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: 135201
Total labels: 405603
Pending labels: 71
Eligible pending labels: 28
Labeled snapshots: 405532
Labels with advanced TP/SL: 386534
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001683
Avg long MAE 30s: 0.001683
Avg short MFE 30s: 0.304998
Avg short MAE 30s: 0.304998
Long labels: 162988
Short labels: 165420
Flat labels: 77124
Latest snapshot: 2026-07-07 08:26:18.901306+02:00
Recent trades snapshots: 135192
Micro candles: 2703740
Avg data quality: 75.9708729965015052
Latest latency: 10319 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 270 of 13521 · 135201 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-07 01:35:00.174762+02:00	mexc	VELVET/USDT:USDT	0.47635	78	4215 ms	10s short -0.062979 30s short -0.062979 60s short -0.062979	advanced ready
2026-07-07 01:34:55.893923+02:00	htx	VELVET/USDT:USDT	0.47661	80	5523 ms	10s flat -0.018883 30s flat -0.018883 60s flat -0.018883	advanced ready
2026-07-07 01:34:44.370107+02:00	gate	VELVET/USDT:USDT	0.476365	68	9378 ms	10s flat 0.016794 30s flat 0.016794 60s flat 0.016794	advanced ready
2026-07-07 01:34:34.893434+02:00	binance	VELVET/USDT:USDT	0.47625	80	7114 ms	10s flat 0.020997 30s flat 0.020997 60s flat 0.020997	advanced ready
2026-07-07 01:34:27.693993+02:00	mexc	VELVET/USDT:USDT	0.47625	78	4432 ms	10s flat 0.020997 30s flat 0.020997 60s flat 0.020997	advanced ready
2026-07-07 01:34:23.188880+02:00	htx	VELVET/USDT:USDT	0.47787	80	5542 ms	10s short -0.26367 30s short -0.26367 60s short -0.26367	advanced ready
2026-07-07 01:34:11.919172+02:00	gate	VELVET/USDT:USDT	0.475645	68	9477 ms	10s long 0.151373 30s long 0.151373 60s long 0.151373	advanced ready
2026-07-07 01:34:02.303294+02:00	binance	VELVET/USDT:USDT	0.47575	80	8162 ms	10s long 0.105097 30s long 0.105097 60s long 0.105097	advanced ready
2026-07-07 01:33:54.044786+02:00	mexc	VELVET/USDT:USDT	0.47575	78	4701 ms	10s long 0.105097 30s long 0.105097 60s long 0.105097	advanced ready
2026-07-07 01:33:49.293815+02:00	htx	VELVET/USDT:USDT	0.476265	80	5298 ms	10s long 0.336997 30s long 0.336997 60s long 0.336997	advanced ready

Price

Best bid: 0.4763
Best ask: 0.4764
Spread: 0.0001
Spread %: 0.020993
Mid price: 0.47635
Last price: 0.4763
Mark price: -
Index price: 0.4765

Order Book

Bid depth 5: 2910
Ask depth 5: 1728
Bid depth 10: 4488
Ask depth 10: 4103
Bid depth 20: 9198
Ask depth 20: 10070
Imbalance 5: 0.254851
Imbalance 10: 0.044814
Imbalance 20: -0.045256
Top bid size: 37
Top ask size: 224
Bid wall score: 0.004023
Ask wall score: 0.022244

Dynamics

Bid depth 5 delta: 387
Ask depth 5 delta: 793
Imbalance 5 delta: -0.204374
Bid depth 10 delta: -308
Ask depth 10 delta: 1163
Imbalance 10 delta: -0.195103
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: -0.033626

Tape

Buy volume: 1447
Sell volume: 1822
Buy/sell delta: -375
Buy/sell ratio: 0.794182
Avg trade size: 32.69
Large trade count: 9
Largest trade size: 240

Candle

Return 1: 0.12613
Return 3: -0.438963
Volume 1: 138
Volume avg 5: 507.2
Momentum 5: -0.542911

Cross Exchange

Mid avg: 0.47636875
Mid median: 0.4763075
Price deviation %: -0.003936
Spread %: 0.075572

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2220497
Quote volume 24h: 11365225.137
Price change 24h %: -7.89

Quality

Capture latency ms: 4215
Order book timestamp: 2026-07-07 01:34:58.508000+02:00
Ticker timestamp: 2026-07-07 01:34:57.966000+02:00
Trades timestamp: 2026-07-07 01:34:54.594000+02:00
Data quality score: 78
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.062979	-0.062979	-0.062979	0.062979	0.062979	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.062979	0.062979	0.062979	0.062979	-0.062979	0.062979	yes
30s	short	-0.062979	-0.062979	-0.062979	0.062979	0.062979	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.062979	0.062979	0.062979	0.062979	-0.062979	0.062979	yes
60s	short	-0.062979	-0.062979	-0.062979	0.062979	0.062979	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.062979	0.062979	0.062979	0.062979	-0.062979	0.062979	yes

Price

Best bid: 0.47597
Best ask: 0.47725
Spread: 0.00128
Spread %: 0.268563
Mid price: 0.47661
Last price: 0.47756
Mark price: -
Index price: -

Order Book

Bid depth 5: 11339
Ask depth 5: 7418
Bid depth 10: 33923
Ask depth 10: 36437
Bid depth 20: 49023
Ask depth 20: 150751
Imbalance 5: 0.209042
Imbalance 10: -0.035731
Imbalance 20: -0.509215
Top bid size: 106
Top ask size: 333
Bid wall score: 0.002162
Ask wall score: 0.002209

Dynamics

Bid depth 5 delta: -295
Ask depth 5 delta: -2194
Imbalance 5 delta: 0.113871
Bid depth 10 delta: 18427
Ask depth 10 delta: 24340
Imbalance 10 delta: -0.158914
Spread delta: -0.0033
Mid price delta: -0.00126
Wall shift score: 0.092534

Tape

Buy volume: 19854
Sell volume: 5996
Buy/sell delta: 13858
Buy/sell ratio: 3.311207
Avg trade size: 258.5
Large trade count: 12
Largest trade size: 1206

Candle

Return 1: 0
Return 3: -0.169325
Volume 1: 0
Volume avg 5: 90.4
Momentum 5: 0.384672

Cross Exchange

Mid avg: 0.47668375
Mid median: 0.4763075
Price deviation %: -0.015471
Spread %: 0.339848

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 83376
Volume 24h: 737964
Quote volume 24h: 737964
Price change 24h %: -7.305901

Quality

Capture latency ms: 5523
Order book timestamp: 2026-07-07 01:34:54.401000+02:00
Ticker timestamp: 2026-07-07 01:34:54.870000+02:00
Trades timestamp: 2026-07-07 01:32:46.830000+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	-0.018883	-0.018883	-0.018883	0.018883	0.018883	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.018883	0.018883	0.018883	0.018883	-0.018883	0.018883	yes
30s	flat	-0.018883	-0.018883	-0.018883	0.018883	0.018883	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.018883	0.018883	0.018883	0.018883	-0.018883	0.018883	yes
60s	flat	-0.018883	-0.018883	-0.018883	0.018883	0.018883	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.018883	0.018883	0.018883	0.018883	-0.018883	0.018883	yes

Price

Best bid: 0.47609
Best ask: 0.47664
Spread: 0.00055
Spread %: 0.115458
Mid price: 0.476365
Last price: 0.47606
Mark price: 0.47606
Index price: 0.47612

Order Book

Bid depth 5: 10
Ask depth 5: 9
Bid depth 10: 19
Ask depth 10: 19
Bid depth 20: 63
Ask depth 20: 63
Imbalance 5: 0.052632
Imbalance 10: 0
Imbalance 20: 0
Top bid size: 1
Top ask size: 1
Bid wall score: 0.015873
Ask wall score: 0.015873

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 0
Imbalance 5 delta: 0.177632
Bid depth 10 delta: -4
Ask depth 10 delta: -2
Imbalance 10 delta: -0.045455
Spread delta: 0
Mid price delta: 0.00072
Wall shift score: -0.014678

Tape

Buy volume: 174
Sell volume: 113
Buy/sell delta: 61
Buy/sell ratio: 1.539823
Avg trade size: 2.87
Large trade count: 5
Largest trade size: 47

Candle

Return 1: 0
Return 3: -0.443348
Volume 1: 0
Volume avg 5: 14
Momentum 5: -0.320358

Cross Exchange

Mid avg: 0.47650375
Mid median: 0.47625
Price deviation %: -0.029118
Spread %: 0.466943

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4421800
Quote volume 24h: 2269594
Price change 24h %: -7.98

Quality

Capture latency ms: 9378
Order book timestamp: 2026-07-07 01:34:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:23:00.804000+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	0.016794	0.016794	0.016794	0.016794	0.016794	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016794	0.016794	0.016794	0.016794	0.016794	-0.016794	yes
30s	flat	0.016794	0.016794	0.016794	0.016794	0.016794	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016794	0.016794	0.016794	0.016794	0.016794	-0.016794	yes
60s	flat	0.016794	0.016794	0.016794	0.016794	0.016794	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016794	0.016794	0.016794	0.016794	0.016794	-0.016794	yes

Price

Best bid: 0.4762
Best ask: 0.4763
Spread: 0.0001
Spread %: 0.020997
Mid price: 0.47625
Last price: 0.4762
Mark price: -
Index price: -

Order Book

Bid depth 5: 11310
Ask depth 5: 2408
Bid depth 10: 17575
Ask depth 10: 11225
Bid depth 20: 39085
Ask depth 20: 32524
Imbalance 5: 0.648928
Imbalance 10: 0.220486
Imbalance 20: 0.091623
Top bid size: 486
Top ask size: 39
Bid wall score: 0.012434
Ask wall score: 0.001199

Dynamics

Bid depth 5 delta: 937
Ask depth 5 delta: -2941
Imbalance 5 delta: 0.329376
Bid depth 10 delta: 153
Ask depth 10 delta: -2605
Imbalance 10 delta: 0.105549
Spread delta: 0
Mid price delta: 0.0005
Wall shift score: 0.008862

Tape

Buy volume: 18228
Sell volume: 15689
Buy/sell delta: 2539
Buy/sell ratio: 1.161833
Avg trade size: 339.17
Large trade count: 12
Largest trade size: 3900

Candle

Return 1: 0.084069
Return 3: -0.418235
Volume 1: 9964
Volume avg 5: 20741.2
Momentum 5: -0.501463

Cross Exchange

Mid avg: 0.47637875
Mid median: 0.476
Price deviation %: -0.027027
Spread %: 0.467065

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 15727544
Volume 24h: 93282075
Quote volume 24h: 47641544.21126
Price change 24h %: -8.194

Quality

Capture latency ms: 7114
Order book timestamp: 2026-07-07 01:34:32.739000+02:00
Ticker timestamp: 2026-07-07 01:34:30.219000+02:00
Trades timestamp: 2026-07-07 01:34:34.369000+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	0.020997	0.020997	0.020997	0.020997	0.020997	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.020997	0.020997	0.020997	0.020997	0.020997	-0.020997	yes
30s	flat	0.020997	0.020997	0.020997	0.020997	0.020997	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.020997	0.020997	0.020997	0.020997	0.020997	-0.020997	yes
60s	flat	0.020997	0.020997	0.020997	0.020997	0.020997	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.020997	0.020997	0.020997	0.020997	0.020997	-0.020997	yes

Price

Best bid: 0.4762
Best ask: 0.4763
Spread: 0.0001
Spread %: 0.020997
Mid price: 0.47625
Last price: 0.4756
Mark price: -
Index price: 0.4762

Order Book

Bid depth 5: 2523
Ask depth 5: 935
Bid depth 10: 4796
Ask depth 10: 2940
Bid depth 20: 8311
Ask depth 20: 12776
Imbalance 5: 0.459225
Imbalance 10: 0.239917
Imbalance 20: -0.211742
Top bid size: 156
Top ask size: 43
Bid wall score: 0.01877
Ask wall score: 0.003366

Dynamics

Bid depth 5 delta: 1894
Ask depth 5 delta: 39
Imbalance 5 delta: 0.634307
Bid depth 10 delta: 2060
Ask depth 10 delta: 77
Imbalance 10 delta: 0.2626
Spread delta: 0
Mid price delta: 0.0005
Wall shift score: 0.02102

Tape

Buy volume: 1348
Sell volume: 1868
Buy/sell delta: -520
Buy/sell ratio: 0.721627
Avg trade size: 32.16
Large trade count: 8
Largest trade size: 240

Candle

Return 1: -0.021022
Return 3: -0.585284
Volume 1: 16
Volume avg 5: 482.8
Momentum 5: -0.689079

Cross Exchange

Mid avg: 0.47625375
Mid median: 0.47575
Price deviation %: -0.000787
Spread %: 0.467188

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2220387
Quote volume 24h: 11364702.055
Price change 24h %: -8.02

Quality

Capture latency ms: 4432
Order book timestamp: 2026-07-07 01:34:25.816000+02:00
Ticker timestamp: 2026-07-07 01:34:24.838000+02:00
Trades timestamp: 2026-07-07 01:34:17.048000+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	0.020997	0.020997	0.020997	0.020997	0.020997	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.020997	0.020997	0.020997	0.020997	0.020997	-0.020997	yes
30s	flat	0.020997	0.020997	0.020997	0.020997	0.020997	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.020997	0.020997	0.020997	0.020997	0.020997	-0.020997	yes
60s	flat	0.020997	0.020997	0.020997	0.020997	0.020997	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.020997	0.020997	0.020997	0.020997	0.020997	-0.020997	yes

Price

Best bid: 0.47558
Best ask: 0.48016
Spread: 0.00458
Spread %: 0.95842
Mid price: 0.47787
Last price: 0.47756
Mark price: -
Index price: -

Order Book

Bid depth 5: 11634
Ask depth 5: 9612
Bid depth 10: 15496
Ask depth 10: 12097
Bid depth 20: 18655
Ask depth 20: 22592
Imbalance 5: 0.095171
Imbalance 10: 0.123183
Imbalance 20: -0.095449
Top bid size: 73
Top ask size: 2180
Bid wall score: 0.003913
Ask wall score: 0.096494

Dynamics

Bid depth 5 delta: -201
Ask depth 5 delta: -11257
Imbalance 5 delta: 0.371406
Bid depth 10 delta: -24414
Ask depth 10 delta: -24857
Imbalance 10 delta: 0.084726
Spread delta: 0.00321
Mid price delta: 0.001605
Wall shift score: -0.09342

Tape

Buy volume: 19854
Sell volume: 5996
Buy/sell delta: 13858
Buy/sell ratio: 3.311207
Avg trade size: 258.5
Large trade count: 12
Largest trade size: 1206

Candle

Return 1: 0
Return 3: -0.169325
Volume 1: 0
Volume avg 5: 90.4
Momentum 5: 0.384672

Cross Exchange

Mid avg: 0.4758525
Mid median: 0.47575
Price deviation %: 0.423976
Spread %: 0.130292

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 83376
Volume 24h: 737964
Quote volume 24h: 737964
Price change 24h %: -7.305901

Quality

Capture latency ms: 5542
Order book timestamp: 2026-07-07 01:34:21.797000+02:00
Ticker timestamp: 2026-07-07 01:34:22.139000+02:00
Trades timestamp: 2026-07-07 01:32:46.830000+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	-0.26367	-0.26367	-0.26367	0.26367	0.26367	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.26367	0.26367	0.26367	0.26367	-0.26367	0.26367	yes
30s	short	-0.26367	-0.26367	-0.26367	0.26367	0.26367	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.26367	0.26367	0.26367	0.26367	-0.26367	0.26367	yes
60s	short	-0.26367	-0.26367	-0.26367	0.26367	0.26367	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.26367	0.26367	0.26367	0.26367	-0.26367	0.26367	yes

Price

Best bid: 0.47537
Best ask: 0.47592
Spread: 0.00055
Spread %: 0.115632
Mid price: 0.475645
Last price: 0.47606
Mark price: 0.47591
Index price: 0.475915

Order Book

Bid depth 5: 7
Ask depth 5: 9
Bid depth 10: 23
Ask depth 10: 21
Bid depth 20: 66
Ask depth 20: 64
Imbalance 5: -0.125
Imbalance 10: 0.045455
Imbalance 20: 0.015385
Top bid size: 2
Top ask size: 1
Bid wall score: 0.030303
Ask wall score: 0.015625

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: -1
Imbalance 5 delta: -0.215909
Bid depth 10 delta: -24
Ask depth 10 delta: 0
Imbalance 10 delta: -0.336898
Spread delta: -0.00018
Mid price delta: -0.00063
Wall shift score: 0.030056

Tape

Buy volume: 174
Sell volume: 113
Buy/sell delta: 61
Buy/sell ratio: 1.539823
Avg trade size: 2.87
Large trade count: 5
Largest trade size: 47

Candle

Return 1: 0
Return 3: -0.443348
Volume 1: 0
Volume avg 5: 14
Momentum 5: -0.320358

Cross Exchange

Mid avg: 0.47601
Mid median: 0.4760075
Price deviation %: -0.076679
Spread %: 0.110292

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4421800
Quote volume 24h: 2269594
Price change 24h %: -8.35

Quality

Capture latency ms: 9477
Order book timestamp: 2026-07-07 01:34:10+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:23:00.804000+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	0.151373	0.151373	0.151373	0.151373	0.151373	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.151373	0.151373	0.151373	0.151373	0.151373	-0.151373	yes
30s	long	0.151373	0.151373	0.151373	0.151373	0.151373	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.151373	0.151373	0.151373	0.151373	0.151373	-0.151373	yes
60s	long	0.151373	0.151373	0.151373	0.151373	0.151373	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.151373	0.151373	0.151373	0.151373	0.151373	-0.151373	yes

Price

Best bid: 0.4757
Best ask: 0.4758
Spread: 0.0001
Spread %: 0.021019
Mid price: 0.47575
Last price: 0.476
Mark price: -
Index price: -

Order Book

Bid depth 5: 10373
Ask depth 5: 5349
Bid depth 10: 17422
Ask depth 10: 13830
Bid depth 20: 38137
Ask depth 20: 32400
Imbalance 5: 0.319552
Imbalance 10: 0.114937
Imbalance 20: 0.081333
Top bid size: 260
Top ask size: 144
Bid wall score: 0.006818
Ask wall score: 0.004444

Dynamics

Bid depth 5 delta: 4218
Ask depth 5 delta: 1010
Imbalance 5 delta: 0.146501
Bid depth 10 delta: 3068
Ask depth 10 delta: -1521
Imbalance 10 delta: 0.1485
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.00204

Tape

Buy volume: 14094
Sell volume: 21861
Buy/sell delta: -7767
Buy/sell ratio: 0.64471
Avg trade size: 359.55
Large trade count: 11
Largest trade size: 3900

Candle

Return 1: -0.35617
Return 3: -0.647587
Volume 1: 41801
Volume avg 5: 24897.6
Momentum 5: -0.439606

Cross Exchange

Mid avg: 0.47601
Mid median: 0.4760075
Price deviation %: -0.054621
Spread %: 0.110292

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 15728079
Volume 24h: 93320220
Quote volume 24h: 47661729.52586
Price change 24h %: -7.841

Quality

Capture latency ms: 8162
Order book timestamp: 2026-07-07 01:34:00.144000+02:00
Ticker timestamp: 2026-07-07 01:33:56.005000+02:00
Trades timestamp: 2026-07-07 01:34:00.584000+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	0.105097	0.105097	0.105097	0.105097	0.105097	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.105097	0.105097	0.105097	0.105097	0.105097	-0.105097	yes
30s	long	0.105097	0.105097	0.105097	0.105097	0.105097	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.105097	0.105097	0.105097	0.105097	0.105097	-0.105097	yes
60s	long	0.105097	0.105097	0.105097	0.105097	0.105097	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.105097	0.105097	0.105097	0.105097	0.105097	-0.105097	yes

Price

Best bid: 0.4757
Best ask: 0.4758
Spread: 0.0001
Spread %: 0.021019
Mid price: 0.47575
Last price: 0.4759
Mark price: -
Index price: 0.4762

Order Book

Bid depth 5: 629
Ask depth 5: 896
Bid depth 10: 2736
Ask depth 10: 2863
Bid depth 20: 28346
Ask depth 20: 7335
Imbalance 5: -0.175082
Imbalance 10: -0.022683
Imbalance 20: 0.588857
Top bid size: 7
Top ask size: 43
Bid wall score: 0.000247
Ask wall score: 0.005862

Dynamics

Bid depth 5 delta: -416
Ask depth 5 delta: -147
Imbalance 5 delta: -0.17604
Bid depth 10 delta: -532
Ask depth 10 delta: 125
Imbalance 10 delta: -0.110928
Spread delta: -0.0001
Mid price delta: -0.00015
Wall shift score: 0.006155

Tape

Buy volume: 1382
Sell volume: 1963
Buy/sell delta: -581
Buy/sell ratio: 0.704024
Avg trade size: 33.45
Large trade count: 8
Largest trade size: 240

Candle

Return 1: -0.293378
Return 3: -0.626566
Volume 1: 298
Volume avg 5: 535
Momentum 5: -0.314268

Cross Exchange

Mid avg: 0.4760475
Mid median: 0.4760825
Price deviation %: -0.062494
Spread %: 0.110283

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2220265
Quote volume 24h: 11364123.96
Price change 24h %: -7.96

Quality

Capture latency ms: 4701
Order book timestamp: 2026-07-07 01:33:51.337000+02:00
Ticker timestamp: 2026-07-07 01:33:51.952000+02:00
Trades timestamp: 2026-07-07 01:33:52.009000+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	long	0.105097	0.105097	0.105097	0.105097	0.105097	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.105097	0.105097	0.105097	0.105097	0.105097	-0.105097	yes
30s	long	0.105097	0.105097	0.105097	0.105097	0.105097	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.105097	0.105097	0.105097	0.105097	0.105097	-0.105097	yes
60s	long	0.105097	0.105097	0.105097	0.105097	0.105097	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.105097	0.105097	0.105097	0.105097	0.105097	-0.105097	yes

Price

Best bid: 0.47558
Best ask: 0.47695
Spread: 0.00137
Spread %: 0.287655
Mid price: 0.476265
Last price: 0.47756
Mark price: -
Index price: -

Order Book

Bid depth 5: 11835
Ask depth 5: 20869
Bid depth 10: 39910
Ask depth 10: 36954
Bid depth 20: 55014
Ask depth 20: 147383
Imbalance 5: -0.276235
Imbalance 10: 0.038458
Imbalance 20: -0.456375
Top bid size: 73
Top ask size: 72
Bid wall score: 0.001327
Ask wall score: 0.000489

Dynamics

Bid depth 5 delta: 7822
Ask depth 5 delta: 13974
Imbalance 5 delta: -0.012026
Bid depth 10 delta: 8502
Ask depth 10 delta: -2681
Imbalance 10 delta: 0.154261
Spread delta: -0.00001
Mid price delta: -0.000795
Wall shift score: -0.005427

Tape

Buy volume: 19854
Sell volume: 5996
Buy/sell delta: 13858
Buy/sell ratio: 3.311207
Avg trade size: 258.5
Large trade count: 12
Largest trade size: 1206

Candle

Return 1: 0
Return 3: -0.146364
Volume 1: 0
Volume avg 5: 90.4
Momentum 5: 0.384672

Cross Exchange

Mid avg: 0.47624625
Mid median: 0.4760875
Price deviation %: 0.003937
Spread %: 0.275068

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 83272
Volume 24h: 737964
Quote volume 24h: 737964
Price change 24h %: -7.305901

Quality

Capture latency ms: 5298
Order book timestamp: 2026-07-07 01:33:47.501000+02:00
Ticker timestamp: 2026-07-07 01:33:47.824000+02:00
Trades timestamp: 2026-07-07 01:32:46.830000+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	0.336997	0.336997	0.336997	0.336997	0.336997	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.336997	0.336997	0.336997	0.336997	0.336997	-0.336997	yes
30s	long	0.336997	0.336997	0.336997	0.336997	0.336997	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.336997	0.336997	0.336997	0.336997	0.336997	-0.336997	yes
60s	long	0.336997	0.336997	0.336997	0.336997	0.336997	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.336997	0.336997	0.336997	0.336997	0.336997	-0.336997	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 33863
gate: 33863
htx: 33618
mexc: 33857

By Symbol

VELVET/USDT:USDT: 135201

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