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: 7388
Total labels: 22164
Pending labels: 2681
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: 2026-06-22 11:27:52.198500+02:00
Recent trades snapshots: 7387
Micro candles: 147760
Avg data quality: 75.5739036275040606
Latest latency: 6175 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 14 of 739 · 7388 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-22 11:06:12.150820+02:00	htx	VELVET/USDT:USDT	0.452115	80	7163 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 11:05:52.706531+02:00	gate	VELVET/USDT:USDT	0.459765	68	10233 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 11:05:42.356376+02:00	binance	VELVET/USDT:USDT	0.4599	80	6343 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 11:05:35.872522+02:00	mexc	VELVET/USDT:USDT	0.46295	78	4506 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 11:05:31.264377+02:00	htx	VELVET/USDT:USDT	0.45661	80	5920 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 11:05:11.266340+02:00	gate	VELVET/USDT:USDT	0.46166	68	11975 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 11:04:59.186433+02:00	binance	VELVET/USDT:USDT	0.46185	80	6406 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 11:04:52.661335+02:00	mexc	VELVET/USDT:USDT	0.46125	78	4448 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 11:04:48.140930+02:00	htx	VELVET/USDT:USDT	0.452835	90	4238 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 11:04:33.078750+02:00	gate	VELVET/USDT:USDT	0.45945	68	9980 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.44247
Best ask: 0.46176
Spread: 0.01929
Spread %: 4.266614
Mid price: 0.452115
Last price: 0.46085
Mark price: -
Index price: -

Order Book

Bid depth 5: 2846
Ask depth 5: 1345
Bid depth 10: 22042
Ask depth 10: 2883
Bid depth 20: 27285
Ask depth 20: 3896
Imbalance 5: 0.358148
Imbalance 10: 0.768666
Imbalance 20: 0.750104
Top bid size: 247
Top ask size: 541
Bid wall score: 0.009053
Ask wall score: 0.13886

Dynamics

Bid depth 5 delta: 1630
Ask depth 5 delta: -38
Imbalance 5 delta: 0.422404
Bid depth 10 delta: 825
Ask depth 10 delta: -335
Imbalance 10 delta: 0.032059
Spread delta: 0.00785
Mid price delta: -0.004495
Wall shift score: -0.129836

Tape

Buy volume: 4926
Sell volume: 9170
Buy/sell delta: -4244
Buy/sell ratio: 0.537186
Avg trade size: 140.96
Large trade count: 4
Largest trade size: 1124

Candle

Return 1: 0.800542
Return 3: 0.800542
Volume 1: 220
Volume avg 5: 55.2
Momentum 5: 0.416176

Cross Exchange

Mid avg: 0.45980625
Mid median: 0.4598325
Price deviation %: -1.672715
Spread %: 1.378842

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74408
Volume 24h: 123834
Quote volume 24h: 123834
Price change 24h %: -10.488492

Quality

Capture latency ms: 7163
Order book timestamp: 2026-06-22 11:06:09.697000+02:00
Ticker timestamp: 2026-06-22 11:06:09.976000+02:00
Trades timestamp: 2026-06-22 11:06:01.364000+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: 0.45936
Best ask: 0.46017
Spread: 0.00081
Spread %: 0.176177
Mid price: 0.459765
Last price: 0.46012
Mark price: 0.45998
Index price: 0.459973

Order Book

Bid depth 5: 18
Ask depth 5: 13
Bid depth 10: 29
Ask depth 10: 25
Bid depth 20: 56
Ask depth 20: 52
Imbalance 5: 0.16129
Imbalance 10: 0.074074
Imbalance 20: 0.037037
Top bid size: 3
Top ask size: 1
Bid wall score: 0.053571
Ask wall score: 0.019231

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: 0
Imbalance 5 delta: 0.16129
Bid depth 10 delta: 7
Ask depth 10 delta: 2
Imbalance 10 delta: 0.096296
Spread delta: 0.00021
Mid price delta: -0.001895
Wall shift score: 0.049227

Tape

Buy volume: 60
Sell volume: 151
Buy/sell delta: -91
Buy/sell ratio: 0.397351
Avg trade size: 2.11
Large trade count: 4
Largest trade size: 18

Candle

Return 1: 0.034786
Return 3: 0.108786
Volume 1: 46
Volume avg 5: 12.6
Momentum 5: 0.69373

Cross Exchange

Mid avg: 0.46028
Mid median: 0.46078
Price deviation %: -0.111888
Spread %: 1.377422

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2521100
Quote volume 24h: 1226688
Price change 24h %: -1.92

Quality

Capture latency ms: 10233
Order book timestamp: 2026-06-22 11:05:51+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:01:59.140000+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: 0.4598
Best ask: 0.46
Spread: 0.0002
Spread %: 0.043488
Mid price: 0.4599
Last price: 0.4632
Mark price: -
Index price: -

Order Book

Bid depth 5: 2405
Ask depth 5: 3543
Bid depth 10: 14076
Ask depth 10: 10788
Bid depth 20: 24926
Ask depth 20: 24338
Imbalance 5: -0.191325
Imbalance 10: 0.132239
Imbalance 20: 0.011936
Top bid size: 149
Top ask size: 1947
Bid wall score: 0.005978
Ask wall score: 0.079998

Dynamics

Bid depth 5 delta: -1997
Ask depth 5 delta: -1900
Imbalance 5 delta: -0.085586
Bid depth 10 delta: -556
Ask depth 10 delta: -5860
Imbalance 10 delta: 0.19669
Spread delta: 0.0001
Mid price delta: -0.00195
Wall shift score: -0.073148

Tape

Buy volume: 20197
Sell volume: 50154
Buy/sell delta: -29957
Buy/sell ratio: 0.4027
Avg trade size: 703.51
Large trade count: 4
Largest trade size: 8877

Candle

Return 1: 0.346395
Return 3: 0.76087
Volume 1: 47398
Volume avg 5: 45291.8
Momentum 5: 1.289336

Cross Exchange

Mid avg: 0.4607675
Mid median: 0.461755
Price deviation %: -0.188273
Spread %: 1.375965

Funding / OI / Volume

Funding rate: 0.00010038
Funding delta: -0.00000066
Funding abs: 0.00010038
Funding pressure: 0.00010104
Open interest: 27026720
Volume 24h: 68577504
Quote volume 24h: 33318862.52256
Price change 24h %: -1.927

Quality

Capture latency ms: 6343
Order book timestamp: 2026-06-22 11:05:40.122000+02:00
Ticker timestamp: 2026-06-22 11:05:35.581000+02:00
Trades timestamp: 2026-06-22 11:05:41.732000+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: 0.4629
Best ask: 0.463
Spread: 0.0001
Spread %: 0.021601
Mid price: 0.46295
Last price: 0.4629
Mark price: -
Index price: 0.4614

Order Book

Bid depth 5: 2891
Ask depth 5: 2635
Bid depth 10: 5179
Ask depth 10: 8858
Bid depth 20: 10313
Ask depth 20: 22866
Imbalance 5: 0.046326
Imbalance 10: -0.262093
Imbalance 20: -0.378342
Top bid size: 409
Top ask size: 2160
Bid wall score: 0.039659
Ask wall score: 0.094463

Dynamics

Bid depth 5 delta: 760
Ask depth 5 delta: -280
Imbalance 5 delta: 0.201697
Bid depth 10 delta: -268
Ask depth 10 delta: 1993
Imbalance 10 delta: -0.146921
Spread delta: 0
Mid price delta: 0.0017
Wall shift score: -0.0535

Tape

Buy volume: 1990
Sell volume: 1292
Buy/sell delta: 698
Buy/sell ratio: 1.540248
Avg trade size: 32.82
Large trade count: 6
Largest trade size: 363

Candle

Return 1: 0.194974
Return 3: 0.477949
Volume 1: 650
Volume avg 5: 480.2
Momentum 5: 1.026649

Cross Exchange

Mid avg: 0.4603425
Mid median: 0.461455
Price deviation %: 0.566426
Spread %: 1.138283

Funding / OI / Volume

Funding rate: 0.000101
Funding delta: 0.000005
Funding abs: 0.000101
Funding pressure: 0.000106
Open interest: -
Volume 24h: 1982841
Quote volume 24h: 9613129.161
Price change 24h %: -10.01

Quality

Capture latency ms: 4506
Order book timestamp: 2026-06-22 11:05:34.181000+02:00
Ticker timestamp: 2026-06-22 11:05:33.795000+02:00
Trades timestamp: 2026-06-22 11:05:34.663000+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: 0.45089
Best ask: 0.46233
Spread: 0.01144
Spread %: 2.50542
Mid price: 0.45661
Last price: 0.45719
Mark price: -
Index price: -

Order Book

Bid depth 5: 1216
Ask depth 5: 1383
Bid depth 10: 21217
Ask depth 10: 3218
Bid depth 20: 58634
Ask depth 20: 45769
Imbalance 5: -0.064255
Imbalance 10: 0.736607
Imbalance 20: 0.123224
Top bid size: 17
Top ask size: 12
Bid wall score: 0.00029
Ask wall score: 0.000262

Dynamics

Bid depth 5 delta: 434
Ask depth 5 delta: -108
Imbalance 5 delta: 0.247667
Bid depth 10 delta: 18136
Ask depth 10 delta: 366
Imbalance 10 delta: 0.69801
Spread delta: 0.00269
Mid price delta: 0.003775
Wall shift score: 0.00019

Tape

Buy volume: 4926
Sell volume: 8986
Buy/sell delta: -4060
Buy/sell ratio: 0.548186
Avg trade size: 139.12
Large trade count: 4
Largest trade size: 1124

Candle

Return 1: 0
Return 3: -0.381313
Volume 1: 0
Volume avg 5: 307.2
Momentum 5: 3.781808

Cross Exchange

Mid avg: 0.45939875
Mid median: 0.461455
Price deviation %: -0.607043
Spread %: 1.962348

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74408
Volume 24h: 123614
Quote volume 24h: 123614
Price change 24h %: -11.199378

Quality

Capture latency ms: 5920
Order book timestamp: 2026-06-22 11:05:29.739000+02:00
Ticker timestamp: 2026-06-22 11:05:30.050000+02:00
Trades timestamp: 2026-06-22 11:03:20.568000+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: 0.46136
Best ask: 0.46196
Spread: 0.0006
Spread %: 0.129966
Mid price: 0.46166
Last price: 0.45996
Mark price: 0.46084
Index price: 0.46106

Order Book

Bid depth 5: 13
Ask depth 5: 13
Bid depth 10: 22
Ask depth 10: 23
Bid depth 20: 49
Ask depth 20: 85
Imbalance 5: 0
Imbalance 10: -0.022222
Imbalance 20: -0.268657
Top bid size: 1
Top ask size: 3
Bid wall score: 0.020408
Ask wall score: 0.035294

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 2
Imbalance 5 delta: -0.12
Bid depth 10 delta: -4
Ask depth 10 delta: 3
Imbalance 10 delta: -0.152657
Spread delta: -0.00018
Mid price delta: 0.00221
Wall shift score: -0.025524

Tape

Buy volume: 90
Sell volume: 143
Buy/sell delta: -53
Buy/sell ratio: 0.629371
Avg trade size: 2.33
Large trade count: 6
Largest trade size: 19

Candle

Return 1: 0
Return 3: 0.073974
Volume 1: 0
Volume avg 5: 3.4
Momentum 5: 0.658715

Cross Exchange

Mid avg: 0.45884625
Mid median: 0.46035
Price deviation %: 0.613223
Spread %: 1.96471

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2520300
Quote volume 24h: 1226319
Price change 24h %: -1.95

Quality

Capture latency ms: 11975
Order book timestamp: 2026-06-22 11:05:10+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:01:59.041000+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: 0.4618
Best ask: 0.4619
Spread: 0.0001
Spread %: 0.021652
Mid price: 0.46185
Last price: 0.4611
Mark price: -
Index price: -

Order Book

Bid depth 5: 4402
Ask depth 5: 5443
Bid depth 10: 14632
Ask depth 10: 16648
Bid depth 20: 33187
Ask depth 20: 54325
Imbalance 5: -0.105739
Imbalance 10: -0.06445
Imbalance 20: -0.241544
Top bid size: 260
Top ask size: 473
Bid wall score: 0.007834
Ask wall score: 0.008707

Dynamics

Bid depth 5 delta: 989
Ask depth 5 delta: -591
Imbalance 5 delta: 0.171704
Bid depth 10 delta: 2588
Ask depth 10 delta: -9120
Imbalance 10 delta: 0.298503
Spread delta: 0
Mid price delta: 0.0018
Wall shift score: -0.006777

Tape

Buy volume: 34760
Sell volume: 8172
Buy/sell delta: 26588
Buy/sell ratio: 4.253549
Avg trade size: 429.32
Large trade count: 8
Largest trade size: 5726

Candle

Return 1: 0.478573
Return 3: 0.697624
Volume 1: 42465
Volume avg 5: 52295.6
Momentum 5: 0.566079

Cross Exchange

Mid avg: 0.45839625
Mid median: 0.45975
Price deviation %: 0.753442
Spread %: 1.835748

Funding / OI / Volume

Funding rate: 0.00010104
Funding delta: 0
Funding abs: 0.00010104
Funding pressure: 0.00010104
Open interest: 27032047
Volume 24h: 68622546
Quote volume 24h: 33340764.04622
Price change 24h %: -3.09

Quality

Capture latency ms: 6406
Order book timestamp: 2026-06-22 11:04:57.055000+02:00
Ticker timestamp: 2026-06-22 11:04:50.524000+02:00
Trades timestamp: 2026-06-22 11:04:58.338000+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: 0.4612
Best ask: 0.4613
Spread: 0.0001
Spread %: 0.02168
Mid price: 0.46125
Last price: 0.4607
Mark price: -
Index price: 0.4594

Order Book

Bid depth 5: 2131
Ask depth 5: 2915
Bid depth 10: 5447
Ask depth 10: 6865
Bid depth 20: 10607
Ask depth 20: 16286
Imbalance 5: -0.155371
Imbalance 10: -0.115172
Imbalance 20: -0.21117
Top bid size: 7
Top ask size: 32
Bid wall score: 0.00066
Ask wall score: 0.001965

Dynamics

Bid depth 5 delta: 841
Ask depth 5 delta: 1377
Imbalance 5 delta: -0.067676
Bid depth 10 delta: 1811
Ask depth 10 delta: 1867
Imbalance 10 delta: 0.042576
Spread delta: 0
Mid price delta: 0.0015
Wall shift score: -0.006263

Tape

Buy volume: 1392
Sell volume: 1695
Buy/sell delta: -303
Buy/sell ratio: 0.821239
Avg trade size: 30.87
Large trade count: 6
Largest trade size: 252

Candle

Return 1: 0.304679
Return 3: 0.479616
Volume 1: 254
Volume avg 5: 420.2
Momentum 5: 0.370209

Cross Exchange

Mid avg: 0.45802125
Mid median: 0.4596
Price deviation %: 0.704935
Spread %: 1.575254

Funding / OI / Volume

Funding rate: 0.000096
Funding delta: 0
Funding abs: 0.000096
Funding pressure: 0.000096
Open interest: -
Volume 24h: 1982250
Quote volume 24h: 9610396.913
Price change 24h %: -10.43

Quality

Capture latency ms: 4448
Order book timestamp: 2026-06-22 11:04:50.773000+02:00
Ticker timestamp: 2026-06-22 11:04:48.865000+02:00
Trades timestamp: 2026-06-22 11:04:50.034000+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: 0.44846
Best ask: 0.45721
Spread: 0.00875
Spread %: 1.932271
Mid price: 0.452835
Last price: 0.45719
Mark price: -
Index price: -

Order Book

Bid depth 5: 782
Ask depth 5: 1491
Bid depth 10: 3081
Ask depth 10: 2852
Bid depth 20: 58205
Ask depth 20: 46259
Imbalance 5: -0.311923
Imbalance 10: 0.038598
Imbalance 20: 0.114355
Top bid size: 22
Top ask size: 25
Bid wall score: 0.000378
Ask wall score: 0.00054

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -6
Imbalance 5 delta: 0.001235
Bid depth 10 delta: -17192
Ask depth 10 delta: -5
Imbalance 10 delta: -0.714364
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.000003

Tape

Buy volume: 4926
Sell volume: 8986
Buy/sell delta: -4060
Buy/sell ratio: 0.548186
Avg trade size: 139.12
Large trade count: 4
Largest trade size: 1124

Candle

Return 1: 0
Return 3: -0.381313
Volume 1: 0
Volume avg 5: 360
Momentum 5: -0.416031

Cross Exchange

Mid avg: 0.45802125
Mid median: 0.4596
Price deviation %: -1.132316
Spread %: 1.575254

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74408
Volume 24h: 123830
Quote volume 24h: 123830
Price change 24h %: -11.199378

Quality

Capture latency ms: 4238
Order book timestamp: 2026-06-22 11:04:46.739000+02:00
Ticker timestamp: 2026-06-22 11:04:47.094000+02:00
Trades timestamp: 2026-06-22 11:03:20.568000+02:00
Data quality score: 90
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: 0.45906
Best ask: 0.45984
Spread: 0.00078
Spread %: 0.169768
Mid price: 0.45945
Last price: 0.45996
Mark price: 0.45952
Index price: 0.459507

Order Book

Bid depth 5: 14
Ask depth 5: 11
Bid depth 10: 26
Ask depth 10: 20
Bid depth 20: 47
Ask depth 20: 94
Imbalance 5: 0.12
Imbalance 10: 0.130435
Imbalance 20: -0.333333
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021277
Ask wall score: 0.010638

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 1
Imbalance 5 delta: 0.029091
Bid depth 10 delta: -4
Ask depth 10 delta: 2
Imbalance 10 delta: -0.119565
Spread delta: -0.00001
Mid price delta: 0.000785
Wall shift score: 0.007392

Tape

Buy volume: 90
Sell volume: 143
Buy/sell delta: -53
Buy/sell ratio: 0.629371
Avg trade size: 2.33
Large trade count: 6
Largest trade size: 19

Candle

Return 1: 0.073974
Return 3: 0.401641
Volume 1: 10
Volume avg 5: 17.4
Momentum 5: 0.493773

Cross Exchange

Mid avg: 0.457825
Mid median: 0.4592075
Price deviation %: 0.354939
Spread %: 1.57593

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2520300
Quote volume 24h: 1226319
Price change 24h %: -2.47

Quality

Capture latency ms: 9980
Order book timestamp: 2026-06-22 11:04:32+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:01:59.041000+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: 1852
gate: 1850
htx: 1837
mexc: 1849

By Symbol

VELVET/USDT:USDT: 7388

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.