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: 145028
Total labels: 435084
Pending labels: 115
Eligible pending labels: 67
Labeled snapshots: 434969
Labels with advanced TP/SL: 415971
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001244
Avg long MAE 30s: 0.001244
Avg short MFE 30s: 0.301068
Avg short MAE 30s: 0.301068
Long labels: 174922
Short labels: 177886
Flat labels: 82161
Latest snapshot: 2026-07-08 20:28:18.763151+02:00
Recent trades snapshots: 145018
Micro candles: 2900280
Avg data quality: 75.8996193838431199
Latest latency: 5483 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 279 of 14503 · 145028 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-08 12:57:13.144336+02:00	gate	VELVET/USDT:USDT	0.41318	68	10872 ms	10s short -0.295271 30s short -0.295271 60s short -0.295271	advanced ready
2026-07-08 12:57:01.973744+02:00	binance	VELVET/USDT:USDT	0.4128	80	6869 ms	10s long 0.157461 30s long 0.157461 60s long 0.157461	advanced ready
2026-07-08 12:56:54.819258+02:00	mexc	VELVET/USDT:USDT	0.413	68	5609 ms	10s long 0.108959 30s long 0.108959 60s long 0.108959	advanced ready
2026-07-08 12:56:49.125653+02:00	htx	VELVET/USDT:USDT	0.412935	80	5625 ms	10s long 0.232482 30s long 0.232482 60s long 0.232482	advanced ready
2026-07-08 12:56:37.236139+02:00	gate	VELVET/USDT:USDT	0.412875	68	9874 ms	10s long 0.073872 30s long 0.073872 60s long 0.073872	advanced ready
2026-07-08 12:56:27.081498+02:00	binance	VELVET/USDT:USDT	0.4124	80	6187 ms	10s long 0.096993 30s long 0.096993 60s long 0.096993	advanced ready
2026-07-08 12:56:20.738384+02:00	mexc	VELVET/USDT:USDT	0.41335	78	4987 ms	10s short -0.084674 30s short -0.084674 60s short -0.084674	advanced ready
2026-07-08 12:56:15.486319+02:00	htx	VELVET/USDT:USDT	0.412715	80	6574 ms	10s long 0.053306 30s long 0.053306 60s long 0.053306	advanced ready
2026-07-08 12:56:01.702773+02:00	gate	VELVET/USDT:USDT	0.414765	68	9971 ms	10s short -0.45568 30s short -0.45568 60s short -0.45568	advanced ready
2026-07-08 12:55:51.610368+02:00	binance	VELVET/USDT:USDT	0.4141	80	5854 ms	10s short -0.410529 30s short -0.410529 60s short -0.410529	advanced ready

Price

Best bid: 0.41306
Best ask: 0.4133
Spread: 0.00024
Spread %: 0.058086
Mid price: 0.41318
Last price: 0.41319
Mark price: 0.41367
Index price: 0.414285

Order Book

Bid depth 5: 6
Ask depth 5: 13
Bid depth 10: 14
Ask depth 10: 30
Bid depth 20: 76
Ask depth 20: 66
Imbalance 5: -0.368421
Imbalance 10: -0.363636
Imbalance 20: 0.070423
Top bid size: 2
Top ask size: 1
Bid wall score: 0.026316
Ask wall score: 0.015152

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: -1
Ask depth 10 delta: -16
Imbalance 10 delta: 0.14456
Spread delta: -0.00003
Mid price delta: 0.000305
Wall shift score: 0.010798

Tape

Buy volume: 28
Sell volume: 72
Buy/sell delta: -44
Buy/sell ratio: 0.388889
Avg trade size: 1
Large trade count: 0
Largest trade size: 1

Candle

Return 1: 0.024208
Return 3: -0.620535
Volume 1: 11
Volume avg 5: 45
Momentum 5: -0.325662

Cross Exchange

Mid avg: 0.4129025
Mid median: 0.412905
Price deviation %: 0.067207
Spread %: 0.048438

Funding / OI / Volume

Funding rate: -0.000128
Funding delta: -0.000006
Funding abs: 0.000128
Funding pressure: 0.000134
Open interest: -
Volume 24h: 8097600
Quote volume 24h: 3259089
Price change 24h %: -10.45

Quality

Capture latency ms: 10872
Order book timestamp: 2026-07-08 12:57:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:08.229000+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	-0.295271	-0.295271	-0.295271	0.295271	0.295271	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.295271	0.295271	0.295271	0.295271	-0.295271	0.295271	yes
30s	short	-0.295271	-0.295271	-0.295271	0.295271	0.295271	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.295271	0.295271	0.295271	0.295271	-0.295271	0.295271	yes
60s	short	-0.295271	-0.295271	-0.295271	0.295271	0.295271	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.295271	0.295271	0.295271	0.295271	-0.295271	0.295271	yes

Price

Best bid: 0.4127
Best ask: 0.4129
Spread: 0.0002
Spread %: 0.04845
Mid price: 0.4128
Last price: 0.4127
Mark price: -
Index price: -

Order Book

Bid depth 5: 5022
Ask depth 5: 4782
Bid depth 10: 12734
Ask depth 10: 14290
Bid depth 20: 40810
Ask depth 20: 25946
Imbalance 5: 0.02448
Imbalance 10: -0.057578
Imbalance 20: 0.222662
Top bid size: 71
Top ask size: 397
Bid wall score: 0.00174
Ask wall score: 0.015301

Dynamics

Bid depth 5 delta: 493
Ask depth 5 delta: -236
Imbalance 5 delta: 0.0757
Bid depth 10 delta: -4786
Ask depth 10 delta: 1239
Imbalance 10 delta: -0.203763
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: -0.000795

Tape

Buy volume: 12723
Sell volume: 16033
Buy/sell delta: -3310
Buy/sell ratio: 0.793551
Avg trade size: 287.56
Large trade count: 11
Largest trade size: 2244

Candle

Return 1: -0.289505
Return 3: -0.577339
Volume 1: 35534
Volume avg 5: 38604.6
Momentum 5: -0.313555

Cross Exchange

Mid avg: 0.4128025
Mid median: 0.412905
Price deviation %: -0.000606
Spread %: 0.145348

Funding / OI / Volume

Funding rate: -0.00001628
Funding delta: 0
Funding abs: 0.00001628
Funding pressure: 0.00001628
Open interest: 14264395
Volume 24h: 122071872
Quote volume 24h: 49613572.75275
Price change 24h %: -10.998

Quality

Capture latency ms: 6869
Order book timestamp: 2026-07-08 12:56:59.562000+02:00
Ticker timestamp: 2026-07-08 12:56:51.973000+02:00
Trades timestamp: 2026-07-08 12:57:01.310000+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	0.157461	0.157461	0.157461	0.157461	0.157461	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.157461	0.157461	0.157461	0.157461	0.157461	-0.157461	yes
30s	long	0.157461	0.157461	0.157461	0.157461	0.157461	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.157461	0.157461	0.157461	0.157461	0.157461	-0.157461	yes
60s	long	0.157461	0.157461	0.157461	0.157461	0.157461	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.157461	0.157461	0.157461	0.157461	0.157461	-0.157461	yes

Price

Best bid: 0.4129
Best ask: 0.4131
Spread: 0.0002
Spread %: 0.048426
Mid price: 0.413
Last price: 0.4127
Mark price: -
Index price: 0.4138

Order Book

Bid depth 5: 1008
Ask depth 5: 1092
Bid depth 10: 2813
Ask depth 10: 2778
Bid depth 20: 7253
Ask depth 20: 19843
Imbalance 5: -0.04
Imbalance 10: 0.00626
Imbalance 20: -0.464644
Top bid size: 11
Top ask size: 71
Bid wall score: 0.001517
Ask wall score: 0.003578

Dynamics

Bid depth 5 delta: 218
Ask depth 5 delta: -343
Imbalance 5 delta: 0.249888
Bid depth 10 delta: -713
Ask depth 10 delta: -434
Imbalance 10 delta: -0.040341
Spread delta: 0.0001
Mid price delta: -0.00035
Wall shift score: 0.00667

Tape

Buy volume: 2194
Sell volume: 734
Buy/sell delta: 1460
Buy/sell ratio: 2.989101
Avg trade size: 29.28
Large trade count: 6
Largest trade size: 287

Candle

Return 1: -0.289645
Return 3: -0.577617
Volume 1: 106
Volume avg 5: 370.8
Momentum 5: -0.433839

Cross Exchange

Mid avg: 0.41289
Mid median: 0.412905
Price deviation %: 0.026641
Spread %: 0.230085

Funding / OI / Volume

Funding rate: -0.000017
Funding delta: 0
Funding abs: 0.000017
Funding pressure: 0.000017
Open interest: -
Volume 24h: 2095556
Quote volume 24h: 8571482.701
Price change 24h %: -3.09

Quality

Capture latency ms: 5609
Order book timestamp: 2026-07-08 12:56:53.065000+02:00
Ticker timestamp: 2026-07-08 12:56:52.872000+02:00
Trades timestamp: 2026-07-08 12:56:49.595000+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	0.108959	0.108959	0.108959	0.108959	0.108959	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.108959	0.108959	0.108959	0.108959	0.108959	-0.108959	yes
30s	long	0.108959	0.108959	0.108959	0.108959	0.108959	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.108959	0.108959	0.108959	0.108959	0.108959	-0.108959	yes
60s	long	0.108959	0.108959	0.108959	0.108959	0.108959	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.108959	0.108959	0.108959	0.108959	0.108959	-0.108959	yes

Price

Best bid: 0.41232
Best ask: 0.41355
Spread: 0.00123
Spread %: 0.297868
Mid price: 0.412935
Last price: 0.41565
Mark price: -
Index price: -

Order Book

Bid depth 5: 4327
Ask depth 5: 15348
Bid depth 10: 29375
Ask depth 10: 29431
Bid depth 20: 169100
Ask depth 20: 155658
Imbalance 5: -0.560152
Imbalance 10: -0.000952
Imbalance 20: 0.041391
Top bid size: 85
Top ask size: 764
Bid wall score: 0.000503
Ask wall score: 0.004908

Dynamics

Bid depth 5 delta: -13032
Ask depth 5 delta: 5835
Imbalance 5 delta: -0.852129
Bid depth 10 delta: 9954
Ask depth 10 delta: 17970
Imbalance 10 delta: -0.258708
Spread delta: -0.00488
Mid price delta: 0.00022
Wall shift score: -0.039663

Tape

Buy volume: 10886
Sell volume: 7430
Buy/sell delta: 3456
Buy/sell ratio: 1.465141
Avg trade size: 183.16
Large trade count: 6
Largest trade size: 2398

Candle

Return 1: 0
Return 3: 0.28954
Volume 1: 0
Volume avg 5: 14.8
Momentum 5: 0.956984

Cross Exchange

Mid avg: 0.412835
Mid median: 0.412795
Price deviation %: 0.024223
Spread %: 0.230116

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74269
Volume 24h: 638726
Quote volume 24h: 638726
Price change 24h %: -2.257496

Quality

Capture latency ms: 5625
Order book timestamp: 2026-07-08 12:56:47.501000+02:00
Ticker timestamp: 2026-07-08 12:56:47.929000+02:00
Trades timestamp: 2026-07-08 12:54:52.565000+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	0.232482	0.232482	0.232482	0.232482	0.232482	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.232482	0.232482	0.232482	0.232482	0.232482	-0.232482	yes
30s	long	0.232482	0.232482	0.232482	0.232482	0.232482	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.232482	0.232482	0.232482	0.232482	0.232482	-0.232482	yes
60s	long	0.232482	0.232482	0.232482	0.232482	0.232482	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.232482	0.232482	0.232482	0.232482	0.232482	-0.232482	yes

Price

Best bid: 0.41274
Best ask: 0.41301
Spread: 0.00027
Spread %: 0.065395
Mid price: 0.412875
Last price: 0.41263
Mark price: 0.41391
Index price: 0.414405

Order Book

Bid depth 5: 6
Ask depth 5: 13
Bid depth 10: 15
Ask depth 10: 46
Bid depth 20: 89
Ask depth 20: 92
Imbalance 5: -0.368421
Imbalance 10: -0.508197
Imbalance 20: -0.016575
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011236
Ask wall score: 0.01087

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 5
Imbalance 5 delta: -0.606516
Bid depth 10 delta: -32
Ask depth 10 delta: 14
Imbalance 10 delta: -0.69807
Spread delta: 0.00016
Mid price delta: -0.00189
Wall shift score: 0.02514

Tape

Buy volume: 24
Sell volume: 88
Buy/sell delta: -64
Buy/sell ratio: 0.272727
Avg trade size: 1.12
Large trade count: 1
Largest trade size: 10

Candle

Return 1: -0.51355
Return 3: -0.762386
Volume 1: 21
Volume avg 5: 44.4
Momentum 5: -0.867288

Cross Exchange

Mid avg: 0.4133075
Mid median: 0.4130325
Price deviation %: -0.104644
Spread %: 0.572213

Funding / OI / Volume

Funding rate: -0.000122
Funding delta: 0
Funding abs: 0.000122
Funding pressure: 0.000122
Open interest: -
Volume 24h: 8096000
Quote volume 24h: 3258428
Price change 24h %: -10.92

Quality

Capture latency ms: 9874
Order book timestamp: 2026-07-08 12:56:36+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:08.194000+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	0.073872	0.073872	0.073872	0.073872	0.073872	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.073872	0.073872	0.073872	0.073872	0.073872	-0.073872	yes
30s	long	0.073872	0.073872	0.073872	0.073872	0.073872	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.073872	0.073872	0.073872	0.073872	0.073872	-0.073872	yes
60s	long	0.073872	0.073872	0.073872	0.073872	0.073872	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.073872	0.073872	0.073872	0.073872	0.073872	-0.073872	yes

Price

Best bid: 0.4123
Best ask: 0.4125
Spread: 0.0002
Spread %: 0.048497
Mid price: 0.4124
Last price: 0.4133
Mark price: -
Index price: -

Order Book

Bid depth 5: 4529
Ask depth 5: 5018
Bid depth 10: 17520
Ask depth 10: 13051
Bid depth 20: 41940
Ask depth 20: 27626
Imbalance 5: -0.05122
Imbalance 10: 0.146184
Imbalance 20: 0.205761
Top bid size: 43
Top ask size: 381
Bid wall score: 0.001025
Ask wall score: 0.013791

Dynamics

Bid depth 5 delta: -4029
Ask depth 5 delta: 171
Imbalance 5 delta: -0.328057
Bid depth 10 delta: 946
Ask depth 10 delta: 908
Imbalance 10 delta: -0.008115
Spread delta: 0
Mid price delta: -0.0017
Wall shift score: -0.026307

Tape

Buy volume: 8133
Sell volume: 21788
Buy/sell delta: -13655
Buy/sell ratio: 0.373279
Avg trade size: 299.21
Large trade count: 13
Largest trade size: 2244

Candle

Return 1: -0.53076
Return 3: -0.817898
Volume 1: 23298
Volume avg 5: 36157.4
Momentum 5: -0.554752

Cross Exchange

Mid avg: 0.4137325
Mid median: 0.413725
Price deviation %: -0.322068
Spread %: 0.495489

Funding / OI / Volume

Funding rate: -0.00001628
Funding delta: 0.0000013
Funding abs: 0.00001628
Funding pressure: 0.00001758
Open interest: 14271671
Volume 24h: 122047596
Quote volume 24h: 49603559.70825
Price change 24h %: -10.869

Quality

Capture latency ms: 6187
Order book timestamp: 2026-07-08 12:56:24.485000+02:00
Ticker timestamp: 2026-07-08 12:56:16.357000+02:00
Trades timestamp: 2026-07-08 12:56:25.049000+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	0.096993	0.096993	0.096993	0.096993	0.096993	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.096993	0.096993	0.096993	0.096993	0.096993	-0.096993	yes
30s	long	0.096993	0.096993	0.096993	0.096993	0.096993	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.096993	0.096993	0.096993	0.096993	0.096993	-0.096993	yes
60s	long	0.096993	0.096993	0.096993	0.096993	0.096993	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.096993	0.096993	0.096993	0.096993	0.096993	-0.096993	yes

Price

Best bid: 0.4133
Best ask: 0.4134
Spread: 0.0001
Spread %: 0.024193
Mid price: 0.41335
Last price: 0.4133
Mark price: -
Index price: 0.4145

Order Book

Bid depth 5: 790
Ask depth 5: 1435
Bid depth 10: 3526
Ask depth 10: 3212
Bid depth 20: 14094
Ask depth 20: 13519
Imbalance 5: -0.289888
Imbalance 10: 0.046601
Imbalance 20: 0.020824
Top bid size: 1
Top ask size: 119
Bid wall score: 0.000071
Ask wall score: 0.008802

Dynamics

Bid depth 5 delta: -294
Ask depth 5 delta: 544
Imbalance 5 delta: -0.387609
Bid depth 10 delta: 480
Ask depth 10 delta: 290
Imbalance 10 delta: 0.025824
Spread delta: 0
Mid price delta: -0.0016
Wall shift score: -0.009768

Tape

Buy volume: 2734
Sell volume: 756
Buy/sell delta: 1978
Buy/sell ratio: 3.616402
Avg trade size: 34.9
Large trade count: 5
Largest trade size: 371

Candle

Return 1: -0.241371
Return 3: -0.529483
Volume 1: 18
Volume avg 5: 353.2
Momentum 5: -0.385635

Cross Exchange

Mid avg: 0.4141325
Mid median: 0.4144325
Price deviation %: -0.188949
Spread %: 0.539682

Funding / OI / Volume

Funding rate: -0.000017
Funding delta: 0.000002
Funding abs: 0.000017
Funding pressure: 0.000019
Open interest: -
Volume 24h: 2095485
Quote volume 24h: 8571189.396
Price change 24h %: -2.95

Quality

Capture latency ms: 4987
Order book timestamp: 2026-07-08 12:56:18.908000+02:00
Ticker timestamp: 2026-07-08 12:56:16.895000+02:00
Trades timestamp: 2026-07-08 12:56:15.664000+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	-0.084674	-0.084674	-0.084674	0.084674	0.084674	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.084674	0.084674	0.084674	0.084674	-0.084674	0.084674	yes
30s	short	-0.084674	-0.084674	-0.084674	0.084674	0.084674	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.084674	0.084674	0.084674	0.084674	-0.084674	0.084674	yes
60s	short	-0.084674	-0.084674	-0.084674	0.084674	0.084674	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.084674	0.084674	0.084674	0.084674	-0.084674	0.084674	yes

Price

Best bid: 0.40966
Best ask: 0.41577
Spread: 0.00611
Spread %: 1.48044
Mid price: 0.412715
Last price: 0.41565
Mark price: -
Index price: -

Order Book

Bid depth 5: 17359
Ask depth 5: 9513
Bid depth 10: 19421
Ask depth 10: 11461
Bid depth 20: 25818
Ask depth 20: 21815
Imbalance 5: 0.291977
Imbalance 10: 0.257755
Imbalance 20: 0.084038
Top bid size: 1347
Top ask size: 369
Bid wall score: 0.052173
Ask wall score: 0.016915

Dynamics

Bid depth 5 delta: 11280
Ask depth 5 delta: -5462
Imbalance 5 delta: 0.714509
Bid depth 10 delta: -7806
Ask depth 10 delta: -17620
Imbalance 10 delta: 0.290681
Spread delta: 0.00478
Mid price delta: -0.00237
Wall shift score: 0.034777

Tape

Buy volume: 10886
Sell volume: 7430
Buy/sell delta: 3456
Buy/sell ratio: 1.465141
Avg trade size: 183.16
Large trade count: 6
Largest trade size: 2398

Candle

Return 1: 0
Return 3: 0.28954
Volume 1: 0
Volume avg 5: 14.8
Momentum 5: 0.956984

Cross Exchange

Mid avg: 0.414725
Mid median: 0.4148575
Price deviation %: -0.484659
Spread %: 0.237507

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74269
Volume 24h: 638726
Quote volume 24h: 638726
Price change 24h %: -2.257496

Quality

Capture latency ms: 6574
Order book timestamp: 2026-07-08 12:56:13.401000+02:00
Ticker timestamp: 2026-07-08 12:56:13.741000+02:00
Trades timestamp: 2026-07-08 12:54:52.565000+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	0.053306	0.053306	0.053306	0.053306	0.053306	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.053306	0.053306	0.053306	0.053306	0.053306	-0.053306	yes
30s	long	0.053306	0.053306	0.053306	0.053306	0.053306	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.053306	0.053306	0.053306	0.053306	0.053306	-0.053306	yes
60s	long	0.053306	0.053306	0.053306	0.053306	0.053306	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.053306	0.053306	0.053306	0.053306	0.053306	-0.053306	yes

Price

Best bid: 0.41471
Best ask: 0.41482
Spread: 0.00011
Spread %: 0.026521
Mid price: 0.414765
Last price: 0.41476
Mark price: 0.41511
Index price: 0.415453

Order Book

Bid depth 5: 13
Ask depth 5: 8
Bid depth 10: 47
Ask depth 10: 32
Bid depth 20: 103
Ask depth 20: 58
Imbalance 5: 0.238095
Imbalance 10: 0.189873
Imbalance 20: 0.279503
Top bid size: 1
Top ask size: 2
Bid wall score: 0.009709
Ask wall score: 0.034483

Dynamics

Bid depth 5 delta: 8
Ask depth 5 delta: -5
Imbalance 5 delta: 0.68254
Bid depth 10 delta: 29
Ask depth 10 delta: 11
Imbalance 10 delta: 0.266796
Spread delta: -0.00003
Mid price delta: -0.000795
Wall shift score: -0.025713

Tape

Buy volume: 36
Sell volume: 86
Buy/sell delta: -50
Buy/sell ratio: 0.418605
Avg trade size: 1.22
Large trade count: 2
Largest trade size: 10

Candle

Return 1: 0.014466
Return 3: -0.23569
Volume 1: 1
Volume avg 5: 40.4
Momentum 5: -0.341149

Cross Exchange

Mid avg: 0.41492375
Mid median: 0.4150175
Price deviation %: -0.03826
Spread %: 0.351872

Funding / OI / Volume

Funding rate: -0.000122
Funding delta: 0
Funding abs: 0.000122
Funding pressure: 0.000122
Open interest: -
Volume 24h: 8094800
Quote volume 24h: 3257931
Price change 24h %: -10.46

Quality

Capture latency ms: 9971
Order book timestamp: 2026-07-08 12:56:00+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:08.161000+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	-0.45568	-0.45568	-0.45568	0.45568	0.45568	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.45568	0.45568	0.45568	0.45568	-0.45568	0.45568	yes
30s	short	-0.45568	-0.45568	-0.45568	0.45568	0.45568	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.45568	0.45568	0.45568	0.45568	-0.45568	0.45568	yes
60s	short	-0.45568	-0.45568	-0.45568	0.45568	0.45568	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.45568	0.45568	0.45568	0.45568	-0.45568	0.45568	yes

Price

Best bid: 0.414
Best ask: 0.4142
Spread: 0.0002
Spread %: 0.048298
Mid price: 0.4141
Last price: 0.415
Mark price: -
Index price: -

Order Book

Bid depth 5: 8558
Ask depth 5: 4847
Bid depth 10: 16574
Ask depth 10: 12143
Bid depth 20: 40968
Ask depth 20: 24953
Imbalance 5: 0.276837
Imbalance 10: 0.154299
Imbalance 20: 0.242942
Top bid size: 691
Top ask size: 83
Bid wall score: 0.016867
Ask wall score: 0.003326

Dynamics

Bid depth 5 delta: 4669
Ask depth 5 delta: -172
Imbalance 5 delta: 0.403689
Bid depth 10 delta: 4646
Ask depth 10 delta: -2497
Imbalance 10 delta: 0.256377
Spread delta: 0
Mid price delta: -0.0014
Wall shift score: 0.013787

Tape

Buy volume: 12894
Sell volume: 23214
Buy/sell delta: -10320
Buy/sell ratio: 0.555441
Avg trade size: 361.08
Large trade count: 9
Largest trade size: 4470

Candle

Return 1: -0.240906
Return 3: -0.120598
Volume 1: 36240
Volume avg 5: 43985.4
Momentum 5: 0.363548

Cross Exchange

Mid avg: 0.41527375
Mid median: 0.4152925
Price deviation %: -0.282645
Spread %: 0.146891

Funding / OI / Volume

Funding rate: -0.00001758
Funding delta: 0
Funding abs: 0.00001758
Funding pressure: 0.00001758
Open interest: 14277747
Volume 24h: 122085202
Quote volume 24h: 49621942.91405
Price change 24h %: -10.618

Quality

Capture latency ms: 5854
Order book timestamp: 2026-07-08 12:55:49.437000+02:00
Ticker timestamp: 2026-07-08 12:55:42.931000+02:00
Trades timestamp: 2026-07-08 12:55:51.023000+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	-0.410529	-0.410529	-0.410529	0.410529	0.410529	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.410529	0.410529	0.410529	0.410529	-0.410529	0.410529	yes
30s	short	-0.410529	-0.410529	-0.410529	0.410529	0.410529	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.410529	0.410529	0.410529	0.410529	-0.410529	0.410529	yes
60s	short	-0.410529	-0.410529	-0.410529	0.410529	0.410529	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.410529	0.410529	0.410529	0.410529	-0.410529	0.410529	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 36321
gate: 36320
htx: 36071
mexc: 36316

By Symbol

VELVET/USDT:USDT: 145028

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