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: 151782
Total labels: 455346
Pending labels: 110
Eligible pending labels: 61
Labeled snapshots: 455236
Labels with advanced TP/SL: 436238
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001049
Avg long MAE 30s: 0.001049
Avg short MFE 30s: 0.294571
Avg short MAE 30s: 0.294571
Long labels: 181957
Short labels: 185700
Flat labels: 87579
Latest snapshot: 2026-07-09 13:52:18.662098+02:00
Recent trades snapshots: 151772
Micro candles: 3035360
Avg data quality: 75.8861525082025537
Latest latency: 11823 ms
Missing fields: 1

Active Exchanges / Pairs

Pairs currently eligible for ML feature collection.

Exchange	Code	Symbol
Binance	binance	VELVET/USDT:USDT
Gate.io	gate	VELVET/USDT:USDT
Huobi / HTX	htx	VELVET/USDT:USDT
KuCoin Futures	kucoinfutures	VELVET/USDT:USDT
MEXC	mexc	VELVET/USDT:USDT

Recent Feature Snapshots

Latest ML rows with tape pressure, candle momentum, deltas, and quality.

Page 295 of 15179 · 151782 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-09 06:09:46.478020+02:00	htx	VELVET/USDT:USDT	0.396155	80	5993 ms	10s flat 0.006311 30s flat 0.006311 60s flat 0.006311	advanced ready
2026-07-09 06:09:34.121303+02:00	gate	VELVET/USDT:USDT	0.39501	68	10799 ms	10s long 0.372142 30s long 0.372142 60s long 0.372142	advanced ready
2026-07-09 06:09:23.155263+02:00	binance	VELVET/USDT:USDT	0.39485	80	7041 ms	10s long 0.354565 30s long 0.354565 60s long 0.354565	advanced ready
2026-07-09 06:09:15.867501+02:00	mexc	VELVET/USDT:USDT	0.39515	68	5012 ms	10s long 0.253068 30s long 0.253068 60s long 0.253068	advanced ready
2026-07-09 06:09:10.684167+02:00	htx	VELVET/USDT:USDT	0.39523	80	7040 ms	10s long 0.234041 30s long 0.234041 60s long 0.234041	advanced ready
2026-07-09 06:08:57.338183+02:00	gate	VELVET/USDT:USDT	0.39532	68	9784 ms	10s short -0.078417 30s short -0.078417 60s short -0.078417	advanced ready
2026-07-09 06:08:47.388565+02:00	binance	VELVET/USDT:USDT	0.39525	80	6223 ms	10s short -0.101202 30s short -0.101202 60s short -0.101202	advanced ready
2026-07-09 06:08:41.040353+02:00	mexc	VELVET/USDT:USDT	0.39565	78	4634 ms	10s short -0.126374 30s short -0.126374 60s short -0.126374	advanced ready
2026-07-09 06:08:36.311356+02:00	htx	VELVET/USDT:USDT	0.39569	80	5938 ms	10s short -0.116253 30s short -0.116253 60s short -0.116253	advanced ready
2026-07-09 06:08:23.997251+02:00	gate	VELVET/USDT:USDT	0.39529	68	10563 ms	10s flat 0.007589 30s flat 0.007589 60s flat 0.007589	advanced ready

Price

Best bid: 0.39495
Best ask: 0.39736
Spread: 0.00241
Spread %: 0.608348
Mid price: 0.396155
Last price: 0.39566
Mark price: -
Index price: -

Order Book

Bid depth 5: 9498
Ask depth 5: 9242
Bid depth 10: 10196
Ask depth 10: 10640
Bid depth 20: 22853
Ask depth 20: 13869
Imbalance 5: 0.013661
Imbalance 10: -0.021309
Imbalance 20: 0.244649
Top bid size: 54
Top ask size: 43
Bid wall score: 0.002363
Ask wall score: 0.0031

Dynamics

Bid depth 5 delta: 973
Ask depth 5 delta: -5455
Imbalance 5 delta: 0.279443
Bid depth 10 delta: -22999
Ask depth 10 delta: -15208
Imbalance 10 delta: -0.145744
Spread delta: 0.00123
Mid price delta: 0.000925
Wall shift score: 0.006741

Tape

Buy volume: 4954
Sell volume: 12458
Buy/sell delta: -7504
Buy/sell ratio: 0.397656
Avg trade size: 174.12
Large trade count: 3
Largest trade size: 2460

Candle

Return 1: 0
Return 3: 0.093602
Volume 1: 0
Volume avg 5: 21.2
Momentum 5: -0.385206

Cross Exchange

Mid avg: 0.39506
Mid median: 0.39508
Price deviation %: 0.277173
Spread %: 0.096188

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 82044
Volume 24h: 439910
Quote volume 24h: 439910
Price change 24h %: -1.772592

Quality

Capture latency ms: 5993
Order book timestamp: 2026-07-09 06:09:44.997000+02:00
Ticker timestamp: 2026-07-09 06:09:45.385000+02:00
Trades timestamp: 2026-07-09 06:08:31.326000+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	0.006311	0.006311	0.006311	0.006311	0.006311	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.006311	0.006311	0.006311	0.006311	0.006311	-0.006311	yes
30s	flat	0.006311	0.006311	0.006311	0.006311	0.006311	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.006311	0.006311	0.006311	0.006311	0.006311	-0.006311	yes
60s	flat	0.006311	0.006311	0.006311	0.006311	0.006311	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.006311	0.006311	0.006311	0.006311	0.006311	-0.006311	yes

Price

Best bid: 0.39484
Best ask: 0.39518
Spread: 0.00034
Spread %: 0.086074
Mid price: 0.39501
Last price: 0.39571
Mark price: 0.39513
Index price: 0.395138

Order Book

Bid depth 5: 5
Ask depth 5: 19
Bid depth 10: 42
Ask depth 10: 100
Bid depth 20: 168
Ask depth 20: 197
Imbalance 5: -0.583333
Imbalance 10: -0.408451
Imbalance 20: -0.079452
Top bid size: 1
Top ask size: 1
Bid wall score: 0.005952
Ask wall score: 0.005076

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: -5
Imbalance 5 delta: -0.211905
Bid depth 10 delta: -35
Ask depth 10 delta: 12
Imbalance 10 delta: -0.341784
Spread delta: -0.0001
Mid price delta: -0.00031
Wall shift score: 0.001776

Tape

Buy volume: 132
Sell volume: 89
Buy/sell delta: 43
Buy/sell ratio: 1.483146
Avg trade size: 2.21
Large trade count: 11
Largest trade size: 12

Candle

Return 1: 0
Return 3: 0.083464
Volume 1: 0
Volume avg 5: 1.8
Momentum 5: 0.027806

Cross Exchange

Mid avg: 0.3951375
Mid median: 0.39519
Price deviation %: -0.032267
Spread %: 0.118946

Funding / OI / Volume

Funding rate: -0.000009
Funding delta: 0.000005
Funding abs: 0.000009
Funding pressure: 0.000014
Open interest: -
Volume 24h: 7001000
Quote volume 24h: 2874062
Price change 24h %: -0.97

Quality

Capture latency ms: 10799
Order book timestamp: 2026-07-09 06:09:32+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:26:10.054000+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	0.372142	0.372142	0.372142	0.372142	0.372142	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.372142	0.372142	0.372142	0.372142	0.372142	-0.372142	yes
30s	long	0.372142	0.372142	0.372142	0.372142	0.372142	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.372142	0.372142	0.372142	0.372142	0.372142	-0.372142	yes
60s	long	0.372142	0.372142	0.372142	0.372142	0.372142	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.372142	0.372142	0.372142	0.372142	0.372142	-0.372142	yes

Price

Best bid: 0.3948
Best ask: 0.3949
Spread: 0.0001
Spread %: 0.025326
Mid price: 0.39485
Last price: 0.3951
Mark price: -
Index price: -

Order Book

Bid depth 5: 3973
Ask depth 5: 5063
Bid depth 10: 15305
Ask depth 10: 12115
Bid depth 20: 35577
Ask depth 20: 26029
Imbalance 5: -0.120629
Imbalance 10: 0.116338
Imbalance 20: 0.154985
Top bid size: 14
Top ask size: 13
Bid wall score: 0.000394
Ask wall score: 0.000499

Dynamics

Bid depth 5 delta: -1216
Ask depth 5 delta: -86
Imbalance 5 delta: -0.124498
Bid depth 10 delta: 3292
Ask depth 10 delta: -3533
Imbalance 10 delta: 0.247751
Spread delta: 0
Mid price delta: -0.0004
Wall shift score: -0.000662

Tape

Buy volume: 6371
Sell volume: 5809
Buy/sell delta: 562
Buy/sell ratio: 1.096746
Avg trade size: 121.8
Large trade count: 7
Largest trade size: 966

Candle

Return 1: -0.075892
Return 3: -0.302877
Volume 1: 2821
Volume avg 5: 7924.8
Momentum 5: -0.202122

Cross Exchange

Mid avg: 0.3952375
Mid median: 0.39524
Price deviation %: -0.098042
Spread %: 0.043012

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13915280
Volume 24h: 63860698
Quote volume 24h: 26257919.77799
Price change 24h %: -0.303

Quality

Capture latency ms: 7041
Order book timestamp: 2026-07-09 06:09:20.862000+02:00
Ticker timestamp: 2026-07-09 06:09:14.540000+02:00
Trades timestamp: 2026-07-09 06:09:20.126000+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	0.354565	0.354565	0.354565	0.354565	0.354565	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.354565	0.354565	0.354565	0.354565	0.354565	-0.354565	yes
30s	long	0.354565	0.354565	0.354565	0.354565	0.354565	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.354565	0.354565	0.354565	0.354565	0.354565	-0.354565	yes
60s	long	0.354565	0.354565	0.354565	0.354565	0.354565	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.354565	0.354565	0.354565	0.354565	0.354565	-0.354565	yes

Price

Best bid: 0.3951
Best ask: 0.3952
Spread: 0.0001
Spread %: 0.025307
Mid price: 0.39515
Last price: 0.395
Mark price: -
Index price: 0.3951

Order Book

Bid depth 5: 1981
Ask depth 5: 1073
Bid depth 10: 3767
Ask depth 10: 3280
Bid depth 20: 22889
Ask depth 20: 13822
Imbalance 5: 0.297315
Imbalance 10: 0.069107
Imbalance 20: 0.246983
Top bid size: 62
Top ask size: 11
Bid wall score: 0.002709
Ask wall score: 0.000796

Dynamics

Bid depth 5 delta: 1115
Ask depth 5 delta: 311
Imbalance 5 delta: 0.233433
Bid depth 10 delta: 438
Ask depth 10 delta: 788
Imbalance 10 delta: -0.074682
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: 0.000763

Tape

Buy volume: 573
Sell volume: 1439
Buy/sell delta: -866
Buy/sell ratio: 0.398193
Avg trade size: 20.12
Large trade count: 6
Largest trade size: 693

Candle

Return 1: -0.075892
Return 3: -0.302877
Volume 1: 2
Volume avg 5: 104.6
Momentum 5: -0.22733

Cross Exchange

Mid avg: 0.3953625
Mid median: 0.395285
Price deviation %: -0.053748
Spread %: 0.106232

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1282764
Quote volume 24h: 5286110.996
Price change 24h %: -1.49

Quality

Capture latency ms: 5012
Order book timestamp: 2026-07-09 06:09:13.772000+02:00
Ticker timestamp: 2026-07-09 06:09:10.814000+02:00
Trades timestamp: 2026-07-09 06:09:08.594000+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	0.253068	0.253068	0.253068	0.253068	0.253068	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.253068	0.253068	0.253068	0.253068	0.253068	-0.253068	yes
30s	long	0.253068	0.253068	0.253068	0.253068	0.253068	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.253068	0.253068	0.253068	0.253068	0.253068	-0.253068	yes
60s	long	0.253068	0.253068	0.253068	0.253068	0.253068	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.253068	0.253068	0.253068	0.253068	0.253068	-0.253068	yes

Price

Best bid: 0.39464
Best ask: 0.39582
Spread: 0.00118
Spread %: 0.29856
Mid price: 0.39523
Last price: 0.39566
Mark price: -
Index price: -

Order Book

Bid depth 5: 8525
Ask depth 5: 14697
Bid depth 10: 33195
Ask depth 10: 25848
Bid depth 20: 170103
Ask depth 20: 117470
Imbalance 5: -0.265782
Imbalance 10: 0.124435
Imbalance 20: 0.183025
Top bid size: 677
Top ask size: 1346
Bid wall score: 0.00398
Ask wall score: 0.011458

Dynamics

Bid depth 5 delta: 3689
Ask depth 5 delta: 1065
Imbalance 5 delta: 0.210501
Bid depth 10 delta: 14632
Ask depth 10 delta: 1612
Imbalance 10 delta: 0.256985
Spread delta: -0.00008
Mid price delta: -0.00046
Wall shift score: -0.004337

Tape

Buy volume: 4954
Sell volume: 12458
Buy/sell delta: -7504
Buy/sell ratio: 0.397656
Avg trade size: 174.12
Large trade count: 3
Largest trade size: 2460

Candle

Return 1: 0
Return 3: 0.093602
Volume 1: 0
Volume avg 5: 21.2
Momentum 5: -0.385206

Cross Exchange

Mid avg: 0.3954775
Mid median: 0.395485
Price deviation %: -0.062583
Spread %: 0.111258

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 82044
Volume 24h: 439910
Quote volume 24h: 439910
Price change 24h %: -1.772592

Quality

Capture latency ms: 7040
Order book timestamp: 2026-07-09 06:09:08.397000+02:00
Ticker timestamp: 2026-07-09 06:09:08.839000+02:00
Trades timestamp: 2026-07-09 06:08:31.326000+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	0.234041	0.234041	0.234041	0.234041	0.234041	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.234041	0.234041	0.234041	0.234041	0.234041	-0.234041	yes
30s	long	0.234041	0.234041	0.234041	0.234041	0.234041	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.234041	0.234041	0.234041	0.234041	0.234041	-0.234041	yes
60s	long	0.234041	0.234041	0.234041	0.234041	0.234041	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.234041	0.234041	0.234041	0.234041	0.234041	-0.234041	yes

Price

Best bid: 0.3951
Best ask: 0.39554
Spread: 0.00044
Spread %: 0.111302
Mid price: 0.39532
Last price: 0.39571
Mark price: 0.39571
Index price: 0.395725

Order Book

Bid depth 5: 11
Ask depth 5: 24
Bid depth 10: 77
Ask depth 10: 88
Bid depth 20: 191
Ask depth 20: 163
Imbalance 5: -0.371429
Imbalance 10: -0.066667
Imbalance 20: 0.079096
Top bid size: 1
Top ask size: 1
Bid wall score: 0.005236
Ask wall score: 0.006135

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 17
Imbalance 5 delta: -0.593651
Bid depth 10 delta: 0
Ask depth 10 delta: 47
Imbalance 10 delta: -0.371751
Spread delta: -0.00004
Mid price delta: 0.00003
Wall shift score: 0.000275

Tape

Buy volume: 132
Sell volume: 89
Buy/sell delta: 43
Buy/sell ratio: 1.483146
Avg trade size: 2.21
Large trade count: 11
Largest trade size: 12

Candle

Return 1: 0
Return 3: 0.083464
Volume 1: 0
Volume avg 5: 1.8
Momentum 5: 0.027806

Cross Exchange

Mid avg: 0.39547
Mid median: 0.39547
Price deviation %: -0.03793
Spread %: 0.11126

Funding / OI / Volume

Funding rate: -0.000014
Funding delta: 0
Funding abs: 0.000014
Funding pressure: 0.000014
Open interest: -
Volume 24h: 7001000
Quote volume 24h: 2874062
Price change 24h %: -0.15

Quality

Capture latency ms: 9784
Order book timestamp: 2026-07-09 06:08:56+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:26:10.054000+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	-0.078417	-0.078417	-0.078417	0.078417	0.078417	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.078417	0.078417	0.078417	0.078417	-0.078417	0.078417	yes
30s	short	-0.078417	-0.078417	-0.078417	0.078417	0.078417	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.078417	0.078417	0.078417	0.078417	-0.078417	0.078417	yes
60s	short	-0.078417	-0.078417	-0.078417	0.078417	0.078417	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.078417	0.078417	0.078417	0.078417	-0.078417	0.078417	yes

Price

Best bid: 0.3952
Best ask: 0.3953
Spread: 0.0001
Spread %: 0.0253
Mid price: 0.39525
Last price: 0.396
Mark price: -
Index price: -

Order Book

Bid depth 5: 5189
Ask depth 5: 5149
Bid depth 10: 12013
Ask depth 10: 15648
Bid depth 20: 37551
Ask depth 20: 24931
Imbalance 5: 0.003869
Imbalance 10: -0.131412
Imbalance 20: 0.201978
Top bid size: 54
Top ask size: 22
Bid wall score: 0.001438
Ask wall score: 0.000882

Dynamics

Bid depth 5 delta: 595
Ask depth 5 delta: 1001
Imbalance 5 delta: -0.047149
Bid depth 10 delta: -999
Ask depth 10 delta: 4407
Imbalance 10 delta: -0.204434
Spread delta: -0.0001
Mid price delta: -0.00065
Wall shift score: 0.00207

Tape

Buy volume: 7285
Sell volume: 5308
Buy/sell delta: 1977
Buy/sell ratio: 1.372457
Avg trade size: 125.93
Large trade count: 10
Largest trade size: 978

Candle

Return 1: -0.025246
Return 3: 0.177081
Volume 1: 6617
Volume avg 5: 8113.2
Momentum 5: 0.151745

Cross Exchange

Mid avg: 0.3956325
Mid median: 0.39567
Price deviation %: -0.096681
Spread %: 0.154183

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13913006
Volume 24h: 63952371
Quote volume 24h: 26294190.84137
Price change 24h %: 0.584

Quality

Capture latency ms: 6223
Order book timestamp: 2026-07-09 06:08:45.010000+02:00
Ticker timestamp: 2026-07-09 06:08:39.239000+02:00
Trades timestamp: 2026-07-09 06:08:44.125000+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	-0.101202	-0.101202	-0.101202	0.101202	0.101202	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101202	0.101202	0.101202	0.101202	-0.101202	0.101202	yes
30s	short	-0.101202	-0.101202	-0.101202	0.101202	0.101202	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101202	0.101202	0.101202	0.101202	-0.101202	0.101202	yes
60s	short	-0.101202	-0.101202	-0.101202	0.101202	0.101202	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101202	0.101202	0.101202	0.101202	-0.101202	0.101202	yes

Price

Best bid: 0.3956
Best ask: 0.3957
Spread: 0.0001
Spread %: 0.025275
Mid price: 0.39565
Last price: 0.3956
Mark price: -
Index price: 0.3956

Order Book

Bid depth 5: 866
Ask depth 5: 762
Bid depth 10: 3329
Ask depth 10: 2492
Bid depth 20: 15363
Ask depth 20: 18872
Imbalance 5: 0.063882
Imbalance 10: 0.14379
Imbalance 20: -0.102497
Top bid size: 25
Top ask size: 9
Bid wall score: 0.001627
Ask wall score: 0.000477

Dynamics

Bid depth 5 delta: -608
Ask depth 5 delta: -152
Imbalance 5 delta: -0.170624
Bid depth 10 delta: 284
Ask depth 10 delta: -100
Imbalance 10 delta: 0.063428
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: -0.005066

Tape

Buy volume: 656
Sell volume: 1435
Buy/sell delta: -779
Buy/sell ratio: 0.457143
Avg trade size: 20.91
Large trade count: 7
Largest trade size: 693

Candle

Return 1: -0.201918
Return 3: 0.101266
Volume 1: 43
Volume avg 5: 116.4
Momentum 5: 0

Cross Exchange

Mid avg: 0.3957825
Mid median: 0.395795
Price deviation %: -0.033478
Spread %: 0.242557

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1282751
Quote volume 24h: 5286057.641
Price change 24h %: -1.34

Quality

Capture latency ms: 4634
Order book timestamp: 2026-07-09 06:08:39.492000+02:00
Ticker timestamp: 2026-07-09 06:08:38.065000+02:00
Trades timestamp: 2026-07-09 06:08:38.593000+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	-0.126374	-0.126374	-0.126374	0.126374	0.126374	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.126374	0.126374	0.126374	0.126374	-0.126374	0.126374	yes
30s	short	-0.126374	-0.126374	-0.126374	0.126374	0.126374	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.126374	0.126374	0.126374	0.126374	-0.126374	0.126374	yes
60s	short	-0.126374	-0.126374	-0.126374	0.126374	0.126374	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.126374	0.126374	0.126374	0.126374	-0.126374	0.126374	yes

Price

Best bid: 0.39506
Best ask: 0.39632
Spread: 0.00126
Spread %: 0.318431
Mid price: 0.39569
Last price: 0.39566
Mark price: -
Index price: -

Order Book

Bid depth 5: 4836
Ask depth 5: 13632
Bid depth 10: 18563
Ask depth 10: 24236
Bid depth 20: 43386
Ask depth 20: 109215
Imbalance 5: -0.476283
Imbalance 10: -0.13255
Imbalance 20: -0.43138
Top bid size: 197
Top ask size: 839
Bid wall score: 0.004541
Ask wall score: 0.007682

Dynamics

Bid depth 5 delta: -410
Ask depth 5 delta: 9834
Imbalance 5 delta: -0.636389
Bid depth 10 delta: -596
Ask depth 10 delta: 2218
Imbalance 10 delta: -0.063118
Spread delta: 0.0001
Mid price delta: -0.00054
Wall shift score: -0.003434

Tape

Buy volume: 4954
Sell volume: 12458
Buy/sell delta: -7504
Buy/sell ratio: 0.397656
Avg trade size: 174.12
Large trade count: 3
Largest trade size: 2460

Candle

Return 1: 0.093602
Return 3: 0.093602
Volume 1: 96
Volume avg 5: 21.2
Momentum 5: -0.385206

Cross Exchange

Mid avg: 0.3959175
Mid median: 0.396065
Price deviation %: -0.057461
Spread %: 0.242475

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 81998
Volume 24h: 440552
Quote volume 24h: 440552
Price change 24h %: -1.772592

Quality

Capture latency ms: 5938
Order book timestamp: 2026-07-09 06:08:34.897000+02:00
Ticker timestamp: 2026-07-09 06:08:35.215000+02:00
Trades timestamp: 2026-07-09 06:08:31.326000+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	-0.116253	-0.116253	-0.116253	0.116253	0.116253	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.116253	0.116253	0.116253	0.116253	-0.116253	0.116253	yes
30s	short	-0.116253	-0.116253	-0.116253	0.116253	0.116253	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.116253	0.116253	0.116253	0.116253	-0.116253	0.116253	yes
60s	short	-0.116253	-0.116253	-0.116253	0.116253	0.116253	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.116253	0.116253	0.116253	0.116253	-0.116253	0.116253	yes

Price

Best bid: 0.39505
Best ask: 0.39553
Spread: 0.00048
Spread %: 0.12143
Mid price: 0.39529
Last price: 0.39571
Mark price: 0.39571
Index price: 0.396048

Order Book

Bid depth 5: 11
Ask depth 5: 7
Bid depth 10: 77
Ask depth 10: 41
Bid depth 20: 191
Ask depth 20: 156
Imbalance 5: 0.222222
Imbalance 10: 0.305085
Imbalance 20: 0.100865
Top bid size: 1
Top ask size: 1
Bid wall score: 0.005236
Ask wall score: 0.00641

Dynamics

Bid depth 5 delta: -11
Ask depth 5 delta: -6
Imbalance 5 delta: -0.034921
Bid depth 10 delta: 13
Ask depth 10 delta: -23
Imbalance 10 delta: 0.305085
Spread delta: 0.00011
Mid price delta: -0.000865
Wall shift score: -0.000999

Tape

Buy volume: 132
Sell volume: 89
Buy/sell delta: 43
Buy/sell ratio: 1.483146
Avg trade size: 2.21
Large trade count: 11
Largest trade size: 12

Candle

Return 1: 0
Return 3: 0.083464
Volume 1: 0
Volume avg 5: 1.8
Momentum 5: 0.027806

Cross Exchange

Mid avg: 0.39613375
Mid median: 0.3961925
Price deviation %: -0.212996
Spread %: 0.088354

Funding / OI / Volume

Funding rate: -0.000014
Funding delta: 0.000076
Funding abs: 0.000014
Funding pressure: 0.00009
Open interest: -
Volume 24h: 7001000
Quote volume 24h: 2874062
Price change 24h %: -0.15

Quality

Capture latency ms: 10563
Order book timestamp: 2026-07-09 06:08:22+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:26:10.054000+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	0.007589	0.007589	0.007589	0.007589	0.007589	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.007589	0.007589	0.007589	0.007589	0.007589	-0.007589	yes
30s	flat	0.007589	0.007589	0.007589	0.007589	0.007589	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.007589	0.007589	0.007589	0.007589	0.007589	-0.007589	yes
60s	flat	0.007589	0.007589	0.007589	0.007589	0.007589	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.007589	0.007589	0.007589	0.007589	0.007589	-0.007589	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 38013
gate: 38012
htx: 37750
mexc: 38007

By Symbol

VELVET/USDT:USDT: 151782

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