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: 150250
Total labels: 450750
Pending labels: 122
Eligible pending labels: 69
Labeled snapshots: 450628
Labels with advanced TP/SL: 431630
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.000974
Avg long MAE 30s: 0.000974
Avg short MFE 30s: 0.295164
Avg short MAE 30s: 0.295164
Long labels: 180132
Short labels: 183794
Flat labels: 86702
Latest snapshot: 2026-07-09 09:47:46.893779+02:00
Recent trades snapshots: 150240
Micro candles: 3004720
Avg data quality: 75.8933510815307820
Latest latency: 6357 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 291 of 15025 · 150250 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-09 02:23:25.551200+02:00	binance	VELVET/USDT:USDT	0.3919	80	6485 ms	10s flat 0.012758 30s flat 0.012758 60s flat 0.012758	advanced ready
2026-07-09 02:23:18.921912+02:00	mexc	VELVET/USDT:USDT	0.39215	78	4587 ms	10s short -0.063751 30s short -0.063751 60s short -0.063751	advanced ready
2026-07-09 02:23:14.205458+02:00	htx	VELVET/USDT:USDT	0.39227	90	4609 ms	10s long 0.128738 30s long 0.128738 60s long 0.128738	advanced ready
2026-07-09 02:23:03.394172+02:00	gate	VELVET/USDT:USDT	0.39202	68	10599 ms	10s long 0.132646 30s long 0.132646 60s long 0.132646	advanced ready
2026-07-09 02:22:52.621499+02:00	binance	VELVET/USDT:USDT	0.39255	80	6975 ms	10s short -0.165584 30s short -0.165584 60s short -0.165584	advanced ready
2026-07-09 02:22:45.424174+02:00	mexc	VELVET/USDT:USDT	0.39235	78	4110 ms	10s short -0.050975 30s short -0.050975 60s short -0.050975	advanced ready
2026-07-09 02:22:41.148322+02:00	htx	VELVET/USDT:USDT	0.39365	80	5780 ms	10s short -0.350565 30s short -0.350565 60s short -0.350565	advanced ready
2026-07-09 02:22:28.851897+02:00	gate	VELVET/USDT:USDT	0.392915	68	10957 ms	10s short -0.227785 30s short -0.227785 60s short -0.227785	advanced ready
2026-07-09 02:22:17.565916+02:00	binance	VELVET/USDT:USDT	0.39305	80	8160 ms	10s short -0.12721 30s short -0.12721 60s short -0.12721	advanced ready
2026-07-09 02:22:09.007389+02:00	mexc	VELVET/USDT:USDT	0.39315	78	4467 ms	10s short -0.203485 30s short -0.203485 60s short -0.203485	advanced ready

Price

Best bid: 0.3918
Best ask: 0.392
Spread: 0.0002
Spread %: 0.051033
Mid price: 0.3919
Last price: 0.3921
Mark price: -
Index price: -

Order Book

Bid depth 5: 6830
Ask depth 5: 11832
Bid depth 10: 17442
Ask depth 10: 23586
Bid depth 20: 50558
Ask depth 20: 37916
Imbalance 5: -0.268031
Imbalance 10: -0.149751
Imbalance 20: 0.142889
Top bid size: 743
Top ask size: 41
Bid wall score: 0.014696
Ask wall score: 0.001081

Dynamics

Bid depth 5 delta: 168
Ask depth 5 delta: 7644
Imbalance 5 delta: -0.49605
Bid depth 10 delta: 3264
Ask depth 10 delta: 4631
Imbalance 10 delta: -0.005575
Spread delta: 0.0001
Mid price delta: -0.00065
Wall shift score: 0.014217

Tape

Buy volume: 9840
Sell volume: 37334
Buy/sell delta: -27494
Buy/sell ratio: 0.263567
Avg trade size: 471.74
Large trade count: 10
Largest trade size: 3149

Candle

Return 1: -0.127584
Return 3: -0.407125
Volume 1: 30317
Volume avg 5: 51068.8
Momentum 5: -0.735481

Cross Exchange

Mid avg: 0.3922475
Mid median: 0.39221
Price deviation %: -0.088592
Spread %: 0.135119

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13959227
Volume 24h: 74765826
Quote volume 24h: 30954561.48149
Price change 24h %: -7.958

Quality

Capture latency ms: 6485
Order book timestamp: 2026-07-09 02:23:23.352000+02:00
Ticker timestamp: 2026-07-09 02:23:15.604000+02:00
Trades timestamp: 2026-07-09 02:23:24.080000+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	0.012758	0.012758	0.012758	0.012758	0.012758	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.012758	0.012758	0.012758	0.012758	0.012758	-0.012758	yes
30s	flat	0.012758	0.012758	0.012758	0.012758	0.012758	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.012758	0.012758	0.012758	0.012758	0.012758	-0.012758	yes
60s	flat	0.012758	0.012758	0.012758	0.012758	0.012758	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.012758	0.012758	0.012758	0.012758	0.012758	-0.012758	yes

Price

Best bid: 0.3921
Best ask: 0.3922
Spread: 0.0001
Spread %: 0.0255
Mid price: 0.39215
Last price: 0.3921
Mark price: -
Index price: 0.3922

Order Book

Bid depth 5: 1261
Ask depth 5: 1468
Bid depth 10: 3339
Ask depth 10: 3984
Bid depth 20: 15533
Ask depth 20: 21290
Imbalance 5: -0.075852
Imbalance 10: -0.088079
Imbalance 20: -0.156343
Top bid size: 14
Top ask size: 36
Bid wall score: 0.000901
Ask wall score: 0.001691

Dynamics

Bid depth 5 delta: -642
Ask depth 5 delta: 136
Imbalance 5 delta: -0.252359
Bid depth 10 delta: -808
Ask depth 10 delta: 588
Imbalance 10 delta: -0.187641
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: -0.006608

Tape

Buy volume: 1305
Sell volume: 3486
Buy/sell delta: -2181
Buy/sell ratio: 0.374355
Avg trade size: 47.91
Large trade count: 9
Largest trade size: 351

Candle

Return 1: 0
Return 3: -0.279756
Volume 1: 45
Volume avg 5: 959.2
Momentum 5: -0.557951

Cross Exchange

Mid avg: 0.3922975
Mid median: 0.39231
Price deviation %: -0.037599
Spread %: 0.135102

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1340647
Quote volume 24h: 5568641.041
Price change 24h %: -2.21

Quality

Capture latency ms: 4587
Order book timestamp: 2026-07-09 02:23:17.316000+02:00
Ticker timestamp: 2026-07-09 02:23:16.775000+02:00
Trades timestamp: 2026-07-09 02:23:17.307000+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	-0.063751	-0.063751	-0.063751	0.063751	0.063751	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.063751	0.063751	0.063751	0.063751	-0.063751	0.063751	yes
30s	short	-0.063751	-0.063751	-0.063751	0.063751	0.063751	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.063751	0.063751	0.063751	0.063751	-0.063751	0.063751	yes
60s	short	-0.063751	-0.063751	-0.063751	0.063751	0.063751	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.063751	0.063751	0.063751	0.063751	-0.063751	0.063751	yes

Price

Best bid: 0.39174
Best ask: 0.3928
Spread: 0.00106
Spread %: 0.270222
Mid price: 0.39227
Last price: 0.39274
Mark price: -
Index price: -

Order Book

Bid depth 5: 8201
Ask depth 5: 7736
Bid depth 10: 26142
Ask depth 10: 30584
Bid depth 20: 46136
Ask depth 20: 132922
Imbalance 5: 0.029177
Imbalance 10: -0.078306
Imbalance 20: -0.484681
Top bid size: 593
Top ask size: 287
Bid wall score: 0.012853
Ask wall score: 0.002159

Dynamics

Bid depth 5 delta: 2195
Ask depth 5 delta: -6656
Imbalance 5 delta: 0.440296
Bid depth 10 delta: 4044
Ask depth 10 delta: 13793
Imbalance 10 delta: -0.214772
Spread delta: -0.00076
Mid price delta: -0.00138
Wall shift score: 0.194927

Tape

Buy volume: 43102
Sell volume: 17448
Buy/sell delta: 25654
Buy/sell ratio: 2.470312
Avg trade size: 605.5
Large trade count: 3
Largest trade size: 5720

Candle

Return 1: 0
Return 3: -0.383006
Volume 1: 0
Volume avg 5: 840.8
Momentum 5: -0.337503

Cross Exchange

Mid avg: 0.3926425
Mid median: 0.39245
Price deviation %: -0.09487
Spread %: 0.415136

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 80531
Volume 24h: 531918
Quote volume 24h: 531918
Price change 24h %: -2.497517

Quality

Capture latency ms: 4609
Order book timestamp: 2026-07-09 02:23:11.501000+02:00
Ticker timestamp: 2026-07-09 02:23:13.034000+02:00
Trades timestamp: 2026-07-09 02:22:51.277000+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	0.128738	0.128738	0.128738	0.128738	0.128738	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.128738	0.128738	0.128738	0.128738	0.128738	-0.128738	yes
30s	long	0.128738	0.128738	0.128738	0.128738	0.128738	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.128738	0.128738	0.128738	0.128738	0.128738	-0.128738	yes
60s	long	0.128738	0.128738	0.128738	0.128738	0.128738	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.128738	0.128738	0.128738	0.128738	0.128738	-0.128738	yes

Price

Best bid: 0.39194
Best ask: 0.3921
Spread: 0.00016
Spread %: 0.040814
Mid price: 0.39202
Last price: 0.39242
Mark price: 0.39202
Index price: 0.3921

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 19
Ask depth 10: 12
Bid depth 20: 84
Ask depth 20: 40
Imbalance 5: 0
Imbalance 10: 0.225806
Imbalance 20: 0.354839
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011905
Ask wall score: 0.025

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 7
Ask depth 10 delta: -26
Imbalance 10 delta: 0.745806
Spread delta: 0.00005
Mid price delta: -0.000895
Wall shift score: -0.014318

Tape

Buy volume: 70
Sell volume: 90
Buy/sell delta: -20
Buy/sell ratio: 0.777778
Avg trade size: 1.6
Large trade count: 7
Largest trade size: 9

Candle

Return 1: 0.191635
Return 3: -0.562966
Volume 1: 4
Volume avg 5: 64.8
Momentum 5: -0.525127

Cross Exchange

Mid avg: 0.39286625
Mid median: 0.3927325
Price deviation %: -0.215404
Spread %: 0.330901

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6823000
Quote volume 24h: 2811914
Price change 24h %: -7.79

Quality

Capture latency ms: 10599
Order book timestamp: 2026-07-09 02:23:02+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:56.582000+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	0.132646	0.132646	0.132646	0.132646	0.132646	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.132646	0.132646	0.132646	0.132646	0.132646	-0.132646	yes
30s	long	0.132646	0.132646	0.132646	0.132646	0.132646	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.132646	0.132646	0.132646	0.132646	0.132646	-0.132646	yes
60s	long	0.132646	0.132646	0.132646	0.132646	0.132646	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.132646	0.132646	0.132646	0.132646	0.132646	-0.132646	yes

Price

Best bid: 0.3925
Best ask: 0.3926
Spread: 0.0001
Spread %: 0.025474
Mid price: 0.39255
Last price: 0.3924
Mark price: -
Index price: -

Order Book

Bid depth 5: 6662
Ask depth 5: 4188
Bid depth 10: 14178
Ask depth 10: 18955
Bid depth 20: 31706
Ask depth 20: 44009
Imbalance 5: 0.228018
Imbalance 10: -0.144177
Imbalance 20: -0.162491
Top bid size: 94
Top ask size: 157
Bid wall score: 0.002965
Ask wall score: 0.003567

Dynamics

Bid depth 5 delta: 652
Ask depth 5 delta: -2196
Imbalance 5 delta: 0.258194
Bid depth 10 delta: -1053
Ask depth 10 delta: -6445
Imbalance 10 delta: 0.1061
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: 0.001867

Tape

Buy volume: 31280
Sell volume: 35728
Buy/sell delta: -4448
Buy/sell ratio: 0.875504
Avg trade size: 670.08
Large trade count: 5
Largest trade size: 7862

Candle

Return 1: -0.178117
Return 3: -0.456737
Volume 1: 10967
Volume avg 5: 27734.6
Momentum 5: -0.758917

Cross Exchange

Mid avg: 0.39299125
Mid median: 0.3929825
Price deviation %: -0.11228
Spread %: 0.330796

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13947993
Volume 24h: 74648376
Quote volume 24h: 30909268.80889
Price change 24h %: -7.409

Quality

Capture latency ms: 6975
Order book timestamp: 2026-07-09 02:22:50.433000+02:00
Ticker timestamp: 2026-07-09 02:22:40.306000+02:00
Trades timestamp: 2026-07-09 02:22:51.859000+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	-0.165584	-0.165584	-0.165584	0.165584	0.165584	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.165584	0.165584	0.165584	0.165584	-0.165584	0.165584	yes
30s	short	-0.165584	-0.165584	-0.165584	0.165584	0.165584	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.165584	0.165584	0.165584	0.165584	-0.165584	0.165584	yes
60s	short	-0.165584	-0.165584	-0.165584	0.165584	0.165584	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.165584	0.165584	0.165584	0.165584	-0.165584	0.165584	yes

Price

Best bid: 0.3923
Best ask: 0.3924
Spread: 0.0001
Spread %: 0.025487
Mid price: 0.39235
Last price: 0.393
Mark price: -
Index price: 0.3926

Order Book

Bid depth 5: 1903
Ask depth 5: 1332
Bid depth 10: 4147
Ask depth 10: 3396
Bid depth 20: 16026
Ask depth 20: 15669
Imbalance 5: 0.176507
Imbalance 10: 0.099563
Imbalance 20: 0.011264
Top bid size: 217
Top ask size: 121
Bid wall score: 0.01354
Ask wall score: 0.007722

Dynamics

Bid depth 5 delta: 778
Ask depth 5 delta: -1739
Imbalance 5 delta: 0.640282
Bid depth 10 delta: 829
Ask depth 10 delta: -1281
Imbalance 10 delta: 0.269544
Spread delta: 0
Mid price delta: -0.0008
Wall shift score: 0.008152

Tape

Buy volume: 1289
Sell volume: 3075
Buy/sell delta: -1786
Buy/sell ratio: 0.419187
Avg trade size: 43.64
Large trade count: 9
Largest trade size: 351

Candle

Return 1: -0.228833
Return 3: -0.431363
Volume 1: 163
Volume avg 5: 869.4
Momentum 5: -0.607903

Cross Exchange

Mid avg: 0.39319125
Mid median: 0.3931
Price deviation %: -0.213954
Spread %: 0.186932

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1339898
Quote volume 24h: 5565706.599
Price change 24h %: -1.99

Quality

Capture latency ms: 4110
Order book timestamp: 2026-07-09 02:22:43.804000+02:00
Ticker timestamp: 2026-07-09 02:22:43.838000+02:00
Trades timestamp: 2026-07-09 02:22:35.594000+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	-0.050975	-0.050975	-0.050975	0.050975	0.050975	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050975	0.050975	0.050975	0.050975	-0.050975	0.050975	yes
30s	short	-0.050975	-0.050975	-0.050975	0.050975	0.050975	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050975	0.050975	0.050975	0.050975	-0.050975	0.050975	yes
60s	short	-0.050975	-0.050975	-0.050975	0.050975	0.050975	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050975	0.050975	0.050975	0.050975	-0.050975	0.050975	yes

Price

Best bid: 0.39274
Best ask: 0.39456
Spread: 0.00182
Spread %: 0.46234
Mid price: 0.39365
Last price: 0.39305
Mark price: -
Index price: -

Order Book

Bid depth 5: 6006
Ask depth 5: 14392
Bid depth 10: 22098
Ask depth 10: 16791
Bid depth 20: 43437
Ask depth 20: 27191
Imbalance 5: -0.411119
Imbalance 10: 0.136465
Imbalance 20: 0.230022
Top bid size: 20
Top ask size: 5022
Bid wall score: 0.00046
Ask wall score: 0.184693

Dynamics

Bid depth 5 delta: 1403
Ask depth 5 delta: 733
Imbalance 5 delta: 0.084774
Bid depth 10 delta: 2567
Ask depth 10 delta: -15558
Imbalance 10 delta: 0.383535
Spread delta: 0.00077
Mid price delta: 0.000375
Wall shift score: -0.185452

Tape

Buy volume: 43102
Sell volume: 17628
Buy/sell delta: 25474
Buy/sell ratio: 2.445087
Avg trade size: 607.3
Large trade count: 3
Largest trade size: 5720

Candle

Return 1: 0
Return 3: -0.304375
Volume 1: 1244
Volume avg 5: 832.8
Momentum 5: -0.258837

Cross Exchange

Mid avg: 0.3930975
Mid median: 0.3931
Price deviation %: 0.14055
Spread %: 0.09158

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 81153
Volume 24h: 531110
Quote volume 24h: 531110
Price change 24h %: -2.420556

Quality

Capture latency ms: 5780
Order book timestamp: 2026-07-09 02:22:39.697000+02:00
Ticker timestamp: 2026-07-09 02:22:39.998000+02:00
Trades timestamp: 2026-07-09 02:22:36.320000+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	-0.350565	-0.350565	-0.350565	0.350565	0.350565	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.350565	0.350565	0.350565	0.350565	-0.350565	0.350565	yes
30s	short	-0.350565	-0.350565	-0.350565	0.350565	0.350565	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.350565	0.350565	0.350565	0.350565	-0.350565	0.350565	yes
60s	short	-0.350565	-0.350565	-0.350565	0.350565	0.350565	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.350565	0.350565	0.350565	0.350565	-0.350565	0.350565	yes

Price

Best bid: 0.39286
Best ask: 0.39297
Spread: 0.00011
Spread %: 0.027996
Mid price: 0.392915
Last price: 0.39304
Mark price: 0.39328
Index price: 0.39328

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 12
Ask depth 10: 38
Bid depth 20: 77
Ask depth 20: 85
Imbalance 5: 0
Imbalance 10: -0.52
Imbalance 20: -0.049383
Top bid size: 1
Top ask size: 1
Bid wall score: 0.012987
Ask wall score: 0.011765

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: -25
Ask depth 10 delta: 18
Imbalance 10 delta: -0.818246
Spread delta: -0.00006
Mid price delta: -0.00018
Wall shift score: -0.000345

Tape

Buy volume: 81
Sell volume: 48
Buy/sell delta: 33
Buy/sell ratio: 1.6875
Avg trade size: 1.29
Large trade count: 4
Largest trade size: 10

Candle

Return 1: -0.045776
Return 3: -0.289208
Volume 1: 7
Volume avg 5: 19.8
Momentum 5: -0.483606

Cross Exchange

Mid avg: 0.3931425
Mid median: 0.3931225
Price deviation %: -0.057867
Spread %: 0.057231

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6815100
Quote volume 24h: 2808813
Price change 24h %: -7.64

Quality

Capture latency ms: 10957
Order book timestamp: 2026-07-09 02:22:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:56.534000+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	-0.227785	-0.227785	-0.227785	0.227785	0.227785	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.227785	0.227785	0.227785	0.227785	-0.227785	0.227785	yes
30s	short	-0.227785	-0.227785	-0.227785	0.227785	0.227785	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.227785	0.227785	0.227785	0.227785	-0.227785	0.227785	yes
60s	short	-0.227785	-0.227785	-0.227785	0.227785	0.227785	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.227785	0.227785	0.227785	0.227785	-0.227785	0.227785	yes

Price

Best bid: 0.393
Best ask: 0.3931
Spread: 0.0001
Spread %: 0.025442
Mid price: 0.39305
Last price: 0.3935
Mark price: -
Index price: -

Order Book

Bid depth 5: 6010
Ask depth 5: 6384
Bid depth 10: 15231
Ask depth 10: 25400
Bid depth 20: 34065
Ask depth 20: 40553
Imbalance 5: -0.030176
Imbalance 10: -0.250277
Imbalance 20: -0.08695
Top bid size: 162
Top ask size: 293
Bid wall score: 0.004756
Ask wall score: 0.007225

Dynamics

Bid depth 5 delta: 727
Ask depth 5 delta: -403
Imbalance 5 delta: 0.094431
Bid depth 10 delta: -5
Ask depth 10 delta: -549
Imbalance 10 delta: 0.009842
Spread delta: -0.0001
Mid price delta: 0.00005
Wall shift score: 0.00371

Tape

Buy volume: 6932
Sell volume: 9414
Buy/sell delta: -2482
Buy/sell ratio: 0.73635
Avg trade size: 163.46
Large trade count: 11
Largest trade size: 1450

Candle

Return 1: 0
Return 3: -0.279117
Volume 1: 2696
Volume avg 5: 26080.4
Momentum 5: -0.581837

Cross Exchange

Mid avg: 0.39313
Mid median: 0.3931225
Price deviation %: -0.02035
Spread %: 0.069951

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13949019
Volume 24h: 74640486
Quote volume 24h: 30906170.63369
Price change 24h %: -7.15

Quality

Capture latency ms: 8160
Order book timestamp: 2026-07-09 02:22:15.195000+02:00
Ticker timestamp: 2026-07-09 02:22:08.143000+02:00
Trades timestamp: 2026-07-09 02:22:16.693000+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	-0.12721	-0.12721	-0.12721	0.12721	0.12721	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.12721	0.12721	0.12721	0.12721	-0.12721	0.12721	yes
30s	short	-0.12721	-0.12721	-0.12721	0.12721	0.12721	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.12721	0.12721	0.12721	0.12721	-0.12721	0.12721	yes
60s	short	-0.12721	-0.12721	-0.12721	0.12721	0.12721	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.12721	0.12721	0.12721	0.12721	-0.12721	0.12721	yes

Price

Best bid: 0.3931
Best ask: 0.3932
Spread: 0.0001
Spread %: 0.025436
Mid price: 0.39315
Last price: 0.393
Mark price: -
Index price: 0.3931

Order Book

Bid depth 5: 1125
Ask depth 5: 3071
Bid depth 10: 3318
Ask depth 10: 4677
Bid depth 20: 23100
Ask depth 20: 16014
Imbalance 5: -0.463775
Imbalance 10: -0.169981
Imbalance 20: 0.181163
Top bid size: 11
Top ask size: 45
Bid wall score: 0.000476
Ask wall score: 0.00281

Dynamics

Bid depth 5 delta: -247
Ask depth 5 delta: -745
Imbalance 5 delta: 0.007312
Bid depth 10 delta: 49
Ask depth 10 delta: -5088
Imbalance 10 delta: 0.328408
Spread delta: -0.0003
Mid price delta: 0.00035
Wall shift score: 0.003744

Tape

Buy volume: 1350
Sell volume: 3075
Buy/sell delta: -1725
Buy/sell ratio: 0.439024
Avg trade size: 44.25
Large trade count: 8
Largest trade size: 351

Candle

Return 1: -0.050852
Return 3: -0.253743
Volume 1: 42
Volume avg 5: 845.2
Momentum 5: -0.430598

Cross Exchange

Mid avg: 0.3930425
Mid median: 0.3930475
Price deviation %: 0.027351
Spread %: 0.120852

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1339778
Quote volume 24h: 5565236.157
Price change 24h %: -1.99

Quality

Capture latency ms: 4467
Order book timestamp: 2026-07-09 02:22:07.190000+02:00
Ticker timestamp: 2026-07-09 02:22:04.969000+02:00
Trades timestamp: 2026-07-09 02:22:05.513000+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	-0.203485	-0.203485	-0.203485	0.203485	0.203485	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.203485	0.203485	0.203485	0.203485	-0.203485	0.203485	yes
30s	short	-0.203485	-0.203485	-0.203485	0.203485	0.203485	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.203485	0.203485	0.203485	0.203485	-0.203485	0.203485	yes
60s	short	-0.203485	-0.203485	-0.203485	0.203485	0.203485	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.203485	0.203485	0.203485	0.203485	-0.203485	0.203485	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 37630
gate: 37628
htx: 37368
mexc: 37624

By Symbol

VELVET/USDT:USDT: 150250

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