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: 145848
Total labels: 437544
Pending labels: 124
Eligible pending labels: 71
Labeled snapshots: 437420
Labels with advanced TP/SL: 418422
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001144
Avg long MAE 30s: 0.001144
Avg short MFE 30s: 0.300332
Avg short MAE 30s: 0.300332
Long labels: 175828
Short labels: 178863
Flat labels: 82729
Latest snapshot: 2026-07-08 22:39:16.502589+02:00
Recent trades snapshots: 145838
Micro candles: 2916680
Avg data quality: 75.8940952224233449
Latest latency: 7303 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 281 of 14585 · 145848 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-08 15:10:13.556576+02:00	gate	VELVET/USDT:USDT	0.435195	68	10550 ms	10s long 0.249314 30s long 0.249314 60s long 0.249314	advanced ready
2026-07-08 15:10:01.834223+02:00	binance	VELVET/USDT:USDT	0.43605	80	6107 ms	10s long 0.068799 30s long 0.068799 60s long 0.068799	advanced ready
2026-07-08 15:09:55.591878+02:00	mexc	VELVET/USDT:USDT	0.43605	68	25324 ms	10s long 0.137599 30s long 0.137599 60s long 0.137599	advanced ready
2026-07-08 15:09:30.084727+02:00	htx	VELVET/USDT:USDT	0.43754	80	6189 ms	10s short -0.295973 30s short -0.295973 60s short -0.295973	advanced ready
2026-07-08 15:09:17.627641+02:00	gate	VELVET/USDT:USDT	0.43596	68	11020 ms	10s short -0.175475 30s short -0.175475 60s short -0.175475	advanced ready
2026-07-08 15:09:06.360086+02:00	binance	VELVET/USDT:USDT	0.43645	80	9362 ms	10s short -0.091649 30s short -0.091649 60s short -0.091649	advanced ready
2026-07-08 15:08:56.781939+02:00	mexc	VELVET/USDT:USDT	0.43695	56	5275 ms	10s short -0.205973 30s short -0.205973 60s short -0.205973	advanced ready
2026-07-08 15:08:51.404338+02:00	htx	VELVET/USDT:USDT	0.43767	80	6175 ms	10s flat -0.029703 30s flat -0.029703 60s flat -0.029703	advanced ready
2026-07-08 15:08:38.495326+02:00	gate	VELVET/USDT:USDT	0.438765	68	10564 ms	10s short -0.639294 30s short -0.639294 60s short -0.639294	advanced ready
2026-07-08 15:08:27.680085+02:00	binance	VELVET/USDT:USDT	0.43765	80	7202 ms	10s short -0.274192 30s short -0.274192 60s short -0.274192	advanced ready

Price

Best bid: 0.43507
Best ask: 0.43532
Spread: 0.00025
Spread %: 0.057446
Mid price: 0.435195
Last price: 0.43628
Mark price: 0.43542
Index price: 0.435463

Order Book

Bid depth 5: 6
Ask depth 5: 5
Bid depth 10: 41
Ask depth 10: 27
Bid depth 20: 88
Ask depth 20: 88
Imbalance 5: 0.090909
Imbalance 10: 0.205882
Imbalance 20: 0
Top bid size: 2
Top ask size: 1
Bid wall score: 0.022727
Ask wall score: 0.011364

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -10
Imbalance 5 delta: 0.519481
Bid depth 10 delta: 3
Ask depth 10 delta: -10
Imbalance 10 delta: 0.192549
Spread delta: -0.00021
Mid price delta: -0.000765
Wall shift score: 0.002044

Tape

Buy volume: 34
Sell volume: 79
Buy/sell delta: -45
Buy/sell ratio: 0.43038
Avg trade size: 1.13
Large trade count: 1
Largest trade size: 11

Candle

Return 1: 0
Return 3: -0.221841
Volume 1: 0
Volume avg 5: 63.8
Momentum 5: 1.52185

Cross Exchange

Mid avg: 0.4364
Mid median: 0.43605
Price deviation %: -0.276123
Spread %: 0.362053

Funding / OI / Volume

Funding rate: -0.000137
Funding delta: -0.000005
Funding abs: 0.000137
Funding pressure: 0.000142
Open interest: -
Volume 24h: 8532100
Quote volume 24h: 3426216
Price change 24h %: -1.28

Quality

Capture latency ms: 10550
Order book timestamp: 2026-07-08 15:10:12+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:16.196000+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	0.249314	0.249314	0.249314	0.249314	0.249314	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.249314	0.249314	0.249314	0.249314	0.249314	-0.249314	yes
30s	long	0.249314	0.249314	0.249314	0.249314	0.249314	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.249314	0.249314	0.249314	0.249314	0.249314	-0.249314	yes
60s	long	0.249314	0.249314	0.249314	0.249314	0.249314	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.249314	0.249314	0.249314	0.249314	0.249314	-0.249314	yes

Price

Best bid: 0.436
Best ask: 0.4361
Spread: 0.0001
Spread %: 0.022933
Mid price: 0.43605
Last price: 0.436
Mark price: -
Index price: -

Order Book

Bid depth 5: 8498
Ask depth 5: 2383
Bid depth 10: 16372
Ask depth 10: 7475
Bid depth 20: 30998
Ask depth 20: 20439
Imbalance 5: 0.561989
Imbalance 10: 0.373087
Imbalance 20: 0.20528
Top bid size: 3623
Top ask size: 477
Bid wall score: 0.116879
Ask wall score: 0.023338

Dynamics

Bid depth 5 delta: 4764
Ask depth 5 delta: 156
Imbalance 5 delta: 0.309179
Bid depth 10 delta: 5376
Ask depth 10 delta: -1750
Imbalance 10 delta: 0.285505
Spread delta: 0
Mid price delta: -0.0004
Wall shift score: 0.088458

Tape

Buy volume: 10918
Sell volume: 20457
Buy/sell delta: -9539
Buy/sell ratio: 0.533705
Avg trade size: 313.75
Large trade count: 7
Largest trade size: 2716

Candle

Return 1: -0.137426
Return 3: 0.299057
Volume 1: 36402
Volume avg 5: 61869.6
Momentum 5: 1.537028

Cross Exchange

Mid avg: 0.4365
Mid median: 0.43625
Price deviation %: -0.103093
Spread %: 0.36197

Funding / OI / Volume

Funding rate: 0.0000084
Funding delta: 0
Funding abs: 0.0000084
Funding pressure: 0.0000084
Open interest: 14124366
Volume 24h: 121939855
Quote volume 24h: 49314439.47447
Price change 24h %: -2.132

Quality

Capture latency ms: 6107
Order book timestamp: 2026-07-08 15:09:59.387000+02:00
Ticker timestamp: 2026-07-08 15:09:52.710000+02:00
Trades timestamp: 2026-07-08 15:10:00.579000+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	0.068799	0.068799	0.068799	0.068799	0.068799	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.068799	0.068799	0.068799	0.068799	0.068799	-0.068799	yes
30s	long	0.068799	0.068799	0.068799	0.068799	0.068799	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.068799	0.068799	0.068799	0.068799	0.068799	-0.068799	yes
60s	long	0.068799	0.068799	0.068799	0.068799	0.068799	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.068799	0.068799	0.068799	0.068799	0.068799	-0.068799	yes

Price

Best bid: 0.436
Best ask: 0.4361
Spread: 0.0001
Spread %: 0.022933
Mid price: 0.43605
Last price: 0.4361
Mark price: -
Index price: 0.4366

Order Book

Bid depth 5: 1916
Ask depth 5: 909
Bid depth 10: 3375
Ask depth 10: 1983
Bid depth 20: 17715
Ask depth 20: 27033
Imbalance 5: 0.35646
Imbalance 10: 0.259798
Imbalance 20: -0.208233
Top bid size: 544
Top ask size: 46
Bid wall score: 0.030708
Ask wall score: 0.001702

Dynamics

Bid depth 5 delta: 1146
Ask depth 5 delta: -141
Imbalance 5 delta: 0.510306
Bid depth 10 delta: 1178
Ask depth 10 delta: -557
Imbalance 10 delta: 0.332207
Spread delta: -0.0002
Mid price delta: -0.0009
Wall shift score: 0.017155

Tape

Buy volume: 1788
Sell volume: 3465
Buy/sell delta: -1677
Buy/sell ratio: 0.516017
Avg trade size: 52.53
Large trade count: 8
Largest trade size: 479

Candle

Return 1: -0.137394
Return 3: 0.345145
Volume 1: 885
Volume avg 5: 2496.6
Momentum 5: 1.536671

Cross Exchange

Mid avg: 0.436725
Mid median: 0.4367
Price deviation %: -0.15456
Spread %: 0.361784

Funding / OI / Volume

Funding rate: 0.000003
Funding delta: 0.000005
Funding abs: 0.000003
Funding pressure: 0.000008
Open interest: -
Volume 24h: 2019118
Quote volume 24h: 8177423.113
Price change 24h %: 2.39

Quality

Capture latency ms: 25324
Order book timestamp: 2026-07-08 15:09:53.163000+02:00
Ticker timestamp: 2026-07-08 15:09:52.930000+02:00
Trades timestamp: 2026-07-08 15:09:52.479000+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	0.137599	0.137599	0.137599	0.137599	0.137599	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.137599	0.137599	0.137599	0.137599	0.137599	-0.137599	yes
30s	long	0.137599	0.137599	0.137599	0.137599	0.137599	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.137599	0.137599	0.137599	0.137599	0.137599	-0.137599	yes
60s	long	0.137599	0.137599	0.137599	0.137599	0.137599	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.137599	0.137599	0.137599	0.137599	0.137599	-0.137599	yes

Price

Best bid: 0.43442
Best ask: 0.44066
Spread: 0.00624
Spread %: 1.426155
Mid price: 0.43754
Last price: 0.43901
Mark price: -
Index price: -

Order Book

Bid depth 5: 9502
Ask depth 5: 8324
Bid depth 10: 19875
Ask depth 10: 12788
Bid depth 20: 30445
Ask depth 20: 23965
Imbalance 5: 0.066083
Imbalance 10: 0.216973
Imbalance 20: 0.119096
Top bid size: 1122
Top ask size: 6000
Bid wall score: 0.036853
Ask wall score: 0.250365

Dynamics

Bid depth 5 delta: 40
Ask depth 5 delta: -1418
Imbalance 5 delta: 0.080664
Bid depth 10 delta: 7336
Ask depth 10 delta: -464
Imbalance 10 delta: 0.244619
Spread delta: -0.00148
Mid price delta: -0.00013
Wall shift score: -0.234718

Tape

Buy volume: 11808
Sell volume: 9758
Buy/sell delta: 2050
Buy/sell ratio: 1.210084
Avg trade size: 215.66
Large trade count: 5
Largest trade size: 2358

Candle

Return 1: 0
Return 3: 2.178517
Volume 1: 0
Volume avg 5: 119.6
Momentum 5: 1.964929

Cross Exchange

Mid avg: 0.4367575
Mid median: 0.4367
Price deviation %: 0.179161
Spread %: 0.391522

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 77198
Volume 24h: 634834
Quote volume 24h: 634834
Price change 24h %: 3.235744

Quality

Capture latency ms: 6189
Order book timestamp: 2026-07-08 15:09:28.701000+02:00
Ticker timestamp: 2026-07-08 15:09:28.998000+02:00
Trades timestamp: 2026-07-08 15:08:17.385000+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	-0.295973	-0.295973	-0.295973	0.295973	0.295973	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.295973	0.295973	0.295973	0.295973	-0.295973	0.295973	yes
30s	short	-0.295973	-0.295973	-0.295973	0.295973	0.295973	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.295973	0.295973	0.295973	0.295973	-0.295973	0.295973	yes
60s	short	-0.295973	-0.295973	-0.295973	0.295973	0.295973	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.295973	0.295973	0.295973	0.295973	-0.295973	0.295973	yes

Price

Best bid: 0.43573
Best ask: 0.43619
Spread: 0.00046
Spread %: 0.105514
Mid price: 0.43596
Last price: 0.43584
Mark price: 0.43689
Index price: 0.436978

Order Book

Bid depth 5: 6
Ask depth 5: 15
Bid depth 10: 38
Ask depth 10: 37
Bid depth 20: 91
Ask depth 20: 79
Imbalance 5: -0.428571
Imbalance 10: 0.013333
Imbalance 20: 0.070588
Top bid size: 2
Top ask size: 1
Bid wall score: 0.021978
Ask wall score: 0.012658

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 0
Imbalance 5 delta: -0.124224
Bid depth 10 delta: -2
Ask depth 10 delta: 13
Imbalance 10 delta: -0.236667
Spread delta: 0.00009
Mid price delta: -0.002805
Wall shift score: 0.001452

Tape

Buy volume: 39
Sell volume: 74
Buy/sell delta: -35
Buy/sell ratio: 0.527027
Avg trade size: 1.13
Large trade count: 1
Largest trade size: 11

Candle

Return 1: -0.299668
Return 3: 0.119452
Volume 1: 13
Volume avg 5: 63
Momentum 5: 1.530505

Cross Exchange

Mid avg: 0.43745875
Mid median: 0.43731
Price deviation %: -0.342604
Spread %: 0.529193

Funding / OI / Volume

Funding rate: -0.000132
Funding delta: -0.000016
Funding abs: 0.000132
Funding pressure: 0.000148
Open interest: -
Volume 24h: 8529900
Quote volume 24h: 3425256
Price change 24h %: -2.08

Quality

Capture latency ms: 11020
Order book timestamp: 2026-07-08 15:09:16+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:16.156000+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	-0.175475	-0.175475	-0.175475	0.175475	0.175475	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.175475	0.175475	0.175475	0.175475	-0.175475	0.175475	yes
30s	short	-0.175475	-0.175475	-0.175475	0.175475	0.175475	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.175475	0.175475	0.175475	0.175475	-0.175475	0.175475	yes
60s	short	-0.175475	-0.175475	-0.175475	0.175475	0.175475	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.175475	0.175475	0.175475	0.175475	-0.175475	0.175475	yes

Price

Best bid: 0.4364
Best ask: 0.4365
Spread: 0.0001
Spread %: 0.022912
Mid price: 0.43645
Last price: 0.4367
Mark price: -
Index price: -

Order Book

Bid depth 5: 3734
Ask depth 5: 2227
Bid depth 10: 10996
Ask depth 10: 9225
Bid depth 20: 23193
Ask depth 20: 23656
Imbalance 5: 0.25281
Imbalance 10: 0.087582
Imbalance 20: -0.009883
Top bid size: 212
Top ask size: 96
Bid wall score: 0.009141
Ask wall score: 0.004058

Dynamics

Bid depth 5 delta: -1148
Ask depth 5 delta: -4173
Imbalance 5 delta: 0.387361
Bid depth 10 delta: -1261
Ask depth 10 delta: -3521
Imbalance 10 delta: 0.10714
Spread delta: 0
Mid price delta: -0.0012
Wall shift score: 0.005253

Tape

Buy volume: 8588
Sell volume: 37013
Buy/sell delta: -28425
Buy/sell ratio: 0.232027
Avg trade size: 456.01
Large trade count: 7
Largest trade size: 10114

Candle

Return 1: -0.045809
Return 3: 0.391074
Volume 1: 75
Volume avg 5: 54604.2
Momentum 5: 1.630182

Cross Exchange

Mid avg: 0.43775875
Mid median: 0.43766
Price deviation %: -0.298966
Spread %: 0.414612

Funding / OI / Volume

Funding rate: 0.0000084
Funding delta: 0.00000488
Funding abs: 0.0000084
Funding pressure: 0.00001328
Open interest: 14136058
Volume 24h: 121949920
Quote volume 24h: 49319292.39817
Price change 24h %: -1.865

Quality

Capture latency ms: 9362
Order book timestamp: 2026-07-08 15:09:02.919000+02:00
Ticker timestamp: 2026-07-08 15:08:56.874000+02:00
Trades timestamp: 2026-07-08 15:09:04.725000+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	-0.091649	-0.091649	-0.091649	0.091649	0.091649	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.091649	0.091649	0.091649	0.091649	-0.091649	0.091649	yes
30s	short	-0.091649	-0.091649	-0.091649	0.091649	0.091649	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.091649	0.091649	0.091649	0.091649	-0.091649	0.091649	yes
60s	short	-0.091649	-0.091649	-0.091649	0.091649	0.091649	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.091649	0.091649	0.091649	0.091649	-0.091649	0.091649	yes

Price

Best bid: 0.4368
Best ask: 0.4371
Spread: 0.0003
Spread %: 0.068658
Mid price: 0.43695
Last price: -
Mark price: -
Index price: -

Order Book

Bid depth 5: 770
Ask depth 5: 1050
Bid depth 10: 2197
Ask depth 10: 2540
Bid depth 20: 5790
Ask depth 20: 18527
Imbalance 5: -0.153846
Imbalance 10: -0.072409
Imbalance 20: -0.52379
Top bid size: 93
Top ask size: 78
Bid wall score: 0.016062
Ask wall score: 0.00421

Dynamics

Bid depth 5 delta: -241
Ask depth 5 delta: 358
Imbalance 5 delta: -0.341163
Bid depth 10 delta: -977
Ask depth 10 delta: 390
Imbalance 10 delta: -0.264745
Spread delta: 0.0001
Mid price delta: -0.00045
Wall shift score: -0.000857

Tape

Buy volume: 3766
Sell volume: 3113
Buy/sell delta: 653
Buy/sell ratio: 1.209765
Avg trade size: 68.79
Large trade count: 4
Largest trade size: 971

Candle

Return 1: -0.114338
Return 3: 1.628664
Volume 1: 2757
Volume avg 5: 2328
Momentum 5: 1.652316

Cross Exchange

Mid avg: 0.43787125
Mid median: 0.43766
Price deviation %: -0.210393
Spread %: 0.311735

Funding / OI / Volume

Funding rate: -0.000002
Funding delta: 0
Funding abs: 0.000002
Funding pressure: 0.000002
Open interest: -
Volume 24h: -
Quote volume 24h: -
Price change 24h %: -

Quality

Capture latency ms: 5275
Order book timestamp: 2026-07-08 15:08:55.136000+02:00
Ticker timestamp: -
Trades timestamp: 2026-07-08 15:08:54.993000+02:00
Data quality score: 56
Missing fields count: 2

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	-0.205973	-0.205973	-0.205973	0.205973	0.205973	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.205973	0.205973	0.205973	0.205973	-0.205973	0.205973	yes
30s	short	-0.205973	-0.205973	-0.205973	0.205973	0.205973	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.205973	0.205973	0.205973	0.205973	-0.205973	0.205973	yes
60s	short	-0.205973	-0.205973	-0.205973	0.205973	0.205973	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.205973	0.205973	0.205973	0.205973	-0.205973	0.205973	yes

Price

Best bid: 0.43381
Best ask: 0.44153
Spread: 0.00772
Spread %: 1.763886
Mid price: 0.43767
Last price: 0.43901
Mark price: -
Index price: -

Order Book

Bid depth 5: 9462
Ask depth 5: 9742
Bid depth 10: 12539
Ask depth 10: 13252
Bid depth 20: 23346
Ask depth 20: 24429
Imbalance 5: -0.01458
Imbalance 10: -0.027645
Imbalance 20: -0.022669
Top bid size: 1122
Top ask size: 656
Bid wall score: 0.04806
Ask wall score: 0.026853

Dynamics

Bid depth 5 delta: 2684
Ask depth 5 delta: -7101
Imbalance 5 delta: 0.411524
Bid depth 10 delta: -8681
Ask depth 10 delta: -17206
Imbalance 10 delta: 0.151115
Spread delta: 0.00643
Mid price delta: 0.000225
Wall shift score: 0.016855

Tape

Buy volume: 11808
Sell volume: 9758
Buy/sell delta: 2050
Buy/sell ratio: 1.210084
Avg trade size: 215.66
Large trade count: 5
Largest trade size: 2358

Candle

Return 1: 0.759697
Return 3: 2.178517
Volume 1: 228
Volume avg 5: 119.6
Momentum 5: 1.964929

Cross Exchange

Mid avg: 0.437815
Mid median: 0.4375475
Price deviation %: -0.033119
Spread %: 0.311776

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 77198
Volume 24h: 635058
Quote volume 24h: 635058
Price change 24h %: 3.235744

Quality

Capture latency ms: 6175
Order book timestamp: 2026-07-08 15:08:50.001000+02:00
Ticker timestamp: 2026-07-08 15:08:50.292000+02:00
Trades timestamp: 2026-07-08 15:08:17.385000+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	-0.029703	-0.029703	-0.029703	0.029703	0.029703	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.029703	0.029703	0.029703	0.029703	-0.029703	0.029703	yes
30s	flat	-0.029703	-0.029703	-0.029703	0.029703	0.029703	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.029703	0.029703	0.029703	0.029703	-0.029703	0.029703	yes
60s	flat	-0.029703	-0.029703	-0.029703	0.029703	0.029703	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.029703	0.029703	0.029703	0.029703	-0.029703	0.029703	yes

Price

Best bid: 0.43858
Best ask: 0.43895
Spread: 0.00037
Spread %: 0.084328
Mid price: 0.438765
Last price: 0.43869
Mark price: 0.43818
Index price: 0.438213

Order Book

Bid depth 5: 8
Ask depth 5: 15
Bid depth 10: 40
Ask depth 10: 24
Bid depth 20: 115
Ask depth 20: 105
Imbalance 5: -0.304348
Imbalance 10: 0.25
Imbalance 20: 0.045455
Top bid size: 2
Top ask size: 1
Bid wall score: 0.017391
Ask wall score: 0.009524

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 7
Imbalance 5 delta: -0.073579
Bid depth 10 delta: 1
Ask depth 10 delta: 0
Imbalance 10 delta: 0.011905
Spread delta: 0.00005
Mid price delta: 0.001465
Wall shift score: 0.019898

Tape

Buy volume: 66
Sell volume: 48
Buy/sell delta: 18
Buy/sell ratio: 1.375
Avg trade size: 1.14
Large trade count: 1
Largest trade size: 14

Candle

Return 1: 0.324757
Return 3: 2.078001
Volume 1: 36
Volume avg 5: 62.8
Momentum 5: 1.997303

Cross Exchange

Mid avg: 0.43744875
Mid median: 0.4374225
Price deviation %: 0.300892
Spread %: 0.080009

Funding / OI / Volume

Funding rate: -0.000116
Funding delta: 0
Funding abs: 0.000116
Funding pressure: 0.000116
Open interest: -
Volume 24h: 8525400
Quote volume 24h: 3423285
Price change 24h %: -1.59

Quality

Capture latency ms: 10564
Order book timestamp: 2026-07-08 15:08:37+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:16.113000+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	-0.639294	-0.639294	-0.639294	0.639294	0.639294	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.639294	0.639294	0.639294	0.639294	-0.639294	0.639294	yes
30s	short	-0.639294	-0.639294	-0.639294	0.639294	0.639294	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.639294	0.639294	0.639294	0.639294	-0.639294	0.639294	yes
60s	short	-0.639294	-0.639294	-0.639294	0.639294	0.639294	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.639294	0.639294	0.639294	0.639294	-0.639294	0.639294	yes

Price

Best bid: 0.4376
Best ask: 0.4377
Spread: 0.0001
Spread %: 0.022849
Mid price: 0.43765
Last price: 0.4375
Mark price: -
Index price: -

Order Book

Bid depth 5: 4882
Ask depth 5: 6400
Bid depth 10: 12257
Ask depth 10: 12746
Bid depth 20: 23201
Ask depth 20: 28694
Imbalance 5: -0.134551
Imbalance 10: -0.019558
Imbalance 20: -0.105848
Top bid size: 161
Top ask size: 204
Bid wall score: 0.006939
Ask wall score: 0.00711

Dynamics

Bid depth 5 delta: 1751
Ask depth 5 delta: 105
Imbalance 5 delta: 0.201117
Bid depth 10 delta: 1933
Ask depth 10 delta: -1531
Imbalance 10 delta: 0.141127
Spread delta: -0.0001
Mid price delta: 0.00105
Wall shift score: -0.002659

Tape

Buy volume: 18458
Sell volume: 12477
Buy/sell delta: 5981
Buy/sell ratio: 1.479362
Avg trade size: 309.35
Large trade count: 11
Largest trade size: 4141

Candle

Return 1: 0.205997
Return 3: 1.861331
Volume 1: 28885
Volume avg 5: 53698.6
Momentum 5: 1.861331

Cross Exchange

Mid avg: 0.43718625
Mid median: 0.43735
Price deviation %: 0.106076
Spread %: 0.193281

Funding / OI / Volume

Funding rate: 0.00000352
Funding delta: 0.0000062
Funding abs: 0.00000352
Funding pressure: 0.00000972
Open interest: 14147740
Volume 24h: 121887492
Quote volume 24h: 49291967.39561
Price change 24h %: -1.685

Quality

Capture latency ms: 7202
Order book timestamp: 2026-07-08 15:08:25.361000+02:00
Ticker timestamp: 2026-07-08 15:08:17.701000+02:00
Trades timestamp: 2026-07-08 15:08:26.695000+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	-0.274192	-0.274192	-0.274192	0.274192	0.274192	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.274192	0.274192	0.274192	0.274192	-0.274192	0.274192	yes
30s	short	-0.274192	-0.274192	-0.274192	0.274192	0.274192	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.274192	0.274192	0.274192	0.274192	-0.274192	0.274192	yes
60s	short	-0.274192	-0.274192	-0.274192	0.274192	0.274192	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.274192	0.274192	0.274192	0.274192	-0.274192	0.274192	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 36527
gate: 36525
htx: 36275
mexc: 36521

By Symbol

VELVET/USDT:USDT: 145848

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