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: 146839
Total labels: 440517
Pending labels: 115
Eligible pending labels: 62
Labeled snapshots: 440402
Labels with advanced TP/SL: 421404
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001088
Avg long MAE 30s: 0.001088
Avg short MFE 30s: 0.299151
Avg short MAE 30s: 0.299151
Long labels: 176761
Short labels: 179952
Flat labels: 83689
Latest snapshot: 2026-07-09 01:07:19.395475+02:00
Recent trades snapshots: 146829
Micro candles: 2936500
Avg data quality: 75.8947963415713809
Latest latency: 10221 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 283 of 14684 · 146839 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-08 17:44:31.456506+02:00	binance	VELVET/USDT:USDT	0.4029	80	6904 ms	10s short -0.260611 30s short -0.260611 60s short -0.260611	advanced ready
2026-07-08 17:44:24.390582+02:00	mexc	VELVET/USDT:USDT	0.40265	78	4957 ms	10s short -0.198684 30s short -0.198684 60s short -0.198684	advanced ready
2026-07-08 17:44:19.322897+02:00	htx	VELVET/USDT:USDT	0.40429	90	4978 ms	10s short -0.557768 30s short -0.557768 60s short -0.557768	advanced ready
2026-07-08 17:44:08.060707+02:00	gate	VELVET/USDT:USDT	0.40448	68	15329 ms	10s short -0.542672 30s short -0.542672 60s short -0.542672	advanced ready
2026-07-08 17:43:52.562173+02:00	binance	VELVET/USDT:USDT	0.40515	80	6937 ms	10s short -0.55535 30s short -0.55535 60s short -0.55535	advanced ready
2026-07-08 17:43:45.194828+02:00	mexc	VELVET/USDT:USDT	0.40515	78	4913 ms	10s short -0.617055 30s short -0.617055 60s short -0.617055	advanced ready
2026-07-08 17:43:40.114144+02:00	htx	VELVET/USDT:USDT	0.40539	80	6034 ms	10s short -0.271344 30s short -0.271344 60s short -0.271344	advanced ready
2026-07-08 17:43:26.697534+02:00	gate	VELVET/USDT:USDT	0.405195	68	12725 ms	10s short -0.176458 30s short -0.176458 60s short -0.176458	advanced ready
2026-07-08 17:43:13.214691+02:00	binance	VELVET/USDT:USDT	0.40525	80	7155 ms	10s flat -0.024676 30s flat -0.024676 60s flat -0.024676	advanced ready
2026-07-08 17:43:05.638641+02:00	mexc	VELVET/USDT:USDT	0.40605	68	5905 ms	10s short -0.221648 30s short -0.221648 60s short -0.221648	advanced ready

Price

Best bid: 0.4028
Best ask: 0.403
Spread: 0.0002
Spread %: 0.04964
Mid price: 0.4029
Last price: 0.4026
Mark price: -
Index price: -

Order Book

Bid depth 5: 4522
Ask depth 5: 3868
Bid depth 10: 15141
Ask depth 10: 11898
Bid depth 20: 31213
Ask depth 20: 28744
Imbalance 5: 0.07795
Imbalance 10: 0.119938
Imbalance 20: 0.04118
Top bid size: 97
Top ask size: 280
Bid wall score: 0.003108
Ask wall score: 0.009741

Dynamics

Bid depth 5 delta: -465
Ask depth 5 delta: 596
Imbalance 5 delta: -0.129702
Bid depth 10 delta: 4125
Ask depth 10 delta: 1090
Imbalance 10 delta: 0.110407
Spread delta: 0.0001
Mid price delta: -0.00225
Wall shift score: -0.015311

Tape

Buy volume: 7590
Sell volume: 23590
Buy/sell delta: -16000
Buy/sell ratio: 0.321747
Avg trade size: 311.8
Large trade count: 10
Largest trade size: 1589

Candle

Return 1: -0.493949
Return 3: -0.66568
Volume 1: 50719
Volume avg 5: 32463
Momentum 5: -1.153091

Cross Exchange

Mid avg: 0.4041425
Mid median: 0.404385
Price deviation %: -0.307441
Spread %: 0.618594

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13943378
Volume 24h: 117236127
Quote volume 24h: 47169010.44467
Price change 24h %: -5.979

Quality

Capture latency ms: 6904
Order book timestamp: 2026-07-08 17:44:29.255000+02:00
Ticker timestamp: 2026-07-08 17:44:19.611000+02:00
Trades timestamp: 2026-07-08 17:44:30.957000+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	-0.260611	-0.260611	-0.260611	0.260611	0.260611	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.260611	0.260611	0.260611	0.260611	-0.260611	0.260611	yes
30s	short	-0.260611	-0.260611	-0.260611	0.260611	0.260611	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.260611	0.260611	0.260611	0.260611	-0.260611	0.260611	yes
60s	short	-0.260611	-0.260611	-0.260611	0.260611	0.260611	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.260611	0.260611	0.260611	0.260611	-0.260611	0.260611	yes

Price

Best bid: 0.4026
Best ask: 0.4027
Spread: 0.0001
Spread %: 0.024835
Mid price: 0.40265
Last price: 0.4022
Mark price: -
Index price: 0.4033

Order Book

Bid depth 5: 1435
Ask depth 5: 987
Bid depth 10: 3002
Ask depth 10: 2653
Bid depth 20: 7721
Ask depth 20: 29652
Imbalance 5: 0.184971
Imbalance 10: 0.061715
Imbalance 20: -0.586814
Top bid size: 233
Top ask size: 126
Bid wall score: 0.030177
Ask wall score: 0.004249

Dynamics

Bid depth 5 delta: 739
Ask depth 5 delta: -236
Imbalance 5 delta: 0.459593
Bid depth 10 delta: 326
Ask depth 10 delta: -209
Imbalance 10 delta: 0.095301
Spread delta: 0
Mid price delta: -0.0025
Wall shift score: 0.057756

Tape

Buy volume: 724
Sell volume: 6182
Buy/sell delta: -5458
Buy/sell ratio: 0.117114
Avg trade size: 69.06
Large trade count: 9
Largest trade size: 647

Candle

Return 1: -0.642292
Return 3: -1.179361
Volume 1: 3157
Volume avg 5: 1002.4
Momentum 5: -0.911555

Cross Exchange

Mid avg: 0.4047675
Mid median: 0.404815
Price deviation %: -0.52314
Spread %: 0.212468

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2024831
Quote volume 24h: 8173262.261
Price change 24h %: -5.56

Quality

Capture latency ms: 4957
Order book timestamp: 2026-07-08 17:44:22.198000+02:00
Ticker timestamp: 2026-07-08 17:44:22.737000+02:00
Trades timestamp: 2026-07-08 17:44:22.091000+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	-0.198684	-0.198684	-0.198684	0.198684	0.198684	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.198684	0.198684	0.198684	0.198684	-0.198684	0.198684	yes
30s	short	-0.198684	-0.198684	-0.198684	0.198684	0.198684	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.198684	0.198684	0.198684	0.198684	-0.198684	0.198684	yes
60s	short	-0.198684	-0.198684	-0.198684	0.198684	0.198684	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.198684	0.198684	0.198684	0.198684	-0.198684	0.198684	yes

Price

Best bid: 0.40365
Best ask: 0.40493
Spread: 0.00128
Spread %: 0.316604
Mid price: 0.40429
Last price: 0.4059
Mark price: -
Index price: -

Order Book

Bid depth 5: 3983
Ask depth 5: 14387
Bid depth 10: 21247
Ask depth 10: 19618
Bid depth 20: 45645
Ask depth 20: 154143
Imbalance 5: -0.566358
Imbalance 10: 0.039863
Imbalance 20: -0.543066
Top bid size: 250
Top ask size: 1229
Bid wall score: 0.005477
Ask wall score: 0.007973

Dynamics

Bid depth 5 delta: -825
Ask depth 5 delta: -1713
Imbalance 5 delta: -0.026278
Bid depth 10 delta: -587
Ask depth 10 delta: -8643
Imbalance 10 delta: 0.168159
Spread delta: 0.0002
Mid price delta: -0.0011
Wall shift score: 0.005362

Tape

Buy volume: 15988
Sell volume: 5620
Buy/sell delta: 10368
Buy/sell ratio: 2.84484
Avg trade size: 216.08
Large trade count: 8
Largest trade size: 2442

Candle

Return 1: 0
Return 3: -0.346174
Volume 1: 0
Volume avg 5: 98.4
Momentum 5: -0.42929

Cross Exchange

Mid avg: 0.4050425
Mid median: 0.40515
Price deviation %: -0.185783
Spread %: 0.224668

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 82554
Volume 24h: 570554
Quote volume 24h: 570554
Price change 24h %: -4.550265

Quality

Capture latency ms: 4978
Order book timestamp: 2026-07-08 17:44:16.501000+02:00
Ticker timestamp: 2026-07-08 17:44:17.664000+02:00
Trades timestamp: 2026-07-08 17:43:01.993000+02:00
Data quality score: 90
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	-0.557768	-0.557768	-0.557768	0.557768	0.557768	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.557768	0.557768	0.557768	0.557768	-0.557768	0.557768	yes
30s	short	-0.557768	-0.557768	-0.557768	0.557768	0.557768	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.557768	0.557768	0.557768	0.557768	-0.557768	0.557768	yes
60s	short	-0.557768	-0.557768	-0.557768	0.557768	0.557768	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.557768	0.557768	0.557768	0.557768	-0.557768	0.557768	yes

Price

Best bid: 0.40428
Best ask: 0.40468
Spread: 0.0004
Spread %: 0.098892
Mid price: 0.40448
Last price: 0.40451
Mark price: 0.40533
Index price: 0.405585

Order Book

Bid depth 5: 33
Ask depth 5: 7
Bid depth 10: 69
Ask depth 10: 51
Bid depth 20: 175
Ask depth 20: 204
Imbalance 5: 0.65
Imbalance 10: 0.15
Imbalance 20: -0.076517
Top bid size: 1
Top ask size: 1
Bid wall score: 0.005714
Ask wall score: 0.004902

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -28
Imbalance 5 delta: 0.65
Bid depth 10 delta: 0
Ask depth 10 delta: -29
Imbalance 10 delta: 0.223826
Spread delta: -0.00011
Mid price delta: -0.000715
Wall shift score: 0.000203

Tape

Buy volume: 85
Sell volume: 143
Buy/sell delta: -58
Buy/sell ratio: 0.594406
Avg trade size: 2.28
Large trade count: 10
Largest trade size: 16

Candle

Return 1: 0
Return 3: -0.467508
Volume 1: 0
Volume avg 5: 23.2
Momentum 5: -0.536035

Cross Exchange

Mid avg: 0.40522125
Mid median: 0.4051725
Price deviation %: -0.182925
Spread %: 0.059227

Funding / OI / Volume

Funding rate: -0.000024
Funding delta: -0.000004
Funding abs: 0.000024
Funding pressure: 0.000028
Open interest: -
Volume 24h: 8952600
Quote volume 24h: 3608134
Price change 24h %: -5.08

Quality

Capture latency ms: 15329
Order book timestamp: 2026-07-08 17:44:06+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:25.437000+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	-0.542672	-0.542672	-0.542672	0.542672	0.542672	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.542672	0.542672	0.542672	0.542672	-0.542672	0.542672	yes
30s	short	-0.542672	-0.542672	-0.542672	0.542672	0.542672	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.542672	0.542672	0.542672	0.542672	-0.542672	0.542672	yes
60s	short	-0.542672	-0.542672	-0.542672	0.542672	0.542672	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.542672	0.542672	0.542672	0.542672	-0.542672	0.542672	yes

Price

Best bid: 0.4051
Best ask: 0.4052
Spread: 0.0001
Spread %: 0.024682
Mid price: 0.40515
Last price: 0.4052
Mark price: -
Index price: -

Order Book

Bid depth 5: 4987
Ask depth 5: 3272
Bid depth 10: 11016
Ask depth 10: 10808
Bid depth 20: 27185
Ask depth 20: 27848
Imbalance 5: 0.207652
Imbalance 10: 0.009531
Imbalance 20: -0.012047
Top bid size: 273
Top ask size: 38
Bid wall score: 0.010042
Ask wall score: 0.001365

Dynamics

Bid depth 5 delta: -1129
Ask depth 5 delta: -707
Imbalance 5 delta: -0.004037
Bid depth 10 delta: -740
Ask depth 10 delta: -1423
Imbalance 10 delta: 0.029333
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: 0.015221

Tape

Buy volume: 8784
Sell volume: 18831
Buy/sell delta: -10047
Buy/sell ratio: 0.466465
Avg trade size: 276.15
Large trade count: 6
Largest trade size: 4943

Candle

Return 1: -0.172456
Return 3: -0.613196
Volume 1: 26403
Volume avg 5: 25693
Momentum 5: -0.44226

Cross Exchange

Mid avg: 0.40524625
Mid median: 0.4052225
Price deviation %: -0.023751
Spread %: 0.059223

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13936911
Volume 24h: 117246268
Quote volume 24h: 47175032.20845
Price change 24h %: -5.548

Quality

Capture latency ms: 6937
Order book timestamp: 2026-07-08 17:43:50.289000+02:00
Ticker timestamp: 2026-07-08 17:43:40.756000+02:00
Trades timestamp: 2026-07-08 17:43:47.771000+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	-0.55535	-0.55535	-0.55535	0.55535	0.55535	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.55535	0.55535	0.55535	0.55535	-0.55535	0.55535	yes
30s	short	-0.55535	-0.55535	-0.55535	0.55535	0.55535	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.55535	0.55535	0.55535	0.55535	-0.55535	0.55535	yes
60s	short	-0.55535	-0.55535	-0.55535	0.55535	0.55535	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.55535	0.55535	0.55535	0.55535	-0.55535	0.55535	yes

Price

Best bid: 0.4051
Best ask: 0.4052
Spread: 0.0001
Spread %: 0.024682
Mid price: 0.40515
Last price: 0.4051
Mark price: -
Index price: 0.4054

Order Book

Bid depth 5: 696
Ask depth 5: 1223
Bid depth 10: 2676
Ask depth 10: 2862
Bid depth 20: 11626
Ask depth 20: 11257
Imbalance 5: -0.274622
Imbalance 10: -0.033586
Imbalance 20: 0.016126
Top bid size: 9
Top ask size: 367
Bid wall score: 0.000774
Ask wall score: 0.032602

Dynamics

Bid depth 5 delta: -925
Ask depth 5 delta: -17
Imbalance 5 delta: -0.407792
Bid depth 10 delta: -418
Ask depth 10 delta: -3360
Imbalance 10 delta: 0.30218
Spread delta: 0
Mid price delta: -0.0009
Wall shift score: -0.046502

Tape

Buy volume: 1515
Sell volume: 3728
Buy/sell delta: -2213
Buy/sell ratio: 0.406384
Avg trade size: 52.43
Large trade count: 8
Largest trade size: 753

Candle

Return 1: -0.295567
Return 3: -0.735655
Volume 1: 636
Volume avg 5: 580.8
Momentum 5: -0.589391

Cross Exchange

Mid avg: 0.40547125
Mid median: 0.40532
Price deviation %: -0.079229
Spread %: 0.210866

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2021769
Quote volume 24h: 8160901.939
Price change 24h %: -4.88

Quality

Capture latency ms: 4913
Order book timestamp: 2026-07-08 17:43:41.983000+02:00
Ticker timestamp: 2026-07-08 17:43:43.742000+02:00
Trades timestamp: 2026-07-08 17:43:41.594000+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	-0.617055	-0.617055	-0.617055	0.617055	0.617055	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.617055	0.617055	0.617055	0.617055	-0.617055	0.617055	yes
30s	short	-0.617055	-0.617055	-0.617055	0.617055	0.617055	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.617055	0.617055	0.617055	0.617055	-0.617055	0.617055	yes
60s	short	-0.617055	-0.617055	-0.617055	0.617055	0.617055	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.617055	0.617055	0.617055	0.617055	-0.617055	0.617055	yes

Price

Best bid: 0.40485
Best ask: 0.40593
Spread: 0.00108
Spread %: 0.26641
Mid price: 0.40539
Last price: 0.4059
Mark price: -
Index price: -

Order Book

Bid depth 5: 4808
Ask depth 5: 16100
Bid depth 10: 21834
Ask depth 10: 28261
Bid depth 20: 164807
Ask depth 20: 155493
Imbalance 5: -0.54008
Imbalance 10: -0.128296
Imbalance 20: 0.029079
Top bid size: 316
Top ask size: 1520
Bid wall score: 0.001917
Ask wall score: 0.009775

Dynamics

Bid depth 5 delta: -234
Ask depth 5 delta: -9724
Imbalance 5 delta: 0.133217
Bid depth 10 delta: 2349
Ask depth 10 delta: -10019
Imbalance 10 delta: 0.197074
Spread delta: -0.00023
Mid price delta: -0.000795
Wall shift score: -0.011054

Tape

Buy volume: 15988
Sell volume: 5620
Buy/sell delta: 10368
Buy/sell ratio: 2.84484
Avg trade size: 216.08
Large trade count: 8
Largest trade size: 2442

Candle

Return 1: -0.346174
Return 3: -0.346174
Volume 1: 246
Volume avg 5: 98.4
Momentum 5: -0.42929

Cross Exchange

Mid avg: 0.40567
Mid median: 0.40565
Price deviation %: -0.069022
Spread %: 0.244041

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 82554
Volume 24h: 571800
Quote volume 24h: 571800
Price change 24h %: -4.550265

Quality

Capture latency ms: 6034
Order book timestamp: 2026-07-08 17:43:38.097000+02:00
Ticker timestamp: 2026-07-08 17:43:38.397000+02:00
Trades timestamp: 2026-07-08 17:43:01.993000+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	-0.271344	-0.271344	-0.271344	0.271344	0.271344	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.271344	0.271344	0.271344	0.271344	-0.271344	0.271344	yes
30s	short	-0.271344	-0.271344	-0.271344	0.271344	0.271344	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.271344	0.271344	0.271344	0.271344	-0.271344	0.271344	yes
60s	short	-0.271344	-0.271344	-0.271344	0.271344	0.271344	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.271344	0.271344	0.271344	0.271344	-0.271344	0.271344	yes

Price

Best bid: 0.40494
Best ask: 0.40545
Spread: 0.00051
Spread %: 0.125865
Mid price: 0.405195
Last price: 0.40561
Mark price: 0.40556
Index price: 0.405565

Order Book

Bid depth 5: 35
Ask depth 5: 35
Bid depth 10: 69
Ask depth 10: 80
Bid depth 20: 194
Ask depth 20: 220
Imbalance 5: 0
Imbalance 10: -0.073826
Imbalance 20: -0.062802
Top bid size: 1
Top ask size: 1
Bid wall score: 0.005155
Ask wall score: 0.004545

Dynamics

Bid depth 5 delta: 19
Ask depth 5 delta: 6
Imbalance 5 delta: 0.288889
Bid depth 10 delta: 28
Ask depth 10 delta: 18
Imbalance 10 delta: 0.130058
Spread delta: -0.00001
Mid price delta: -0.000925
Wall shift score: 0.001063

Tape

Buy volume: 72
Sell volume: 145
Buy/sell delta: -73
Buy/sell ratio: 0.496552
Avg trade size: 2.17
Large trade count: 9
Largest trade size: 16

Candle

Return 1: -0.12066
Return 3: -0.50287
Volume 1: 2
Volume avg 5: 21
Momentum 5: -0.463804

Cross Exchange

Mid avg: 0.40590125
Mid median: 0.406085
Price deviation %: -0.173996
Spread %: 0.230352

Funding / OI / Volume

Funding rate: -0.00002
Funding delta: 0.000003
Funding abs: 0.00002
Funding pressure: 0.000023
Open interest: -
Volume 24h: 8951400
Quote volume 24h: 3607647
Price change 24h %: -5.31

Quality

Capture latency ms: 12725
Order book timestamp: 2026-07-08 17:43:25+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:25.388000+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	-0.176458	-0.176458	-0.176458	0.176458	0.176458	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.176458	0.176458	0.176458	0.176458	-0.176458	0.176458	yes
30s	short	-0.176458	-0.176458	-0.176458	0.176458	0.176458	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.176458	0.176458	0.176458	0.176458	-0.176458	0.176458	yes
60s	short	-0.176458	-0.176458	-0.176458	0.176458	0.176458	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.176458	0.176458	0.176458	0.176458	-0.176458	0.176458	yes

Price

Best bid: 0.4052
Best ask: 0.4053
Spread: 0.0001
Spread %: 0.024676
Mid price: 0.40525
Last price: 0.4058
Mark price: -
Index price: -

Order Book

Bid depth 5: 6116
Ask depth 5: 3979
Bid depth 10: 11756
Ask depth 10: 12231
Bid depth 20: 30806
Ask depth 20: 40920
Imbalance 5: 0.211689
Imbalance 10: -0.019802
Imbalance 20: -0.141009
Top bid size: 13
Top ask size: 285
Bid wall score: 0.000422
Ask wall score: 0.006965

Dynamics

Bid depth 5 delta: 2455
Ask depth 5 delta: 182
Imbalance 5 delta: 0.229924
Bid depth 10 delta: -1278
Ask depth 10 delta: -3895
Imbalance 10 delta: 0.086233
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: -0.004514

Tape

Buy volume: 4069
Sell volume: 15302
Buy/sell delta: -11233
Buy/sell ratio: 0.265913
Avg trade size: 193.71
Large trade count: 3
Largest trade size: 4943

Candle

Return 1: -0.024637
Return 3: -0.466029
Volume 1: 137
Volume avg 5: 20439.8
Momentum 5: -0.29484

Cross Exchange

Mid avg: 0.40605125
Mid median: 0.406085
Price deviation %: -0.197327
Spread %: 0.082502

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13935041
Volume 24h: 117226062
Quote volume 24h: 47166841.89005
Price change 24h %: -5.408

Quality

Capture latency ms: 7155
Order book timestamp: 2026-07-08 17:43:10.936000+02:00
Ticker timestamp: 2026-07-08 17:43:04.251000+02:00
Trades timestamp: 2026-07-08 17:43:09.266000+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	-0.024676	-0.024676	-0.024676	0.024676	0.024676	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.024676	0.024676	0.024676	0.024676	-0.024676	0.024676	yes
30s	flat	-0.024676	-0.024676	-0.024676	0.024676	0.024676	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.024676	0.024676	0.024676	0.024676	-0.024676	0.024676	yes
60s	flat	-0.024676	-0.024676	-0.024676	0.024676	0.024676	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.024676	0.024676	0.024676	0.024676	-0.024676	0.024676	yes

Price

Best bid: 0.406
Best ask: 0.4061
Spread: 0.0001
Spread %: 0.024628
Mid price: 0.40605
Last price: 0.406
Mark price: -
Index price: 0.406

Order Book

Bid depth 5: 1621
Ask depth 5: 1240
Bid depth 10: 3094
Ask depth 10: 6222
Bid depth 20: 11772
Ask depth 20: 23310
Imbalance 5: 0.13317
Imbalance 10: -0.335766
Imbalance 20: -0.328887
Top bid size: 198
Top ask size: 50
Bid wall score: 0.01682
Ask wall score: 0.002145

Dynamics

Bid depth 5 delta: 1062
Ask depth 5 delta: 401
Imbalance 5 delta: 0.333456
Bid depth 10 delta: 606
Ask depth 10 delta: 1174
Imbalance 10 delta: 0.003936
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.000317

Tape

Buy volume: 2340
Sell volume: 3193
Buy/sell delta: -853
Buy/sell ratio: 0.732853
Avg trade size: 55.33
Large trade count: 9
Largest trade size: 753

Candle

Return 1: -0.2457
Return 3: 0.024637
Volume 1: 31
Volume avg 5: 510.4
Momentum 5: -0.368098

Cross Exchange

Mid avg: 0.40605125
Mid median: 0.406085
Price deviation %: -0.000308
Spread %: 0.082502

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2021221
Quote volume 24h: 8158679.982
Price change 24h %: -4.67

Quality

Capture latency ms: 5905
Order book timestamp: 2026-07-08 17:43:01.908000+02:00
Ticker timestamp: 2026-07-08 17:43:01.955000+02:00
Trades timestamp: 2026-07-08 17:42:58.190000+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	-0.221648	-0.221648	-0.221648	0.221648	0.221648	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.221648	0.221648	0.221648	0.221648	-0.221648	0.221648	yes
30s	short	-0.221648	-0.221648	-0.221648	0.221648	0.221648	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.221648	0.221648	0.221648	0.221648	-0.221648	0.221648	yes
60s	short	-0.221648	-0.221648	-0.221648	0.221648	0.221648	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.221648	0.221648	0.221648	0.221648	-0.221648	0.221648	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 36775
gate: 36774
htx: 36521
mexc: 36769

By Symbol

VELVET/USDT:USDT: 146839

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