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: 144326
Total labels: 432978
Pending labels: 115
Eligible pending labels: 69
Labeled snapshots: 432863
Labels with advanced TP/SL: 413865
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001167
Avg long MAE 30s: 0.001167
Avg short MFE 30s: 0.30132
Avg short MAE 30s: 0.30132
Long labels: 173931
Short labels: 177145
Flat labels: 81787
Latest snapshot: 2026-07-08 18:32:04.961691+02:00
Recent trades snapshots: 144316
Micro candles: 2886240
Avg data quality: 75.9058658869503762
Latest latency: 7605 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 277 of 14433 · 144326 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-08 11:08:42.809482+02:00	htx	VELVET/USDT:USDT	0.39593	80	5837 ms	10s short -0.126285 30s short -0.126285 60s short -0.126285	advanced ready
2026-07-08 11:08:30.608932+02:00	gate	VELVET/USDT:USDT	0.39549	68	10357 ms	10s long 0.054363 30s long 0.054363 60s long 0.054363	advanced ready
2026-07-08 11:08:20.075255+02:00	binance	VELVET/USDT:USDT	0.3947	80	6148 ms	10s long 0.114011 30s long 0.114011 60s long 0.114011	advanced ready
2026-07-08 11:08:13.772522+02:00	mexc	VELVET/USDT:USDT	0.39395	78	4313 ms	10s long 0.533063 30s long 0.533063 60s long 0.533063	advanced ready
2026-07-08 11:08:09.300488+02:00	htx	VELVET/USDT:USDT	0.39418	80	6317 ms	10s long 0.44396 30s long 0.44396 60s long 0.44396	advanced ready
2026-07-08 11:07:56.733657+02:00	gate	VELVET/USDT:USDT	0.39555	68	9986 ms	10s flat -0.015169 30s flat -0.015169 60s flat -0.015169	advanced ready
2026-07-08 11:07:46.456992+02:00	binance	VELVET/USDT:USDT	0.39645	80	6341 ms	10s short -0.441418 30s short -0.441418 60s short -0.441418	advanced ready
2026-07-08 11:07:39.984201+02:00	mexc	VELVET/USDT:USDT	0.39595	78	4643 ms	10s short -0.505114 30s short -0.505114 60s short -0.505114	advanced ready
2026-07-08 11:07:35.239509+02:00	htx	VELVET/USDT:USDT	0.39633	80	5757 ms	10s short -0.542477 30s short -0.542477 60s short -0.542477	advanced ready
2026-07-08 11:07:23.299718+02:00	gate	VELVET/USDT:USDT	0.39567	68	10154 ms	10s flat -0.030328 30s flat -0.030328 60s flat -0.030328	advanced ready

Price

Best bid: 0.39524
Best ask: 0.39662
Spread: 0.00138
Spread %: 0.348546
Mid price: 0.39593
Last price: 0.39494
Mark price: -
Index price: -

Order Book

Bid depth 5: 5894
Ask depth 5: 23978
Bid depth 10: 26400
Ask depth 10: 38280
Bid depth 20: 40147
Ask depth 20: 170090
Imbalance 5: -0.605383
Imbalance 10: -0.183673
Imbalance 20: -0.618079
Top bid size: 1178
Top ask size: 489
Bid wall score: 0.029342
Ask wall score: 0.002875

Dynamics

Bid depth 5 delta: 664
Ask depth 5 delta: 2151
Imbalance 5 delta: 0.008026
Bid depth 10 delta: 6322
Ask depth 10 delta: 5861
Imbalance 10 delta: 0.051407
Spread delta: 0.0001
Mid price delta: 0.00175
Wall shift score: 0.021196

Tape

Buy volume: 43288
Sell volume: 11944
Buy/sell delta: 31344
Buy/sell ratio: 3.624246
Avg trade size: 552.32
Large trade count: 8
Largest trade size: 2480

Candle

Return 1: 0.994758
Return 3: -0.192065
Volume 1: 252
Volume avg 5: 7996.4
Momentum 5: -1.34146

Cross Exchange

Mid avg: 0.39458
Mid median: 0.39444
Price deviation %: 0.342136
Spread %: 0.390288

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72563
Volume 24h: 659588
Quote volume 24h: 659588
Price change 24h %: -7.127572

Quality

Capture latency ms: 5837
Order book timestamp: 2026-07-08 11:08:41.097000+02:00
Ticker timestamp: 2026-07-08 11:08:41.551000+02:00
Trades timestamp: 2026-07-08 11:08:19.511000+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	-0.126285	-0.126285	-0.126285	0.126285	0.126285	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.126285	0.126285	0.126285	0.126285	-0.126285	0.126285	yes
30s	short	-0.126285	-0.126285	-0.126285	0.126285	0.126285	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.126285	0.126285	0.126285	0.126285	-0.126285	0.126285	yes
60s	short	-0.126285	-0.126285	-0.126285	0.126285	0.126285	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.126285	0.126285	0.126285	0.126285	-0.126285	0.126285	yes

Price

Best bid: 0.39528
Best ask: 0.3957
Spread: 0.00042
Spread %: 0.106197
Mid price: 0.39549
Last price: 0.39531
Mark price: 0.395
Index price: 0.39504

Order Book

Bid depth 5: 14
Ask depth 5: 5
Bid depth 10: 43
Ask depth 10: 39
Bid depth 20: 138
Ask depth 20: 109
Imbalance 5: 0.473684
Imbalance 10: 0.04878
Imbalance 20: 0.117409
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007246
Ask wall score: 0.009174

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -9
Imbalance 5 delta: 0.510721
Bid depth 10 delta: 2
Ask depth 10 delta: -1
Imbalance 10 delta: 0.036435
Spread delta: 0.00002
Mid price delta: -0.00006
Wall shift score: 0.007109

Tape

Buy volume: 139
Sell volume: 225
Buy/sell delta: -86
Buy/sell ratio: 0.617778
Avg trade size: 3.64
Large trade count: 10
Largest trade size: 45

Candle

Return 1: 0.595465
Return 3: -0.045513
Volume 1: 62
Volume avg 5: 234.8
Momentum 5: -1.128008

Cross Exchange

Mid avg: 0.394595
Mid median: 0.39444
Price deviation %: 0.226815
Spread %: 0.405479

Funding / OI / Volume

Funding rate: -0.000122
Funding delta: -0.000084
Funding abs: 0.000122
Funding pressure: 0.000206
Open interest: -
Volume 24h: 7168000
Quote volume 24h: 2898034
Price change 24h %: -15.68

Quality

Capture latency ms: 10357
Order book timestamp: 2026-07-08 11:08:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:01.709000+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	0.054363	0.054363	0.054363	0.054363	0.054363	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.054363	0.054363	0.054363	0.054363	0.054363	-0.054363	yes
30s	long	0.054363	0.054363	0.054363	0.054363	0.054363	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.054363	0.054363	0.054363	0.054363	0.054363	-0.054363	yes
60s	long	0.054363	0.054363	0.054363	0.054363	0.054363	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.054363	0.054363	0.054363	0.054363	0.054363	-0.054363	yes

Price

Best bid: 0.3946
Best ask: 0.3948
Spread: 0.0002
Spread %: 0.050671
Mid price: 0.3947
Last price: 0.3943
Mark price: -
Index price: -

Order Book

Bid depth 5: 4849
Ask depth 5: 7749
Bid depth 10: 11218
Ask depth 10: 15817
Bid depth 20: 28647
Ask depth 20: 44554
Imbalance 5: -0.230195
Imbalance 10: -0.170113
Imbalance 20: -0.217306
Top bid size: 1304
Top ask size: 66
Bid wall score: 0.04552
Ask wall score: 0.001481

Dynamics

Bid depth 5 delta: 618
Ask depth 5 delta: 918
Imbalance 5 delta: 0.004844
Bid depth 10 delta: -1264
Ask depth 10 delta: -1842
Imbalance 10 delta: 0.001647
Spread delta: 0.0001
Mid price delta: -0.00175
Wall shift score: 0.04488

Tape

Buy volume: 25637
Sell volume: 7100
Buy/sell delta: 18537
Buy/sell ratio: 3.610845
Avg trade size: 327.37
Large trade count: 9
Largest trade size: 2684

Candle

Return 1: 0.330536
Return 3: -0.025336
Volume 1: 34265
Volume avg 5: 173494.8
Momentum 5: -1.053159

Cross Exchange

Mid avg: 0.3950325
Mid median: 0.394865
Price deviation %: -0.08417
Spread %: 0.632859

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 14482485
Volume 24h: 122401415
Quote volume 24h: 50180853.74117
Price change 24h %: -16.053

Quality

Capture latency ms: 6148
Order book timestamp: 2026-07-08 11:08:17.803000+02:00
Ticker timestamp: 2026-07-08 11:08:12.753000+02:00
Trades timestamp: 2026-07-08 11:08:18.749000+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	0.114011	0.114011	0.114011	0.114011	0.114011	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.114011	0.114011	0.114011	0.114011	0.114011	-0.114011	yes
30s	long	0.114011	0.114011	0.114011	0.114011	0.114011	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.114011	0.114011	0.114011	0.114011	0.114011	-0.114011	yes
60s	long	0.114011	0.114011	0.114011	0.114011	0.114011	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.114011	0.114011	0.114011	0.114011	0.114011	-0.114011	yes

Price

Best bid: 0.3939
Best ask: 0.394
Spread: 0.0001
Spread %: 0.025384
Mid price: 0.39395
Last price: 0.3942
Mark price: -
Index price: 0.3943

Order Book

Bid depth 5: 1079
Ask depth 5: 1174
Bid depth 10: 2735
Ask depth 10: 3576
Bid depth 20: 13852
Ask depth 20: 15026
Imbalance 5: -0.042166
Imbalance 10: -0.133259
Imbalance 20: -0.040654
Top bid size: 28
Top ask size: 155
Bid wall score: 0.002021
Ask wall score: 0.010315

Dynamics

Bid depth 5 delta: 30
Ask depth 5 delta: 343
Imbalance 5 delta: -0.158123
Bid depth 10 delta: -355
Ask depth 10 delta: -576
Imbalance 10 delta: 0.013385
Spread delta: 0
Mid price delta: -0.002
Wall shift score: -0.008412

Tape

Buy volume: 938
Sell volume: 2754
Buy/sell delta: -1816
Buy/sell ratio: 0.340595
Avg trade size: 36.92
Large trade count: 4
Largest trade size: 254

Candle

Return 1: 0.203614
Return 3: -0.354341
Volume 1: 88
Volume avg 5: 992.6
Momentum 5: -1.303585

Cross Exchange

Mid avg: 0.3955325
Mid median: 0.39575
Price deviation %: -0.400094
Spread %: 0.57391

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2154488
Quote volume 24h: 8888628.231
Price change 24h %: -7.44

Quality

Capture latency ms: 4313
Order book timestamp: 2026-07-08 11:08:12.306000+02:00
Ticker timestamp: 2026-07-08 11:08:10.763000+02:00
Trades timestamp: 2026-07-08 11:08:11.595000+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	long	0.533063	0.533063	0.533063	0.533063	0.533063	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.533063	0.533063	0.533063	0.533063	0.533063	-0.533063	yes
30s	long	0.533063	0.533063	0.533063	0.533063	0.533063	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.533063	0.533063	0.533063	0.533063	0.533063	-0.533063	yes
60s	long	0.533063	0.533063	0.533063	0.533063	0.533063	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.533063	0.533063	0.533063	0.533063	0.533063	-0.533063	yes

Price

Best bid: 0.39354
Best ask: 0.39482
Spread: 0.00128
Spread %: 0.324725
Mid price: 0.39418
Last price: 0.39105
Mark price: -
Index price: -

Order Book

Bid depth 5: 5230
Ask depth 5: 21827
Bid depth 10: 20078
Ask depth 10: 32419
Bid depth 20: 38885
Ask depth 20: 164987
Imbalance 5: -0.613409
Imbalance 10: -0.23508
Imbalance 20: -0.618535
Top bid size: 365
Top ask size: 679
Bid wall score: 0.009387
Ask wall score: 0.004115

Dynamics

Bid depth 5 delta: -998
Ask depth 5 delta: 18202
Imbalance 5 delta: -0.877592
Bid depth 10 delta: -1517
Ask depth 10 delta: 2565
Imbalance 10 delta: -0.074552
Spread delta: 0.0001
Mid price delta: -0.00215
Wall shift score: -0.008399

Tape

Buy volume: 43288
Sell volume: 11804
Buy/sell delta: 31484
Buy/sell ratio: 3.667231
Avg trade size: 550.92
Large trade count: 8
Largest trade size: 2480

Candle

Return 1: 0
Return 3: -1.175133
Volume 1: 0
Volume avg 5: 7946
Momentum 5: -2.313207

Cross Exchange

Mid avg: 0.39607
Mid median: 0.39614
Price deviation %: -0.477188
Spread %: 0.227233

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72689
Volume 24h: 659336
Quote volume 24h: 659336
Price change 24h %: -8.042328

Quality

Capture latency ms: 6317
Order book timestamp: 2026-07-08 11:08:07.897000+02:00
Ticker timestamp: 2026-07-08 11:08:08.155000+02:00
Trades timestamp: 2026-07-08 11:07:57.755000+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	0.44396	0.44396	0.44396	0.44396	0.44396	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.44396	0.44396	0.44396	0.44396	0.44396	-0.44396	yes
30s	long	0.44396	0.44396	0.44396	0.44396	0.44396	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.44396	0.44396	0.44396	0.44396	0.44396	-0.44396	yes
60s	long	0.44396	0.44396	0.44396	0.44396	0.44396	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.44396	0.44396	0.44396	0.44396	0.44396	-0.44396	yes

Price

Best bid: 0.39535
Best ask: 0.39575
Spread: 0.0004
Spread %: 0.101125
Mid price: 0.39555
Last price: 0.39648
Mark price: 0.39624
Index price: 0.396255

Order Book

Bid depth 5: 13
Ask depth 5: 14
Bid depth 10: 41
Ask depth 10: 40
Bid depth 20: 141
Ask depth 20: 124
Imbalance 5: -0.037037
Imbalance 10: 0.012346
Imbalance 20: 0.064151
Top bid size: 1
Top ask size: 2
Bid wall score: 0.007092
Ask wall score: 0.016129

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: 2
Imbalance 5 delta: 0.226121
Bid depth 10 delta: 7
Ask depth 10 delta: 0
Imbalance 10 delta: 0.093427
Spread delta: -0.00002
Mid price delta: -0.00012
Wall shift score: -0.004928

Tape

Buy volume: 182
Sell volume: 240
Buy/sell delta: -58
Buy/sell ratio: 0.758333
Avg trade size: 4.22
Large trade count: 7
Largest trade size: 16

Candle

Return 1: 0.027752
Return 3: 0.159151
Volume 1: 152
Volume avg 5: 193.8
Momentum 5: -0.063015

Cross Exchange

Mid avg: 0.3961
Mid median: 0.39614
Price deviation %: -0.138854
Spread %: 0.19692

Funding / OI / Volume

Funding rate: -0.000038
Funding delta: 0
Funding abs: 0.000038
Funding pressure: 0.000038
Open interest: -
Volume 24h: 7130200
Quote volume 24h: 2883217
Price change 24h %: -15.54

Quality

Capture latency ms: 9986
Order book timestamp: 2026-07-08 11:07:55+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:01.658000+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	-0.015169	-0.015169	-0.015169	0.015169	0.015169	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.015169	0.015169	0.015169	0.015169	-0.015169	0.015169	yes
30s	flat	-0.015169	-0.015169	-0.015169	0.015169	0.015169	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.015169	0.015169	0.015169	0.015169	-0.015169	0.015169	yes
60s	flat	-0.015169	-0.015169	-0.015169	0.015169	0.015169	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.015169	0.015169	0.015169	0.015169	-0.015169	0.015169	yes

Price

Best bid: 0.3964
Best ask: 0.3965
Spread: 0.0001
Spread %: 0.025224
Mid price: 0.39645
Last price: 0.3962
Mark price: -
Index price: -

Order Book

Bid depth 5: 4231
Ask depth 5: 6831
Bid depth 10: 12482
Ask depth 10: 17659
Bid depth 20: 30064
Ask depth 20: 44191
Imbalance 5: -0.235039
Imbalance 10: -0.171759
Imbalance 20: -0.19025
Top bid size: 40
Top ask size: 96
Bid wall score: 0.00133
Ask wall score: 0.002172

Dynamics

Bid depth 5 delta: -1326
Ask depth 5 delta: 2570
Imbalance 5 delta: -0.367041
Bid depth 10 delta: -2005
Ask depth 10 delta: 4181
Imbalance 10 delta: -0.20784
Spread delta: -0.0001
Mid price delta: 0.00135
Wall shift score: -0.011228

Tape

Buy volume: 22770
Sell volume: 23425
Buy/sell delta: -655
Buy/sell ratio: 0.972038
Avg trade size: 461.95
Large trade count: 6
Largest trade size: 2674

Candle

Return 1: 0.025221
Return 3: 0.328864
Volume 1: 77566
Volume avg 5: 137911.2
Momentum 5: 0.050454

Cross Exchange

Mid avg: 0.3957625
Mid median: 0.39581
Price deviation %: 0.173715
Spread %: 0.310792

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 14479190
Volume 24h: 122123114
Quote volume 24h: 50074720.67745
Price change 24h %: -15.72

Quality

Capture latency ms: 6341
Order book timestamp: 2026-07-08 11:07:44.285000+02:00
Ticker timestamp: 2026-07-08 11:07:34.881000+02:00
Trades timestamp: 2026-07-08 11:07:45.264000+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	-0.441418	-0.441418	-0.441418	0.441418	0.441418	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.441418	0.441418	0.441418	0.441418	-0.441418	0.441418	yes
30s	short	-0.441418	-0.441418	-0.441418	0.441418	0.441418	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.441418	0.441418	0.441418	0.441418	-0.441418	0.441418	yes
60s	short	-0.441418	-0.441418	-0.441418	0.441418	0.441418	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.441418	0.441418	0.441418	0.441418	-0.441418	0.441418	yes

Price

Best bid: 0.3959
Best ask: 0.396
Spread: 0.0001
Spread %: 0.025256
Mid price: 0.39595
Last price: 0.3956
Mark price: -
Index price: 0.3959

Order Book

Bid depth 5: 1049
Ask depth 5: 831
Bid depth 10: 3090
Ask depth 10: 4152
Bid depth 20: 14911
Ask depth 20: 16271
Imbalance 5: 0.115957
Imbalance 10: -0.146645
Imbalance 20: -0.043615
Top bid size: 10
Top ask size: 9
Bid wall score: 0.000671
Ask wall score: 0.000553

Dynamics

Bid depth 5 delta: 16
Ask depth 5 delta: -522
Imbalance 5 delta: 0.250073
Bid depth 10 delta: 223
Ask depth 10 delta: 801
Imbalance 10 delta: -0.068806
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.004196

Tape

Buy volume: 1154
Sell volume: 2530
Buy/sell delta: -1376
Buy/sell ratio: 0.456126
Avg trade size: 36.84
Large trade count: 4
Largest trade size: 201

Candle

Return 1: -0.050467
Return 3: 0.151707
Volume 1: 195
Volume avg 5: 1126.6
Momentum 5: -0.302039

Cross Exchange

Mid avg: 0.3957375
Mid median: 0.39576
Price deviation %: 0.053697
Spread %: 0.310812

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2153354
Quote volume 24h: 8884168.306
Price change 24h %: -7.11

Quality

Capture latency ms: 4643
Order book timestamp: 2026-07-08 11:07:37.263000+02:00
Ticker timestamp: 2026-07-08 11:07:37.767000+02:00
Trades timestamp: 2026-07-08 11:07:38.727000+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	-0.505114	-0.505114	-0.505114	0.505114	0.505114	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.505114	0.505114	0.505114	0.505114	-0.505114	0.505114	yes
30s	short	-0.505114	-0.505114	-0.505114	0.505114	0.505114	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.505114	0.505114	0.505114	0.505114	-0.505114	0.505114	yes
60s	short	-0.505114	-0.505114	-0.505114	0.505114	0.505114	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.505114	0.505114	0.505114	0.505114	-0.505114	0.505114	yes

Price

Best bid: 0.39574
Best ask: 0.39692
Spread: 0.00118
Spread %: 0.297732
Mid price: 0.39633
Last price: 0.3957
Mark price: -
Index price: -

Order Book

Bid depth 5: 6228
Ask depth 5: 3625
Bid depth 10: 21595
Ask depth 10: 29854
Bid depth 20: 40687
Ask depth 20: 159992
Imbalance 5: 0.264183
Imbalance 10: -0.160528
Imbalance 20: -0.594507
Top bid size: 633
Top ask size: 302
Bid wall score: 0.015558
Ask wall score: 0.001888

Dynamics

Bid depth 5 delta: 1566
Ask depth 5 delta: -14252
Imbalance 5 delta: 0.850501
Bid depth 10 delta: -1905
Ask depth 10 delta: -3528
Imbalance 10 delta: 0.0132
Spread delta: 0.00021
Mid price delta: -0.000305
Wall shift score: 0.020203

Tape

Buy volume: 43288
Sell volume: 11618
Buy/sell delta: 31670
Buy/sell ratio: 3.725943
Avg trade size: 549.06
Large trade count: 8
Largest trade size: 2480

Candle

Return 1: 0
Return 3: -1.151608
Volume 1: 39530
Volume avg 5: 8071.2
Momentum 5: -0.916466

Cross Exchange

Mid avg: 0.39581375
Mid median: 0.39576
Price deviation %: 0.130428
Spread %: 0.387809

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 76083
Volume 24h: 620208
Quote volume 24h: 620208
Price change 24h %: -6.948854

Quality

Capture latency ms: 5757
Order book timestamp: 2026-07-08 11:07:33.797000+02:00
Ticker timestamp: 2026-07-08 11:07:34.104000+02:00
Trades timestamp: 2026-07-08 11:07:26.377000+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	-0.542477	-0.542477	-0.542477	0.542477	0.542477	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.542477	0.542477	0.542477	0.542477	-0.542477	0.542477	yes
30s	short	-0.542477	-0.542477	-0.542477	0.542477	0.542477	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.542477	0.542477	0.542477	0.542477	-0.542477	0.542477	yes
60s	short	-0.542477	-0.542477	-0.542477	0.542477	0.542477	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.542477	0.542477	0.542477	0.542477	-0.542477	0.542477	yes

Price

Best bid: 0.39546
Best ask: 0.39588
Spread: 0.00042
Spread %: 0.106149
Mid price: 0.39567
Last price: 0.39608
Mark price: 0.39578
Index price: 0.395798

Order Book

Bid depth 5: 7
Ask depth 5: 12
Bid depth 10: 34
Ask depth 10: 40
Bid depth 20: 133
Ask depth 20: 86
Imbalance 5: -0.263158
Imbalance 10: -0.081081
Imbalance 20: 0.214612
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007519
Ask wall score: 0.011628

Dynamics

Bid depth 5 delta: -23
Ask depth 5 delta: 6
Imbalance 5 delta: -0.929825
Bid depth 10 delta: -23
Ask depth 10 delta: 4
Imbalance 10 delta: -0.306888
Spread delta: -0.00006
Mid price delta: -0.00086
Wall shift score: -0.009284

Tape

Buy volume: 159
Sell volume: 186
Buy/sell delta: -27
Buy/sell ratio: 0.854839
Avg trade size: 3.45
Large trade count: 10
Largest trade size: 16

Candle

Return 1: -0.073164
Return 3: 0.058103
Volume 1: 19
Volume avg 5: 167.2
Momentum 5: -0.163839

Cross Exchange

Mid avg: 0.39602875
Mid median: 0.39619
Price deviation %: -0.090587
Spread %: 0.387598

Funding / OI / Volume

Funding rate: -0.000038
Funding delta: 0.000009
Funding abs: 0.000038
Funding pressure: 0.000047
Open interest: -
Volume 24h: 7113400
Quote volume 24h: 2876563
Price change 24h %: -15.63

Quality

Capture latency ms: 10154
Order book timestamp: 2026-07-08 11:07:22+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:01.624000+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	-0.030328	-0.030328	-0.030328	0.030328	0.030328	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.030328	0.030328	0.030328	0.030328	-0.030328	0.030328	yes
30s	flat	-0.030328	-0.030328	-0.030328	0.030328	0.030328	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.030328	0.030328	0.030328	0.030328	-0.030328	0.030328	yes
60s	flat	-0.030328	-0.030328	-0.030328	0.030328	0.030328	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.030328	0.030328	0.030328	0.030328	-0.030328	0.030328	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 36146
gate: 36144
htx: 35896
mexc: 36140

By Symbol

VELVET/USDT:USDT: 144326

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