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: 147825
Total labels: 443475
Pending labels: 125
Eligible pending labels: 71
Labeled snapshots: 443350
Labels with advanced TP/SL: 424352
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001074
Avg long MAE 30s: 0.001074
Avg short MFE 30s: 0.298117
Avg short MAE 30s: 0.298117
Long labels: 177710
Short labels: 181048
Flat labels: 84592
Latest snapshot: 2026-07-09 03:33:53.459984+02:00
Recent trades snapshots: 147815
Micro candles: 2956220
Avg data quality: 75.8983257229832572
Latest latency: 8635 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 285 of 14783 · 147825 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-08 20:21:22.069421+02:00	binance	VELVET/USDT:USDT	0.42295	80	7857 ms	10s long 0.236435 30s long 0.236435 60s long 0.236435	advanced ready
2026-07-08 20:21:13.990053+02:00	mexc	VELVET/USDT:USDT	0.4231	68	5880 ms	10s long 0.106358 30s long 0.106358 60s long 0.106358	advanced ready
2026-07-08 20:21:07.770519+02:00	htx	VELVET/USDT:USDT	0.422945	80	6220 ms	10s long 0.128858 30s long 0.128858 60s long 0.128858	advanced ready
2026-07-08 20:20:54.895791+02:00	gate	VELVET/USDT:USDT	0.424135	68	17830 ms	10s short -0.317116 30s short -0.317116 60s short -0.317116	advanced ready
2026-07-08 20:20:36.849256+02:00	binance	VELVET/USDT:USDT	0.42295	80	7040 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-07-08 20:20:29.593470+02:00	mexc	VELVET/USDT:USDT	0.4225	68	6348 ms	10s long 0.142012 30s long 0.142012 60s long 0.142012	advanced ready
2026-07-08 20:20:22.851559+02:00	htx	VELVET/USDT:USDT	0.42249	80	5077 ms	10s long 0.107695 30s long 0.107695 60s long 0.107695	advanced ready
2026-07-08 20:20:10.085350+02:00	gate	VELVET/USDT:USDT	0.421505	68	12287 ms	10s long 0.623955 30s long 0.623955 60s long 0.623955	advanced ready
2026-07-08 20:19:57.068336+02:00	binance	VELVET/USDT:USDT	0.42105	80	7635 ms	10s long 0.451253 30s long 0.451253 60s long 0.451253	advanced ready
2026-07-08 20:19:49.147307+02:00	mexc	VELVET/USDT:USDT	0.42075	68	6257 ms	10s long 0.415924 30s long 0.415924 60s long 0.415924	advanced ready

Price

Best bid: 0.4229
Best ask: 0.423
Spread: 0.0001
Spread %: 0.023643
Mid price: 0.42295
Last price: 0.423
Mark price: -
Index price: -

Order Book

Bid depth 5: 14614
Ask depth 5: 4245
Bid depth 10: 17199
Ask depth 10: 13626
Bid depth 20: 30064
Ask depth 20: 29252
Imbalance 5: 0.549817
Imbalance 10: 0.115912
Imbalance 20: 0.013689
Top bid size: 13
Top ask size: 72
Bid wall score: 0.000432
Ask wall score: 0.002461

Dynamics

Bid depth 5 delta: 8220
Ask depth 5 delta: 1438
Imbalance 5 delta: 0.159968
Bid depth 10 delta: -5047
Ask depth 10 delta: 1891
Imbalance 10 delta: -0.193408
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.006112

Tape

Buy volume: 8028
Sell volume: 26154
Buy/sell delta: -18126
Buy/sell ratio: 0.306951
Avg trade size: 341.82
Large trade count: 10
Largest trade size: 3305

Candle

Return 1: -0.306459
Return 3: 0.522938
Volume 1: 29082
Volume avg 5: 25964.8
Momentum 5: 0.858574

Cross Exchange

Mid avg: 0.4232825
Mid median: 0.423025
Price deviation %: -0.078553
Spread %: 0.281136

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13741430
Volume 24h: 85461124
Quote volume 24h: 35126659.52761
Price change 24h %: 10.502

Quality

Capture latency ms: 7857
Order book timestamp: 2026-07-08 20:21:19.736000+02:00
Ticker timestamp: 2026-07-08 20:21:14.493000+02:00
Trades timestamp: 2026-07-08 20:21:18.858000+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	0.236435	0.236435	0.236435	0.236435	0.236435	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.236435	0.236435	0.236435	0.236435	0.236435	-0.236435	yes
30s	long	0.236435	0.236435	0.236435	0.236435	0.236435	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.236435	0.236435	0.236435	0.236435	0.236435	-0.236435	yes
60s	long	0.236435	0.236435	0.236435	0.236435	0.236435	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.236435	0.236435	0.236435	0.236435	0.236435	-0.236435	yes

Price

Best bid: 0.423
Best ask: 0.4232
Spread: 0.0002
Spread %: 0.04727
Mid price: 0.4231
Last price: 0.4232
Mark price: -
Index price: 0.4227

Order Book

Bid depth 5: 1603
Ask depth 5: 893
Bid depth 10: 4387
Ask depth 10: 2966
Bid depth 20: 13669
Ask depth 20: 12246
Imbalance 5: 0.284455
Imbalance 10: 0.193254
Imbalance 20: 0.05491
Top bid size: 406
Top ask size: 105
Bid wall score: 0.029702
Ask wall score: 0.008574

Dynamics

Bid depth 5 delta: 449
Ask depth 5 delta: -600
Imbalance 5 delta: 0.412525
Bid depth 10 delta: 875
Ask depth 10 delta: -191
Imbalance 10 delta: 0.140023
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: 0.017047

Tape

Buy volume: 3016
Sell volume: 2508
Buy/sell delta: 508
Buy/sell ratio: 1.202552
Avg trade size: 55.24
Large trade count: 14
Largest trade size: 420

Candle

Return 1: -0.047237
Return 3: 0.618165
Volume 1: 2
Volume avg 5: 1207.4
Momentum 5: 0.930122

Cross Exchange

Mid avg: 0.4231325
Mid median: 0.4229475
Price deviation %: -0.007681
Spread %: 0.386404

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1534470
Quote volume 24h: 6308098.474
Price change 24h %: 5.53

Quality

Capture latency ms: 5880
Order book timestamp: 2026-07-08 20:21:11.751000+02:00
Ticker timestamp: 2026-07-08 20:21:10.812000+02:00
Trades timestamp: 2026-07-08 20:21:06.040000+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	0.106358	0.106358	0.106358	0.106358	0.106358	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.106358	0.106358	0.106358	0.106358	0.106358	-0.106358	yes
30s	long	0.106358	0.106358	0.106358	0.106358	0.106358	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.106358	0.106358	0.106358	0.106358	0.106358	-0.106358	yes
60s	long	0.106358	0.106358	0.106358	0.106358	0.106358	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.106358	0.106358	0.106358	0.106358	0.106358	-0.106358	yes

Price

Best bid: 0.42121
Best ask: 0.42468
Spread: 0.00347
Spread %: 0.820438
Mid price: 0.422945
Last price: 0.41965
Mark price: -
Index price: -

Order Book

Bid depth 5: 7587
Ask depth 5: 9503
Bid depth 10: 17133
Ask depth 10: 15609
Bid depth 20: 20982
Ask depth 20: 26063
Imbalance 5: -0.112112
Imbalance 10: 0.046546
Imbalance 20: -0.108003
Top bid size: 295
Top ask size: 369
Bid wall score: 0.01406
Ask wall score: 0.014158

Dynamics

Bid depth 5 delta: 126
Ask depth 5 delta: -6641
Imbalance 5 delta: 0.255733
Bid depth 10 delta: -11144
Ask depth 10 delta: -9749
Imbalance 10 delta: -0.007878
Spread delta: 0.00213
Mid price delta: 0.000455
Wall shift score: -0.000652

Tape

Buy volume: 4688
Sell volume: 13198
Buy/sell delta: -8510
Buy/sell ratio: 0.355205
Avg trade size: 178.86
Large trade count: 7
Largest trade size: 1432

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 48
Momentum 5: 0.339526

Cross Exchange

Mid avg: 0.42301875
Mid median: 0.422725
Price deviation %: -0.017434
Spread %: 0.388872

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 90537
Volume 24h: 502006
Quote volume 24h: 502006
Price change 24h %: 4.183217

Quality

Capture latency ms: 6220
Order book timestamp: 2026-07-08 20:21:06.201000+02:00
Ticker timestamp: 2026-07-08 20:21:06.454000+02:00
Trades timestamp: 2026-07-08 20:18:17.146000+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	0.128858	0.128858	0.128858	0.128858	0.128858	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.128858	0.128858	0.128858	0.128858	0.128858	-0.128858	yes
30s	long	0.128858	0.128858	0.128858	0.128858	0.128858	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.128858	0.128858	0.128858	0.128858	0.128858	-0.128858	yes
60s	long	0.128858	0.128858	0.128858	0.128858	0.128858	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.128858	0.128858	0.128858	0.128858	0.128858	-0.128858	yes

Price

Best bid: 0.42395
Best ask: 0.42432
Spread: 0.00037
Spread %: 0.087236
Mid price: 0.424135
Last price: 0.42336
Mark price: 0.42336
Index price: 0.423123

Order Book

Bid depth 5: 33
Ask depth 5: 31
Bid depth 10: 75
Ask depth 10: 89
Bid depth 20: 192
Ask depth 20: 221
Imbalance 5: 0.03125
Imbalance 10: -0.085366
Imbalance 20: -0.070218
Top bid size: 1
Top ask size: 1
Bid wall score: 0.005208
Ask wall score: 0.004525

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 6
Imbalance 5 delta: -0.121292
Bid depth 10 delta: 0
Ask depth 10 delta: 31
Imbalance 10 delta: -0.213185
Spread delta: 0
Mid price delta: 0.00263
Wall shift score: 0.001311

Tape

Buy volume: 92
Sell volume: 63
Buy/sell delta: 29
Buy/sell ratio: 1.460317
Avg trade size: 1.55
Large trade count: 5
Largest trade size: 11

Candle

Return 1: 0.455581
Return 3: 0.980322
Volume 1: 16
Volume avg 5: 5.4
Momentum 5: 0.903306

Cross Exchange

Mid avg: 0.42236125
Mid median: 0.422495
Price deviation %: 0.41996
Spread %: 0.342124

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6879900
Quote volume 24h: 2827133
Price change 24h %: 10.47

Quality

Capture latency ms: 17830
Order book timestamp: 2026-07-08 20:20:53+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:34.840000+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	-0.317116	-0.317116	-0.317116	0.317116	0.317116	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.317116	0.317116	0.317116	0.317116	-0.317116	0.317116	yes
30s	short	-0.317116	-0.317116	-0.317116	0.317116	0.317116	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.317116	0.317116	0.317116	0.317116	-0.317116	0.317116	yes
60s	short	-0.317116	-0.317116	-0.317116	0.317116	0.317116	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.317116	0.317116	0.317116	0.317116	-0.317116	0.317116	yes

Price

Best bid: 0.4229
Best ask: 0.423
Spread: 0.0001
Spread %: 0.023643
Mid price: 0.42295
Last price: 0.4225
Mark price: -
Index price: -

Order Book

Bid depth 5: 6394
Ask depth 5: 2807
Bid depth 10: 22246
Ask depth 10: 11735
Bid depth 20: 33372
Ask depth 20: 24320
Imbalance 5: 0.389849
Imbalance 10: 0.30932
Imbalance 20: 0.156902
Top bid size: 70
Top ask size: 249
Bid wall score: 0.002098
Ask wall score: 0.010238

Dynamics

Bid depth 5 delta: 2859
Ask depth 5 delta: -223
Imbalance 5 delta: 0.312926
Bid depth 10 delta: 14386
Ask depth 10 delta: 893
Imbalance 10 delta: 0.468768
Spread delta: 0
Mid price delta: 0.0019
Wall shift score: 0.002869

Tape

Buy volume: 10559
Sell volume: 5615
Buy/sell delta: 4944
Buy/sell ratio: 1.880499
Avg trade size: 161.74
Large trade count: 8
Largest trade size: 1881

Candle

Return 1: 0.42735
Return 3: 0.690312
Volume 1: 15737
Volume avg 5: 25918.8
Momentum 5: 1.026988

Cross Exchange

Mid avg: 0.42188625
Mid median: 0.4219975
Price deviation %: 0.252141
Spread %: 0.343695

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13755448
Volume 24h: 85459899
Quote volume 24h: 35124477.10237
Price change 24h %: 10.689

Quality

Capture latency ms: 7040
Order book timestamp: 2026-07-08 20:20:34.632000+02:00
Ticker timestamp: 2026-07-08 20:20:29.657000+02:00
Trades timestamp: 2026-07-08 20:20:34.136000+02:00
Data quality score: 80
Missing fields count: 0

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: 0.4224
Best ask: 0.4226
Spread: 0.0002
Spread %: 0.047337
Mid price: 0.4225
Last price: 0.4223
Mark price: -
Index price: 0.4214

Order Book

Bid depth 5: 1154
Ask depth 5: 1493
Bid depth 10: 3512
Ask depth 10: 3157
Bid depth 20: 18502
Ask depth 20: 26677
Imbalance 5: -0.12807
Imbalance 10: 0.053231
Imbalance 20: -0.180947
Top bid size: 88
Top ask size: 18
Bid wall score: 0.004756
Ask wall score: 0.000675

Dynamics

Bid depth 5 delta: 80
Ask depth 5 delta: 767
Imbalance 5 delta: -0.321403
Bid depth 10 delta: 1055
Ask depth 10 delta: 1060
Imbalance 10 delta: -0.02582
Spread delta: 0.0001
Mid price delta: 0.00175
Wall shift score: -0.009564

Tape

Buy volume: 2907
Sell volume: 1121
Buy/sell delta: 1786
Buy/sell ratio: 2.59322
Avg trade size: 40.28
Large trade count: 7
Largest trade size: 420

Candle

Return 1: 0.4038
Return 3: 0.642857
Volume 1: 197
Volume avg 5: 601.8
Momentum 5: 1.07604

Cross Exchange

Mid avg: 0.42144875
Mid median: 0.4212775
Price deviation %: 0.249437
Spread %: 0.412862

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1531540
Quote volume 24h: 6295684.398
Price change 24h %: 5.31

Quality

Capture latency ms: 6348
Order book timestamp: 2026-07-08 20:20:27.650000+02:00
Ticker timestamp: 2026-07-08 20:20:25.914000+02:00
Trades timestamp: 2026-07-08 20:20:19.734000+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	0.142012	0.142012	0.142012	0.142012	0.142012	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.142012	0.142012	0.142012	0.142012	0.142012	-0.142012	yes
30s	long	0.142012	0.142012	0.142012	0.142012	0.142012	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.142012	0.142012	0.142012	0.142012	0.142012	-0.142012	yes
60s	long	0.142012	0.142012	0.142012	0.142012	0.142012	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.142012	0.142012	0.142012	0.142012	0.142012	-0.142012	yes

Price

Best bid: 0.42182
Best ask: 0.42316
Spread: 0.00134
Spread %: 0.317167
Mid price: 0.42249
Last price: 0.41965
Mark price: -
Index price: -

Order Book

Bid depth 5: 7461
Ask depth 5: 16144
Bid depth 10: 28277
Ask depth 10: 25358
Bid depth 20: 165775
Ask depth 20: 112381
Imbalance 5: -0.367846
Imbalance 10: 0.054423
Imbalance 20: 0.191957
Top bid size: 1384
Top ask size: 876
Bid wall score: 0.008349
Ask wall score: 0.007795

Dynamics

Bid depth 5 delta: 3829
Ask depth 5 delta: 1727
Imbalance 5 delta: 0.229694
Bid depth 10 delta: 13275
Ask depth 10 delta: -612
Imbalance 10 delta: 0.322118
Spread delta: 0.0001
Mid price delta: 0.00155
Wall shift score: 0.003549

Tape

Buy volume: 4688
Sell volume: 13198
Buy/sell delta: -8510
Buy/sell ratio: 0.355205
Avg trade size: 178.86
Large trade count: 7
Largest trade size: 1432

Candle

Return 1: 0
Return 3: 0.339526
Volume 1: 0
Volume avg 5: 79.6
Momentum 5: 0.004766

Cross Exchange

Mid avg: 0.42106125
Mid median: 0.420995
Price deviation %: 0.339321
Spread %: 0.179309

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 90537
Volume 24h: 502266
Quote volume 24h: 502266
Price change 24h %: 4.183217

Quality

Capture latency ms: 5077
Order book timestamp: 2026-07-08 20:20:21.297000+02:00
Ticker timestamp: 2026-07-08 20:20:21.629000+02:00
Trades timestamp: 2026-07-08 20:18:17.146000+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	0.107695	0.107695	0.107695	0.107695	0.107695	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.107695	0.107695	0.107695	0.107695	0.107695	-0.107695	yes
30s	long	0.107695	0.107695	0.107695	0.107695	0.107695	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.107695	0.107695	0.107695	0.107695	0.107695	-0.107695	yes
60s	long	0.107695	0.107695	0.107695	0.107695	0.107695	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.107695	0.107695	0.107695	0.107695	0.107695	-0.107695	yes

Price

Best bid: 0.42132
Best ask: 0.42169
Spread: 0.00037
Spread %: 0.087781
Mid price: 0.421505
Last price: 0.42144
Mark price: 0.42144
Index price: 0.421333

Order Book

Bid depth 5: 34
Ask depth 5: 25
Bid depth 10: 75
Ask depth 10: 58
Bid depth 20: 208
Ask depth 20: 184
Imbalance 5: 0.152542
Imbalance 10: 0.12782
Imbalance 20: 0.061224
Top bid size: 1
Top ask size: 1
Bid wall score: 0.004808
Ask wall score: 0.005435

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 20
Imbalance 5 delta: -0.5843
Bid depth 10 delta: 1
Ask depth 10 delta: 20
Imbalance 10 delta: -0.193609
Spread delta: 0
Mid price delta: 0.00128
Wall shift score: 0.001391

Tape

Buy volume: 78
Sell volume: 65
Buy/sell delta: 13
Buy/sell ratio: 1.2
Avg trade size: 1.43
Large trade count: 4
Largest trade size: 11

Candle

Return 1: 0
Return 3: 0.522361
Volume 1: 0
Volume avg 5: 2.2
Momentum 5: 0.445694

Cross Exchange

Mid avg: 0.42074125
Mid median: 0.420845
Price deviation %: 0.181525
Spread %: 0.196083

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6878400
Quote volume 24h: 2826499
Price change 24h %: 10.34

Quality

Capture latency ms: 12287
Order book timestamp: 2026-07-08 20:20:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:34.789000+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	0.623955	0.623955	0.623955	0.623955	0.623955	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.623955	0.623955	0.623955	0.623955	0.623955	-0.623955	yes
30s	long	0.623955	0.623955	0.623955	0.623955	0.623955	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.623955	0.623955	0.623955	0.623955	0.623955	-0.623955	yes
60s	long	0.623955	0.623955	0.623955	0.623955	0.623955	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.623955	0.623955	0.623955	0.623955	0.623955	-0.623955	yes

Price

Best bid: 0.421
Best ask: 0.4211
Spread: 0.0001
Spread %: 0.02375
Mid price: 0.42105
Last price: 0.4208
Mark price: -
Index price: -

Order Book

Bid depth 5: 3535
Ask depth 5: 3030
Bid depth 10: 7860
Ask depth 10: 10842
Bid depth 20: 21289
Ask depth 20: 30327
Imbalance 5: 0.076923
Imbalance 10: -0.159448
Imbalance 20: -0.175101
Top bid size: 12
Top ask size: 351
Bid wall score: 0.000564
Ask wall score: 0.011574

Dynamics

Bid depth 5 delta: 1391
Ask depth 5 delta: -578
Imbalance 5 delta: 0.331443
Bid depth 10 delta: -503
Ask depth 10 delta: 1168
Imbalance 10 delta: -0.086764
Spread delta: -0.0001
Mid price delta: 0.00095
Wall shift score: -0.005561

Tape

Buy volume: 25350
Sell volume: 6729
Buy/sell delta: 18621
Buy/sell ratio: 3.767276
Avg trade size: 320.79
Large trade count: 14
Largest trade size: 2392

Candle

Return 1: 0.09508
Return 3: 0.429287
Volume 1: 32113
Volume avg 5: 29112.4
Momentum 5: 0.118878

Cross Exchange

Mid avg: 0.42050375
Mid median: 0.4204875
Price deviation %: 0.129904
Spread %: 0.19976

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13758379
Volume 24h: 85540128
Quote volume 24h: 35153580.35627
Price change 24h %: 11.352

Quality

Capture latency ms: 7635
Order book timestamp: 2026-07-08 20:19:54.688000+02:00
Ticker timestamp: 2026-07-08 20:19:47.140000+02:00
Trades timestamp: 2026-07-08 20:19:54.113000+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	0.451253	0.451253	0.451253	0.451253	0.451253	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.451253	0.451253	0.451253	0.451253	0.451253	-0.451253	yes
30s	long	0.451253	0.451253	0.451253	0.451253	0.451253	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.451253	0.451253	0.451253	0.451253	0.451253	-0.451253	yes
60s	long	0.451253	0.451253	0.451253	0.451253	0.451253	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.451253	0.451253	0.451253	0.451253	0.451253	-0.451253	yes

Price

Best bid: 0.4207
Best ask: 0.4208
Spread: 0.0001
Spread %: 0.023767
Mid price: 0.42075
Last price: 0.4205
Mark price: -
Index price: 0.4204

Order Book

Bid depth 5: 1074
Ask depth 5: 726
Bid depth 10: 2457
Ask depth 10: 2097
Bid depth 20: 5192
Ask depth 20: 19287
Imbalance 5: 0.193333
Imbalance 10: 0.079051
Imbalance 20: -0.5758
Top bid size: 73
Top ask size: 8
Bid wall score: 0.01406
Ask wall score: 0.000415

Dynamics

Bid depth 5 delta: 275
Ask depth 5 delta: -806
Imbalance 5 delta: 0.507791
Bid depth 10 delta: 609
Ask depth 10 delta: -886
Imbalance 10 delta: 0.313992
Spread delta: -0.0001
Mid price delta: 0.00005
Wall shift score: 0.007629

Tape

Buy volume: 3146
Sell volume: 1119
Buy/sell delta: 2027
Buy/sell ratio: 2.811439
Avg trade size: 42.65
Large trade count: 8
Largest trade size: 420

Candle

Return 1: -0.023776
Return 3: 0.286191
Volume 1: 87
Volume avg 5: 770.6
Momentum 5: -0.095034

Cross Exchange

Mid avg: 0.42049125
Mid median: 0.4204625
Price deviation %: 0.061535
Spread %: 0.199766

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1531471
Quote volume 24h: 6295392.127
Price change 24h %: 4.86

Quality

Capture latency ms: 6257
Order book timestamp: 2026-07-08 20:19:47.351000+02:00
Ticker timestamp: 2026-07-08 20:19:46.799000+02:00
Trades timestamp: 2026-07-08 20:19:46.271000+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	0.415924	0.415924	0.415924	0.415924	0.415924	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.415924	0.415924	0.415924	0.415924	0.415924	-0.415924	yes
30s	long	0.415924	0.415924	0.415924	0.415924	0.415924	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.415924	0.415924	0.415924	0.415924	0.415924	-0.415924	yes
60s	long	0.415924	0.415924	0.415924	0.415924	0.415924	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.415924	0.415924	0.415924	0.415924	0.415924	-0.415924	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 37022
gate: 37020
htx: 36767
mexc: 37016

By Symbol

VELVET/USDT:USDT: 147825

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