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: 150997
Total labels: 452991
Pending labels: 109
Eligible pending labels: 69
Labeled snapshots: 452885
Labels with advanced TP/SL: 433887
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001071
Avg long MAE 30s: 0.001071
Avg short MFE 30s: 0.295209
Avg short MAE 30s: 0.295209
Long labels: 181078
Short labels: 184746
Flat labels: 87061
Latest snapshot: 2026-07-09 11:50:29.089285+02:00
Recent trades snapshots: 150988
Micro candles: 3019680
Avg data quality: 75.8877468575742725
Latest latency: 8393 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 293 of 15100 · 150997 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-09 04:11:57.931020+02:00	mexc	VELVET/USDT:USDT	0.40605	68	5318 ms	10s long 0.147765 30s long 0.147765 60s long 0.147765	advanced ready
2026-07-09 04:11:52.490653+02:00	htx	VELVET/USDT:USDT	0.406235	80	5408 ms	10s long 0.050463 30s long 0.050463 60s long 0.050463	advanced ready
2026-07-09 04:11:40.777126+02:00	gate	VELVET/USDT:USDT	0.405695	68	9836 ms	10s long 0.062855 30s long 0.062855 60s long 0.062855	advanced ready
2026-07-09 04:11:30.822292+02:00	binance	VELVET/USDT:USDT	0.40575	80	6999 ms	10s flat 0.024646 30s flat 0.024646 60s flat 0.024646	advanced ready
2026-07-09 04:11:23.552200+02:00	mexc	VELVET/USDT:USDT	0.40575	68	5263 ms	10s long 0.073937 30s long 0.073937 60s long 0.073937	advanced ready
2026-07-09 04:11:18.167072+02:00	htx	VELVET/USDT:USDT	0.405895	90	4233 ms	10s long 0.083766 30s long 0.083766 60s long 0.083766	advanced ready
2026-07-09 04:11:07.354792+02:00	gate	VELVET/USDT:USDT	0.405555	68	9865 ms	10s flat 0.034521 30s flat 0.034521 60s flat 0.034521	advanced ready
2026-07-09 04:10:57.072042+02:00	binance	VELVET/USDT:USDT	0.40545	80	7043 ms	10s long 0.073992 30s long 0.073992 60s long 0.073992	advanced ready
2026-07-09 04:10:49.855580+02:00	mexc	VELVET/USDT:USDT	0.4057	78	4464 ms	10s flat 0.012324 30s flat 0.012324 60s flat 0.012324	advanced ready
2026-07-09 04:10:45.286916+02:00	htx	VELVET/USDT:USDT	0.406515	80	6550 ms	10s short -0.152516 30s short -0.152516 60s short -0.152516	advanced ready

Price

Best bid: 0.406
Best ask: 0.4061
Spread: 0.0001
Spread %: 0.024628
Mid price: 0.40605
Last price: 0.4061
Mark price: -
Index price: 0.4052

Order Book

Bid depth 5: 985
Ask depth 5: 677
Bid depth 10: 2496
Ask depth 10: 3913
Bid depth 20: 24063
Ask depth 20: 12366
Imbalance 5: 0.185319
Imbalance 10: -0.221095
Imbalance 20: 0.32109
Top bid size: 129
Top ask size: 75
Bid wall score: 0.005361
Ask wall score: 0.006065

Dynamics

Bid depth 5 delta: 105
Ask depth 5 delta: -57
Imbalance 5 delta: 0.09486
Bid depth 10 delta: 126
Ask depth 10 delta: 1341
Imbalance 10 delta: -0.180221
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: -0.012687

Tape

Buy volume: 4306
Sell volume: 2036
Buy/sell delta: 2270
Buy/sell ratio: 2.114931
Avg trade size: 63.42
Large trade count: 9
Largest trade size: 572

Candle

Return 1: 0.147965
Return 3: 0.519802
Volume 1: 852
Volume avg 5: 1335.4
Momentum 5: 0.544689

Cross Exchange

Mid avg: 0.4058575
Mid median: 0.40575
Price deviation %: 0.04743
Spread %: 0.133052

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1296244
Quote volume 24h: 5354166.027
Price change 24h %: 1.27

Quality

Capture latency ms: 5318
Order book timestamp: 2026-07-09 04:11:56.312000+02:00
Ticker timestamp: 2026-07-09 04:11:55.715000+02:00
Trades timestamp: 2026-07-09 04:11:48.596000+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	0.147765	0.147765	0.147765	0.147765	0.147765	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.147765	0.147765	0.147765	0.147765	0.147765	-0.147765	yes
30s	long	0.147765	0.147765	0.147765	0.147765	0.147765	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.147765	0.147765	0.147765	0.147765	0.147765	-0.147765	yes
60s	long	0.147765	0.147765	0.147765	0.147765	0.147765	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.147765	0.147765	0.147765	0.147765	0.147765	-0.147765	yes

Price

Best bid: 0.40563
Best ask: 0.40684
Spread: 0.00121
Spread %: 0.297857
Mid price: 0.406235
Last price: 0.4057
Mark price: -
Index price: -

Order Book

Bid depth 5: 5773
Ask depth 5: 16824
Bid depth 10: 17575
Ask depth 10: 28662
Bid depth 20: 160877
Ask depth 20: 93991
Imbalance 5: -0.489047
Imbalance 10: -0.239786
Imbalance 20: 0.262434
Top bid size: 1049
Top ask size: 438
Bid wall score: 0.006521
Ask wall score: 0.00466

Dynamics

Bid depth 5 delta: 424
Ask depth 5 delta: 13849
Imbalance 5 delta: -0.774247
Bid depth 10 delta: -1878
Ask depth 10 delta: -640
Imbalance 10 delta: -0.037776
Spread delta: 0.00014
Mid price delta: 0.00034
Wall shift score: -0.000098

Tape

Buy volume: 15608
Sell volume: 12726
Buy/sell delta: 2882
Buy/sell ratio: 1.226466
Avg trade size: 283.34
Large trade count: 8
Largest trade size: 2044

Candle

Return 1: 0.408365
Return 3: 0.408365
Volume 1: 246
Volume avg 5: 83.2
Momentum 5: 0.932952

Cross Exchange

Mid avg: 0.4057725
Mid median: 0.40575
Price deviation %: 0.11398
Spread %: 0.049289

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 82069
Volume 24h: 527266
Quote volume 24h: 527266
Price change 24h %: 0.71996

Quality

Capture latency ms: 5408
Order book timestamp: 2026-07-09 04:11:50.301000+02:00
Ticker timestamp: 2026-07-09 04:11:50.678000+02:00
Trades timestamp: 2026-07-09 04:11:07.507000+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	0.050463	0.050463	0.050463	0.050463	0.050463	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050463	0.050463	0.050463	0.050463	0.050463	-0.050463	yes
30s	long	0.050463	0.050463	0.050463	0.050463	0.050463	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050463	0.050463	0.050463	0.050463	0.050463	-0.050463	yes
60s	long	0.050463	0.050463	0.050463	0.050463	0.050463	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050463	0.050463	0.050463	0.050463	0.050463	-0.050463	yes

Price

Best bid: 0.40545
Best ask: 0.40594
Spread: 0.00049
Spread %: 0.12078
Mid price: 0.405695
Last price: 0.40572
Mark price: 0.40545
Index price: 0.405035

Order Book

Bid depth 5: 43
Ask depth 5: 24
Bid depth 10: 116
Ask depth 10: 63
Bid depth 20: 228
Ask depth 20: 186
Imbalance 5: 0.283582
Imbalance 10: 0.296089
Imbalance 20: 0.101449
Top bid size: 5
Top ask size: 2
Bid wall score: 0.02193
Ask wall score: 0.010753

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 19
Imbalance 5 delta: -0.5346
Bid depth 10 delta: 4
Ask depth 10 delta: 8
Imbalance 10 delta: -0.045228
Spread delta: 0.00004
Mid price delta: 0.00014
Wall shift score: 0.012331

Tape

Buy volume: 70
Sell volume: 46
Buy/sell delta: 24
Buy/sell ratio: 1.521739
Avg trade size: 1.16
Large trade count: 2
Largest trade size: 9

Candle

Return 1: 0
Return 3: 0.512821
Volume 1: 0
Volume avg 5: 1.8
Momentum 5: 0.366119

Cross Exchange

Mid avg: 0.4057375
Mid median: 0.40575
Price deviation %: -0.010475
Spread %: 0.083798

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7232800
Quote volume 24h: 2968506
Price change 24h %: -7.23

Quality

Capture latency ms: 9836
Order book timestamp: 2026-07-09 04:11:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:26:03.040000+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	0.062855	0.062855	0.062855	0.062855	0.062855	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.062855	0.062855	0.062855	0.062855	0.062855	-0.062855	yes
30s	long	0.062855	0.062855	0.062855	0.062855	0.062855	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.062855	0.062855	0.062855	0.062855	0.062855	-0.062855	yes
60s	long	0.062855	0.062855	0.062855	0.062855	0.062855	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.062855	0.062855	0.062855	0.062855	0.062855	-0.062855	yes

Price

Best bid: 0.4057
Best ask: 0.4058
Spread: 0.0001
Spread %: 0.024646
Mid price: 0.40575
Last price: 0.4058
Mark price: -
Index price: -

Order Book

Bid depth 5: 2984
Ask depth 5: 3347
Bid depth 10: 10292
Ask depth 10: 10619
Bid depth 20: 25938
Ask depth 20: 27210
Imbalance 5: -0.057337
Imbalance 10: -0.015638
Imbalance 20: -0.023933
Top bid size: 704
Top ask size: 386
Bid wall score: 0.027142
Ask wall score: 0.014186

Dynamics

Bid depth 5 delta: -2697
Ask depth 5 delta: 740
Imbalance 5 delta: -0.428235
Bid depth 10 delta: -832
Ask depth 10 delta: 815
Imbalance 10 delta: -0.078711
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: -0.002834

Tape

Buy volume: 10797
Sell volume: 4813
Buy/sell delta: 5984
Buy/sell ratio: 2.243299
Avg trade size: 156.1
Large trade count: 12
Largest trade size: 800

Candle

Return 1: 0.04931
Return 3: 0.371012
Volume 1: 950
Volume avg 5: 13891.2
Momentum 5: 0.445545

Cross Exchange

Mid avg: 0.4056625
Mid median: 0.4056525
Price deviation %: 0.02157
Spread %: 0.109697

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13865635
Volume 24h: 71628143
Quote volume 24h: 29415712.65909
Price change 24h %: -8.044

Quality

Capture latency ms: 6999
Order book timestamp: 2026-07-09 04:11:28.496000+02:00
Ticker timestamp: 2026-07-09 04:11:22.156000+02:00
Trades timestamp: 2026-07-09 04:11:27.472000+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	0.024646	0.024646	0.024646	0.024646	0.024646	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024646	0.024646	0.024646	0.024646	0.024646	-0.024646	yes
30s	flat	0.024646	0.024646	0.024646	0.024646	0.024646	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024646	0.024646	0.024646	0.024646	0.024646	-0.024646	yes
60s	flat	0.024646	0.024646	0.024646	0.024646	0.024646	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024646	0.024646	0.024646	0.024646	0.024646	-0.024646	yes

Price

Best bid: 0.4057
Best ask: 0.4058
Spread: 0.0001
Spread %: 0.024646
Mid price: 0.40575
Last price: 0.4057
Mark price: -
Index price: 0.405

Order Book

Bid depth 5: 880
Ask depth 5: 734
Bid depth 10: 2370
Ask depth 10: 2572
Bid depth 20: 9807
Ask depth 20: 21190
Imbalance 5: 0.090458
Imbalance 10: -0.040874
Imbalance 20: -0.367229
Top bid size: 155
Top ask size: 81
Bid wall score: 0.015805
Ask wall score: 0.003823

Dynamics

Bid depth 5 delta: -336
Ask depth 5 delta: -829
Imbalance 5 delta: 0.215324
Bid depth 10 delta: -94
Ask depth 10 delta: -534
Imbalance 10 delta: 0.074386
Spread delta: -0.0001
Mid price delta: 0.00005
Wall shift score: 0.038155

Tape

Buy volume: 4472
Sell volume: 2032
Buy/sell delta: 2440
Buy/sell ratio: 2.200787
Avg trade size: 65.04
Large trade count: 9
Largest trade size: 572

Candle

Return 1: 0.073983
Return 3: 0.445545
Volume 1: 78
Volume avg 5: 1180.6
Momentum 5: 0.470413

Cross Exchange

Mid avg: 0.40565
Mid median: 0.4056275
Price deviation %: 0.024652
Spread %: 0.1097

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1295481
Quote volume 24h: 5351066.571
Price change 24h %: 1.17

Quality

Capture latency ms: 5263
Order book timestamp: 2026-07-09 04:11:21.301000+02:00
Ticker timestamp: 2026-07-09 04:11:19.811000+02:00
Trades timestamp: 2026-07-09 04:11:22.486000+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	0.073937	0.073937	0.073937	0.073937	0.073937	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.073937	0.073937	0.073937	0.073937	0.073937	-0.073937	yes
30s	long	0.073937	0.073937	0.073937	0.073937	0.073937	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.073937	0.073937	0.073937	0.073937	0.073937	-0.073937	yes
60s	long	0.073937	0.073937	0.073937	0.073937	0.073937	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.073937	0.073937	0.073937	0.073937	0.073937	-0.073937	yes

Price

Best bid: 0.40536
Best ask: 0.40643
Spread: 0.00107
Spread %: 0.263615
Mid price: 0.405895
Last price: 0.4057
Mark price: -
Index price: -

Order Book

Bid depth 5: 5349
Ask depth 5: 2975
Bid depth 10: 19453
Ask depth 10: 29302
Bid depth 20: 32183
Ask depth 20: 95540
Imbalance 5: 0.285199
Imbalance 10: -0.20201
Imbalance 20: -0.49605
Top bid size: 123
Top ask size: 178
Bid wall score: 0.003822
Ask wall score: 0.001863

Dynamics

Bid depth 5 delta: -4589
Ask depth 5 delta: -6558
Imbalance 5 delta: 0.264399
Bid depth 10 delta: 7270
Ask depth 10 delta: 18642
Imbalance 10 delta: -0.268683
Spread delta: -0.00114
Mid price delta: -0.00062
Wall shift score: 0.045146

Tape

Buy volume: 15608
Sell volume: 12726
Buy/sell delta: 2882
Buy/sell ratio: 1.226466
Avg trade size: 283.34
Large trade count: 8
Largest trade size: 2044

Candle

Return 1: 0.408365
Return 3: 0.408365
Volume 1: 246
Volume avg 5: 83.2
Momentum 5: 0.932952

Cross Exchange

Mid avg: 0.405805
Mid median: 0.4056275
Price deviation %: 0.022178
Spread %: 0.262441

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 82192
Volume 24h: 527266
Quote volume 24h: 527266
Price change 24h %: 0.71996

Quality

Capture latency ms: 4233
Order book timestamp: 2026-07-09 04:11:16.701000+02:00
Ticker timestamp: 2026-07-09 04:11:17.082000+02:00
Trades timestamp: 2026-07-09 04:11:07.507000+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	0.083766	0.083766	0.083766	0.083766	0.083766	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.083766	0.083766	0.083766	0.083766	0.083766	-0.083766	yes
30s	long	0.083766	0.083766	0.083766	0.083766	0.083766	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.083766	0.083766	0.083766	0.083766	0.083766	-0.083766	yes
60s	long	0.083766	0.083766	0.083766	0.083766	0.083766	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.083766	0.083766	0.083766	0.083766	0.083766	-0.083766	yes

Price

Best bid: 0.40533
Best ask: 0.40578
Spread: 0.00045
Spread %: 0.110959
Mid price: 0.405555
Last price: 0.40572
Mark price: 0.40517
Index price: 0.404858

Order Book

Bid depth 5: 50
Ask depth 5: 5
Bid depth 10: 112
Ask depth 10: 55
Bid depth 20: 224
Ask depth 20: 178
Imbalance 5: 0.818182
Imbalance 10: 0.341317
Imbalance 20: 0.114428
Top bid size: 1
Top ask size: 1
Bid wall score: 0.004464
Ask wall score: 0.005618

Dynamics

Bid depth 5 delta: 36
Ask depth 5 delta: 0
Imbalance 5 delta: 0.344498
Bid depth 10 delta: 42
Ask depth 10 delta: -18
Imbalance 10 delta: 0.362296
Spread delta: 0
Mid price delta: 0.00084
Wall shift score: -0.00097

Tape

Buy volume: 70
Sell volume: 46
Buy/sell delta: 24
Buy/sell ratio: 1.521739
Avg trade size: 1.16
Large trade count: 2
Largest trade size: 9

Candle

Return 1: 0
Return 3: 0.512821
Volume 1: 0
Volume avg 5: 1.8
Momentum 5: 0.366119

Cross Exchange

Mid avg: 0.405595
Mid median: 0.405575
Price deviation %: -0.009862
Spread %: 0.443792

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7232800
Quote volume 24h: 2968506
Price change 24h %: -7.23

Quality

Capture latency ms: 9865
Order book timestamp: 2026-07-09 04:11:06+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:26:03.040000+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	0.034521	0.034521	0.034521	0.034521	0.034521	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.034521	0.034521	0.034521	0.034521	0.034521	-0.034521	yes
30s	flat	0.034521	0.034521	0.034521	0.034521	0.034521	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.034521	0.034521	0.034521	0.034521	0.034521	-0.034521	yes
60s	flat	0.034521	0.034521	0.034521	0.034521	0.034521	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.034521	0.034521	0.034521	0.034521	0.034521	-0.034521	yes

Price

Best bid: 0.4054
Best ask: 0.4055
Spread: 0.0001
Spread %: 0.024664
Mid price: 0.40545
Last price: 0.4054
Mark price: -
Index price: -

Order Book

Bid depth 5: 5681
Ask depth 5: 2607
Bid depth 10: 11124
Ask depth 10: 9804
Bid depth 20: 24461
Ask depth 20: 29635
Imbalance 5: 0.370898
Imbalance 10: 0.063073
Imbalance 20: -0.095645
Top bid size: 567
Top ask size: 219
Bid wall score: 0.02318
Ask wall score: 0.00739

Dynamics

Bid depth 5 delta: 847
Ask depth 5 delta: 472
Imbalance 5 delta: -0.016389
Bid depth 10 delta: 205
Ask depth 10 delta: 2108
Imbalance 10 delta: -0.110067
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: 0.018058

Tape

Buy volume: 9948
Sell volume: 12710
Buy/sell delta: -2762
Buy/sell ratio: 0.782691
Avg trade size: 226.58
Large trade count: 7
Largest trade size: 2692

Candle

Return 1: 0.098741
Return 3: 0.670308
Volume 1: 11138
Volume avg 5: 17219.2
Momentum 5: 0.920856

Cross Exchange

Mid avg: 0.405395
Mid median: 0.4052075
Price deviation %: 0.013567
Spread %: 0.460045

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13865524
Volume 24h: 71687329
Quote volume 24h: 29441944.31799
Price change 24h %: -8.55

Quality

Capture latency ms: 7043
Order book timestamp: 2026-07-09 04:10:54.858000+02:00
Ticker timestamp: 2026-07-09 04:10:49.631000+02:00
Trades timestamp: 2026-07-09 04:10:55.893000+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	0.073992	0.073992	0.073992	0.073992	0.073992	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.073992	0.073992	0.073992	0.073992	0.073992	-0.073992	yes
30s	long	0.073992	0.073992	0.073992	0.073992	0.073992	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.073992	0.073992	0.073992	0.073992	0.073992	-0.073992	yes
60s	long	0.073992	0.073992	0.073992	0.073992	0.073992	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.073992	0.073992	0.073992	0.073992	0.073992	-0.073992	yes

Price

Best bid: 0.4056
Best ask: 0.4058
Spread: 0.0002
Spread %: 0.049298
Mid price: 0.4057
Last price: 0.406
Mark price: -
Index price: 0.405

Order Book

Bid depth 5: 1216
Ask depth 5: 1563
Bid depth 10: 2464
Ask depth 10: 3106
Bid depth 20: 14008
Ask depth 20: 12115
Imbalance 5: -0.124865
Imbalance 10: -0.11526
Imbalance 20: 0.072465
Top bid size: 8
Top ask size: 324
Bid wall score: 0.000571
Ask wall score: 0.026744

Dynamics

Bid depth 5 delta: 24
Ask depth 5 delta: 1055
Imbalance 5 delta: -0.527218
Bid depth 10 delta: -282
Ask depth 10 delta: 1442
Imbalance 10 delta: -0.360612
Spread delta: 0.0001
Mid price delta: 0.00135
Wall shift score: -0.026996

Tape

Buy volume: 4200
Sell volume: 2029
Buy/sell delta: 2171
Buy/sell ratio: 2.069985
Avg trade size: 62.29
Large trade count: 7
Largest trade size: 572

Candle

Return 1: 0.321543
Return 3: 0.720139
Volume 1: 1976
Volume avg 5: 1369.2
Momentum 5: 0.945744

Cross Exchange

Mid avg: 0.4050575
Mid median: 0.4046825
Price deviation %: 0.158619
Spread %: 0.534492

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1295471
Quote volume 24h: 5351026.417
Price change 24h %: 1.24

Quality

Capture latency ms: 4464
Order book timestamp: 2026-07-09 04:10:48.300000+02:00
Ticker timestamp: 2026-07-09 04:10:46.941000+02:00
Trades timestamp: 2026-07-09 04:10:48.182000+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	0.012324	0.012324	0.012324	0.012324	0.012324	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.012324	0.012324	0.012324	0.012324	0.012324	-0.012324	yes
30s	flat	0.012324	0.012324	0.012324	0.012324	0.012324	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.012324	0.012324	0.012324	0.012324	0.012324	-0.012324	yes
60s	flat	0.012324	0.012324	0.012324	0.012324	0.012324	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.012324	0.012324	0.012324	0.012324	0.012324	-0.012324	yes

Price

Best bid: 0.40541
Best ask: 0.40762
Spread: 0.00221
Spread %: 0.543645
Mid price: 0.406515
Last price: 0.40405
Mark price: -
Index price: -

Order Book

Bid depth 5: 9938
Ask depth 5: 9533
Bid depth 10: 12183
Ask depth 10: 10660
Bid depth 20: 22781
Ask depth 20: 22111
Imbalance 5: 0.0208
Imbalance 10: 0.066673
Imbalance 20: 0.014925
Top bid size: 269
Top ask size: 1216
Bid wall score: 0.011808
Ask wall score: 0.054995

Dynamics

Bid depth 5 delta: 5768
Ask depth 5 delta: -4295
Imbalance 5 delta: 0.557415
Bid depth 10 delta: -10187
Ask depth 10 delta: -12272
Imbalance 10 delta: 0.079078
Spread delta: 0.00104
Mid price delta: 0.00177
Wall shift score: -0.04368

Tape

Buy volume: 15608
Sell volume: 12858
Buy/sell delta: 2750
Buy/sell ratio: 1.213875
Avg trade size: 284.66
Large trade count: 8
Largest trade size: 2044

Candle

Return 1: 0
Return 3: 0.522453
Volume 1: 0
Volume avg 5: 34
Momentum 5: 0.522453

Cross Exchange

Mid avg: 0.404615
Mid median: 0.4046825
Price deviation %: 0.469582
Spread %: 0.097624

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 82192
Volume 24h: 527518
Quote volume 24h: 527518
Price change 24h %: 0.310328

Quality

Capture latency ms: 6550
Order book timestamp: 2026-07-09 04:10:43.297000+02:00
Ticker timestamp: 2026-07-09 04:10:43.602000+02:00
Trades timestamp: 2026-07-09 04:08:29.064000+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	-0.152516	-0.152516	-0.152516	0.152516	0.152516	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.152516	0.152516	0.152516	0.152516	-0.152516	0.152516	yes
30s	short	-0.152516	-0.152516	-0.152516	0.152516	0.152516	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.152516	0.152516	0.152516	0.152516	-0.152516	0.152516	yes
60s	short	-0.152516	-0.152516	-0.152516	0.152516	0.152516	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.152516	0.152516	0.152516	0.152516	-0.152516	0.152516	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 37817
gate: 37815
htx: 37555
mexc: 37811

By Symbol

VELVET/USDT:USDT: 150998

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