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: 135680
Total labels: 407040
Pending labels: 76
Eligible pending labels: 29
Labeled snapshots: 406967
Labels with advanced TP/SL: 387969
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001677
Avg long MAE 30s: 0.001677
Avg short MFE 30s: 0.304496
Avg short MAE 30s: 0.304496
Long labels: 163546
Short labels: 166004
Flat labels: 77417
Latest snapshot: 2026-07-07 09:44:08.152501+02:00
Recent trades snapshots: 135671
Micro candles: 2713340
Avg data quality: 75.9688976348936107
Latest latency: 6170 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 271 of 13568 · 135680 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-07 02:43:29.460231+02:00	htx	VELVET/USDT:USDT	0.468515	80	56523 ms	10s long 0.096048 30s long 0.096048 60s long 0.096048	advanced ready
2026-07-07 02:42:26.590688+02:00	gate	VELVET/USDT:USDT	0.468875	68	9832 ms	10s flat 0.045854 30s flat 0.045854 60s flat 0.045854	advanced ready
2026-07-07 02:42:16.636480+02:00	binance	VELVET/USDT:USDT	0.4686	80	7452 ms	10s long 0.05335 30s long 0.05335 60s long 0.05335	advanced ready
2026-07-07 02:42:09.017606+02:00	mexc	VELVET/USDT:USDT	0.46935	68	5039 ms	10s short -0.213061 30s short -0.213061 60s short -0.213061	advanced ready
2026-07-07 02:42:03.790431+02:00	htx	VELVET/USDT:USDT	0.469615	80	7359 ms	10s short -0.234234 30s short -0.234234 60s short -0.234234	advanced ready
2026-07-07 02:41:50.279755+02:00	gate	VELVET/USDT:USDT	0.46981	68	10060 ms	10s short -0.199017 30s short -0.199017 60s short -0.199017	advanced ready
2026-07-07 02:41:39.989379+02:00	binance	VELVET/USDT:USDT	0.46905	80	7950 ms	10s short -0.095939 30s short -0.095939 60s short -0.095939	advanced ready
2026-07-07 02:41:31.872895+02:00	mexc	VELVET/USDT:USDT	0.46965	78	4348 ms	10s short -0.063877 30s short -0.063877 60s short -0.063877	advanced ready
2026-07-07 02:41:27.363081+02:00	htx	VELVET/USDT:USDT	0.470415	80	5209 ms	10s short -0.170063 30s short -0.170063 60s short -0.170063	advanced ready
2026-07-07 02:41:16.217721+02:00	gate	VELVET/USDT:USDT	0.470465	68	10475 ms	10s short -0.139224 30s short -0.139224 60s short -0.139224	advanced ready

Price

Best bid: 0.46788
Best ask: 0.46915
Spread: 0.00127
Spread %: 0.271069
Mid price: 0.468515
Last price: 0.4685
Mark price: -
Index price: -

Order Book

Bid depth 5: 24637
Ask depth 5: 25649
Bid depth 10: 64768
Ask depth 10: 43339
Bid depth 20: 77910
Ask depth 20: 155740
Imbalance 5: -0.020125
Imbalance 10: 0.19822
Imbalance 20: -0.333105
Top bid size: 58
Top ask size: 137
Bid wall score: 0.000744
Ask wall score: 0.00088

Dynamics

Bid depth 5 delta: 22383
Ask depth 5 delta: -819
Imbalance 5 delta: 0.822922
Bid depth 10 delta: 10368
Ask depth 10 delta: -3573
Imbalance 10 delta: 0.12431
Spread delta: 0
Mid price delta: -0.0011
Wall shift score: 0.006881

Tape

Buy volume: 5558
Sell volume: 17416
Buy/sell delta: -11858
Buy/sell ratio: 0.319132
Avg trade size: 229.74
Large trade count: 14
Largest trade size: 2724

Candle

Return 1: 0
Return 3: -0.667868
Volume 1: 0
Volume avg 5: 52
Momentum 5: -0.629945

Cross Exchange

Mid avg: 0.46911
Mid median: 0.4691125
Price deviation %: -0.126836
Spread %: 0.216367

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 79251
Volume 24h: 724892
Quote volume 24h: 724892
Price change 24h %: -9.064441

Quality

Capture latency ms: 56523
Order book timestamp: 2026-07-07 02:43:26.701000+02:00
Ticker timestamp: 2026-07-07 02:43:27.888000+02:00
Trades timestamp: 2026-07-07 02:42:24.509000+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	0.096048	0.096048	0.096048	0.096048	0.096048	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.096048	0.096048	0.096048	0.096048	0.096048	-0.096048	yes
30s	long	0.096048	0.096048	0.096048	0.096048	0.096048	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.096048	0.096048	0.096048	0.096048	0.096048	-0.096048	yes
60s	long	0.096048	0.096048	0.096048	0.096048	0.096048	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.096048	0.096048	0.096048	0.096048	0.096048	-0.096048	yes

Price

Best bid: 0.46872
Best ask: 0.46903
Spread: 0.00031
Spread %: 0.066116
Mid price: 0.468875
Last price: 0.46877
Mark price: 0.46975
Index price: 0.469853

Order Book

Bid depth 5: 10
Ask depth 5: 11
Bid depth 10: 19
Ask depth 10: 20
Bid depth 20: 64
Ask depth 20: 69
Imbalance 5: -0.047619
Imbalance 10: -0.025641
Imbalance 20: -0.037594
Top bid size: 1
Top ask size: 1
Bid wall score: 0.015625
Ask wall score: 0.014493

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 3
Imbalance 5 delta: -0.15873
Bid depth 10 delta: -5
Ask depth 10 delta: 1
Imbalance 10 delta: -0.14192
Spread delta: -0.00015
Mid price delta: -0.000935
Wall shift score: 0.002472

Tape

Buy volume: 130
Sell volume: 147
Buy/sell delta: -17
Buy/sell ratio: 0.884354
Avg trade size: 2.77
Large trade count: 6
Largest trade size: 21

Candle

Return 1: -0.208622
Return 3: -0.665381
Volume 1: 6
Volume avg 5: 8.6
Momentum 5: -0.602192

Cross Exchange

Mid avg: 0.46934375
Mid median: 0.4694825
Price deviation %: -0.099873
Spread %: 0.257807

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4373800
Quote volume 24h: 2240928
Price change 24h %: -10.56

Quality

Capture latency ms: 9832
Order book timestamp: 2026-07-07 02:42:25+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:23:04.935000+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	0.045854	0.045854	0.045854	0.045854	0.045854	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.045854	0.045854	0.045854	0.045854	0.045854	-0.045854	yes
30s	flat	0.045854	0.045854	0.045854	0.045854	0.045854	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.045854	0.045854	0.045854	0.045854	0.045854	-0.045854	yes
60s	flat	0.045854	0.045854	0.045854	0.045854	0.045854	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.045854	0.045854	0.045854	0.045854	0.045854	-0.045854	yes

Price

Best bid: 0.4685
Best ask: 0.4687
Spread: 0.0002
Spread %: 0.04268
Mid price: 0.4686
Last price: 0.4685
Mark price: -
Index price: -

Order Book

Bid depth 5: 31863
Ask depth 5: 11645
Bid depth 10: 38593
Ask depth 10: 30692
Bid depth 20: 66992
Ask depth 20: 59204
Imbalance 5: 0.464696
Imbalance 10: 0.114036
Imbalance 20: 0.061714
Top bid size: 385
Top ask size: 652
Bid wall score: 0.005747
Ask wall score: 0.011013

Dynamics

Bid depth 5 delta: 24554
Ask depth 5 delta: 4722
Imbalance 5 delta: 0.437574
Bid depth 10 delta: -5117
Ask depth 10 delta: 8745
Imbalance 10 delta: -0.217429
Spread delta: 0.0001
Mid price delta: -0.00045
Wall shift score: -0.006013

Tape

Buy volume: 5725
Sell volume: 13001
Buy/sell delta: -7276
Buy/sell ratio: 0.440351
Avg trade size: 187.26
Large trade count: 8
Largest trade size: 2059

Candle

Return 1: -0.191734
Return 3: -0.48853
Volume 1: 5682
Volume avg 5: 23179.6
Momentum 5: -0.573005

Cross Exchange

Mid avg: 0.46945625
Mid median: 0.4694825
Price deviation %: -0.182392
Spread %: 0.161889

Funding / OI / Volume

Funding rate: 0.0000435
Funding delta: -0.00000586
Funding abs: 0.0000435
Funding pressure: 0.00004936
Open interest: 15607431
Volume 24h: 92151467
Quote volume 24h: 46944176.17476
Price change 24h %: -10.472

Quality

Capture latency ms: 7452
Order book timestamp: 2026-07-07 02:42:14.430000+02:00
Ticker timestamp: 2026-07-07 02:42:11.316000+02:00
Trades timestamp: 2026-07-07 02:42:16.051000+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	0.05335	0.05335	0.05335	0.05335	0.05335	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05335	0.05335	0.05335	0.05335	0.05335	-0.05335	yes
30s	long	0.05335	0.05335	0.05335	0.05335	0.05335	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05335	0.05335	0.05335	0.05335	0.05335	-0.05335	yes
60s	long	0.05335	0.05335	0.05335	0.05335	0.05335	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05335	0.05335	0.05335	0.05335	0.05335	-0.05335	yes

Price

Best bid: 0.4693
Best ask: 0.4694
Spread: 0.0001
Spread %: 0.021306
Mid price: 0.46935
Last price: 0.4694
Mark price: -
Index price: 0.4699

Order Book

Bid depth 5: 1932
Ask depth 5: 2980
Bid depth 10: 4659
Ask depth 10: 5657
Bid depth 20: 18667
Ask depth 20: 17871
Imbalance 5: -0.213355
Imbalance 10: -0.096743
Imbalance 20: 0.021786
Top bid size: 41
Top ask size: 112
Bid wall score: 0.002196
Ask wall score: 0.006267

Dynamics

Bid depth 5 delta: 26
Ask depth 5 delta: -388
Imbalance 5 delta: 0.063854
Bid depth 10 delta: 380
Ask depth 10 delta: -808
Imbalance 10 delta: 0.106719
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: -0.00448

Tape

Buy volume: 1789
Sell volume: 818
Buy/sell delta: 971
Buy/sell ratio: 2.187042
Avg trade size: 26.07
Large trade count: 8
Largest trade size: 151

Candle

Return 1: -0.021299
Return 3: -0.382003
Volume 1: 33
Volume avg 5: 220
Momentum 5: -0.382003

Cross Exchange

Mid avg: 0.46953125
Mid median: 0.4696325
Price deviation %: -0.038602
Spread %: 0.161864

Funding / OI / Volume

Funding rate: 0.000049
Funding delta: -0.000001
Funding abs: 0.000049
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2162461
Quote volume 24h: 11050041.367
Price change 24h %: -9.22

Quality

Capture latency ms: 5039
Order book timestamp: 2026-07-07 02:42:07.240000+02:00
Ticker timestamp: 2026-07-07 02:42:06.909000+02:00
Trades timestamp: 2026-07-07 02:42:07.132000+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	short	-0.213061	-0.213061	-0.213061	0.213061	0.213061	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.213061	0.213061	0.213061	0.213061	-0.213061	0.213061	yes
30s	short	-0.213061	-0.213061	-0.213061	0.213061	0.213061	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.213061	0.213061	0.213061	0.213061	-0.213061	0.213061	yes
60s	short	-0.213061	-0.213061	-0.213061	0.213061	0.213061	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.213061	0.213061	0.213061	0.213061	-0.213061	0.213061	yes

Price

Best bid: 0.46898
Best ask: 0.47025
Spread: 0.00127
Spread %: 0.270434
Mid price: 0.469615
Last price: 0.47165
Mark price: -
Index price: -

Order Book

Bid depth 5: 2254
Ask depth 5: 26468
Bid depth 10: 54400
Ask depth 10: 46912
Bid depth 20: 68786
Ask depth 20: 159036
Imbalance 5: -0.843047
Imbalance 10: 0.07391
Imbalance 20: -0.396143
Top bid size: 58
Top ask size: 1250
Bid wall score: 0.000843
Ask wall score: 0.00786

Dynamics

Bid depth 5 delta: -563
Ask depth 5 delta: -5347
Imbalance 5 delta: -0.005729
Bid depth 10 delta: 18408
Ask depth 10 delta: -4286
Imbalance 10 delta: 0.248311
Spread delta: 0.0006
Mid price delta: -0.0008
Wall shift score: 0.000765

Tape

Buy volume: 5558
Sell volume: 17620
Buy/sell delta: -12062
Buy/sell ratio: 0.315437
Avg trade size: 231.78
Large trade count: 14
Largest trade size: 2724

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 15.2
Momentum 5: 0.885543

Cross Exchange

Mid avg: 0.46973125
Mid median: 0.46973
Price deviation %: -0.024748
Spread %: 0.290592

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 79146
Volume 24h: 724678
Quote volume 24h: 724678
Price change 24h %: -8.453028

Quality

Capture latency ms: 7359
Order book timestamp: 2026-07-07 02:42:01.201000+02:00
Ticker timestamp: 2026-07-07 02:42:01.940000+02:00
Trades timestamp: 2026-07-07 02:39:59.602000+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	-0.234234	-0.234234	-0.234234	0.234234	0.234234	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.234234	0.234234	0.234234	0.234234	-0.234234	0.234234	yes
30s	short	-0.234234	-0.234234	-0.234234	0.234234	0.234234	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.234234	0.234234	0.234234	0.234234	-0.234234	0.234234	yes
60s	short	-0.234234	-0.234234	-0.234234	0.234234	0.234234	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.234234	0.234234	0.234234	0.234234	-0.234234	0.234234	yes

Price

Best bid: 0.46958
Best ask: 0.47004
Spread: 0.00046
Spread %: 0.097912
Mid price: 0.46981
Last price: 0.46975
Mark price: 0.47032
Index price: 0.47031

Order Book

Bid depth 5: 10
Ask depth 5: 8
Bid depth 10: 24
Ask depth 10: 19
Bid depth 20: 70
Ask depth 20: 64
Imbalance 5: 0.111111
Imbalance 10: 0.116279
Imbalance 20: 0.044776
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014286
Ask wall score: 0.015625

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -7
Imbalance 5 delta: 0.222222
Bid depth 10 delta: 2
Ask depth 10 delta: -5
Imbalance 10 delta: 0.159757
Spread delta: -0.00015
Mid price delta: -0.000655
Wall shift score: 0.073288

Tape

Buy volume: 130
Sell volume: 142
Buy/sell delta: -12
Buy/sell ratio: 0.915493
Avg trade size: 2.72
Large trade count: 6
Largest trade size: 21

Candle

Return 1: -0.335222
Return 3: -0.710194
Volume 1: 24
Volume avg 5: 8
Momentum 5: -0.017027

Cross Exchange

Mid avg: 0.469895
Mid median: 0.4700325
Price deviation %: -0.018089
Spread %: 0.301131

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4371500
Quote volume 24h: 2239848
Price change 24h %: -10.33

Quality

Capture latency ms: 10060
Order book timestamp: 2026-07-07 02:41:49+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:23:04.905000+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	-0.199017	-0.199017	-0.199017	0.199017	0.199017	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.199017	0.199017	0.199017	0.199017	-0.199017	0.199017	yes
30s	short	-0.199017	-0.199017	-0.199017	0.199017	0.199017	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.199017	0.199017	0.199017	0.199017	-0.199017	0.199017	yes
60s	short	-0.199017	-0.199017	-0.199017	0.199017	0.199017	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.199017	0.199017	0.199017	0.199017	-0.199017	0.199017	yes

Price

Best bid: 0.469
Best ask: 0.4691
Spread: 0.0001
Spread %: 0.02132
Mid price: 0.46905
Last price: 0.4697
Mark price: -
Index price: -

Order Book

Bid depth 5: 7309
Ask depth 5: 6923
Bid depth 10: 43710
Ask depth 10: 21947
Bid depth 20: 59172
Ask depth 20: 49305
Imbalance 5: 0.027122
Imbalance 10: 0.331465
Imbalance 20: 0.090959
Top bid size: 169
Top ask size: 104
Bid wall score: 0.002856
Ask wall score: 0.002109

Dynamics

Bid depth 5 delta: 1089
Ask depth 5 delta: -3477
Imbalance 5 delta: 0.278626
Bid depth 10 delta: 27422
Ask depth 10 delta: 1983
Imbalance 10 delta: 0.432866
Spread delta: 0
Mid price delta: -0.0008
Wall shift score: -0.002258

Tape

Buy volume: 5236
Sell volume: 9544
Buy/sell delta: -4308
Buy/sell ratio: 0.548617
Avg trade size: 147.8
Large trade count: 9
Largest trade size: 1927

Candle

Return 1: -0.085143
Return 3: -0.550847
Volume 1: 4285
Volume avg 5: 25423.4
Momentum 5: -0.042589

Cross Exchange

Mid avg: 0.470095
Mid median: 0.4701325
Price deviation %: -0.222295
Spread %: 0.173369

Funding / OI / Volume

Funding rate: 0.00004936
Funding delta: 0
Funding abs: 0.00004936
Funding pressure: 0.00004936
Open interest: 15610616
Volume 24h: 92238127
Quote volume 24h: 46990058.94836
Price change 24h %: -10.635

Quality

Capture latency ms: 7950
Order book timestamp: 2026-07-07 02:41:37.683000+02:00
Ticker timestamp: 2026-07-07 02:41:29.257000+02:00
Trades timestamp: 2026-07-07 02:41:39.224000+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	-0.095939	-0.095939	-0.095939	0.095939	0.095939	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.095939	0.095939	0.095939	0.095939	-0.095939	0.095939	yes
30s	short	-0.095939	-0.095939	-0.095939	0.095939	0.095939	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.095939	0.095939	0.095939	0.095939	-0.095939	0.095939	yes
60s	short	-0.095939	-0.095939	-0.095939	0.095939	0.095939	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.095939	0.095939	0.095939	0.095939	-0.095939	0.095939	yes

Price

Best bid: 0.4696
Best ask: 0.4697
Spread: 0.0001
Spread %: 0.021292
Mid price: 0.46965
Last price: 0.4697
Mark price: -
Index price: 0.4703

Order Book

Bid depth 5: 1906
Ask depth 5: 3368
Bid depth 10: 4279
Ask depth 10: 6465
Bid depth 20: 17929
Ask depth 20: 19083
Imbalance 5: -0.277209
Imbalance 10: -0.203462
Imbalance 20: -0.031179
Top bid size: 28
Top ask size: 22
Bid wall score: 0.001562
Ask wall score: 0.001153

Dynamics

Bid depth 5 delta: -378
Ask depth 5 delta: 985
Imbalance 5 delta: -0.255996
Bid depth 10 delta: -403
Ask depth 10 delta: 2141
Imbalance 10 delta: -0.243214
Spread delta: -0.0001
Mid price delta: -0.00025
Wall shift score: -0.00454

Tape

Buy volume: 1728
Sell volume: 878
Buy/sell delta: 850
Buy/sell ratio: 1.968109
Avg trade size: 26.06
Large trade count: 8
Largest trade size: 151

Candle

Return 1: -0.106338
Return 3: -0.487288
Volume 1: 18
Volume avg 5: 366.8
Momentum 5: 0.320376

Cross Exchange

Mid avg: 0.4701575
Mid median: 0.4701575
Price deviation %: -0.107943
Spread %: 0.130807

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0.000002
Funding abs: 0.00005
Funding pressure: 0.000052
Open interest: -
Volume 24h: 2162376
Quote volume 24h: 11049640.099
Price change 24h %: -9.16

Quality

Capture latency ms: 4348
Order book timestamp: 2026-07-07 02:41:30.317000+02:00
Ticker timestamp: 2026-07-07 02:41:27.815000+02:00
Trades timestamp: 2026-07-07 02:41:22.808000+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	-0.063877	-0.063877	-0.063877	0.063877	0.063877	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.063877	0.063877	0.063877	0.063877	-0.063877	0.063877	yes
30s	short	-0.063877	-0.063877	-0.063877	0.063877	0.063877	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.063877	0.063877	0.063877	0.063877	-0.063877	0.063877	yes
60s	short	-0.063877	-0.063877	-0.063877	0.063877	0.063877	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.063877	0.063877	0.063877	0.063877	-0.063877	0.063877	yes

Price

Best bid: 0.47008
Best ask: 0.47075
Spread: 0.00067
Spread %: 0.142427
Mid price: 0.470415
Last price: 0.47165
Mark price: -
Index price: -

Order Book

Bid depth 5: 2817
Ask depth 5: 31815
Bid depth 10: 35992
Ask depth 10: 51198
Bid depth 20: 50369
Ask depth 20: 163206
Imbalance 5: -0.837318
Imbalance 10: -0.174401
Imbalance 20: -0.528325
Top bid size: 58
Top ask size: 1458
Bid wall score: 0.001152
Ask wall score: 0.008933

Dynamics

Bid depth 5 delta: -1598
Ask depth 5 delta: 1717
Imbalance 5 delta: -0.093164
Bid depth 10 delta: -19509
Ask depth 10 delta: 8490
Imbalance 10 delta: -0.304664
Spread delta: -0.0001
Mid price delta: -0.00005
Wall shift score: 0.000342

Tape

Buy volume: 5558
Sell volume: 17620
Buy/sell delta: -12062
Buy/sell ratio: 0.315437
Avg trade size: 231.78
Large trade count: 14
Largest trade size: 2724

Candle

Return 1: 0
Return 3: 0.038178
Volume 1: 0
Volume avg 5: 15.2
Momentum 5: 0.885543

Cross Exchange

Mid avg: 0.47017
Mid median: 0.4701825
Price deviation %: 0.052109
Spread %: 0.130804

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 79146
Volume 24h: 724698
Quote volume 24h: 724698
Price change 24h %: -8.453028

Quality

Capture latency ms: 5209
Order book timestamp: 2026-07-07 02:41:24.497000+02:00
Ticker timestamp: 2026-07-07 02:41:26.324000+02:00
Trades timestamp: 2026-07-07 02:39:59.602000+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	-0.170063	-0.170063	-0.170063	0.170063	0.170063	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.170063	0.170063	0.170063	0.170063	-0.170063	0.170063	yes
30s	short	-0.170063	-0.170063	-0.170063	0.170063	0.170063	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.170063	0.170063	0.170063	0.170063	-0.170063	0.170063	yes
60s	short	-0.170063	-0.170063	-0.170063	0.170063	0.170063	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.170063	0.170063	0.170063	0.170063	-0.170063	0.170063	yes

Price

Best bid: 0.47016
Best ask: 0.47077
Spread: 0.00061
Spread %: 0.129659
Mid price: 0.470465
Last price: 0.47133
Mark price: 0.47084
Index price: 0.47069

Order Book

Bid depth 5: 12
Ask depth 5: 15
Bid depth 10: 22
Ask depth 10: 24
Bid depth 20: 67
Ask depth 20: 67
Imbalance 5: -0.111111
Imbalance 10: -0.043478
Imbalance 20: 0
Top bid size: 1
Top ask size: 6
Bid wall score: 0.014925
Ask wall score: 0.089552

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 6
Imbalance 5 delta: -0.292929
Bid depth 10 delta: 0
Ask depth 10 delta: -19
Imbalance 10 delta: 0.279599
Spread delta: 0.00015
Mid price delta: -0.000445
Wall shift score: -0.074627

Tape

Buy volume: 117
Sell volume: 145
Buy/sell delta: -28
Buy/sell ratio: 0.806897
Avg trade size: 2.62
Large trade count: 13
Largest trade size: 21

Candle

Return 1: 0
Return 3: -0.376234
Volume 1: 0
Volume avg 5: 3.2
Momentum 5: 0.319264

Cross Exchange

Mid avg: 0.47028125
Mid median: 0.4701825
Price deviation %: 0.039072
Spread %: 0.225397

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4371400
Quote volume 24h: 2239801
Price change 24h %: -10.03

Quality

Capture latency ms: 10475
Order book timestamp: 2026-07-07 02:41:15+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:23:04.806000+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	-0.139224	-0.139224	-0.139224	0.139224	0.139224	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.139224	0.139224	0.139224	0.139224	-0.139224	0.139224	yes
30s	short	-0.139224	-0.139224	-0.139224	0.139224	0.139224	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.139224	0.139224	0.139224	0.139224	-0.139224	0.139224	yes
60s	short	-0.139224	-0.139224	-0.139224	0.139224	0.139224	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.139224	0.139224	0.139224	0.139224	-0.139224	0.139224	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 33983
gate: 33983
htx: 33738
mexc: 33977

By Symbol

VELVET/USDT:USDT: 135681

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