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: 147359
Total labels: 442077
Pending labels: 115
Eligible pending labels: 60
Labeled snapshots: 441962
Labels with advanced TP/SL: 422964
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001003
Avg long MAE 30s: 0.001003
Avg short MFE 30s: 0.298511
Avg short MAE 30s: 0.298511
Long labels: 177165
Short labels: 180515
Flat labels: 84282
Latest snapshot: 2026-07-09 02:24:43.574168+02:00
Recent trades snapshots: 147349
Micro candles: 2946900
Avg data quality: 75.8965248135505806
Latest latency: 9917 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 284 of 14736 · 147359 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-08 19:04:55.244895+02:00	mexc	VELVET/USDT:USDT	0.4274	78	4380 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-07-08 19:04:50.652157+02:00	htx	VELVET/USDT:USDT	0.427555	80	5333 ms	10s flat -0.024558 30s flat -0.024558 60s flat -0.024558	advanced ready
2026-07-08 19:04:38.556215+02:00	gate	VELVET/USDT:USDT	0.426105	68	11457 ms	10s long 0.13377 30s long 0.13377 60s long 0.13377	advanced ready
2026-07-08 19:04:26.959130+02:00	binance	VELVET/USDT:USDT	0.42535	80	7516 ms	10s long 0.458446 30s long 0.458446 60s long 0.458446	advanced ready
2026-07-08 19:04:19.184395+02:00	mexc	VELVET/USDT:USDT	0.4258	68	5992 ms	10s long 0.375763 30s long 0.375763 60s long 0.375763	advanced ready
2026-07-08 19:04:12.649276+02:00	htx	VELVET/USDT:USDT	0.426385	80	6414 ms	10s long 0.2744 30s long 0.2744 60s long 0.2744	advanced ready
2026-07-08 19:03:59.469863+02:00	gate	VELVET/USDT:USDT	0.426665	68	11046 ms	10s short -0.131251 30s short -0.131251 60s short -0.131251	advanced ready
2026-07-08 19:03:48.192240+02:00	binance	VELVET/USDT:USDT	0.4256	80	6728 ms	10s short -0.058741 30s short -0.058741 60s short -0.058741	advanced ready
2026-07-08 19:03:41.172652+02:00	mexc	VELVET/USDT:USDT	0.42505	68	6238 ms	10s long 0.17645 30s long 0.17645 60s long 0.17645	advanced ready
2026-07-08 19:03:34.719808+02:00	htx	VELVET/USDT:USDT	0.42482	80	6228 ms	10s long 0.368391 30s long 0.368391 60s long 0.368391	advanced ready

Price

Best bid: 0.4273
Best ask: 0.4275
Spread: 0.0002
Spread %: 0.046795
Mid price: 0.4274
Last price: 0.427
Mark price: -
Index price: 0.4271

Order Book

Bid depth 5: 771
Ask depth 5: 988
Bid depth 10: 2433
Ask depth 10: 3665
Bid depth 20: 14505
Ask depth 20: 15488
Imbalance 5: -0.123366
Imbalance 10: -0.202033
Imbalance 20: -0.032774
Top bid size: 27
Top ask size: 58
Bid wall score: 0.001861
Ask wall score: 0.003745

Dynamics

Bid depth 5 delta: -277
Ask depth 5 delta: -464
Imbalance 5 delta: 0.038234
Bid depth 10 delta: -262
Ask depth 10 delta: -158
Imbalance 10 delta: -0.028974
Spread delta: 0
Mid price delta: 0.0016
Wall shift score: -0.024455

Tape

Buy volume: 5236
Sell volume: 1174
Buy/sell delta: 4062
Buy/sell ratio: 4.459966
Avg trade size: 64.1
Large trade count: 9
Largest trade size: 614

Candle

Return 1: 0.070225
Return 3: 1.255329
Volume 1: 780
Volume avg 5: 2089.4
Momentum 5: 2.02864

Cross Exchange

Mid avg: 0.4262025
Mid median: 0.4259525
Price deviation %: 0.28097
Spread %: 0.51736

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1610333
Quote volume 24h: 6548908.599
Price change 24h %: 6.48

Quality

Capture latency ms: 4380
Order book timestamp: 2026-07-08 19:04:53.456000+02:00
Ticker timestamp: 2026-07-08 19:04:52.728000+02:00
Trades timestamp: 2026-07-08 19:04:53.235000+02:00
Data quality score: 78
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	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	Labeled
10s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
30s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
60s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes

Price

Best bid: 0.42481
Best ask: 0.4303
Spread: 0.00549
Spread %: 1.284045
Mid price: 0.427555
Last price: 0.4233
Mark price: -
Index price: -

Order Book

Bid depth 5: 2939
Ask depth 5: 10717
Bid depth 10: 10806
Ask depth 10: 45574
Bid depth 20: 40994
Ask depth 20: 168164
Imbalance 5: -0.569566
Imbalance 10: -0.616673
Imbalance 20: -0.608009
Top bid size: 369
Top ask size: 329
Bid wall score: 0.009001
Ask wall score: 0.001956

Dynamics

Bid depth 5 delta: 1038
Ask depth 5 delta: 8006
Imbalance 5 delta: -0.393938
Bid depth 10 delta: -5055
Ask depth 10 delta: 4213
Imbalance 10 delta: -0.17104
Spread delta: 0.00112
Mid price delta: 0.00117
Wall shift score: 0.004494

Tape

Buy volume: 4600
Sell volume: 14226
Buy/sell delta: -9626
Buy/sell ratio: 0.323352
Avg trade size: 188.26
Large trade count: 4
Largest trade size: 1316

Candle

Return 1: 0
Return 3: 1.110713
Volume 1: 0
Volume avg 5: 67.6
Momentum 5: 0.9299

Cross Exchange

Mid avg: 0.42591
Mid median: 0.4259525
Price deviation %: 0.386232
Spread %: 0.243009

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 91751
Volume 24h: 536096
Quote volume 24h: 536096
Price change 24h %: 5.089374

Quality

Capture latency ms: 5333
Order book timestamp: 2026-07-08 19:04:49.197000+02:00
Ticker timestamp: 2026-07-08 19:04:49.576000+02:00
Trades timestamp: 2026-07-08 19:03:08.870000+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	-0.024558	-0.024558	-0.024558	0.024558	0.024558	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.024558	0.024558	0.024558	0.024558	-0.024558	0.024558	yes
30s	flat	-0.024558	-0.024558	-0.024558	0.024558	0.024558	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.024558	0.024558	0.024558	0.024558	-0.024558	0.024558	yes
60s	flat	-0.024558	-0.024558	-0.024558	0.024558	0.024558	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.024558	0.024558	0.024558	0.024558	-0.024558	0.024558	yes

Price

Best bid: 0.42585
Best ask: 0.42636
Spread: 0.00051
Spread %: 0.119689
Mid price: 0.426105
Last price: 0.42629
Mark price: 0.42613
Index price: 0.426088

Order Book

Bid depth 5: 34
Ask depth 5: 16
Bid depth 10: 100
Ask depth 10: 93
Bid depth 20: 208
Ask depth 20: 207
Imbalance 5: 0.36
Imbalance 10: 0.036269
Imbalance 20: 0.00241
Top bid size: 1
Top ask size: 1
Bid wall score: 0.004808
Ask wall score: 0.004831

Dynamics

Bid depth 5 delta: -9
Ask depth 5 delta: 0
Imbalance 5 delta: -0.097627
Bid depth 10 delta: -9
Ask depth 10 delta: 26
Imbalance 10 delta: -0.202367
Spread delta: -0.00004
Mid price delta: -0.00056
Wall shift score: 0.000364

Tape

Buy volume: 356
Sell volume: 84
Buy/sell delta: 272
Buy/sell ratio: 4.238095
Avg trade size: 4.4
Large trade count: 3
Largest trade size: 35

Candle

Return 1: -0.119494
Return 3: 0.920928
Volume 1: 3
Volume avg 5: 81.8
Momentum 5: 1.55807

Cross Exchange

Mid avg: 0.42605
Mid median: 0.4260925
Price deviation %: 0.012909
Spread %: 0.308649

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6912800
Quote volume 24h: 2833323
Price change 24h %: 12.9

Quality

Capture latency ms: 11457
Order book timestamp: 2026-07-08 19:04:37+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:30.262000+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	0.13377	0.13377	0.13377	0.13377	0.13377	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.13377	0.13377	0.13377	0.13377	0.13377	-0.13377	yes
30s	long	0.13377	0.13377	0.13377	0.13377	0.13377	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.13377	0.13377	0.13377	0.13377	0.13377	-0.13377	yes
60s	long	0.13377	0.13377	0.13377	0.13377	0.13377	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.13377	0.13377	0.13377	0.13377	0.13377	-0.13377	yes

Price

Best bid: 0.4253
Best ask: 0.4254
Spread: 0.0001
Spread %: 0.02351
Mid price: 0.42535
Last price: 0.426
Mark price: -
Index price: -

Order Book

Bid depth 5: 5893
Ask depth 5: 5063
Bid depth 10: 11563
Ask depth 10: 13735
Bid depth 20: 28484
Ask depth 20: 38616
Imbalance 5: 0.075758
Imbalance 10: -0.085857
Imbalance 20: -0.150999
Top bid size: 352
Top ask size: 223
Bid wall score: 0.012358
Ask wall score: 0.005775

Dynamics

Bid depth 5 delta: 395
Ask depth 5 delta: -3319
Imbalance 5 delta: 0.283539
Bid depth 10 delta: -709
Ask depth 10 delta: -9396
Imbalance 10 delta: 0.220869
Spread delta: -0.0001
Mid price delta: -0.00025
Wall shift score: -0.024749

Tape

Buy volume: 6285
Sell volume: 17583
Buy/sell delta: -11298
Buy/sell ratio: 0.357448
Avg trade size: 238.68
Large trade count: 8
Largest trade size: 3091

Candle

Return 1: -0.257974
Return 3: 0.686553
Volume 1: 34268
Volume avg 5: 59446.6
Momentum 5: 1.334286

Cross Exchange

Mid avg: 0.4261125
Mid median: 0.4260925
Price deviation %: -0.178943
Spread %: 0.249934

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13904700
Volume 24h: 90710547
Quote volume 24h: 36971499.27826
Price change 24h %: 12.401

Quality

Capture latency ms: 7516
Order book timestamp: 2026-07-08 19:04:24.683000+02:00
Ticker timestamp: 2026-07-08 19:04:17.798000+02:00
Trades timestamp: 2026-07-08 19:04:25.387000+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	0.458446	0.458446	0.458446	0.458446	0.458446	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.458446	0.458446	0.458446	0.458446	0.458446	-0.458446	yes
30s	long	0.458446	0.458446	0.458446	0.458446	0.458446	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.458446	0.458446	0.458446	0.458446	0.458446	-0.458446	yes
60s	long	0.458446	0.458446	0.458446	0.458446	0.458446	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.458446	0.458446	0.458446	0.458446	0.458446	-0.458446	yes

Price

Best bid: 0.4257
Best ask: 0.4259
Spread: 0.0002
Spread %: 0.04697
Mid price: 0.4258
Last price: 0.4253
Mark price: -
Index price: 0.4252

Order Book

Bid depth 5: 1048
Ask depth 5: 1452
Bid depth 10: 2695
Ask depth 10: 3823
Bid depth 20: 6024
Ask depth 20: 23756
Imbalance 5: -0.1616
Imbalance 10: -0.173059
Imbalance 20: -0.595433
Top bid size: 138
Top ask size: 8
Bid wall score: 0.022908
Ask wall score: 0.000337

Dynamics

Bid depth 5 delta: -101
Ask depth 5 delta: 103
Imbalance 5 delta: -0.081536
Bid depth 10 delta: -125
Ask depth 10 delta: -805
Imbalance 10 delta: 0.069691
Spread delta: 0.0001
Mid price delta: 0.00075
Wall shift score: 0.016136

Tape

Buy volume: 5308
Sell volume: 907
Buy/sell delta: 4401
Buy/sell ratio: 5.85226
Avg trade size: 62.15
Large trade count: 9
Largest trade size: 614

Candle

Return 1: -0.444757
Return 3: 0.734249
Volume 1: 301
Volume avg 5: 1993.6
Momentum 5: 1.50358

Cross Exchange

Mid avg: 0.425925
Mid median: 0.4259925
Price deviation %: -0.029348
Spread %: 0.379175

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1610008
Quote volume 24h: 6547525.969
Price change 24h %: 6.05

Quality

Capture latency ms: 5992
Order book timestamp: 2026-07-08 19:04:17.424000+02:00
Ticker timestamp: 2026-07-08 19:04:16.907000+02:00
Trades timestamp: 2026-07-08 19:04:11.996000+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	0.375763	0.375763	0.375763	0.375763	0.375763	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.375763	0.375763	0.375763	0.375763	0.375763	-0.375763	yes
30s	long	0.375763	0.375763	0.375763	0.375763	0.375763	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.375763	0.375763	0.375763	0.375763	0.375763	-0.375763	yes
60s	long	0.375763	0.375763	0.375763	0.375763	0.375763	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.375763	0.375763	0.375763	0.375763	0.375763	-0.375763	yes

Price

Best bid: 0.4242
Best ask: 0.42857
Spread: 0.00437
Spread %: 1.024895
Mid price: 0.426385
Last price: 0.4233
Mark price: -
Index price: -

Order Book

Bid depth 5: 1901
Ask depth 5: 2711
Bid depth 10: 15861
Ask depth 10: 41361
Bid depth 20: 37261
Ask depth 20: 163403
Imbalance 5: -0.175629
Imbalance 10: -0.445633
Imbalance 20: -0.628623
Top bid size: 119
Top ask size: 105
Bid wall score: 0.003194
Ask wall score: 0.000643

Dynamics

Bid depth 5 delta: -3682
Ask depth 5 delta: -44
Imbalance 5 delta: -0.514799
Bid depth 10 delta: -20769
Ask depth 10 delta: 85
Imbalance 10 delta: -0.385997
Spread delta: 0.00015
Mid price delta: 0.001565
Wall shift score: 0.002184

Tape

Buy volume: 4600
Sell volume: 14226
Buy/sell delta: -9626
Buy/sell ratio: 0.323352
Avg trade size: 188.26
Large trade count: 4
Largest trade size: 1316

Candle

Return 1: 0
Return 3: 1.110713
Volume 1: 0
Volume avg 5: 67.6
Momentum 5: 0.9299

Cross Exchange

Mid avg: 0.42553375
Mid median: 0.425325
Price deviation %: 0.200043
Spread %: 0.433573

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 91751
Volume 24h: 536096
Quote volume 24h: 536096
Price change 24h %: 5.089374

Quality

Capture latency ms: 6414
Order book timestamp: 2026-07-08 19:04:10.497000+02:00
Ticker timestamp: 2026-07-08 19:04:10.767000+02:00
Trades timestamp: 2026-07-08 19:03:08.870000+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	0.2744	0.2744	0.2744	0.2744	0.2744	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.2744	0.2744	0.2744	0.2744	0.2744	-0.2744	yes
30s	long	0.2744	0.2744	0.2744	0.2744	0.2744	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.2744	0.2744	0.2744	0.2744	0.2744	-0.2744	yes
60s	long	0.2744	0.2744	0.2744	0.2744	0.2744	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.2744	0.2744	0.2744	0.2744	0.2744	-0.2744	yes

Price

Best bid: 0.42639
Best ask: 0.42694
Spread: 0.00055
Spread %: 0.128907
Mid price: 0.426665
Last price: 0.4268
Mark price: 0.4259
Index price: 0.425893

Order Book

Bid depth 5: 43
Ask depth 5: 16
Bid depth 10: 109
Ask depth 10: 67
Bid depth 20: 278
Ask depth 20: 251
Imbalance 5: 0.457627
Imbalance 10: 0.238636
Imbalance 20: 0.05104
Top bid size: 1
Top ask size: 1
Bid wall score: 0.003597
Ask wall score: 0.003984

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -22
Imbalance 5 delta: 0.395899
Bid depth 10 delta: 26
Ask depth 10 delta: -11
Imbalance 10 delta: 0.20758
Spread delta: 0
Mid price delta: 0.00276
Wall shift score: 0.027063

Tape

Buy volume: 355
Sell volume: 86
Buy/sell delta: 269
Buy/sell ratio: 4.127907
Avg trade size: 4.41
Large trade count: 3
Largest trade size: 35

Candle

Return 1: 0.824455
Return 3: 1.387305
Volume 1: 260
Volume avg 5: 81.2
Momentum 5: 1.679571

Cross Exchange

Mid avg: 0.42484375
Mid median: 0.424935
Price deviation %: 0.428687
Spread %: 0.39897

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6912300
Quote volume 24h: 2833110
Price change 24h %: 12.37

Quality

Capture latency ms: 11046
Order book timestamp: 2026-07-08 19:03:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:30.237000+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	-0.131251	-0.131251	-0.131251	0.131251	0.131251	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.131251	0.131251	0.131251	0.131251	-0.131251	0.131251	yes
30s	short	-0.131251	-0.131251	-0.131251	0.131251	0.131251	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.131251	0.131251	0.131251	0.131251	-0.131251	0.131251	yes
60s	short	-0.131251	-0.131251	-0.131251	0.131251	0.131251	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.131251	0.131251	0.131251	0.131251	-0.131251	0.131251	yes

Price

Best bid: 0.4255
Best ask: 0.4257
Spread: 0.0002
Spread %: 0.046992
Mid price: 0.4256
Last price: 0.4252
Mark price: -
Index price: -

Order Book

Bid depth 5: 5498
Ask depth 5: 8382
Bid depth 10: 12272
Ask depth 10: 23131
Bid depth 20: 29678
Ask depth 20: 59950
Imbalance 5: -0.207781
Imbalance 10: -0.306725
Imbalance 20: -0.337752
Top bid size: 1317
Top ask size: 782
Bid wall score: 0.044376
Ask wall score: 0.013044

Dynamics

Bid depth 5 delta: -3607
Ask depth 5 delta: 3994
Imbalance 5 delta: -0.55737
Bid depth 10 delta: -1273
Ask depth 10 delta: 8449
Imbalance 10 delta: -0.266445
Spread delta: 0
Mid price delta: 0.0021
Wall shift score: 0.023537

Tape

Buy volume: 22256
Sell volume: 10442
Buy/sell delta: 11814
Buy/sell ratio: 2.131392
Avg trade size: 326.98
Large trade count: 8
Largest trade size: 3727

Candle

Return 1: 0.42503
Return 3: 1.045379
Volume 1: 53353
Volume avg 5: 49621.2
Momentum 5: 1.28602

Cross Exchange

Mid avg: 0.42431875
Mid median: 0.4243625
Price deviation %: 0.301955
Spread %: 0.365291

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13908874
Volume 24h: 90902860
Quote volume 24h: 37041637.21332
Price change 24h %: 11.895

Quality

Capture latency ms: 6728
Order book timestamp: 2026-07-08 19:03:45.919000+02:00
Ticker timestamp: 2026-07-08 19:03:41.973000+02:00
Trades timestamp: 2026-07-08 19:03:46.816000+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	-0.058741	-0.058741	-0.058741	0.058741	0.058741	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058741	0.058741	0.058741	0.058741	-0.058741	0.058741	yes
30s	short	-0.058741	-0.058741	-0.058741	0.058741	0.058741	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058741	0.058741	0.058741	0.058741	-0.058741	0.058741	yes
60s	short	-0.058741	-0.058741	-0.058741	0.058741	0.058741	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058741	0.058741	0.058741	0.058741	-0.058741	0.058741	yes

Price

Best bid: 0.425
Best ask: 0.4251
Spread: 0.0001
Spread %: 0.023527
Mid price: 0.42505
Last price: 0.425
Mark price: -
Index price: 0.4245

Order Book

Bid depth 5: 1149
Ask depth 5: 1349
Bid depth 10: 2820
Ask depth 10: 4628
Bid depth 20: 6684
Ask depth 20: 21219
Imbalance 5: -0.080064
Imbalance 10: -0.24275
Imbalance 20: -0.520912
Top bid size: 49
Top ask size: 19
Bid wall score: 0.007331
Ask wall score: 0.000895

Dynamics

Bid depth 5 delta: 762
Ask depth 5 delta: 489
Imbalance 5 delta: 0.299246
Bid depth 10 delta: 1442
Ask depth 10 delta: 1533
Imbalance 10 delta: 0.141109
Spread delta: -0.0001
Mid price delta: 0.00145
Wall shift score: 0.004947

Tape

Buy volume: 2666
Sell volume: 1084
Buy/sell delta: 1582
Buy/sell ratio: 2.45941
Avg trade size: 37.5
Large trade count: 7
Largest trade size: 401

Candle

Return 1: 0.18859
Return 3: 0.926146
Volume 1: 552
Volume avg 5: 1440.4
Momentum 5: 1.166389

Cross Exchange

Mid avg: 0.42395625
Mid median: 0.4237525
Price deviation %: 0.257987
Spread %: 0.311353

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1606893
Quote volume 24h: 6534235.263
Price change 24h %: 5.98

Quality

Capture latency ms: 6238
Order book timestamp: 2026-07-08 19:03:39.278000+02:00
Ticker timestamp: 2026-07-08 19:03:37.870000+02:00
Trades timestamp: 2026-07-08 19:03:38.567000+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	0.17645	0.17645	0.17645	0.17645	0.17645	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.17645	0.17645	0.17645	0.17645	0.17645	-0.17645	yes
30s	long	0.17645	0.17645	0.17645	0.17645	0.17645	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.17645	0.17645	0.17645	0.17645	0.17645	-0.17645	yes
60s	long	0.17645	0.17645	0.17645	0.17645	0.17645	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.17645	0.17645	0.17645	0.17645	0.17645	-0.17645	yes

Price

Best bid: 0.42271
Best ask: 0.42693
Spread: 0.00422
Spread %: 0.993362
Mid price: 0.42482
Last price: 0.4233
Mark price: -
Index price: -

Order Book

Bid depth 5: 5583
Ask depth 5: 2755
Bid depth 10: 36630
Ask depth 10: 41276
Bid depth 20: 51068
Ask depth 20: 53801
Imbalance 5: 0.33917
Imbalance 10: -0.059636
Imbalance 20: -0.026061
Top bid size: 369
Top ask size: 369
Bid wall score: 0.007226
Ask wall score: 0.006859

Dynamics

Bid depth 5 delta: 1153
Ask depth 5 delta: -17008
Imbalance 5 delta: 0.972948
Bid depth 10 delta: 12220
Ask depth 10 delta: -780
Imbalance 10 delta: 0.205853
Spread delta: -0.0003
Mid price delta: 0.00081
Wall shift score: -0.030556

Tape

Buy volume: 4600
Sell volume: 14226
Buy/sell delta: -9626
Buy/sell ratio: 0.323352
Avg trade size: 188.26
Large trade count: 4
Largest trade size: 1316

Candle

Return 1: 1.110713
Return 3: 1.110713
Volume 1: 98
Volume avg 5: 67.6
Momentum 5: 0.9299

Cross Exchange

Mid avg: 0.42375375
Mid median: 0.4237525
Price deviation %: 0.25162
Spread %: 0.120353

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 91702
Volume 24h: 536360
Quote volume 24h: 536360
Price change 24h %: 5.089374

Quality

Capture latency ms: 6228
Order book timestamp: 2026-07-08 19:03:32.801000+02:00
Ticker timestamp: 2026-07-08 19:03:33.459000+02:00
Trades timestamp: 2026-07-08 19:03:08.870000+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	0.368391	0.368391	0.368391	0.368391	0.368391	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.368391	0.368391	0.368391	0.368391	0.368391	-0.368391	yes
30s	long	0.368391	0.368391	0.368391	0.368391	0.368391	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.368391	0.368391	0.368391	0.368391	0.368391	-0.368391	yes
60s	long	0.368391	0.368391	0.368391	0.368391	0.368391	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.368391	0.368391	0.368391	0.368391	0.368391	-0.368391	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 36905
gate: 36904
htx: 36651
mexc: 36899

By Symbol

VELVET/USDT:USDT: 147359

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