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: 149859
Total labels: 449577
Pending labels: 122
Eligible pending labels: 70
Labeled snapshots: 449455
Labels with advanced TP/SL: 430457
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.000978
Avg long MAE 30s: 0.000978
Avg short MFE 30s: 0.295666
Avg short MAE 30s: 0.295666
Long labels: 179709
Short labels: 183381
Flat labels: 86365
Latest snapshot: 2026-07-09 08:47:30.539127+02:00
Recent trades snapshots: 149849
Micro candles: 2996900
Avg data quality: 75.8942339132117524
Latest latency: 7325 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 290 of 14986 · 149859 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-09 01:26:32.084261+02:00	mexc	VELVET/USDT:USDT	0.40335	78	4672 ms	10s short -0.074377 30s short -0.074377 60s short -0.074377	advanced ready
2026-07-09 01:26:27.124791+02:00	htx	VELVET/USDT:USDT	0.40354	80	5829 ms	10s flat -0.028498 30s flat -0.028498 60s flat -0.028498	advanced ready
2026-07-09 01:26:14.874356+02:00	gate	VELVET/USDT:USDT	0.403205	68	11511 ms	10s flat 0.037202 30s flat 0.037202 60s flat 0.037202	advanced ready
2026-07-09 01:26:03.148793+02:00	binance	VELVET/USDT:USDT	0.40295	80	7515 ms	10s long 0.099268 30s long 0.099268 60s long 0.099268	advanced ready
2026-07-09 01:25:55.341416+02:00	mexc	VELVET/USDT:USDT	0.40305	68	5041 ms	10s long 0.074432 30s long 0.074432 60s long 0.074432	advanced ready
2026-07-09 01:25:50.142069+02:00	htx	VELVET/USDT:USDT	0.40333	80	5339 ms	10s long 0.052067 30s long 0.052067 60s long 0.052067	advanced ready
2026-07-09 01:25:38.536955+02:00	gate	VELVET/USDT:USDT	0.40311	68	10153 ms	10s flat 0.023567 30s flat 0.023567 60s flat 0.023567	advanced ready
2026-07-09 01:25:27.993416+02:00	binance	VELVET/USDT:USDT	0.40295	80	5855 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-07-09 01:25:21.988721+02:00	mexc	VELVET/USDT:USDT	0.4028	68	5225 ms	10s long 0.062066 30s long 0.062066 60s long 0.062066	advanced ready
2026-07-09 01:25:16.598098+02:00	htx	VELVET/USDT:USDT	0.40273	90	4953 ms	10s long 0.148983 30s long 0.148983 60s long 0.148983	advanced ready

Price

Best bid: 0.4033
Best ask: 0.4034
Spread: 0.0001
Spread %: 0.024792
Mid price: 0.40335
Last price: 0.4032
Mark price: -
Index price: 0.4029

Order Book

Bid depth 5: 1424
Ask depth 5: 1421
Bid depth 10: 3389
Ask depth 10: 3803
Bid depth 20: 16092
Ask depth 20: 15932
Imbalance 5: 0.001054
Imbalance 10: -0.057564
Imbalance 20: 0.004996
Top bid size: 64
Top ask size: 151
Bid wall score: 0.003977
Ask wall score: 0.009478

Dynamics

Bid depth 5 delta: -47
Ask depth 5 delta: -37
Imbalance 5 delta: -0.003384
Bid depth 10 delta: -78
Ask depth 10 delta: -522
Imbalance 10 delta: 0.052549
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: -0.004198

Tape

Buy volume: 629
Sell volume: 1105
Buy/sell delta: -476
Buy/sell ratio: 0.569231
Avg trade size: 17.34
Large trade count: 8
Largest trade size: 251

Candle

Return 1: 0.049615
Return 3: -0.049566
Volume 1: 8
Volume avg 5: 54.6
Momentum 5: 0.124131

Cross Exchange

Mid avg: 0.40318625
Mid median: 0.4031275
Price deviation %: 0.040614
Spread %: 0.146334

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1417471
Quote volume 24h: 5901972.373
Price change 24h %: 0.54

Quality

Capture latency ms: 4672
Order book timestamp: 2026-07-09 01:26:30.200000+02:00
Ticker timestamp: 2026-07-09 01:26:28.957000+02:00
Trades timestamp: 2026-07-09 01:26:16.594000+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	short	-0.074377	-0.074377	-0.074377	0.074377	0.074377	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.074377	0.074377	0.074377	0.074377	-0.074377	0.074377	yes
30s	short	-0.074377	-0.074377	-0.074377	0.074377	0.074377	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.074377	0.074377	0.074377	0.074377	-0.074377	0.074377	yes
60s	short	-0.074377	-0.074377	-0.074377	0.074377	0.074377	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.074377	0.074377	0.074377	0.074377	-0.074377	0.074377	yes

Price

Best bid: 0.40295
Best ask: 0.40413
Spread: 0.00118
Spread %: 0.292412
Mid price: 0.40354
Last price: 0.40295
Mark price: -
Index price: -

Order Book

Bid depth 5: 7121
Ask depth 5: 20059
Bid depth 10: 34166
Ask depth 10: 31712
Bid depth 20: 176346
Ask depth 20: 116162
Imbalance 5: -0.476012
Imbalance 10: 0.037251
Imbalance 20: 0.205752
Top bid size: 461
Top ask size: 539
Bid wall score: 0.002614
Ask wall score: 0.00464

Dynamics

Bid depth 5 delta: -1274
Ask depth 5 delta: -4557
Imbalance 5 delta: 0.01537
Bid depth 10 delta: -1215
Ask depth 10 delta: -4422
Imbalance 10 delta: 0.04778
Spread delta: -0.00002
Mid price delta: 0.00021
Wall shift score: 0.003746

Tape

Buy volume: 6418
Sell volume: 7206
Buy/sell delta: -788
Buy/sell ratio: 0.890647
Avg trade size: 136.24
Large trade count: 3
Largest trade size: 726

Candle

Return 1: 0
Return 3: -0.089261
Volume 1: 0
Volume avg 5: 51.2
Momentum 5: 0.233825

Cross Exchange

Mid avg: 0.40313375
Mid median: 0.4031275
Price deviation %: 0.100773
Spread %: 0.094262

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 92067
Volume 24h: 478050
Quote volume 24h: 478050
Price change 24h %: 0.037239

Quality

Capture latency ms: 5829
Order book timestamp: 2026-07-09 01:26:24.997000+02:00
Ticker timestamp: 2026-07-09 01:26:26.009000+02:00
Trades timestamp: 2026-07-09 01:25:57.556000+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	-0.028498	-0.028498	-0.028498	0.028498	0.028498	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.028498	0.028498	0.028498	0.028498	-0.028498	0.028498	yes
30s	flat	-0.028498	-0.028498	-0.028498	0.028498	0.028498	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.028498	0.028498	0.028498	0.028498	-0.028498	0.028498	yes
60s	flat	-0.028498	-0.028498	-0.028498	0.028498	0.028498	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.028498	0.028498	0.028498	0.028498	-0.028498	0.028498	yes

Price

Best bid: 0.40315
Best ask: 0.40326
Spread: 0.00011
Spread %: 0.027281
Mid price: 0.403205
Last price: 0.4032
Mark price: 0.40295
Index price: 0.402693

Order Book

Bid depth 5: 6
Ask depth 5: 14
Bid depth 10: 36
Ask depth 10: 63
Bid depth 20: 107
Ask depth 20: 161
Imbalance 5: -0.4
Imbalance 10: -0.272727
Imbalance 20: -0.201493
Top bid size: 2
Top ask size: 1
Bid wall score: 0.018692
Ask wall score: 0.006211

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -19
Imbalance 5 delta: 0.336842
Bid depth 10 delta: 26
Ask depth 10 delta: -23
Imbalance 10 delta: 0.518939
Spread delta: -0.00003
Mid price delta: 0.000095
Wall shift score: 0.008457

Tape

Buy volume: 105
Sell volume: 51
Buy/sell delta: 54
Buy/sell ratio: 2.058824
Avg trade size: 1.56
Large trade count: 5
Largest trade size: 20

Candle

Return 1: 0.146544
Return 3: -0.101583
Volume 1: 6
Volume avg 5: 7.6
Momentum 5: 0.158983

Cross Exchange

Mid avg: 0.40311
Mid median: 0.40308
Price deviation %: 0.023567
Spread %: 0.094267

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6684000
Quote volume 24h: 2759213
Price change 24h %: -5.74

Quality

Capture latency ms: 11511
Order book timestamp: 2026-07-09 01:26:13+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:53.173000+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	0.037202	0.037202	0.037202	0.037202	0.037202	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.037202	0.037202	0.037202	0.037202	0.037202	-0.037202	yes
30s	flat	0.037202	0.037202	0.037202	0.037202	0.037202	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.037202	0.037202	0.037202	0.037202	0.037202	-0.037202	yes
60s	flat	0.037202	0.037202	0.037202	0.037202	0.037202	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.037202	0.037202	0.037202	0.037202	0.037202	-0.037202	yes

Price

Best bid: 0.4029
Best ask: 0.403
Spread: 0.0001
Spread %: 0.024817
Mid price: 0.40295
Last price: 0.4029
Mark price: -
Index price: -

Order Book

Bid depth 5: 5328
Ask depth 5: 6528
Bid depth 10: 22478
Ask depth 10: 16544
Bid depth 20: 68849
Ask depth 20: 36938
Imbalance 5: -0.101215
Imbalance 10: 0.152068
Imbalance 20: 0.301653
Top bid size: 277
Top ask size: 186
Bid wall score: 0.004023
Ask wall score: 0.005035

Dynamics

Bid depth 5 delta: 844
Ask depth 5 delta: -196
Imbalance 5 delta: 0.098643
Bid depth 10 delta: 434
Ask depth 10 delta: 743
Imbalance 10 delta: -0.012894
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.005123

Tape

Buy volume: 7754
Sell volume: 16414
Buy/sell delta: -8660
Buy/sell ratio: 0.472402
Avg trade size: 241.68
Large trade count: 8
Largest trade size: 2985

Candle

Return 1: 0.024826
Return 3: -0.074405
Volume 1: 11132
Volume avg 5: 11124.2
Momentum 5: 0.099379

Cross Exchange

Mid avg: 0.40311
Mid median: 0.40308
Price deviation %: -0.039691
Spread %: 0.094267

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13864121
Volume 24h: 76707995
Quote volume 24h: 31824292.30537
Price change 24h %: -4.413

Quality

Capture latency ms: 7515
Order book timestamp: 2026-07-09 01:26:00.448000+02:00
Ticker timestamp: 2026-07-09 01:25:54.546000+02:00
Trades timestamp: 2026-07-09 01:26:01.527000+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	0.099268	0.099268	0.099268	0.099268	0.099268	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.099268	0.099268	0.099268	0.099268	0.099268	-0.099268	yes
30s	long	0.099268	0.099268	0.099268	0.099268	0.099268	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.099268	0.099268	0.099268	0.099268	0.099268	-0.099268	yes
60s	long	0.099268	0.099268	0.099268	0.099268	0.099268	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.099268	0.099268	0.099268	0.099268	0.099268	-0.099268	yes

Price

Best bid: 0.403
Best ask: 0.4031
Spread: 0.0001
Spread %: 0.024811
Mid price: 0.40305
Last price: 0.4031
Mark price: -
Index price: 0.4029

Order Book

Bid depth 5: 1471
Ask depth 5: 1458
Bid depth 10: 3467
Ask depth 10: 4325
Bid depth 20: 13734
Ask depth 20: 33205
Imbalance 5: 0.004438
Imbalance 10: -0.110113
Imbalance 20: -0.414815
Top bid size: 9
Top ask size: 65
Bid wall score: 0.000655
Ask wall score: 0.001958

Dynamics

Bid depth 5 delta: 119
Ask depth 5 delta: 272
Imbalance 5 delta: -0.060967
Bid depth 10 delta: -916
Ask depth 10 delta: 1207
Imbalance 10 delta: -0.278757
Spread delta: -0.0001
Mid price delta: 0.00025
Wall shift score: -0.01066

Tape

Buy volume: 623
Sell volume: 1110
Buy/sell delta: -487
Buy/sell ratio: 0.561261
Avg trade size: 17.33
Large trade count: 8
Largest trade size: 251

Candle

Return 1: -0.173353
Return 3: -0.049591
Volume 1: 67
Volume avg 5: 56.2
Momentum 5: 0.124193

Cross Exchange

Mid avg: 0.4030475
Mid median: 0.40303
Price deviation %: 0.00062
Spread %: 0.131498

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1417465
Quote volume 24h: 5901950.606
Price change 24h %: 0.52

Quality

Capture latency ms: 5041
Order book timestamp: 2026-07-09 01:25:52.214000+02:00
Ticker timestamp: 2026-07-09 01:25:52.988000+02:00
Trades timestamp: 2026-07-09 01:25:47.594000+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	long	0.074432	0.074432	0.074432	0.074432	0.074432	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.074432	0.074432	0.074432	0.074432	0.074432	-0.074432	yes
30s	long	0.074432	0.074432	0.074432	0.074432	0.074432	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.074432	0.074432	0.074432	0.074432	0.074432	-0.074432	yes
60s	long	0.074432	0.074432	0.074432	0.074432	0.074432	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.074432	0.074432	0.074432	0.074432	0.074432	-0.074432	yes

Price

Best bid: 0.40273
Best ask: 0.40393
Spread: 0.0012
Spread %: 0.297523
Mid price: 0.40333
Last price: 0.40331
Mark price: -
Index price: -

Order Book

Bid depth 5: 8395
Ask depth 5: 24616
Bid depth 10: 35381
Ask depth 10: 36134
Bid depth 20: 175464
Ask depth 20: 117733
Imbalance 5: -0.491382
Imbalance 10: -0.010529
Imbalance 20: 0.196902
Top bid size: 105
Top ask size: 750
Bid wall score: 0.000598
Ask wall score: 0.00637

Dynamics

Bid depth 5 delta: -1249
Ask depth 5 delta: 7626
Imbalance 5 delta: -0.215569
Bid depth 10 delta: -2584
Ask depth 10 delta: 4091
Imbalance 10 delta: -0.09512
Spread delta: 0.00002
Mid price delta: 0.0006
Wall shift score: -0.004081

Tape

Buy volume: 6418
Sell volume: 7140
Buy/sell delta: -722
Buy/sell ratio: 0.89888
Avg trade size: 135.58
Large trade count: 4
Largest trade size: 726

Candle

Return 1: 0
Return 3: 0.323375
Volume 1: 0
Volume avg 5: 2
Momentum 5: 0.323375

Cross Exchange

Mid avg: 0.4028975
Mid median: 0.402875
Price deviation %: 0.107347
Spread %: 0.094317

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 92190
Volume 24h: 481316
Quote volume 24h: 481316
Price change 24h %: 0.126614

Quality

Capture latency ms: 5339
Order book timestamp: 2026-07-09 01:25:48.901000+02:00
Ticker timestamp: 2026-07-09 01:25:49.207000+02:00
Trades timestamp: 2026-07-09 01:23:13.847000+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	0.052067	0.052067	0.052067	0.052067	0.052067	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.052067	0.052067	0.052067	0.052067	0.052067	-0.052067	yes
30s	long	0.052067	0.052067	0.052067	0.052067	0.052067	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.052067	0.052067	0.052067	0.052067	0.052067	-0.052067	yes
60s	long	0.052067	0.052067	0.052067	0.052067	0.052067	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.052067	0.052067	0.052067	0.052067	0.052067	-0.052067	yes

Price

Best bid: 0.40304
Best ask: 0.40318
Spread: 0.00014
Spread %: 0.03473
Mid price: 0.40311
Last price: 0.40261
Mark price: 0.40282
Index price: 0.402823

Order Book

Bid depth 5: 5
Ask depth 5: 33
Bid depth 10: 10
Ask depth 10: 86
Bid depth 20: 102
Ask depth 20: 173
Imbalance 5: -0.736842
Imbalance 10: -0.791667
Imbalance 20: -0.258182
Top bid size: 1
Top ask size: 1
Bid wall score: 0.009804
Ask wall score: 0.00578

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 28
Imbalance 5 delta: -0.827751
Bid depth 10 delta: -10
Ask depth 10 delta: 47
Imbalance 10 delta: -0.469633
Spread delta: 0.00003
Mid price delta: 0.000325
Wall shift score: -0.002592

Tape

Buy volume: 111
Sell volume: 45
Buy/sell delta: 66
Buy/sell ratio: 2.466667
Avg trade size: 1.56
Large trade count: 5
Largest trade size: 20

Candle

Return 1: -0.079418
Return 3: -0.099253
Volume 1: 3
Volume avg 5: 7.2
Momentum 5: -0.042207

Cross Exchange

Mid avg: 0.40281625
Mid median: 0.4027925
Price deviation %: 0.072924
Spread %: 0.054615

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6684000
Quote volume 24h: 2759213
Price change 24h %: -5.27

Quality

Capture latency ms: 10153
Order book timestamp: 2026-07-09 01:25:37+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:53.115000+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	0.023567	0.023567	0.023567	0.023567	0.023567	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.023567	0.023567	0.023567	0.023567	0.023567	-0.023567	yes
30s	flat	0.023567	0.023567	0.023567	0.023567	0.023567	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.023567	0.023567	0.023567	0.023567	0.023567	-0.023567	yes
60s	flat	0.023567	0.023567	0.023567	0.023567	0.023567	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.023567	0.023567	0.023567	0.023567	0.023567	-0.023567	yes

Price

Best bid: 0.4029
Best ask: 0.403
Spread: 0.0001
Spread %: 0.024817
Mid price: 0.40295
Last price: 0.4029
Mark price: -
Index price: -

Order Book

Bid depth 5: 4484
Ask depth 5: 6724
Bid depth 10: 22044
Ask depth 10: 15801
Bid depth 20: 67684
Ask depth 20: 37885
Imbalance 5: -0.199857
Imbalance 10: 0.164962
Imbalance 20: 0.28227
Top bid size: 60
Top ask size: 266
Bid wall score: 0.000886
Ask wall score: 0.007021

Dynamics

Bid depth 5 delta: 224
Ask depth 5 delta: -822
Imbalance 5 delta: 0.078476
Bid depth 10 delta: 7637
Ask depth 10 delta: -481
Imbalance 10 delta: 0.226059
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: 0.002674

Tape

Buy volume: 5837
Sell volume: 16513
Buy/sell delta: -10676
Buy/sell ratio: 0.353479
Avg trade size: 223.5
Large trade count: 7
Largest trade size: 2985

Candle

Return 1: -0.024826
Return 3: -0.124008
Volume 1: 8034
Volume avg 5: 10504.6
Momentum 5: 0.049689

Cross Exchange

Mid avg: 0.40294125
Mid median: 0.4027925
Price deviation %: 0.002172
Spread %: 0.178686

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13862401
Volume 24h: 76704877
Quote volume 24h: 31823035.39757
Price change 24h %: -4.413

Quality

Capture latency ms: 5855
Order book timestamp: 2026-07-09 01:25:25.794000+02:00
Ticker timestamp: 2026-07-09 01:25:18.330000+02:00
Trades timestamp: 2026-07-09 01:25:21.535000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Labeled
10s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
30s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
60s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes

Price

Best bid: 0.4027
Best ask: 0.4029
Spread: 0.0002
Spread %: 0.049652
Mid price: 0.4028
Last price: 0.4025
Mark price: -
Index price: 0.4027

Order Book

Bid depth 5: 1352
Ask depth 5: 1186
Bid depth 10: 4383
Ask depth 10: 3118
Bid depth 20: 10891
Ask depth 20: 17205
Imbalance 5: 0.065406
Imbalance 10: 0.168644
Imbalance 20: -0.224729
Top bid size: 138
Top ask size: 57
Bid wall score: 0.012671
Ask wall score: 0.003313

Dynamics

Bid depth 5 delta: -138
Ask depth 5 delta: -243
Imbalance 5 delta: 0.044508
Bid depth 10 delta: -642
Ask depth 10 delta: -258
Imbalance 10 delta: -0.027642
Spread delta: 0
Mid price delta: -0.0009
Wall shift score: 0.009716

Tape

Buy volume: 601
Sell volume: 1149
Buy/sell delta: -548
Buy/sell ratio: 0.523064
Avg trade size: 17.5
Large trade count: 8
Largest trade size: 251

Candle

Return 1: -0.321942
Return 3: -0.198364
Volume 1: 33
Volume avg 5: 49.4
Momentum 5: -0.024839

Cross Exchange

Mid avg: 0.40316625
Mid median: 0.4031175
Price deviation %: -0.090843
Spread %: 0.240596

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1417435
Quote volume 24h: 5901827.29
Price change 24h %: 0.37

Quality

Capture latency ms: 5225
Order book timestamp: 2026-07-09 01:25:19.767000+02:00
Ticker timestamp: 2026-07-09 01:25:20.070000+02:00
Trades timestamp: 2026-07-09 01:25:13.030000+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	0.062066	0.062066	0.062066	0.062066	0.062066	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.062066	0.062066	0.062066	0.062066	0.062066	-0.062066	yes
30s	long	0.062066	0.062066	0.062066	0.062066	0.062066	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.062066	0.062066	0.062066	0.062066	0.062066	-0.062066	yes
60s	long	0.062066	0.062066	0.062066	0.062066	0.062066	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.062066	0.062066	0.062066	0.062066	0.062066	-0.062066	yes

Price

Best bid: 0.40214
Best ask: 0.40332
Spread: 0.00118
Spread %: 0.293
Mid price: 0.40273
Last price: 0.40331
Mark price: -
Index price: -

Order Book

Bid depth 5: 9644
Ask depth 5: 16990
Bid depth 10: 37965
Ask depth 10: 32043
Bid depth 20: 180768
Ask depth 20: 123000
Imbalance 5: -0.275813
Imbalance 10: 0.08459
Imbalance 20: 0.190171
Top bid size: 175
Top ask size: 327
Bid wall score: 0.000968
Ask wall score: 0.002659

Dynamics

Bid depth 5 delta: -6657
Ask depth 5 delta: -2658
Imbalance 5 delta: -0.182709
Bid depth 10 delta: -5246
Ask depth 10 delta: -3176
Imbalance 10 delta: -0.017309
Spread delta: 0
Mid price delta: -0.0011
Wall shift score: -0.002975

Tape

Buy volume: 6418
Sell volume: 7140
Buy/sell delta: -722
Buy/sell ratio: 0.89888
Avg trade size: 135.58
Large trade count: 4
Largest trade size: 726

Candle

Return 1: 0
Return 3: 0.323375
Volume 1: 0
Volume avg 5: 2
Momentum 5: 0.323375

Cross Exchange

Mid avg: 0.40344125
Mid median: 0.403575
Price deviation %: -0.176296
Spread %: 0.259022

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 92190
Volume 24h: 481316
Quote volume 24h: 481316
Price change 24h %: 0.126614

Quality

Capture latency ms: 4953
Order book timestamp: 2026-07-09 01:25:14.797000+02:00
Ticker timestamp: 2026-07-09 01:25:15.492000+02:00
Trades timestamp: 2026-07-09 01:23:13.847000+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	0.148983	0.148983	0.148983	0.148983	0.148983	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.148983	0.148983	0.148983	0.148983	0.148983	-0.148983	yes
30s	long	0.148983	0.148983	0.148983	0.148983	0.148983	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.148983	0.148983	0.148983	0.148983	0.148983	-0.148983	yes
60s	long	0.148983	0.148983	0.148983	0.148983	0.148983	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.148983	0.148983	0.148983	0.148983	0.148983	-0.148983	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 37532
gate: 37530
htx: 37271
mexc: 37526

By Symbol

VELVET/USDT:USDT: 149859

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