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: 143445
Total labels: 430335
Pending labels: 116
Eligible pending labels: 65
Labeled snapshots: 430222
Labels with advanced TP/SL: 411224
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001334
Avg long MAE 30s: 0.001334
Avg short MFE 30s: 0.301879
Avg short MAE 30s: 0.301879
Long labels: 172930
Short labels: 175970
Flat labels: 81322
Latest snapshot: 2026-07-08 16:12:58.558465+02:00
Recent trades snapshots: 143436
Micro candles: 2868640
Avg data quality: 75.9095129874656665
Latest latency: 4852 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 275 of 14345 · 143445 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-08 08:43:35.254474+02:00	binance	VELVET/USDT:USDT	0.39655	80	6604 ms	10s short -0.327828 30s short -0.327828 60s short -0.327828	advanced ready
2026-07-08 08:43:28.238421+02:00	mexc	VELVET/USDT:USDT	0.39665	68	6248 ms	10s short -0.2269 30s short -0.2269 60s short -0.2269	advanced ready
2026-07-08 08:43:21.744649+02:00	htx	VELVET/USDT:USDT	0.39733	90	4826 ms	10s short -0.225254 30s short -0.225254 60s short -0.225254	advanced ready
2026-07-08 08:43:10.373619+02:00	gate	VELVET/USDT:USDT	0.39637	68	11916 ms	10s long 0.066857 30s long 0.066857 60s long 0.066857	advanced ready
2026-07-08 08:42:58.248429+02:00	binance	VELVET/USDT:USDT	0.39635	80	7052 ms	10s long 0.05046 30s long 0.05046 60s long 0.05046	advanced ready
2026-07-08 08:42:50.883301+02:00	mexc	VELVET/USDT:USDT	0.39635	68	5142 ms	10s long 0.075691 30s long 0.075691 60s long 0.075691	advanced ready
2026-07-08 08:42:45.622194+02:00	htx	VELVET/USDT:USDT	0.39663	80	5913 ms	10s long 0.176487 30s long 0.176487 60s long 0.176487	advanced ready
2026-07-08 08:42:33.224513+02:00	gate	VELVET/USDT:USDT	0.396355	68	11035 ms	10s flat 0.003784 30s flat 0.003784 60s flat 0.003784	advanced ready
2026-07-08 08:42:22.006803+02:00	binance	VELVET/USDT:USDT	0.39435	80	6786 ms	10s long 0.507164 30s long 0.507164 60s long 0.507164	advanced ready
2026-07-08 08:42:14.987074+02:00	mexc	VELVET/USDT:USDT	0.3951	68	5662 ms	10s long 0.316376 30s long 0.316376 60s long 0.316376	advanced ready

Price

Best bid: 0.3965
Best ask: 0.3966
Spread: 0.0001
Spread %: 0.025218
Mid price: 0.39655
Last price: 0.3967
Mark price: -
Index price: -

Order Book

Bid depth 5: 5372
Ask depth 5: 5532
Bid depth 10: 16884
Ask depth 10: 14819
Bid depth 20: 37157
Ask depth 20: 37272
Imbalance 5: -0.014674
Imbalance 10: 0.065136
Imbalance 20: -0.001545
Top bid size: 67
Top ask size: 13
Bid wall score: 0.001803
Ask wall score: 0.000349

Dynamics

Bid depth 5 delta: 1548
Ask depth 5 delta: -3010
Imbalance 5 delta: 0.366856
Bid depth 10 delta: 3277
Ask depth 10 delta: -5597
Imbalance 10 delta: 0.265265
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: 0.008817

Tape

Buy volume: 10690
Sell volume: 9646
Buy/sell delta: 1044
Buy/sell ratio: 1.108231
Avg trade size: 203.36
Large trade count: 6
Largest trade size: 2603

Candle

Return 1: 0.075681
Return 3: 0.176768
Volume 1: 17104
Volume avg 5: 61011.4
Momentum 5: -0.10073

Cross Exchange

Mid avg: 0.396675
Mid median: 0.39651
Price deviation %: -0.031512
Spread %: 0.247054

Funding / OI / Volume

Funding rate: -0.00005615
Funding delta: 0
Funding abs: 0.00005615
Funding pressure: 0.00005615
Open interest: 14572074
Volume 24h: 117147412
Quote volume 24h: 48412626.33656
Price change 24h %: -17.918

Quality

Capture latency ms: 6604
Order book timestamp: 2026-07-08 08:43:32.818000+02:00
Ticker timestamp: 2026-07-08 08:43:24.809000+02:00
Trades timestamp: 2026-07-08 08:43:33.380000+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	-0.327828	-0.327828	-0.327828	0.327828	0.327828	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.327828	0.327828	0.327828	0.327828	-0.327828	0.327828	yes
30s	short	-0.327828	-0.327828	-0.327828	0.327828	0.327828	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.327828	0.327828	0.327828	0.327828	-0.327828	0.327828	yes
60s	short	-0.327828	-0.327828	-0.327828	0.327828	0.327828	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.327828	0.327828	0.327828	0.327828	-0.327828	0.327828	yes

Price

Best bid: 0.3966
Best ask: 0.3967
Spread: 0.0001
Spread %: 0.025211
Mid price: 0.39665
Last price: 0.3964
Mark price: -
Index price: 0.3967

Order Book

Bid depth 5: 883
Ask depth 5: 1819
Bid depth 10: 2780
Ask depth 10: 3929
Bid depth 20: 20760
Ask depth 20: 15506
Imbalance 5: -0.34641
Imbalance 10: -0.171262
Imbalance 20: 0.144874
Top bid size: 7
Top ask size: 169
Bid wall score: 0.000337
Ask wall score: 0.010899

Dynamics

Bid depth 5 delta: -871
Ask depth 5 delta: 465
Imbalance 5 delta: -0.47511
Bid depth 10 delta: -1114
Ask depth 10 delta: 181
Imbalance 10 delta: -0.190367
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: -0.01306

Tape

Buy volume: 1949
Sell volume: 3462
Buy/sell delta: -1513
Buy/sell ratio: 0.562969
Avg trade size: 54.11
Large trade count: 7
Largest trade size: 738

Candle

Return 1: 0.075681
Return 3: 0.252717
Volume 1: 158
Volume avg 5: 1354.6
Momentum 5: -0.301583

Cross Exchange

Mid avg: 0.3966
Mid median: 0.39636
Price deviation %: 0.012607
Spread %: 0.2471

Funding / OI / Volume

Funding rate: -0.000056
Funding delta: 0.000004
Funding abs: 0.000056
Funding pressure: 0.00006
Open interest: -
Volume 24h: 2132744
Quote volume 24h: 8892887.846
Price change 24h %: -6.92

Quality

Capture latency ms: 6248
Order book timestamp: 2026-07-08 08:43:26.002000+02:00
Ticker timestamp: 2026-07-08 08:43:25.879000+02:00
Trades timestamp: 2026-07-08 08:43:26.594000+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	-0.2269	-0.2269	-0.2269	0.2269	0.2269	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.2269	0.2269	0.2269	0.2269	-0.2269	0.2269	yes
30s	short	-0.2269	-0.2269	-0.2269	0.2269	0.2269	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.2269	0.2269	0.2269	0.2269	-0.2269	0.2269	yes
60s	short	-0.2269	-0.2269	-0.2269	0.2269	0.2269	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.2269	0.2269	0.2269	0.2269	-0.2269	0.2269	yes

Price

Best bid: 0.39674
Best ask: 0.39792
Spread: 0.00118
Spread %: 0.296982
Mid price: 0.39733
Last price: 0.39585
Mark price: -
Index price: -

Order Book

Bid depth 5: 5994
Ask depth 5: 19758
Bid depth 10: 31097
Ask depth 10: 35267
Bid depth 20: 170002
Ask depth 20: 163410
Imbalance 5: -0.534483
Imbalance 10: -0.062835
Imbalance 20: 0.019771
Top bid size: 224
Top ask size: 395
Bid wall score: 0.001318
Ask wall score: 0.002417

Dynamics

Bid depth 5 delta: -1474
Ask depth 5 delta: -5160
Imbalance 5 delta: 0.00433
Bid depth 10 delta: 621
Ask depth 10 delta: -2627
Imbalance 10 delta: 0.045663
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: 0.004544

Tape

Buy volume: 8622
Sell volume: 28054
Buy/sell delta: -19432
Buy/sell ratio: 0.307336
Avg trade size: 366.76
Large trade count: 7
Largest trade size: 8426

Candle

Return 1: 0
Return 3: 0.164474
Volume 1: 0
Volume avg 5: 56.8
Momentum 5: -0.714823

Cross Exchange

Mid avg: 0.396425
Mid median: 0.39636
Price deviation %: 0.22829
Spread %: 0.070631

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 75647
Volume 24h: 609030
Quote volume 24h: 609030
Price change 24h %: -6.91358

Quality

Capture latency ms: 4826
Order book timestamp: 2026-07-08 08:43:19.597000+02:00
Ticker timestamp: 2026-07-08 08:43:19.890000+02:00
Trades timestamp: 2026-07-08 08:41:49.210000+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	short	-0.225254	-0.225254	-0.225254	0.225254	0.225254	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.225254	0.225254	0.225254	0.225254	-0.225254	0.225254	yes
30s	short	-0.225254	-0.225254	-0.225254	0.225254	0.225254	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.225254	0.225254	0.225254	0.225254	-0.225254	0.225254	yes
60s	short	-0.225254	-0.225254	-0.225254	0.225254	0.225254	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.225254	0.225254	0.225254	0.225254	-0.225254	0.225254	yes

Price

Best bid: 0.39627
Best ask: 0.39647
Spread: 0.0002
Spread %: 0.050458
Mid price: 0.39637
Last price: 0.39642
Mark price: 0.39636
Index price: 0.396378

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 12
Ask depth 10: 15
Bid depth 20: 30
Ask depth 20: 31
Imbalance 5: 0
Imbalance 10: -0.111111
Imbalance 20: -0.016393
Top bid size: 1
Top ask size: 1
Bid wall score: 0.033333
Ask wall score: 0.032258

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -9
Imbalance 5 delta: 0.473684
Bid depth 10 delta: -2
Ask depth 10 delta: -9
Imbalance 10 delta: 0.152047
Spread delta: 0.00005
Mid price delta: 0.000015
Wall shift score: -0.017188

Tape

Buy volume: 59
Sell volume: 73
Buy/sell delta: -14
Buy/sell ratio: 0.808219
Avg trade size: 1.32
Large trade count: 4
Largest trade size: 11

Candle

Return 1: 0
Return 3: 0.055528
Volume 1: 3
Volume avg 5: 39.2
Momentum 5: -0.319344

Cross Exchange

Mid avg: 0.39642125
Mid median: 0.3963525
Price deviation %: -0.012928
Spread %: 0.070632

Funding / OI / Volume

Funding rate: -0.000101
Funding delta: 0.000004
Funding abs: 0.000101
Funding pressure: 0.000105
Open interest: -
Volume 24h: 6362400
Quote volume 24h: 2608130
Price change 24h %: -17.68

Quality

Capture latency ms: 11916
Order book timestamp: 2026-07-08 08:43:09+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:24:52.986000+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	0.066857	0.066857	0.066857	0.066857	0.066857	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.066857	0.066857	0.066857	0.066857	0.066857	-0.066857	yes
30s	long	0.066857	0.066857	0.066857	0.066857	0.066857	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.066857	0.066857	0.066857	0.066857	0.066857	-0.066857	yes
60s	long	0.066857	0.066857	0.066857	0.066857	0.066857	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.066857	0.066857	0.066857	0.066857	0.066857	-0.066857	yes

Price

Best bid: 0.3963
Best ask: 0.3964
Spread: 0.0001
Spread %: 0.02523
Mid price: 0.39635
Last price: 0.3962
Mark price: -
Index price: -

Order Book

Bid depth 5: 3824
Ask depth 5: 8542
Bid depth 10: 13607
Ask depth 10: 20416
Bid depth 20: 31945
Ask depth 20: 42450
Imbalance 5: -0.38153
Imbalance 10: -0.200129
Imbalance 20: -0.141206
Top bid size: 50
Top ask size: 379
Bid wall score: 0.001565
Ask wall score: 0.008928

Dynamics

Bid depth 5 delta: 368
Ask depth 5 delta: 1426
Imbalance 5 delta: -0.035332
Bid depth 10 delta: -1491
Ask depth 10 delta: 2494
Imbalance 10 delta: -0.114605
Spread delta: 0
Mid price delta: 0.002
Wall shift score: 0.037243

Tape

Buy volume: 8419
Sell volume: 50961
Buy/sell delta: -42542
Buy/sell ratio: 0.165205
Avg trade size: 593.8
Large trade count: 3
Largest trade size: 25186

Candle

Return 1: 0.050505
Return 3: 0.380035
Volume 1: 59848
Volume avg 5: 140766.6
Momentum 5: -1.833499

Cross Exchange

Mid avg: 0.39592125
Mid median: 0.3963525
Price deviation %: 0.108292
Spread %: 0.575872

Funding / OI / Volume

Funding rate: -0.00005615
Funding delta: 0
Funding abs: 0.00005615
Funding pressure: 0.00005615
Open interest: 14576888
Volume 24h: 117197134
Quote volume 24h: 48438076.98856
Price change 24h %: -18.09

Quality

Capture latency ms: 7052
Order book timestamp: 2026-07-08 08:42:55.925000+02:00
Ticker timestamp: 2026-07-08 08:42:53.382000+02:00
Trades timestamp: 2026-07-08 08:42:55.883000+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	0.05046	0.05046	0.05046	0.05046	0.05046	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05046	0.05046	0.05046	0.05046	0.05046	-0.05046	yes
30s	long	0.05046	0.05046	0.05046	0.05046	0.05046	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05046	0.05046	0.05046	0.05046	0.05046	-0.05046	yes
60s	long	0.05046	0.05046	0.05046	0.05046	0.05046	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05046	0.05046	0.05046	0.05046	0.05046	-0.05046	yes

Price

Best bid: 0.3963
Best ask: 0.3964
Spread: 0.0001
Spread %: 0.02523
Mid price: 0.39635
Last price: 0.3963
Mark price: -
Index price: 0.3964

Order Book

Bid depth 5: 1754
Ask depth 5: 1354
Bid depth 10: 3894
Ask depth 10: 3748
Bid depth 20: 21081
Ask depth 20: 16784
Imbalance 5: 0.1287
Imbalance 10: 0.019105
Imbalance 20: 0.113482
Top bid size: 123
Top ask size: 56
Bid wall score: 0.005835
Ask wall score: 0.003337

Dynamics

Bid depth 5 delta: 391
Ask depth 5 delta: -256
Imbalance 5 delta: 0.211781
Bid depth 10 delta: -443
Ask depth 10 delta: -16
Imbalance 10 delta: -0.051627
Spread delta: -0.0001
Mid price delta: 0.00125
Wall shift score: 0.005237

Tape

Buy volume: 1886
Sell volume: 4511
Buy/sell delta: -2625
Buy/sell ratio: 0.418089
Avg trade size: 63.97
Large trade count: 7
Largest trade size: 738

Candle

Return 1: 0.101036
Return 3: 0.35452
Volume 1: 382
Volume avg 5: 2353.4
Momentum 5: -1.784387

Cross Exchange

Mid avg: 0.39560875
Mid median: 0.3957275
Price deviation %: 0.187369
Spread %: 0.576327

Funding / OI / Volume

Funding rate: -0.00006
Funding delta: 0
Funding abs: 0.00006
Funding pressure: 0.00006
Open interest: -
Volume 24h: 2132604
Quote volume 24h: 8892335.357
Price change 24h %: -6.94

Quality

Capture latency ms: 5142
Order book timestamp: 2026-07-08 08:42:47.617000+02:00
Ticker timestamp: 2026-07-08 08:42:46.860000+02:00
Trades timestamp: 2026-07-08 08:42:45.594000+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	0.075691	0.075691	0.075691	0.075691	0.075691	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.075691	0.075691	0.075691	0.075691	0.075691	-0.075691	yes
30s	long	0.075691	0.075691	0.075691	0.075691	0.075691	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.075691	0.075691	0.075691	0.075691	0.075691	-0.075691	yes
60s	long	0.075691	0.075691	0.075691	0.075691	0.075691	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.075691	0.075691	0.075691	0.075691	0.075691	-0.075691	yes

Price

Best bid: 0.39604
Best ask: 0.39722
Spread: 0.00118
Spread %: 0.297506
Mid price: 0.39663
Last price: 0.39585
Mark price: -
Index price: -

Order Book

Bid depth 5: 7468
Ask depth 5: 24918
Bid depth 10: 30476
Ask depth 10: 37894
Bid depth 20: 173049
Ask depth 20: 166354
Imbalance 5: -0.538813
Imbalance 10: -0.108498
Imbalance 20: 0.019726
Top bid size: 1209
Top ask size: 2101
Bid wall score: 0.006986
Ask wall score: 0.01263

Dynamics

Bid depth 5 delta: -558
Ask depth 5 delta: 1597
Imbalance 5 delta: -0.050888
Bid depth 10 delta: -1055
Ask depth 10 delta: -1464
Imbalance 10 delta: 0.001914
Spread delta: -0.0002
Mid price delta: 0.0013
Wall shift score: 0.008979

Tape

Buy volume: 8622
Sell volume: 28054
Buy/sell delta: -19432
Buy/sell ratio: 0.307336
Avg trade size: 366.76
Large trade count: 7
Largest trade size: 8426

Candle

Return 1: 0
Return 3: 0.164474
Volume 1: 0
Volume avg 5: 510.4
Momentum 5: -1.815611

Cross Exchange

Mid avg: 0.39528375
Mid median: 0.395215
Price deviation %: 0.340578
Spread %: 0.507231

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 75631
Volume 24h: 609030
Quote volume 24h: 609030
Price change 24h %: -6.91358

Quality

Capture latency ms: 5913
Order book timestamp: 2026-07-08 08:42:44.197000+02:00
Ticker timestamp: 2026-07-08 08:42:44.523000+02:00
Trades timestamp: 2026-07-08 08:41:49.210000+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	0.176487	0.176487	0.176487	0.176487	0.176487	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.176487	0.176487	0.176487	0.176487	0.176487	-0.176487	yes
30s	long	0.176487	0.176487	0.176487	0.176487	0.176487	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.176487	0.176487	0.176487	0.176487	0.176487	-0.176487	yes
60s	long	0.176487	0.176487	0.176487	0.176487	0.176487	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.176487	0.176487	0.176487	0.176487	0.176487	-0.176487	yes

Price

Best bid: 0.39628
Best ask: 0.39643
Spread: 0.00015
Spread %: 0.037845
Mid price: 0.396355
Last price: 0.39604
Mark price: 0.39609
Index price: 0.396328

Order Book

Bid depth 5: 5
Ask depth 5: 14
Bid depth 10: 14
Ask depth 10: 24
Bid depth 20: 32
Ask depth 20: 77
Imbalance 5: -0.473684
Imbalance 10: -0.263158
Imbalance 20: -0.412844
Top bid size: 1
Top ask size: 1
Bid wall score: 0.03125
Ask wall score: 0.012987

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 4
Imbalance 5 delta: -0.140351
Bid depth 10 delta: 0
Ask depth 10 delta: 6
Imbalance 10 delta: -0.138158
Spread delta: 0.00002
Mid price delta: 0.00035
Wall shift score: 0.00611

Tape

Buy volume: 60
Sell volume: 70
Buy/sell delta: -10
Buy/sell ratio: 0.857143
Avg trade size: 1.3
Large trade count: 4
Largest trade size: 11

Candle

Return 1: -0.02272
Return 3: 0.270907
Volume 1: 28
Volume avg 5: 92.4
Momentum 5: -1.848823

Cross Exchange

Mid avg: 0.39519625
Mid median: 0.395215
Price deviation %: 0.293209
Spread %: 0.418779

Funding / OI / Volume

Funding rate: -0.000105
Funding delta: 0.000005
Funding abs: 0.000105
Funding pressure: 0.00011
Open interest: -
Volume 24h: 6361000
Quote volume 24h: 2607576
Price change 24h %: -17.99

Quality

Capture latency ms: 11035
Order book timestamp: 2026-07-08 08:42:31+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:24:52.946000+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	0.003784	0.003784	0.003784	0.003784	0.003784	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.003784	0.003784	0.003784	0.003784	0.003784	-0.003784	yes
30s	flat	0.003784	0.003784	0.003784	0.003784	0.003784	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.003784	0.003784	0.003784	0.003784	0.003784	-0.003784	yes
60s	flat	0.003784	0.003784	0.003784	0.003784	0.003784	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.003784	0.003784	0.003784	0.003784	0.003784	-0.003784	yes

Price

Best bid: 0.3943
Best ask: 0.3944
Spread: 0.0001
Spread %: 0.025358
Mid price: 0.39435
Last price: 0.3952
Mark price: -
Index price: -

Order Book

Bid depth 5: 3456
Ask depth 5: 7116
Bid depth 10: 15098
Ask depth 10: 17922
Bid depth 20: 35662
Ask depth 20: 40149
Imbalance 5: -0.346198
Imbalance 10: -0.085524
Imbalance 20: -0.059187
Top bid size: 1
Top ask size: 1792
Bid wall score: 0.000028
Ask wall score: 0.044634

Dynamics

Bid depth 5 delta: -41381
Ask depth 5 delta: 2287
Imbalance 5 delta: -1.151739
Bid depth 10 delta: -37216
Ask depth 10 delta: 641
Imbalance 10 delta: -0.588908
Spread delta: 0
Mid price delta: -0.0017
Wall shift score: -0.043058

Tape

Buy volume: 5443
Sell volume: 55377
Buy/sell delta: -49934
Buy/sell ratio: 0.09829
Avg trade size: 608.2
Large trade count: 3
Largest trade size: 25186

Candle

Return 1: -0.40404
Return 3: -0.076007
Volume 1: 49716
Volume avg 5: 138740.2
Momentum 5: -2.279485

Cross Exchange

Mid avg: 0.39562125
Mid median: 0.3956675
Price deviation %: -0.32133
Spread %: 0.240129

Funding / OI / Volume

Funding rate: -0.00005615
Funding delta: 0.00000455
Funding abs: 0.00005615
Funding pressure: 0.0000607
Open interest: 14574740
Volume 24h: 117182998
Quote volume 24h: 48432490.15736
Price change 24h %: -18.296

Quality

Capture latency ms: 6786
Order book timestamp: 2026-07-08 08:42:19.649000+02:00
Ticker timestamp: 2026-07-08 08:42:09.546000+02:00
Trades timestamp: 2026-07-08 08:42:20.469000+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	0.507164	0.507164	0.507164	0.507164	0.507164	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.507164	0.507164	0.507164	0.507164	0.507164	-0.507164	yes
30s	long	0.507164	0.507164	0.507164	0.507164	0.507164	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.507164	0.507164	0.507164	0.507164	0.507164	-0.507164	yes
60s	long	0.507164	0.507164	0.507164	0.507164	0.507164	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.507164	0.507164	0.507164	0.507164	0.507164	-0.507164	yes

Price

Best bid: 0.395
Best ask: 0.3952
Spread: 0.0002
Spread %: 0.05062
Mid price: 0.3951
Last price: 0.3956
Mark price: -
Index price: 0.3958

Order Book

Bid depth 5: 1363
Ask depth 5: 1610
Bid depth 10: 4337
Ask depth 10: 3764
Bid depth 20: 23534
Ask depth 20: 16133
Imbalance 5: -0.083081
Imbalance 10: 0.070732
Imbalance 20: 0.186578
Top bid size: 61
Top ask size: 86
Bid wall score: 0.002592
Ask wall score: 0.005331

Dynamics

Bid depth 5 delta: -2774
Ask depth 5 delta: 498
Imbalance 5 delta: -0.659381
Bid depth 10 delta: -1404
Ask depth 10 delta: -4
Imbalance 10 delta: -0.136756
Spread delta: 0.0001
Mid price delta: -0.00095
Wall shift score: 0.000087

Tape

Buy volume: 1642
Sell volume: 4675
Buy/sell delta: -3033
Buy/sell ratio: 0.35123
Avg trade size: 63.17
Large trade count: 7
Largest trade size: 738

Candle

Return 1: -0.202071
Return 3: 0.050646
Volume 1: 58
Volume avg 5: 2288.6
Momentum 5: -2.081784

Cross Exchange

Mid avg: 0.39585875
Mid median: 0.3960275
Price deviation %: -0.191672
Spread %: 0.181883

Funding / OI / Volume

Funding rate: -0.00006
Funding delta: -0.000005
Funding abs: 0.00006
Funding pressure: 0.000065
Open interest: -
Volume 24h: 2132269
Quote volume 24h: 8891006.247
Price change 24h %: -7.11

Quality

Capture latency ms: 5662
Order book timestamp: 2026-07-08 08:42:12.980000+02:00
Ticker timestamp: 2026-07-08 08:42:10.797000+02:00
Trades timestamp: 2026-07-08 08:42:12.977000+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	0.316376	0.316376	0.316376	0.316376	0.316376	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.316376	0.316376	0.316376	0.316376	0.316376	-0.316376	yes
30s	long	0.316376	0.316376	0.316376	0.316376	0.316376	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.316376	0.316376	0.316376	0.316376	0.316376	-0.316376	yes
60s	long	0.316376	0.316376	0.316376	0.316376	0.316376	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.316376	0.316376	0.316376	0.316376	0.316376	-0.316376	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 35925
gate: 35924
htx: 35677
mexc: 35920

By Symbol

VELVET/USDT:USDT: 143446

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