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: 148208
Total labels: 444624
Pending labels: 113
Eligible pending labels: 66
Labeled snapshots: 444511
Labels with advanced TP/SL: 425513
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001062
Avg long MAE 30s: 0.001062
Avg short MFE 30s: 0.297748
Avg short MAE 30s: 0.297748
Long labels: 178117
Short labels: 181523
Flat labels: 84871
Latest snapshot: 2026-07-09 04:32:33.255203+02:00
Recent trades snapshots: 148198
Micro candles: 2963880
Avg data quality: 75.8978732592032819
Latest latency: 6484 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 286 of 14821 · 148208 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-08 21:22:58.830454+02:00	htx	VELVET/USDT:USDT	0.424095	90	4826 ms	10s long 0.352515 30s long 0.352515 60s long 0.352515	advanced ready
2026-07-08 21:22:47.526799+02:00	gate	VELVET/USDT:USDT	0.424075	68	10474 ms	10s long 0.206331 30s long 0.206331 60s long 0.206331	advanced ready
2026-07-08 21:22:36.790332+02:00	binance	VELVET/USDT:USDT	0.42375	80	6982 ms	10s flat 0.035398 30s flat 0.035398 60s flat 0.035398	advanced ready
2026-07-08 21:22:29.559575+02:00	mexc	VELVET/USDT:USDT	0.4239	68	6536 ms	10s flat 0.011795 30s flat 0.011795 60s flat 0.011795	advanced ready
2026-07-08 21:22:22.881082+02:00	htx	VELVET/USDT:USDT	0.423945	80	5972 ms	10s flat 0.035382 30s flat 0.035382 60s flat 0.035382	advanced ready
2026-07-08 21:22:09.397393+02:00	gate	VELVET/USDT:USDT	0.42384	68	12367 ms	10s long 0.055445 30s long 0.055445 60s long 0.055445	advanced ready
2026-07-08 21:21:56.692150+02:00	binance	VELVET/USDT:USDT	0.42595	80	8293 ms	10s short -0.516493 30s short -0.516493 60s short -0.516493	advanced ready
2026-07-08 21:21:48.136810+02:00	mexc	VELVET/USDT:USDT	0.42615	68	5999 ms	10s short -0.527983 30s short -0.527983 60s short -0.527983	advanced ready
2026-07-08 21:21:41.941432+02:00	htx	VELVET/USDT:USDT	0.426845	80	5691 ms	10s short -0.679404 30s short -0.679404 60s short -0.679404	advanced ready
2026-07-08 21:21:29.684779+02:00	gate	VELVET/USDT:USDT	0.426225	68	12116 ms	10s short -0.559564 30s short -0.559564 60s short -0.559564	advanced ready

Price

Best bid: 0.42342
Best ask: 0.42477
Spread: 0.00135
Spread %: 0.318325
Mid price: 0.424095
Last price: 0.42355
Mark price: -
Index price: -

Order Book

Bid depth 5: 5787
Ask depth 5: 14194
Bid depth 10: 21178
Ask depth 10: 30201
Bid depth 20: 156987
Ask depth 20: 143534
Imbalance 5: -0.42075
Imbalance 10: -0.175616
Imbalance 20: 0.044766
Top bid size: 13
Top ask size: 317
Bid wall score: 0.000083
Ask wall score: 0.002209

Dynamics

Bid depth 5 delta: 626
Ask depth 5 delta: 10251
Imbalance 5 delta: -0.554537
Bid depth 10 delta: -2220
Ask depth 10 delta: 4607
Imbalance 10 delta: -0.130793
Spread delta: 0.0001
Mid price delta: 0.00015
Wall shift score: 0.000549

Tape

Buy volume: 4682
Sell volume: 8278
Buy/sell delta: -3596
Buy/sell ratio: 0.565596
Avg trade size: 129.6
Large trade count: 2
Largest trade size: 738

Candle

Return 1: -0.673045
Return 3: -0.308337
Volume 1: 286
Volume avg 5: 122.4
Momentum 5: -0.842795

Cross Exchange

Mid avg: 0.4239175
Mid median: 0.4239225
Price deviation %: 0.041871
Spread %: 0.076666

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 90441
Volume 24h: 494134
Quote volume 24h: 494134
Price change 24h %: 5.15144

Quality

Capture latency ms: 4826
Order book timestamp: 2026-07-08 21:22:57.401000+02:00
Ticker timestamp: 2026-07-08 21:22:57.699000+02:00
Trades timestamp: 2026-07-08 21:22:40.779000+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	long	0.352515	0.352515	0.352515	0.352515	0.352515	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.352515	0.352515	0.352515	0.352515	0.352515	-0.352515	yes
30s	long	0.352515	0.352515	0.352515	0.352515	0.352515	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.352515	0.352515	0.352515	0.352515	0.352515	-0.352515	yes
60s	long	0.352515	0.352515	0.352515	0.352515	0.352515	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.352515	0.352515	0.352515	0.352515	0.352515	-0.352515	yes

Price

Best bid: 0.42384
Best ask: 0.42431
Spread: 0.00047
Spread %: 0.110829
Mid price: 0.424075
Last price: 0.42412
Mark price: 0.42382
Index price: 0.423825

Order Book

Bid depth 5: 5
Ask depth 5: 25
Bid depth 10: 47
Ask depth 10: 74
Bid depth 20: 163
Ask depth 20: 208
Imbalance 5: -0.666667
Imbalance 10: -0.22314
Imbalance 20: -0.121294
Top bid size: 1
Top ask size: 10
Bid wall score: 0.006135
Ask wall score: 0.048077

Dynamics

Bid depth 5 delta: -49
Ask depth 5 delta: -15
Imbalance 5 delta: -0.815603
Bid depth 10 delta: -74
Ask depth 10 delta: 3
Imbalance 10 delta: -0.483557
Spread delta: -0.00009
Mid price delta: 0.000235
Wall shift score: -0.049087

Tape

Buy volume: 121
Sell volume: 118
Buy/sell delta: 3
Buy/sell ratio: 1.025424
Avg trade size: 2.39
Large trade count: 8
Largest trade size: 46

Candle

Return 1: -0.375834
Return 3: -0.268071
Volume 1: 14
Volume avg 5: 9.4
Momentum 5: -0.239921

Cross Exchange

Mid avg: 0.42385875
Mid median: 0.42387
Price deviation %: 0.051019
Spread %: 0.046006

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6724600
Quote volume 24h: 2770696
Price change 24h %: 11.55

Quality

Capture latency ms: 10474
Order book timestamp: 2026-07-08 21:22:46+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:38.533000+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	0.206331	0.206331	0.206331	0.206331	0.206331	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.206331	0.206331	0.206331	0.206331	0.206331	-0.206331	yes
30s	long	0.206331	0.206331	0.206331	0.206331	0.206331	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.206331	0.206331	0.206331	0.206331	0.206331	-0.206331	yes
60s	long	0.206331	0.206331	0.206331	0.206331	0.206331	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.206331	0.206331	0.206331	0.206331	0.206331	-0.206331	yes

Price

Best bid: 0.4236
Best ask: 0.4239
Spread: 0.0003
Spread %: 0.070796
Mid price: 0.42375
Last price: 0.4237
Mark price: -
Index price: -

Order Book

Bid depth 5: 4100
Ask depth 5: 4176
Bid depth 10: 12033
Ask depth 10: 13462
Bid depth 20: 26612
Ask depth 20: 29394
Imbalance 5: -0.009183
Imbalance 10: -0.05605
Imbalance 20: -0.049673
Top bid size: 516
Top ask size: 62
Bid wall score: 0.01939
Ask wall score: 0.002109

Dynamics

Bid depth 5 delta: 1884
Ask depth 5 delta: 1136
Imbalance 5 delta: 0.14759
Bid depth 10 delta: 431
Ask depth 10 delta: 401
Imbalance 10 delta: 0.003107
Spread delta: 0.0002
Mid price delta: -0.0022
Wall shift score: 0.014738

Tape

Buy volume: 4606
Sell volume: 14528
Buy/sell delta: -9922
Buy/sell ratio: 0.317043
Avg trade size: 191.34
Large trade count: 9
Largest trade size: 2093

Candle

Return 1: -0.539906
Return 3: -0.094317
Volume 1: 47031
Volume avg 5: 24567
Momentum 5: -0.446429

Cross Exchange

Mid avg: 0.42440875
Mid median: 0.4239225
Price deviation %: -0.155216
Spread %: 0.497162

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13789819
Volume 24h: 83375839
Quote volume 24h: 34404591.34363
Price change 24h %: 12.09

Quality

Capture latency ms: 6982
Order book timestamp: 2026-07-08 21:22:34.536000+02:00
Ticker timestamp: 2026-07-08 21:22:27.880000+02:00
Trades timestamp: 2026-07-08 21:22:31.648000+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	0.035398	0.035398	0.035398	0.035398	0.035398	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.035398	0.035398	0.035398	0.035398	0.035398	-0.035398	yes
30s	flat	0.035398	0.035398	0.035398	0.035398	0.035398	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.035398	0.035398	0.035398	0.035398	0.035398	-0.035398	yes
60s	flat	0.035398	0.035398	0.035398	0.035398	0.035398	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.035398	0.035398	0.035398	0.035398	0.035398	-0.035398	yes

Price

Best bid: 0.4238
Best ask: 0.424
Spread: 0.0002
Spread %: 0.047181
Mid price: 0.4239
Last price: 0.4237
Mark price: -
Index price: 0.4241

Order Book

Bid depth 5: 457
Ask depth 5: 1005
Bid depth 10: 1898
Ask depth 10: 3400
Bid depth 20: 28950
Ask depth 20: 38127
Imbalance 5: -0.374829
Imbalance 10: -0.283503
Imbalance 20: -0.136813
Top bid size: 10
Top ask size: 37
Bid wall score: 0.000345
Ask wall score: 0.00097

Dynamics

Bid depth 5 delta: -503
Ask depth 5 delta: -2541
Imbalance 5 delta: 0.199072
Bid depth 10 delta: -508
Ask depth 10 delta: -1301
Imbalance 10 delta: 0.039418
Spread delta: 0.0001
Mid price delta: -0.00225
Wall shift score: 0.175038

Tape

Buy volume: 4320
Sell volume: 3108
Buy/sell delta: 1212
Buy/sell ratio: 1.389961
Avg trade size: 74.28
Large trade count: 8
Largest trade size: 343

Candle

Return 1: -0.329102
Return 3: -0.141309
Volume 1: 735
Volume avg 5: 1788.8
Momentum 5: -0.469484

Cross Exchange

Mid avg: 0.42497125
Mid median: 0.4249475
Price deviation %: -0.252076
Spread %: 0.543566

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1525948
Quote volume 24h: 6296836.358
Price change 24h %: 5.66

Quality

Capture latency ms: 6536
Order book timestamp: 2026-07-08 21:22:27.623000+02:00
Ticker timestamp: 2026-07-08 21:22:25.817000+02:00
Trades timestamp: 2026-07-08 21:22:26.441000+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	flat	0.011795	0.011795	0.011795	0.011795	0.011795	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.011795	0.011795	0.011795	0.011795	0.011795	-0.011795	yes
30s	flat	0.011795	0.011795	0.011795	0.011795	0.011795	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.011795	0.011795	0.011795	0.011795	0.011795	-0.011795	yes
60s	flat	0.011795	0.011795	0.011795	0.011795	0.011795	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.011795	0.011795	0.011795	0.011795	0.011795	-0.011795	yes

Price

Best bid: 0.42332
Best ask: 0.42457
Spread: 0.00125
Spread %: 0.29485
Mid price: 0.423945
Last price: 0.42553
Mark price: -
Index price: -

Order Book

Bid depth 5: 5161
Ask depth 5: 3943
Bid depth 10: 23398
Ask depth 10: 25594
Bid depth 20: 42305
Ask depth 20: 149192
Imbalance 5: 0.133787
Imbalance 10: -0.044824
Imbalance 20: -0.558165
Top bid size: 38
Top ask size: 533
Bid wall score: 0.000898
Ask wall score: 0.003573

Dynamics

Bid depth 5 delta: 1447
Ask depth 5 delta: -12725
Imbalance 5 delta: 0.769348
Bid depth 10 delta: 615
Ask depth 10 delta: -7711
Imbalance 10 delta: 0.142774
Spread delta: 0.0004
Mid price delta: -0.0029
Wall shift score: 0.011264

Tape

Buy volume: 4704
Sell volume: 8044
Buy/sell delta: -3340
Buy/sell ratio: 0.584784
Avg trade size: 127.48
Large trade count: 2
Largest trade size: 738

Candle

Return 1: -0.208714
Return 3: 0.157699
Volume 1: 52
Volume avg 5: 75.6
Momentum 5: -0.379258

Cross Exchange

Mid avg: 0.42569625
Mid median: 0.42605
Price deviation %: -0.411385
Spread %: 0.705902

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 90441
Volume 24h: 493900
Quote volume 24h: 493900
Price change 24h %: 5.642999

Quality

Capture latency ms: 5972
Order book timestamp: 2026-07-08 21:22:20.801000+02:00
Ticker timestamp: 2026-07-08 21:22:21.260000+02:00
Trades timestamp: 2026-07-08 21:22:02.421000+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	0.035382	0.035382	0.035382	0.035382	0.035382	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.035382	0.035382	0.035382	0.035382	0.035382	-0.035382	yes
30s	flat	0.035382	0.035382	0.035382	0.035382	0.035382	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.035382	0.035382	0.035382	0.035382	0.035382	-0.035382	yes
60s	flat	0.035382	0.035382	0.035382	0.035382	0.035382	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.035382	0.035382	0.035382	0.035382	0.035382	-0.035382	yes

Price

Best bid: 0.42356
Best ask: 0.42412
Spread: 0.00056
Spread %: 0.132125
Mid price: 0.42384
Last price: 0.42292
Mark price: 0.42353
Index price: 0.423733

Order Book

Bid depth 5: 54
Ask depth 5: 40
Bid depth 10: 121
Ask depth 10: 71
Bid depth 20: 246
Ask depth 20: 198
Imbalance 5: 0.148936
Imbalance 10: 0.260417
Imbalance 20: 0.108108
Top bid size: 3
Top ask size: 1
Bid wall score: 0.012195
Ask wall score: 0.005051

Dynamics

Bid depth 5 delta: 22
Ask depth 5 delta: 35
Imbalance 5 delta: -0.580794
Bid depth 10 delta: 50
Ask depth 10 delta: 23
Imbalance 10 delta: 0.067139
Spread delta: 0.00005
Mid price delta: -0.002385
Wall shift score: 0.009279

Tape

Buy volume: 123
Sell volume: 116
Buy/sell delta: 7
Buy/sell ratio: 1.060345
Avg trade size: 2.39
Large trade count: 8
Largest trade size: 46

Candle

Return 1: -0.657709
Return 3: -0.550252
Volume 1: 12
Volume avg 5: 9
Momentum 5: -0.522181

Cross Exchange

Mid avg: 0.4262925
Mid median: 0.4261875
Price deviation %: -0.575309
Spread %: 0.20995

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6723100
Quote volume 24h: 2770061
Price change 24h %: 11.35

Quality

Capture latency ms: 12367
Order book timestamp: 2026-07-08 21:22:07+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:38.524000+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	0.055445	0.055445	0.055445	0.055445	0.055445	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.055445	0.055445	0.055445	0.055445	0.055445	-0.055445	yes
30s	long	0.055445	0.055445	0.055445	0.055445	0.055445	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.055445	0.055445	0.055445	0.055445	0.055445	-0.055445	yes
60s	long	0.055445	0.055445	0.055445	0.055445	0.055445	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.055445	0.055445	0.055445	0.055445	0.055445	-0.055445	yes

Price

Best bid: 0.4259
Best ask: 0.426
Spread: 0.0001
Spread %: 0.023477
Mid price: 0.42595
Last price: 0.4256
Mark price: -
Index price: -

Order Book

Bid depth 5: 2216
Ask depth 5: 3040
Bid depth 10: 11602
Ask depth 10: 13061
Bid depth 20: 31298
Ask depth 20: 28514
Imbalance 5: -0.156773
Imbalance 10: -0.059157
Imbalance 20: 0.046546
Top bid size: 107
Top ask size: 25
Bid wall score: 0.003419
Ask wall score: 0.000877

Dynamics

Bid depth 5 delta: -2109
Ask depth 5 delta: -423
Imbalance 5 delta: -0.267456
Bid depth 10 delta: -1112
Ask depth 10 delta: 2879
Imbalance 10 delta: -0.169744
Spread delta: -0.0001
Mid price delta: -0.00035
Wall shift score: -0.000975

Tape

Buy volume: 5229
Sell volume: 15007
Buy/sell delta: -9778
Buy/sell ratio: 0.348437
Avg trade size: 202.36
Large trade count: 11
Largest trade size: 1530

Candle

Return 1: -0.421151
Return 3: 0.070538
Volume 1: 29025
Volume avg 5: 16591.6
Momentum 5: -0.023491

Cross Exchange

Mid avg: 0.42638
Mid median: 0.4262625
Price deviation %: -0.100849
Spread %: 0.163

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13807641
Volume 24h: 83374294
Quote volume 24h: 34401776.39343
Price change 24h %: 12.325

Quality

Capture latency ms: 8293
Order book timestamp: 2026-07-08 21:21:54.421000+02:00
Ticker timestamp: 2026-07-08 21:21:51.069000+02:00
Trades timestamp: 2026-07-08 21:21:55.725000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.516493	-0.516493	-0.516493	0.516493	0.516493	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.516493	0.516493	0.516493	0.516493	-0.516493	0.516493	yes
30s	short	-0.516493	-0.516493	-0.516493	0.516493	0.516493	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.516493	0.516493	0.516493	0.516493	-0.516493	0.516493	yes
60s	short	-0.516493	-0.516493	-0.516493	0.516493	0.516493	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.516493	0.516493	0.516493	0.516493	-0.516493	0.516493	yes

Price

Best bid: 0.4261
Best ask: 0.4262
Spread: 0.0001
Spread %: 0.023466
Mid price: 0.42615
Last price: 0.4261
Mark price: -
Index price: 0.4264

Order Book

Bid depth 5: 960
Ask depth 5: 3546
Bid depth 10: 2406
Ask depth 10: 4701
Bid depth 20: 20585
Ask depth 20: 15221
Imbalance 5: -0.573901
Imbalance 10: -0.322921
Imbalance 20: 0.149807
Top bid size: 191
Top ask size: 2815
Bid wall score: 0.009279
Ask wall score: 0.184942

Dynamics

Bid depth 5 delta: -564
Ask depth 5 delta: -262
Imbalance 5 delta: -0.145544
Bid depth 10 delta: -379
Ask depth 10 delta: -282
Imbalance 10 delta: -0.039965
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: -0.008671

Tape

Buy volume: 4281
Sell volume: 3009
Buy/sell delta: 1272
Buy/sell ratio: 1.422732
Avg trade size: 72.9
Large trade count: 8
Largest trade size: 343

Candle

Return 1: -0.117206
Return 3: 0.070456
Volume 1: 3240
Volume avg 5: 1751.4
Momentum 5: 0.093963

Cross Exchange

Mid avg: 0.426405
Mid median: 0.426275
Price deviation %: -0.059802
Spread %: 0.145402

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1525452
Quote volume 24h: 6294733.868
Price change 24h %: 6.25

Quality

Capture latency ms: 5999
Order book timestamp: 2026-07-08 21:21:44.764000+02:00
Ticker timestamp: 2026-07-08 21:21:43.943000+02:00
Trades timestamp: 2026-07-08 21:21:41.446000+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	-0.527983	-0.527983	-0.527983	0.527983	0.527983	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.527983	0.527983	0.527983	0.527983	-0.527983	0.527983	yes
30s	short	-0.527983	-0.527983	-0.527983	0.527983	0.527983	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.527983	0.527983	0.527983	0.527983	-0.527983	0.527983	yes
60s	short	-0.527983	-0.527983	-0.527983	0.527983	0.527983	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.527983	0.527983	0.527983	0.527983	-0.527983	0.527983	yes

Price

Best bid: 0.42642
Best ask: 0.42727
Spread: 0.00085
Spread %: 0.199136
Mid price: 0.426845
Last price: 0.42486
Mark price: -
Index price: -

Order Book

Bid depth 5: 3714
Ask depth 5: 16668
Bid depth 10: 22783
Ask depth 10: 33305
Bid depth 20: 42726
Ask depth 20: 143188
Imbalance 5: -0.635561
Imbalance 10: -0.187598
Imbalance 20: -0.540368
Top bid size: 46
Top ask size: 2150
Bid wall score: 0.001077
Ask wall score: 0.015015

Dynamics

Bid depth 5 delta: -5260
Ask depth 5 delta: 8520
Imbalance 5 delta: -0.683803
Bid depth 10 delta: 5165
Ask depth 10 delta: 20183
Imbalance 10 delta: -0.333857
Spread delta: -0.00545
Mid price delta: -0.001295
Wall shift score: -0.063796

Tape

Buy volume: 5848
Sell volume: 7922
Buy/sell delta: -2074
Buy/sell ratio: 0.738197
Avg trade size: 137.7
Large trade count: 3
Largest trade size: 1144

Candle

Return 1: 0
Return 3: -0.536111
Volume 1: 0
Volume avg 5: 46.8
Momentum 5: -0.536111

Cross Exchange

Mid avg: 0.42672875
Mid median: 0.426275
Price deviation %: 0.027242
Spread %: 0.448763

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 90441
Volume 24h: 493756
Quote volume 24h: 493756
Price change 24h %: 5.476663

Quality

Capture latency ms: 5691
Order book timestamp: 2026-07-08 21:21:40.301000+02:00
Ticker timestamp: 2026-07-08 21:21:40.577000+02:00
Trades timestamp: 2026-07-08 21:19:57.589000+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	-0.679404	-0.679404	-0.679404	0.679404	0.679404	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.679404	0.679404	0.679404	0.679404	-0.679404	0.679404	yes
30s	short	-0.679404	-0.679404	-0.679404	0.679404	0.679404	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.679404	0.679404	0.679404	0.679404	-0.679404	0.679404	yes
60s	short	-0.679404	-0.679404	-0.679404	0.679404	0.679404	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.679404	0.679404	0.679404	0.679404	-0.679404	0.679404	yes

Price

Best bid: 0.42597
Best ask: 0.42648
Spread: 0.00051
Spread %: 0.119655
Mid price: 0.426225
Last price: 0.42626
Mark price: 0.42629
Index price: 0.426442

Order Book

Bid depth 5: 32
Ask depth 5: 5
Bid depth 10: 71
Ask depth 10: 48
Bid depth 20: 210
Ask depth 20: 145
Imbalance 5: 0.72973
Imbalance 10: 0.193277
Imbalance 20: 0.183099
Top bid size: 1
Top ask size: 1
Bid wall score: 0.004762
Ask wall score: 0.006897

Dynamics

Bid depth 5 delta: -9
Ask depth 5 delta: -11
Imbalance 5 delta: 0.291133
Bid depth 10 delta: 0
Ask depth 10 delta: -7
Imbalance 10 delta: 0.066293
Spread delta: -0.00005
Mid price delta: -0.000985
Wall shift score: -0.001157

Tape

Buy volume: 131
Sell volume: 106
Buy/sell delta: 25
Buy/sell ratio: 1.235849
Avg trade size: 2.37
Large trade count: 8
Largest trade size: 46

Candle

Return 1: -0.285393
Return 3: 0.263443
Volume 1: 26
Volume avg 5: 6.6
Momentum 5: -0.17564

Cross Exchange

Mid avg: 0.426975
Mid median: 0.426755
Price deviation %: -0.175654
Spread %: 0.442649

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6723000
Quote volume 24h: 2770018
Price change 24h %: 12.23

Quality

Capture latency ms: 12116
Order book timestamp: 2026-07-08 21:21:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:38.470000+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	-0.559564	-0.559564	-0.559564	0.559564	0.559564	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.559564	0.559564	0.559564	0.559564	-0.559564	0.559564	yes
30s	short	-0.559564	-0.559564	-0.559564	0.559564	0.559564	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.559564	0.559564	0.559564	0.559564	-0.559564	0.559564	yes
60s	short	-0.559564	-0.559564	-0.559564	0.559564	0.559564	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.559564	0.559564	0.559564	0.559564	-0.559564	0.559564	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 37118
gate: 37117
htx: 36861
mexc: 37112

By Symbol

VELVET/USDT:USDT: 148208

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