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: 134251
Total labels: 402753
Pending labels: 85
Eligible pending labels: 36
Labeled snapshots: 402671
Labels with advanced TP/SL: 383673
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001632
Avg long MAE 30s: 0.001632
Avg short MFE 30s: 0.306075
Avg short MAE 30s: 0.306075
Long labels: 161915
Short labels: 164286
Flat labels: 76470
Latest snapshot: 2026-07-07 05:57:39.875760+02:00
Recent trades snapshots: 134244
Micro candles: 2684760
Avg data quality: 75.9777433483300063
Latest latency: 6706 ms
Missing fields: 1

Active Exchanges / Pairs

Pairs currently eligible for ML feature collection.

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

Recent Feature Snapshots

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

Page 268 of 13426 · 134251 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 23:23:29.057377+02:00	gate	VELVET/USDT:USDT	0.49043	68	9627 ms	10s short -2.017617 30s short -2.017617 60s short -2.017617	advanced ready
2026-07-06 23:23:19.327913+02:00	binance	VELVET/USDT:USDT	0.49035	80	6365 ms	10s short -2.171918 30s short -2.171918 60s short -2.171918	advanced ready
2026-07-06 23:23:12.878354+02:00	mexc	VELVET/USDT:USDT	0.4912	78	4298 ms	10s short -2.178339 30s short -2.178339 60s short -2.178339	advanced ready
2026-07-06 23:23:08.510203+02:00	htx	VELVET/USDT:USDT	0.493145	80	5694 ms	10s short -2.503321 30s short -2.503321 60s short -2.503321	advanced ready
2026-07-06 23:22:56.922464+02:00	gate	VELVET/USDT:USDT	0.49399	68	9391 ms	10s short -0.720662 30s short -0.720662 60s short -0.720662	advanced ready
2026-07-06 23:22:47.430626+02:00	binance	VELVET/USDT:USDT	0.49405	80	6650 ms	10s short -0.748912 30s short -0.748912 60s short -0.748912	advanced ready
2026-07-06 23:22:40.679318+02:00	mexc	VELVET/USDT:USDT	0.49445	78	4096 ms	10s short -0.657296 30s short -0.657296 60s short -0.657296	advanced ready
2026-07-06 23:22:36.509046+02:00	htx	VELVET/USDT:USDT	0.494825	80	6197 ms	10s short -0.339514 30s short -0.339514 60s short -0.339514	advanced ready
2026-07-06 23:22:24.512684+02:00	gate	VELVET/USDT:USDT	0.494995	68	9598 ms	10s short -0.203032 30s short -0.203032 60s short -0.203032	advanced ready
2026-07-06 23:22:14.809856+02:00	binance	VELVET/USDT:USDT	0.49495	80	7765 ms	10s short -0.181837 30s short -0.181837 60s short -0.181837	advanced ready

Price

Best bid: 0.4902
Best ask: 0.49066
Spread: 0.00046
Spread %: 0.093795
Mid price: 0.49043
Last price: 0.49053
Mark price: 0.49052
Index price: 0.490115

Order Book

Bid depth 5: 17
Ask depth 5: 13
Bid depth 10: 55
Ask depth 10: 50
Bid depth 20: 79
Ask depth 20: 76
Imbalance 5: 0.133333
Imbalance 10: 0.047619
Imbalance 20: 0.019355
Top bid size: 4
Top ask size: 2
Bid wall score: 0.050633
Ask wall score: 0.026316

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.029885
Bid depth 10 delta: 3
Ask depth 10 delta: -4
Imbalance 10 delta: 0.066487
Spread delta: 0.0001
Mid price delta: -0.00356
Wall shift score: 0.023707

Tape

Buy volume: 77
Sell volume: 339
Buy/sell delta: -262
Buy/sell ratio: 0.227139
Avg trade size: 4.16
Large trade count: 8
Largest trade size: 18

Candle

Return 1: -0.700419
Return 3: -0.762695
Volume 1: 244
Volume avg 5: 62.4
Momentum 5: -1.1387

Cross Exchange

Mid avg: 0.49217125
Mid median: 0.4921725
Price deviation %: -0.353789
Spread %: 0.73958

Funding / OI / Volume

Funding rate: 0.000068
Funding delta: -0.000008
Funding abs: 0.000068
Funding pressure: 0.000076
Open interest: -
Volume 24h: 4331800
Quote volume 24h: 2238737
Price change 24h %: -10.42

Quality

Capture latency ms: 9627
Order book timestamp: 2026-07-06 23:23:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:52.999000+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	-2.017617	-2.017617	-2.017617	2.017617	2.017617	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-2.017617	2.017617	2.017617	2.017617	-2.017617	2.017617	yes
30s	short	-2.017617	-2.017617	-2.017617	2.017617	2.017617	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-2.017617	2.017617	2.017617	2.017617	-2.017617	2.017617	yes
60s	short	-2.017617	-2.017617	-2.017617	2.017617	2.017617	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-2.017617	2.017617	2.017617	2.017617	-2.017617	2.017617	yes

Price

Best bid: 0.4903
Best ask: 0.4904
Spread: 0.0001
Spread %: 0.020394
Mid price: 0.49035
Last price: 0.4933
Mark price: -
Index price: -

Order Book

Bid depth 5: 37966
Ask depth 5: 5022
Bid depth 10: 43674
Ask depth 10: 13591
Bid depth 20: 111191
Ask depth 20: 31848
Imbalance 5: 0.766353
Imbalance 10: 0.52533
Imbalance 20: 0.554695
Top bid size: 325
Top ask size: 24
Bid wall score: 0.002923
Ask wall score: 0.000754

Dynamics

Bid depth 5 delta: 31809
Ask depth 5 delta: -1769
Imbalance 5 delta: 0.815318
Bid depth 10 delta: 27716
Ask depth 10 delta: 594
Imbalance 10 delta: 0.423067
Spread delta: 0
Mid price delta: -0.0037
Wall shift score: -0.001058

Tape

Buy volume: 18819
Sell volume: 47065
Buy/sell delta: -28246
Buy/sell ratio: 0.399851
Avg trade size: 658.84
Large trade count: 7
Largest trade size: 6018

Candle

Return 1: -0.688538
Return 3: -0.688538
Volume 1: 106226
Volume avg 5: 57442.6
Momentum 5: -1.029263

Cross Exchange

Mid avg: 0.49309625
Mid median: 0.4935675
Price deviation %: -0.55694
Spread %: 0.57798

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16227853
Volume 24h: 94885265
Quote volume 24h: 48927196.2985
Price change 24h %: -9.883

Quality

Capture latency ms: 6365
Order book timestamp: 2026-07-06 23:23:17.189000+02:00
Ticker timestamp: 2026-07-06 23:23:07.841000+02:00
Trades timestamp: 2026-07-06 23:23:18.333000+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	-2.171918	-2.171918	-2.171918	2.171918	2.171918	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-2.171918	2.171918	2.171918	2.171918	-2.171918	2.171918	yes
30s	short	-2.171918	-2.171918	-2.171918	2.171918	2.171918	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-2.171918	2.171918	2.171918	2.171918	-2.171918	2.171918	yes
60s	short	-2.171918	-2.171918	-2.171918	2.171918	2.171918	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-2.171918	2.171918	2.171918	2.171918	-2.171918	2.171918	yes

Price

Best bid: 0.491
Best ask: 0.4914
Spread: 0.0004
Spread %: 0.081433
Mid price: 0.4912
Last price: 0.4938
Mark price: -
Index price: 0.4931

Order Book

Bid depth 5: 1045
Ask depth 5: 489
Bid depth 10: 2838
Ask depth 10: 2266
Bid depth 20: 27514
Ask depth 20: 5052
Imbalance 5: 0.362451
Imbalance 10: 0.112069
Imbalance 20: 0.689738
Top bid size: 17
Top ask size: 39
Bid wall score: 0.000618
Ask wall score: 0.00772

Dynamics

Bid depth 5 delta: -112
Ask depth 5 delta: -816
Imbalance 5 delta: 0.422565
Bid depth 10 delta: -436
Ask depth 10 delta: -614
Imbalance 10 delta: 0.048046
Spread delta: 0.0003
Mid price delta: -0.00325
Wall shift score: -0.008356

Tape

Buy volume: 755
Sell volume: 3843
Buy/sell delta: -3088
Buy/sell ratio: 0.196461
Avg trade size: 45.98
Large trade count: 6
Largest trade size: 902

Candle

Return 1: -0.607533
Return 3: -0.627657
Volume 1: 1371
Volume avg 5: 1182.6
Momentum 5: -0.988501

Cross Exchange

Mid avg: 0.49390875
Mid median: 0.49402
Price deviation %: -0.548431
Spread %: 0.264219

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2263571
Quote volume 24h: 11728394.73
Price change 24h %: -4.5

Quality

Capture latency ms: 4298
Order book timestamp: 2026-07-06 23:23:11.436000+02:00
Ticker timestamp: 2026-07-06 23:23:09.810000+02:00
Trades timestamp: 2026-07-06 23:23:12.186000+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	-2.178339	-2.178339	-2.178339	2.178339	2.178339	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-2.178339	2.178339	2.178339	2.178339	-2.178339	2.178339	yes
30s	short	-2.178339	-2.178339	-2.178339	2.178339	2.178339	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-2.178339	2.178339	2.178339	2.178339	-2.178339	2.178339	yes
60s	short	-2.178339	-2.178339	-2.178339	2.178339	2.178339	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-2.178339	2.178339	2.178339	2.178339	-2.178339	2.178339	yes

Price

Best bid: 0.48936
Best ask: 0.49693
Spread: 0.00757
Spread %: 1.535045
Mid price: 0.493145
Last price: 0.49328
Mark price: -
Index price: -

Order Book

Bid depth 5: 9633
Ask depth 5: 8094
Bid depth 10: 15067
Ask depth 10: 10972
Bid depth 20: 35983
Ask depth 20: 30667
Imbalance 5: 0.086817
Imbalance 10: 0.157264
Imbalance 20: 0.07976
Top bid size: 1484
Top ask size: 274
Bid wall score: 0.041242
Ask wall score: 0.008935

Dynamics

Bid depth 5 delta: 1040
Ask depth 5 delta: -13748
Imbalance 5 delta: 0.522138
Bid depth 10 delta: -25828
Ask depth 10 delta: -28149
Imbalance 10 delta: 0.135094
Spread delta: 0.00644
Mid price delta: -0.00168
Wall shift score: 0.03534

Tape

Buy volume: 6358
Sell volume: 7152
Buy/sell delta: -794
Buy/sell ratio: 0.888982
Avg trade size: 135.1
Large trade count: 7
Largest trade size: 672

Candle

Return 1: 0
Return 3: -0.568434
Volume 1: 0
Volume avg 5: 58.4
Momentum 5: -0.646539

Cross Exchange

Mid avg: 0.49432875
Mid median: 0.49425
Price deviation %: -0.239466
Spread %: 0.168916

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 88298
Volume 24h: 731438
Quote volume 24h: 731438
Price change 24h %: -4.254658

Quality

Capture latency ms: 5694
Order book timestamp: 2026-07-06 23:23:06.901000+02:00
Ticker timestamp: 2026-07-06 23:23:07.443000+02:00
Trades timestamp: 2026-07-06 23:21:44.453000+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	-2.503321	-2.503321	-2.503321	2.503321	2.503321	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-2.503321	2.503321	2.503321	2.503321	-2.503321	2.503321	yes
30s	short	-2.503321	-2.503321	-2.503321	2.503321	2.503321	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-2.503321	2.503321	2.503321	2.503321	-2.503321	2.503321	yes
60s	short	-2.503321	-2.503321	-2.503321	2.503321	2.503321	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	-2.503321	2.503321	2.503321	2.503321	-2.503321	2.503321	yes

Price

Best bid: 0.49381
Best ask: 0.49417
Spread: 0.00036
Spread %: 0.072876
Mid price: 0.49399
Last price: 0.49509
Mark price: 0.49444
Index price: 0.493945

Order Book

Bid depth 5: 16
Ask depth 5: 13
Bid depth 10: 52
Ask depth 10: 54
Bid depth 20: 80
Ask depth 20: 82
Imbalance 5: 0.103448
Imbalance 10: -0.018868
Imbalance 20: -0.012346
Top bid size: 2
Top ask size: 2
Bid wall score: 0.025
Ask wall score: 0.02439

Dynamics

Bid depth 5 delta: -22
Ask depth 5 delta: 3
Imbalance 5 delta: -0.479885
Bid depth 10 delta: -5
Ask depth 10 delta: 27
Imbalance 10 delta: -0.376011
Spread delta: -0.00019
Mid price delta: -0.001005
Wall shift score: 0.00122

Tape

Buy volume: 113
Sell volume: 150
Buy/sell delta: -37
Buy/sell ratio: 0.753333
Avg trade size: 2.63
Large trade count: 10
Largest trade size: 17

Candle

Return 1: 0.249058
Return 3: 0.113239
Volume 1: 10
Volume avg 5: 13.4
Momentum 5: -0.219678

Cross Exchange

Mid avg: 0.49458
Mid median: 0.4946375
Price deviation %: -0.119293
Spread %: 0.191071

Funding / OI / Volume

Funding rate: 0.000076
Funding delta: 0
Funding abs: 0.000076
Funding pressure: 0.000076
Open interest: -
Volume 24h: 4307300
Quote volume 24h: 2226724
Price change 24h %: -9.76

Quality

Capture latency ms: 9391
Order book timestamp: 2026-07-06 23:22:55+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:52.947000+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	-0.720662	-0.720662	-0.720662	0.720662	0.720662	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.720662	0.720662	0.720662	0.720662	-0.720662	0.720662	yes
30s	short	-0.720662	-0.720662	-0.720662	0.720662	0.720662	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.720662	0.720662	0.720662	0.720662	-0.720662	0.720662	yes
60s	short	-0.720662	-0.720662	-0.720662	0.720662	0.720662	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.720662	0.720662	0.720662	0.720662	-0.720662	0.720662	yes

Price

Best bid: 0.494
Best ask: 0.4941
Spread: 0.0001
Spread %: 0.020241
Mid price: 0.49405
Last price: 0.4945
Mark price: -
Index price: -

Order Book

Bid depth 5: 6157
Ask depth 5: 6791
Bid depth 10: 15958
Ask depth 10: 12997
Bid depth 20: 42085
Ask depth 20: 31752
Imbalance 5: -0.048965
Imbalance 10: 0.102262
Imbalance 20: 0.139943
Top bid size: 218
Top ask size: 62
Bid wall score: 0.00518
Ask wall score: 0.001953

Dynamics

Bid depth 5 delta: -554
Ask depth 5 delta: 3166
Imbalance 5 delta: -0.347533
Bid depth 10 delta: 448
Ask depth 10 delta: 1338
Imbalance 10 delta: -0.03948
Spread delta: 0
Mid price delta: -0.0009
Wall shift score: -0.011708

Tape

Buy volume: 36872
Sell volume: 8639
Buy/sell delta: 28233
Buy/sell ratio: 4.268087
Avg trade size: 455.11
Large trade count: 9
Largest trade size: 3501

Candle

Return 1: 0.162173
Return 3: 0
Volume 1: 45284
Volume avg 5: 39410
Momentum 5: -0.423216

Cross Exchange

Mid avg: 0.494805
Mid median: 0.4948875
Price deviation %: -0.152585
Spread %: 0.110144

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16247604
Volume 24h: 94998463
Quote volume 24h: 48989368.2695
Price change 24h %: -9.349

Quality

Capture latency ms: 6650
Order book timestamp: 2026-07-06 23:22:45.287000+02:00
Ticker timestamp: 2026-07-06 23:22:37.398000+02:00
Trades timestamp: 2026-07-06 23:22:46.370000+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	-0.748912	-0.748912	-0.748912	0.748912	0.748912	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.748912	0.748912	0.748912	0.748912	-0.748912	0.748912	yes
30s	short	-0.748912	-0.748912	-0.748912	0.748912	0.748912	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.748912	0.748912	0.748912	0.748912	-0.748912	0.748912	yes
60s	short	-0.748912	-0.748912	-0.748912	0.748912	0.748912	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.748912	0.748912	0.748912	0.748912	-0.748912	0.748912	yes

Price

Best bid: 0.4944
Best ask: 0.4945
Spread: 0.0001
Spread %: 0.020224
Mid price: 0.49445
Last price: 0.4945
Mark price: -
Index price: 0.494

Order Book

Bid depth 5: 1157
Ask depth 5: 1305
Bid depth 10: 3274
Ask depth 10: 2880
Bid depth 20: 8846
Ask depth 20: 8242
Imbalance 5: -0.060114
Imbalance 10: 0.064023
Imbalance 20: 0.035346
Top bid size: 39
Top ask size: 26
Bid wall score: 0.004409
Ask wall score: 0.003155

Dynamics

Bid depth 5 delta: -1294
Ask depth 5 delta: -194
Imbalance 5 delta: -0.301126
Bid depth 10 delta: -2721
Ask depth 10 delta: -429
Imbalance 10 delta: -0.22467
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: -0.001696

Tape

Buy volume: 1114
Sell volume: 3792
Buy/sell delta: -2678
Buy/sell ratio: 0.293776
Avg trade size: 49.06
Large trade count: 5
Largest trade size: 902

Candle

Return 1: 0.263585
Return 3: 0
Volume 1: 107
Volume avg 5: 991
Momentum 5: -0.342604

Cross Exchange

Mid avg: 0.49463
Mid median: 0.4948875
Price deviation %: -0.036391
Spread %: 0.251703

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2263375
Quote volume 24h: 11727429.66
Price change 24h %: -4.37

Quality

Capture latency ms: 4096
Order book timestamp: 2026-07-06 23:22:39.161000+02:00
Ticker timestamp: 2026-07-06 23:22:36.830000+02:00
Trades timestamp: 2026-07-06 23:22:37.467000+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	-0.657296	-0.657296	-0.657296	0.657296	0.657296	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.657296	0.657296	0.657296	0.657296	-0.657296	0.657296	yes
30s	short	-0.657296	-0.657296	-0.657296	0.657296	0.657296	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.657296	0.657296	0.657296	0.657296	-0.657296	0.657296	yes
60s	short	-0.657296	-0.657296	-0.657296	0.657296	0.657296	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.657296	0.657296	0.657296	0.657296	-0.657296	0.657296	yes

Price

Best bid: 0.49426
Best ask: 0.49539
Spread: 0.00113
Spread %: 0.228364
Mid price: 0.494825
Last price: 0.49328
Mark price: -
Index price: -

Order Book

Bid depth 5: 8593
Ask depth 5: 21842
Bid depth 10: 40895
Ask depth 10: 39121
Bid depth 20: 72264
Ask depth 20: 159275
Imbalance 5: -0.435321
Imbalance 10: 0.022171
Imbalance 20: -0.375794
Top bid size: 68
Top ask size: 633
Bid wall score: 0.000941
Ask wall score: 0.003974

Dynamics

Bid depth 5 delta: -414
Ask depth 5 delta: 16042
Imbalance 5 delta: -0.651908
Bid depth 10 delta: -1108
Ask depth 10 delta: 795
Imbalance 10 delta: -0.023604
Spread delta: 0.00021
Mid price delta: 0.001105
Wall shift score: -0.002821

Tape

Buy volume: 6358
Sell volume: 7152
Buy/sell delta: -794
Buy/sell ratio: 0.888982
Avg trade size: 135.1
Large trade count: 7
Largest trade size: 672

Candle

Return 1: 0
Return 3: -0.568434
Volume 1: 0
Volume avg 5: 58.4
Momentum 5: -0.646539

Cross Exchange

Mid avg: 0.49435375
Mid median: 0.49435
Price deviation %: 0.095326
Spread %: 0.257912

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 88298
Volume 24h: 731438
Quote volume 24h: 731438
Price change 24h %: -4.254658

Quality

Capture latency ms: 6197
Order book timestamp: 2026-07-06 23:22:34.001000+02:00
Ticker timestamp: 2026-07-06 23:22:35.002000+02:00
Trades timestamp: 2026-07-06 23:21:44.453000+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	-0.339514	-0.339514	-0.339514	0.339514	0.339514	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.339514	0.339514	0.339514	0.339514	-0.339514	0.339514	yes
30s	short	-0.339514	-0.339514	-0.339514	0.339514	0.339514	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.339514	0.339514	0.339514	0.339514	-0.339514	0.339514	yes
60s	short	-0.339514	-0.339514	-0.339514	0.339514	0.339514	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.339514	0.339514	0.339514	0.339514	-0.339514	0.339514	yes

Price

Best bid: 0.49472
Best ask: 0.49527
Spread: 0.00055
Spread %: 0.111112
Mid price: 0.494995
Last price: 0.49545
Mark price: 0.494
Index price: 0.493463

Order Book

Bid depth 5: 38
Ask depth 5: 10
Bid depth 10: 57
Ask depth 10: 27
Bid depth 20: 83
Ask depth 20: 79
Imbalance 5: 0.583333
Imbalance 10: 0.357143
Imbalance 20: 0.024691
Top bid size: 1
Top ask size: 1
Bid wall score: 0.012048
Ask wall score: 0.012658

Dynamics

Bid depth 5 delta: 24
Ask depth 5 delta: -8
Imbalance 5 delta: 0.708333
Bid depth 10 delta: 3
Ask depth 10 delta: -37
Imbalance 10 delta: 0.441889
Spread delta: -0.00015
Mid price delta: 0.001355
Wall shift score: -0.002274

Tape

Buy volume: 127
Sell volume: 160
Buy/sell delta: -33
Buy/sell ratio: 0.79375
Avg trade size: 2.87
Large trade count: 8
Largest trade size: 17

Candle

Return 1: 0.321954
Return 3: 0.186035
Volume 1: 6
Volume avg 5: 12.6
Momentum 5: -0.147124

Cross Exchange

Mid avg: 0.494015
Mid median: 0.493735
Price deviation %: 0.198375
Spread %: 0.265174

Funding / OI / Volume

Funding rate: 0.000076
Funding delta: -0.000003
Funding abs: 0.000076
Funding pressure: 0.000079
Open interest: -
Volume 24h: 4306700
Quote volume 24h: 2226427
Price change 24h %: -9.7

Quality

Capture latency ms: 9598
Order book timestamp: 2026-07-06 23:22:23+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:52.939000+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	-0.203032	-0.203032	-0.203032	0.203032	0.203032	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.203032	0.203032	0.203032	0.203032	-0.203032	0.203032	yes
30s	short	-0.203032	-0.203032	-0.203032	0.203032	0.203032	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.203032	0.203032	0.203032	0.203032	-0.203032	0.203032	yes
60s	short	-0.203032	-0.203032	-0.203032	0.203032	0.203032	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.203032	0.203032	0.203032	0.203032	-0.203032	0.203032	yes

Price

Best bid: 0.4949
Best ask: 0.495
Spread: 0.0001
Spread %: 0.020204
Mid price: 0.49495
Last price: 0.4938
Mark price: -
Index price: -

Order Book

Bid depth 5: 6711
Ask depth 5: 3625
Bid depth 10: 15510
Ask depth 10: 11659
Bid depth 20: 37194
Ask depth 20: 35863
Imbalance 5: 0.298568
Imbalance 10: 0.141742
Imbalance 20: 0.018219
Top bid size: 569
Top ask size: 13
Bid wall score: 0.015298
Ask wall score: 0.000362

Dynamics

Bid depth 5 delta: 1794
Ask depth 5 delta: -1220
Imbalance 5 delta: 0.291193
Bid depth 10 delta: -4427
Ask depth 10 delta: 900
Imbalance 10 delta: -0.157254
Spread delta: 0
Mid price delta: 0.0013
Wall shift score: 0.028889

Tape

Buy volume: 22629
Sell volume: 8500
Buy/sell delta: 14129
Buy/sell ratio: 2.662235
Avg trade size: 311.29
Large trade count: 10
Largest trade size: 2646

Candle

Return 1: 0.344618
Return 3: 0.182149
Volume 1: 20052
Volume avg 5: 34363.6
Momentum 5: -0.241838

Cross Exchange

Mid avg: 0.49369
Mid median: 0.493685
Price deviation %: 0.255221
Spread %: 0.022281

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16264031
Volume 24h: 94956635
Quote volume 24h: 48968678.646
Price change 24h %: -9.478

Quality

Capture latency ms: 7765
Order book timestamp: 2026-07-06 23:22:12.680000+02:00
Ticker timestamp: 2026-07-06 23:22:06.290000+02:00
Trades timestamp: 2026-07-06 23:22:13.985000+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	-0.181837	-0.181837	-0.181837	0.181837	0.181837	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.181837	0.181837	0.181837	0.181837	-0.181837	0.181837	yes
30s	short	-0.181837	-0.181837	-0.181837	0.181837	0.181837	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.181837	0.181837	0.181837	0.181837	-0.181837	0.181837	yes
60s	short	-0.181837	-0.181837	-0.181837	0.181837	0.181837	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.181837	0.181837	0.181837	0.181837	-0.181837	0.181837	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 33625
gate: 33625
htx: 33382
mexc: 33620

By Symbol

VELVET/USDT:USDT: 134252

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