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: 162530
Total labels: 487590
Pending labels: 108
Eligible pending labels: 62
Labeled snapshots: 487482
Labels with advanced TP/SL: 468484
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001583
Avg long MAE 30s: 0.001583
Avg short MFE 30s: 0.298225
Avg short MAE 30s: 0.298225
Long labels: 196733
Short labels: 198810
Flat labels: 91939
Latest snapshot: 2026-07-10 17:33:23.962975+02:00
Recent trades snapshots: 162517
Micro candles: 3250300
Avg data quality: 75.8553137555297143
Latest latency: 6475 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 296 of 16253 · 162530 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-10 09:51:13.202525+02:00	mexc	VELVET/USDT:USDT	0.5234	78	4686 ms	10s long 0.334352 30s long 0.334352 60s long 0.334352	advanced ready
2026-07-10 09:51:08.391867+02:00	htx	VELVET/USDT:USDT	0.523535	80	5133 ms	10s long 0.20056 30s long 0.20056 60s long 0.20056	advanced ready
2026-07-10 09:50:56.585249+02:00	gate	VELVET/USDT:USDT	0.524695	68	9996 ms	10s short -0.109587 30s short -0.109587 60s short -0.109587	advanced ready
2026-07-10 09:50:46.268337+02:00	binance	VELVET/USDT:USDT	0.5255	80	7789 ms	10s short -0.294957 30s short -0.294957 60s short -0.294957	advanced ready
2026-07-10 09:50:38.317343+02:00	mexc	VELVET/USDT:USDT	0.52565	68	5669 ms	10s short -0.428041 30s short -0.428041 60s short -0.428041	advanced ready
2026-07-10 09:50:32.521888+02:00	htx	VELVET/USDT:USDT	0.52583	80	6134 ms	10s short -0.436453 30s short -0.436453 60s short -0.436453	advanced ready
2026-07-10 09:50:19.700891+02:00	gate	VELVET/USDT:USDT	0.52202	68	10547 ms	10s long 0.512432 30s long 0.512432 60s long 0.512432	advanced ready
2026-07-10 09:50:08.918307+02:00	binance	VELVET/USDT:USDT	0.5226	80	8985 ms	10s long 0.554918 30s long 0.554918 60s long 0.554918	advanced ready
2026-07-10 09:49:59.744156+02:00	mexc	VELVET/USDT:USDT	0.5243	68	6181 ms	10s long 0.257486 30s long 0.257486 60s long 0.257486	advanced ready
2026-07-10 09:49:53.451166+02:00	htx	VELVET/USDT:USDT	0.526055	80	6053 ms	10s flat -0.042771 30s flat -0.042771 60s flat -0.042771	advanced ready

Price

Best bid: 0.5233
Best ask: 0.5235
Spread: 0.0002
Spread %: 0.038212
Mid price: 0.5234
Last price: 0.5229
Mark price: -
Index price: 0.5233

Order Book

Bid depth 5: 686
Ask depth 5: 1813
Bid depth 10: 1793
Ask depth 10: 4268
Bid depth 20: 6183
Ask depth 20: 8114
Imbalance 5: -0.45098
Imbalance 10: -0.408348
Imbalance 20: -0.135063
Top bid size: 90
Top ask size: 58
Bid wall score: 0.014556
Ask wall score: 0.007148

Dynamics

Bid depth 5 delta: -1075
Ask depth 5 delta: 885
Imbalance 5 delta: -0.760761
Bid depth 10 delta: -2947
Ask depth 10 delta: 2028
Imbalance 10 delta: -0.766515
Spread delta: 0.0001
Mid price delta: -0.00225
Wall shift score: 0.044058

Tape

Buy volume: 3584
Sell volume: 1254
Buy/sell delta: 2330
Buy/sell ratio: 2.858054
Avg trade size: 48.38
Large trade count: 6
Largest trade size: 526

Candle

Return 1: -0.095402
Return 3: 0.210526
Volume 1: 287
Volume avg 5: 6727.6
Momentum 5: 1.531898

Cross Exchange

Mid avg: 0.524845
Mid median: 0.5250975
Price deviation %: -0.275319
Spread %: 0.402976

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3143354
Quote volume 24h: 14641965.786
Price change 24h %: 25.51

Quality

Capture latency ms: 4686
Order book timestamp: 2026-07-10 09:51:11.712000+02:00
Ticker timestamp: 2026-07-10 09:51:10.794000+02:00
Trades timestamp: 2026-07-10 09:51:09.404000+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	long	0.334352	0.334352	0.334352	0.334352	0.334352	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.334352	0.334352	0.334352	0.334352	0.334352	-0.334352	yes
30s	long	0.334352	0.334352	0.334352	0.334352	0.334352	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.334352	0.334352	0.334352	0.334352	0.334352	-0.334352	yes
60s	long	0.334352	0.334352	0.334352	0.334352	0.334352	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.334352	0.334352	0.334352	0.334352	0.334352	-0.334352	yes

Price

Best bid: 0.52272
Best ask: 0.52435
Spread: 0.00163
Spread %: 0.311345
Mid price: 0.523535
Last price: 0.52325
Mark price: -
Index price: -

Order Book

Bid depth 5: 10751
Ask depth 5: 27014
Bid depth 10: 37755
Ask depth 10: 43655
Bid depth 20: 41462
Ask depth 20: 144156
Imbalance 5: -0.430637
Imbalance 10: -0.072473
Imbalance 20: -0.553255
Top bid size: 890
Top ask size: 38
Bid wall score: 0.021465
Ask wall score: 0.000264

Dynamics

Bid depth 5 delta: 1852
Ask depth 5 delta: 18181
Imbalance 5 delta: -0.434359
Bid depth 10 delta: 27057
Ask depth 10 delta: 32072
Imbalance 10 delta: -0.032753
Spread delta: -0.00377
Mid price delta: -0.002295
Wall shift score: 0.073465

Tape

Buy volume: 15404
Sell volume: 9654
Buy/sell delta: 5750
Buy/sell ratio: 1.595608
Avg trade size: 250.58
Large trade count: 7
Largest trade size: 2574

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 500
Momentum 5: 1.829328

Cross Exchange

Mid avg: 0.52541875
Mid median: 0.525575
Price deviation %: -0.358524
Spread %: 0.216018

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 98395
Volume 24h: 541066
Quote volume 24h: 541066
Price change 24h %: 25.675513

Quality

Capture latency ms: 5133
Order book timestamp: 2026-07-10 09:51:06.901000+02:00
Ticker timestamp: 2026-07-10 09:51:07.155000+02:00
Trades timestamp: 2026-07-10 09:48:51.546000+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	0.20056	0.20056	0.20056	0.20056	0.20056	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.20056	0.20056	0.20056	0.20056	0.20056	-0.20056	yes
30s	long	0.20056	0.20056	0.20056	0.20056	0.20056	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.20056	0.20056	0.20056	0.20056	0.20056	-0.20056	yes
60s	long	0.20056	0.20056	0.20056	0.20056	0.20056	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.20056	0.20056	0.20056	0.20056	0.20056	-0.20056	yes

Price

Best bid: 0.52433
Best ask: 0.52506
Spread: 0.00073
Spread %: 0.139128
Mid price: 0.524695
Last price: 0.52533
Mark price: 0.52605
Index price: 0.526058

Order Book

Bid depth 5: 21
Ask depth 5: 18
Bid depth 10: 72
Ask depth 10: 49
Bid depth 20: 143
Ask depth 20: 141
Imbalance 5: 0.076923
Imbalance 10: 0.190083
Imbalance 20: 0.007042
Top bid size: 1
Top ask size: 1
Bid wall score: 0.006993
Ask wall score: 0.007092

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: -2
Imbalance 5 delta: 0.158004
Bid depth 10 delta: 12
Ask depth 10 delta: 0
Imbalance 10 delta: 0.089165
Spread delta: 0.00015
Mid price delta: 0.002675
Wall shift score: -0.00052

Tape

Buy volume: 180
Sell volume: 69
Buy/sell delta: 111
Buy/sell ratio: 2.608696
Avg trade size: 2.49
Large trade count: 10
Largest trade size: 13

Candle

Return 1: -0.057074
Return 3: 0.813679
Volume 1: 46
Volume avg 5: 71.2
Momentum 5: 2.190363

Cross Exchange

Mid avg: 0.52475
Mid median: 0.525575
Price deviation %: -0.010481
Spread %: 0.72606

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5061100
Quote volume 24h: 2366302
Price change 24h %: 34.19

Quality

Capture latency ms: 9996
Order book timestamp: 2026-07-10 09:50:55+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:27:49.844000+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	-0.109587	-0.109587	-0.109587	0.109587	0.109587	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.109587	0.109587	0.109587	0.109587	-0.109587	0.109587	yes
30s	short	-0.109587	-0.109587	-0.109587	0.109587	0.109587	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.109587	0.109587	0.109587	0.109587	-0.109587	0.109587	yes
60s	short	-0.109587	-0.109587	-0.109587	0.109587	0.109587	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.109587	0.109587	0.109587	0.109587	-0.109587	0.109587	yes

Price

Best bid: 0.5254
Best ask: 0.5256
Spread: 0.0002
Spread %: 0.038059
Mid price: 0.5255
Last price: 0.5254
Mark price: -
Index price: -

Order Book

Bid depth 5: 3918
Ask depth 5: 5157
Bid depth 10: 23181
Ask depth 10: 18295
Bid depth 20: 69553
Ask depth 20: 41171
Imbalance 5: -0.136529
Imbalance 10: 0.117803
Imbalance 20: 0.256331
Top bid size: 227
Top ask size: 231
Bid wall score: 0.003264
Ask wall score: 0.005611

Dynamics

Bid depth 5 delta: 405
Ask depth 5 delta: -174
Imbalance 5 delta: 0.069034
Bid depth 10 delta: 9957
Ask depth 10 delta: 540
Imbalance 10 delta: 0.264063
Spread delta: 0
Mid price delta: 0.0029
Wall shift score: -0.00002

Tape

Buy volume: 19062
Sell volume: 18808
Buy/sell delta: 254
Buy/sell ratio: 1.013505
Avg trade size: 378.7
Large trade count: 8
Largest trade size: 3511

Candle

Return 1: 0.324489
Return 3: 1.038062
Volume 1: 176811
Volume avg 5: 217745.4
Momentum 5: 2.316527

Cross Exchange

Mid avg: 0.524025
Mid median: 0.524125
Price deviation %: 0.281475
Spread %: 0.727065

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 15389649
Volume 24h: 99191155
Quote volume 24h: 46622364.6026
Price change 24h %: 34.236

Quality

Capture latency ms: 7789
Order book timestamp: 2026-07-10 09:50:44.089000+02:00
Ticker timestamp: 2026-07-10 09:50:34.183000+02:00
Trades timestamp: 2026-07-10 09:50:45.611000+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	-0.294957	-0.294957	-0.294957	0.294957	0.294957	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.294957	0.294957	0.294957	0.294957	-0.294957	0.294957	yes
30s	short	-0.294957	-0.294957	-0.294957	0.294957	0.294957	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.294957	0.294957	0.294957	0.294957	-0.294957	0.294957	yes
60s	short	-0.294957	-0.294957	-0.294957	0.294957	0.294957	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.294957	0.294957	0.294957	0.294957	-0.294957	0.294957	yes

Price

Best bid: 0.5256
Best ask: 0.5257
Spread: 0.0001
Spread %: 0.019024
Mid price: 0.52565
Last price: 0.5254
Mark price: -
Index price: 0.5233

Order Book

Bid depth 5: 1761
Ask depth 5: 928
Bid depth 10: 4740
Ask depth 10: 2240
Bid depth 20: 8031
Ask depth 20: 5180
Imbalance 5: 0.309781
Imbalance 10: 0.358166
Imbalance 20: 0.215805
Top bid size: 270
Top ask size: 364
Bid wall score: 0.03362
Ask wall score: 0.07027

Dynamics

Bid depth 5 delta: 602
Ask depth 5 delta: -186
Imbalance 5 delta: 0.289983
Bid depth 10 delta: 740
Ask depth 10 delta: -710
Imbalance 10 delta: 0.207087
Spread delta: -0.0001
Mid price delta: 0.00135
Wall shift score: -0.040807

Tape

Buy volume: 3189
Sell volume: 2799
Buy/sell delta: 390
Buy/sell ratio: 1.139335
Avg trade size: 59.88
Large trade count: 10
Largest trade size: 526

Candle

Return 1: 0.324613
Return 3: 0.883257
Volume 1: 3195
Volume avg 5: 6785.8
Momentum 5: 2.277594

Cross Exchange

Mid avg: 0.5236875
Mid median: 0.52345
Price deviation %: 0.374746
Spread %: 0.727533

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3141937
Quote volume 24h: 14634525.702
Price change 24h %: 26.11

Quality

Capture latency ms: 5669
Order book timestamp: 2026-07-10 09:50:36.495000+02:00
Ticker timestamp: 2026-07-10 09:50:34.850000+02:00
Trades timestamp: 2026-07-10 09:50:34.258000+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	short	-0.428041	-0.428041	-0.428041	0.428041	0.428041	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.428041	0.428041	0.428041	0.428041	-0.428041	0.428041	yes
30s	short	-0.428041	-0.428041	-0.428041	0.428041	0.428041	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.428041	0.428041	0.428041	0.428041	-0.428041	0.428041	yes
60s	short	-0.428041	-0.428041	-0.428041	0.428041	0.428041	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.428041	0.428041	0.428041	0.428041	-0.428041	0.428041	yes

Price

Best bid: 0.52313
Best ask: 0.52853
Spread: 0.0054
Spread %: 1.026948
Mid price: 0.52583
Last price: 0.52325
Mark price: -
Index price: -

Order Book

Bid depth 5: 8899
Ask depth 5: 8833
Bid depth 10: 10698
Ask depth 10: 11583
Bid depth 20: 20114
Ask depth 20: 23362
Imbalance 5: 0.003722
Imbalance 10: -0.03972
Imbalance 20: -0.074708
Top bid size: 155
Top ask size: 1401
Bid wall score: 0.007706
Ask wall score: 0.059969

Dynamics

Bid depth 5 delta: 79
Ask depth 5 delta: -834
Imbalance 5 delta: 0.049538
Bid depth 10 delta: 115
Ask depth 10 delta: -1045
Imbalance 10 delta: 0.048385
Spread delta: 0.00215
Mid price delta: -0.000225
Wall shift score: -0.01402

Tape

Buy volume: 15404
Sell volume: 9654
Buy/sell delta: 5750
Buy/sell ratio: 1.595608
Avg trade size: 250.58
Large trade count: 7
Largest trade size: 2574

Candle

Return 1: 0
Return 3: 0.657907
Volume 1: 0
Volume avg 5: 694.4
Momentum 5: 1.799611

Cross Exchange

Mid avg: 0.52374375
Mid median: 0.52345
Price deviation %: 0.398334
Spread %: 0.770415

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 98395
Volume 24h: 541066
Quote volume 24h: 541066
Price change 24h %: 25.675513

Quality

Capture latency ms: 6134
Order book timestamp: 2026-07-10 09:50:31.101000+02:00
Ticker timestamp: 2026-07-10 09:50:31.422000+02:00
Trades timestamp: 2026-07-10 09:48:51.546000+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	-0.436453	-0.436453	-0.436453	0.436453	0.436453	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.436453	0.436453	0.436453	0.436453	-0.436453	0.436453	yes
30s	short	-0.436453	-0.436453	-0.436453	0.436453	0.436453	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.436453	0.436453	0.436453	0.436453	-0.436453	0.436453	yes
60s	short	-0.436453	-0.436453	-0.436453	0.436453	0.436453	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.436453	0.436453	0.436453	0.436453	-0.436453	0.436453	yes

Price

Best bid: 0.52173
Best ask: 0.52231
Spread: 0.00058
Spread %: 0.111107
Mid price: 0.52202
Last price: 0.52187
Mark price: 0.52274
Index price: 0.522848

Order Book

Bid depth 5: 17
Ask depth 5: 20
Bid depth 10: 60
Ask depth 10: 49
Bid depth 20: 134
Ask depth 20: 142
Imbalance 5: -0.081081
Imbalance 10: 0.100917
Imbalance 20: -0.028986
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007463
Ask wall score: 0.007042

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 13
Imbalance 5 delta: -0.497748
Bid depth 10 delta: 14
Ask depth 10 delta: 12
Imbalance 10 delta: -0.007516
Spread delta: 0
Mid price delta: -0.00252
Wall shift score: 0.000865

Tape

Buy volume: 171
Sell volume: 76
Buy/sell delta: 95
Buy/sell ratio: 2.25
Avg trade size: 2.47
Large trade count: 10
Largest trade size: 13

Candle

Return 1: -0.715332
Return 3: 0.149686
Volume 1: 16
Volume avg 5: 65.2
Momentum 5: 1.517303

Cross Exchange

Mid avg: 0.52437375
Mid median: 0.52442
Price deviation %: -0.448869
Spread %: 0.658881

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5056800
Quote volume 24h: 2364045
Price change 24h %: 33.31

Quality

Capture latency ms: 10547
Order book timestamp: 2026-07-10 09:50:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:27:49.815000+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	0.512432	0.512432	0.512432	0.512432	0.512432	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.512432	0.512432	0.512432	0.512432	0.512432	-0.512432	yes
30s	long	0.512432	0.512432	0.512432	0.512432	0.512432	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.512432	0.512432	0.512432	0.512432	0.512432	-0.512432	yes
60s	long	0.512432	0.512432	0.512432	0.512432	0.512432	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.512432	0.512432	0.512432	0.512432	0.512432	-0.512432	yes

Price

Best bid: 0.5225
Best ask: 0.5227
Spread: 0.0002
Spread %: 0.03827
Mid price: 0.5226
Last price: 0.5239
Mark price: -
Index price: -

Order Book

Bid depth 5: 3513
Ask depth 5: 5331
Bid depth 10: 13224
Ask depth 10: 17755
Bid depth 20: 36816
Ask depth 20: 33335
Imbalance 5: -0.205563
Imbalance 10: -0.14626
Imbalance 20: 0.049622
Top bid size: 80
Top ask size: 150
Bid wall score: 0.002173
Ask wall score: 0.0045

Dynamics

Bid depth 5 delta: -1519
Ask depth 5 delta: 4237
Imbalance 5 delta: -0.848397
Bid depth 10 delta: -2205
Ask depth 10 delta: 9986
Imbalance 10 delta: -0.476461
Spread delta: 0.0001
Mid price delta: -0.00085
Wall shift score: -0.003868

Tape

Buy volume: 14503
Sell volume: 49770
Buy/sell delta: -35267
Buy/sell ratio: 0.2914
Avg trade size: 642.73
Large trade count: 10
Largest trade size: 4366

Candle

Return 1: -0.038175
Return 3: 0.672818
Volume 1: 11948
Volume avg 5: 184772.8
Momentum 5: 1.946661

Cross Exchange

Mid avg: 0.52458625
Mid median: 0.52442
Price deviation %: -0.378632
Spread %: 0.496582

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 15362372
Volume 24h: 99057699
Quote volume 24h: 46552591.4639
Price change 24h %: 33.853

Quality

Capture latency ms: 8985
Order book timestamp: 2026-07-10 09:50:06.739000+02:00
Ticker timestamp: 2026-07-10 09:50:02.083000+02:00
Trades timestamp: 2026-07-10 09:50:08.216000+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	0.554918	0.554918	0.554918	0.554918	0.554918	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.554918	0.554918	0.554918	0.554918	0.554918	-0.554918	yes
30s	long	0.554918	0.554918	0.554918	0.554918	0.554918	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.554918	0.554918	0.554918	0.554918	0.554918	-0.554918	yes
60s	long	0.554918	0.554918	0.554918	0.554918	0.554918	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.554918	0.554918	0.554918	0.554918	0.554918	-0.554918	yes

Price

Best bid: 0.5242
Best ask: 0.5244
Spread: 0.0002
Spread %: 0.038146
Mid price: 0.5243
Last price: 0.5251
Mark price: -
Index price: 0.5247

Order Book

Bid depth 5: 1159
Ask depth 5: 1114
Bid depth 10: 4000
Ask depth 10: 2950
Bid depth 20: 9094
Ask depth 20: 12987
Imbalance 5: 0.019798
Imbalance 10: 0.151079
Imbalance 20: -0.176305
Top bid size: 42
Top ask size: 6
Bid wall score: 0.004618
Ask wall score: 0.000462

Dynamics

Bid depth 5 delta: -82
Ask depth 5 delta: 686
Imbalance 5 delta: -0.46732
Bid depth 10 delta: 985
Ask depth 10 delta: 1107
Imbalance 10 delta: -0.090172
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: -0.000659

Tape

Buy volume: 2547
Sell volume: 4841
Buy/sell delta: -2294
Buy/sell ratio: 0.526131
Avg trade size: 73.88
Large trade count: 12
Largest trade size: 400

Candle

Return 1: 0.497608
Return 3: 1.822765
Volume 1: 3373
Volume avg 5: 6607
Momentum 5: 1.822765

Cross Exchange

Mid avg: 0.52463625
Mid median: 0.52452
Price deviation %: -0.064092
Spread %: 0.496535

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3137825
Quote volume 24h: 14612997.262
Price change 24h %: 26.04

Quality

Capture latency ms: 6181
Order book timestamp: 2026-07-10 09:49:57.794000+02:00
Ticker timestamp: 2026-07-10 09:49:55.963000+02:00
Trades timestamp: 2026-07-10 09:49:55.408000+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	0.257486	0.257486	0.257486	0.257486	0.257486	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.257486	0.257486	0.257486	0.257486	0.257486	-0.257486	yes
30s	long	0.257486	0.257486	0.257486	0.257486	0.257486	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.257486	0.257486	0.257486	0.257486	0.257486	-0.257486	yes
60s	long	0.257486	0.257486	0.257486	0.257486	0.257486	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.257486	0.257486	0.257486	0.257486	0.257486	-0.257486	yes

Price

Best bid: 0.52443
Best ask: 0.52768
Spread: 0.00325
Spread %: 0.617806
Mid price: 0.526055
Last price: 0.52325
Mark price: -
Index price: -

Order Book

Bid depth 5: 8820
Ask depth 5: 9667
Bid depth 10: 10583
Ask depth 10: 12628
Bid depth 20: 20529
Ask depth 20: 23816
Imbalance 5: -0.045816
Imbalance 10: -0.088105
Imbalance 20: -0.074123
Top bid size: 20
Top ask size: 934
Bid wall score: 0.000974
Ask wall score: 0.039217

Dynamics

Bid depth 5 delta: 1471
Ask depth 5 delta: -6936
Imbalance 5 delta: 0.34054
Bid depth 10 delta: -24156
Ask depth 10 delta: -19349
Imbalance 10 delta: -0.129504
Spread delta: 0.00162
Mid price delta: 0.00182
Wall shift score: -0.0354

Tape

Buy volume: 15404
Sell volume: 9654
Buy/sell delta: 5750
Buy/sell ratio: 1.595608
Avg trade size: 250.58
Large trade count: 7
Largest trade size: 2574

Candle

Return 1: 0
Return 3: 1.829328
Volume 1: 0
Volume avg 5: 694.4
Momentum 5: 1.799611

Cross Exchange

Mid avg: 0.52418125
Mid median: 0.5243675
Price deviation %: 0.357462
Spread %: 0.207943

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 98395
Volume 24h: 541066
Quote volume 24h: 541066
Price change 24h %: 25.675513

Quality

Capture latency ms: 6053
Order book timestamp: 2026-07-10 09:49:51.997000+02:00
Ticker timestamp: 2026-07-10 09:49:52.314000+02:00
Trades timestamp: 2026-07-10 09:48:51.546000+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	-0.042771	-0.042771	-0.042771	0.042771	0.042771	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042771	0.042771	0.042771	0.042771	-0.042771	0.042771	yes
30s	flat	-0.042771	-0.042771	-0.042771	0.042771	0.042771	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042771	0.042771	0.042771	0.042771	-0.042771	0.042771	yes
60s	flat	-0.042771	-0.042771	-0.042771	0.042771	0.042771	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042771	0.042771	0.042771	0.042771	-0.042771	0.042771	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 40705
gate: 40704
htx: 40426
mexc: 40696

By Symbol

VELVET/USDT:USDT: 162531

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