...By extracting features such as order depth ratios and price movement indicators, the system trains machine learning models to predict short-term market changes. Several algorithms are used during model selection, including Random Forest, Extra Trees, AdaBoost, Gradient Boosting, and Support Vector Machines. The project evaluates models by predicting price direction within very short time windows and then applying a simple trading strategy based on those predictions. It also measures profitability through profit-and-loss analysis derived from the predicted signals.