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: 136693
Total labels: 410079
Pending labels: 85
Eligible pending labels: 36
Labeled snapshots: 409994
Labels with advanced TP/SL: 390996
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001552
Avg long MAE 30s: 0.001552
Avg short MFE 30s: 0.303466
Avg short MAE 30s: 0.303466
Long labels: 164693
Short labels: 167265
Flat labels: 78036
Latest snapshot: 2026-07-07 12:20:14.272794+02:00
Recent trades snapshots: 136684
Micro candles: 2733600
Avg data quality: 75.9677088972449413
Latest latency: 8517 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 273 of 13670 · 136693 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-07 05:12:16.750007+02:00	binance	VELVET/USDT:USDT	0.47915	80	6203 ms	10s flat 0.02087 30s flat 0.02087 60s flat 0.02087	advanced ready
2026-07-07 05:12:10.148103+02:00	mexc	VELVET/USDT:USDT	0.47895	78	4737 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-07-07 05:12:05.219129+02:00	htx	VELVET/USDT:USDT	0.479155	90	4722 ms	10s flat -0.039653 30s flat -0.039653 60s flat -0.039653	advanced ready
2026-07-07 05:11:54.446141+02:00	gate	VELVET/USDT:USDT	0.47969	68	9921 ms	10s short -0.078175 30s short -0.078175 60s short -0.078175	advanced ready
2026-07-07 05:11:44.371060+02:00	binance	VELVET/USDT:USDT	0.47895	80	6519 ms	10s flat 0.041758 30s flat 0.041758 60s flat 0.041758	advanced ready
2026-07-07 05:11:37.693200+02:00	mexc	VELVET/USDT:USDT	0.47945	78	4642 ms	10s short -0.104286 30s short -0.104286 60s short -0.104286	advanced ready
2026-07-07 05:11:32.965930+02:00	htx	VELVET/USDT:USDT	0.47917	80	6161 ms	10s flat -0.00313 30s flat -0.00313 60s flat -0.00313	advanced ready
2026-07-07 05:11:20.925167+02:00	gate	VELVET/USDT:USDT	0.479375	68	9768 ms	10s long 0.065711 30s long 0.065711 60s long 0.065711	advanced ready
2026-07-07 05:11:11.016209+02:00	binance	VELVET/USDT:USDT	0.47965	80	7001 ms	10s short -0.14594 30s short -0.14594 60s short -0.14594	advanced ready
2026-07-07 05:11:03.902481+02:00	mexc	VELVET/USDT:USDT	0.4796	78	4936 ms	10s flat -0.031276 30s flat -0.031276 60s flat -0.031276	advanced ready

Price

Best bid: 0.4791
Best ask: 0.4792
Spread: 0.0001
Spread %: 0.02087
Mid price: 0.47915
Last price: 0.4788
Mark price: -
Index price: -

Order Book

Bid depth 5: 6871
Ask depth 5: 1964
Bid depth 10: 17304
Ask depth 10: 36035
Bid depth 20: 39854
Ask depth 20: 49011
Imbalance 5: 0.555405
Imbalance 10: -0.351169
Imbalance 20: -0.103044
Top bid size: 251
Top ask size: 13
Bid wall score: 0.006298
Ask wall score: 0.000265

Dynamics

Bid depth 5 delta: 2022
Ask depth 5 delta: -1874
Imbalance 5 delta: 0.439024
Bid depth 10 delta: -2676
Ask depth 10 delta: 24111
Imbalance 10 delta: -0.603676
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: 0.021416

Tape

Buy volume: 7085
Sell volume: 3070
Buy/sell delta: 4015
Buy/sell ratio: 2.307818
Avg trade size: 101.55
Large trade count: 5
Largest trade size: 936

Candle

Return 1: -0.187656
Return 3: -0.229262
Volume 1: 4166
Volume avg 5: 16306.6
Momentum 5: -0.187656

Cross Exchange

Mid avg: 0.47918625
Mid median: 0.4790525
Price deviation %: -0.007565
Spread %: 0.154428

Funding / OI / Volume

Funding rate: -0.0000151
Funding delta: 0.0000032
Funding abs: 0.0000151
Funding pressure: 0.0000183
Open interest: 15902453
Volume 24h: 87886965
Quote volume 24h: 44682407.08526
Price change 24h %: -3.214

Quality

Capture latency ms: 6203
Order book timestamp: 2026-07-07 05:12:14.574000+02:00
Ticker timestamp: 2026-07-07 05:12:08.786000+02:00
Trades timestamp: 2026-07-07 05:12:14.600000+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	0.02087	0.02087	0.02087	0.02087	0.02087	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.02087	0.02087	0.02087	0.02087	0.02087	-0.02087	yes
30s	flat	0.02087	0.02087	0.02087	0.02087	0.02087	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.02087	0.02087	0.02087	0.02087	0.02087	-0.02087	yes
60s	flat	0.02087	0.02087	0.02087	0.02087	0.02087	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.02087	0.02087	0.02087	0.02087	0.02087	-0.02087	yes

Price

Best bid: 0.4789
Best ask: 0.479
Spread: 0.0001
Spread %: 0.020879
Mid price: 0.47895
Last price: 0.4795
Mark price: -
Index price: 0.4789

Order Book

Bid depth 5: 1849
Ask depth 5: 783
Bid depth 10: 5235
Ask depth 10: 2189
Bid depth 20: 9685
Ask depth 20: 16739
Imbalance 5: 0.405015
Imbalance 10: 0.410291
Imbalance 20: -0.266954
Top bid size: 97
Top ask size: 42
Bid wall score: 0.010015
Ask wall score: 0.002509

Dynamics

Bid depth 5 delta: 868
Ask depth 5 delta: -180
Imbalance 5 delta: 0.395756
Bid depth 10 delta: 2201
Ask depth 10 delta: -740
Imbalance 10 delta: 0.392682
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: 0.022174

Tape

Buy volume: 1815
Sell volume: 756
Buy/sell delta: 1059
Buy/sell ratio: 2.400794
Avg trade size: 25.71
Large trade count: 9
Largest trade size: 175

Candle

Return 1: -0.16684
Return 3: -0.250052
Volume 1: 2
Volume avg 5: 192.2
Momentum 5: -0.229262

Cross Exchange

Mid avg: 0.47931125
Mid median: 0.4793025
Price deviation %: -0.075369
Spread %: 0.154388

Funding / OI / Volume

Funding rate: -0.000018
Funding delta: 0.000003
Funding abs: 0.000018
Funding pressure: 0.000021
Open interest: -
Volume 24h: 2060325
Quote volume 24h: 10502756.517
Price change 24h %: -7.27

Quality

Capture latency ms: 4737
Order book timestamp: 2026-07-07 05:12:08.527000+02:00
Ticker timestamp: 2026-07-07 05:12:06.823000+02:00
Trades timestamp: 2026-07-07 05:11:59.596000+02:00
Data quality score: 78
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	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	Labeled
10s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
30s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
60s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes

Price

Best bid: 0.47424
Best ask: 0.48407
Spread: 0.00983
Spread %: 2.051528
Mid price: 0.479155
Last price: 0.4794
Mark price: -
Index price: -

Order Book

Bid depth 5: 9749
Ask depth 5: 9223
Bid depth 10: 11533
Ask depth 10: 12983
Bid depth 20: 14665
Ask depth 20: 25536
Imbalance 5: 0.027725
Imbalance 10: -0.059145
Imbalance 20: -0.270416
Top bid size: 1868
Top ask size: 806
Bid wall score: 0.127378
Ask wall score: 0.031563

Dynamics

Bid depth 5 delta: 244
Ask depth 5 delta: -5835
Imbalance 5 delta: 0.253797
Bid depth 10 delta: -26689
Ask depth 10 delta: -14538
Imbalance 10 delta: -0.221915
Spread delta: 0.00843
Mid price delta: -0.000015
Wall shift score: 0.096578

Tape

Buy volume: 7428
Sell volume: 8854
Buy/sell delta: -1426
Buy/sell ratio: 0.838943
Avg trade size: 162.82
Large trade count: 7
Largest trade size: 1574

Candle

Return 1: 0
Return 3: -0.843882
Volume 1: 0
Volume avg 5: 216.8
Momentum 5: 0.031299

Cross Exchange

Mid avg: 0.479315
Mid median: 0.47931
Price deviation %: -0.033381
Spread %: 0.154387

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 82669
Volume 24h: 733816
Quote volume 24h: 733816
Price change 24h %: -6.948758

Quality

Capture latency ms: 4722
Order book timestamp: 2026-07-07 05:12:03.697000+02:00
Ticker timestamp: 2026-07-07 05:12:04.082000+02:00
Trades timestamp: 2026-07-07 05:11:34.239000+02:00
Data quality score: 90
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	-0.039653	-0.039653	-0.039653	0.039653	0.039653	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.039653	0.039653	0.039653	0.039653	-0.039653	0.039653	yes
30s	flat	-0.039653	-0.039653	-0.039653	0.039653	0.039653	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.039653	0.039653	0.039653	0.039653	-0.039653	0.039653	yes
60s	flat	-0.039653	-0.039653	-0.039653	0.039653	0.039653	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.039653	0.039653	0.039653	0.039653	-0.039653	0.039653	yes

Price

Best bid: 0.47943
Best ask: 0.47995
Spread: 0.00052
Spread %: 0.108403
Mid price: 0.47969
Last price: 0.47927
Mark price: 0.47926
Index price: 0.479178

Order Book

Bid depth 5: 10
Ask depth 5: 10
Bid depth 10: 22
Ask depth 10: 22
Bid depth 20: 66
Ask depth 20: 64
Imbalance 5: 0
Imbalance 10: 0
Imbalance 20: 0.015385
Top bid size: 1
Top ask size: 1
Bid wall score: 0.015152
Ask wall score: 0.015625

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 2
Imbalance 5 delta: -0.111111
Bid depth 10 delta: 3
Ask depth 10 delta: 2
Imbalance 10 delta: 0.025641
Spread delta: -0.00013
Mid price delta: 0.000315
Wall shift score: -0.001572

Tape

Buy volume: 167
Sell volume: 92
Buy/sell delta: 75
Buy/sell ratio: 1.815217
Avg trade size: 2.59
Large trade count: 11
Largest trade size: 19

Candle

Return 1: -0.116708
Return 3: 0.016695
Volume 1: 19
Volume avg 5: 19.8
Momentum 5: -0.222759

Cross Exchange

Mid avg: 0.47923625
Mid median: 0.4792725
Price deviation %: 0.094682
Spread %: 0.104333

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4373600
Quote volume 24h: 2234087
Price change 24h %: -3.49

Quality

Capture latency ms: 9921
Order book timestamp: 2026-07-07 05:11:53+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:23:13.882000+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	-0.078175	-0.078175	-0.078175	0.078175	0.078175	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.078175	0.078175	0.078175	0.078175	-0.078175	0.078175	yes
30s	short	-0.078175	-0.078175	-0.078175	0.078175	0.078175	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.078175	0.078175	0.078175	0.078175	-0.078175	0.078175	yes
60s	short	-0.078175	-0.078175	-0.078175	0.078175	0.078175	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.078175	0.078175	0.078175	0.078175	-0.078175	0.078175	yes

Price

Best bid: 0.4789
Best ask: 0.479
Spread: 0.0001
Spread %: 0.020879
Mid price: 0.47895
Last price: 0.4795
Mark price: -
Index price: -

Order Book

Bid depth 5: 4849
Ask depth 5: 3838
Bid depth 10: 19980
Ask depth 10: 11924
Bid depth 20: 39553
Ask depth 20: 27176
Imbalance 5: 0.116381
Imbalance 10: 0.252508
Imbalance 20: 0.185482
Top bid size: 13
Top ask size: 427
Bid wall score: 0.000329
Ask wall score: 0.015712

Dynamics

Bid depth 5 delta: 2144
Ask depth 5 delta: -969
Imbalance 5 delta: 0.3962
Bid depth 10 delta: 7095
Ask depth 10 delta: 243
Imbalance 10 delta: 0.203497
Spread delta: 0
Mid price delta: -0.0007
Wall shift score: -0.011095

Tape

Buy volume: 7985
Sell volume: 5223
Buy/sell delta: 2762
Buy/sell ratio: 1.528815
Avg trade size: 132.08
Large trade count: 6
Largest trade size: 1588

Candle

Return 1: -0.166806
Return 3: 0.02089
Volume 1: 12854
Volume avg 5: 18078.2
Momentum 5: -0.20842

Cross Exchange

Mid avg: 0.47941125
Mid median: 0.4794125
Price deviation %: -0.096212
Spread %: 0.100123

Funding / OI / Volume

Funding rate: -0.0000183
Funding delta: 0
Funding abs: 0.0000183
Funding pressure: 0.0000183
Open interest: 15902423
Volume 24h: 87924325
Quote volume 24h: 44700983.24946
Price change 24h %: -2.975

Quality

Capture latency ms: 6519
Order book timestamp: 2026-07-07 05:11:41.741000+02:00
Ticker timestamp: 2026-07-07 05:11:35.971000+02:00
Trades timestamp: 2026-07-07 05:11:42.305000+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	0.041758	0.041758	0.041758	0.041758	0.041758	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.041758	0.041758	0.041758	0.041758	0.041758	-0.041758	yes
30s	flat	0.041758	0.041758	0.041758	0.041758	0.041758	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.041758	0.041758	0.041758	0.041758	0.041758	-0.041758	yes
60s	flat	0.041758	0.041758	0.041758	0.041758	0.041758	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.041758	0.041758	0.041758	0.041758	0.041758	-0.041758	yes

Price

Best bid: 0.4794
Best ask: 0.4795
Spread: 0.0001
Spread %: 0.020857
Mid price: 0.47945
Last price: 0.4789
Mark price: -
Index price: 0.4793

Order Book

Bid depth 5: 981
Ask depth 5: 963
Bid depth 10: 3034
Ask depth 10: 2929
Bid depth 20: 8341
Ask depth 20: 6104
Imbalance 5: 0.009259
Imbalance 10: 0.017609
Imbalance 20: 0.154863
Top bid size: 43
Top ask size: 121
Bid wall score: 0.005155
Ask wall score: 0.019823

Dynamics

Bid depth 5 delta: -562
Ask depth 5 delta: -41
Imbalance 5 delta: -0.202362
Bid depth 10 delta: -327
Ask depth 10 delta: -289
Imbalance 10 delta: -0.004127
Spread delta: -0.0001
Mid price delta: -0.00015
Wall shift score: -0.005707

Tape

Buy volume: 2347
Sell volume: 712
Buy/sell delta: 1635
Buy/sell ratio: 3.296348
Avg trade size: 30.59
Large trade count: 8
Largest trade size: 284

Candle

Return 1: -0.062526
Return 3: 0.020859
Volume 1: 103
Volume avg 5: 246.8
Momentum 5: -0.083351

Cross Exchange

Mid avg: 0.47944875
Mid median: 0.4794875
Price deviation %: 0.000261
Spread %: 0.100115

Funding / OI / Volume

Funding rate: -0.000021
Funding delta: 0
Funding abs: 0.000021
Funding pressure: 0.000021
Open interest: -
Volume 24h: 2060195
Quote volume 24h: 10502135.524
Price change 24h %: -7.38

Quality

Capture latency ms: 4642
Order book timestamp: 2026-07-07 05:11:35.768000+02:00
Ticker timestamp: 2026-07-07 05:11:34.020000+02:00
Trades timestamp: 2026-07-07 05:11:34.595000+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	-0.104286	-0.104286	-0.104286	0.104286	0.104286	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.104286	0.104286	0.104286	0.104286	-0.104286	0.104286	yes
30s	short	-0.104286	-0.104286	-0.104286	0.104286	0.104286	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.104286	0.104286	0.104286	0.104286	-0.104286	0.104286	yes
60s	short	-0.104286	-0.104286	-0.104286	0.104286	0.104286	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.104286	0.104286	0.104286	0.104286	-0.104286	0.104286	yes

Price

Best bid: 0.47847
Best ask: 0.47987
Spread: 0.0014
Spread %: 0.292172
Mid price: 0.47917
Last price: 0.47977
Mark price: -
Index price: -

Order Book

Bid depth 5: 9505
Ask depth 5: 15058
Bid depth 10: 38222
Ask depth 10: 27521
Bid depth 20: 52903
Ask depth 20: 138399
Imbalance 5: -0.226072
Imbalance 10: 0.16277
Imbalance 20: -0.446916
Top bid size: 59
Top ask size: 260
Bid wall score: 0.001115
Ask wall score: 0.001879

Dynamics

Bid depth 5 delta: 553
Ask depth 5 delta: -2633
Imbalance 5 delta: 0.101932
Bid depth 10 delta: 5328
Ask depth 10 delta: 2090
Imbalance 10 delta: 0.034815
Spread delta: 0.0003
Mid price delta: -0.00105
Wall shift score: 0.006958

Tape

Buy volume: 7428
Sell volume: 9194
Buy/sell delta: -1766
Buy/sell ratio: 0.807918
Avg trade size: 166.22
Large trade count: 8
Largest trade size: 1574

Candle

Return 1: -0.767353
Return 3: 0.135665
Volume 1: 444
Volume avg 5: 175.2
Momentum 5: 0.108503

Cross Exchange

Mid avg: 0.47971125
Mid median: 0.479625
Price deviation %: -0.112828
Spread %: 0.176148

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 82669
Volume 24h: 733812
Quote volume 24h: 733812
Price change 24h %: -6.876941

Quality

Capture latency ms: 6161
Order book timestamp: 2026-07-07 05:11:29.601000+02:00
Ticker timestamp: 2026-07-07 05:11:31.451000+02:00
Trades timestamp: 2026-07-07 05:11:24.114000+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	-0.00313	-0.00313	-0.00313	0.00313	0.00313	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.00313	0.00313	0.00313	0.00313	-0.00313	0.00313	yes
30s	flat	-0.00313	-0.00313	-0.00313	0.00313	0.00313	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.00313	0.00313	0.00313	0.00313	-0.00313	0.00313	yes
60s	flat	-0.00313	-0.00313	-0.00313	0.00313	0.00313	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.00313	0.00313	0.00313	0.00313	-0.00313	0.00313	yes

Price

Best bid: 0.47905
Best ask: 0.4797
Spread: 0.00065
Spread %: 0.135593
Mid price: 0.479375
Last price: 0.47983
Mark price: 0.47963
Index price: 0.479538

Order Book

Bid depth 5: 10
Ask depth 5: 8
Bid depth 10: 19
Ask depth 10: 20
Bid depth 20: 65
Ask depth 20: 70
Imbalance 5: 0.111111
Imbalance 10: -0.025641
Imbalance 20: -0.037037
Top bid size: 1
Top ask size: 1
Bid wall score: 0.015385
Ask wall score: 0.014286

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -4
Imbalance 5 delta: 0.20202
Bid depth 10 delta: -3
Ask depth 10 delta: 0
Imbalance 10 delta: -0.07326
Spread delta: 0.00016
Mid price delta: -0.00086
Wall shift score: 0.000032

Tape

Buy volume: 167
Sell volume: 74
Buy/sell delta: 93
Buy/sell ratio: 2.256757
Avg trade size: 2.41
Large trade count: 10
Largest trade size: 19

Candle

Return 1: 0
Return 3: 0.133559
Volume 1: 0
Volume avg 5: 16
Momentum 5: -0.106175

Cross Exchange

Mid avg: 0.47992625
Mid median: 0.479935
Price deviation %: -0.114861
Spread %: 0.132312

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4371700
Quote volume 24h: 2233176
Price change 24h %: -3.38

Quality

Capture latency ms: 9768
Order book timestamp: 2026-07-07 05:11:19+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:23:13.823000+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	0.065711	0.065711	0.065711	0.065711	0.065711	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.065711	0.065711	0.065711	0.065711	0.065711	-0.065711	yes
30s	long	0.065711	0.065711	0.065711	0.065711	0.065711	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.065711	0.065711	0.065711	0.065711	0.065711	-0.065711	yes
60s	long	0.065711	0.065711	0.065711	0.065711	0.065711	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.065711	0.065711	0.065711	0.065711	0.065711	-0.065711	yes

Price

Best bid: 0.4796
Best ask: 0.4797
Spread: 0.0001
Spread %: 0.020849
Mid price: 0.47965
Last price: 0.4796
Mark price: -
Index price: -

Order Book

Bid depth 5: 2705
Ask depth 5: 4807
Bid depth 10: 12885
Ask depth 10: 11681
Bid depth 20: 36089
Ask depth 20: 25650
Imbalance 5: -0.279819
Imbalance 10: 0.049011
Imbalance 20: 0.169083
Top bid size: 121
Top ask size: 196
Bid wall score: 0.003353
Ask wall score: 0.007641

Dynamics

Bid depth 5 delta: -2891
Ask depth 5 delta: -1216
Imbalance 5 delta: -0.243069
Bid depth 10 delta: -1377
Ask depth 10 delta: -1116
Imbalance 10 delta: -0.00513
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: 0.025495

Tape

Buy volume: 5904
Sell volume: 6717
Buy/sell delta: -813
Buy/sell ratio: 0.878964
Avg trade size: 126.21
Large trade count: 7
Largest trade size: 1685

Candle

Return 1: -0.020851
Return 3: 0.167119
Volume 1: 1414
Volume avg 5: 15790.2
Momentum 5: -0.062526

Cross Exchange

Mid avg: 0.48007625
Mid median: 0.4802275
Price deviation %: -0.088788
Spread %: 0.135395

Funding / OI / Volume

Funding rate: -0.0000183
Funding delta: 0.0000031
Funding abs: 0.0000183
Funding pressure: 0.0000214
Open interest: 15900850
Volume 24h: 87912934
Quote volume 24h: 44695522.62016
Price change 24h %: -2.954

Quality

Capture latency ms: 7001
Order book timestamp: 2026-07-07 05:11:08.305000+02:00
Ticker timestamp: 2026-07-07 05:11:04.955000+02:00
Trades timestamp: 2026-07-07 05:11:09.584000+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	short	-0.14594	-0.14594	-0.14594	0.14594	0.14594	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.14594	0.14594	0.14594	0.14594	-0.14594	0.14594	yes
30s	short	-0.14594	-0.14594	-0.14594	0.14594	0.14594	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.14594	0.14594	0.14594	0.14594	-0.14594	0.14594	yes
60s	short	-0.14594	-0.14594	-0.14594	0.14594	0.14594	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.14594	0.14594	0.14594	0.14594	-0.14594	0.14594	yes

Price

Best bid: 0.4795
Best ask: 0.4797
Spread: 0.0002
Spread %: 0.041701
Mid price: 0.4796
Last price: 0.4798
Mark price: -
Index price: 0.4797

Order Book

Bid depth 5: 1543
Ask depth 5: 1004
Bid depth 10: 3361
Ask depth 10: 3218
Bid depth 20: 8618
Ask depth 20: 6618
Imbalance 5: 0.211622
Imbalance 10: 0.021736
Imbalance 20: 0.131268
Top bid size: 53
Top ask size: 100
Bid wall score: 0.00615
Ask wall score: 0.01511

Dynamics

Bid depth 5 delta: -108
Ask depth 5 delta: -627
Imbalance 5 delta: 0.205528
Bid depth 10 delta: 83
Ask depth 10 delta: 131
Imbalance 10 delta: -0.008272
Spread delta: 0.0001
Mid price delta: -0.00055
Wall shift score: -0.023094

Tape

Buy volume: 2478
Sell volume: 712
Buy/sell delta: 1766
Buy/sell ratio: 3.480337
Avg trade size: 31.9
Large trade count: 8
Largest trade size: 284

Candle

Return 1: -0.020842
Return 3: 0.062578
Volume 1: 30
Volume avg 5: 232.2
Momentum 5: -0.041675

Cross Exchange

Mid avg: 0.48021375
Mid median: 0.4802275
Price deviation %: -0.127808
Spread %: 0.020824

Funding / OI / Volume

Funding rate: -0.000021
Funding delta: 0
Funding abs: 0.000021
Funding pressure: 0.000021
Open interest: -
Volume 24h: 2060105
Quote volume 24h: 10501703.973
Price change 24h %: -7.21

Quality

Capture latency ms: 4936
Order book timestamp: 2026-07-07 05:11:01.988000+02:00
Ticker timestamp: 2026-07-07 05:11:00.914000+02:00
Trades timestamp: 2026-07-07 05:10:57.672000+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	-0.031276	-0.031276	-0.031276	0.031276	0.031276	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.031276	0.031276	0.031276	0.031276	-0.031276	0.031276	yes
30s	flat	-0.031276	-0.031276	-0.031276	0.031276	0.031276	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.031276	0.031276	0.031276	0.031276	-0.031276	0.031276	yes
60s	flat	-0.031276	-0.031276	-0.031276	0.031276	0.031276	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.031276	0.031276	0.031276	0.031276	-0.031276	0.031276	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 34237
gate: 34236
htx: 33990
mexc: 34231

By Symbol

VELVET/USDT:USDT: 136694

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