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: 146310
Total labels: 438930
Pending labels: 119
Eligible pending labels: 66
Labeled snapshots: 438811
Labels with advanced TP/SL: 419813
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.00111
Avg long MAE 30s: 0.00111
Avg short MFE 30s: 0.299792
Avg short MAE 30s: 0.299792
Long labels: 176264
Short labels: 179367
Flat labels: 83180
Latest snapshot: 2026-07-08 23:48:28.257053+02:00
Recent trades snapshots: 146300
Micro candles: 2925920
Avg data quality: 75.8941835828036361
Latest latency: 4947 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 282 of 14631 · 146310 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-08 16:21:54.801588+02:00	gate	VELVET/USDT:USDT	0.432405	68	12555 ms	10s short -0.12257 30s short -0.12257 60s short -0.12257	advanced ready
2026-07-08 16:21:41.860357+02:00	binance	VELVET/USDT:USDT	0.43205	80	8511 ms	10s flat -0.034718 30s flat -0.034718 60s flat -0.034718	advanced ready
2026-07-08 16:21:32.372504+02:00	mexc	VELVET/USDT:USDT	0.432	68	6367 ms	10s long 0.05787 30s long 0.05787 60s long 0.05787	advanced ready
2026-07-08 16:21:25.188011+02:00	htx	VELVET/USDT:USDT	0.431805	80	6693 ms	10s long 0.279061 30s long 0.279061 60s long 0.279061	advanced ready
2026-07-08 16:21:10.842972+02:00	gate	VELVET/USDT:USDT	0.430755	68	12303 ms	10s long 0.383048 30s long 0.383048 60s long 0.383048	advanced ready
2026-07-08 16:20:58.012291+02:00	binance	VELVET/USDT:USDT	0.4307	80	9192 ms	10s long 0.313443 30s long 0.313443 60s long 0.313443	advanced ready
2026-07-08 16:20:48.586886+02:00	mexc	VELVET/USDT:USDT	0.43135	68	5194 ms	10s long 0.15069 30s long 0.15069 60s long 0.15069	advanced ready
2026-07-08 16:20:43.015938+02:00	htx	VELVET/USDT:USDT	0.430975	80	6595 ms	10s long 0.192587 30s long 0.192587 60s long 0.192587	advanced ready
2026-07-08 16:20:29.395490+02:00	gate	VELVET/USDT:USDT	0.4297	68	11926 ms	10s long 0.24552 30s long 0.24552 60s long 0.24552	advanced ready
2026-07-08 16:20:17.212310+02:00	binance	VELVET/USDT:USDT	0.42955	80	6473 ms	10s long 0.267722 30s long 0.267722 60s long 0.267722	advanced ready

Price

Best bid: 0.43214
Best ask: 0.43267
Spread: 0.00053
Spread %: 0.12257
Mid price: 0.432405
Last price: 0.43218
Mark price: 0.43153
Index price: 0.43159

Order Book

Bid depth 5: 46
Ask depth 5: 5
Bid depth 10: 117
Ask depth 10: 41
Bid depth 20: 239
Ask depth 20: 162
Imbalance 5: 0.803922
Imbalance 10: 0.481013
Imbalance 20: 0.19202
Top bid size: 1
Top ask size: 1
Bid wall score: 0.004184
Ask wall score: 0.006173

Dynamics

Bid depth 5 delta: 28
Ask depth 5 delta: 0
Imbalance 5 delta: 0.238704
Bid depth 10 delta: 54
Ask depth 10 delta: 3
Imbalance 10 delta: 0.233488
Spread delta: -0.00004
Mid price delta: 0.00165
Wall shift score: 0.002201

Tape

Buy volume: 72
Sell volume: 280
Buy/sell delta: -208
Buy/sell ratio: 0.257143
Avg trade size: 3.52
Large trade count: 15
Largest trade size: 12

Candle

Return 1: 0.297053
Return 3: 0.404238
Volume 1: 24
Volume avg 5: 48.8
Momentum 5: 0.322663

Cross Exchange

Mid avg: 0.4316525
Mid median: 0.4319025
Price deviation %: 0.17433
Spread %: 0.30001

Funding / OI / Volume

Funding rate: -0.000031
Funding delta: 0
Funding abs: 0.000031
Funding pressure: 0.000031
Open interest: -
Volume 24h: 8978900
Quote volume 24h: 3621450
Price change 24h %: 0.13

Quality

Capture latency ms: 12555
Order book timestamp: 2026-07-08 16:21:53+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:20.511000+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	-0.12257	-0.12257	-0.12257	0.12257	0.12257	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.12257	0.12257	0.12257	0.12257	-0.12257	0.12257	yes
30s	short	-0.12257	-0.12257	-0.12257	0.12257	0.12257	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.12257	0.12257	0.12257	0.12257	-0.12257	0.12257	yes
60s	short	-0.12257	-0.12257	-0.12257	0.12257	0.12257	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.12257	0.12257	0.12257	0.12257	-0.12257	0.12257	yes

Price

Best bid: 0.432
Best ask: 0.4321
Spread: 0.0001
Spread %: 0.023145
Mid price: 0.43205
Last price: 0.4318
Mark price: -
Index price: -

Order Book

Bid depth 5: 2513
Ask depth 5: 3379
Bid depth 10: 6354
Ask depth 10: 11900
Bid depth 20: 17411
Ask depth 20: 27715
Imbalance 5: -0.146979
Imbalance 10: -0.303824
Imbalance 20: -0.228338
Top bid size: 31
Top ask size: 47
Bid wall score: 0.00178
Ask wall score: 0.001696

Dynamics

Bid depth 5 delta: 347
Ask depth 5 delta: 649
Imbalance 5 delta: -0.031783
Bid depth 10 delta: -2544
Ask depth 10 delta: 521
Imbalance 10 delta: -0.181468
Spread delta: -0.0001
Mid price delta: 0.00135
Wall shift score: 0.006323

Tape

Buy volume: 12450
Sell volume: 3622
Buy/sell delta: 8828
Buy/sell ratio: 3.437327
Avg trade size: 160.72
Large trade count: 9
Largest trade size: 2718

Candle

Return 1: 0.301834
Return 3: 0.558659
Volume 1: 15736
Volume avg 5: 21404.6
Momentum 5: 0.208768

Cross Exchange

Mid avg: 0.431315
Mid median: 0.43128
Price deviation %: 0.170409
Spread %: 0.301404

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 14058869
Volume 24h: 118965872
Quote volume 24h: 47996134.13999
Price change 24h %: -0.162

Quality

Capture latency ms: 8511
Order book timestamp: 2026-07-08 16:21:39.376000+02:00
Ticker timestamp: 2026-07-08 16:21:30.142000+02:00
Trades timestamp: 2026-07-08 16:21:39.376000+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	-0.034718	-0.034718	-0.034718	0.034718	0.034718	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.034718	0.034718	0.034718	0.034718	-0.034718	0.034718	yes
30s	flat	-0.034718	-0.034718	-0.034718	0.034718	0.034718	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.034718	0.034718	0.034718	0.034718	-0.034718	0.034718	yes
60s	flat	-0.034718	-0.034718	-0.034718	0.034718	0.034718	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.034718	0.034718	0.034718	0.034718	-0.034718	0.034718	yes

Price

Best bid: 0.4319
Best ask: 0.4321
Spread: 0.0002
Spread %: 0.046296
Mid price: 0.432
Last price: 0.4322
Mark price: -
Index price: 0.4308

Order Book

Bid depth 5: 1200
Ask depth 5: 1047
Bid depth 10: 2284
Ask depth 10: 2847
Bid depth 20: 11362
Ask depth 20: 26153
Imbalance 5: 0.068091
Imbalance 10: -0.109725
Imbalance 20: -0.394269
Top bid size: 98
Top ask size: 8
Bid wall score: 0.008625
Ask wall score: 0.000306

Dynamics

Bid depth 5 delta: 623
Ask depth 5 delta: -301
Imbalance 5 delta: 0.46861
Bid depth 10 delta: 711
Ask depth 10 delta: -178
Imbalance 10 delta: 0.206064
Spread delta: 0.0001
Mid price delta: 0.00065
Wall shift score: -0.000226

Tape

Buy volume: 1555
Sell volume: 1254
Buy/sell delta: 301
Buy/sell ratio: 1.240032
Avg trade size: 28.09
Large trade count: 8
Largest trade size: 253

Candle

Return 1: 0.39489
Return 3: 0.511628
Volume 1: 87
Volume avg 5: 570.8
Momentum 5: 0.255161

Cross Exchange

Mid avg: 0.4311525
Mid median: 0.4310525
Price deviation %: 0.196566
Spread %: 0.25629

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1996020
Quote volume 24h: 8070617.218
Price change 24h %: 1.47

Quality

Capture latency ms: 6367
Order book timestamp: 2026-07-08 16:21:30.131000+02:00
Ticker timestamp: 2026-07-08 16:21:28.732000+02:00
Trades timestamp: 2026-07-08 16:21:28.653000+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	0.05787	0.05787	0.05787	0.05787	0.05787	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05787	0.05787	0.05787	0.05787	0.05787	-0.05787	yes
30s	long	0.05787	0.05787	0.05787	0.05787	0.05787	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05787	0.05787	0.05787	0.05787	0.05787	-0.05787	yes
60s	long	0.05787	0.05787	0.05787	0.05787	0.05787	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05787	0.05787	0.05787	0.05787	0.05787	-0.05787	yes

Price

Best bid: 0.42965
Best ask: 0.43396
Spread: 0.00431
Spread %: 0.998136
Mid price: 0.431805
Last price: 0.4298
Mark price: -
Index price: -

Order Book

Bid depth 5: 2429
Ask depth 5: 1301
Bid depth 10: 20531
Ask depth 10: 24471
Bid depth 20: 34965
Ask depth 20: 146671
Imbalance 5: 0.302413
Imbalance 10: -0.087552
Imbalance 20: -0.614999
Top bid size: 1133
Top ask size: 369
Bid wall score: 0.032404
Ask wall score: 0.002516

Dynamics

Bid depth 5 delta: -1787
Ask depth 5 delta: -13357
Imbalance 5 delta: 0.855661
Bid depth 10 delta: 2739
Ask depth 10 delta: -4456
Imbalance 10 delta: 0.150788
Spread delta: -0.00118
Mid price delta: 0.00083
Wall shift score: 0.029975

Tape

Buy volume: 12492
Sell volume: 6940
Buy/sell delta: 5552
Buy/sell ratio: 1.8
Avg trade size: 194.32
Large trade count: 8
Largest trade size: 1892

Candle

Return 1: 0
Return 3: -0.002327
Volume 1: 0
Volume avg 5: 24
Momentum 5: 0.132796

Cross Exchange

Mid avg: 0.430945
Mid median: 0.430865
Price deviation %: 0.199561
Spread %: 0.150831

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 80625
Volume 24h: 593508
Quote volume 24h: 593508
Price change 24h %: 1.069959

Quality

Capture latency ms: 6693
Order book timestamp: 2026-07-08 16:21:23.601000+02:00
Ticker timestamp: 2026-07-08 16:21:23.999000+02:00
Trades timestamp: 2026-07-08 16:20:22.560000+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	0.279061	0.279061	0.279061	0.279061	0.279061	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.279061	0.279061	0.279061	0.279061	0.279061	-0.279061	yes
30s	long	0.279061	0.279061	0.279061	0.279061	0.279061	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.279061	0.279061	0.279061	0.279061	0.279061	-0.279061	yes
60s	long	0.279061	0.279061	0.279061	0.279061	0.279061	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.279061	0.279061	0.279061	0.279061	0.279061	-0.279061	yes

Price

Best bid: 0.43047
Best ask: 0.43104
Spread: 0.00057
Spread %: 0.132326
Mid price: 0.430755
Last price: 0.43063
Mark price: 0.43024
Index price: 0.430253

Order Book

Bid depth 5: 18
Ask depth 5: 5
Bid depth 10: 63
Ask depth 10: 38
Bid depth 20: 363
Ask depth 20: 144
Imbalance 5: 0.565217
Imbalance 10: 0.247525
Imbalance 20: 0.431953
Top bid size: 1
Top ask size: 1
Bid wall score: 0.002755
Ask wall score: 0.006944

Dynamics

Bid depth 5 delta: -29
Ask depth 5 delta: 0
Imbalance 5 delta: -0.242475
Bid depth 10 delta: -29
Ask depth 10 delta: -18
Imbalance 10 delta: 0.004282
Spread delta: 0.00001
Mid price delta: 0.001055
Wall shift score: -0.006906

Tape

Buy volume: 49
Sell volume: 284
Buy/sell delta: -235
Buy/sell ratio: 0.172535
Avg trade size: 3.33
Large trade count: 15
Largest trade size: 12

Candle

Return 1: -0.06266
Return 3: 0.044141
Volume 1: 1
Volume avg 5: 44.2
Momentum 5: -0.037141

Cross Exchange

Mid avg: 0.43068125
Mid median: 0.4308375
Price deviation %: 0.017124
Spread %: 0.383114

Funding / OI / Volume

Funding rate: -0.000031
Funding delta: 0.000004
Funding abs: 0.000031
Funding pressure: 0.000035
Open interest: -
Volume 24h: 8975800
Quote volume 24h: 3620114
Price change 24h %: -0.23

Quality

Capture latency ms: 12303
Order book timestamp: 2026-07-08 16:21:09+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:20.468000+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	0.383048	0.383048	0.383048	0.383048	0.383048	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.383048	0.383048	0.383048	0.383048	0.383048	-0.383048	yes
30s	long	0.383048	0.383048	0.383048	0.383048	0.383048	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.383048	0.383048	0.383048	0.383048	0.383048	-0.383048	yes
60s	long	0.383048	0.383048	0.383048	0.383048	0.383048	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.383048	0.383048	0.383048	0.383048	0.383048	-0.383048	yes

Price

Best bid: 0.4306
Best ask: 0.4308
Spread: 0.0002
Spread %: 0.046436
Mid price: 0.4307
Last price: 0.4314
Mark price: -
Index price: -

Order Book

Bid depth 5: 2166
Ask depth 5: 2730
Bid depth 10: 8898
Ask depth 10: 11379
Bid depth 20: 23517
Ask depth 20: 26248
Imbalance 5: -0.115196
Imbalance 10: -0.122355
Imbalance 20: -0.054878
Top bid size: 28
Top ask size: 195
Bid wall score: 0.001191
Ask wall score: 0.007429

Dynamics

Bid depth 5 delta: 107
Ask depth 5 delta: -1961
Imbalance 5 delta: 0.27473
Bid depth 10 delta: 778
Ask depth 10 delta: -969
Imbalance 10 delta: 0.084211
Spread delta: 0.0001
Mid price delta: 0.00115
Wall shift score: -0.001637

Tape

Buy volume: 10915
Sell volume: 3947
Buy/sell delta: 6968
Buy/sell ratio: 2.765391
Avg trade size: 148.62
Large trade count: 6
Largest trade size: 2644

Candle

Return 1: 0.4662
Return 3: 0.232558
Volume 1: 15825
Volume avg 5: 23820.6
Momentum 5: 0.139405

Cross Exchange

Mid avg: 0.43039375
Mid median: 0.4303375
Price deviation %: 0.071156
Spread %: 0.418222

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 14053691
Volume 24h: 119047491
Quote volume 24h: 48031434.10299
Price change 24h %: -0.507

Quality

Capture latency ms: 9192
Order book timestamp: 2026-07-08 16:20:55.521000+02:00
Ticker timestamp: 2026-07-08 16:20:45.461000+02:00
Trades timestamp: 2026-07-08 16:20:55.495000+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	0.313443	0.313443	0.313443	0.313443	0.313443	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.313443	0.313443	0.313443	0.313443	0.313443	-0.313443	yes
30s	long	0.313443	0.313443	0.313443	0.313443	0.313443	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.313443	0.313443	0.313443	0.313443	0.313443	-0.313443	yes
60s	long	0.313443	0.313443	0.313443	0.313443	0.313443	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.313443	0.313443	0.313443	0.313443	0.313443	-0.313443	yes

Price

Best bid: 0.4313
Best ask: 0.4314
Spread: 0.0001
Spread %: 0.023183
Mid price: 0.43135
Last price: 0.4299
Mark price: -
Index price: 0.4303

Order Book

Bid depth 5: 577
Ask depth 5: 1348
Bid depth 10: 1573
Ask depth 10: 3025
Bid depth 20: 3789
Ask depth 20: 11960
Imbalance 5: -0.400519
Imbalance 10: -0.315789
Imbalance 20: -0.518827
Top bid size: 46
Top ask size: 43
Bid wall score: 0.01214
Ask wall score: 0.003595

Dynamics

Bid depth 5 delta: 48
Ask depth 5 delta: 227
Imbalance 5 delta: -0.041732
Bid depth 10 delta: -272
Ask depth 10 delta: 543
Imbalance 10 delta: -0.168574
Spread delta: -0.0001
Mid price delta: 0.00205
Wall shift score: 0.002284

Tape

Buy volume: 1913
Sell volume: 977
Buy/sell delta: 936
Buy/sell ratio: 1.958035
Avg trade size: 28.9
Large trade count: 6
Largest trade size: 253

Candle

Return 1: 0.186437
Return 3: -0.046501
Volume 1: 754
Volume avg 5: 698.4
Momentum 5: 0.069832

Cross Exchange

Mid avg: 0.42988125
Mid median: 0.429625
Price deviation %: 0.341664
Spread %: 0.389642

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1995370
Quote volume 24h: 8067817.772
Price change 24h %: 0.93

Quality

Capture latency ms: 5194
Order book timestamp: 2026-07-08 16:20:46.967000+02:00
Ticker timestamp: 2026-07-08 16:20:46.876000+02:00
Trades timestamp: 2026-07-08 16:20:35.709000+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	0.15069	0.15069	0.15069	0.15069	0.15069	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.15069	0.15069	0.15069	0.15069	0.15069	-0.15069	yes
30s	long	0.15069	0.15069	0.15069	0.15069	0.15069	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.15069	0.15069	0.15069	0.15069	0.15069	-0.15069	yes
60s	long	0.15069	0.15069	0.15069	0.15069	0.15069	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.15069	0.15069	0.15069	0.15069	0.15069	-0.15069	yes

Price

Best bid: 0.42823
Best ask: 0.43372
Spread: 0.00549
Spread %: 1.273856
Mid price: 0.430975
Last price: 0.4298
Mark price: -
Index price: -

Order Book

Bid depth 5: 4216
Ask depth 5: 14658
Bid depth 10: 17792
Ask depth 10: 28927
Bid depth 20: 155255
Ask depth 20: 149789
Imbalance 5: -0.553248
Imbalance 10: -0.23834
Imbalance 20: 0.017919
Top bid size: 369
Top ask size: 369
Bid wall score: 0.002377
Ask wall score: 0.002463

Dynamics

Bid depth 5 delta: -1860
Ask depth 5 delta: -8984
Imbalance 5 delta: 0.037842
Bid depth 10 delta: -3077
Ask depth 10 delta: -5584
Imbalance 10 delta: 0.007995
Spread delta: 0.00412
Mid price delta: 0.00168
Wall shift score: 0.003655

Tape

Buy volume: 12492
Sell volume: 6940
Buy/sell delta: 5552
Buy/sell ratio: 1.8
Avg trade size: 194.32
Large trade count: 8
Largest trade size: 1892

Candle

Return 1: -0.002327
Return 3: -0.002327
Volume 1: 110
Volume avg 5: 24
Momentum 5: 0.132796

Cross Exchange

Mid avg: 0.42946125
Mid median: 0.429425
Price deviation %: 0.352477
Spread %: 0.094304

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 80572
Volume 24h: 593616
Quote volume 24h: 593616
Price change 24h %: 1.069959

Quality

Capture latency ms: 6595
Order book timestamp: 2026-07-08 16:20:41.001000+02:00
Ticker timestamp: 2026-07-08 16:20:41.596000+02:00
Trades timestamp: 2026-07-08 16:20:22.560000+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	0.192587	0.192587	0.192587	0.192587	0.192587	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.192587	0.192587	0.192587	0.192587	0.192587	-0.192587	yes
30s	long	0.192587	0.192587	0.192587	0.192587	0.192587	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.192587	0.192587	0.192587	0.192587	0.192587	-0.192587	yes
60s	long	0.192587	0.192587	0.192587	0.192587	0.192587	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.192587	0.192587	0.192587	0.192587	0.192587	-0.192587	yes

Price

Best bid: 0.42942
Best ask: 0.42998
Spread: 0.00056
Spread %: 0.130323
Mid price: 0.4297
Last price: 0.42963
Mark price: 0.42968
Index price: 0.429778

Order Book

Bid depth 5: 47
Ask depth 5: 5
Bid depth 10: 92
Ask depth 10: 56
Bid depth 20: 225
Ask depth 20: 162
Imbalance 5: 0.807692
Imbalance 10: 0.243243
Imbalance 20: 0.162791
Top bid size: 2
Top ask size: 1
Bid wall score: 0.008889
Ask wall score: 0.006173

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -12
Imbalance 5 delta: 0.356079
Bid depth 10 delta: 12
Ask depth 10 delta: -36
Imbalance 10 delta: 0.313011
Spread delta: -0.00001
Mid price delta: 0.000955
Wall shift score: -0.047764

Tape

Buy volume: 45
Sell volume: 281
Buy/sell delta: -236
Buy/sell ratio: 0.160142
Avg trade size: 3.26
Large trade count: 15
Largest trade size: 12

Candle

Return 1: 0.156192
Return 3: -0.067454
Volume 1: 14
Volume avg 5: 42.6
Momentum 5: -0.011637

Cross Exchange

Mid avg: 0.4292225
Mid median: 0.4292975
Price deviation %: 0.111248
Spread %: 0.187548

Funding / OI / Volume

Funding rate: -0.000035
Funding delta: -0.000002
Funding abs: 0.000035
Funding pressure: 0.000037
Open interest: -
Volume 24h: 8975400
Quote volume 24h: 3619942
Price change 24h %: -0.83

Quality

Capture latency ms: 11926
Order book timestamp: 2026-07-08 16:20:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:20.415000+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	0.24552	0.24552	0.24552	0.24552	0.24552	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.24552	0.24552	0.24552	0.24552	0.24552	-0.24552	yes
30s	long	0.24552	0.24552	0.24552	0.24552	0.24552	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.24552	0.24552	0.24552	0.24552	0.24552	-0.24552	yes
60s	long	0.24552	0.24552	0.24552	0.24552	0.24552	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.24552	0.24552	0.24552	0.24552	0.24552	-0.24552	yes

Price

Best bid: 0.4295
Best ask: 0.4296
Spread: 0.0001
Spread %: 0.02328
Mid price: 0.42955
Last price: 0.4292
Mark price: -
Index price: -

Order Book

Bid depth 5: 2059
Ask depth 5: 4691
Bid depth 10: 8120
Ask depth 10: 12348
Bid depth 20: 18706
Ask depth 20: 30713
Imbalance 5: -0.389926
Imbalance 10: -0.206566
Imbalance 20: -0.242963
Top bid size: 188
Top ask size: 450
Bid wall score: 0.01005
Ask wall score: 0.014652

Dynamics

Bid depth 5 delta: -610
Ask depth 5 delta: 1438
Imbalance 5 delta: -0.291311
Bid depth 10 delta: -313
Ask depth 10 delta: 406
Imbalance 10 delta: -0.034345
Spread delta: -0.0001
Mid price delta: -0.00005
Wall shift score: -0.013676

Tape

Buy volume: 4689
Sell volume: 3947
Buy/sell delta: 742
Buy/sell ratio: 1.187991
Avg trade size: 86.36
Large trade count: 11
Largest trade size: 692

Candle

Return 1: 0.09324
Return 3: -0.139535
Volume 1: 1492
Volume avg 5: 20954
Momentum 5: -0.232342

Cross Exchange

Mid avg: 0.429235
Mid median: 0.4292975
Price deviation %: 0.073386
Spread %: 0.199192

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 14049032
Volume 24h: 119033446
Quote volume 24h: 48025390.26889
Price change 24h %: -1.015

Quality

Capture latency ms: 6473
Order book timestamp: 2026-07-08 16:20:14.543000+02:00
Ticker timestamp: 2026-07-08 16:20:02.736000+02:00
Trades timestamp: 2026-07-08 16:20:15.334000+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	0.267722	0.267722	0.267722	0.267722	0.267722	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.267722	0.267722	0.267722	0.267722	0.267722	-0.267722	yes
30s	long	0.267722	0.267722	0.267722	0.267722	0.267722	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.267722	0.267722	0.267722	0.267722	0.267722	-0.267722	yes
60s	long	0.267722	0.267722	0.267722	0.267722	0.267722	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.267722	0.267722	0.267722	0.267722	0.267722	-0.267722	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 36642
gate: 36641
htx: 36390
mexc: 36637

By Symbol

VELVET/USDT:USDT: 146310

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