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: 148618
Total labels: 445854
Pending labels: 108
Eligible pending labels: 63
Labeled snapshots: 445746
Labels with advanced TP/SL: 426748
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001009
Avg long MAE 30s: 0.001009
Avg short MFE 30s: 0.297297
Avg short MAE 30s: 0.297297
Long labels: 178473
Short labels: 182040
Flat labels: 85233
Latest snapshot: 2026-07-09 05:35:19.677137+02:00
Recent trades snapshots: 148608
Micro candles: 2972080
Avg data quality: 75.8968227267222005
Latest latency: 10791 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 287 of 14862 · 148618 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-08 22:26:17.918357+02:00	htx	VELVET/USDT:USDT	0.415485	80	5773 ms	10s flat 0.025272 30s flat 0.025272 60s flat 0.025272	advanced ready
2026-07-08 22:26:05.716259+02:00	gate	VELVET/USDT:USDT	0.415105	68	10540 ms	10s flat -0.014454 30s flat -0.014454 60s flat -0.014454	advanced ready
2026-07-08 22:25:54.865795+02:00	binance	VELVET/USDT:USDT	0.41475	80	7233 ms	10s long 0.072333 30s long 0.072333 60s long 0.072333	advanced ready
2026-07-08 22:25:47.222624+02:00	mexc	VELVET/USDT:USDT	0.415	78	4279 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-07-08 22:25:42.821776+02:00	htx	VELVET/USDT:USDT	0.415535	80	5380 ms	10s flat -0.012033 30s flat -0.012033 60s flat -0.012033	advanced ready
2026-07-08 22:25:31.162232+02:00	gate	VELVET/USDT:USDT	0.415645	68	10769 ms	10s short -0.129919 30s short -0.129919 60s short -0.129919	advanced ready
2026-07-08 22:25:20.200651+02:00	binance	VELVET/USDT:USDT	0.4156	80	7817 ms	10s short -0.204524 30s short -0.204524 60s short -0.204524	advanced ready
2026-07-08 22:25:12.166914+02:00	mexc	VELVET/USDT:USDT	0.4159	68	5865 ms	10s short -0.216398 30s short -0.216398 60s short -0.216398	advanced ready
2026-07-08 22:25:05.986769+02:00	htx	VELVET/USDT:USDT	0.41598	80	6686 ms	10s short -0.106976 30s short -0.106976 60s short -0.106976	advanced ready
2026-07-08 22:24:52.912349+02:00	gate	VELVET/USDT:USDT	0.415955	68	10158 ms	10s short -0.074527 30s short -0.074527 60s short -0.074527	advanced ready

Price

Best bid: 0.41513
Best ask: 0.41584
Spread: 0.00071
Spread %: 0.170885
Mid price: 0.415485
Last price: 0.41515
Mark price: -
Index price: -

Order Book

Bid depth 5: 4830
Ask depth 5: 3441
Bid depth 10: 26386
Ask depth 10: 26789
Bid depth 20: 165474
Ask depth 20: 112865
Imbalance 5: 0.167936
Imbalance 10: -0.007579
Imbalance 20: 0.189011
Top bid size: 48
Top ask size: 180
Bid wall score: 0.00029
Ask wall score: 0.001595

Dynamics

Bid depth 5 delta: -111
Ask depth 5 delta: 104
Imbalance 5 delta: -0.02583
Bid depth 10 delta: 1850
Ask depth 10 delta: 3104
Imbalance 10 delta: -0.025227
Spread delta: -0.0001
Mid price delta: -0.00005
Wall shift score: 0.002101

Tape

Buy volume: 5372
Sell volume: 10516
Buy/sell delta: -5144
Buy/sell ratio: 0.510841
Avg trade size: 158.88
Large trade count: 6
Largest trade size: 1048

Candle

Return 1: -0.223515
Return 3: -0.297798
Volume 1: 2
Volume avg 5: 175.2
Momentum 5: -0.37197

Cross Exchange

Mid avg: 0.4150975
Mid median: 0.4150525
Price deviation %: 0.093352
Spread %: 0.189112

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 90593
Volume 24h: 493464
Quote volume 24h: 493464
Price change 24h %: 3.066038

Quality

Capture latency ms: 5773
Order book timestamp: 2026-07-08 22:26:16.297000+02:00
Ticker timestamp: 2026-07-08 22:26:16.789000+02:00
Trades timestamp: 2026-07-08 22:26:13.623000+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	0.025272	0.025272	0.025272	0.025272	0.025272	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025272	0.025272	0.025272	0.025272	0.025272	-0.025272	yes
30s	flat	0.025272	0.025272	0.025272	0.025272	0.025272	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025272	0.025272	0.025272	0.025272	0.025272	-0.025272	yes
60s	flat	0.025272	0.025272	0.025272	0.025272	0.025272	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025272	0.025272	0.025272	0.025272	0.025272	-0.025272	yes

Price

Best bid: 0.41482
Best ask: 0.41539
Spread: 0.00057
Spread %: 0.137315
Mid price: 0.415105
Last price: 0.41482
Mark price: 0.41542
Index price: 0.41561

Order Book

Bid depth 5: 43
Ask depth 5: 13
Bid depth 10: 73
Ask depth 10: 46
Bid depth 20: 171
Ask depth 20: 191
Imbalance 5: 0.535714
Imbalance 10: 0.226891
Imbalance 20: -0.055249
Top bid size: 4
Top ask size: 1
Bid wall score: 0.023392
Ask wall score: 0.005236

Dynamics

Bid depth 5 delta: 12
Ask depth 5 delta: -9
Imbalance 5 delta: 0.365903
Bid depth 10 delta: 26
Ask depth 10 delta: -9
Imbalance 10 delta: 0.305322
Spread delta: 0.00014
Mid price delta: -0.00054
Wall shift score: 0.019451

Tape

Buy volume: 216
Sell volume: 108
Buy/sell delta: 108
Buy/sell ratio: 2
Avg trade size: 3.24
Large trade count: 10
Largest trade size: 11

Candle

Return 1: -0.079489
Return 3: -0.154046
Volume 1: 2
Volume avg 5: 43.4
Momentum 5: -0.549016

Cross Exchange

Mid avg: 0.4152325
Mid median: 0.4152675
Price deviation %: -0.030706
Spread %: 0.215542

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6684700
Quote volume 24h: 2757939
Price change 24h %: 6.97

Quality

Capture latency ms: 10540
Order book timestamp: 2026-07-08 22:26:04+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:42.363000+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	flat	-0.014454	-0.014454	-0.014454	0.014454	0.014454	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.014454	0.014454	0.014454	0.014454	-0.014454	0.014454	yes
30s	flat	-0.014454	-0.014454	-0.014454	0.014454	0.014454	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.014454	0.014454	0.014454	0.014454	-0.014454	0.014454	yes
60s	flat	-0.014454	-0.014454	-0.014454	0.014454	0.014454	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.014454	0.014454	0.014454	0.014454	-0.014454	0.014454	yes

Price

Best bid: 0.4147
Best ask: 0.4148
Spread: 0.0001
Spread %: 0.024111
Mid price: 0.41475
Last price: 0.4148
Mark price: -
Index price: -

Order Book

Bid depth 5: 5136
Ask depth 5: 3033
Bid depth 10: 15325
Ask depth 10: 11547
Bid depth 20: 35139
Ask depth 20: 26801
Imbalance 5: 0.257437
Imbalance 10: 0.140592
Imbalance 20: 0.134614
Top bid size: 75
Top ask size: 210
Bid wall score: 0.002134
Ask wall score: 0.007836

Dynamics

Bid depth 5 delta: 786
Ask depth 5 delta: -883
Imbalance 5 delta: 0.204932
Bid depth 10 delta: 5658
Ask depth 10 delta: -651
Imbalance 10 delta: 0.256348
Spread delta: -0.0001
Mid price delta: -0.00085
Wall shift score: -0.019044

Tape

Buy volume: 10241
Sell volume: 18215
Buy/sell delta: -7974
Buy/sell ratio: 0.562229
Avg trade size: 284.56
Large trade count: 8
Largest trade size: 3798

Candle

Return 1: -0.26455
Return 3: -0.3125
Volume 1: 21530
Volume avg 5: 19661
Momentum 5: -0.479962

Cross Exchange

Mid avg: 0.415445
Mid median: 0.4155675
Price deviation %: -0.16729
Spread %: 0.155255

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13828471
Volume 24h: 82248444
Quote volume 24h: 34009076.88977
Price change 24h %: 6.605

Quality

Capture latency ms: 7233
Order book timestamp: 2026-07-08 22:25:52.631000+02:00
Ticker timestamp: 2026-07-08 22:25:47.056000+02:00
Trades timestamp: 2026-07-08 22:25:52.299000+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	0.072333	0.072333	0.072333	0.072333	0.072333	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.072333	0.072333	0.072333	0.072333	0.072333	-0.072333	yes
30s	long	0.072333	0.072333	0.072333	0.072333	0.072333	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.072333	0.072333	0.072333	0.072333	0.072333	-0.072333	yes
60s	long	0.072333	0.072333	0.072333	0.072333	0.072333	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.072333	0.072333	0.072333	0.072333	0.072333	-0.072333	yes

Price

Best bid: 0.4149
Best ask: 0.4151
Spread: 0.0002
Spread %: 0.048193
Mid price: 0.415
Last price: 0.4151
Mark price: -
Index price: 0.4156

Order Book

Bid depth 5: 1358
Ask depth 5: 1264
Bid depth 10: 3360
Ask depth 10: 3003
Bid depth 20: 24075
Ask depth 20: 22493
Imbalance 5: 0.03585
Imbalance 10: 0.056106
Imbalance 20: 0.033972
Top bid size: 28
Top ask size: 327
Bid wall score: 0.001163
Ask wall score: 0.014538

Dynamics

Bid depth 5 delta: -105
Ask depth 5 delta: 629
Imbalance 5 delta: -0.358811
Bid depth 10 delta: 567
Ask depth 10 delta: 22
Imbalance 10 delta: 0.088665
Spread delta: 0
Mid price delta: -0.0009
Wall shift score: -0.01249

Tape

Buy volume: 1637
Sell volume: 738
Buy/sell delta: 899
Buy/sell ratio: 2.218157
Avg trade size: 23.75
Large trade count: 5
Largest trade size: 234

Candle

Return 1: -0.16835
Return 3: -0.3122
Volume 1: 27
Volume avg 5: 301.6
Momentum 5: -0.455635

Cross Exchange

Mid avg: 0.41567
Mid median: 0.4156225
Price deviation %: -0.161186
Spread %: 0.08781

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1502076
Quote volume 24h: 6220204.987
Price change 24h %: 3.51

Quality

Capture latency ms: 4279
Order book timestamp: 2026-07-08 22:25:45.505000+02:00
Ticker timestamp: 2026-07-08 22:25:43.877000+02:00
Trades timestamp: 2026-07-08 22:25:42.625000+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: 0.41513
Best ask: 0.41594
Spread: 0.00081
Spread %: 0.194929
Mid price: 0.415535
Last price: 0.41608
Mark price: -
Index price: -

Order Book

Bid depth 5: 4941
Ask depth 5: 3337
Bid depth 10: 24536
Ask depth 10: 23685
Bid depth 20: 163660
Ask depth 20: 116802
Imbalance 5: 0.193767
Imbalance 10: 0.017648
Imbalance 20: 0.167074
Top bid size: 48
Top ask size: 432
Bid wall score: 0.000293
Ask wall score: 0.003699

Dynamics

Bid depth 5 delta: -5699
Ask depth 5 delta: -10456
Imbalance 5 delta: 0.322813
Bid depth 10 delta: -5340
Ask depth 10 delta: -2026
Imbalance 10 delta: -0.05728
Spread delta: -0.00031
Mid price delta: -0.000445
Wall shift score: -0.017911

Tape

Buy volume: 5372
Sell volume: 10606
Buy/sell delta: -5234
Buy/sell ratio: 0.506506
Avg trade size: 159.78
Large trade count: 6
Largest trade size: 1048

Candle

Return 1: 0
Return 3: -0.148788
Volume 1: 0
Volume avg 5: 192.4
Momentum 5: -0.447422

Cross Exchange

Mid avg: 0.41578125
Mid median: 0.4157725
Price deviation %: -0.059226
Spread %: 0.091394

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 90593
Volume 24h: 493718
Quote volume 24h: 493718
Price change 24h %: 3.296922

Quality

Capture latency ms: 5380
Order book timestamp: 2026-07-08 22:25:40.597000+02:00
Ticker timestamp: 2026-07-08 22:25:41.455000+02:00
Trades timestamp: 2026-07-08 22:24:06.932000+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	-0.012033	-0.012033	-0.012033	0.012033	0.012033	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.012033	0.012033	0.012033	0.012033	-0.012033	0.012033	yes
30s	flat	-0.012033	-0.012033	-0.012033	0.012033	0.012033	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.012033	0.012033	0.012033	0.012033	-0.012033	0.012033	yes
60s	flat	-0.012033	-0.012033	-0.012033	0.012033	0.012033	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.012033	0.012033	0.012033	0.012033	-0.012033	0.012033	yes

Price

Best bid: 0.41543
Best ask: 0.41586
Spread: 0.00043
Spread %: 0.103454
Mid price: 0.415645
Last price: 0.41604
Mark price: 0.41604
Index price: 0.416032

Order Book

Bid depth 5: 31
Ask depth 5: 22
Bid depth 10: 47
Ask depth 10: 55
Bid depth 20: 177
Ask depth 20: 144
Imbalance 5: 0.169811
Imbalance 10: -0.078431
Imbalance 20: 0.102804
Top bid size: 1
Top ask size: 1
Bid wall score: 0.00565
Ask wall score: 0.006944

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 9
Imbalance 5 delta: -0.276997
Bid depth 10 delta: -18
Ask depth 10 delta: 9
Imbalance 10 delta: -0.249603
Spread delta: 0
Mid price delta: -0.00031
Wall shift score: 0.000472

Tape

Buy volume: 216
Sell volume: 235
Buy/sell delta: -19
Buy/sell ratio: 0.919149
Avg trade size: 4.51
Large trade count: 1
Largest trade size: 119

Candle

Return 1: 0
Return 3: -0.05045
Volume 1: 0
Volume avg 5: 44.6
Momentum 5: -0.564054

Cross Exchange

Mid avg: 0.41585875
Mid median: 0.4159275
Price deviation %: -0.0514
Spread %: 0.091377

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6684400
Quote volume 24h: 2757814
Price change 24h %: 7.29

Quality

Capture latency ms: 10769
Order book timestamp: 2026-07-08 22:25:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:42.282000+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	-0.129919	-0.129919	-0.129919	0.129919	0.129919	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.129919	0.129919	0.129919	0.129919	-0.129919	0.129919	yes
30s	short	-0.129919	-0.129919	-0.129919	0.129919	0.129919	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.129919	0.129919	0.129919	0.129919	-0.129919	0.129919	yes
60s	short	-0.129919	-0.129919	-0.129919	0.129919	0.129919	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.129919	0.129919	0.129919	0.129919	-0.129919	0.129919	yes

Price

Best bid: 0.4155
Best ask: 0.4157
Spread: 0.0002
Spread %: 0.048123
Mid price: 0.4156
Last price: 0.4157
Mark price: -
Index price: -

Order Book

Bid depth 5: 4350
Ask depth 5: 3916
Bid depth 10: 9667
Ask depth 10: 12198
Bid depth 20: 31055
Ask depth 20: 27507
Imbalance 5: 0.052504
Imbalance 10: -0.115756
Imbalance 20: 0.060585
Top bid size: 1024
Top ask size: 540
Bid wall score: 0.032974
Ask wall score: 0.019631

Dynamics

Bid depth 5 delta: -3222
Ask depth 5 delta: -720
Imbalance 5 delta: -0.187994
Bid depth 10 delta: -4697
Ask depth 10 delta: -2300
Imbalance 10 delta: -0.111113
Spread delta: -0.0001
Mid price delta: -0.00045
Wall shift score: 0.021509

Tape

Buy volume: 15597
Sell volume: 13144
Buy/sell delta: 2453
Buy/sell ratio: 1.186625
Avg trade size: 287.41
Large trade count: 7
Largest trade size: 3798

Candle

Return 1: -0.02405
Return 3: -0.072115
Volume 1: 8633
Volume avg 5: 17081.6
Momentum 5: -0.239981

Cross Exchange

Mid avg: 0.41597125
Mid median: 0.4159675
Price deviation %: -0.089249
Spread %: 0.03606

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13826996
Volume 24h: 82232988
Quote volume 24h: 34002655.72101
Price change 24h %: 6.836

Quality

Capture latency ms: 7817
Order book timestamp: 2026-07-08 22:25:17.964000+02:00
Ticker timestamp: 2026-07-08 22:25:11.982000+02:00
Trades timestamp: 2026-07-08 22:25:17.485000+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	-0.204524	-0.204524	-0.204524	0.204524	0.204524	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.204524	0.204524	0.204524	0.204524	-0.204524	0.204524	yes
30s	short	-0.204524	-0.204524	-0.204524	0.204524	0.204524	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.204524	0.204524	0.204524	0.204524	-0.204524	0.204524	yes
60s	short	-0.204524	-0.204524	-0.204524	0.204524	0.204524	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.204524	0.204524	0.204524	0.204524	-0.204524	0.204524	yes

Price

Best bid: 0.4158
Best ask: 0.416
Spread: 0.0002
Spread %: 0.048088
Mid price: 0.4159
Last price: 0.4159
Mark price: -
Index price: 0.4158

Order Book

Bid depth 5: 1463
Ask depth 5: 635
Bid depth 10: 2793
Ask depth 10: 2981
Bid depth 20: 30602
Ask depth 20: 15820
Imbalance 5: 0.394662
Imbalance 10: -0.03256
Imbalance 20: 0.318427
Top bid size: 89
Top ask size: 60
Bid wall score: 0.002908
Ask wall score: 0.003793

Dynamics

Bid depth 5 delta: 493
Ask depth 5 delta: -209
Imbalance 5 delta: 0.325202
Bid depth 10 delta: 282
Ask depth 10 delta: 148
Imbalance 10 delta: 0.027695
Spread delta: 0.0001
Mid price delta: -0.00015
Wall shift score: 0.001065

Tape

Buy volume: 1653
Sell volume: 711
Buy/sell delta: 942
Buy/sell ratio: 2.324895
Avg trade size: 23.64
Large trade count: 5
Largest trade size: 234

Candle

Return 1: 0
Return 3: -0.144092
Volume 1: 7
Volume avg 5: 297.6
Momentum 5: -0.28777

Cross Exchange

Mid avg: 0.41600875
Mid median: 0.416015
Price deviation %: -0.026141
Spread %: 0.022836

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1502055
Quote volume 24h: 6220118.984
Price change 24h %: 3.71

Quality

Capture latency ms: 5865
Order book timestamp: 2026-07-08 22:25:10.326000+02:00
Ticker timestamp: 2026-07-08 22:25:07.884000+02:00
Trades timestamp: 2026-07-08 22:25:10.594000+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	-0.216398	-0.216398	-0.216398	0.216398	0.216398	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.216398	0.216398	0.216398	0.216398	-0.216398	0.216398	yes
30s	short	-0.216398	-0.216398	-0.216398	0.216398	0.216398	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.216398	0.216398	0.216398	0.216398	-0.216398	0.216398	yes
60s	short	-0.216398	-0.216398	-0.216398	0.216398	0.216398	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.216398	0.216398	0.216398	0.216398	-0.216398	0.216398	yes

Price

Best bid: 0.41542
Best ask: 0.41654
Spread: 0.00112
Spread %: 0.269244
Mid price: 0.41598
Last price: 0.41608
Mark price: -
Index price: -

Order Book

Bid depth 5: 10640
Ask depth 5: 13793
Bid depth 10: 29876
Ask depth 10: 25711
Bid depth 20: 160009
Ask depth 20: 105800
Imbalance 5: -0.129047
Imbalance 10: 0.074928
Imbalance 20: 0.20394
Top bid size: 2554
Top ask size: 154
Bid wall score: 0.015962
Ask wall score: 0.001456

Dynamics

Bid depth 5 delta: 4628
Ask depth 5 delta: 10957
Imbalance 5 delta: -0.487998
Bid depth 10 delta: 9186
Ask depth 10 delta: -3567
Imbalance 10 delta: 0.246798
Spread delta: 0.00001
Mid price delta: -0.000305
Wall shift score: 0.017161

Tape

Buy volume: 5372
Sell volume: 10606
Buy/sell delta: -5234
Buy/sell ratio: 0.506506
Avg trade size: 159.78
Large trade count: 6
Largest trade size: 1048

Candle

Return 1: 0
Return 3: -0.148788
Volume 1: 0
Volume avg 5: 192.4
Momentum 5: -0.447422

Cross Exchange

Mid avg: 0.416085
Mid median: 0.41605
Price deviation %: -0.025235
Spread %: 0.079311

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 90713
Volume 24h: 493718
Quote volume 24h: 493718
Price change 24h %: 3.296922

Quality

Capture latency ms: 6686
Order book timestamp: 2026-07-08 22:25:04.401000+02:00
Ticker timestamp: 2026-07-08 22:25:04.814000+02:00
Trades timestamp: 2026-07-08 22:24:06.932000+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	-0.106976	-0.106976	-0.106976	0.106976	0.106976	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.106976	0.106976	0.106976	0.106976	-0.106976	0.106976	yes
30s	short	-0.106976	-0.106976	-0.106976	0.106976	0.106976	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.106976	0.106976	0.106976	0.106976	-0.106976	0.106976	yes
60s	short	-0.106976	-0.106976	-0.106976	0.106976	0.106976	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.106976	0.106976	0.106976	0.106976	-0.106976	0.106976	yes

Price

Best bid: 0.41574
Best ask: 0.41617
Spread: 0.00043
Spread %: 0.103377
Mid price: 0.415955
Last price: 0.41604
Mark price: 0.41602
Index price: 0.416005

Order Book

Bid depth 5: 34
Ask depth 5: 13
Bid depth 10: 65
Ask depth 10: 46
Bid depth 20: 179
Ask depth 20: 136
Imbalance 5: 0.446809
Imbalance 10: 0.171171
Imbalance 20: 0.136508
Top bid size: 1
Top ask size: 1
Bid wall score: 0.005587
Ask wall score: 0.007353

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -8
Imbalance 5 delta: 0.254501
Bid depth 10 delta: 1
Ask depth 10 delta: 0
Imbalance 10 delta: 0.007535
Spread delta: 0.00002
Mid price delta: -0.00036
Wall shift score: -0.003605

Tape

Buy volume: 216
Sell volume: 235
Buy/sell delta: -19
Buy/sell ratio: 0.919149
Avg trade size: 4.51
Large trade count: 1
Largest trade size: 119

Candle

Return 1: 0.139604
Return 3: -0.256527
Volume 1: 8
Volume avg 5: 45.2
Momentum 5: -0.599689

Cross Exchange

Mid avg: 0.416175
Mid median: 0.4161675
Price deviation %: -0.052862
Spread %: 0.063675

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6684400
Quote volume 24h: 2757814
Price change 24h %: 6.97

Quality

Capture latency ms: 10158
Order book timestamp: 2026-07-08 22:24:51+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:42.282000+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	-0.074527	-0.074527	-0.074527	0.074527	0.074527	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.074527	0.074527	0.074527	0.074527	-0.074527	0.074527	yes
30s	short	-0.074527	-0.074527	-0.074527	0.074527	0.074527	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.074527	0.074527	0.074527	0.074527	-0.074527	0.074527	yes
60s	short	-0.074527	-0.074527	-0.074527	0.074527	0.074527	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.074527	0.074527	0.074527	0.074527	-0.074527	0.074527	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 37221
gate: 37220
htx: 36962
mexc: 37215

By Symbol

VELVET/USDT:USDT: 148618

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