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: 143884
Total labels: 431652
Pending labels: 114
Eligible pending labels: 63
Labeled snapshots: 431538
Labels with advanced TP/SL: 412540
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001155
Avg long MAE 30s: 0.001155
Avg short MFE 30s: 0.301626
Avg short MAE 30s: 0.301626
Long labels: 173382
Short labels: 176618
Flat labels: 81538
Latest snapshot: 2026-07-08 17:24:00.375445+02:00
Recent trades snapshots: 143874
Micro candles: 2877400
Avg data quality: 75.9062578187984766
Latest latency: 10063 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 276 of 14389 · 143884 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-08 09:56:15.753659+02:00	gate	VELVET/USDT:USDT	0.395585	68	11959 ms	10s long 0.092268 30s long 0.092268 60s long 0.092268	advanced ready
2026-07-08 09:56:03.126014+02:00	binance	VELVET/USDT:USDT	0.39715	80	8196 ms	10s short -0.377691 30s short -0.377691 60s short -0.377691	advanced ready
2026-07-08 09:55:54.316071+02:00	mexc	VELVET/USDT:USDT	0.3974	68	5684 ms	10s short -0.314545 30s short -0.314545 60s short -0.314545	advanced ready
2026-07-08 09:55:48.440871+02:00	htx	VELVET/USDT:USDT	0.39793	80	5549 ms	10s short -0.517679 30s short -0.517679 60s short -0.517679	advanced ready
2026-07-08 09:55:34.866094+02:00	gate	VELVET/USDT:USDT	0.397665	68	13120 ms	10s short -0.523053 30s short -0.523053 60s short -0.523053	advanced ready
2026-07-08 09:55:20.986753+02:00	binance	VELVET/USDT:USDT	0.39795	80	8165 ms	10s short -0.20103 30s short -0.20103 60s short -0.20103	advanced ready
2026-07-08 09:55:12.425515+02:00	mexc	VELVET/USDT:USDT	0.39765	68	8469 ms	10s short -0.062869 30s short -0.062869 60s short -0.062869	advanced ready
2026-07-08 09:55:03.235037+02:00	htx	VELVET/USDT:USDT	0.399145	80	6947 ms	10s short -0.304401 30s short -0.304401 60s short -0.304401	advanced ready
2026-07-08 09:54:49.689851+02:00	gate	VELVET/USDT:USDT	0.398845	68	11665 ms	10s short -0.295854 30s short -0.295854 60s short -0.295854	advanced ready
2026-07-08 09:54:37.776647+02:00	binance	VELVET/USDT:USDT	0.3979	80	6785 ms	10s flat 0.012566 30s flat 0.012566 60s flat 0.012566	advanced ready

Price

Best bid: 0.39546
Best ask: 0.39571
Spread: 0.00025
Spread %: 0.063198
Mid price: 0.395585
Last price: 0.39555
Mark price: 0.39647
Index price: 0.396815

Order Book

Bid depth 5: 5
Ask depth 5: 12
Bid depth 10: 30
Ask depth 10: 25
Bid depth 20: 125
Ask depth 20: 52
Imbalance 5: -0.411765
Imbalance 10: 0.090909
Imbalance 20: 0.412429
Top bid size: 1
Top ask size: 1
Bid wall score: 0.008
Ask wall score: 0.019231

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 6
Imbalance 5 delta: -0.488688
Bid depth 10 delta: -10
Ask depth 10 delta: 12
Imbalance 10 delta: -0.418525
Spread delta: 0.00014
Mid price delta: -0.00208
Wall shift score: 0.013637

Tape

Buy volume: 52
Sell volume: 143
Buy/sell delta: -91
Buy/sell ratio: 0.363636
Avg trade size: 1.95
Large trade count: 3
Largest trade size: 45

Candle

Return 1: -0.620572
Return 3: -0.445485
Volume 1: 103
Volume avg 5: 34.4
Momentum 5: -0.757709

Cross Exchange

Mid avg: 0.39753625
Mid median: 0.3975325
Price deviation %: -0.490836
Spread %: 0.196209

Funding / OI / Volume

Funding rate: 0.000045
Funding delta: -0.000003
Funding abs: 0.000045
Funding pressure: 0.000048
Open interest: -
Volume 24h: 6774700
Quote volume 24h: 2766904
Price change 24h %: -18.17

Quality

Capture latency ms: 11959
Order book timestamp: 2026-07-08 09:56:14+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:24:57.371000+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	0.092268	0.092268	0.092268	0.092268	0.092268	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.092268	0.092268	0.092268	0.092268	0.092268	-0.092268	yes
30s	long	0.092268	0.092268	0.092268	0.092268	0.092268	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.092268	0.092268	0.092268	0.092268	0.092268	-0.092268	yes
60s	long	0.092268	0.092268	0.092268	0.092268	0.092268	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.092268	0.092268	0.092268	0.092268	0.092268	-0.092268	yes

Price

Best bid: 0.3971
Best ask: 0.3972
Spread: 0.0001
Spread %: 0.025179
Mid price: 0.39715
Last price: 0.3972
Mark price: -
Index price: -

Order Book

Bid depth 5: 3085
Ask depth 5: 7158
Bid depth 10: 13871
Ask depth 10: 17487
Bid depth 20: 37994
Ask depth 20: 35856
Imbalance 5: -0.397637
Imbalance 10: -0.115313
Imbalance 20: 0.028951
Top bid size: 47
Top ask size: 854
Bid wall score: 0.001237
Ask wall score: 0.023817

Dynamics

Bid depth 5 delta: -1837
Ask depth 5 delta: -773
Imbalance 5 delta: -0.163529
Bid depth 10 delta: -1028
Ask depth 10 delta: 1558
Imbalance 10 delta: -0.081902
Spread delta: 0
Mid price delta: -0.0008
Wall shift score: -0.021674

Tape

Buy volume: 14646
Sell volume: 10901
Buy/sell delta: 3745
Buy/sell ratio: 1.343546
Avg trade size: 255.47
Large trade count: 10
Largest trade size: 2536

Candle

Return 1: -0.10073
Return 3: -0.10073
Volume 1: 235
Volume avg 5: 26781.2
Momentum 5: -0.35167

Cross Exchange

Mid avg: 0.39773625
Mid median: 0.3977975
Price deviation %: -0.147397
Spread %: 0.138283

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 14535484
Volume 24h: 120022115
Quote volume 24h: 49416618.07834
Price change 24h %: -17.934

Quality

Capture latency ms: 8196
Order book timestamp: 2026-07-08 09:56:00.498000+02:00
Ticker timestamp: 2026-07-08 09:55:55.297000+02:00
Trades timestamp: 2026-07-08 09:56:02.084000+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	-0.377691	-0.377691	-0.377691	0.377691	0.377691	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.377691	0.377691	0.377691	0.377691	-0.377691	0.377691	yes
30s	short	-0.377691	-0.377691	-0.377691	0.377691	0.377691	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.377691	0.377691	0.377691	0.377691	-0.377691	0.377691	yes
60s	short	-0.377691	-0.377691	-0.377691	0.377691	0.377691	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.377691	0.377691	0.377691	0.377691	-0.377691	0.377691	yes

Price

Best bid: 0.3973
Best ask: 0.3975
Spread: 0.0002
Spread %: 0.050327
Mid price: 0.3974
Last price: 0.3977
Mark price: -
Index price: 0.3978

Order Book

Bid depth 5: 1206
Ask depth 5: 1953
Bid depth 10: 3477
Ask depth 10: 5493
Bid depth 20: 18856
Ask depth 20: 23565
Imbalance 5: -0.236467
Imbalance 10: -0.224749
Imbalance 20: -0.111006
Top bid size: 8
Top ask size: 122
Bid wall score: 0.000424
Ask wall score: 0.005177

Dynamics

Bid depth 5 delta: 13
Ask depth 5 delta: 235
Imbalance 5 delta: -0.056117
Bid depth 10 delta: -487
Ask depth 10 delta: 341
Imbalance 10 delta: -0.094429
Spread delta: 0.0001
Mid price delta: -0.00025
Wall shift score: -0.003796

Tape

Buy volume: 1457
Sell volume: 2499
Buy/sell delta: -1042
Buy/sell ratio: 0.583033
Avg trade size: 39.56
Large trade count: 8
Largest trade size: 274

Candle

Return 1: -0.175703
Return 3: 0.151095
Volume 1: 800
Volume avg 5: 393.2
Momentum 5: -0.025138

Cross Exchange

Mid avg: 0.39779875
Mid median: 0.3977975
Price deviation %: -0.100239
Spread %: 0.075415

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2166527
Quote volume 24h: 8992357.5
Price change 24h %: -6.62

Quality

Capture latency ms: 5684
Order book timestamp: 2026-07-08 09:55:52.398000+02:00
Ticker timestamp: 2026-07-08 09:55:49.975000+02:00
Trades timestamp: 2026-07-08 09:55:48.799000+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	-0.314545	-0.314545	-0.314545	0.314545	0.314545	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.314545	0.314545	0.314545	0.314545	-0.314545	0.314545	yes
30s	short	-0.314545	-0.314545	-0.314545	0.314545	0.314545	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.314545	0.314545	0.314545	0.314545	-0.314545	0.314545	yes
60s	short	-0.314545	-0.314545	-0.314545	0.314545	0.314545	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.314545	0.314545	0.314545	0.314545	-0.314545	0.314545	yes

Price

Best bid: 0.39734
Best ask: 0.39852
Spread: 0.00118
Spread %: 0.296535
Mid price: 0.39793
Last price: 0.39855
Mark price: -
Index price: -

Order Book

Bid depth 5: 6932
Ask depth 5: 14718
Bid depth 10: 27999
Ask depth 10: 29108
Bid depth 20: 173947
Ask depth 20: 158668
Imbalance 5: -0.35963
Imbalance 10: -0.01942
Imbalance 20: 0.045936
Top bid size: 869
Top ask size: 155
Bid wall score: 0.004996
Ask wall score: 0.000977

Dynamics

Bid depth 5 delta: 3295
Ask depth 5 delta: 12845
Imbalance 5 delta: -0.679776
Bid depth 10 delta: 14498
Ask depth 10 delta: 18611
Imbalance 10 delta: -0.144597
Spread delta: -0.00121
Mid price delta: -0.001215
Wall shift score: 0.008407

Tape

Buy volume: 12718
Sell volume: 21946
Buy/sell delta: -9228
Buy/sell ratio: 0.579513
Avg trade size: 346.64
Large trade count: 5
Largest trade size: 8426

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 164.4
Momentum 5: -0.247785

Cross Exchange

Mid avg: 0.3981025
Mid median: 0.3978075
Price deviation %: -0.043331
Spread %: 0.375531

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 77040
Volume 24h: 602154
Quote volume 24h: 602154
Price change 24h %: -6.27866

Quality

Capture latency ms: 5549
Order book timestamp: 2026-07-08 09:55:46.001000+02:00
Ticker timestamp: 2026-07-08 09:55:47.306000+02:00
Trades timestamp: 2026-07-08 09:54:41.581000+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	-0.517679	-0.517679	-0.517679	0.517679	0.517679	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.517679	0.517679	0.517679	0.517679	-0.517679	0.517679	yes
30s	short	-0.517679	-0.517679	-0.517679	0.517679	0.517679	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.517679	0.517679	0.517679	0.517679	-0.517679	0.517679	yes
60s	short	-0.517679	-0.517679	-0.517679	0.517679	0.517679	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.517679	0.517679	0.517679	0.517679	-0.517679	0.517679	yes

Price

Best bid: 0.39761
Best ask: 0.39772
Spread: 0.00011
Spread %: 0.027661
Mid price: 0.397665
Last price: 0.39802
Mark price: 0.39802
Index price: 0.398115

Order Book

Bid depth 5: 7
Ask depth 5: 6
Bid depth 10: 40
Ask depth 10: 13
Bid depth 20: 104
Ask depth 20: 58
Imbalance 5: 0.076923
Imbalance 10: 0.509434
Imbalance 20: 0.283951
Top bid size: 1
Top ask size: 2
Bid wall score: 0.009615
Ask wall score: 0.034483

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -2
Imbalance 5 delta: 0.307692
Bid depth 10 delta: 16
Ask depth 10 delta: -20
Imbalance 10 delta: 0.667329
Spread delta: 0
Mid price delta: -0.00118
Wall shift score: -0.026361

Tape

Buy volume: 66
Sell volume: 59
Buy/sell delta: 7
Buy/sell ratio: 1.118644
Avg trade size: 1.25
Large trade count: 5
Largest trade size: 7

Candle

Return 1: -0.155529
Return 3: 0.269555
Volume 1: 3
Volume avg 5: 20.4
Momentum 5: 0.002512

Cross Exchange

Mid avg: 0.3983975
Mid median: 0.3983975
Price deviation %: -0.183862
Spread %: 0.375253

Funding / OI / Volume

Funding rate: 0.000048
Funding delta: 0.000001
Funding abs: 0.000048
Funding pressure: 0.000049
Open interest: -
Volume 24h: 6774500
Quote volume 24h: 2766824
Price change 24h %: -17.62

Quality

Capture latency ms: 13120
Order book timestamp: 2026-07-08 09:55:33+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:24:57.317000+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	-0.523053	-0.523053	-0.523053	0.523053	0.523053	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.523053	0.523053	0.523053	0.523053	-0.523053	0.523053	yes
30s	short	-0.523053	-0.523053	-0.523053	0.523053	0.523053	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.523053	0.523053	0.523053	0.523053	-0.523053	0.523053	yes
60s	short	-0.523053	-0.523053	-0.523053	0.523053	0.523053	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.523053	0.523053	0.523053	0.523053	-0.523053	0.523053	yes

Price

Best bid: 0.3979
Best ask: 0.398
Spread: 0.0001
Spread %: 0.025129
Mid price: 0.39795
Last price: 0.3979
Mark price: -
Index price: -

Order Book

Bid depth 5: 4922
Ask depth 5: 7931
Bid depth 10: 14899
Ask depth 10: 15929
Bid depth 20: 36989
Ask depth 20: 46169
Imbalance 5: -0.234109
Imbalance 10: -0.033411
Imbalance 20: -0.110392
Top bid size: 49
Top ask size: 103
Bid wall score: 0.001325
Ask wall score: 0.002231

Dynamics

Bid depth 5 delta: -1775
Ask depth 5 delta: 1073
Imbalance 5 delta: -0.222231
Bid depth 10 delta: -852
Ask depth 10 delta: -900
Imbalance 10 delta: -0.000323
Spread delta: -0.0001
Mid price delta: 0.00005
Wall shift score: -0.007976

Tape

Buy volume: 22092
Sell volume: 10386
Buy/sell delta: 11706
Buy/sell ratio: 2.127094
Avg trade size: 324.78
Large trade count: 10
Largest trade size: 5453

Candle

Return 1: -0.125471
Return 3: 0.251889
Volume 1: 7922
Volume avg 5: 34534.6
Momentum 5: 0

Cross Exchange

Mid avg: 0.398385
Mid median: 0.3983725
Price deviation %: -0.109191
Spread %: 0.375265

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 14535358
Volume 24h: 120019109
Quote volume 24h: 49415423.12764
Price change 24h %: -17.789

Quality

Capture latency ms: 8165
Order book timestamp: 2026-07-08 09:55:18.347000+02:00
Ticker timestamp: 2026-07-08 09:55:10.519000+02:00
Trades timestamp: 2026-07-08 09:55:19.894000+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	-0.20103	-0.20103	-0.20103	0.20103	0.20103	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.20103	0.20103	0.20103	0.20103	-0.20103	0.20103	yes
30s	short	-0.20103	-0.20103	-0.20103	0.20103	0.20103	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.20103	0.20103	0.20103	0.20103	-0.20103	0.20103	yes
60s	short	-0.20103	-0.20103	-0.20103	0.20103	0.20103	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.20103	0.20103	0.20103	0.20103	-0.20103	0.20103	yes

Price

Best bid: 0.3976
Best ask: 0.3977
Spread: 0.0001
Spread %: 0.025148
Mid price: 0.39765
Last price: 0.3982
Mark price: -
Index price: 0.3977

Order Book

Bid depth 5: 1193
Ask depth 5: 1718
Bid depth 10: 3964
Ask depth 10: 5152
Bid depth 20: 24337
Ask depth 20: 17246
Imbalance 5: -0.18035
Imbalance 10: -0.13032
Imbalance 20: 0.170526
Top bid size: 12
Top ask size: 25
Bid wall score: 0.000493
Ask wall score: 0.00145

Dynamics

Bid depth 5 delta: -300
Ask depth 5 delta: 148
Imbalance 5 delta: -0.155212
Bid depth 10 delta: 533
Ask depth 10 delta: 1921
Imbalance 10 delta: -0.160341
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.004693

Tape

Buy volume: 2142
Sell volume: 1968
Buy/sell delta: 174
Buy/sell ratio: 1.088415
Avg trade size: 41.1
Large trade count: 7
Largest trade size: 319

Candle

Return 1: -0.050201
Return 3: 0.277008
Volume 1: 9
Volume avg 5: 235
Momentum 5: 0.100553

Cross Exchange

Mid avg: 0.398385
Mid median: 0.3983725
Price deviation %: -0.184495
Spread %: 0.375265

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2165815
Quote volume 24h: 8989527.719
Price change 24h %: -6.5

Quality

Capture latency ms: 8469
Order book timestamp: 2026-07-08 09:55:09.632000+02:00
Ticker timestamp: 2026-07-08 09:55:07.899000+02:00
Trades timestamp: 2026-07-08 09:55:00.848000+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	-0.062869	-0.062869	-0.062869	0.062869	0.062869	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.062869	0.062869	0.062869	0.062869	-0.062869	0.062869	yes
30s	short	-0.062869	-0.062869	-0.062869	0.062869	0.062869	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.062869	0.062869	0.062869	0.062869	-0.062869	0.062869	yes
60s	short	-0.062869	-0.062869	-0.062869	0.062869	0.062869	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.062869	0.062869	0.062869	0.062869	-0.062869	0.062869	yes

Price

Best bid: 0.39795
Best ask: 0.40034
Spread: 0.00239
Spread %: 0.59878
Mid price: 0.399145
Last price: 0.39855
Mark price: -
Index price: -

Order Book

Bid depth 5: 3637
Ask depth 5: 1873
Bid depth 10: 13501
Ask depth 10: 10497
Bid depth 20: 26222
Ask depth 20: 22957
Imbalance 5: 0.320145
Imbalance 10: 0.125177
Imbalance 20: 0.06639
Top bid size: 14
Top ask size: 113
Bid wall score: 0.000534
Ask wall score: 0.004922

Dynamics

Bid depth 5 delta: -4356
Ask depth 5 delta: -3133
Imbalance 5 delta: 0.090358
Bid depth 10 delta: -16044
Ask depth 10 delta: -17454
Imbalance 10 delta: 0.097453
Spread delta: 0.00122
Mid price delta: 0.00141
Wall shift score: -0.007836

Tape

Buy volume: 12718
Sell volume: 21946
Buy/sell delta: -9228
Buy/sell ratio: 0.579513
Avg trade size: 346.64
Large trade count: 5
Largest trade size: 8426

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 164.4
Momentum 5: -0.247785

Cross Exchange

Mid avg: 0.3980325
Mid median: 0.3978175
Price deviation %: 0.2795
Spread %: 0.300227

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 77244
Volume 24h: 602154
Quote volume 24h: 602154
Price change 24h %: -6.27866

Quality

Capture latency ms: 6947
Order book timestamp: 2026-07-08 09:55:00.797000+02:00
Ticker timestamp: 2026-07-08 09:55:01.146000+02:00
Trades timestamp: 2026-07-08 09:54:41.581000+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	-0.304401	-0.304401	-0.304401	0.304401	0.304401	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.304401	0.304401	0.304401	0.304401	-0.304401	0.304401	yes
30s	short	-0.304401	-0.304401	-0.304401	0.304401	0.304401	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.304401	0.304401	0.304401	0.304401	-0.304401	0.304401	yes
60s	short	-0.304401	-0.304401	-0.304401	0.304401	0.304401	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.304401	0.304401	0.304401	0.304401	-0.304401	0.304401	yes

Price

Best bid: 0.39879
Best ask: 0.3989
Spread: 0.00011
Spread %: 0.02758
Mid price: 0.398845
Last price: 0.3987
Mark price: 0.39795
Index price: 0.397955

Order Book

Bid depth 5: 5
Ask depth 5: 8
Bid depth 10: 24
Ask depth 10: 33
Bid depth 20: 58
Ask depth 20: 127
Imbalance 5: -0.230769
Imbalance 10: -0.157895
Imbalance 20: -0.372973
Top bid size: 1
Top ask size: 2
Bid wall score: 0.017241
Ask wall score: 0.015748

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.064103
Bid depth 10 delta: 14
Ask depth 10 delta: 4
Imbalance 10 delta: 0.329285
Spread delta: -0.00003
Mid price delta: 0.001395
Wall shift score: -0.008275

Tape

Buy volume: 64
Sell volume: 71
Buy/sell delta: -7
Buy/sell ratio: 0.901408
Avg trade size: 1.35
Large trade count: 4
Largest trade size: 7

Candle

Return 1: 0.347327
Return 3: 0.032617
Volume 1: 9
Volume avg 5: 31.8
Momentum 5: -0.137758

Cross Exchange

Mid avg: 0.39768375
Mid median: 0.3976925
Price deviation %: 0.292003
Spread %: 0.113155

Funding / OI / Volume

Funding rate: 0.000047
Funding delta: 0
Funding abs: 0.000047
Funding pressure: 0.000047
Open interest: -
Volume 24h: 6773700
Quote volume 24h: 2766506
Price change 24h %: -17.48

Quality

Capture latency ms: 11665
Order book timestamp: 2026-07-08 09:54:48+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:24:57.287000+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	-0.295854	-0.295854	-0.295854	0.295854	0.295854	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.295854	0.295854	0.295854	0.295854	-0.295854	0.295854	yes
30s	short	-0.295854	-0.295854	-0.295854	0.295854	0.295854	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.295854	0.295854	0.295854	0.295854	-0.295854	0.295854	yes
60s	short	-0.295854	-0.295854	-0.295854	0.295854	0.295854	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.295854	0.295854	0.295854	0.295854	-0.295854	0.295854	yes

Price

Best bid: 0.3978
Best ask: 0.398
Spread: 0.0002
Spread %: 0.050264
Mid price: 0.3979
Last price: 0.3977
Mark price: -
Index price: -

Order Book

Bid depth 5: 6697
Ask depth 5: 6858
Bid depth 10: 15751
Ask depth 10: 16829
Bid depth 20: 38160
Ask depth 20: 47397
Imbalance 5: -0.011878
Imbalance 10: -0.033088
Imbalance 20: -0.107963
Top bid size: 302
Top ask size: 40
Bid wall score: 0.007914
Ask wall score: 0.000844

Dynamics

Bid depth 5 delta: 96
Ask depth 5 delta: 1484
Imbalance 5 delta: -0.114341
Bid depth 10 delta: -1361
Ask depth 10 delta: -7569
Imbalance 10 delta: 0.142436
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: 0.007104

Tape

Buy volume: 11828
Sell volume: 14924
Buy/sell delta: -3096
Buy/sell ratio: 0.792549
Avg trade size: 267.52
Large trade count: 8
Largest trade size: 5453

Candle

Return 1: 0.201461
Return 3: -0.050239
Volume 1: 10952
Volume avg 5: 42636.4
Momentum 5: -0.450338

Cross Exchange

Mid avg: 0.39748375
Mid median: 0.39755
Price deviation %: 0.104721
Spread %: 0.159755

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 14531767
Volume 24h: 120012578
Quote volume 24h: 49414178.94174
Price change 24h %: -17.848

Quality

Capture latency ms: 6785
Order book timestamp: 2026-07-08 09:54:35.527000+02:00
Ticker timestamp: 2026-07-08 09:54:29.681000+02:00
Trades timestamp: 2026-07-08 09:54:36.886000+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	0.012566	0.012566	0.012566	0.012566	0.012566	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.012566	0.012566	0.012566	0.012566	0.012566	-0.012566	yes
30s	flat	0.012566	0.012566	0.012566	0.012566	0.012566	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.012566	0.012566	0.012566	0.012566	0.012566	-0.012566	yes
60s	flat	0.012566	0.012566	0.012566	0.012566	0.012566	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.012566	0.012566	0.012566	0.012566	0.012566	-0.012566	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 36035
gate: 36034
htx: 35786
mexc: 36029

By Symbol

VELVET/USDT:USDT: 143884

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