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: 134754
Total labels: 404262
Pending labels: 87
Eligible pending labels: 33
Labeled snapshots: 404178
Labels with advanced TP/SL: 385180
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001572
Avg long MAE 30s: 0.001572
Avg short MFE 30s: 0.305425
Avg short MAE 30s: 0.305425
Long labels: 162388
Short labels: 164925
Flat labels: 76865
Latest snapshot: 2026-07-07 07:15:31.025397+02:00
Recent trades snapshots: 134746
Micro candles: 2694820
Avg data quality: 75.9745315572706022
Latest latency: 5318 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 269 of 13476 · 134754 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-07 00:32:40.771145+02:00	htx	VELVET/USDT:USDT	0.48302	80	5513 ms	10s long 0.093164 30s long 0.093164 60s long 0.093164	advanced ready
2026-07-07 00:32:29.502957+02:00	gate	VELVET/USDT:USDT	0.48304	68	9537 ms	10s long 0.122143 30s long 0.122143 60s long 0.122143	advanced ready
2026-07-07 00:32:19.875313+02:00	binance	VELVET/USDT:USDT	0.4828	80	6852 ms	10s long 0.113919 30s long 0.113919 60s long 0.113919	advanced ready
2026-07-07 00:32:12.915851+02:00	mexc	VELVET/USDT:USDT	0.48275	68	5178 ms	10s long 0.103573 30s long 0.103573 60s long 0.103573	advanced ready
2026-07-07 00:32:07.673161+02:00	htx	VELVET/USDT:USDT	0.48327	80	6778 ms	10s short -0.051731 30s short -0.051731 60s short -0.051731	advanced ready
2026-07-07 00:31:54.910712+02:00	gate	VELVET/USDT:USDT	0.48338	68	9424 ms	10s short -0.070338 30s short -0.070338 60s short -0.070338	advanced ready
2026-07-07 00:31:45.402472+02:00	binance	VELVET/USDT:USDT	0.48265	80	5995 ms	10s flat 0.031078 30s flat 0.031078 60s flat 0.031078	advanced ready
2026-07-07 00:31:39.297510+02:00	mexc	VELVET/USDT:USDT	0.4826	78	4518 ms	10s flat 0.031082 30s flat 0.031082 60s flat 0.031082	advanced ready
2026-07-07 00:31:34.698293+02:00	htx	VELVET/USDT:USDT	0.482965	80	6297 ms	10s long 0.063152 30s long 0.063152 60s long 0.063152	advanced ready
2026-07-07 00:31:22.697504+02:00	gate	VELVET/USDT:USDT	0.4822	68	9696 ms	10s long 0.244712 30s long 0.244712 60s long 0.244712	advanced ready

Price

Best bid: 0.48267
Best ask: 0.48337
Spread: 0.0007
Spread %: 0.144922
Mid price: 0.48302
Last price: 0.48185
Mark price: -
Index price: -

Order Book

Bid depth 5: 8839
Ask depth 5: 18877
Bid depth 10: 28319
Ask depth 10: 58847
Bid depth 20: 143025
Ask depth 20: 166211
Imbalance 5: -0.362173
Imbalance 10: -0.350228
Imbalance 20: -0.074978
Top bid size: 72
Top ask size: 948
Bid wall score: 0.000503
Ask wall score: 0.005704

Dynamics

Bid depth 5 delta: 6607
Ask depth 5 delta: -25987
Imbalance 5 delta: 0.543041
Bid depth 10 delta: 5105
Ask depth 10 delta: -5172
Imbalance 10 delta: 0.117542
Spread delta: -0.0005
Mid price delta: -0.00025
Wall shift score: 0.001623

Tape

Buy volume: 20454
Sell volume: 13394
Buy/sell delta: 7060
Buy/sell ratio: 1.527102
Avg trade size: 338.48
Large trade count: 4
Largest trade size: 4766

Candle

Return 1: 0
Return 3: -0.174025
Volume 1: 0
Volume avg 5: 82.8
Momentum 5: -0.169888

Cross Exchange

Mid avg: 0.482965
Mid median: 0.48292
Price deviation %: 0.011388
Spread %: 0.107668

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 83790
Volume 24h: 783612
Quote volume 24h: 783612
Price change 24h %: -6.473214

Quality

Capture latency ms: 5513
Order book timestamp: 2026-07-07 00:32:39.401000+02:00
Ticker timestamp: 2026-07-07 00:32:39.733000+02:00
Trades timestamp: 2026-07-07 00:31:02.602000+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	0.093164	0.093164	0.093164	0.093164	0.093164	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093164	0.093164	0.093164	0.093164	0.093164	-0.093164	yes
30s	long	0.093164	0.093164	0.093164	0.093164	0.093164	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093164	0.093164	0.093164	0.093164	0.093164	-0.093164	yes
60s	long	0.093164	0.093164	0.093164	0.093164	0.093164	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093164	0.093164	0.093164	0.093164	0.093164	-0.093164	yes

Price

Best bid: 0.48272
Best ask: 0.48336
Spread: 0.00064
Spread %: 0.132494
Mid price: 0.48304
Last price: 0.48212
Mark price: 0.48311
Index price: 0.48361

Order Book

Bid depth 5: 12
Ask depth 5: 17
Bid depth 10: 45
Ask depth 10: 29
Bid depth 20: 101
Ask depth 20: 72
Imbalance 5: -0.172414
Imbalance 10: 0.216216
Imbalance 20: 0.16763
Top bid size: 2
Top ask size: 2
Bid wall score: 0.019802
Ask wall score: 0.027778

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 4
Imbalance 5 delta: -0.172414
Bid depth 10 delta: 23
Ask depth 10 delta: -18
Imbalance 10 delta: 0.578535
Spread delta: -0.00004
Mid price delta: -0.00034
Wall shift score: 0.003186

Tape

Buy volume: 183
Sell volume: 121
Buy/sell delta: 62
Buy/sell ratio: 1.512397
Avg trade size: 3.04
Large trade count: 6
Largest trade size: 19

Candle

Return 1: 0
Return 3: -0.281294
Volume 1: 0
Volume avg 5: 7.6
Momentum 5: -0.281294

Cross Exchange

Mid avg: 0.48305
Mid median: 0.483035
Price deviation %: -0.00207
Spread %: 0.130421

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4434700
Quote volume 24h: 2279621
Price change 24h %: -10.06

Quality

Capture latency ms: 9537
Order book timestamp: 2026-07-07 00:32:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:57.066000+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	0.122143	0.122143	0.122143	0.122143	0.122143	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.122143	0.122143	0.122143	0.122143	0.122143	-0.122143	yes
30s	long	0.122143	0.122143	0.122143	0.122143	0.122143	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.122143	0.122143	0.122143	0.122143	0.122143	-0.122143	yes
60s	long	0.122143	0.122143	0.122143	0.122143	0.122143	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.122143	0.122143	0.122143	0.122143	0.122143	-0.122143	yes

Price

Best bid: 0.4827
Best ask: 0.4829
Spread: 0.0002
Spread %: 0.041425
Mid price: 0.4828
Last price: 0.4827
Mark price: -
Index price: -

Order Book

Bid depth 5: 5774
Ask depth 5: 8690
Bid depth 10: 13262
Ask depth 10: 16312
Bid depth 20: 24995
Ask depth 20: 56012
Imbalance 5: -0.201604
Imbalance 10: -0.103131
Imbalance 20: -0.382893
Top bid size: 226
Top ask size: 927
Bid wall score: 0.009042
Ask wall score: 0.01655

Dynamics

Bid depth 5 delta: 1506
Ask depth 5 delta: 2676
Imbalance 5 delta: -0.031793
Bid depth 10 delta: 2907
Ask depth 10 delta: 3093
Imbalance 10 delta: 0.018359
Spread delta: 0.0001
Mid price delta: 0.00015
Wall shift score: 0.004649

Tape

Buy volume: 16644
Sell volume: 5334
Buy/sell delta: 11310
Buy/sell ratio: 3.12036
Avg trade size: 219.78
Large trade count: 12
Largest trade size: 1721

Candle

Return 1: -0.082799
Return 3: -0.062112
Volume 1: 5072
Volume avg 5: 15528.4
Momentum 5: -0.082799

Cross Exchange

Mid avg: 0.4830125
Mid median: 0.48301
Price deviation %: -0.043995
Spread %: 0.151135

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 15940428
Volume 24h: 96570857
Quote volume 24h: 49449588.70244
Price change 24h %: -10.045

Quality

Capture latency ms: 6852
Order book timestamp: 2026-07-07 00:32:17.758000+02:00
Ticker timestamp: 2026-07-07 00:32:13.001000+02:00
Trades timestamp: 2026-07-07 00:32:16.791000+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	0.113919	0.113919	0.113919	0.113919	0.113919	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.113919	0.113919	0.113919	0.113919	0.113919	-0.113919	yes
30s	long	0.113919	0.113919	0.113919	0.113919	0.113919	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.113919	0.113919	0.113919	0.113919	0.113919	-0.113919	yes
60s	long	0.113919	0.113919	0.113919	0.113919	0.113919	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.113919	0.113919	0.113919	0.113919	0.113919	-0.113919	yes

Price

Best bid: 0.4827
Best ask: 0.4828
Spread: 0.0001
Spread %: 0.020715
Mid price: 0.48275
Last price: 0.483
Mark price: -
Index price: 0.4835

Order Book

Bid depth 5: 1414
Ask depth 5: 1784
Bid depth 10: 3881
Ask depth 10: 4254
Bid depth 20: 7192
Ask depth 20: 15539
Imbalance 5: -0.115697
Imbalance 10: -0.045851
Imbalance 20: -0.367208
Top bid size: 43
Top ask size: 127
Bid wall score: 0.005979
Ask wall score: 0.008173

Dynamics

Bid depth 5 delta: 245
Ask depth 5 delta: 533
Imbalance 5 delta: -0.081813
Bid depth 10 delta: 929
Ask depth 10 delta: 1143
Imbalance 10 delta: -0.019627
Spread delta: -0.0001
Mid price delta: 0.00015
Wall shift score: 0.000984

Tape

Buy volume: 3274
Sell volume: 3132
Buy/sell delta: 142
Buy/sell ratio: 1.045338
Avg trade size: 64.06
Large trade count: 9
Largest trade size: 625

Candle

Return 1: 0.020708
Return 3: 0.145138
Volume 1: 1633
Volume avg 5: 1568.8
Momentum 5: -0.082747

Cross Exchange

Mid avg: 0.482975
Mid median: 0.48296
Price deviation %: -0.046586
Spread %: 0.161499

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2273646
Quote volume 24h: 11690483.46
Price change 24h %: -6.59

Quality

Capture latency ms: 5178
Order book timestamp: 2026-07-07 00:32:11.297000+02:00
Ticker timestamp: 2026-07-07 00:32:09.768000+02:00
Trades timestamp: 2026-07-07 00:32:07.848000+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	0.103573	0.103573	0.103573	0.103573	0.103573	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.103573	0.103573	0.103573	0.103573	0.103573	-0.103573	yes
30s	long	0.103573	0.103573	0.103573	0.103573	0.103573	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.103573	0.103573	0.103573	0.103573	0.103573	-0.103573	yes
60s	long	0.103573	0.103573	0.103573	0.103573	0.103573	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.103573	0.103573	0.103573	0.103573	0.103573	-0.103573	yes

Price

Best bid: 0.48267
Best ask: 0.48387
Spread: 0.0012
Spread %: 0.248308
Mid price: 0.48327
Last price: 0.48185
Mark price: -
Index price: -

Order Book

Bid depth 5: 2232
Ask depth 5: 44864
Bid depth 10: 23214
Ask depth 10: 64019
Bid depth 20: 140866
Ask depth 20: 170443
Imbalance 5: -0.905215
Imbalance 10: -0.46777
Imbalance 20: -0.095008
Top bid size: 72
Top ask size: 1250
Bid wall score: 0.000511
Ask wall score: 0.007334

Dynamics

Bid depth 5 delta: -1960
Ask depth 5 delta: 6442
Imbalance 5 delta: -0.101958
Bid depth 10 delta: 1534
Ask depth 10 delta: 12974
Imbalance 10 delta: -0.063989
Spread delta: -0.00021
Mid price delta: 0.000305
Wall shift score: -0.007344

Tape

Buy volume: 20454
Sell volume: 13394
Buy/sell delta: 7060
Buy/sell ratio: 1.527102
Avg trade size: 338.48
Large trade count: 4
Largest trade size: 4766

Candle

Return 1: 0
Return 3: -0.174025
Volume 1: 0
Volume avg 5: 82.8
Momentum 5: -0.169888

Cross Exchange

Mid avg: 0.48289875
Mid median: 0.4828075
Price deviation %: 0.076879
Spread %: 0.161525

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 83790
Volume 24h: 783612
Quote volume 24h: 783612
Price change 24h %: -6.473214

Quality

Capture latency ms: 6778
Order book timestamp: 2026-07-07 00:32:05.701000+02:00
Ticker timestamp: 2026-07-07 00:32:06.010000+02:00
Trades timestamp: 2026-07-07 00:31:02.602000+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	-0.051731	-0.051731	-0.051731	0.051731	0.051731	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.051731	0.051731	0.051731	0.051731	-0.051731	0.051731	yes
30s	short	-0.051731	-0.051731	-0.051731	0.051731	0.051731	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.051731	0.051731	0.051731	0.051731	-0.051731	0.051731	yes
60s	short	-0.051731	-0.051731	-0.051731	0.051731	0.051731	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.051731	0.051731	0.051731	0.051731	-0.051731	0.051731	yes

Price

Best bid: 0.48304
Best ask: 0.48372
Spread: 0.00068
Spread %: 0.140676
Mid price: 0.48338
Last price: 0.48212
Mark price: 0.48257
Index price: 0.483097

Order Book

Bid depth 5: 13
Ask depth 5: 13
Bid depth 10: 22
Ask depth 10: 47
Bid depth 20: 102
Ask depth 20: 65
Imbalance 5: 0
Imbalance 10: -0.362319
Imbalance 20: 0.221557
Top bid size: 2
Top ask size: 2
Bid wall score: 0.019608
Ask wall score: 0.030769

Dynamics

Bid depth 5 delta: -32
Ask depth 5 delta: -4
Imbalance 5 delta: -0.451613
Bid depth 10 delta: -36
Ask depth 10 delta: 14
Imbalance 10 delta: -0.637044
Spread delta: 0.00016
Mid price delta: 0.00118
Wall shift score: 0.004035

Tape

Buy volume: 183
Sell volume: 121
Buy/sell delta: 62
Buy/sell ratio: 1.512397
Avg trade size: 3.04
Large trade count: 6
Largest trade size: 19

Candle

Return 1: -0.026957
Return 3: -0.281294
Volume 1: 24
Volume avg 5: 15.8
Momentum 5: -0.173927

Cross Exchange

Mid avg: 0.48260375
Mid median: 0.482625
Price deviation %: 0.160846
Spread %: 0.158515

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4434700
Quote volume 24h: 2279621
Price change 24h %: -10.26

Quality

Capture latency ms: 9424
Order book timestamp: 2026-07-07 00:31:53+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:57.066000+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	-0.070338	-0.070338	-0.070338	0.070338	0.070338	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.070338	0.070338	0.070338	0.070338	-0.070338	0.070338	yes
30s	short	-0.070338	-0.070338	-0.070338	0.070338	0.070338	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.070338	0.070338	0.070338	0.070338	-0.070338	0.070338	yes
60s	short	-0.070338	-0.070338	-0.070338	0.070338	0.070338	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.070338	0.070338	0.070338	0.070338	-0.070338	0.070338	yes

Price

Best bid: 0.4826
Best ask: 0.4827
Spread: 0.0001
Spread %: 0.020719
Mid price: 0.48265
Last price: 0.4828
Mark price: -
Index price: -

Order Book

Bid depth 5: 4268
Ask depth 5: 6014
Bid depth 10: 10355
Ask depth 10: 13219
Bid depth 20: 22276
Ask depth 20: 56039
Imbalance 5: -0.169811
Imbalance 10: -0.12149
Imbalance 20: -0.431118
Top bid size: 13
Top ask size: 714
Bid wall score: 0.000584
Ask wall score: 0.012741

Dynamics

Bid depth 5 delta: -328
Ask depth 5 delta: 1132
Imbalance 5 delta: -0.139636
Bid depth 10 delta: -2281
Ask depth 10 delta: -583
Imbalance 10 delta: -0.077387
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: -0.017967

Tape

Buy volume: 12940
Sell volume: 3934
Buy/sell delta: 9006
Buy/sell ratio: 3.289273
Avg trade size: 168.74
Large trade count: 9
Largest trade size: 1721

Candle

Return 1: 0.145228
Return 3: 0.103691
Volume 1: 24031
Volume avg 5: 24678.2
Momentum 5: -0.020713

Cross Exchange

Mid avg: 0.48242875
Mid median: 0.4824
Price deviation %: 0.045862
Spread %: 0.210394

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 15946460
Volume 24h: 96651901
Quote volume 24h: 49493763.38904
Price change 24h %: -10.193

Quality

Capture latency ms: 5995
Order book timestamp: 2026-07-07 00:31:43.279000+02:00
Ticker timestamp: 2026-07-07 00:31:35.079000+02:00
Trades timestamp: 2026-07-07 00:31:42.103000+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	0.031078	0.031078	0.031078	0.031078	0.031078	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.031078	0.031078	0.031078	0.031078	0.031078	-0.031078	yes
30s	flat	0.031078	0.031078	0.031078	0.031078	0.031078	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.031078	0.031078	0.031078	0.031078	0.031078	-0.031078	yes
60s	flat	0.031078	0.031078	0.031078	0.031078	0.031078	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.031078	0.031078	0.031078	0.031078	0.031078	-0.031078	yes

Price

Best bid: 0.4825
Best ask: 0.4827
Spread: 0.0002
Spread %: 0.041442
Mid price: 0.4826
Last price: 0.4826
Mark price: -
Index price: 0.483

Order Book

Bid depth 5: 1169
Ask depth 5: 1251
Bid depth 10: 2952
Ask depth 10: 3111
Bid depth 20: 13144
Ask depth 20: 6844
Imbalance 5: -0.033884
Imbalance 10: -0.026225
Imbalance 20: 0.315189
Top bid size: 12
Top ask size: 28
Bid wall score: 0.000913
Ask wall score: 0.004091

Dynamics

Bid depth 5 delta: 384
Ask depth 5 delta: -193
Imbalance 5 delta: 0.261764
Bid depth 10 delta: 860
Ask depth 10 delta: -197
Imbalance 10 delta: 0.198961
Spread delta: -0.0002
Mid price delta: 0.0009
Wall shift score: 0.002825

Tape

Buy volume: 1836
Sell volume: 3846
Buy/sell delta: -2010
Buy/sell ratio: 0.477379
Avg trade size: 56.82
Large trade count: 7
Largest trade size: 625

Candle

Return 1: 0.103734
Return 3: 0.041468
Volume 1: 1370
Volume avg 5: 1494.2
Momentum 5: -0.082833

Cross Exchange

Mid avg: 0.48220375
Mid median: 0.482075
Price deviation %: 0.082175
Spread %: 0.262337

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2271594
Quote volume 24h: 11680566.731
Price change 24h %: -6.67

Quality

Capture latency ms: 4518
Order book timestamp: 2026-07-07 00:31:37.693000+02:00
Ticker timestamp: 2026-07-07 00:31:36.819000+02:00
Trades timestamp: 2026-07-07 00:31:37.750000+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	0.031082	0.031082	0.031082	0.031082	0.031082	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.031082	0.031082	0.031082	0.031082	0.031082	-0.031082	yes
30s	flat	0.031082	0.031082	0.031082	0.031082	0.031082	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.031082	0.031082	0.031082	0.031082	0.031082	-0.031082	yes
60s	flat	0.031082	0.031082	0.031082	0.031082	0.031082	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.031082	0.031082	0.031082	0.031082	0.031082	-0.031082	yes

Price

Best bid: 0.48226
Best ask: 0.48367
Spread: 0.00141
Spread %: 0.291947
Mid price: 0.482965
Last price: 0.48185
Mark price: -
Index price: -

Order Book

Bid depth 5: 4192
Ask depth 5: 38422
Bid depth 10: 21680
Ask depth 10: 51045
Bid depth 20: 140101
Ask depth 20: 163951
Imbalance 5: -0.803257
Imbalance 10: -0.403781
Imbalance 20: -0.078441
Top bid size: 555
Top ask size: 564
Bid wall score: 0.003961
Ask wall score: 0.00344

Dynamics

Bid depth 5 delta: -7548
Ask depth 5 delta: 14792
Imbalance 5 delta: -0.467097
Bid depth 10 delta: -11130
Ask depth 10 delta: 15486
Imbalance 10 delta: -0.363573
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: 0.00894

Tape

Buy volume: 20454
Sell volume: 13394
Buy/sell delta: 7060
Buy/sell ratio: 1.527102
Avg trade size: 338.48
Large trade count: 4
Largest trade size: 4766

Candle

Return 1: -0.174025
Return 3: -0.174025
Volume 1: 206
Volume avg 5: 82.8
Momentum 5: -0.169888

Cross Exchange

Mid avg: 0.48202875
Mid median: 0.482075
Price deviation %: 0.194231
Spread %: 0.117213

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 83790
Volume 24h: 783744
Quote volume 24h: 783744
Price change 24h %: -6.473214

Quality

Capture latency ms: 6297
Order book timestamp: 2026-07-07 00:31:32.201000+02:00
Ticker timestamp: 2026-07-07 00:31:33.153000+02:00
Trades timestamp: 2026-07-07 00:31:02.602000+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	0.063152	0.063152	0.063152	0.063152	0.063152	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.063152	0.063152	0.063152	0.063152	0.063152	-0.063152	yes
30s	long	0.063152	0.063152	0.063152	0.063152	0.063152	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.063152	0.063152	0.063152	0.063152	0.063152	-0.063152	yes
60s	long	0.063152	0.063152	0.063152	0.063152	0.063152	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.063152	0.063152	0.063152	0.063152	0.063152	-0.063152	yes

Price

Best bid: 0.48194
Best ask: 0.48246
Spread: 0.00052
Spread %: 0.107839
Mid price: 0.4822
Last price: 0.48212
Mark price: 0.48212
Index price: 0.482508

Order Book

Bid depth 5: 45
Ask depth 5: 17
Bid depth 10: 58
Ask depth 10: 33
Bid depth 20: 102
Ask depth 20: 80
Imbalance 5: 0.451613
Imbalance 10: 0.274725
Imbalance 20: 0.120879
Top bid size: 1
Top ask size: 2
Bid wall score: 0.009804
Ask wall score: 0.025

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -2
Imbalance 5 delta: 0.045363
Bid depth 10 delta: -21
Ask depth 10 delta: -20
Imbalance 10 delta: 0.077756
Spread delta: 0.00001
Mid price delta: 0.000205
Wall shift score: -0.369555

Tape

Buy volume: 183
Sell volume: 121
Buy/sell delta: 62
Buy/sell ratio: 1.512397
Avg trade size: 3.04
Large trade count: 6
Largest trade size: 19

Candle

Return 1: -0.026957
Return 3: -0.281294
Volume 1: 24
Volume avg 5: 15.8
Momentum 5: -0.173927

Cross Exchange

Mid avg: 0.4819775
Mid median: 0.4819725
Price deviation %: 0.046164
Spread %: 0.117225

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4434700
Quote volume 24h: 2279621
Price change 24h %: -10.26

Quality

Capture latency ms: 9696
Order book timestamp: 2026-07-07 00:31:21+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:22:57.066000+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	0.244712	0.244712	0.244712	0.244712	0.244712	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.244712	0.244712	0.244712	0.244712	0.244712	-0.244712	yes
30s	long	0.244712	0.244712	0.244712	0.244712	0.244712	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.244712	0.244712	0.244712	0.244712	0.244712	-0.244712	yes
60s	long	0.244712	0.244712	0.244712	0.244712	0.244712	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.244712	0.244712	0.244712	0.244712	0.244712	-0.244712	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 33751
gate: 33751
htx: 33507
mexc: 33746

By Symbol

VELVET/USDT:USDT: 134755

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