ML Training | FuturesML

Dataset Training Mode

Collect feature snapshots, label future movement, and train an offline baseline model.

idle

Last runner error: mexc {"code":10072,"msg":"Api key info invalid"}; kucoinfutures fetchOrderBook() limit argument must be 20 or 100

Dataset Stats

Current feature and label inventory.

Total feature snapshots: 62250
Total labels: 186750
Pending labels: 90
Eligible pending labels: 90
Labeled snapshots: 186660
Labels with advanced TP/SL: 186660
Incomplete advanced labels: 0
Avg long MFE 30s: 0.000924
Avg long MAE 30s: 0.000924
Avg short MFE 30s: 0.087412
Avg short MAE 30s: 0.087412
Long labels: 44198
Short labels: 43758
Flat labels: 98704
Latest snapshot: 2026-09-22 11:02:07.267286+02:00
Recent trades snapshots: 62240
Micro candles: 1244800
Avg data quality: 76.9935421686746988
Latest latency: 11463 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 1 of 6225 · 62250 total records · 10 per page

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 11:02:07.267286+02:00	gate	VELVET/USDT:USDT	0.058725	68	11463 ms	10s pending - 30s pending - 60s pending -	pending
2026-09-22 11:01:55.679186+02:00	binance	VELVET/USDT:USDT	0.058765	80	6499 ms	10s pending - 30s pending - 60s pending -	pending
2026-09-22 11:01:48.720442+02:00	htx	VELVET/USDT:USDT	0.0588	80	5921 ms	10s pending - 30s pending - 60s pending -	pending
2026-09-22 11:01:36.485904+02:00	gate	VELVET/USDT:USDT	0.05882	68	16386 ms	10s pending - 30s pending - 60s pending -	pending
2026-09-22 11:01:19.938357+02:00	binance	VELVET/USDT:USDT	0.058835	80	7061 ms	10s pending - 30s pending - 60s pending -	pending
2026-09-22 11:01:12.403894+02:00	htx	VELVET/USDT:USDT	0.058885	80	6598 ms	10s pending - 30s pending - 60s pending -	pending
2026-09-22 11:00:59.774292+02:00	gate	VELVET/USDT:USDT	0.05881	68	11483 ms	10s pending - 30s pending - 60s pending -	pending
2026-09-22 11:00:48.138267+02:00	binance	VELVET/USDT:USDT	0.058845	80	7944 ms	10s pending - 30s pending - 60s pending -	pending
2026-09-22 11:00:39.811133+02:00	htx	VELVET/USDT:USDT	0.05891	80	5921 ms	10s pending - 30s pending - 60s pending -	pending
2026-09-22 11:00:27.772537+02:00	gate	VELVET/USDT:USDT	0.05885	68	12836 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.05868
Best ask: 0.05877
Spread: 0.00009
Spread %: 0.153257
Mid price: 0.058725
Last price: 0.05871
Mark price: 0.05871
Index price: 0.058703

Order Book

Bid depth 5: 67
Ask depth 5: 157
Bid depth 10: 278
Ask depth 10: 300
Bid depth 20: 662
Ask depth 20: 720
Imbalance 5: -0.401786
Imbalance 10: -0.038062
Imbalance 20: -0.041968
Top bid size: 6
Top ask size: 43
Bid wall score: 0.009063
Ask wall score: 0.059722

Dynamics

Bid depth 5 delta: -43
Ask depth 5 delta: -28
Imbalance 5 delta: -0.147548
Bid depth 10 delta: -43
Ask depth 10 delta: -37
Imbalance 10 delta: -0.013746
Spread delta: 0.00001
Mid price delta: -0.000095
Wall shift score: -0.003506

Tape

Buy volume: 132
Sell volume: 206
Buy/sell delta: -74
Buy/sell ratio: 0.640777
Avg trade size: 3.38
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0
Return 3: -0.271785
Volume 1: 10
Volume avg 5: 56.4
Momentum 5: -0.373324

Cross Exchange

Mid avg: 0.058795
Mid median: 0.0588
Price deviation %: -0.119058
Spread %: 0.093545

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15170000
Quote volume 24h: 903809
Price change 24h %: -1.03

Quality

Capture latency ms: 11463
Order book timestamp: 2026-09-22 11:02:06+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.725000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05876
Best ask: 0.05877
Spread: 0.00001
Spread %: 0.017017
Mid price: 0.058765
Last price: 0.05877
Mark price: -
Index price: -

Order Book

Bid depth 5: 2726
Ask depth 5: 5011
Bid depth 10: 33448
Ask depth 10: 43319
Bid depth 20: 163460
Ask depth 20: 186203
Imbalance 5: -0.295334
Imbalance 10: -0.128584
Imbalance 20: -0.065043
Top bid size: 1016
Top ask size: 495
Bid wall score: 0.006216
Ask wall score: 0.002658

Dynamics

Bid depth 5 delta: -12582
Ask depth 5 delta: -3579
Imbalance 5 delta: -0.576445
Bid depth 10 delta: 5160
Ask depth 10 delta: -24131
Imbalance 10 delta: 0.28047
Spread delta: 0
Mid price delta: -0.00007
Wall shift score: 0.004153

Tape

Buy volume: 16410
Sell volume: 37652
Buy/sell delta: -21242
Buy/sell ratio: 0.435833
Avg trade size: 540.62
Large trade count: 5
Largest trade size: 5790

Candle

Return 1: -0.068016
Return 3: -0.305344
Volume 1: 24396
Volume avg 5: 33986.6
Momentum 5: -0.372945

Cross Exchange

Mid avg: 0.05881833
Mid median: 0.05882
Price deviation %: -0.090675
Spread %: 0.059505

Funding / OI / Volume

Funding rate: 0.00022938
Funding delta: 0
Funding abs: 0.00022938
Funding pressure: 0.00022938
Open interest: 73140331
Volume 24h: 92114042
Quote volume 24h: 5522021.55726
Price change 24h %: -0.927

Quality

Capture latency ms: 6499
Order book timestamp: 2026-09-22 11:01:53.517000+02:00
Ticker timestamp: 2026-09-22 11:01:50.147000+02:00
Trades timestamp: 2026-09-22 11:01:50.147000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05871
Best ask: 0.05889
Spread: 0.00018
Spread %: 0.306122
Mid price: 0.0588
Last price: 0.05892
Mark price: -
Index price: -

Order Book

Bid depth 5: 48469
Ask depth 5: 189633
Bid depth 10: 74473
Ask depth 10: 239533
Bid depth 20: 276112
Ask depth 20: 571020
Imbalance 5: -0.592872
Imbalance 10: -0.525659
Imbalance 20: -0.348125
Top bid size: 3951
Top ask size: 100
Bid wall score: 0.014309
Ask wall score: 0.000175

Dynamics

Bid depth 5 delta: 30811
Ask depth 5 delta: 22020
Imbalance 5 delta: 0.21651
Bid depth 10 delta: 37524
Ask depth 10 delta: -18325
Imbalance 10 delta: 0.223676
Spread delta: 0.00005
Mid price delta: -0.000085
Wall shift score: 0.014192

Tape

Buy volume: 5082
Sell volume: 9730
Buy/sell delta: -4648
Buy/sell ratio: 0.522302
Avg trade size: 148.12
Large trade count: 9
Largest trade size: 2204

Candle

Return 1: 0
Return 3: -0.084789
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: -0.084789

Cross Exchange

Mid avg: 0.05884667
Mid median: 0.058835
Price deviation %: -0.079302
Spread %: 0.110457

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202869
Volume 24h: 273778
Quote volume 24h: 273778
Price change 24h %: -2.69199

Quality

Capture latency ms: 5921
Order book timestamp: 2026-09-22 11:01:46.746000+02:00
Ticker timestamp: 2026-09-22 11:01:47.030000+02:00
Trades timestamp: 2026-09-22 11:00:40.288000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05878
Best ask: 0.05886
Spread: 0.00008
Spread %: 0.136008
Mid price: 0.05882
Last price: 0.05882
Mark price: 0.05879
Index price: 0.058745

Order Book

Bid depth 5: 110
Ask depth 5: 185
Bid depth 10: 321
Ask depth 10: 337
Bid depth 20: 662
Ask depth 20: 856
Imbalance 5: -0.254237
Imbalance 10: -0.024316
Imbalance 20: -0.1278
Top bid size: 9
Top ask size: 52
Bid wall score: 0.013595
Ask wall score: 0.060748

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: -4
Imbalance 5 delta: -0.014893
Bid depth 10 delta: -22
Ask depth 10 delta: 5
Imbalance 10 delta: -0.040612
Spread delta: -0.00002
Mid price delta: 0.00001
Wall shift score: 0.016201

Tape

Buy volume: 147
Sell volume: 194
Buy/sell delta: -47
Buy/sell ratio: 0.757732
Avg trade size: 3.41
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.118926
Return 3: -0.203701
Volume 1: 58
Volume avg 5: 62.8
Momentum 5: -0.339041

Cross Exchange

Mid avg: 0.05884333
Mid median: 0.058835
Price deviation %: -0.039653
Spread %: 0.127457

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15166200
Quote volume 24h: 903586
Price change 24h %: -0.86

Quality

Capture latency ms: 16386
Order book timestamp: 2026-09-22 11:01:35+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.695000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05883
Best ask: 0.05884
Spread: 0.00001
Spread %: 0.016997
Mid price: 0.058835
Last price: 0.05883
Mark price: -
Index price: -

Order Book

Bid depth 5: 15308
Ask depth 5: 8590
Bid depth 10: 28288
Ask depth 10: 67450
Bid depth 20: 131651
Ask depth 20: 198463
Imbalance 5: 0.281111
Imbalance 10: -0.409054
Imbalance 20: -0.202391
Top bid size: 90
Top ask size: 254
Bid wall score: 0.000684
Ask wall score: 0.00128

Dynamics

Bid depth 5 delta: 2329
Ask depth 5 delta: 2772
Imbalance 5 delta: -0.099854
Bid depth 10 delta: -3926
Ask depth 10 delta: 18287
Imbalance 10 delta: -0.200776
Spread delta: 0
Mid price delta: -0.00001
Wall shift score: -0.001918

Tape

Buy volume: 18473
Sell volume: 21812
Buy/sell delta: -3339
Buy/sell ratio: 0.846919
Avg trade size: 402.85
Large trade count: 4
Largest trade size: 5686

Candle

Return 1: 0.034008
Return 3: -0.203562
Volume 1: 4723
Volume avg 5: 30052
Momentum 5: -0.271232

Cross Exchange

Mid avg: 0.05884667
Mid median: 0.058845
Price deviation %: -0.019826
Spread %: 0.12745

Funding / OI / Volume

Funding rate: 0.00022938
Funding delta: -0.00000344
Funding abs: 0.00022938
Funding pressure: 0.00023282
Open interest: 73139335
Volume 24h: 92094252
Quote volume 24h: 5520857.60273
Price change 24h %: -0.826

Quality

Capture latency ms: 7061
Order book timestamp: 2026-09-22 11:01:17.708000+02:00
Ticker timestamp: 2026-09-22 11:01:10.285000+02:00
Trades timestamp: 2026-09-22 11:01:18.616000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05882
Best ask: 0.05895
Spread: 0.00013
Spread %: 0.220769
Mid price: 0.058885
Last price: 0.05892
Mark price: -
Index price: -

Order Book

Bid depth 5: 17658
Ask depth 5: 167613
Bid depth 10: 36949
Ask depth 10: 257858
Bid depth 20: 233464
Ask depth 20: 915132
Imbalance 5: -0.809382
Imbalance 10: -0.749334
Imbalance 20: -0.593479
Top bid size: 320
Top ask size: 1307
Bid wall score: 0.001371
Ask wall score: 0.001428

Dynamics

Bid depth 5 delta: -7381
Ask depth 5 delta: 36392
Imbalance 5 delta: -0.129861
Bid depth 10 delta: -22170
Ask depth 10 delta: 20965
Imbalance 10 delta: -0.148771
Spread delta: -0.00005
Mid price delta: -0.000025
Wall shift score: -0.000393

Tape

Buy volume: 5082
Sell volume: 9730
Buy/sell delta: -4648
Buy/sell ratio: 0.522302
Avg trade size: 148.12
Large trade count: 9
Largest trade size: 2204

Candle

Return 1: 0
Return 3: -0.084789
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: -0.084789

Cross Exchange

Mid avg: 0.058855
Mid median: 0.058845
Price deviation %: 0.050973
Spread %: 0.169909

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202869
Volume 24h: 273778
Quote volume 24h: 273778
Price change 24h %: -2.69199

Quality

Capture latency ms: 6598
Order book timestamp: 2026-09-22 11:01:10.182000+02:00
Ticker timestamp: 2026-09-22 11:01:10.538000+02:00
Trades timestamp: 2026-09-22 11:00:40.288000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05876
Best ask: 0.05886
Spread: 0.0001
Spread %: 0.170039
Mid price: 0.05881
Last price: 0.05886
Mark price: 0.05881
Index price: 0.058773

Order Book

Bid depth 5: 116
Ask depth 5: 189
Bid depth 10: 343
Ask depth 10: 332
Bid depth 20: 650
Ask depth 20: 769
Imbalance 5: -0.239344
Imbalance 10: 0.016296
Imbalance 20: -0.083862
Top bid size: 7
Top ask size: 57
Bid wall score: 0.010769
Ask wall score: 0.074122

Dynamics

Bid depth 5 delta: -20
Ask depth 5 delta: 19
Imbalance 5 delta: -0.128233
Bid depth 10 delta: -4
Ask depth 10 delta: 10
Imbalance 10 delta: -0.021073
Spread delta: 0
Mid price delta: -0.00004
Wall shift score: -0.018994

Tape

Buy volume: 147
Sell volume: 190
Buy/sell delta: -43
Buy/sell ratio: 0.773684
Avg trade size: 3.37
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.016987
Return 3: -0.118785
Volume 1: 58
Volume avg 5: 65
Momentum 5: -0.186536

Cross Exchange

Mid avg: 0.05886833
Mid median: 0.05885
Price deviation %: -0.099091
Spread %: 0.110416

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15162300
Quote volume 24h: 903357
Price change 24h %: -0.59

Quality

Capture latency ms: 11483
Order book timestamp: 2026-09-22 11:00:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.643000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05884
Best ask: 0.05885
Spread: 0.00001
Spread %: 0.016994
Mid price: 0.058845
Last price: 0.0589
Mark price: -
Index price: -

Order Book

Bid depth 5: 12979
Ask depth 5: 5818
Bid depth 10: 32214
Ask depth 10: 49163
Bid depth 20: 135739
Ask depth 20: 164215
Imbalance 5: 0.380965
Imbalance 10: -0.208278
Imbalance 20: -0.094935
Top bid size: 320
Top ask size: 170
Bid wall score: 0.002357
Ask wall score: 0.001035

Dynamics

Bid depth 5 delta: 9570
Ask depth 5 delta: -13973
Imbalance 5 delta: 1.087086
Bid depth 10 delta: -12171
Ask depth 10 delta: -21564
Imbalance 10 delta: 0.02056
Spread delta: 0
Mid price delta: -0.00009
Wall shift score: 0.001821

Tape

Buy volume: 19026
Sell volume: 69260
Buy/sell delta: -50234
Buy/sell ratio: 0.274704
Avg trade size: 882.86
Large trade count: 10
Largest trade size: 11953

Candle

Return 1: 0.016981
Return 3: -0.118704
Volume 1: 18030
Volume avg 5: 34294.2
Momentum 5: -0.084818

Cross Exchange

Mid avg: 0.05889833
Mid median: 0.05891
Price deviation %: -0.090552
Spread %: 0.144316

Funding / OI / Volume

Funding rate: 0.00023282
Funding delta: 0
Funding abs: 0.00023282
Funding pressure: 0.00023282
Open interest: 73144781
Volume 24h: 92111346
Quote volume 24h: 5521886.93256
Price change 24h %: -0.975

Quality

Capture latency ms: 7944
Order book timestamp: 2026-09-22 11:00:45.869000+02:00
Ticker timestamp: 2026-09-22 11:00:35.092000+02:00
Trades timestamp: 2026-09-22 11:00:46.092000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05882
Best ask: 0.059
Spread: 0.00018
Spread %: 0.305551
Mid price: 0.05891
Last price: 0.05897
Mark price: -
Index price: -

Order Book

Bid depth 5: 25039
Ask depth 5: 131221
Bid depth 10: 59119
Ask depth 10: 236893
Bid depth 20: 439914
Ask depth 20: 852142
Imbalance 5: -0.679521
Imbalance 10: -0.600563
Imbalance 20: -0.319048
Top bid size: 320
Top ask size: 334
Bid wall score: 0.000727
Ask wall score: 0.000392

Dynamics

Bid depth 5 delta: 14977
Ask depth 5 delta: 85356
Imbalance 5 delta: -0.039348
Bid depth 10 delta: 11862
Ask depth 10 delta: 161234
Imbalance 10 delta: -0.369495
Spread delta: -0.00027
Mid price delta: -0.000195
Wall shift score: 0.039538

Tape

Buy volume: 5082
Sell volume: 16280
Buy/sell delta: -11198
Buy/sell ratio: 0.312162
Avg trade size: 213.62
Large trade count: 10
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: -0.186188

Cross Exchange

Mid avg: 0.05896333
Mid median: 0.058935
Price deviation %: -0.090452
Spread %: 0.432472

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202869
Volume 24h: 274360
Quote volume 24h: 274360
Price change 24h %: -2.609414

Quality

Capture latency ms: 5921
Order book timestamp: 2026-09-22 11:00:37.446000+02:00
Ticker timestamp: 2026-09-22 11:00:38.133000+02:00
Trades timestamp: 2026-09-22 10:56:40.290000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.0588
Best ask: 0.0589
Spread: 0.0001
Spread %: 0.169924
Mid price: 0.05885
Last price: 0.05883
Mark price: 0.05884
Index price: 0.058802

Order Book

Bid depth 5: 136
Ask depth 5: 170
Bid depth 10: 347
Ask depth 10: 322
Bid depth 20: 741
Ask depth 20: 761
Imbalance 5: -0.111111
Imbalance 10: 0.037369
Imbalance 20: -0.013316
Top bid size: 9
Top ask size: 43
Bid wall score: 0.012146
Ask wall score: 0.056505

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 35
Imbalance 5 delta: -0.118464
Bid depth 10 delta: 15
Ask depth 10 delta: 35
Imbalance 10 delta: -0.035329
Spread delta: 0
Mid price delta: -0.00006
Wall shift score: -0.041015

Tape

Buy volume: 157
Sell volume: 182
Buy/sell delta: -25
Buy/sell ratio: 0.862637
Avg trade size: 3.39
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.067946
Return 3: -0.169693
Volume 1: 34
Volume avg 5: 60.2
Momentum 5: -0.237409

Cross Exchange

Mid avg: 0.05898333
Mid median: 0.058935
Price deviation %: -0.226053
Spread %: 0.330602

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15158200
Quote volume 24h: 903115
Price change 24h %: -0.64

Quality

Capture latency ms: 12836
Order book timestamp: 2026-09-22 11:00:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.623000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 20803
gate: 20805
htx: 20642

By Symbol

VELVET/USDT:USDT: 62250

Trained Models

Offline baseline models trained from labeled historical data.

No trained models

Collect and label at least 1000 rows for a horizon before training a basic model.