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: 150595
Total labels: 451785
Pending labels: 112
Eligible pending labels: 64
Labeled snapshots: 451676
Labels with advanced TP/SL: 432678
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001245
Avg long MAE 30s: 0.001245
Avg short MFE 30s: 0.295268
Avg short MAE 30s: 0.295268
Long labels: 180623
Short labels: 184129
Flat labels: 86924
Latest snapshot: 2026-07-09 10:45:08.246387+02:00
Recent trades snapshots: 150586
Micro candles: 3011640
Avg data quality: 75.8904618980583814
Latest latency: 7020 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 292 of 15060 · 150595 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-09 03:13:16.797679+02:00	gate	VELVET/USDT:USDT	0.403235	68	9800 ms	10s long 0.095478 30s long 0.095478 60s long 0.095478	advanced ready
2026-07-09 03:13:06.866181+02:00	binance	VELVET/USDT:USDT	0.40345	80	6252 ms	10s flat 0.024786 30s flat 0.024786 60s flat 0.024786	advanced ready
2026-07-09 03:13:00.385972+02:00	mexc	VELVET/USDT:USDT	0.40355	78	4964 ms	10s flat -0.04956 30s flat -0.04956 60s flat -0.04956	advanced ready
2026-07-09 03:12:55.295852+02:00	htx	VELVET/USDT:USDT	0.40389	80	5310 ms	10s short -0.076754 30s short -0.076754 60s short -0.076754	advanced ready
2026-07-09 03:12:43.695717+02:00	gate	VELVET/USDT:USDT	0.403135	68	10091 ms	10s flat 0.024806 30s flat 0.024806 60s flat 0.024806	advanced ready
2026-07-09 03:12:33.481536+02:00	binance	VELVET/USDT:USDT	0.40285	80	6291 ms	10s long 0.148939 30s long 0.148939 60s long 0.148939	advanced ready
2026-07-09 03:12:27.011647+02:00	mexc	VELVET/USDT:USDT	0.40285	68	5020 ms	10s long 0.173762 30s long 0.173762 60s long 0.173762	advanced ready
2026-07-09 03:12:21.823862+02:00	htx	VELVET/USDT:USDT	0.402665	80	6449 ms	10s long 0.304223 30s long 0.304223 60s long 0.304223	advanced ready
2026-07-09 03:12:09.233711+02:00	gate	VELVET/USDT:USDT	0.401745	68	10289 ms	10s long 0.345991 30s long 0.345991 60s long 0.345991	advanced ready
2026-07-09 03:11:58.828337+02:00	binance	VELVET/USDT:USDT	0.40115	80	6421 ms	10s long 0.423782 30s long 0.423782 60s long 0.423782	advanced ready

Price

Best bid: 0.40313
Best ask: 0.40334
Spread: 0.00021
Spread %: 0.052079
Mid price: 0.403235
Last price: 0.40317
Mark price: 0.40321
Index price: 0.403205

Order Book

Bid depth 5: 25
Ask depth 5: 5
Bid depth 10: 69
Ask depth 10: 19
Bid depth 20: 113
Ask depth 20: 57
Imbalance 5: 0.666667
Imbalance 10: 0.568182
Imbalance 20: 0.329412
Top bid size: 1
Top ask size: 1
Bid wall score: 0.00885
Ask wall score: 0.017544

Dynamics

Bid depth 5 delta: 20
Ask depth 5 delta: -9
Imbalance 5 delta: 1.140351
Bid depth 10 delta: 49
Ask depth 10 delta: -20
Imbalance 10 delta: 0.890216
Spread delta: 0.0001
Mid price delta: 0.0001
Wall shift score: -0.013564

Tape

Buy volume: 92
Sell volume: 90
Buy/sell delta: 2
Buy/sell ratio: 1.022222
Avg trade size: 1.82
Large trade count: 4
Largest trade size: 47

Candle

Return 1: -0.069401
Return 3: 0.835355
Volume 1: 5
Volume avg 5: 51
Momentum 5: 0.63149

Cross Exchange

Mid avg: 0.40350625
Mid median: 0.4035
Price deviation %: -0.067223
Spread %: 0.18711

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7221400
Quote volume 24h: 2966038
Price change 24h %: -7.8

Quality

Capture latency ms: 9800
Order book timestamp: 2026-07-09 03:13:15+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:59.586000+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	0.095478	0.095478	0.095478	0.095478	0.095478	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.095478	0.095478	0.095478	0.095478	0.095478	-0.095478	yes
30s	long	0.095478	0.095478	0.095478	0.095478	0.095478	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.095478	0.095478	0.095478	0.095478	0.095478	-0.095478	yes
60s	long	0.095478	0.095478	0.095478	0.095478	0.095478	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.095478	0.095478	0.095478	0.095478	0.095478	-0.095478	yes

Price

Best bid: 0.4034
Best ask: 0.4035
Spread: 0.0001
Spread %: 0.024786
Mid price: 0.40345
Last price: 0.4033
Mark price: -
Index price: -

Order Book

Bid depth 5: 5103
Ask depth 5: 3687
Bid depth 10: 16989
Ask depth 10: 12462
Bid depth 20: 26855
Ask depth 20: 25787
Imbalance 5: 0.161092
Imbalance 10: 0.153713
Imbalance 20: 0.020288
Top bid size: 314
Top ask size: 261
Bid wall score: 0.011692
Ask wall score: 0.010121

Dynamics

Bid depth 5 delta: 1506
Ask depth 5 delta: -788
Imbalance 5 delta: 0.269863
Bid depth 10 delta: 2418
Ask depth 10 delta: -1126
Imbalance 10 delta: 0.118804
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: 0.002681

Tape

Buy volume: 14155
Sell volume: 18030
Buy/sell delta: -3875
Buy/sell ratio: 0.78508
Avg trade size: 321.85
Large trade count: 11
Largest trade size: 2297

Candle

Return 1: -0.024789
Return 3: 0.925926
Volume 1: 3051
Volume avg 5: 25989.8
Momentum 5: 0.749438

Cross Exchange

Mid avg: 0.40335625
Mid median: 0.4033425
Price deviation %: 0.023242
Spread %: 0.257837

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13944809
Volume 24h: 74597132
Quote volume 24h: 30804093.99043
Price change 24h %: -8.069

Quality

Capture latency ms: 6252
Order book timestamp: 2026-07-09 03:13:04.545000+02:00
Ticker timestamp: 2026-07-09 03:12:57.756000+02:00
Trades timestamp: 2026-07-09 03:13:05.643000+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	0.024786	0.024786	0.024786	0.024786	0.024786	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024786	0.024786	0.024786	0.024786	0.024786	-0.024786	yes
30s	flat	0.024786	0.024786	0.024786	0.024786	0.024786	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024786	0.024786	0.024786	0.024786	0.024786	-0.024786	yes
60s	flat	0.024786	0.024786	0.024786	0.024786	0.024786	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024786	0.024786	0.024786	0.024786	0.024786	-0.024786	yes

Price

Best bid: 0.4034
Best ask: 0.4037
Spread: 0.0003
Spread %: 0.07434
Mid price: 0.40355
Last price: 0.4033
Mark price: -
Index price: 0.4028

Order Book

Bid depth 5: 973
Ask depth 5: 1753
Bid depth 10: 2093
Ask depth 10: 3063
Bid depth 20: 15566
Ask depth 20: 24433
Imbalance 5: -0.286134
Imbalance 10: -0.18813
Imbalance 20: -0.221681
Top bid size: 57
Top ask size: 86
Bid wall score: 0.003662
Ask wall score: 0.00352

Dynamics

Bid depth 5 delta: -1700
Ask depth 5 delta: 1427
Imbalance 5 delta: -1.068728
Bid depth 10 delta: -2656
Ask depth 10 delta: 495
Imbalance 10 delta: -0.486203
Spread delta: 0.0002
Mid price delta: 0.0007
Wall shift score: -0.032338

Tape

Buy volume: 1250
Sell volume: 2713
Buy/sell delta: -1463
Buy/sell ratio: 0.460745
Avg trade size: 39.63
Large trade count: 6
Largest trade size: 637

Candle

Return 1: 0.598653
Return 3: 0.900676
Volume 1: 288
Volume avg 5: 313.2
Momentum 5: 1.331658

Cross Exchange

Mid avg: 0.40318125
Mid median: 0.4029925
Price deviation %: 0.09146
Spread %: 0.257949

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1334873
Quote volume 24h: 5534238.139
Price change 24h %: 0.57

Quality

Capture latency ms: 4964
Order book timestamp: 2026-07-09 03:12:58.607000+02:00
Ticker timestamp: 2026-07-09 03:12:58.854000+02:00
Trades timestamp: 2026-07-09 03:12:57.673000+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	-0.04956	-0.04956	-0.04956	0.04956	0.04956	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.04956	0.04956	0.04956	0.04956	-0.04956	0.04956	yes
30s	flat	-0.04956	-0.04956	-0.04956	0.04956	0.04956	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.04956	0.04956	0.04956	0.04956	-0.04956	0.04956	yes
60s	flat	-0.04956	-0.04956	-0.04956	0.04956	0.04956	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.04956	0.04956	0.04956	0.04956	-0.04956	0.04956	yes

Price

Best bid: 0.40131
Best ask: 0.40647
Spread: 0.00516
Spread %: 1.277576
Mid price: 0.40389
Last price: 0.40225
Mark price: -
Index price: -

Order Book

Bid depth 5: 10526
Ask depth 5: 1778
Bid depth 10: 12056
Ask depth 10: 9997
Bid depth 20: 24150
Ask depth 20: 26590
Imbalance 5: 0.710988
Imbalance 10: 0.093366
Imbalance 20: -0.048088
Top bid size: 379
Top ask size: 185
Bid wall score: 0.015694
Ask wall score: 0.006958

Dynamics

Bid depth 5 delta: 4306
Ask depth 5 delta: -11366
Imbalance 5 delta: 1.068559
Bid depth 10 delta: -17343
Ask depth 10 delta: -16975
Imbalance 10 delta: 0.050312
Spread delta: 0.00389
Mid price delta: 0.001225
Wall shift score: -0.021787

Tape

Buy volume: 25428
Sell volume: 23598
Buy/sell delta: 1830
Buy/sell ratio: 1.077549
Avg trade size: 490.26
Large trade count: 8
Largest trade size: 5720

Candle

Return 1: 0.77665
Return 3: 0.77665
Volume 1: 250
Volume avg 5: 100
Momentum 5: 1.61164

Cross Exchange

Mid avg: 0.402875
Mid median: 0.40285
Price deviation %: 0.251939
Spread %: 0.116661

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 81966
Volume 24h: 543830
Quote volume 24h: 543830
Price change 24h %: -0.136544

Quality

Capture latency ms: 5310
Order book timestamp: 2026-07-09 03:12:53.901000+02:00
Ticker timestamp: 2026-07-09 03:12:54.195000+02:00
Trades timestamp: 2026-07-09 03:12:20.050000+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	-0.076754	-0.076754	-0.076754	0.076754	0.076754	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.076754	0.076754	0.076754	0.076754	-0.076754	0.076754	yes
30s	short	-0.076754	-0.076754	-0.076754	0.076754	0.076754	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.076754	0.076754	0.076754	0.076754	-0.076754	0.076754	yes
60s	short	-0.076754	-0.076754	-0.076754	0.076754	0.076754	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.076754	0.076754	0.076754	0.076754	-0.076754	0.076754	yes

Price

Best bid: 0.40308
Best ask: 0.40319
Spread: 0.00011
Spread %: 0.027286
Mid price: 0.403135
Last price: 0.40281
Mark price: 0.40259
Index price: 0.4024

Order Book

Bid depth 5: 5
Ask depth 5: 14
Bid depth 10: 20
Ask depth 10: 39
Bid depth 20: 56
Ask depth 20: 77
Imbalance 5: -0.473684
Imbalance 10: -0.322034
Imbalance 20: -0.157895
Top bid size: 1
Top ask size: 1
Bid wall score: 0.017857
Ask wall score: 0.012987

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 8
Imbalance 5 delta: -0.550607
Bid depth 10 delta: 0
Ask depth 10 delta: 18
Imbalance 10 delta: -0.297644
Spread delta: -0.00002
Mid price delta: 0.00139
Wall shift score: 0.022108

Tape

Buy volume: 88
Sell volume: 97
Buy/sell delta: -9
Buy/sell ratio: 0.907216
Avg trade size: 1.85
Large trade count: 4
Largest trade size: 47

Candle

Return 1: 0.556693
Return 3: 0.755397
Volume 1: 83
Volume avg 5: 83.8
Momentum 5: 0.737758

Cross Exchange

Mid avg: 0.4025275
Mid median: 0.4027575
Price deviation %: 0.150921
Spread %: 0.274515

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7220300
Quote volume 24h: 2965594
Price change 24h %: -8.24

Quality

Capture latency ms: 10091
Order book timestamp: 2026-07-09 03:12:42+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:59.549000+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	0.024806	0.024806	0.024806	0.024806	0.024806	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024806	0.024806	0.024806	0.024806	0.024806	-0.024806	yes
30s	flat	0.024806	0.024806	0.024806	0.024806	0.024806	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024806	0.024806	0.024806	0.024806	0.024806	-0.024806	yes
60s	flat	0.024806	0.024806	0.024806	0.024806	0.024806	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024806	0.024806	0.024806	0.024806	0.024806	-0.024806	yes

Price

Best bid: 0.4028
Best ask: 0.4029
Spread: 0.0001
Spread %: 0.024823
Mid price: 0.40285
Last price: 0.4033
Mark price: -
Index price: -

Order Book

Bid depth 5: 3597
Ask depth 5: 4475
Bid depth 10: 14571
Ask depth 10: 13588
Bid depth 20: 27287
Ask depth 20: 25723
Imbalance 5: -0.108771
Imbalance 10: 0.034909
Imbalance 20: 0.029504
Top bid size: 97
Top ask size: 120
Bid wall score: 0.003555
Ask wall score: 0.004665

Dynamics

Bid depth 5 delta: 272
Ask depth 5 delta: -757
Imbalance 5 delta: 0.114087
Bid depth 10 delta: -484
Ask depth 10 delta: -958
Imbalance 10 delta: 0.017714
Spread delta: 0
Mid price delta: 0.0017
Wall shift score: -0.001104

Tape

Buy volume: 13030
Sell volume: 15461
Buy/sell delta: -2431
Buy/sell ratio: 0.842766
Avg trade size: 284.91
Large trade count: 10
Largest trade size: 2297

Candle

Return 1: 0.448766
Return 3: 0.775388
Volume 1: 28402
Volume avg 5: 29088.6
Momentum 5: 0.725

Cross Exchange

Mid avg: 0.4021025
Mid median: 0.402205
Price deviation %: 0.185898
Spread %: 0.422778

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13941147
Volume 24h: 74586994
Quote volume 24h: 30800006.08283
Price change 24h %: -8.069

Quality

Capture latency ms: 6291
Order book timestamp: 2026-07-09 03:12:30.873000+02:00
Ticker timestamp: 2026-07-09 03:12:24.914000+02:00
Trades timestamp: 2026-07-09 03:12:30.124000+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	0.148939	0.148939	0.148939	0.148939	0.148939	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.148939	0.148939	0.148939	0.148939	0.148939	-0.148939	yes
30s	long	0.148939	0.148939	0.148939	0.148939	0.148939	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.148939	0.148939	0.148939	0.148939	0.148939	-0.148939	yes
60s	long	0.148939	0.148939	0.148939	0.148939	0.148939	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.148939	0.148939	0.148939	0.148939	0.148939	-0.148939	yes

Price

Best bid: 0.4028
Best ask: 0.4029
Spread: 0.0001
Spread %: 0.024823
Mid price: 0.40285
Last price: 0.4024
Mark price: -
Index price: 0.4021

Order Book

Bid depth 5: 2673
Ask depth 5: 326
Bid depth 10: 4749
Ask depth 10: 2568
Bid depth 20: 21174
Ask depth 20: 5431
Imbalance 5: 0.782594
Imbalance 10: 0.298073
Imbalance 20: 0.591731
Top bid size: 754
Top ask size: 17
Bid wall score: 0.03561
Ask wall score: 0.00313

Dynamics

Bid depth 5 delta: 1711
Ask depth 5 delta: -908
Imbalance 5 delta: 0.906456
Bid depth 10 delta: 2135
Ask depth 10 delta: -85
Imbalance 10 delta: 0.305478
Spread delta: -0.0001
Mid price delta: 0.00225
Wall shift score: 0.005217

Tape

Buy volume: 1227
Sell volume: 2948
Buy/sell delta: -1721
Buy/sell ratio: 0.416214
Avg trade size: 41.75
Large trade count: 6
Largest trade size: 637

Candle

Return 1: 0.374158
Return 3: 0.675507
Volume 1: 260
Volume avg 5: 307.6
Momentum 5: 1.105528

Cross Exchange

Mid avg: 0.40154
Mid median: 0.4014475
Price deviation %: 0.326244
Spread %: 0.51427

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1334848
Quote volume 24h: 5534136.604
Price change 24h %: 0.34

Quality

Capture latency ms: 5020
Order book timestamp: 2026-07-09 03:12:24.934000+02:00
Ticker timestamp: 2026-07-09 03:12:22.954000+02:00
Trades timestamp: 2026-07-09 03:12:17.594000+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	0.173762	0.173762	0.173762	0.173762	0.173762	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.173762	0.173762	0.173762	0.173762	0.173762	-0.173762	yes
30s	long	0.173762	0.173762	0.173762	0.173762	0.173762	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.173762	0.173762	0.173762	0.173762	0.173762	-0.173762	yes
60s	long	0.173762	0.173762	0.173762	0.173762	0.173762	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.173762	0.173762	0.173762	0.173762	0.173762	-0.173762	yes

Price

Best bid: 0.40203
Best ask: 0.4033
Spread: 0.00127
Spread %: 0.315399
Mid price: 0.402665
Last price: 0.40225
Mark price: -
Index price: -

Order Book

Bid depth 5: 6220
Ask depth 5: 13144
Bid depth 10: 29399
Ask depth 10: 26972
Bid depth 20: 42094
Ask depth 20: 117692
Imbalance 5: -0.357571
Imbalance 10: 0.043054
Imbalance 20: -0.47312
Top bid size: 1351
Top ask size: 185
Bid wall score: 0.032095
Ask wall score: 0.001572

Dynamics

Bid depth 5 delta: -2313
Ask depth 5 delta: 6199
Imbalance 5 delta: -0.460168
Bid depth 10 delta: 3035
Ask depth 10 delta: -2413
Imbalance 10 delta: 0.097243
Spread delta: 0.00007
Mid price delta: 0.002315
Wall shift score: 0.030816

Tape

Buy volume: 25428
Sell volume: 23598
Buy/sell delta: 1830
Buy/sell ratio: 1.077549
Avg trade size: 490.26
Large trade count: 8
Largest trade size: 5720

Candle

Return 1: 0.77665
Return 3: 0.77665
Volume 1: 250
Volume avg 5: 100
Momentum 5: 1.61164

Cross Exchange

Mid avg: 0.40096125
Mid median: 0.400875
Price deviation %: 0.424916
Spread %: 0.347914

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 81966
Volume 24h: 543830
Quote volume 24h: 543830
Price change 24h %: -0.136544

Quality

Capture latency ms: 6449
Order book timestamp: 2026-07-09 03:12:20.201000+02:00
Ticker timestamp: 2026-07-09 03:12:20.528000+02:00
Trades timestamp: 2026-07-09 03:12:20.050000+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	0.304223	0.304223	0.304223	0.304223	0.304223	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.304223	0.304223	0.304223	0.304223	0.304223	-0.304223	yes
30s	long	0.304223	0.304223	0.304223	0.304223	0.304223	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.304223	0.304223	0.304223	0.304223	0.304223	-0.304223	yes
60s	long	0.304223	0.304223	0.304223	0.304223	0.304223	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.304223	0.304223	0.304223	0.304223	0.304223	-0.304223	yes

Price

Best bid: 0.40168
Best ask: 0.40181
Spread: 0.00013
Spread %: 0.032359
Mid price: 0.401745
Last price: 0.40161
Mark price: 0.40116
Index price: 0.40107

Order Book

Bid depth 5: 7
Ask depth 5: 6
Bid depth 10: 20
Ask depth 10: 21
Bid depth 20: 119
Ask depth 20: 78
Imbalance 5: 0.076923
Imbalance 10: -0.02439
Imbalance 20: 0.208122
Top bid size: 1
Top ask size: 2
Bid wall score: 0.008403
Ask wall score: 0.025641

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.089744
Bid depth 10 delta: -19
Ask depth 10 delta: 2
Imbalance 10 delta: -0.369218
Spread delta: -0.00004
Mid price delta: 0.00225
Wall shift score: -0.0131

Tape

Buy volume: 43
Sell volume: 100
Buy/sell delta: -57
Buy/sell ratio: 0.43
Avg trade size: 1.43
Large trade count: 5
Largest trade size: 9

Candle

Return 1: 0.257127
Return 3: 0.455239
Volume 1: 4
Volume avg 5: 68
Momentum 5: 0.437653

Cross Exchange

Mid avg: 0.40039875
Mid median: 0.400475
Price deviation %: 0.336227
Spread %: 0.413338

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7212200
Quote volume 24h: 2962335
Price change 24h %: -8.46

Quality

Capture latency ms: 10289
Order book timestamp: 2026-07-09 03:12:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:59.525000+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	0.345991	0.345991	0.345991	0.345991	0.345991	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.345991	0.345991	0.345991	0.345991	0.345991	-0.345991	yes
30s	long	0.345991	0.345991	0.345991	0.345991	0.345991	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.345991	0.345991	0.345991	0.345991	0.345991	-0.345991	yes
60s	long	0.345991	0.345991	0.345991	0.345991	0.345991	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.345991	0.345991	0.345991	0.345991	0.345991	-0.345991	yes

Price

Best bid: 0.4011
Best ask: 0.4012
Spread: 0.0001
Spread %: 0.024928
Mid price: 0.40115
Last price: 0.4006
Mark price: -
Index price: -

Order Book

Bid depth 5: 3325
Ask depth 5: 5232
Bid depth 10: 15055
Ask depth 10: 14546
Bid depth 20: 26538
Ask depth 20: 26611
Imbalance 5: -0.222858
Imbalance 10: 0.017195
Imbalance 20: -0.001373
Top bid size: 668
Top ask size: 670
Bid wall score: 0.025171
Ask wall score: 0.025178

Dynamics

Bid depth 5 delta: -68
Ask depth 5 delta: 2718
Imbalance 5 delta: -0.371665
Bid depth 10 delta: -59
Ask depth 10 delta: 3619
Imbalance 10 delta: -0.14359
Spread delta: 0
Mid price delta: 0.0017
Wall shift score: 0.004318

Tape

Buy volume: 22166
Sell volume: 8027
Buy/sell delta: 14139
Buy/sell ratio: 2.76143
Avg trade size: 301.93
Large trade count: 7
Largest trade size: 4152

Candle

Return 1: 0.3003
Return 3: 0.124906
Volume 1: 26715
Volume avg 5: 82801.2
Momentum 5: -0.570578

Cross Exchange

Mid avg: 0.39997375
Mid median: 0.3999225
Price deviation %: 0.294082
Spread %: 0.287519

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13940877
Volume 24h: 74601057
Quote volume 24h: 30807168.14709
Price change 24h %: -7.972

Quality

Capture latency ms: 6421
Order book timestamp: 2026-07-09 03:11:56.237000+02:00
Ticker timestamp: 2026-07-09 03:11:50.108000+02:00
Trades timestamp: 2026-07-09 03:11:57.794000+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	0.423782	0.423782	0.423782	0.423782	0.423782	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.423782	0.423782	0.423782	0.423782	0.423782	-0.423782	yes
30s	long	0.423782	0.423782	0.423782	0.423782	0.423782	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.423782	0.423782	0.423782	0.423782	0.423782	-0.423782	yes
60s	long	0.423782	0.423782	0.423782	0.423782	0.423782	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.423782	0.423782	0.423782	0.423782	0.423782	-0.423782	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 37716
gate: 37715
htx: 37455
mexc: 37710

By Symbol

VELVET/USDT:USDT: 150596

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