785
Last price: 0.508
Mark price: -
Index price: 0.5069

Order Book

Bid depth 5: 1243
Ask depth 5: 811
Bid depth 10: 2644
Ask depth 10: 3803
Bid depth 20: 8324
Ask depth 20: 7858
Imbalance 5: 0.210321
Imbalance 10: -0.179774
Imbalance 20: 0.028797
Top bid size: 217
Top ask size: 77
Bid wall score: 0.026069
Ask wall score: 0.009799

Dynamics

Bid depth 5 delta: 380
Ask depth 5 delta: -450
Imbalance 5 delta: 0.397704
Bid depth 10 delta: -1152
Ask depth 10 delta: 372
Imbalance 10 delta: -0.230279
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: 0.017568

Tape

Buy volume: 2015
Sell volume: 1268
Buy/sell delta: 747
Buy/sell ratio: 1.589117
Avg trade size: 32.83
Large trade count: 6
Largest trade size: 480

Candle

Return 1: 0.256461
Return 3: 0.395101
Volume 1: 105
Volume avg 5: 529.8
Momentum 5: 0.494364

Cross Exchange

Mid avg: 0.5074025
Mid median: 0.5072375
Price deviation %: 0.088194
Spread %: 0.243397

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2471286
Quote volume 24h: 12904530.311
Price change 24h %: -1.75

Quality

Capture latency ms: 4993
Order book timestamp: 2026-07-06 22:09:54.217000+02:00
Ticker timestamp: 2026-07-06 22:09:52.018000+02:00
Trades timestamp: 2026-07-06 22:09:51.608000+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	-0.226445	-0.226445	-0.226445	0.226445	0.226445	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.226445	0.226445	0.226445	0.226445	-0.226445	0.226445	yes
30s	short	-0.226445	-0.226445	-0.226445	0.226445	0.226445	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.226445	0.226445	0.226445	0.226445	-0.226445	0.226445	yes
60s	short	-0.226445	-0.226445	-0.226445	0.226445	0.226445	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.226445	0.226445	0.226445	0.226445	-0.226445	0.226445	yes

Price

Best bid: 0.50735
Best ask: 0.50902
Spread: 0.00167
Spread %: 0.32862
Mid price: 0.508185
Last price: 0.5079
Mark price: -
Index price: -

Order Book

Bid depth 5: 6072
Ask depth 5: 21415
Bid depth 10: 44956
Ask depth 10: 35250
Bid depth 20: 173094
Ask depth 20: 155177
Imbalance 5: -0.558191
Imbalance 10: 0.121013
Imbalance 20: 0.05458
Top bid size: 24
Top ask size: 1063
Bid wall score: 0.000139
Ask wall score: 0.00685

Dynamics

Bid depth 5 delta: -9330
Ask depth 5 delta: 14961
Imbalance 5 delta: -0.967598
Bid depth 10 delta: 10298
Ask depth 10 delta: 3127
Imbalance 10 delta: 0.083053
Spread delta: 0.0006
Mid price delta: 0.00111
Wall shift score: -0.014155

Tape

Buy volume: 6700
Sell volume: 9022
Buy/sell delta: -2322
Buy/sell ratio: 0.742629
Avg trade size: 157.22
Large trade count: 8
Largest trade size: 672

Candle

Return 1: 0.50659
Return 3: 0.236827
Volume 1: 44
Volume avg 5: 71.2
Momentum 5: 0.236827

Cross Exchange

Mid avg: 0.507125
Mid median: 0.5070625
Price deviation %: 0.209021
Spread %: 0.093665

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 88155
Volume 24h: 746754
Quote volume 24h: 746754
Price change 24h %: -1.416925

Quality

Capture latency ms: 5457
Order book timestamp: 2026-07-06 22:09:49.501000+02:00
Ticker timestamp: 2026-07-06 22:09:49.789000+02:00
Trades timestamp: 2026-07-06 22:09:49.713000+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	-0.421106	-0.421106	-0.421106	0.421106	0.421106	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.421106	0.421106	0.421106	0.421106	-0.421106	0.421106	yes
30s	short	-0.421106	-0.421106	-0.421106	0.421106	0.421106	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.421106	0.421106	0.421106	0.421106	-0.421106	0.421106	yes
60s	short	-0.421106	-0.421106	-0.421106	0.421106	0.421106	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.421106	0.421106	0.421106	0.421106	-0.421106	0.421106	yes

Price

Best bid: 0.50709
Best ask: 0.50776
Spread: 0.00067
Spread %: 0.132039
Mid price: 0.507425
Last price: 0.50625
Mark price: 0.50648
Index price: 0.506345

Order Book

Bid depth 5: 10
Ask depth 5: 9
Bid depth 10: 43
Ask depth 10: 18
Bid depth 20: 64
Ask depth 20: 60
Imbalance 5: 0.052632
Imbalance 10: 0.409836
Imbalance 20: 0.032258
Top bid size: 2
Top ask size: 1
Bid wall score: 0.03125
Ask wall score: 0.016667

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -1
Imbalance 5 delta: 0.005013
Bid depth 10 delta: -1
Ask depth 10 delta: -1
Imbalance 10 delta: 0.013011
Spread delta: -0.00003
Mid price delta: 0.000875
Wall shift score: -0.017137

Tape

Buy volume: 122
Sell volume: 158
Buy/sell delta: -36
Buy/sell ratio: 0.772152
Avg trade size: 2.8
Large trade count: 7
Largest trade size: 18

Candle

Return 1: 0
Return 3: 0.001975
Volume 1: 0
Volume avg 5: 7
Momentum 5: 0.207838

Cross Exchange

Mid avg: 0.50690625
Mid median: 0.507
Price deviation %: 0.102336
Spread %: 0.103569

Funding / OI / Volume

Funding rate: 0.000288
Funding delta: 0
Funding abs: 0.000288
Funding pressure: 0.000288
Open interest: -
Volume 24h: 4239900
Quote volume 24h: 2196709
Price change 24h %: -10.56

Quality

Capture latency ms: 9491
Order book timestamp: 2026-07-06 22:09:38+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:48.526000+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	-0.141893	-0.141893	-0.141893	0.141893	0.141893	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.141893	0.141893	0.141893	0.141893	-0.141893	0.141893	yes
30s	short	-0.141893	-0.141893	-0.141893	0.141893	0.141893	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.141893	0.141893	0.141893	0.141893	-0.141893	0.141893	yes
60s	short	-0.141893	-0.141893	-0.141893	0.141893	0.141893	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.141893	0.141893	0.141893	0.141893	-0.141893	0.141893	yes

Price

Best bid: 0.5069
Best ask: 0.507
Spread: 0.0001
Spread %: 0.019726
Mid price: 0.50695
Last price: 0.507
Mark price: -
Index price: -

Order Book

Bid depth 5: 6803
Ask depth 5: 6374
Bid depth 10: 18081
Ask depth 10: 15380
Bid depth 20: 34524
Ask depth 20: 32178
Imbalance 5: 0.032557
Imbalance 10: 0.080721
Imbalance 20: 0.035171
Top bid size: 34
Top ask size: 124
Bid wall score: 0.000985
Ask wall score: 0.003854

Dynamics

Bid depth 5 delta: -7683
Ask depth 5 delta: 2856
Imbalance 5 delta: -0.576641
Bid depth 10 delta: -1679
Ask depth 10 delta: 3785
Imbalance 10 delta: -0.179684
Spread delta: -0.0001
Mid price delta: 0.00025
Wall shift score: -0.00394

Tape

Buy volume: 7660
Sell volume: 18786
Buy/sell delta: -11126
Buy/sell ratio: 0.40775
Avg trade size: 264.46
Large trade count: 7
Largest trade size: 3246

Candle

Return 1: 0.078958
Return 3: 0.15804
Volume 1: 2611
Volume avg 5: 13983
Momentum 5: 0.237248

Cross Exchange

Mid avg: 0.50684375
Mid median: 0.506875
Price deviation %: 0.020963
Spread %: 0.103582

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16340507
Volume 24h: 101942571
Quote volume 24h: 52898875.25381
Price change 24h %: -10.17

Quality

Capture latency ms: 5748
Order book timestamp: 2026-07-06 22:09:27.360000+02:00
Ticker timestamp: 2026-07-06 22:09:22.787000+02:00
Trades timestamp: 2026-07-06 22:09:25.506000+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	0.177532	0.177532	0.177532	0.177532	0.177532	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.177532	0.177532	0.177532	0.177532	0.177532	-0.177532	yes
30s	long	0.177532	0.177532	0.177532	0.177532	0.177532	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.177532	0.177532	0.177532	0.177532	0.177532	-0.177532	yes
60s	long	0.177532	0.177532	0.177532	0.177532	0.177532	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.177532	0.177532	0.177532	0.177532	0.177532	-0.177532	yes

Price

Best bid: 0.507
Best ask: 0.5071
Spread: 0.0001
Spread %: 0.019722
Mid price: 0.50705
Last price: 0.5069
Mark price: -
Index price: 0.5063

Order Book

Bid depth 5: 863
Ask depth 5: 1261
Bid depth 10: 3796
Ask depth 10: 3431
Bid depth 20: 7251
Ask depth 20: 6419
Imbalance 5: -0.187382
Imbalance 10: 0.050505
Imbalance 20: 0.060863
Top bid size: 29
Top ask size: 34
Bid wall score: 0.003999
Ask wall score: 0.005297

Dynamics

Bid depth 5 delta: -1091
Ask depth 5 delta: 295
Imbalance 5 delta: -0.525738
Bid depth 10 delta: 433
Ask depth 10 delta: 769
Imbalance 10 delta: -0.065843
Spread delta: -0.0002
Mid price delta: 0.0004
Wall shift score: 0.006778

Tape

Buy volume: 2157
Sell volume: 1268
Buy/sell delta: 889
Buy/sell ratio: 1.701104
Avg trade size: 34.25
Large trade count: 6
Largest trade size: 480

Candle

Return 1: 0
Return 3: 0.138285
Volume 1: 29
Volume avg 5: 514.6
Momentum 5: 0.237295

Cross Exchange

Mid avg: 0.50674375
Mid median: 0.506675
Price deviation %: 0.060435
Spread %: 0.103603

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2471263
Quote volume 24h: 12904411.531
Price change 24h %: -1.97

Quality

Capture latency ms: 5373
Order book timestamp: 2026-07-06 22:09:22.099000+02:00
Ticker timestamp: 2026-07-06 22:09:21.907000+02:00
Trades timestamp: 2026-07-06 22:09:13.597000+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	0.157775	0.157775	0.157775	0.157775	0.157775	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.157775	0.157775	0.157775	0.157775	0.157775	-0.157775	yes
30s	long	0.157775	0.157775	0.157775	0.157775	0.157775	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.157775	0.157775	0.157775	0.157775	0.157775	-0.157775	yes
60s	long	0.157775	0.157775	0.157775	0.157775	0.157775	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.157775	0.157775	0.157775	0.157775	0.157775	-0.157775	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 33496
gate: 33495
htx: 33253
mexc: 33490

By Symbol

VELVET/USDT:USDT: 133734

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