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: 137114
Total labels: 411342
Pending labels: 81
Eligible pending labels: 37
Labeled snapshots: 411261
Labels with advanced TP/SL: 392263
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001525
Avg long MAE 30s: 0.001525
Avg short MFE 30s: 0.302928
Avg short MAE 30s: 0.302928
Long labels: 165085
Short labels: 167768
Flat labels: 78408
Latest snapshot: 2026-07-07 13:29:23.935365+02:00
Recent trades snapshots: 137105
Micro candles: 2742020
Avg data quality: 75.9657076176931773
Latest latency: 10411 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 274 of 13712 · 137114 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-07 06:19:10.914729+02:00	binance	VELVET/USDT:USDT	0.47065	80	6914 ms	10s long 0.244343 30s long 0.244343 60s long 0.244343	advanced ready
2026-07-07 06:19:03.790900+02:00	mexc	VELVET/USDT:USDT	0.46965	68	5109 ms	10s long 0.447141 30s long 0.447141 60s long 0.447141	advanced ready
2026-07-07 06:18:58.512090+02:00	htx	VELVET/USDT:USDT	0.47026	80	6098 ms	10s long 0.528431 30s long 0.528431 60s long 0.528431	advanced ready
2026-07-07 06:18:46.118526+02:00	gate	VELVET/USDT:USDT	0.469135	68	10623 ms	10s long 0.385816 30s long 0.385816 60s long 0.385816	advanced ready
2026-07-07 06:18:35.285909+02:00	binance	VELVET/USDT:USDT	0.46895	80	8085 ms	10s long 0.362512 30s long 0.362512 60s long 0.362512	advanced ready
2026-07-07 06:18:26.687235+02:00	mexc	VELVET/USDT:USDT	0.4692	68	5999 ms	10s long 0.095908 30s long 0.095908 60s long 0.095908	advanced ready
2026-07-07 06:18:20.382728+02:00	htx	VELVET/USDT:USDT	0.46966	80	5761 ms	10s long 0.127752 30s long 0.127752 60s long 0.127752	advanced ready
2026-07-07 06:18:08.176213+02:00	gate	VELVET/USDT:USDT	0.46833	68	12627 ms	10s long 0.171887 30s long 0.171887 60s long 0.171887	advanced ready
2026-07-07 06:17:54.839359+02:00	binance	VELVET/USDT:USDT	0.46835	80	8670 ms	10s long 0.128109 30s long 0.128109 60s long 0.128109	advanced ready
2026-07-07 06:17:45.907542+02:00	mexc	VELVET/USDT:USDT	0.46805	68	5082 ms	10s long 0.2457 30s long 0.2457 60s long 0.2457	advanced ready

Price

Best bid: 0.4706
Best ask: 0.4707
Spread: 0.0001
Spread %: 0.021247
Mid price: 0.47065
Last price: 0.4698
Mark price: -
Index price: -

Order Book

Bid depth 5: 5977
Ask depth 5: 2414
Bid depth 10: 12081
Ask depth 10: 14749
Bid depth 20: 28540
Ask depth 20: 34083
Imbalance 5: 0.424622
Imbalance 10: -0.099441
Imbalance 20: -0.088514
Top bid size: 727
Top ask size: 303
Bid wall score: 0.025473
Ask wall score: 0.00889

Dynamics

Bid depth 5 delta: -2352
Ask depth 5 delta: -790
Imbalance 5 delta: -0.019755
Bid depth 10 delta: -3624
Ask depth 10 delta: -3655
Imbalance 10 delta: -0.020312
Spread delta: 0
Mid price delta: 0.0017
Wall shift score: -0.00261

Tape

Buy volume: 15102
Sell volume: 8847
Buy/sell delta: 6255
Buy/sell ratio: 1.707019
Avg trade size: 239.49
Large trade count: 10
Largest trade size: 2259

Candle

Return 1: 0.106451
Return 3: 0.149095
Volume 1: 5183
Volume avg 5: 39531.4
Momentum 5: 0.706789

Cross Exchange

Mid avg: 0.46949875
Mid median: 0.4693925
Price deviation %: 0.245208
Spread %: 0.279021

Funding / OI / Volume

Funding rate: 0.0000434
Funding delta: -0.00000019
Funding abs: 0.0000434
Funding pressure: 0.00004359
Open interest: 16104310
Volume 24h: 87497298
Quote volume 24h: 44405605.83398
Price change 24h %: -5.549

Quality

Capture latency ms: 6914
Order book timestamp: 2026-07-07 06:19:08.702000+02:00
Ticker timestamp: 2026-07-07 06:19:01.019000+02:00
Trades timestamp: 2026-07-07 06:19:09.450000+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	0.244343	0.244343	0.244343	0.244343	0.244343	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.244343	0.244343	0.244343	0.244343	0.244343	-0.244343	yes
30s	long	0.244343	0.244343	0.244343	0.244343	0.244343	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.244343	0.244343	0.244343	0.244343	0.244343	-0.244343	yes
60s	long	0.244343	0.244343	0.244343	0.244343	0.244343	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.244343	0.244343	0.244343	0.244343	0.244343	-0.244343	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: 0.47

Order Book

Bid depth 5: 1526
Ask depth 5: 483
Bid depth 10: 3598
Ask depth 10: 2250
Bid depth 20: 6831
Ask depth 20: 12758
Imbalance 5: 0.519164
Imbalance 10: 0.230506
Imbalance 20: -0.302568
Top bid size: 99
Top ask size: 14
Bid wall score: 0.014493
Ask wall score: 0.001097

Dynamics

Bid depth 5 delta: 568
Ask depth 5 delta: -552
Imbalance 5 delta: 0.557799
Bid depth 10 delta: 764
Ask depth 10 delta: -2661
Imbalance 10 delta: 0.498679
Spread delta: -0.0001
Mid price delta: 0.00045
Wall shift score: 0.017474

Tape

Buy volume: 2719
Sell volume: 1085
Buy/sell delta: 1634
Buy/sell ratio: 2.505991
Avg trade size: 38.04
Large trade count: 6
Largest trade size: 226

Candle

Return 1: 0.277541
Return 3: 0.063911
Volume 1: 542
Volume avg 5: 769.2
Momentum 5: 0.449102

Cross Exchange

Mid avg: 0.46938625
Mid median: 0.4691675
Price deviation %: 0.05619
Spread %: 0.279088

Funding / OI / Volume

Funding rate: 0.000043
Funding delta: 0
Funding abs: 0.000043
Funding pressure: 0.000043
Open interest: -
Volume 24h: 2068893
Quote volume 24h: 10535122.692
Price change 24h %: -9.16

Quality

Capture latency ms: 5109
Order book timestamp: 2026-07-07 06:19:01.522000+02:00
Ticker timestamp: 2026-07-07 06:19:00.771000+02:00
Trades timestamp: 2026-07-07 06:18:58.313000+02:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	long	0.447141	0.447141	0.447141	0.447141	0.447141	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.447141	0.447141	0.447141	0.447141	0.447141	-0.447141	yes
30s	long	0.447141	0.447141	0.447141	0.447141	0.447141	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.447141	0.447141	0.447141	0.447141	0.447141	-0.447141	yes
60s	long	0.447141	0.447141	0.447141	0.447141	0.447141	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.447141	0.447141	0.447141	0.447141	0.447141	-0.447141	yes

Price

Best bid: 0.46957
Best ask: 0.47095
Spread: 0.00138
Spread %: 0.293455
Mid price: 0.47026
Last price: 0.46815
Mark price: -
Index price: -

Order Book

Bid depth 5: 8135
Ask depth 5: 26843
Bid depth 10: 32370
Ask depth 10: 40479
Bid depth 20: 152349
Ask depth 20: 146772
Imbalance 5: -0.53485
Imbalance 10: -0.111312
Imbalance 20: 0.018645
Top bid size: 943
Top ask size: 514
Bid wall score: 0.00619
Ask wall score: 0.003502

Dynamics

Bid depth 5 delta: 1749
Ask depth 5 delta: 145
Imbalance 5 delta: 0.079102
Bid depth 10 delta: -1462
Ask depth 10 delta: 2724
Imbalance 10 delta: -0.056512
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: -0.010332

Tape

Buy volume: 7576
Sell volume: 11386
Buy/sell delta: -3810
Buy/sell ratio: 0.665379
Avg trade size: 189.62
Large trade count: 6
Largest trade size: 2076

Candle

Return 1: 0.074818
Return 3: 0.074818
Volume 1: 40
Volume avg 5: 50.4
Momentum 5: -0.363938

Cross Exchange

Mid avg: 0.46923625
Mid median: 0.4691675
Price deviation %: 0.218174
Spread %: 0.15131

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 83534
Volume 24h: 723898
Quote volume 24h: 723898
Price change 24h %: -9.132376

Quality

Capture latency ms: 6098
Order book timestamp: 2026-07-07 06:18:56.501000+02:00
Ticker timestamp: 2026-07-07 06:18:56.817000+02:00
Trades timestamp: 2026-07-07 06:18:02.938000+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	0.528431	0.528431	0.528431	0.528431	0.528431	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.528431	0.528431	0.528431	0.528431	0.528431	-0.528431	yes
30s	long	0.528431	0.528431	0.528431	0.528431	0.528431	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.528431	0.528431	0.528431	0.528431	0.528431	-0.528431	yes
60s	long	0.528431	0.528431	0.528431	0.528431	0.528431	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.528431	0.528431	0.528431	0.528431	0.528431	-0.528431	yes

Price

Best bid: 0.46881
Best ask: 0.46946
Spread: 0.00065
Spread %: 0.138553
Mid price: 0.469135
Last price: 0.46963
Mark price: 0.46963
Index price: 0.46962

Order Book

Bid depth 5: 12
Ask depth 5: 10
Bid depth 10: 48
Ask depth 10: 44
Bid depth 20: 70
Ask depth 20: 64
Imbalance 5: 0.090909
Imbalance 10: 0.043478
Imbalance 20: 0.044776
Top bid size: 3
Top ask size: 1
Bid wall score: 0.042857
Ask wall score: 0.015625

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -1
Imbalance 5 delta: -0.029091
Bid depth 10 delta: 0
Ask depth 10 delta: 23
Imbalance 10 delta: -0.347826
Spread delta: 0.00001
Mid price delta: 0.000805
Wall shift score: 0.01501

Tape

Buy volume: 111
Sell volume: 134
Buy/sell delta: -23
Buy/sell ratio: 0.828358
Avg trade size: 2.45
Large trade count: 9
Largest trade size: 18

Candle

Return 1: 0.087379
Return 3: -0.021289
Volume 1: 8
Volume avg 5: 16.2
Momentum 5: 0.361157

Cross Exchange

Mid avg: 0.469035
Mid median: 0.469075
Price deviation %: 0.02132
Spread %: 0.283561

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4367500
Quote volume 24h: 2227900
Price change 24h %: -5.63

Quality

Capture latency ms: 10623
Order book timestamp: 2026-07-07 06:18:44+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:23:17.901000+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	0.385816	0.385816	0.385816	0.385816	0.385816	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.385816	0.385816	0.385816	0.385816	0.385816	-0.385816	yes
30s	long	0.385816	0.385816	0.385816	0.385816	0.385816	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.385816	0.385816	0.385816	0.385816	0.385816	-0.385816	yes
60s	long	0.385816	0.385816	0.385816	0.385816	0.385816	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.385816	0.385816	0.385816	0.385816	0.385816	-0.385816	yes

Price

Best bid: 0.4689
Best ask: 0.469
Spread: 0.0001
Spread %: 0.021324
Mid price: 0.46895
Last price: 0.4689
Mark price: -
Index price: -

Order Book

Bid depth 5: 8329
Ask depth 5: 3204
Bid depth 10: 15705
Ask depth 10: 18404
Bid depth 20: 29722
Ask depth 20: 36176
Imbalance 5: 0.444377
Imbalance 10: -0.079129
Imbalance 20: -0.097939
Top bid size: 789
Top ask size: 266
Bid wall score: 0.026546
Ask wall score: 0.007353

Dynamics

Bid depth 5 delta: 2029
Ask depth 5 delta: -2231
Imbalance 5 delta: 0.370666
Bid depth 10 delta: 2660
Ask depth 10 delta: 2455
Imbalance 10 delta: 0.02103
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: 0.005607

Tape

Buy volume: 34845
Sell volume: 8176
Buy/sell delta: 26669
Buy/sell ratio: 4.261864
Avg trade size: 430.21
Large trade count: 10
Largest trade size: 5645

Candle

Return 1: 0.149477
Return 3: -0.063925
Volume 1: 58400
Volume avg 5: 52604.8
Momentum 5: 0.385274

Cross Exchange

Mid avg: 0.468885
Mid median: 0.468775
Price deviation %: 0.013863
Spread %: 0.283652

Funding / OI / Volume

Funding rate: 0.00004359
Funding delta: 0
Funding abs: 0.00004359
Funding pressure: 0.00004359
Open interest: 16102336
Volume 24h: 87507104
Quote volume 24h: 44410920.96608
Price change 24h %: -5.54

Quality

Capture latency ms: 8085
Order book timestamp: 2026-07-07 06:18:32.807000+02:00
Ticker timestamp: 2026-07-07 06:18:30.044000+02:00
Trades timestamp: 2026-07-07 06:18:32.498000+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	0.362512	0.362512	0.362512	0.362512	0.362512	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.362512	0.362512	0.362512	0.362512	0.362512	-0.362512	yes
30s	long	0.362512	0.362512	0.362512	0.362512	0.362512	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.362512	0.362512	0.362512	0.362512	0.362512	-0.362512	yes
60s	long	0.362512	0.362512	0.362512	0.362512	0.362512	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.362512	0.362512	0.362512	0.362512	0.362512	-0.362512	yes

Price

Best bid: 0.4691
Best ask: 0.4693
Spread: 0.0002
Spread %: 0.042626
Mid price: 0.4692
Last price: 0.4691
Mark price: -
Index price: 0.4693

Order Book

Bid depth 5: 958
Ask depth 5: 1035
Bid depth 10: 2834
Ask depth 10: 4911
Bid depth 20: 12823
Ask depth 20: 23094
Imbalance 5: -0.038635
Imbalance 10: -0.268173
Imbalance 20: -0.285965
Top bid size: 16
Top ask size: 123
Bid wall score: 0.001248
Ask wall score: 0.005326

Dynamics

Bid depth 5 delta: -635
Ask depth 5 delta: -71
Imbalance 5 delta: -0.219072
Bid depth 10 delta: -592
Ask depth 10 delta: 1824
Imbalance 10 delta: -0.320223
Spread delta: 0.0001
Mid price delta: 0.00115
Wall shift score: -0.004787

Tape

Buy volume: 2497
Sell volume: 1255
Buy/sell delta: 1242
Buy/sell ratio: 1.989641
Avg trade size: 37.52
Large trade count: 6
Largest trade size: 226

Candle

Return 1: 0.149445
Return 3: -0.063911
Volume 1: 283
Volume avg 5: 717.4
Momentum 5: 0.320787

Cross Exchange

Mid avg: 0.4685975
Mid median: 0.46834
Price deviation %: 0.128575
Spread %: 0.343578

Funding / OI / Volume

Funding rate: 0.000043
Funding delta: 0.000003
Funding abs: 0.000043
Funding pressure: 0.000046
Open interest: -
Volume 24h: 2068618
Quote volume 24h: 10533830.803
Price change 24h %: -9.28

Quality

Capture latency ms: 5999
Order book timestamp: 2026-07-07 06:18:24.732000+02:00
Ticker timestamp: 2026-07-07 06:18:22.005000+02:00
Trades timestamp: 2026-07-07 06:18:24.490000+02:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	long	0.095908	0.095908	0.095908	0.095908	0.095908	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.095908	0.095908	0.095908	0.095908	0.095908	-0.095908	yes
30s	long	0.095908	0.095908	0.095908	0.095908	0.095908	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.095908	0.095908	0.095908	0.095908	0.095908	-0.095908	yes
60s	long	0.095908	0.095908	0.095908	0.095908	0.095908	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.095908	0.095908	0.095908	0.095908	0.095908	-0.095908	yes

Price

Best bid: 0.46897
Best ask: 0.47035
Spread: 0.00138
Spread %: 0.29383
Mid price: 0.46966
Last price: 0.46815
Mark price: -
Index price: -

Order Book

Bid depth 5: 6386
Ask depth 5: 26698
Bid depth 10: 33832
Ask depth 10: 37755
Bid depth 20: 41392
Ask depth 20: 149466
Imbalance 5: -0.613952
Imbalance 10: -0.0548
Imbalance 20: -0.566253
Top bid size: 658
Top ask size: 430
Bid wall score: 0.015897
Ask wall score: 0.002877

Dynamics

Bid depth 5 delta: -1521
Ask depth 5 delta: 132
Imbalance 5 delta: -0.072688
Bid depth 10 delta: 8868
Ask depth 10 delta: -7169
Imbalance 10 delta: 0.230799
Spread delta: 0.00021
Mid price delta: 0.001295
Wall shift score: 0.013412

Tape

Buy volume: 7576
Sell volume: 11386
Buy/sell delta: -3810
Buy/sell ratio: 0.665379
Avg trade size: 189.62
Large trade count: 6
Largest trade size: 2076

Candle

Return 1: 0.074818
Return 3: 0.074818
Volume 1: 40
Volume avg 5: 50.4
Momentum 5: -0.363938

Cross Exchange

Mid avg: 0.46827375
Mid median: 0.46834
Price deviation %: 0.296034
Spread %: 0.067268

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 83514
Volume 24h: 723898
Quote volume 24h: 723898
Price change 24h %: -9.132376

Quality

Capture latency ms: 5761
Order book timestamp: 2026-07-07 06:18:18.897000+02:00
Ticker timestamp: 2026-07-07 06:18:19.240000+02:00
Trades timestamp: 2026-07-07 06:18:02.938000+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	0.127752	0.127752	0.127752	0.127752	0.127752	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.127752	0.127752	0.127752	0.127752	0.127752	-0.127752	yes
30s	long	0.127752	0.127752	0.127752	0.127752	0.127752	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.127752	0.127752	0.127752	0.127752	0.127752	-0.127752	yes
60s	long	0.127752	0.127752	0.127752	0.127752	0.127752	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.127752	0.127752	0.127752	0.127752	0.127752	-0.127752	yes

Price

Best bid: 0.46801
Best ask: 0.46865
Spread: 0.00064
Spread %: 0.136656
Mid price: 0.46833
Last price: 0.46922
Mark price: 0.46922
Index price: 0.469285

Order Book

Bid depth 5: 14
Ask depth 5: 11
Bid depth 10: 48
Ask depth 10: 21
Bid depth 20: 75
Ask depth 20: 72
Imbalance 5: 0.12
Imbalance 10: 0.391304
Imbalance 20: 0.020408
Top bid size: 3
Top ask size: 2
Bid wall score: 0.04
Ask wall score: 0.027778

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 2
Imbalance 5 delta: -0.022857
Bid depth 10 delta: 22
Ask depth 10 delta: 3
Imbalance 10 delta: 0.209486
Spread delta: 0.00015
Mid price delta: -0.000275
Wall shift score: 0.015102

Tape

Buy volume: 111
Sell volume: 134
Buy/sell delta: -23
Buy/sell ratio: 0.828358
Avg trade size: 2.45
Large trade count: 9
Largest trade size: 18

Candle

Return 1: -0.191808
Return 3: -0.300172
Volume 1: 6
Volume avg 5: 15.8
Momentum 5: 0.081207

Cross Exchange

Mid avg: 0.4683425
Mid median: 0.4683575
Price deviation %: -0.002669
Spread %: 0.118503

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4366700
Quote volume 24h: 2227525
Price change 24h %: -5.71

Quality

Capture latency ms: 12627
Order book timestamp: 2026-07-07 06:18:06+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:23:17.886000+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	0.171887	0.171887	0.171887	0.171887	0.171887	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.171887	0.171887	0.171887	0.171887	0.171887	-0.171887	yes
30s	long	0.171887	0.171887	0.171887	0.171887	0.171887	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.171887	0.171887	0.171887	0.171887	0.171887	-0.171887	yes
60s	long	0.171887	0.171887	0.171887	0.171887	0.171887	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.171887	0.171887	0.171887	0.171887	0.171887	-0.171887	yes

Price

Best bid: 0.4683
Best ask: 0.4684
Spread: 0.0001
Spread %: 0.021352
Mid price: 0.46835
Last price: 0.4681
Mark price: -
Index price: -

Order Book

Bid depth 5: 6300
Ask depth 5: 5435
Bid depth 10: 13045
Ask depth 10: 15949
Bid depth 20: 26431
Ask depth 20: 46491
Imbalance 5: 0.073711
Imbalance 10: -0.100159
Imbalance 20: -0.275088
Top bid size: 487
Top ask size: 225
Bid wall score: 0.018425
Ask wall score: 0.00484

Dynamics

Bid depth 5 delta: 1008
Ask depth 5 delta: -2745
Imbalance 5 delta: 0.288082
Bid depth 10 delta: -315
Ask depth 10 delta: -4711
Imbalance 10 delta: 0.114421
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: 0.038642

Tape

Buy volume: 16040
Sell volume: 10949
Buy/sell delta: 5091
Buy/sell ratio: 1.464974
Avg trade size: 269.89
Large trade count: 7
Largest trade size: 5777

Candle

Return 1: -0.29819
Return 3: 0.257014
Volume 1: 25819
Volume avg 5: 53324.4
Momentum 5: -0.191898

Cross Exchange

Mid avg: 0.4683675
Mid median: 0.4684075
Price deviation %: -0.003736
Spread %: 0.118497

Funding / OI / Volume

Funding rate: 0.00004359
Funding delta: 0
Funding abs: 0.00004359
Funding pressure: 0.00004359
Open interest: 16088406
Volume 24h: 87489954
Quote volume 24h: 44404172.74558
Price change 24h %: -5.928

Quality

Capture latency ms: 8670
Order book timestamp: 2026-07-07 06:17:51.892000+02:00
Ticker timestamp: 2026-07-07 06:17:45.258000+02:00
Trades timestamp: 2026-07-07 06:17:52.747000+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	0.128109	0.128109	0.128109	0.128109	0.128109	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.128109	0.128109	0.128109	0.128109	0.128109	-0.128109	yes
30s	long	0.128109	0.128109	0.128109	0.128109	0.128109	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.128109	0.128109	0.128109	0.128109	0.128109	-0.128109	yes
60s	long	0.128109	0.128109	0.128109	0.128109	0.128109	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.128109	0.128109	0.128109	0.128109	0.128109	-0.128109	yes

Price

Best bid: 0.468
Best ask: 0.4681
Spread: 0.0001
Spread %: 0.021365
Mid price: 0.46805
Last price: 0.468
Mark price: -
Index price: 0.4686

Order Book

Bid depth 5: 1593
Ask depth 5: 1106
Bid depth 10: 3426
Ask depth 10: 3087
Bid depth 20: 13074
Ask depth 20: 15309
Imbalance 5: 0.180437
Imbalance 10: 0.05205
Imbalance 20: -0.078744
Top bid size: 81
Top ask size: 84
Bid wall score: 0.006196
Ask wall score: 0.005487

Dynamics

Bid depth 5 delta: -1121
Ask depth 5 delta: -1871
Imbalance 5 delta: 0.226651
Bid depth 10 delta: -1736
Ask depth 10 delta: -3253
Imbalance 10 delta: 0.154467
Spread delta: -0.0002
Mid price delta: -0.0014
Wall shift score: 0.012633

Tape

Buy volume: 2238
Sell volume: 1657
Buy/sell delta: 581
Buy/sell ratio: 1.350634
Avg trade size: 38.95
Large trade count: 7
Largest trade size: 226

Candle

Return 1: -0.319489
Return 3: 0.171233
Volume 1: 518
Volume avg 5: 737
Momentum 5: -0.21322

Cross Exchange

Mid avg: 0.4687175
Mid median: 0.4685275
Price deviation %: -0.14241
Spread %: 0.231483

Funding / OI / Volume

Funding rate: 0.00004
Funding delta: 0
Funding abs: 0.00004
Funding pressure: 0.00004
Open interest: -
Volume 24h: 2068204
Quote volume 24h: 10531891.951
Price change 24h %: -9.49

Quality

Capture latency ms: 5082
Order book timestamp: 2026-07-07 06:17:43.390000+02:00
Ticker timestamp: 2026-07-07 06:17:42.809000+02:00
Trades timestamp: 2026-07-07 06:17:40.598000+02:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	long	0.2457	0.2457	0.2457	0.2457	0.2457	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.2457	0.2457	0.2457	0.2457	0.2457	-0.2457	yes
30s	long	0.2457	0.2457	0.2457	0.2457	0.2457	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.2457	0.2457	0.2457	0.2457	0.2457	-0.2457	yes
60s	long	0.2457	0.2457	0.2457	0.2457	0.2457	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.2457	0.2457	0.2457	0.2457	0.2457	-0.2457	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 34342
gate: 34342
htx: 34095
mexc: 34336

By Symbol

VELVET/USDT:USDT: 137115

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