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: 149437
Total labels: 448311
Pending labels: 110
Eligible pending labels: 60
Labeled snapshots: 448201
Labels with advanced TP/SL: 429203
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.000983
Avg long MAE 30s: 0.000983
Avg short MFE 30s: 0.296249
Avg short MAE 30s: 0.296249
Long labels: 179284
Short labels: 182987
Flat labels: 85930
Latest snapshot: 2026-07-09 07:42:59.539203+02:00
Recent trades snapshots: 149427
Micro candles: 2988460
Avg data quality: 75.8939352369225828
Latest latency: 10789 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 289 of 14944 · 149437 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-09 00:26:00.934959+02:00	htx	VELVET/USDT:USDT	0.40754	80	5666 ms	10s short -0.050302 30s short -0.050302 60s short -0.050302	advanced ready
2026-07-09 00:25:48.726282+02:00	gate	VELVET/USDT:USDT	0.40789	68	10053 ms	10s short -0.145873 30s short -0.145873 60s short -0.145873	advanced ready
2026-07-09 00:25:38.422704+02:00	binance	VELVET/USDT:USDT	0.40815	80	7908 ms	10s short -0.245008 30s short -0.245008 60s short -0.245008	advanced ready
2026-07-09 00:25:30.279995+02:00	mexc	VELVET/USDT:USDT	0.40825	68	5774 ms	10s short -0.171464 30s short -0.171464 60s short -0.171464	advanced ready
2026-07-09 00:25:24.196326+02:00	htx	VELVET/USDT:USDT	0.408435	80	5825 ms	10s short -0.219129 30s short -0.219129 60s short -0.219129	advanced ready
2026-07-09 00:25:11.969563+02:00	gate	VELVET/USDT:USDT	0.408085	68	10085 ms	10s flat -0.047784 30s flat -0.047784 60s flat -0.047784	advanced ready
2026-07-09 00:25:01.352500+02:00	binance	VELVET/USDT:USDT	0.408	80	6366 ms	10s flat 0.036765 30s flat 0.036765 60s flat 0.036765	advanced ready
2026-07-09 00:24:54.851311+02:00	mexc	VELVET/USDT:USDT	0.40785	78	4445 ms	10s long 0.098075 30s long 0.098075 60s long 0.098075	advanced ready
2026-07-09 00:24:50.310983+02:00	htx	VELVET/USDT:USDT	0.40794	80	15684 ms	10s long 0.121341 30s long 0.121341 60s long 0.121341	advanced ready
2026-07-09 00:24:08.444082+02:00	gate	VELVET/USDT:USDT	0.407365	68	10228 ms	10s long 0.176746 30s long 0.176746 60s long 0.176746	advanced ready

Price

Best bid: 0.40694
Best ask: 0.40814
Spread: 0.0012
Spread %: 0.29445
Mid price: 0.40754
Last price: 0.4076
Mark price: -
Index price: -

Order Book

Bid depth 5: 5192
Ask depth 5: 16661
Bid depth 10: 22364
Ask depth 10: 27496
Bid depth 20: 163982
Ask depth 20: 103650
Imbalance 5: -0.524825
Imbalance 10: -0.102928
Imbalance 20: 0.225429
Top bid size: 110
Top ask size: 696
Bid wall score: 0.000671
Ask wall score: 0.006715

Dynamics

Bid depth 5 delta: -1404
Ask depth 5 delta: 1451
Imbalance 5 delta: -0.129796
Bid depth 10 delta: 653
Ask depth 10 delta: 1692
Imbalance 10 delta: -0.016787
Spread delta: -0.00001
Mid price delta: -0.000895
Wall shift score: -0.009401

Tape

Buy volume: 8190
Sell volume: 6834
Buy/sell delta: 1356
Buy/sell ratio: 1.19842
Avg trade size: 150.24
Large trade count: 3
Largest trade size: 1216

Candle

Return 1: 0
Return 3: 0.012268
Volume 1: 0
Volume avg 5: 49.2
Momentum 5: 0.012268

Cross Exchange

Mid avg: 0.40818125
Mid median: 0.4082
Price deviation %: -0.157099
Spread %: 0.133519

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 91968
Volume 24h: 493946
Quote volume 24h: 493946
Price change 24h %: 1.191658

Quality

Capture latency ms: 5666
Order book timestamp: 2026-07-09 00:25:59.401000+02:00
Ticker timestamp: 2026-07-09 00:25:59.691000+02:00
Trades timestamp: 2026-07-09 00:24:19.009000+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	-0.050302	-0.050302	-0.050302	0.050302	0.050302	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050302	0.050302	0.050302	0.050302	-0.050302	0.050302	yes
30s	short	-0.050302	-0.050302	-0.050302	0.050302	0.050302	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050302	0.050302	0.050302	0.050302	-0.050302	0.050302	yes
60s	short	-0.050302	-0.050302	-0.050302	0.050302	0.050302	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050302	0.050302	0.050302	0.050302	-0.050302	0.050302	yes

Price

Best bid: 0.40785
Best ask: 0.40793
Spread: 0.00008
Spread %: 0.019613
Mid price: 0.40789
Last price: 0.40781
Mark price: 0.40777
Index price: 0.40777

Order Book

Bid depth 5: 5
Ask depth 5: 7
Bid depth 10: 33
Ask depth 10: 35
Bid depth 20: 98
Ask depth 20: 75
Imbalance 5: -0.166667
Imbalance 10: -0.029412
Imbalance 20: 0.132948
Top bid size: 1
Top ask size: 1
Bid wall score: 0.010204
Ask wall score: 0.013333

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 2
Imbalance 5 delta: -0.578431
Bid depth 10 delta: -9
Ask depth 10 delta: 17
Imbalance 10 delta: -0.429412
Spread delta: -0.00003
Mid price delta: -0.000195
Wall shift score: 0.000137

Tape

Buy volume: 76
Sell volume: 28
Buy/sell delta: 48
Buy/sell ratio: 2.714286
Avg trade size: 1.04
Large trade count: 0
Largest trade size: 3

Candle

Return 1: 0
Return 3: 0.115383
Volume 1: 0
Volume avg 5: 6
Momentum 5: 0.071162

Cross Exchange

Mid avg: 0.40823
Mid median: 0.4082
Price deviation %: -0.083286
Spread %: 0.085736

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6873700
Quote volume 24h: 2841439
Price change 24h %: 3.96

Quality

Capture latency ms: 10053
Order book timestamp: 2026-07-09 00:25:47+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:49.492000+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	-0.145873	-0.145873	-0.145873	0.145873	0.145873	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.145873	0.145873	0.145873	0.145873	-0.145873	0.145873	yes
30s	short	-0.145873	-0.145873	-0.145873	0.145873	0.145873	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.145873	0.145873	0.145873	0.145873	-0.145873	0.145873	yes
60s	short	-0.145873	-0.145873	-0.145873	0.145873	0.145873	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.145873	0.145873	0.145873	0.145873	-0.145873	0.145873	yes

Price

Best bid: 0.4081
Best ask: 0.4082
Spread: 0.0001
Spread %: 0.024501
Mid price: 0.40815
Last price: 0.4083
Mark price: -
Index price: -

Order Book

Bid depth 5: 5257
Ask depth 5: 6311
Bid depth 10: 12509
Ask depth 10: 14370
Bid depth 20: 27896
Ask depth 20: 29768
Imbalance 5: -0.091113
Imbalance 10: -0.069236
Imbalance 20: -0.032464
Top bid size: 822
Top ask size: 27
Bid wall score: 0.029467
Ask wall score: 0.000907

Dynamics

Bid depth 5 delta: -484
Ask depth 5 delta: 566
Imbalance 5 delta: -0.090765
Bid depth 10 delta: -429
Ask depth 10 delta: 792
Imbalance 10 delta: -0.0451
Spread delta: -0.0001
Mid price delta: 0.00015
Wall shift score: 0.019992

Tape

Buy volume: 6099
Sell volume: 1271
Buy/sell delta: 4828
Buy/sell ratio: 4.798584
Avg trade size: 73.7
Large trade count: 9
Largest trade size: 1314

Candle

Return 1: 0.073529
Return 3: 0.294768
Volume 1: 1506
Volume avg 5: 6884.2
Momentum 5: 0.196319

Cross Exchange

Mid avg: 0.4081925
Mid median: 0.4081675
Price deviation %: -0.010412
Spread %: 0.106567

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13873967
Volume 24h: 80025881
Quote volume 24h: 33197054.16283
Price change 24h %: 4.558

Quality

Capture latency ms: 7908
Order book timestamp: 2026-07-09 00:25:36.198000+02:00
Ticker timestamp: 2026-07-09 00:25:31.544000+02:00
Trades timestamp: 2026-07-09 00:25:37.492000+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	-0.245008	-0.245008	-0.245008	0.245008	0.245008	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.245008	0.245008	0.245008	0.245008	-0.245008	0.245008	yes
30s	short	-0.245008	-0.245008	-0.245008	0.245008	0.245008	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.245008	0.245008	0.245008	0.245008	-0.245008	0.245008	yes
60s	short	-0.245008	-0.245008	-0.245008	0.245008	0.245008	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.245008	0.245008	0.245008	0.245008	-0.245008	0.245008	yes

Price

Best bid: 0.4082
Best ask: 0.4083
Spread: 0.0001
Spread %: 0.024495
Mid price: 0.40825
Last price: 0.4083
Mark price: -
Index price: 0.4077

Order Book

Bid depth 5: 1635
Ask depth 5: 1812
Bid depth 10: 3344
Ask depth 10: 3155
Bid depth 20: 12663
Ask depth 20: 12737
Imbalance 5: -0.051349
Imbalance 10: 0.029081
Imbalance 20: -0.002913
Top bid size: 190
Top ask size: 10
Bid wall score: 0.015004
Ask wall score: 0.000785

Dynamics

Bid depth 5 delta: 224
Ask depth 5 delta: 951
Imbalance 5 delta: -0.293426
Bid depth 10 delta: 169
Ask depth 10 delta: 871
Imbalance 10 delta: -0.134135
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: 0.007359

Tape

Buy volume: 945
Sell volume: 1297
Buy/sell delta: -352
Buy/sell ratio: 0.728604
Avg trade size: 22.42
Large trade count: 10
Largest trade size: 232

Candle

Return 1: 0.049008
Return 3: 0.294768
Volume 1: 6
Volume avg 5: 23
Momentum 5: 0.171737

Cross Exchange

Mid avg: 0.4080925
Mid median: 0.4080425
Price deviation %: 0.038594
Spread %: 0.14335

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1460232
Quote volume 24h: 6072229.564
Price change 24h %: 1.82

Quality

Capture latency ms: 5774
Order book timestamp: 2026-07-09 00:25:28.564000+02:00
Ticker timestamp: 2026-07-09 00:25:25.807000+02:00
Trades timestamp: 2026-07-09 00:25:19.594000+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	-0.171464	-0.171464	-0.171464	0.171464	0.171464	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.171464	0.171464	0.171464	0.171464	-0.171464	0.171464	yes
30s	short	-0.171464	-0.171464	-0.171464	0.171464	0.171464	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.171464	0.171464	0.171464	0.171464	-0.171464	0.171464	yes
60s	short	-0.171464	-0.171464	-0.171464	0.171464	0.171464	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.171464	0.171464	0.171464	0.171464	-0.171464	0.171464	yes

Price

Best bid: 0.40783
Best ask: 0.40904
Spread: 0.00121
Spread %: 0.296253
Mid price: 0.408435
Last price: 0.4076
Mark price: -
Index price: -

Order Book

Bid depth 5: 6596
Ask depth 5: 15210
Bid depth 10: 21711
Ask depth 10: 25804
Bid depth 20: 163355
Ask depth 20: 98769
Imbalance 5: -0.395029
Imbalance 10: -0.086141
Imbalance 20: 0.246395
Top bid size: 1506
Top ask size: 579
Bid wall score: 0.009219
Ask wall score: 0.005862

Dynamics

Bid depth 5 delta: 1478
Ask depth 5 delta: 740
Imbalance 5 delta: 0.082406
Bid depth 10 delta: 11262
Ask depth 10 delta: -2188
Imbalance 10 delta: 0.37022
Spread delta: 0.00003
Mid price delta: 0.000495
Wall shift score: 0.005366

Tape

Buy volume: 8190
Sell volume: 6834
Buy/sell delta: 1356
Buy/sell ratio: 1.19842
Avg trade size: 150.24
Large trade count: 3
Largest trade size: 1216

Candle

Return 1: 0
Return 3: 0.012268
Volume 1: 0
Volume avg 5: 72.8
Momentum 5: -0.132308

Cross Exchange

Mid avg: 0.40796875
Mid median: 0.40797
Price deviation %: 0.114286
Spread %: 0.057602

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 92090
Volume 24h: 493946
Quote volume 24h: 493946
Price change 24h %: 1.191658

Quality

Capture latency ms: 5825
Order book timestamp: 2026-07-09 00:25:21.201000+02:00
Ticker timestamp: 2026-07-09 00:25:22.607000+02:00
Trades timestamp: 2026-07-09 00:24:19.009000+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	-0.219129	-0.219129	-0.219129	0.219129	0.219129	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.219129	0.219129	0.219129	0.219129	-0.219129	0.219129	yes
30s	short	-0.219129	-0.219129	-0.219129	0.219129	0.219129	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.219129	0.219129	0.219129	0.219129	-0.219129	0.219129	yes
60s	short	-0.219129	-0.219129	-0.219129	0.219129	0.219129	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.219129	0.219129	0.219129	0.219129	-0.219129	0.219129	yes

Price

Best bid: 0.40803
Best ask: 0.40814
Spread: 0.00011
Spread %: 0.026955
Mid price: 0.408085
Last price: 0.40781
Mark price: 0.40771
Index price: 0.407708

Order Book

Bid depth 5: 12
Ask depth 5: 5
Bid depth 10: 42
Ask depth 10: 18
Bid depth 20: 112
Ask depth 20: 82
Imbalance 5: 0.411765
Imbalance 10: 0.4
Imbalance 20: 0.154639
Top bid size: 1
Top ask size: 1
Bid wall score: 0.008929
Ask wall score: 0.012195

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -3
Imbalance 5 delta: 0.211765
Bid depth 10 delta: 19
Ask depth 10 delta: -13
Imbalance 10 delta: 0.548148
Spread delta: 0
Mid price delta: 0.00072
Wall shift score: -0.019483

Tape

Buy volume: 76
Sell volume: 28
Buy/sell delta: 48
Buy/sell ratio: 2.714286
Avg trade size: 1.04
Large trade count: 0
Largest trade size: 3

Candle

Return 1: 0
Return 3: 0.115383
Volume 1: 0
Volume avg 5: 6
Momentum 5: 0.071162

Cross Exchange

Mid avg: 0.40778875
Mid median: 0.407895
Price deviation %: 0.072648
Spread %: 0.155718

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6873700
Quote volume 24h: 2841439
Price change 24h %: 3.96

Quality

Capture latency ms: 10085
Order book timestamp: 2026-07-09 00:25:10+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:49.492000+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	-0.047784	-0.047784	-0.047784	0.047784	0.047784	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.047784	0.047784	0.047784	0.047784	-0.047784	0.047784	yes
30s	flat	-0.047784	-0.047784	-0.047784	0.047784	0.047784	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.047784	0.047784	0.047784	0.047784	-0.047784	0.047784	yes
60s	flat	-0.047784	-0.047784	-0.047784	0.047784	0.047784	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.047784	0.047784	0.047784	0.047784	-0.047784	0.047784	yes

Price

Best bid: 0.4079
Best ask: 0.4081
Spread: 0.0002
Spread %: 0.04902
Mid price: 0.408
Last price: 0.408
Mark price: -
Index price: -

Order Book

Bid depth 5: 5741
Ask depth 5: 5745
Bid depth 10: 12938
Ask depth 10: 13578
Bid depth 20: 30495
Ask depth 20: 31019
Imbalance 5: -0.000348
Imbalance 10: -0.024136
Imbalance 20: -0.008518
Top bid size: 510
Top ask size: 253
Bid wall score: 0.016724
Ask wall score: 0.008156

Dynamics

Bid depth 5 delta: 339
Ask depth 5 delta: -295
Imbalance 5 delta: 0.055411
Bid depth 10 delta: 1007
Ask depth 10 delta: 6
Imbalance 10 delta: 0.040209
Spread delta: 0.0001
Mid price delta: 0.00125
Wall shift score: -0.001077

Tape

Buy volume: 12435
Sell volume: 2028
Buy/sell delta: 10407
Buy/sell ratio: 6.131657
Avg trade size: 144.63
Large trade count: 10
Largest trade size: 2638

Candle

Return 1: 0.270337
Return 3: 0.221076
Volume 1: 19261
Volume avg 5: 9757.2
Momentum 5: -0.268883

Cross Exchange

Mid avg: 0.40747625
Mid median: 0.4076075
Price deviation %: 0.128535
Spread %: 0.292042

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13875567
Volume 24h: 80078805
Quote volume 24h: 33217577.03753
Price change 24h %: 4.723

Quality

Capture latency ms: 6366
Order book timestamp: 2026-07-09 00:24:58.977000+02:00
Ticker timestamp: 2026-07-09 00:24:54.787000+02:00
Trades timestamp: 2026-07-09 00:24:59.734000+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	0.036765	0.036765	0.036765	0.036765	0.036765	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.036765	0.036765	0.036765	0.036765	0.036765	-0.036765	yes
30s	flat	0.036765	0.036765	0.036765	0.036765	0.036765	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.036765	0.036765	0.036765	0.036765	0.036765	-0.036765	yes
60s	flat	0.036765	0.036765	0.036765	0.036765	0.036765	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.036765	0.036765	0.036765	0.036765	0.036765	-0.036765	yes

Price

Best bid: 0.4078
Best ask: 0.4079
Spread: 0.0001
Spread %: 0.024519
Mid price: 0.40785
Last price: 0.4077
Mark price: -
Index price: 0.4076

Order Book

Bid depth 5: 1411
Ask depth 5: 861
Bid depth 10: 3175
Ask depth 10: 2284
Bid depth 20: 13052
Ask depth 20: 16251
Imbalance 5: 0.242077
Imbalance 10: 0.163217
Imbalance 20: -0.10917
Top bid size: 104
Top ask size: 18
Bid wall score: 0.007968
Ask wall score: 0.001108

Dynamics

Bid depth 5 delta: -285
Ask depth 5 delta: -797
Imbalance 5 delta: 0.230748
Bid depth 10 delta: 208
Ask depth 10 delta: -794
Imbalance 10 delta: 0.181579
Spread delta: 0
Mid price delta: 0.0011
Wall shift score: -0.002614

Tape

Buy volume: 942
Sell volume: 1299
Buy/sell delta: -357
Buy/sell ratio: 0.725173
Avg trade size: 22.41
Large trade count: 10
Largest trade size: 232

Candle

Return 1: 0.221239
Return 3: 0.12279
Volume 1: 14
Volume avg 5: 37.6
Momentum 5: -0.317848

Cross Exchange

Mid avg: 0.40720125
Mid median: 0.4070575
Price deviation %: 0.159319
Spread %: 0.292239

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1460223
Quote volume 24h: 6072196.508
Price change 24h %: 1.67

Quality

Capture latency ms: 4445
Order book timestamp: 2026-07-09 00:24:53.383000+02:00
Ticker timestamp: 2026-07-09 00:24:52.957000+02:00
Trades timestamp: 2026-07-09 00:24:45.675000+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	long	0.098075	0.098075	0.098075	0.098075	0.098075	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.098075	0.098075	0.098075	0.098075	0.098075	-0.098075	yes
30s	long	0.098075	0.098075	0.098075	0.098075	0.098075	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.098075	0.098075	0.098075	0.098075	0.098075	-0.098075	yes
60s	long	0.098075	0.098075	0.098075	0.098075	0.098075	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.098075	0.098075	0.098075	0.098075	0.098075	-0.098075	yes

Price

Best bid: 0.40735
Best ask: 0.40853
Spread: 0.00118
Spread %: 0.289258
Mid price: 0.40794
Last price: 0.4076
Mark price: -
Index price: -

Order Book

Bid depth 5: 5118
Ask depth 5: 14470
Bid depth 10: 10449
Ask depth 10: 27992
Bid depth 20: 164058
Ask depth 20: 104651
Imbalance 5: -0.477435
Imbalance 10: -0.456362
Imbalance 20: 0.221083
Top bid size: 111
Top ask size: 281
Bid wall score: 0.000677
Ask wall score: 0.002685

Dynamics

Bid depth 5 delta: -3368
Ask depth 5 delta: -4916
Imbalance 5 delta: -0.086362
Bid depth 10 delta: -18893
Ask depth 10 delta: -110
Imbalance 10 delta: -0.477948
Spread delta: -0.00013
Mid price delta: 0.001155
Wall shift score: -0.016575

Tape

Buy volume: 8190
Sell volume: 6834
Buy/sell delta: 1356
Buy/sell ratio: 1.19842
Avg trade size: 150.24
Large trade count: 3
Largest trade size: 1216

Candle

Return 1: 0.012268
Return 3: 0.012268
Volume 1: 246
Volume avg 5: 72.8
Momentum 5: -0.132308

Cross Exchange

Mid avg: 0.4069125
Mid median: 0.4067675
Price deviation %: 0.252511
Spread %: 0.151138

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 92090
Volume 24h: 493946
Quote volume 24h: 493946
Price change 24h %: 1.191658

Quality

Capture latency ms: 15684
Order book timestamp: 2026-07-09 00:24:49.001000+02:00
Ticker timestamp: 2026-07-09 00:24:49.328000+02:00
Trades timestamp: 2026-07-09 00:24:19.009000+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	0.121341	0.121341	0.121341	0.121341	0.121341	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.121341	0.121341	0.121341	0.121341	0.121341	-0.121341	yes
30s	long	0.121341	0.121341	0.121341	0.121341	0.121341	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.121341	0.121341	0.121341	0.121341	0.121341	-0.121341	yes
60s	long	0.121341	0.121341	0.121341	0.121341	0.121341	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.121341	0.121341	0.121341	0.121341	0.121341	-0.121341	yes

Price

Best bid: 0.40731
Best ask: 0.40742
Spread: 0.00011
Spread %: 0.027003
Mid price: 0.407365
Last price: 0.40746
Mark price: 0.4069
Index price: 0.406898

Order Book

Bid depth 5: 12
Ask depth 5: 8
Bid depth 10: 23
Ask depth 10: 31
Bid depth 20: 81
Ask depth 20: 118
Imbalance 5: 0.2
Imbalance 10: -0.148148
Imbalance 20: -0.18593
Top bid size: 2
Top ask size: 1
Bid wall score: 0.024691
Ask wall score: 0.008475

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: 1
Imbalance 5 delta: 0.276923
Bid depth 10 delta: 4
Ask depth 10 delta: -4
Imbalance 10 delta: 0.148148
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: 0.019163

Tape

Buy volume: 71
Sell volume: 33
Buy/sell delta: 38
Buy/sell ratio: 2.151515
Avg trade size: 1.04
Large trade count: 0
Largest trade size: 3

Candle

Return 1: 0.105643
Return 3: -0.063769
Volume 1: 6
Volume avg 5: 5.4
Momentum 5: -0.42522

Cross Exchange

Mid avg: 0.4067625
Mid median: 0.4067575
Price deviation %: 0.148121
Spread %: 0.008605

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6871100
Quote volume 24h: 2840380
Price change 24h %: 4.53

Quality

Capture latency ms: 10228
Order book timestamp: 2026-07-09 00:24:07+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:49.443000+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	0.176746	0.176746	0.176746	0.176746	0.176746	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.176746	0.176746	0.176746	0.176746	0.176746	-0.176746	yes
30s	long	0.176746	0.176746	0.176746	0.176746	0.176746	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.176746	0.176746	0.176746	0.176746	0.176746	-0.176746	yes
60s	long	0.176746	0.176746	0.176746	0.176746	0.176746	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.176746	0.176746	0.176746	0.176746	0.176746	-0.176746	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 37426
gate: 37425
htx: 37166
mexc: 37420

By Symbol

VELVET/USDT:USDT: 149437

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