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: 136190
Total labels: 408570
Pending labels: 88
Eligible pending labels: 36
Labeled snapshots: 408482
Labels with advanced TP/SL: 389484
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001624
Avg long MAE 30s: 0.001624
Avg short MFE 30s: 0.303885
Avg short MAE 30s: 0.303885
Long labels: 164077
Short labels: 166646
Flat labels: 77759
Latest snapshot: 2026-07-07 11:02:45.657242+02:00
Recent trades snapshots: 136180
Micro candles: 2723520
Avg data quality: 75.9685439459578530
Latest latency: 6457 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 272 of 13619 · 136190 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-07 03:57:46.082631+02:00	gate	VELVET/USDT:USDT	0.479635	68	9673 ms	10s short -0.158454 30s short -0.158454 60s short -0.158454	advanced ready
2026-07-07 03:57:36.202533+02:00	binance	VELVET/USDT:USDT	0.47885	80	5926 ms	10s long 0.146184 30s long 0.146184 60s long 0.146184	advanced ready
2026-07-07 03:57:30.162973+02:00	mexc	VELVET/USDT:USDT	0.47915	78	4610 ms	10s long 0.146092 30s long 0.146092 60s long 0.146092	advanced ready
2026-07-07 03:57:25.373551+02:00	htx	VELVET/USDT:USDT	0.47977	80	6062 ms	10s flat 0.009379 30s flat 0.009379 60s flat 0.009379	advanced ready
2026-07-07 03:57:13.390041+02:00	gate	VELVET/USDT:USDT	0.479725	68	10793 ms	10s flat -0.018761 30s flat -0.018761 60s flat -0.018761	advanced ready
2026-07-07 03:57:02.361954+02:00	binance	VELVET/USDT:USDT	0.4798	80	6099 ms	10s short -0.197999 30s short -0.197999 60s short -0.197999	advanced ready
2026-07-07 03:56:56.125236+02:00	mexc	VELVET/USDT:USDT	0.47995	78	4384 ms	10s short -0.166684 30s short -0.166684 60s short -0.166684	advanced ready
2026-07-07 03:56:51.659333+02:00	htx	VELVET/USDT:USDT	0.47982	80	6102 ms	10s flat -0.010421 30s flat -0.010421 60s flat -0.010421	advanced ready
2026-07-07 03:56:39.658634+02:00	gate	VELVET/USDT:USDT	0.479605	68	9592 ms	10s flat 0.025021 30s flat 0.025021 60s flat 0.025021	advanced ready
2026-07-07 03:56:29.928866+02:00	binance	VELVET/USDT:USDT	0.47905	80	6966 ms	10s long 0.15656 30s long 0.15656 60s long 0.15656	advanced ready

Price

Best bid: 0.47931
Best ask: 0.47996
Spread: 0.00065
Spread %: 0.13552
Mid price: 0.479635
Last price: 0.47949
Mark price: 0.47985
Index price: 0.479845

Order Book

Bid depth 5: 12
Ask depth 5: 9
Bid depth 10: 24
Ask depth 10: 23
Bid depth 20: 69
Ask depth 20: 67
Imbalance 5: 0.142857
Imbalance 10: 0.021277
Imbalance 20: 0.014706
Top bid size: 3
Top ask size: 1
Bid wall score: 0.043478
Ask wall score: 0.014925

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -9
Imbalance 5 delta: 0.267857
Bid depth 10 delta: -2
Ask depth 10 delta: -6
Imbalance 10 delta: 0.075822
Spread delta: 0.00016
Mid price delta: -0.00009
Wall shift score: 0.110174

Tape

Buy volume: 147
Sell volume: 225
Buy/sell delta: -78
Buy/sell ratio: 0.653333
Avg trade size: 3.72
Large trade count: 11
Largest trade size: 16

Candle

Return 1: -0.127057
Return 3: 1.064413
Volume 1: 7
Volume avg 5: 23.6
Momentum 5: 1.002675

Cross Exchange

Mid avg: 0.47937375
Mid median: 0.4794375
Price deviation %: 0.054498
Spread %: 0.191917

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4389000
Quote volume 24h: 2244457
Price change 24h %: -2.29

Quality

Capture latency ms: 9673
Order book timestamp: 2026-07-07 03:57:44+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:23:09.431000+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	-0.158454	-0.158454	-0.158454	0.158454	0.158454	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.158454	0.158454	0.158454	0.158454	-0.158454	0.158454	yes
30s	short	-0.158454	-0.158454	-0.158454	0.158454	0.158454	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.158454	0.158454	0.158454	0.158454	-0.158454	0.158454	yes
60s	short	-0.158454	-0.158454	-0.158454	0.158454	0.158454	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.158454	0.158454	0.158454	0.158454	-0.158454	0.158454	yes

Price

Best bid: 0.4788
Best ask: 0.4789
Spread: 0.0001
Spread %: 0.020883
Mid price: 0.47885
Last price: 0.4791
Mark price: -
Index price: -

Order Book

Bid depth 5: 9010
Ask depth 5: 3898
Bid depth 10: 16620
Ask depth 10: 17045
Bid depth 20: 35348
Ask depth 20: 34701
Imbalance 5: 0.396033
Imbalance 10: -0.012624
Imbalance 20: 0.009236
Top bid size: 89
Top ask size: 221
Bid wall score: 0.002518
Ask wall score: 0.006369

Dynamics

Bid depth 5 delta: 387
Ask depth 5 delta: -416
Imbalance 5 delta: 0.062958
Bid depth 10 delta: -1720
Ask depth 10 delta: 4522
Imbalance 10 delta: -0.201103
Spread delta: -0.0001
Mid price delta: -0.00095
Wall shift score: -0.014636

Tape

Buy volume: 12909
Sell volume: 14475
Buy/sell delta: -1566
Buy/sell ratio: 0.891813
Avg trade size: 273.84
Large trade count: 10
Largest trade size: 4000

Candle

Return 1: -0.208377
Return 3: 0.948567
Volume 1: 19197
Volume avg 5: 23442
Momentum 5: 0.948567

Cross Exchange

Mid avg: 0.47961125
Mid median: 0.4797475
Price deviation %: -0.158722
Spread %: 0.135526

Funding / OI / Volume

Funding rate: -0.00001888
Funding delta: 0.00000337
Funding abs: 0.00001888
Funding pressure: 0.00002225
Open interest: 15715651
Volume 24h: 89429502
Quote volume 24h: 45489000.89522
Price change 24h %: -2.483

Quality

Capture latency ms: 5926
Order book timestamp: 2026-07-07 03:57:33.909000+02:00
Ticker timestamp: 2026-07-07 03:57:27.070000+02:00
Trades timestamp: 2026-07-07 03:57:34.248000+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	0.146184	0.146184	0.146184	0.146184	0.146184	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.146184	0.146184	0.146184	0.146184	0.146184	-0.146184	yes
30s	long	0.146184	0.146184	0.146184	0.146184	0.146184	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.146184	0.146184	0.146184	0.146184	0.146184	-0.146184	yes
60s	long	0.146184	0.146184	0.146184	0.146184	0.146184	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.146184	0.146184	0.146184	0.146184	0.146184	-0.146184	yes

Price

Best bid: 0.4791
Best ask: 0.4792
Spread: 0.0001
Spread %: 0.02087
Mid price: 0.47915
Last price: 0.4793
Mark price: -
Index price: 0.4795

Order Book

Bid depth 5: 1823
Ask depth 5: 744
Bid depth 10: 4717
Ask depth 10: 2554
Bid depth 20: 15306
Ask depth 20: 6713
Imbalance 5: 0.420335
Imbalance 10: 0.297483
Imbalance 20: 0.390254
Top bid size: 63
Top ask size: 14
Bid wall score: 0.004116
Ask wall score: 0.002086

Dynamics

Bid depth 5 delta: 293
Ask depth 5 delta: 313
Imbalance 5 delta: -0.140093
Bid depth 10 delta: 1009
Ask depth 10 delta: 598
Imbalance 10 delta: -0.011839
Spread delta: 0
Mid price delta: -0.0008
Wall shift score: -0.014739

Tape

Buy volume: 1167
Sell volume: 1114
Buy/sell delta: 53
Buy/sell ratio: 1.047576
Avg trade size: 22.81
Large trade count: 9
Largest trade size: 248

Candle

Return 1: -0.083385
Return 3: 1.032884
Volume 1: 55
Volume avg 5: 153.6
Momentum 5: 1.011591

Cross Exchange

Mid avg: 0.47981125
Mid median: 0.479785
Price deviation %: -0.137815
Spread %: 0.046893

Funding / OI / Volume

Funding rate: -0.000022
Funding delta: 0
Funding abs: 0.000022
Funding pressure: 0.000022
Open interest: -
Volume 24h: 2139668
Quote volume 24h: 10907724.204
Price change 24h %: -7.3

Quality

Capture latency ms: 4610
Order book timestamp: 2026-07-07 03:57:27.452000+02:00
Ticker timestamp: 2026-07-07 03:57:27.919000+02:00
Trades timestamp: 2026-07-07 03:57:26.939000+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	0.146092	0.146092	0.146092	0.146092	0.146092	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.146092	0.146092	0.146092	0.146092	0.146092	-0.146092	yes
30s	long	0.146092	0.146092	0.146092	0.146092	0.146092	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.146092	0.146092	0.146092	0.146092	0.146092	-0.146092	yes
60s	long	0.146092	0.146092	0.146092	0.146092	0.146092	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.146092	0.146092	0.146092	0.146092	0.146092	-0.146092	yes

Price

Best bid: 0.47937
Best ask: 0.48017
Spread: 0.0008
Spread %: 0.166747
Mid price: 0.47977
Last price: 0.48077
Mark price: -
Index price: -

Order Book

Bid depth 5: 4919
Ask depth 5: 25201
Bid depth 10: 32660
Ask depth 10: 35076
Bid depth 20: 48748
Ask depth 20: 145976
Imbalance 5: -0.673373
Imbalance 10: -0.035668
Imbalance 20: -0.499312
Top bid size: 58
Top ask size: 743
Bid wall score: 0.00119
Ask wall score: 0.00509

Dynamics

Bid depth 5 delta: 199
Ask depth 5 delta: -1034
Imbalance 5 delta: 0.021668
Bid depth 10 delta: 1926
Ask depth 10 delta: -8424
Imbalance 10 delta: 0.136302
Spread delta: -0.0005
Mid price delta: -0.00005
Wall shift score: 0.000705

Tape

Buy volume: 9948
Sell volume: 5356
Buy/sell delta: 4592
Buy/sell ratio: 1.857356
Avg trade size: 153.04
Large trade count: 5
Largest trade size: 2638

Candle

Return 1: 0.147898
Return 3: 1.289371
Volume 1: 400
Volume avg 5: 805.2
Momentum 5: 1.297908

Cross Exchange

Mid avg: 0.47982375
Mid median: 0.47981
Price deviation %: -0.011202
Spread %: 0.046892

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 80864
Volume 24h: 723840
Quote volume 24h: 723840
Price change 24h %: -6.682842

Quality

Capture latency ms: 6062
Order book timestamp: 2026-07-07 03:57:23.901000+02:00
Ticker timestamp: 2026-07-07 03:57:24.217000+02:00
Trades timestamp: 2026-07-07 03:57:00.722000+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	0.009379	0.009379	0.009379	0.009379	0.009379	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.009379	0.009379	0.009379	0.009379	0.009379	-0.009379	yes
30s	flat	0.009379	0.009379	0.009379	0.009379	0.009379	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.009379	0.009379	0.009379	0.009379	0.009379	-0.009379	yes
60s	flat	0.009379	0.009379	0.009379	0.009379	0.009379	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.009379	0.009379	0.009379	0.009379	0.009379	-0.009379	yes

Price

Best bid: 0.47948
Best ask: 0.47997
Spread: 0.00049
Spread %: 0.102142
Mid price: 0.479725
Last price: 0.47949
Mark price: 0.4801
Index price: 0.480025

Order Book

Bid depth 5: 14
Ask depth 5: 18
Bid depth 10: 26
Ask depth 10: 29
Bid depth 20: 72
Ask depth 20: 73
Imbalance 5: -0.125
Imbalance 10: -0.054545
Imbalance 20: -0.006897
Top bid size: 3
Top ask size: 9
Bid wall score: 0.041667
Ask wall score: 0.123288

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 7
Imbalance 5 delta: -0.125
Bid depth 10 delta: 3
Ask depth 10 delta: 8
Imbalance 10 delta: -0.1
Spread delta: -0.00008
Mid price delta: 0.00012
Wall shift score: -0.079939

Tape

Buy volume: 147
Sell volume: 225
Buy/sell delta: -78
Buy/sell ratio: 0.653333
Avg trade size: 3.72
Large trade count: 11
Largest trade size: 16

Candle

Return 1: -0.127057
Return 3: 1.064413
Volume 1: 7
Volume avg 5: 23.6
Momentum 5: 1.002675

Cross Exchange

Mid avg: 0.47979375
Mid median: 0.47981
Price deviation %: -0.014329
Spread %: 0.071906

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4386800
Quote volume 24h: 2243401
Price change 24h %: -2.29

Quality

Capture latency ms: 10793
Order book timestamp: 2026-07-07 03:57:12+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:23:09.431000+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	-0.018761	-0.018761	-0.018761	0.018761	0.018761	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.018761	0.018761	0.018761	0.018761	-0.018761	0.018761	yes
30s	flat	-0.018761	-0.018761	-0.018761	0.018761	0.018761	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.018761	0.018761	0.018761	0.018761	-0.018761	0.018761	yes
60s	flat	-0.018761	-0.018761	-0.018761	0.018761	0.018761	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.018761	0.018761	0.018761	0.018761	-0.018761	0.018761	yes

Price

Best bid: 0.4797
Best ask: 0.4799
Spread: 0.0002
Spread %: 0.041684
Mid price: 0.4798
Last price: 0.4798
Mark price: -
Index price: -

Order Book

Bid depth 5: 8623
Ask depth 5: 4314
Bid depth 10: 18340
Ask depth 10: 12523
Bid depth 20: 38257
Ask depth 20: 30311
Imbalance 5: 0.333076
Imbalance 10: 0.188478
Imbalance 20: 0.115885
Top bid size: 506
Top ask size: 74
Bid wall score: 0.013226
Ask wall score: 0.002441

Dynamics

Bid depth 5 delta: 1533
Ask depth 5 delta: 304
Imbalance 5 delta: 0.055598
Bid depth 10 delta: 1062
Ask depth 10 delta: -3262
Imbalance 10 delta: 0.143322
Spread delta: 0.0001
Mid price delta: 0.00075
Wall shift score: 0.000761

Tape

Buy volume: 14477
Sell volume: 11128
Buy/sell delta: 3349
Buy/sell ratio: 1.300953
Avg trade size: 256.05
Large trade count: 7
Largest trade size: 4000

Candle

Return 1: -0.020838
Return 3: 1.13828
Volume 1: 50
Volume avg 5: 19612.6
Momentum 5: 1.13828

Cross Exchange

Mid avg: 0.47960625
Mid median: 0.4797125
Price deviation %: 0.040398
Spread %: 0.187654

Funding / OI / Volume

Funding rate: -0.00002225
Funding delta: 0
Funding abs: 0.00002225
Funding pressure: 0.00002225
Open interest: 15711946
Volume 24h: 89474687
Quote volume 24h: 45511580.85782
Price change 24h %: -2.361

Quality

Capture latency ms: 6099
Order book timestamp: 2026-07-07 03:57:00.055000+02:00
Ticker timestamp: 2026-07-07 03:56:56.547000+02:00
Trades timestamp: 2026-07-07 03:57:00.784000+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	-0.197999	-0.197999	-0.197999	0.197999	0.197999	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.197999	0.197999	0.197999	0.197999	-0.197999	0.197999	yes
30s	short	-0.197999	-0.197999	-0.197999	0.197999	0.197999	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.197999	0.197999	0.197999	0.197999	-0.197999	0.197999	yes
60s	short	-0.197999	-0.197999	-0.197999	0.197999	0.197999	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.197999	0.197999	0.197999	0.197999	-0.197999	0.197999	yes

Price

Best bid: 0.4799
Best ask: 0.48
Spread: 0.0001
Spread %: 0.020836
Mid price: 0.47995
Last price: 0.4797
Mark price: -
Index price: 0.4793

Order Book

Bid depth 5: 1530
Ask depth 5: 431
Bid depth 10: 3708
Ask depth 10: 1956
Bid depth 20: 7547
Ask depth 20: 5232
Imbalance 5: 0.560428
Imbalance 10: 0.309322
Imbalance 20: 0.181157
Top bid size: 128
Top ask size: 1
Bid wall score: 0.01696
Ask wall score: 0.000191

Dynamics

Bid depth 5 delta: -934
Ask depth 5 delta: -78
Imbalance 5 delta: -0.097157
Bid depth 10 delta: -392
Ask depth 10 delta: -327
Imbalance 10 delta: 0.02466
Spread delta: 0
Mid price delta: 0.0015
Wall shift score: -0.072508

Tape

Buy volume: 1172
Sell volume: 1130
Buy/sell delta: 42
Buy/sell ratio: 1.037168
Avg trade size: 23.02
Large trade count: 7
Largest trade size: 248

Candle

Return 1: 0.883281
Return 3: 1.032013
Volume 1: 125
Volume avg 5: 228.6
Momentum 5: 1.159848

Cross Exchange

Mid avg: 0.47923125
Mid median: 0.4793275
Price deviation %: 0.14998
Spread %: 0.285875

Funding / OI / Volume

Funding rate: -0.000022
Funding delta: 0
Funding abs: 0.000022
Funding pressure: 0.000022
Open interest: -
Volume 24h: 2139618
Quote volume 24h: 10907486.922
Price change 24h %: -7.23

Quality

Capture latency ms: 4384
Order book timestamp: 2026-07-07 03:56:54.627000+02:00
Ticker timestamp: 2026-07-07 03:56:51.911000+02:00
Trades timestamp: 2026-07-07 03:56:46.595000+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	-0.166684	-0.166684	-0.166684	0.166684	0.166684	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.166684	0.166684	0.166684	0.166684	-0.166684	0.166684	yes
30s	short	-0.166684	-0.166684	-0.166684	0.166684	0.166684	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.166684	0.166684	0.166684	0.166684	-0.166684	0.166684	yes
60s	short	-0.166684	-0.166684	-0.166684	0.166684	0.166684	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.166684	0.166684	0.166684	0.166684	-0.166684	0.166684	yes

Price

Best bid: 0.47917
Best ask: 0.48047
Spread: 0.0013
Spread %: 0.270935
Mid price: 0.47982
Last price: 0.47526
Mark price: -
Index price: -

Order Book

Bid depth 5: 4720
Ask depth 5: 26235
Bid depth 10: 30734
Ask depth 10: 43500
Bid depth 20: 46824
Ask depth 20: 152418
Imbalance 5: -0.695041
Imbalance 10: -0.17197
Imbalance 20: -0.529979
Top bid size: 59
Top ask size: 894
Bid wall score: 0.00126
Ask wall score: 0.005865

Dynamics

Bid depth 5 delta: -3846
Ask depth 5 delta: 16681
Imbalance 5 delta: -0.640516
Bid depth 10 delta: 16765
Ask depth 10 delta: 30098
Imbalance 10 delta: -0.192685
Spread delta: -0.00707
Mid price delta: 0.004175
Wall shift score: 0.068396

Tape

Buy volume: 9344
Sell volume: 5432
Buy/sell delta: 3912
Buy/sell ratio: 1.720177
Avg trade size: 147.76
Large trade count: 6
Largest trade size: 2638

Candle

Return 1: 0
Return 3: 0.136955
Volume 1: 0
Volume avg 5: 683.6
Momentum 5: 0.136955

Cross Exchange

Mid avg: 0.4781875
Mid median: 0.47875
Price deviation %: 0.341393
Spread %: 0.828127

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 80864
Volume 24h: 723434
Quote volume 24h: 723434
Price change 24h %: -7.752329

Quality

Capture latency ms: 6102
Order book timestamp: 2026-07-07 03:56:50.401000+02:00
Ticker timestamp: 2026-07-07 03:56:50.784000+02:00
Trades timestamp: 2026-07-07 03:55:10.956000+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	-0.010421	-0.010421	-0.010421	0.010421	0.010421	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.010421	0.010421	0.010421	0.010421	-0.010421	0.010421	yes
30s	flat	-0.010421	-0.010421	-0.010421	0.010421	0.010421	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.010421	0.010421	0.010421	0.010421	-0.010421	0.010421	yes
60s	flat	-0.010421	-0.010421	-0.010421	0.010421	0.010421	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.010421	0.010421	0.010421	0.010421	-0.010421	0.010421	yes

Price

Best bid: 0.47932
Best ask: 0.47989
Spread: 0.00057
Spread %: 0.118848
Mid price: 0.479605
Last price: 0.4796
Mark price: 0.47919
Index price: 0.478955

Order Book

Bid depth 5: 11
Ask depth 5: 11
Bid depth 10: 23
Ask depth 10: 21
Bid depth 20: 71
Ask depth 20: 67
Imbalance 5: 0
Imbalance 10: 0.045455
Imbalance 20: 0.028986
Top bid size: 2
Top ask size: 2
Bid wall score: 0.028169
Ask wall score: 0.029851

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 1
Imbalance 5 delta: -0.090909
Bid depth 10 delta: -1
Ask depth 10 delta: 4
Imbalance 10 delta: -0.125277
Spread delta: 0.00017
Mid price delta: 0.004185
Wall shift score: -0.01333

Tape

Buy volume: 162
Sell volume: 212
Buy/sell delta: -50
Buy/sell ratio: 0.764151
Avg trade size: 3.74
Large trade count: 10
Largest trade size: 16

Candle

Return 1: 1.05809
Return 3: 1.13483
Volume 1: 51
Volume avg 5: 20.4
Momentum 5: 1.04957

Cross Exchange

Mid avg: 0.47714125
Mid median: 0.4770475
Price deviation %: 0.516357
Spread %: 0.760781

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4382200
Quote volume 24h: 2241195
Price change 24h %: -2.48

Quality

Capture latency ms: 9592
Order book timestamp: 2026-07-07 03:56:38+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:23:09.398000+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	0.025021	0.025021	0.025021	0.025021	0.025021	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025021	0.025021	0.025021	0.025021	0.025021	-0.025021	yes
30s	flat	0.025021	0.025021	0.025021	0.025021	0.025021	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025021	0.025021	0.025021	0.025021	0.025021	-0.025021	yes
60s	flat	0.025021	0.025021	0.025021	0.025021	0.025021	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025021	0.025021	0.025021	0.025021	0.025021	-0.025021	yes

Price

Best bid: 0.479
Best ask: 0.4791
Spread: 0.0001
Spread %: 0.020875
Mid price: 0.47905
Last price: 0.479
Mark price: -
Index price: -

Order Book

Bid depth 5: 7090
Ask depth 5: 4010
Bid depth 10: 17278
Ask depth 10: 15785
Bid depth 20: 35140
Ask depth 20: 32209
Imbalance 5: 0.277477
Imbalance 10: 0.045156
Imbalance 20: 0.04352
Top bid size: 733
Top ask size: 349
Bid wall score: 0.020859
Ask wall score: 0.010835

Dynamics

Bid depth 5 delta: 2268
Ask depth 5 delta: -4584
Imbalance 5 delta: 0.558634
Bid depth 10 delta: 4249
Ask depth 10 delta: -2393
Imbalance 10 delta: 0.210151
Spread delta: 0
Mid price delta: 0.0036
Wall shift score: 0.036793

Tape

Buy volume: 12735
Sell volume: 10502
Buy/sell delta: 2233
Buy/sell ratio: 1.212626
Avg trade size: 232.37
Large trade count: 9
Largest trade size: 1671

Candle

Return 1: 0.736067
Return 3: 1.012231
Volume 1: 25558
Volume avg 5: 18026
Momentum 5: 0.969646

Cross Exchange

Mid avg: 0.47624125
Mid median: 0.4755475
Price deviation %: 0.589775
Spread %: 0.636232

Funding / OI / Volume

Funding rate: -0.00002225
Funding delta: 0
Funding abs: 0.00002225
Funding pressure: 0.00002225
Open interest: 15710597
Volume 24h: 89450700
Quote volume 24h: 45500076.37332
Price change 24h %: -2.523

Quality

Capture latency ms: 6966
Order book timestamp: 2026-07-07 03:56:27.723000+02:00
Ticker timestamp: 2026-07-07 03:56:24.685000+02:00
Trades timestamp: 2026-07-07 03:56:29.225000+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	0.15656	0.15656	0.15656	0.15656	0.15656	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.15656	0.15656	0.15656	0.15656	0.15656	-0.15656	yes
30s	long	0.15656	0.15656	0.15656	0.15656	0.15656	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.15656	0.15656	0.15656	0.15656	0.15656	-0.15656	yes
60s	long	0.15656	0.15656	0.15656	0.15656	0.15656	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.15656	0.15656	0.15656	0.15656	0.15656	-0.15656	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 34111
gate: 34110
htx: 33864
mexc: 34105

By Symbol

VELVET/USDT:USDT: 136190

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