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: 145417
Total labels: 436251
Pending labels: 108
Eligible pending labels: 62
Labeled snapshots: 436143
Labels with advanced TP/SL: 417145
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001242
Avg long MAE 30s: 0.001242
Avg short MFE 30s: 0.300791
Avg short MAE 30s: 0.300791
Long labels: 175427
Short labels: 178326
Flat labels: 82390
Latest snapshot: 2026-07-08 21:32:08.314655+02:00
Recent trades snapshots: 145407
Micro candles: 2908060
Avg data quality: 75.8963807532819409
Latest latency: 11990 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 280 of 14542 · 145417 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-08 14:01:20.301486+02:00	binance	VELVET/USDT:USDT	0.42535	80	8520 ms	10s long 0.681791 30s long 0.681791 60s long 0.681791	advanced ready
2026-07-08 14:01:11.475185+02:00	mexc	VELVET/USDT:USDT	0.4249	68	5784 ms	10s long 0.988468 30s long 0.988468 60s long 0.988468	advanced ready
2026-07-08 14:01:05.331546+02:00	htx	VELVET/USDT:USDT	0.424695	80	7333 ms	10s long 0.95598 30s long 0.95598 60s long 0.95598	advanced ready
2026-07-08 14:00:50.177324+02:00	gate	VELVET/USDT:USDT	0.42387	68	11294 ms	10s long 0.444712 30s long 0.444712 60s long 0.444712	advanced ready
2026-07-08 14:00:38.519042+02:00	binance	VELVET/USDT:USDT	0.42365	80	7871 ms	10s long 0.401275 30s long 0.401275 60s long 0.401275	advanced ready
2026-07-08 14:00:30.332628+02:00	mexc	VELVET/USDT:USDT	0.4236	68	7530 ms	10s long 0.306893 30s long 0.306893 60s long 0.306893	advanced ready
2026-07-08 14:00:22.520760+02:00	htx	VELVET/USDT:USDT	0.424035	80	8310 ms	10s long 0.155648 30s long 0.155648 60s long 0.155648	advanced ready
2026-07-08 14:00:06.764089+02:00	gate	VELVET/USDT:USDT	0.423905	68	13509 ms	10s flat -0.008257 30s flat -0.008257 60s flat -0.008257	advanced ready
2026-07-08 13:59:53.047553+02:00	binance	VELVET/USDT:USDT	0.42385	80	6318 ms	10s flat -0.047187 30s flat -0.047187 60s flat -0.047187	advanced ready
2026-07-08 13:59:46.522489+02:00	mexc	VELVET/USDT:USDT	0.42395	68	6249 ms	10s short -0.082557 30s short -0.082557 60s short -0.082557	advanced ready

Price

Best bid: 0.4253
Best ask: 0.4254
Spread: 0.0001
Spread %: 0.02351
Mid price: 0.42535
Last price: 0.4247
Mark price: -
Index price: -

Order Book

Bid depth 5: 3679
Ask depth 5: 8774
Bid depth 10: 11446
Ask depth 10: 19100
Bid depth 20: 31122
Ask depth 20: 51505
Imbalance 5: -0.409138
Imbalance 10: -0.250573
Imbalance 20: -0.246687
Top bid size: 106
Top ask size: 354
Bid wall score: 0.003406
Ask wall score: 0.006873

Dynamics

Bid depth 5 delta: 1185
Ask depth 5 delta: 4834
Imbalance 5 delta: -0.184395
Bid depth 10 delta: -2264
Ask depth 10 delta: 4177
Imbalance 10 delta: -0.208209
Spread delta: 0
Mid price delta: 0.0017
Wall shift score: 0.011939

Tape

Buy volume: 15303
Sell volume: 5424
Buy/sell delta: 9879
Buy/sell ratio: 2.82135
Avg trade size: 207.27
Large trade count: 9
Largest trade size: 1545

Candle

Return 1: 0.472367
Return 3: 0.353857
Volume 1: 18097
Volume avg 5: 39997.8
Momentum 5: 0.448642

Cross Exchange

Mid avg: 0.42427875
Mid median: 0.4242825
Price deviation %: 0.252487
Spread %: 0.294618

Funding / OI / Volume

Funding rate: 0.00001212
Funding delta: 0.00000116
Funding abs: 0.00001212
Funding pressure: 0.00001328
Open interest: 14258301
Volume 24h: 123530532
Quote volume 24h: 50123735.20897
Price change 24h %: -8.627

Quality

Capture latency ms: 8520
Order book timestamp: 2026-07-08 14:01:17.789000+02:00
Ticker timestamp: 2026-07-08 14:01:08.015000+02:00
Trades timestamp: 2026-07-08 14:01:18.855000+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	0.681791	0.681791	0.681791	0.681791	0.681791	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.681791	0.681791	0.681791	0.681791	0.681791	-0.681791	yes
30s	long	0.681791	0.681791	0.681791	0.681791	0.681791	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.681791	0.681791	0.681791	0.681791	0.681791	-0.681791	yes
60s	long	0.681791	0.681791	0.681791	0.681791	0.681791	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.681791	0.681791	0.681791	0.681791	0.681791	-0.681791	yes

Price

Best bid: 0.4248
Best ask: 0.425
Spread: 0.0002
Spread %: 0.04707
Mid price: 0.4249
Last price: 0.4237
Mark price: -
Index price: 0.4239

Order Book

Bid depth 5: 1156
Ask depth 5: 1680
Bid depth 10: 2270
Ask depth 10: 4671
Bid depth 20: 11735
Ask depth 20: 22796
Imbalance 5: -0.184767
Imbalance 10: -0.345916
Imbalance 20: -0.320321
Top bid size: 78
Top ask size: 21
Bid wall score: 0.006647
Ask wall score: 0.000921

Dynamics

Bid depth 5 delta: 137
Ask depth 5 delta: 754
Imbalance 5 delta: -0.232582
Bid depth 10 delta: -276
Ask depth 10 delta: 1269
Imbalance 10 delta: -0.202002
Spread delta: 0
Mid price delta: 0.0013
Wall shift score: 0.006421

Tape

Buy volume: 1388
Sell volume: 1359
Buy/sell delta: 29
Buy/sell ratio: 1.021339
Avg trade size: 27.47
Large trade count: 5
Largest trade size: 222

Candle

Return 1: 0.118147
Return 3: -0.047181
Volume 1: 1
Volume avg 5: 157.2
Momentum 5: 0.14181

Cross Exchange

Mid avg: 0.42395375
Mid median: 0.42376
Price deviation %: 0.223197
Spread %: 0.258283

Funding / OI / Volume

Funding rate: 0.00001
Funding delta: 0.000002
Funding abs: 0.00001
Funding pressure: 0.000012
Open interest: -
Volume 24h: 2037221
Quote volume 24h: 8276621.169
Price change 24h %: -0.51

Quality

Capture latency ms: 5784
Order book timestamp: 2026-07-08 14:01:10.117000+02:00
Ticker timestamp: 2026-07-08 14:01:07.919000+02:00
Trades timestamp: 2026-07-08 14:01:02.451000+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	0.988468	0.988468	0.988468	0.988468	0.988468	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.988468	0.988468	0.988468	0.988468	0.988468	-0.988468	yes
30s	long	0.988468	0.988468	0.988468	0.988468	0.988468	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.988468	0.988468	0.988468	0.988468	0.988468	-0.988468	yes
60s	long	0.988468	0.988468	0.988468	0.988468	0.988468	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.988468	0.988468	0.988468	0.988468	0.988468	-0.988468	yes

Price

Best bid: 0.42262
Best ask: 0.42677
Spread: 0.00415
Spread %: 0.977172
Mid price: 0.424695
Last price: 0.42439
Mark price: -
Index price: -

Order Book

Bid depth 5: 7485
Ask depth 5: 7542
Bid depth 10: 17372
Ask depth 10: 8467
Bid depth 20: 29193
Ask depth 20: 19721
Imbalance 5: -0.003793
Imbalance 10: 0.344634
Imbalance 20: 0.193646
Top bid size: 369
Top ask size: 131
Bid wall score: 0.01264
Ask wall score: 0.006643

Dynamics

Bid depth 5 delta: 3009
Ask depth 5 delta: -2113
Imbalance 5 delta: 0.362706
Bid depth 10 delta: -16287
Ask depth 10 delta: -32137
Imbalance 10 delta: 0.438153
Spread delta: -0.00132
Mid price delta: 0.00066
Wall shift score: 0.005566

Tape

Buy volume: 13590
Sell volume: 5518
Buy/sell delta: 8072
Buy/sell ratio: 2.462849
Avg trade size: 191.08
Large trade count: 4
Largest trade size: 2398

Candle

Return 1: 0
Return 3: 0.333349
Volume 1: 0
Volume avg 5: 46.8
Momentum 5: 0.333349

Cross Exchange

Mid avg: 0.42378875
Mid median: 0.42376
Price deviation %: 0.213845
Spread %: 0.102645

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 76647
Volume 24h: 642538
Quote volume 24h: 642538
Price change 24h %: -0.202234

Quality

Capture latency ms: 7333
Order book timestamp: 2026-07-08 14:01:03.597000+02:00
Ticker timestamp: 2026-07-08 14:01:03.946000+02:00
Trades timestamp: 2026-07-08 13:59:03.894000+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	long	0.95598	0.95598	0.95598	0.95598	0.95598	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.95598	0.95598	0.95598	0.95598	0.95598	-0.95598	yes
30s	long	0.95598	0.95598	0.95598	0.95598	0.95598	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.95598	0.95598	0.95598	0.95598	0.95598	-0.95598	yes
60s	long	0.95598	0.95598	0.95598	0.95598	0.95598	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.95598	0.95598	0.95598	0.95598	0.95598	-0.95598	yes

Price

Best bid: 0.42373
Best ask: 0.42401
Spread: 0.00028
Spread %: 0.066058
Mid price: 0.42387
Last price: 0.42387
Mark price: 0.42387
Index price: 0.42394

Order Book

Bid depth 5: 8
Ask depth 5: 5
Bid depth 10: 41
Ask depth 10: 13
Bid depth 20: 136
Ask depth 20: 104
Imbalance 5: 0.230769
Imbalance 10: 0.518519
Imbalance 20: 0.133333
Top bid size: 2
Top ask size: 1
Bid wall score: 0.014706
Ask wall score: 0.009615

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -11
Imbalance 5 delta: 0.685315
Bid depth 10 delta: 3
Ask depth 10 delta: -34
Imbalance 10 delta: 0.624401
Spread delta: -0.00013
Mid price delta: -0.000035
Wall shift score: -0.002506

Tape

Buy volume: 54
Sell volume: 112
Buy/sell delta: -58
Buy/sell ratio: 0.482143
Avg trade size: 1.66
Large trade count: 7
Largest trade size: 17

Candle

Return 1: 0.167785
Return 3: -0.117822
Volume 1: 5
Volume avg 5: 29.4
Momentum 5: 0.359891

Cross Exchange

Mid avg: 0.4237975
Mid median: 0.4237775
Price deviation %: 0.017107
Spread %: 0.102643

Funding / OI / Volume

Funding rate: -0.000008
Funding delta: 0
Funding abs: 0.000008
Funding pressure: 0.000008
Open interest: -
Volume 24h: 8196600
Quote volume 24h: 3284118
Price change 24h %: -8.8

Quality

Capture latency ms: 11294
Order book timestamp: 2026-07-08 14:00:48+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:12.021000+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	0.444712	0.444712	0.444712	0.444712	0.444712	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.444712	0.444712	0.444712	0.444712	0.444712	-0.444712	yes
30s	long	0.444712	0.444712	0.444712	0.444712	0.444712	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.444712	0.444712	0.444712	0.444712	0.444712	-0.444712	yes
60s	long	0.444712	0.444712	0.444712	0.444712	0.444712	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.444712	0.444712	0.444712	0.444712	0.444712	-0.444712	yes

Price

Best bid: 0.4236
Best ask: 0.4237
Spread: 0.0001
Spread %: 0.023604
Mid price: 0.42365
Last price: 0.4237
Mark price: -
Index price: -

Order Book

Bid depth 5: 2494
Ask depth 5: 3940
Bid depth 10: 13710
Ask depth 10: 14923
Bid depth 20: 37699
Ask depth 20: 42825
Imbalance 5: -0.224744
Imbalance 10: -0.042364
Imbalance 20: -0.063658
Top bid size: 31
Top ask size: 695
Bid wall score: 0.000822
Ask wall score: 0.016229

Dynamics

Bid depth 5 delta: -309
Ask depth 5 delta: -342
Imbalance 5 delta: -0.015993
Bid depth 10 delta: -867
Ask depth 10 delta: 1193
Imbalance 10 delta: -0.072286
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: -0.017669

Tape

Buy volume: 7765
Sell volume: 7566
Buy/sell delta: 199
Buy/sell ratio: 1.026302
Avg trade size: 153.31
Large trade count: 8
Largest trade size: 1178

Candle

Return 1: 0.070855
Return 3: -0.094317
Volume 1: 11463
Volume avg 5: 43036.8
Momentum 5: 0.355282

Cross Exchange

Mid avg: 0.4238475
Mid median: 0.4238775
Price deviation %: -0.046597
Spread %: 0.102631

Funding / OI / Volume

Funding rate: 0.00001096
Funding delta: 0.00000266
Funding abs: 0.00001096
Funding pressure: 0.00001362
Open interest: 14265380
Volume 24h: 123542206
Quote volume 24h: 50130143.80987
Price change 24h %: -8.666

Quality

Capture latency ms: 7871
Order book timestamp: 2026-07-08 14:00:36.211000+02:00
Ticker timestamp: 2026-07-08 14:00:26.620000+02:00
Trades timestamp: 2026-07-08 14:00:37.474000+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	0.401275	0.401275	0.401275	0.401275	0.401275	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.401275	0.401275	0.401275	0.401275	0.401275	-0.401275	yes
30s	long	0.401275	0.401275	0.401275	0.401275	0.401275	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.401275	0.401275	0.401275	0.401275	0.401275	-0.401275	yes
60s	long	0.401275	0.401275	0.401275	0.401275	0.401275	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.401275	0.401275	0.401275	0.401275	0.401275	-0.401275	yes

Price

Best bid: 0.4235
Best ask: 0.4237
Spread: 0.0002
Spread %: 0.047214
Mid price: 0.4236
Last price: 0.4234
Mark price: -
Index price: 0.4239

Order Book

Bid depth 5: 1019
Ask depth 5: 926
Bid depth 10: 2546
Ask depth 10: 3402
Bid depth 20: 18828
Ask depth 20: 23016
Imbalance 5: 0.047815
Imbalance 10: -0.143914
Imbalance 20: -0.100086
Top bid size: 9
Top ask size: 27
Bid wall score: 0.000478
Ask wall score: 0.001173

Dynamics

Bid depth 5 delta: 246
Ask depth 5 delta: -297
Imbalance 5 delta: 0.273266
Bid depth 10 delta: -398
Ask depth 10 delta: -144
Imbalance 10 delta: -0.051156
Spread delta: 0.0001
Mid price delta: -0.00035
Wall shift score: 0.008509

Tape

Buy volume: 1456
Sell volume: 1349
Buy/sell delta: 107
Buy/sell ratio: 1.079318
Avg trade size: 28.05
Large trade count: 5
Largest trade size: 222

Candle

Return 1: -0.117952
Return 3: -0.353024
Volume 1: 12
Volume avg 5: 402.6
Momentum 5: 0.284225

Cross Exchange

Mid avg: 0.423935
Mid median: 0.4239275
Price deviation %: -0.079022
Spread %: 0.043639

Funding / OI / Volume

Funding rate: 0.000008
Funding delta: 0
Funding abs: 0.000008
Funding pressure: 0.000008
Open interest: -
Volume 24h: 2037195
Quote volume 24h: 8276514.453
Price change 24h %: -0.58

Quality

Capture latency ms: 7530
Order book timestamp: 2026-07-08 14:00:28.183000+02:00
Ticker timestamp: 2026-07-08 14:00:28.877000+02:00
Trades timestamp: 2026-07-08 14:00:26.595000+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	0.306893	0.306893	0.306893	0.306893	0.306893	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.306893	0.306893	0.306893	0.306893	0.306893	-0.306893	yes
30s	long	0.306893	0.306893	0.306893	0.306893	0.306893	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.306893	0.306893	0.306893	0.306893	0.306893	-0.306893	yes
60s	long	0.306893	0.306893	0.306893	0.306893	0.306893	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.306893	0.306893	0.306893	0.306893	0.306893	-0.306893	yes

Price

Best bid: 0.4213
Best ask: 0.42677
Spread: 0.00547
Spread %: 1.289988
Mid price: 0.424035
Last price: 0.42439
Mark price: -
Index price: -

Order Book

Bid depth 5: 4476
Ask depth 5: 9655
Bid depth 10: 33659
Ask depth 10: 40604
Bid depth 20: 167944
Ask depth 20: 162225
Imbalance 5: -0.366499
Imbalance 10: -0.093519
Imbalance 20: 0.017321
Top bid size: 208
Top ask size: 131
Bid wall score: 0.001239
Ask wall score: 0.000808

Dynamics

Bid depth 5 delta: -311
Ask depth 5 delta: -10612
Imbalance 5 delta: 0.251366
Bid depth 10 delta: -922
Ask depth 10 delta: -875
Imbalance 10 delta: -0.002827
Spread delta: 0.00422
Mid price delta: -0.00001
Wall shift score: 0.006319

Tape

Buy volume: 13590
Sell volume: 5518
Buy/sell delta: 8072
Buy/sell ratio: 2.462849
Avg trade size: 191.08
Large trade count: 4
Largest trade size: 2398

Candle

Return 1: 0
Return 3: 0.333349
Volume 1: 0
Volume avg 5: 94.4
Momentum 5: 0.776501

Cross Exchange

Mid avg: 0.4239375
Mid median: 0.4239275
Price deviation %: 0.022999
Spread %: 0.045997

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 76647
Volume 24h: 642538
Quote volume 24h: 642538
Price change 24h %: -0.202234

Quality

Capture latency ms: 8310
Order book timestamp: 2026-07-08 14:00:20.001000+02:00
Ticker timestamp: 2026-07-08 14:00:20.327000+02:00
Trades timestamp: 2026-07-08 13:59:03.894000+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	long	0.155648	0.155648	0.155648	0.155648	0.155648	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.155648	0.155648	0.155648	0.155648	0.155648	-0.155648	yes
30s	long	0.155648	0.155648	0.155648	0.155648	0.155648	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.155648	0.155648	0.155648	0.155648	0.155648	-0.155648	yes
60s	long	0.155648	0.155648	0.155648	0.155648	0.155648	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.155648	0.155648	0.155648	0.155648	0.155648	-0.155648	yes

Price

Best bid: 0.4237
Best ask: 0.42411
Spread: 0.00041
Spread %: 0.09672
Mid price: 0.423905
Last price: 0.4237
Mark price: 0.42387
Index price: 0.424028

Order Book

Bid depth 5: 6
Ask depth 5: 16
Bid depth 10: 38
Ask depth 10: 47
Bid depth 20: 125
Ask depth 20: 119
Imbalance 5: -0.454545
Imbalance 10: -0.105882
Imbalance 20: 0.02459
Top bid size: 2
Top ask size: 1
Bid wall score: 0.016
Ask wall score: 0.008403

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 27
Ask depth 10 delta: 0
Imbalance 10 delta: 0.514807
Spread delta: 0.0001
Mid price delta: 0.00063
Wall shift score: -0.009703

Tape

Buy volume: 54
Sell volume: 121
Buy/sell delta: -67
Buy/sell ratio: 0.446281
Avg trade size: 1.75
Large trade count: 7
Largest trade size: 17

Candle

Return 1: 0.127611
Return 3: -0.157881
Volume 1: 1
Volume avg 5: 28.6
Momentum 5: 0.31964

Cross Exchange

Mid avg: 0.42378
Mid median: 0.4239
Price deviation %: 0.029496
Spread %: 0.181698

Funding / OI / Volume

Funding rate: -0.000008
Funding delta: 0.000002
Funding abs: 0.000008
Funding pressure: 0.00001
Open interest: -
Volume 24h: 8196100
Quote volume 24h: 3283906
Price change 24h %: -8.83

Quality

Capture latency ms: 13509
Order book timestamp: 2026-07-08 14:00:04+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:12.002000+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	-0.008257	-0.008257	-0.008257	0.008257	0.008257	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008257	0.008257	0.008257	0.008257	-0.008257	0.008257	yes
30s	flat	-0.008257	-0.008257	-0.008257	0.008257	0.008257	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008257	0.008257	0.008257	0.008257	-0.008257	0.008257	yes
60s	flat	-0.008257	-0.008257	-0.008257	0.008257	0.008257	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008257	0.008257	0.008257	0.008257	-0.008257	0.008257	yes

Price

Best bid: 0.4238
Best ask: 0.4239
Spread: 0.0001
Spread %: 0.023593
Mid price: 0.42385
Last price: 0.424
Mark price: -
Index price: -

Order Book

Bid depth 5: 2803
Ask depth 5: 4282
Bid depth 10: 14577
Ask depth 10: 13730
Bid depth 20: 35170
Ask depth 20: 45752
Imbalance 5: -0.208751
Imbalance 10: 0.029922
Imbalance 20: -0.130768
Top bid size: 118
Top ask size: 50
Bid wall score: 0.003355
Ask wall score: 0.001093

Dynamics

Bid depth 5 delta: -761
Ask depth 5 delta: -1352
Imbalance 5 delta: 0.016298
Bid depth 10 delta: 21
Ask depth 10 delta: -2124
Imbalance 10 delta: 0.072605
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: 0.013464

Tape

Buy volume: 6981
Sell volume: 21050
Buy/sell delta: -14069
Buy/sell ratio: 0.331639
Avg trade size: 280.31
Large trade count: 7
Largest trade size: 7498

Candle

Return 1: 0.02359
Return 3: 0.118064
Volume 1: 9576
Volume avg 5: 50413.2
Momentum 5: 0.880324

Cross Exchange

Mid avg: 0.42363
Mid median: 0.4236125
Price deviation %: 0.051932
Spread %: 0.187664

Funding / OI / Volume

Funding rate: 0.0000083
Funding delta: 0
Funding abs: 0.0000083
Funding pressure: 0.0000083
Open interest: 14263808
Volume 24h: 123539030
Quote volume 24h: 50129120.01217
Price change 24h %: -8.483

Quality

Capture latency ms: 6318
Order book timestamp: 2026-07-08 13:59:50.600000+02:00
Ticker timestamp: 2026-07-08 13:59:39.281000+02:00
Trades timestamp: 2026-07-08 13:59:47.960000+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	-0.047187	-0.047187	-0.047187	0.047187	0.047187	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.047187	0.047187	0.047187	0.047187	-0.047187	0.047187	yes
30s	flat	-0.047187	-0.047187	-0.047187	0.047187	0.047187	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.047187	0.047187	0.047187	0.047187	-0.047187	0.047187	yes
60s	flat	-0.047187	-0.047187	-0.047187	0.047187	0.047187	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.047187	0.047187	0.047187	0.047187	-0.047187	0.047187	yes

Price

Best bid: 0.4239
Best ask: 0.424
Spread: 0.0001
Spread %: 0.023588
Mid price: 0.42395
Last price: 0.4229
Mark price: -
Index price: 0.4239

Order Book

Bid depth 5: 773
Ask depth 5: 1223
Bid depth 10: 2944
Ask depth 10: 3546
Bid depth 20: 17844
Ask depth 20: 18944
Imbalance 5: -0.225451
Imbalance 10: -0.092758
Imbalance 20: -0.029901
Top bid size: 59
Top ask size: 237
Bid wall score: 0.003306
Ask wall score: 0.012511

Dynamics

Bid depth 5 delta: -465
Ask depth 5 delta: 104
Imbalance 5 delta: -0.275939
Bid depth 10 delta: -671
Ask depth 10 delta: 679
Imbalance 10 delta: -0.208155
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: -0.006662

Tape

Buy volume: 1743
Sell volume: 1343
Buy/sell delta: 400
Buy/sell ratio: 1.297841
Avg trade size: 30.86
Large trade count: 5
Largest trade size: 222

Candle

Return 1: -0.235905
Return 3: -0.04727
Volume 1: 502
Volume avg 5: 524
Momentum 5: 0.475172

Cross Exchange

Mid avg: 0.42353
Mid median: 0.4234125
Price deviation %: 0.099167
Spread %: 0.187708

Funding / OI / Volume

Funding rate: 0.000008
Funding delta: 0
Funding abs: 0.000008
Funding pressure: 0.000008
Open interest: -
Volume 24h: 2099221
Quote volume 24h: 8564170.399
Price change 24h %: -0.7

Quality

Capture latency ms: 6249
Order book timestamp: 2026-07-08 13:59:44.578000+02:00
Ticker timestamp: 2026-07-08 13:59:43.897000+02:00
Trades timestamp: 2026-07-08 13:59:33.846000+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	-0.082557	-0.082557	-0.082557	0.082557	0.082557	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.082557	0.082557	0.082557	0.082557	-0.082557	0.082557	yes
30s	short	-0.082557	-0.082557	-0.082557	0.082557	0.082557	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.082557	0.082557	0.082557	0.082557	-0.082557	0.082557	yes
60s	short	-0.082557	-0.082557	-0.082557	0.082557	0.082557	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.082557	0.082557	0.082557	0.082557	-0.082557	0.082557	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 36419
gate: 36418
htx: 36167
mexc: 36413

By Symbol

VELVET/USDT:USDT: 145417

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