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: 149020
Total labels: 447060
Pending labels: 122
Eligible pending labels: 70
Labeled snapshots: 446938
Labels with advanced TP/SL: 427940
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001002
Avg long MAE 30s: 0.001002
Avg short MFE 30s: 0.296809
Avg short MAE 30s: 0.296809
Long labels: 178875
Short labels: 182510
Flat labels: 85553
Latest snapshot: 2026-07-09 06:36:24.571142+02:00
Recent trades snapshots: 149010
Micro candles: 2980120
Avg data quality: 75.8972486914508120
Latest latency: 7441 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 288 of 14902 · 149020 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-08 23:24:28.783408+02:00	mexc	VELVET/USDT:USDT	0.41045	68	5164 ms	10s long 0.073091 30s long 0.073091 60s long 0.073091	advanced ready
2026-07-08 23:24:23.518107+02:00	htx	VELVET/USDT:USDT	0.410435	80	6388 ms	10s short -0.080402 30s short -0.080402 60s short -0.080402	advanced ready
2026-07-08 23:24:10.814994+02:00	gate	VELVET/USDT:USDT	0.41088	68	10150 ms	10s short -0.083966 30s short -0.083966 60s short -0.083966	advanced ready
2026-07-08 23:24:00.433983+02:00	binance	VELVET/USDT:USDT	0.41055	80	8126 ms	10s short -0.09743 30s short -0.09743 60s short -0.09743	advanced ready
2026-07-08 23:23:52.178698+02:00	mexc	VELVET/USDT:USDT	0.4099	68	5366 ms	10s long 0.134179 30s long 0.134179 60s long 0.134179	advanced ready
2026-07-08 23:23:46.661267+02:00	htx	VELVET/USDT:USDT	0.41005	80	5959 ms	10s long 0.093891 30s long 0.093891 60s long 0.093891	advanced ready
2026-07-08 23:23:34.321818+02:00	gate	VELVET/USDT:USDT	0.41029	68	12560 ms	10s long 0.143801 30s long 0.143801 60s long 0.143801	advanced ready
2026-07-08 23:23:21.545537+02:00	binance	VELVET/USDT:USDT	0.41045	80	7235 ms	10s flat 0.024364 30s flat 0.024364 60s flat 0.024364	advanced ready
2026-07-08 23:23:14.163257+02:00	mexc	VELVET/USDT:USDT	0.4101	78	4394 ms	10s flat -0.048769 30s flat -0.048769 60s flat -0.048769	advanced ready
2026-07-08 23:23:09.468154+02:00	htx	VELVET/USDT:USDT	0.410335	80	6521 ms	10s short -0.069455 30s short -0.069455 60s short -0.069455	advanced ready

Price

Best bid: 0.4104
Best ask: 0.4105
Spread: 0.0001
Spread %: 0.024364
Mid price: 0.41045
Last price: 0.4104
Mark price: -
Index price: 0.4103

Order Book

Bid depth 5: 864
Ask depth 5: 1246
Bid depth 10: 3047
Ask depth 10: 3284
Bid depth 20: 25507
Ask depth 20: 20220
Imbalance 5: -0.181043
Imbalance 10: -0.037435
Imbalance 20: 0.115621
Top bid size: 8
Top ask size: 161
Bid wall score: 0.000314
Ask wall score: 0.007962

Dynamics

Bid depth 5 delta: -487
Ask depth 5 delta: 157
Imbalance 5 delta: -0.28842
Bid depth 10 delta: -240
Ask depth 10 delta: -314
Imbalance 10 delta: 0.007736
Spread delta: -0.0001
Mid price delta: 0.00055
Wall shift score: -0.007349

Tape

Buy volume: 3152
Sell volume: 1726
Buy/sell delta: 1426
Buy/sell ratio: 1.826188
Avg trade size: 48.78
Large trade count: 10
Largest trade size: 608

Candle

Return 1: -0.097371
Return 3: 0.268752
Volume 1: 56
Volume avg 5: 806.6
Momentum 5: 0.146413

Cross Exchange

Mid avg: 0.41044125
Mid median: 0.4104925
Price deviation %: 0.002132
Spread %: 0.238767

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1480401
Quote volume 24h: 6144659.253
Price change 24h %: 2.34

Quality

Capture latency ms: 5164
Order book timestamp: 2026-07-08 23:24:25.159000+02:00
Ticker timestamp: 2026-07-08 23:24:25.791000+02:00
Trades timestamp: 2026-07-08 23:24:22.449000+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	0.073091	0.073091	0.073091	0.073091	0.073091	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.073091	0.073091	0.073091	0.073091	0.073091	-0.073091	yes
30s	long	0.073091	0.073091	0.073091	0.073091	0.073091	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.073091	0.073091	0.073091	0.073091	0.073091	-0.073091	yes
60s	long	0.073091	0.073091	0.073091	0.073091	0.073091	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.073091	0.073091	0.073091	0.073091	0.073091	-0.073091	yes

Price

Best bid: 0.40983
Best ask: 0.41104
Spread: 0.00121
Spread %: 0.294809
Mid price: 0.410435
Last price: 0.4101
Mark price: -
Index price: -

Order Book

Bid depth 5: 11410
Ask depth 5: 16466
Bid depth 10: 24254
Ask depth 10: 27840
Bid depth 20: 165207
Ask depth 20: 101889
Imbalance 5: -0.181375
Imbalance 10: -0.068837
Imbalance 20: 0.237061
Top bid size: 320
Top ask size: 273
Bid wall score: 0.001937
Ask wall score: 0.002679

Dynamics

Bid depth 5 delta: 5067
Ask depth 5 delta: -2003
Imbalance 5 delta: 0.30734
Bid depth 10 delta: 2818
Ask depth 10 delta: -753
Imbalance 10 delta: 0.07422
Spread delta: 0.00003
Mid price delta: 0.000385
Wall shift score: -0.002044

Tape

Buy volume: 9460
Sell volume: 8626
Buy/sell delta: 834
Buy/sell ratio: 1.096684
Avg trade size: 180.86
Large trade count: 7
Largest trade size: 1216

Candle

Return 1: 0
Return 3: -0.107176
Volume 1: 0
Volume avg 5: 166.8
Momentum 5: -0.107176

Cross Exchange

Mid avg: 0.410345
Mid median: 0.4103
Price deviation %: 0.021933
Spread %: 0.238823

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 92349
Volume 24h: 494266
Quote volume 24h: 494266
Price change 24h %: 1.812314

Quality

Capture latency ms: 6388
Order book timestamp: 2026-07-08 23:24:21.601000+02:00
Ticker timestamp: 2026-07-08 23:24:21.874000+02:00
Trades timestamp: 2026-07-08 23:23:05.711000+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	-0.080402	-0.080402	-0.080402	0.080402	0.080402	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.080402	0.080402	0.080402	0.080402	-0.080402	0.080402	yes
30s	short	-0.080402	-0.080402	-0.080402	0.080402	0.080402	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.080402	0.080402	0.080402	0.080402	-0.080402	0.080402	yes
60s	short	-0.080402	-0.080402	-0.080402	0.080402	0.080402	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.080402	0.080402	0.080402	0.080402	-0.080402	0.080402	yes

Price

Best bid: 0.41064
Best ask: 0.41112
Spread: 0.00048
Spread %: 0.116822
Mid price: 0.41088
Last price: 0.41066
Mark price: 0.4105
Index price: 0.410495

Order Book

Bid depth 5: 12
Ask depth 5: 38
Bid depth 10: 65
Ask depth 10: 103
Bid depth 20: 194
Ask depth 20: 222
Imbalance 5: -0.52
Imbalance 10: -0.22619
Imbalance 20: -0.067308
Top bid size: 1
Top ask size: 1
Bid wall score: 0.005155
Ask wall score: 0.004505

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 24
Imbalance 5 delta: -0.671515
Bid depth 10 delta: -15
Ask depth 10 delta: 7
Imbalance 10 delta: -0.135281
Spread delta: 0.00008
Mid price delta: 0.00059
Wall shift score: 0.000974

Tape

Buy volume: 98
Sell volume: 129
Buy/sell delta: -31
Buy/sell ratio: 0.75969
Avg trade size: 2.27
Large trade count: 11
Largest trade size: 11

Candle

Return 1: -0.029213
Return 3: 0.349437
Volume 1: 24
Volume avg 5: 6.6
Momentum 5: 0.219641

Cross Exchange

Mid avg: 0.4101975
Mid median: 0.41017
Price deviation %: 0.166383
Spread %: 0.15846

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6857200
Quote volume 24h: 2832960
Price change 24h %: 6.73

Quality

Capture latency ms: 10150
Order book timestamp: 2026-07-08 23:24:09+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:45.844000+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	-0.083966	-0.083966	-0.083966	0.083966	0.083966	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.083966	0.083966	0.083966	0.083966	-0.083966	0.083966	yes
30s	short	-0.083966	-0.083966	-0.083966	0.083966	0.083966	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.083966	0.083966	0.083966	0.083966	-0.083966	0.083966	yes
60s	short	-0.083966	-0.083966	-0.083966	0.083966	0.083966	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.083966	0.083966	0.083966	0.083966	-0.083966	0.083966	yes

Price

Best bid: 0.4105
Best ask: 0.4106
Spread: 0.0001
Spread %: 0.024358
Mid price: 0.41055
Last price: 0.4108
Mark price: -
Index price: -

Order Book

Bid depth 5: 4933
Ask depth 5: 3063
Bid depth 10: 15010
Ask depth 10: 11102
Bid depth 20: 27560
Ask depth 20: 25074
Imbalance 5: 0.233867
Imbalance 10: 0.149663
Imbalance 20: 0.047232
Top bid size: 25
Top ask size: 13
Bid wall score: 0.000907
Ask wall score: 0.000518

Dynamics

Bid depth 5 delta: 3776
Ask depth 5 delta: -2000
Imbalance 5 delta: 0.861841
Bid depth 10 delta: 4761
Ask depth 10 delta: -1100
Imbalance 10 delta: 0.236652
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.018085

Tape

Buy volume: 7223
Sell volume: 8769
Buy/sell delta: -1546
Buy/sell ratio: 0.823697
Avg trade size: 159.92
Large trade count: 8
Largest trade size: 1636

Candle

Return 1: 0.244021
Return 3: 0.292969
Volume 1: 14029
Volume avg 5: 12429
Momentum 5: 0.195122

Cross Exchange

Mid avg: 0.4101725
Mid median: 0.41017
Price deviation %: 0.092034
Spread %: 0.13409

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13841850
Volume 24h: 80678459
Quote volume 24h: 33431423.31759
Price change 24h %: 6.896

Quality

Capture latency ms: 8126
Order book timestamp: 2026-07-08 23:23:58.093000+02:00
Ticker timestamp: 2026-07-08 23:23:54.790000+02:00
Trades timestamp: 2026-07-08 23:23:54.790000+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	-0.09743	-0.09743	-0.09743	0.09743	0.09743	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.09743	0.09743	0.09743	0.09743	-0.09743	0.09743	yes
30s	short	-0.09743	-0.09743	-0.09743	0.09743	0.09743	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.09743	0.09743	0.09743	0.09743	-0.09743	0.09743	yes
60s	short	-0.09743	-0.09743	-0.09743	0.09743	0.09743	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.09743	0.09743	0.09743	0.09743	-0.09743	0.09743	yes

Price

Best bid: 0.4098
Best ask: 0.41
Spread: 0.0002
Spread %: 0.048792
Mid price: 0.4099
Last price: 0.41
Mark price: -
Index price: 0.41

Order Book

Bid depth 5: 1351
Ask depth 5: 1089
Bid depth 10: 3287
Ask depth 10: 3598
Bid depth 20: 17428
Ask depth 20: 22163
Imbalance 5: 0.107377
Imbalance 10: -0.045171
Imbalance 20: -0.119598
Top bid size: 16
Top ask size: 27
Bid wall score: 0.000918
Ask wall score: 0.001218

Dynamics

Bid depth 5 delta: 328
Ask depth 5 delta: -371
Imbalance 5 delta: 0.283374
Bid depth 10 delta: -30
Ask depth 10 delta: -159
Imbalance 10 delta: 0.017029
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: -0.000654

Tape

Buy volume: 2940
Sell volume: 1972
Buy/sell delta: 968
Buy/sell ratio: 1.490872
Avg trade size: 49.12
Large trade count: 10
Largest trade size: 608

Candle

Return 1: 0.171024
Return 3: 0.097656
Volume 1: 2617
Volume avg 5: 762
Momentum 5: 0

Cross Exchange

Mid avg: 0.4102225
Mid median: 0.410195
Price deviation %: -0.078616
Spread %: 0.097508

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1480169
Quote volume 24h: 6143709.662
Price change 24h %: 2.24

Quality

Capture latency ms: 5366
Order book timestamp: 2026-07-08 23:23:50.651000+02:00
Ticker timestamp: 2026-07-08 23:23:49.919000+02:00
Trades timestamp: 2026-07-08 23:23:49.221000+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	0.134179	0.134179	0.134179	0.134179	0.134179	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.134179	0.134179	0.134179	0.134179	0.134179	-0.134179	yes
30s	long	0.134179	0.134179	0.134179	0.134179	0.134179	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.134179	0.134179	0.134179	0.134179	0.134179	-0.134179	yes
60s	long	0.134179	0.134179	0.134179	0.134179	0.134179	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.134179	0.134179	0.134179	0.134179	0.134179	-0.134179	yes

Price

Best bid: 0.40946
Best ask: 0.41064
Spread: 0.00118
Spread %: 0.28777
Mid price: 0.41005
Last price: 0.4101
Mark price: -
Index price: -

Order Book

Bid depth 5: 6343
Ask depth 5: 18469
Bid depth 10: 21436
Ask depth 10: 28593
Bid depth 20: 45142
Ask depth 20: 107699
Imbalance 5: -0.488715
Imbalance 10: -0.143057
Imbalance 20: -0.409295
Top bid size: 195
Top ask size: 325
Bid wall score: 0.00432
Ask wall score: 0.003018

Dynamics

Bid depth 5 delta: 759
Ask depth 5 delta: 721
Imbalance 5 delta: 0.032629
Bid depth 10 delta: -2285
Ask depth 10 delta: -127
Imbalance 10 delta: -0.047731
Spread delta: -0.00003
Mid price delta: -0.000285
Wall shift score: 0.005061

Tape

Buy volume: 9460
Sell volume: 8626
Buy/sell delta: 834
Buy/sell ratio: 1.096684
Avg trade size: 180.86
Large trade count: 7
Largest trade size: 1216

Candle

Return 1: 0.014633
Return 3: -0.107176
Volume 1: 92
Volume avg 5: 166.8
Momentum 5: -0.107176

Cross Exchange

Mid avg: 0.41029375
Mid median: 0.4103125
Price deviation %: -0.059409
Spread %: 0.085305

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 92349
Volume 24h: 494266
Quote volume 24h: 494266
Price change 24h %: 1.812314

Quality

Capture latency ms: 5959
Order book timestamp: 2026-07-08 23:23:44.601000+02:00
Ticker timestamp: 2026-07-08 23:23:45.524000+02:00
Trades timestamp: 2026-07-08 23:23:05.711000+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	0.093891	0.093891	0.093891	0.093891	0.093891	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093891	0.093891	0.093891	0.093891	0.093891	-0.093891	yes
30s	long	0.093891	0.093891	0.093891	0.093891	0.093891	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093891	0.093891	0.093891	0.093891	0.093891	-0.093891	yes
60s	long	0.093891	0.093891	0.093891	0.093891	0.093891	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093891	0.093891	0.093891	0.093891	0.093891	-0.093891	yes

Price

Best bid: 0.41009
Best ask: 0.41049
Spread: 0.0004
Spread %: 0.097492
Mid price: 0.41029
Last price: 0.40923
Mark price: 0.41003
Index price: 0.41019

Order Book

Bid depth 5: 19
Ask depth 5: 14
Bid depth 10: 80
Ask depth 10: 96
Bid depth 20: 223
Ask depth 20: 208
Imbalance 5: 0.151515
Imbalance 10: -0.090909
Imbalance 20: 0.034803
Top bid size: 1
Top ask size: 1
Bid wall score: 0.004484
Ask wall score: 0.004808

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: -48
Ask depth 10 delta: -10
Imbalance 10 delta: -0.184926
Spread delta: 0
Mid price delta: 0.0009
Wall shift score: 0.00063

Tape

Buy volume: 106
Sell volume: 112
Buy/sell delta: -6
Buy/sell ratio: 0.946429
Avg trade size: 2.18
Large trade count: 10
Largest trade size: 11

Candle

Return 1: 0
Return 3: -0.100088
Volume 1: 0
Volume avg 5: 1.8
Momentum 5: -0.136655

Cross Exchange

Mid avg: 0.41006875
Mid median: 0.4102175
Price deviation %: 0.053954
Spread %: 0.258493

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6856800
Quote volume 24h: 2832796
Price change 24h %: 6.39

Quality

Capture latency ms: 12560
Order book timestamp: 2026-07-08 23:23:33+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:45.678000+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	0.143801	0.143801	0.143801	0.143801	0.143801	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.143801	0.143801	0.143801	0.143801	0.143801	-0.143801	yes
30s	long	0.143801	0.143801	0.143801	0.143801	0.143801	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.143801	0.143801	0.143801	0.143801	0.143801	-0.143801	yes
60s	long	0.143801	0.143801	0.143801	0.143801	0.143801	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.143801	0.143801	0.143801	0.143801	0.143801	-0.143801	yes

Price

Best bid: 0.4104
Best ask: 0.4105
Spread: 0.0001
Spread %: 0.024364
Mid price: 0.41045
Last price: 0.4102
Mark price: -
Index price: -

Order Book

Bid depth 5: 1157
Ask depth 5: 5063
Bid depth 10: 10249
Ask depth 10: 12202
Bid depth 20: 25211
Ask depth 20: 27444
Imbalance 5: -0.627974
Imbalance 10: -0.086989
Imbalance 20: -0.042408
Top bid size: 15
Top ask size: 502
Bid wall score: 0.000595
Ask wall score: 0.018292

Dynamics

Bid depth 5 delta: -6000
Ask depth 5 delta: 2307
Imbalance 5 delta: -1.071937
Bid depth 10 delta: -3818
Ask depth 10 delta: -749
Imbalance 10 delta: -0.128295
Spread delta: 0
Mid price delta: 0.001
Wall shift score: -0.018856

Tape

Buy volume: 5690
Sell volume: 6451
Buy/sell delta: -761
Buy/sell ratio: 0.882034
Avg trade size: 121.41
Large trade count: 8
Largest trade size: 1447

Candle

Return 1: 0.146413
Return 3: 0.195312
Volume 1: 2184
Volume avg 5: 10060
Momentum 5: 0.097561

Cross Exchange

Mid avg: 0.40981875
Mid median: 0.409775
Price deviation %: 0.154032
Spread %: 0.23059

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13845595
Volume 24h: 80665052
Quote volume 24h: 33425925.33519
Price change 24h %: 6.74

Quality

Capture latency ms: 7235
Order book timestamp: 2026-07-08 23:23:19.327000+02:00
Ticker timestamp: 2026-07-08 23:23:10.088000+02:00
Trades timestamp: 2026-07-08 23:23:20.602000+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	0.024364	0.024364	0.024364	0.024364	0.024364	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024364	0.024364	0.024364	0.024364	0.024364	-0.024364	yes
30s	flat	0.024364	0.024364	0.024364	0.024364	0.024364	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024364	0.024364	0.024364	0.024364	0.024364	-0.024364	yes
60s	flat	0.024364	0.024364	0.024364	0.024364	0.024364	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024364	0.024364	0.024364	0.024364	0.024364	-0.024364	yes

Price

Best bid: 0.41
Best ask: 0.4102
Spread: 0.0002
Spread %: 0.048769
Mid price: 0.4101
Last price: 0.4102
Mark price: -
Index price: 0.41

Order Book

Bid depth 5: 1023
Ask depth 5: 1460
Bid depth 10: 3317
Ask depth 10: 3757
Bid depth 20: 17113
Ask depth 20: 13766
Imbalance 5: -0.175997
Imbalance 10: -0.0622
Imbalance 20: 0.108391
Top bid size: 16
Top ask size: 8
Bid wall score: 0.000935
Ask wall score: 0.000581

Dynamics

Bid depth 5 delta: -480
Ask depth 5 delta: 211
Imbalance 5 delta: -0.268293
Bid depth 10 delta: 229
Ask depth 10 delta: 297
Imbalance 10 delta: -0.005388
Spread delta: 0.0001
Mid price delta: 0.00055
Wall shift score: 0.004303

Tape

Buy volume: 555
Sell volume: 2370
Buy/sell delta: -1815
Buy/sell ratio: 0.234177
Avg trade size: 29.25
Large trade count: 5
Largest trade size: 327

Candle

Return 1: 0.219888
Return 3: 0.146484
Volume 1: 17
Volume avg 5: 242
Momentum 5: 0.04878

Cross Exchange

Mid avg: 0.40968125
Mid median: 0.4095
Price deviation %: 0.102214
Spread %: 0.230667

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1477829
Quote volume 24h: 6134095.02
Price change 24h %: 2.29

Quality

Capture latency ms: 4394
Order book timestamp: 2026-07-08 23:23:12.512000+02:00
Ticker timestamp: 2026-07-08 23:23:10.769000+02:00
Trades timestamp: 2026-07-08 23:23:08.212000+02:00
Data quality score: 78
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	flat	-0.048769	-0.048769	-0.048769	0.048769	0.048769	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.048769	0.048769	0.048769	0.048769	-0.048769	0.048769	yes
30s	flat	-0.048769	-0.048769	-0.048769	0.048769	0.048769	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.048769	0.048769	0.048769	0.048769	-0.048769	0.048769	yes
60s	flat	-0.048769	-0.048769	-0.048769	0.048769	0.048769	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.048769	0.048769	0.048769	0.048769	-0.048769	0.048769	yes

Price

Best bid: 0.40973
Best ask: 0.41094
Spread: 0.00121
Spread %: 0.294881
Mid price: 0.410335
Last price: 0.4101
Mark price: -
Index price: -

Order Book

Bid depth 5: 5584
Ask depth 5: 17748
Bid depth 10: 23721
Ask depth 10: 28720
Bid depth 20: 164451
Ask depth 20: 111207
Imbalance 5: -0.521344
Imbalance 10: -0.095326
Imbalance 20: 0.193152
Top bid size: 68
Top ask size: 464
Bid wall score: 0.000413
Ask wall score: 0.004172

Dynamics

Bid depth 5 delta: 752
Ask depth 5 delta: 5110
Imbalance 5 delta: -0.074521
Bid depth 10 delta: 209
Ask depth 10 delta: 4105
Imbalance 10 delta: -0.072408
Spread delta: 0.00061
Mid price delta: 0.000495
Wall shift score: -0.002431

Tape

Buy volume: 9460
Sell volume: 8626
Buy/sell delta: 834
Buy/sell ratio: 1.096684
Avg trade size: 180.86
Large trade count: 7
Largest trade size: 1216

Candle

Return 1: 0.014633
Return 3: -0.107176
Volume 1: 92
Volume avg 5: 166.8
Momentum 5: -0.107176

Cross Exchange

Mid avg: 0.4095575
Mid median: 0.4095
Price deviation %: 0.189839
Spread %: 0.109875

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 92170
Volume 24h: 494266
Quote volume 24h: 494266
Price change 24h %: 1.812314

Quality

Capture latency ms: 6521
Order book timestamp: 2026-07-08 23:23:06.201000+02:00
Ticker timestamp: 2026-07-08 23:23:07.703000+02:00
Trades timestamp: 2026-07-08 23:23:05.711000+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	-0.069455	-0.069455	-0.069455	0.069455	0.069455	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.069455	0.069455	0.069455	0.069455	-0.069455	0.069455	yes
30s	short	-0.069455	-0.069455	-0.069455	0.069455	0.069455	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.069455	0.069455	0.069455	0.069455	-0.069455	0.069455	yes
60s	short	-0.069455	-0.069455	-0.069455	0.069455	0.069455	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.069455	0.069455	0.069455	0.069455	-0.069455	0.069455	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 37322
gate: 37320
htx: 37062
mexc: 37316

By Symbol

VELVET/USDT:USDT: 149020

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