ML Training | FuturesML

Dataset Training Mode

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

running

Session: Training session 2026-06-22 08:43:45
Started: 2026-06-22 10:43:45.485933+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: 46625
Total labels: 139875
Pending labels: 120392
Labeled snapshots: 19483
Labels with advanced TP/SL: 485
Avg long MFE 30s: -
Avg long MAE 30s: -
Avg short MFE 30s: -
Avg short MAE 30s: -
Long labels: 7700
Short labels: 7386
Flat labels: 4397
Latest snapshot: 2026-06-27 01:52:06.394357+02:00
Recent trades snapshots: 46623
Micro candles: 932400
Avg data quality: 75.9461662198391421
Latest latency: 6527 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 102 of 4663 · 46625 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 23:04:39.252269+02:00	htx	VELVET/USDT:USDT	0.705055	80	6255 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 23:04:21.318716+02:00	gate	VELVET/USDT:USDT	0.71708	68	9620 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 23:04:11.584041+02:00	binance	VELVET/USDT:USDT	0.72025	80	8400 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 23:04:02.984987+02:00	mexc	VELVET/USDT:USDT	0.72015	78	4893 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 23:03:58.012940+02:00	htx	VELVET/USDT:USDT	0.705055	80	5335 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 23:03:41.754423+02:00	gate	VELVET/USDT:USDT	0.719555	68	10310 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 23:03:31.326600+02:00	binance	VELVET/USDT:USDT	0.7167	80	6880 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 23:03:24.280884+02:00	mexc	VELVET/USDT:USDT	0.7185	78	4471 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 23:03:19.744092+02:00	htx	VELVET/USDT:USDT	0.705055	80	5057 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 23:02:53.502651+02:00	gate	VELVET/USDT:USDT	0.71277	68	9950 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.70023
Best ask: 0.70988
Spread: 0.00965
Spread %: 1.368688
Mid price: 0.705055
Last price: 0.70986
Mark price: -
Index price: -

Order Book

Bid depth 5: 1839
Ask depth 5: 800
Bid depth 10: 11233
Ask depth 10: 2553
Bid depth 20: 24604
Ask depth 20: 2568
Imbalance 5: 0.39371
Imbalance 10: 0.629624
Imbalance 20: 0.810982
Top bid size: 42
Top ask size: 62
Bid wall score: 0.001707
Ask wall score: 0.024143

Dynamics

Bid depth 5 delta: -7631
Ask depth 5 delta: -1
Imbalance 5 delta: -0.450317
Bid depth 10 delta: 581
Ask depth 10 delta: -4
Imbalance 10 delta: 0.016785
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.000085

Tape

Buy volume: 1564
Sell volume: 5952
Buy/sell delta: -4388
Buy/sell ratio: 0.262769
Avg trade size: 75.16
Large trade count: 0
Largest trade size: 200

Candle

Return 1: 0
Return 3: 1.375262
Volume 1: 0
Volume avg 5: 46
Momentum 5: 1.375262

Cross Exchange

Mid avg: 0.71563375
Mid median: 0.718615
Price deviation %: -1.478235
Spread %: 2.123293

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 75270
Volume 24h: 175724
Quote volume 24h: 175724
Price change 24h %: 12.346285

Quality

Capture latency ms: 6255
Order book timestamp: 2026-06-26 23:04:37.038000+02:00
Ticker timestamp: 2026-06-26 23:04:37.541000+02:00
Trades timestamp: 2026-06-26 23:03:35.926000+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: 0.71629
Best ask: 0.71787
Spread: 0.00158
Spread %: 0.220338
Mid price: 0.71708
Last price: 0.71955
Mark price: 0.72002
Index price: 0.719998

Order Book

Bid depth 5: 13
Ask depth 5: 18
Bid depth 10: 26
Ask depth 10: 33
Bid depth 20: 69
Ask depth 20: 79
Imbalance 5: -0.16129
Imbalance 10: -0.118644
Imbalance 20: -0.067568
Top bid size: 2
Top ask size: 7
Bid wall score: 0.028986
Ask wall score: 0.088608

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 9
Imbalance 5 delta: -0.304147
Bid depth 10 delta: 0
Ask depth 10 delta: 9
Imbalance 10 delta: -0.158644
Spread delta: -0.00017
Mid price delta: -0.002475
Wall shift score: -0.018467

Tape

Buy volume: 101
Sell volume: 58
Buy/sell delta: 43
Buy/sell ratio: 1.741379
Avg trade size: 1.59
Large trade count: 6
Largest trade size: 12

Candle

Return 1: -0.068052
Return 3: 1.690244
Volume 1: 15
Volume avg 5: 45
Momentum 5: 1.366486

Cross Exchange

Mid avg: 0.7162525
Mid median: 0.7198525
Price deviation %: 0.115532
Spread %: 2.121459

Funding / OI / Volume

Funding rate: 0.000058
Funding delta: 0.000005
Funding abs: 0.000058
Funding pressure: 0.000063
Open interest: -
Volume 24h: 8811900
Quote volume 24h: 5317214
Price change 24h %: 47.59

Quality

Capture latency ms: 9620
Order book timestamp: 2026-06-26 23:04:20+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:27.847000+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: 0.7201
Best ask: 0.7204
Spread: 0.0003
Spread %: 0.041652
Mid price: 0.72025
Last price: 0.7197
Mark price: -
Index price: -

Order Book

Bid depth 5: 1659
Ask depth 5: 1855
Bid depth 10: 11135
Ask depth 10: 4407
Bid depth 20: 22169
Ask depth 20: 10578
Imbalance 5: -0.055777
Imbalance 10: 0.432892
Imbalance 20: 0.353956
Top bid size: 8
Top ask size: 536
Bid wall score: 0.000361
Ask wall score: 0.050671

Dynamics

Bid depth 5 delta: -280
Ask depth 5 delta: 452
Imbalance 5 delta: -0.21616
Bid depth 10 delta: 5318
Ask depth 10 delta: 340
Imbalance 10 delta: 0.255838
Spread delta: -0.0001
Mid price delta: 0.00355
Wall shift score: -0.040023

Tape

Buy volume: 6987
Sell volume: 20886
Buy/sell delta: -13899
Buy/sell ratio: 0.33453
Avg trade size: 278.73
Large trade count: 5
Largest trade size: 2883

Candle

Return 1: -0.373599
Return 3: 1.637493
Volume 1: 29322
Volume avg 5: 172117.2
Momentum 5: 1.422736

Cross Exchange

Mid avg: 0.715365
Mid median: 0.7181275
Price deviation %: 0.682868
Spread %: 2.110112

Funding / OI / Volume

Funding rate: 0.00032922
Funding delta: 0.00000366
Funding abs: 0.00032922
Funding pressure: 0.00033288
Open interest: 26411731
Volume 24h: 161238189
Quote volume 24h: 100319643.42883
Price change 24h %: 47.389

Quality

Capture latency ms: 8400
Order book timestamp: 2026-06-26 23:04:09.449000+02:00
Ticker timestamp: 2026-06-26 23:04:02.035000+02:00
Trades timestamp: 2026-06-26 23:04:10.956000+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: 0.7199
Best ask: 0.7204
Spread: 0.0005
Spread %: 0.06943
Mid price: 0.72015
Last price: 0.7224
Mark price: -
Index price: 0.7198

Order Book

Bid depth 5: 603
Ask depth 5: 717
Bid depth 10: 1442
Ask depth 10: 1596
Bid depth 20: 3134
Ask depth 20: 3952
Imbalance 5: -0.086364
Imbalance 10: -0.050691
Imbalance 20: -0.115439
Top bid size: 6
Top ask size: 332
Bid wall score: 0.001914
Ask wall score: 0.084008

Dynamics

Bid depth 5 delta: -225
Ask depth 5 delta: -260
Imbalance 5 delta: -0.003815
Bid depth 10 delta: -223
Ask depth 10 delta: -733
Imbalance 10 delta: 0.115558
Spread delta: 0.0001
Mid price delta: 0.00165
Wall shift score: -0.085398

Tape

Buy volume: 1367
Sell volume: 3792
Buy/sell delta: -2425
Buy/sell ratio: 0.360496
Avg trade size: 51.59
Large trade count: 4
Largest trade size: 194

Candle

Return 1: -0.276893
Return 3: 1.66549
Volume 1: 62
Volume avg 5: 7326
Momentum 5: 1.308017

Cross Exchange

Mid avg: 0.7149525
Mid median: 0.7176
Price deviation %: 0.726971
Spread %: 2.028107

Funding / OI / Volume

Funding rate: 0.000325
Funding delta: 0
Funding abs: 0.000325
Funding pressure: 0.000325
Open interest: -
Volume 24h: 3747742
Quote volume 24h: 23868700.1892
Price change 24h %: 14.37

Quality

Capture latency ms: 4893
Order book timestamp: 2026-06-26 23:04:01.023000+02:00
Ticker timestamp: 2026-06-26 23:03:58.858000+02:00
Trades timestamp: 2026-06-26 23:04:00.758000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.70023
Best ask: 0.70988
Spread: 0.00965
Spread %: 1.368688
Mid price: 0.705055
Last price: 0.70986
Mark price: -
Index price: -

Order Book

Bid depth 5: 9470
Ask depth 5: 801
Bid depth 10: 10652
Ask depth 10: 2557
Bid depth 20: 23938
Ask depth 20: 2572
Imbalance 5: 0.844027
Imbalance 10: 0.61284
Imbalance 20: 0.80596
Top bid size: 42
Top ask size: 62
Bid wall score: 0.001755
Ask wall score: 0.024106

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -760
Imbalance 5 delta: 0.127047
Bid depth 10 delta: 0
Ask depth 10 delta: 344
Imbalance 10 delta: -0.043126
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.000019

Tape

Buy volume: 1564
Sell volume: 5952
Buy/sell delta: -4388
Buy/sell ratio: 0.262769
Avg trade size: 75.16
Large trade count: 0
Largest trade size: 200

Candle

Return 1: 1.375262
Return 3: 1.375262
Volume 1: 142
Volume avg 5: 78
Momentum 5: 0.001409

Cross Exchange

Mid avg: 0.7149525
Mid median: 0.7176
Price deviation %: -1.384358
Spread %: 2.028107

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 75341
Volume 24h: 175776
Quote volume 24h: 175776
Price change 24h %: 12.346285

Quality

Capture latency ms: 5335
Order book timestamp: 2026-06-26 23:03:56.596000+02:00
Ticker timestamp: 2026-06-26 23:03:56.937000+02:00
Trades timestamp: 2026-06-26 23:03:35.926000+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: 0.71868
Best ask: 0.72043
Spread: 0.00175
Spread %: 0.243206
Mid price: 0.719555
Last price: 0.71722
Mark price: 0.71353
Index price: 0.713213

Order Book

Bid depth 5: 12
Ask depth 5: 9
Bid depth 10: 26
Ask depth 10: 24
Bid depth 20: 74
Ask depth 20: 44
Imbalance 5: 0.142857
Imbalance 10: 0.04
Imbalance 20: 0.254237
Top bid size: 2
Top ask size: 3
Bid wall score: 0.027027
Ask wall score: 0.068182

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -7
Imbalance 5 delta: 0.175115
Bid depth 10 delta: -6
Ask depth 10 delta: -6
Imbalance 10 delta: 0.007742
Spread delta: 0.00017
Mid price delta: 0.006785
Wall shift score: -0.02158

Tape

Buy volume: 128
Sell volume: 95
Buy/sell delta: 33
Buy/sell ratio: 1.347368
Avg trade size: 2.23
Large trade count: 8
Largest trade size: 18

Candle

Return 1: 0.732375
Return 3: 2.015627
Volume 1: 24
Volume avg 5: 45
Momentum 5: 0.63954

Cross Exchange

Mid avg: 0.71325625
Mid median: 0.714735
Price deviation %: 0.883098
Spread %: 1.885017

Funding / OI / Volume

Funding rate: 0.000053
Funding delta: 0.000003
Funding abs: 0.000053
Funding pressure: 0.000056
Open interest: -
Volume 24h: 8807100
Quote volume 24h: 5313763
Price change 24h %: 47.18

Quality

Capture latency ms: 10310
Order book timestamp: 2026-06-26 23:03:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:27.815000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.7165
Best ask: 0.7169
Spread: 0.0004
Spread %: 0.055811
Mid price: 0.7167
Last price: 0.7181
Mark price: -
Index price: -

Order Book

Bid depth 5: 1939
Ask depth 5: 1403
Bid depth 10: 5817
Ask depth 10: 4067
Bid depth 20: 14879
Ask depth 20: 12064
Imbalance 5: 0.160383
Imbalance 10: 0.177054
Imbalance 20: 0.10448
Top bid size: 64
Top ask size: 176
Bid wall score: 0.004301
Ask wall score: 0.014589

Dynamics

Bid depth 5 delta: 100
Ask depth 5 delta: 71
Imbalance 5 delta: 0.000497
Bid depth 10 delta: -3857
Ask depth 10 delta: 111
Imbalance 10 delta: -0.242462
Spread delta: 0.0002
Mid price delta: 0.0026
Wall shift score: -0.006628

Tape

Buy volume: 18567
Sell volume: 12817
Buy/sell delta: 5750
Buy/sell ratio: 1.448623
Avg trade size: 313.84
Large trade count: 6
Largest trade size: 4881

Candle

Return 1: 0.519007
Return 3: 1.286219
Volume 1: 115494
Volume avg 5: 172519.8
Momentum 5: -0.055788

Cross Exchange

Mid avg: 0.71260625
Mid median: 0.713435
Price deviation %: 0.574476
Spread %: 1.886736

Funding / OI / Volume

Funding rate: 0.00032556
Funding delta: 0
Funding abs: 0.00032556
Funding pressure: 0.00032556
Open interest: 26406378
Volume 24h: 161037148
Quote volume 24h: 100174225.28853
Price change 24h %: 47.212

Quality

Capture latency ms: 6880
Order book timestamp: 2026-06-26 23:03:29.169000+02:00
Ticker timestamp: 2026-06-26 23:03:22.055000+02:00
Trades timestamp: 2026-06-26 23:03:29.688000+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: 0.7183
Best ask: 0.7187
Spread: 0.0004
Spread %: 0.055672
Mid price: 0.7185
Last price: 0.716
Mark price: -
Index price: 0.7134

Order Book

Bid depth 5: 828
Ask depth 5: 977
Bid depth 10: 1665
Ask depth 10: 2329
Bid depth 20: 3580
Ask depth 20: 6990
Imbalance 5: -0.082548
Imbalance 10: -0.166249
Imbalance 20: -0.322611
Top bid size: 19
Top ask size: 14
Bid wall score: 0.005307
Ask wall score: 0.002003

Dynamics

Bid depth 5 delta: 27
Ask depth 5 delta: 582
Imbalance 5 delta: -0.422013
Bid depth 10 delta: 98
Ask depth 10 delta: 454
Imbalance 10 delta: -0.076767
Spread delta: -0.0002
Mid price delta: 0.0043
Wall shift score: 0.001237

Tape

Buy volume: 2475
Sell volume: 888
Buy/sell delta: 1587
Buy/sell ratio: 2.787162
Avg trade size: 33.63
Large trade count: 4
Largest trade size: 138

Candle

Return 1: 0.799551
Return 3: 1.568905
Volume 1: 3419
Volume avg 5: 7788.2
Momentum 5: 0.279096

Cross Exchange

Mid avg: 0.71153125
Mid median: 0.713435
Price deviation %: 0.979402
Spread %: 1.285256

Funding / OI / Volume

Funding rate: 0.000325
Funding delta: -0.000009
Funding abs: 0.000325
Funding pressure: 0.000334
Open interest: -
Volume 24h: 3737966
Quote volume 24h: 23798264.9589
Price change 24h %: 13.36

Quality

Capture latency ms: 4471
Order book timestamp: 2026-06-26 23:03:22.485000+02:00
Ticker timestamp: 2026-06-26 23:03:19.736000+02:00
Trades timestamp: 2026-06-26 23:03:22.932000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.70023
Best ask: 0.70988
Spread: 0.00965
Spread %: 1.368688
Mid price: 0.705055
Last price: 0.70023
Mark price: -
Index price: -

Order Book

Bid depth 5: 9470
Ask depth 5: 1561
Bid depth 10: 10652
Ask depth 10: 2213
Bid depth 20: 23938
Ask depth 20: 2574
Imbalance 5: 0.716979
Imbalance 10: 0.655966
Imbalance 20: 0.805824
Top bid size: 42
Top ask size: 62
Bid wall score: 0.001755
Ask wall score: 0.024087

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 817
Imbalance 5 delta: -0.137338
Bid depth 10 delta: 0
Ask depth 10 delta: 671
Imbalance 10 delta: -0.091123
Spread delta: 0.00081
Mid price delta: 0.000405
Wall shift score: -0.008184

Tape

Buy volume: 1564
Sell volume: 5968
Buy/sell delta: -4404
Buy/sell ratio: 0.262064
Avg trade size: 75.32
Large trade count: 0
Largest trade size: 200

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 49.6
Momentum 5: -1.355216

Cross Exchange

Mid avg: 0.71143
Mid median: 0.713435
Price deviation %: -0.896083
Spread %: 1.342367

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 75341
Volume 24h: 175634
Quote volume 24h: 175634
Price change 24h %: 10.822189

Quality

Capture latency ms: 5057
Order book timestamp: 2026-06-26 23:03:18.196000+02:00
Ticker timestamp: 2026-06-26 23:03:18.551000+02:00
Trades timestamp: 2026-06-26 23:00:53.966000+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: 0.71198
Best ask: 0.71356
Spread: 0.00158
Spread %: 0.22167
Mid price: 0.71277
Last price: 0.71548
Mark price: 0.71125
Index price: 0.711228

Order Book

Bid depth 5: 15
Ask depth 5: 16
Bid depth 10: 32
Ask depth 10: 30
Bid depth 20: 59
Ask depth 20: 71
Imbalance 5: -0.032258
Imbalance 10: 0.032258
Imbalance 20: -0.092308
Top bid size: 3
Top ask size: 5
Bid wall score: 0.050847
Ask wall score: 0.070423

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -3
Imbalance 5 delta: -0.032258
Bid depth 10 delta: -1
Ask depth 10 delta: -2
Imbalance 10 delta: 0.016873
Spread delta: 0.00013
Mid price delta: 0.006025
Wall shift score: 0.034448

Tape

Buy volume: 158
Sell volume: 155
Buy/sell delta: 3
Buy/sell ratio: 1.019355
Avg trade size: 3.13
Large trade count: 12
Largest trade size: 18

Candle

Return 1: 1.115053
Return 3: 0.793125
Volume 1: 39
Volume avg 5: 59.6
Momentum 5: -0.299597

Cross Exchange

Mid avg: 0.70992375
Mid median: 0.7104225
Price deviation %: 0.400923
Spread %: 1.345215

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8806700
Quote volume 24h: 5313477
Price change 24h %: 46.62

Quality

Capture latency ms: 9950
Order book timestamp: 2026-06-26 23:02:52+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:27.754000+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: 11679
gate: 11679
htx: 11590
mexc: 11677

By Symbol

VELVET/USDT:USDT: 46625

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.