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: 8235
Total labels: 24705
Pending labels: 5222
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 13:54:15.859082+02:00
Recent trades snapshots: 8234
Micro candles: 164700
Avg data quality: 75.6437158469945355
Latest latency: 10618 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 16 of 824 · 8235 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-22 13:28:57.625780+02:00	mexc	VELVET/USDT:USDT	0.44725	68	5117 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 13:28:52.376204+02:00	htx	VELVET/USDT:USDT	0.442015	80	12959 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 13:28:28.061438+02:00	gate	VELVET/USDT:USDT	0.446775	68	9983 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 13:28:17.969508+02:00	binance	VELVET/USDT:USDT	0.4473	80	7354 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 13:28:10.497985+02:00	mexc	VELVET/USDT:USDT	0.4473	78	4565 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 13:28:05.864475+02:00	htx	VELVET/USDT:USDT	0.44209	90	3900 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 13:27:49.997877+02:00	gate	VELVET/USDT:USDT	0.447085	68	10578 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 13:27:39.298167+02:00	binance	VELVET/USDT:USDT	0.44775	80	6185 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 13:27:33.009720+02:00	mexc	VELVET/USDT:USDT	0.44775	78	4674 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 13:27:28.275663+02:00	htx	VELVET/USDT:USDT	0.4426	80	6593 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4471
Best ask: 0.4474
Spread: 0.0003
Spread %: 0.067077
Mid price: 0.44725
Last price: 0.4474
Mark price: -
Index price: 0.4474

Order Book

Bid depth 5: 2123
Ask depth 5: 2428
Bid depth 10: 5244
Ask depth 10: 4686
Bid depth 20: 13369
Ask depth 20: 8916
Imbalance 5: -0.067018
Imbalance 10: 0.056193
Imbalance 20: 0.199821
Top bid size: 50
Top ask size: 293
Bid wall score: 0.00374
Ask wall score: 0.032862

Dynamics

Bid depth 5 delta: 437
Ask depth 5 delta: 27
Imbalance 5 delta: 0.107927
Bid depth 10 delta: -1763
Ask depth 10 delta: 93
Imbalance 10 delta: -0.15191
Spread delta: 0.0001
Mid price delta: -0.00005
Wall shift score: -0.015052

Tape

Buy volume: 1404
Sell volume: 2328
Buy/sell delta: -924
Buy/sell ratio: 0.603093
Avg trade size: 37.32
Large trade count: 7
Largest trade size: 674

Candle

Return 1: -0.15632
Return 3: -0.688583
Volume 1: 13
Volume avg 5: 231.4
Momentum 5: 0

Cross Exchange

Mid avg: 0.4458475
Mid median: 0.4470375
Price deviation %: 0.314569
Spread %: 1.185383

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2038257
Quote volume 24h: 9812958.559
Price change 24h %: -13.02

Quality

Capture latency ms: 5117
Order book timestamp: 2026-06-22 13:28:56.082000+02:00
Ticker timestamp: 2026-06-22 13:28:53.987000+02:00
Trades timestamp: 2026-06-22 13:28:54.287000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.43569
Best ask: 0.44834
Spread: 0.01265
Spread %: 2.861894
Mid price: 0.442015
Last price: 0.44845
Mark price: -
Index price: -

Order Book

Bid depth 5: 3504
Ask depth 5: 2704
Bid depth 10: 23958
Ask depth 10: 3379
Bid depth 20: 65280
Ask depth 20: 46737
Imbalance 5: 0.128866
Imbalance 10: 0.752789
Imbalance 20: 0.165537
Top bid size: 19
Top ask size: 344
Bid wall score: 0.000291
Ask wall score: 0.00736

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: 609
Imbalance 5 delta: -0.122117
Bid depth 10 delta: 18617
Ask depth 10 delta: 34
Imbalance 10 delta: 0.522994
Spread delta: 0.00003
Mid price delta: -0.000075
Wall shift score: -0.000017

Tape

Buy volume: 6436
Sell volume: 11738
Buy/sell delta: -5302
Buy/sell ratio: 0.548305
Avg trade size: 181.74
Large trade count: 3
Largest trade size: 1146

Candle

Return 1: 0
Return 3: 0.133973
Volume 1: 0
Volume avg 5: 89.6
Momentum 5: 0.11162

Cross Exchange

Mid avg: 0.44586625
Mid median: 0.4470375
Price deviation %: -0.863768
Spread %: 1.168512

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74883
Volume 24h: 127346
Quote volume 24h: 127346
Price change 24h %: -12.89696

Quality

Capture latency ms: 12959
Order book timestamp: 2026-06-22 13:28:50.397000+02:00
Ticker timestamp: 2026-06-22 13:28:50.811000+02:00
Trades timestamp: 2026-06-22 13:26:45.247000+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: 0.44654
Best ask: 0.44701
Spread: 0.00047
Spread %: 0.105198
Mid price: 0.446775
Last price: 0.44707
Mark price: 0.44704
Index price: 0.447628

Order Book

Bid depth 5: 15
Ask depth 5: 7
Bid depth 10: 26
Ask depth 10: 19
Bid depth 20: 101
Ask depth 20: 46
Imbalance 5: 0.363636
Imbalance 10: 0.155556
Imbalance 20: 0.37415
Top bid size: 1
Top ask size: 1
Bid wall score: 0.009901
Ask wall score: 0.021739

Dynamics

Bid depth 5 delta: 7
Ask depth 5 delta: -3
Imbalance 5 delta: 0.474747
Bid depth 10 delta: 11
Ask depth 10 delta: -4
Imbalance 10 delta: 0.366082
Spread delta: 0.00016
Mid price delta: -0.00031
Wall shift score: -0.0032

Tape

Buy volume: 41
Sell volume: 131
Buy/sell delta: -90
Buy/sell ratio: 0.312977
Avg trade size: 1.72
Large trade count: 3
Largest trade size: 24

Candle

Return 1: -0.049185
Return 3: -0.624611
Volume 1: 4
Volume avg 5: 13.4
Momentum 5: -0.026834

Cross Exchange

Mid avg: 0.44594375
Mid median: 0.4471925
Price deviation %: 0.186402
Spread %: 1.168309

Funding / OI / Volume

Funding rate: -0.000173
Funding delta: -0.000006
Funding abs: 0.000173
Funding pressure: 0.000179
Open interest: -
Volume 24h: 2931800
Quote volume 24h: 1404977
Price change 24h %: -2.69

Quality

Capture latency ms: 9983
Order book timestamp: 2026-06-22 13:28:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:07.700000+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: 0.4472
Best ask: 0.4474
Spread: 0.0002
Spread %: 0.044713
Mid price: 0.4473
Last price: 0.4473
Mark price: -
Index price: -

Order Book

Bid depth 5: 3858
Ask depth 5: 6826
Bid depth 10: 15414
Ask depth 10: 13834
Bid depth 20: 45860
Ask depth 20: 28695
Imbalance 5: -0.277799
Imbalance 10: 0.054021
Imbalance 20: 0.230233
Top bid size: 50
Top ask size: 753
Bid wall score: 0.00109
Ask wall score: 0.026242

Dynamics

Bid depth 5 delta: 377
Ask depth 5 delta: 2039
Imbalance 5 delta: -0.11984
Bid depth 10 delta: -2538
Ask depth 10 delta: 3290
Imbalance 10 delta: -0.205946
Spread delta: 0.0001
Mid price delta: -0.00045
Wall shift score: -0.046068

Tape

Buy volume: 9200
Sell volume: 8959
Buy/sell delta: 241
Buy/sell ratio: 1.0269
Avg trade size: 181.59
Large trade count: 10
Largest trade size: 1623

Candle

Return 1: -0.067054
Return 3: -0.688583
Volume 1: 4372
Volume avg 5: 35008.8
Momentum 5: -0.044713

Cross Exchange

Mid avg: 0.44605625
Mid median: 0.4471925
Price deviation %: 0.278833
Spread %: 1.268898

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 26695234
Volume 24h: 73505360
Quote volume 24h: 35379657.23974
Price change 24h %: -2.782

Quality

Capture latency ms: 7354
Order book timestamp: 2026-06-22 13:28:15.774000+02:00
Ticker timestamp: 2026-06-22 13:28:09.080000+02:00
Trades timestamp: 2026-06-22 13:28:16.962000+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: 0.4472
Best ask: 0.4474
Spread: 0.0002
Spread %: 0.044713
Mid price: 0.4473
Last price: 0.4476
Mark price: -
Index price: 0.4475

Order Book

Bid depth 5: 1686
Ask depth 5: 2401
Bid depth 10: 7007
Ask depth 10: 4593
Bid depth 20: 17057
Ask depth 20: 10291
Imbalance 5: -0.174945
Imbalance 10: 0.208103
Imbalance 20: 0.247404
Top bid size: 60
Top ask size: 181
Bid wall score: 0.003518
Ask wall score: 0.017588

Dynamics

Bid depth 5 delta: 725
Ask depth 5 delta: -203
Imbalance 5 delta: 0.285925
Bid depth 10 delta: 921
Ask depth 10 delta: 32
Imbalance 10 delta: 0.064871
Spread delta: 0.0001
Mid price delta: -0.00045
Wall shift score: -0.011411

Tape

Buy volume: 1424
Sell volume: 2487
Buy/sell delta: -1063
Buy/sell ratio: 0.572577
Avg trade size: 39.11
Large trade count: 8
Largest trade size: 674

Candle

Return 1: -0.044663
Return 3: -0.577521
Volume 1: 2
Volume avg 5: 229.2
Momentum 5: 0.111832

Cross Exchange

Mid avg: 0.44616875
Mid median: 0.4474175
Price deviation %: 0.253548
Spread %: 1.268578

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2038249
Quote volume 24h: 9812922.323
Price change 24h %: -12.98

Quality

Capture latency ms: 4565
Order book timestamp: 2026-06-22 13:28:08.889000+02:00
Ticker timestamp: 2026-06-22 13:28:05.859000+02:00
Trades timestamp: 2026-06-22 13:28:05.288000+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: 0.43578
Best ask: 0.4484
Spread: 0.01262
Spread %: 2.854622
Mid price: 0.44209
Last price: 0.44845
Mark price: -
Index price: -

Order Book

Bid depth 5: 3499
Ask depth 5: 2095
Bid depth 10: 5341
Ask depth 10: 3345
Bid depth 20: 52557
Ask depth 20: 46880
Imbalance 5: 0.250983
Imbalance 10: 0.229795
Imbalance 20: 0.057091
Top bid size: 15
Top ask size: 344
Bid wall score: 0.000285
Ask wall score: 0.007338

Dynamics

Bid depth 5 delta: 2293
Ask depth 5 delta: 8
Imbalance 5 delta: 0.51852
Bid depth 10 delta: -18390
Ask depth 10 delta: -143
Imbalance 10 delta: -0.513913
Spread delta: -0.00004
Mid price delta: -0.00051
Wall shift score: 0.004463

Tape

Buy volume: 6436
Sell volume: 11738
Buy/sell delta: -5302
Buy/sell ratio: 0.548305
Avg trade size: 181.74
Large trade count: 3
Largest trade size: 1146

Candle

Return 1: 0
Return 3: 0.133973
Volume 1: 0
Volume avg 5: 89.6
Momentum 5: 0.11162

Cross Exchange

Mid avg: 0.44629625
Mid median: 0.4474175
Price deviation %: -0.942479
Spread %: 1.153942

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74995
Volume 24h: 127346
Quote volume 24h: 127346
Price change 24h %: -12.89696

Quality

Capture latency ms: 3900
Order book timestamp: 2026-06-22 13:28:04.439000+02:00
Ticker timestamp: 2026-06-22 13:28:04.808000+02:00
Trades timestamp: 2026-06-22 13:26:45.247000+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: 0.44693
Best ask: 0.44724
Spread: 0.00031
Spread %: 0.069338
Mid price: 0.447085
Last price: 0.44729
Mark price: 0.44741
Index price: 0.447892

Order Book

Bid depth 5: 8
Ask depth 5: 10
Bid depth 10: 15
Ask depth 10: 23
Bid depth 20: 82
Ask depth 20: 48
Imbalance 5: -0.111111
Imbalance 10: -0.210526
Imbalance 20: 0.261538
Top bid size: 1
Top ask size: 1
Bid wall score: 0.012195
Ask wall score: 0.020833

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -7
Imbalance 5 delta: 0.36715
Bid depth 10 delta: -6
Ask depth 10 delta: -4
Imbalance 10 delta: -0.085526
Spread delta: -0.00004
Mid price delta: -0.00028
Wall shift score: -0.011253

Tape

Buy volume: 38
Sell volume: 132
Buy/sell delta: -94
Buy/sell ratio: 0.287879
Avg trade size: 1.7
Large trade count: 3
Largest trade size: 24

Candle

Return 1: -0.049161
Return 3: -0.343114
Volume 1: 6
Volume avg 5: 13.4
Momentum 5: -0.107198

Cross Exchange

Mid avg: 0.44636625
Mid median: 0.4475575
Price deviation %: 0.161022
Spread %: 1.153761

Funding / OI / Volume

Funding rate: -0.000167
Funding delta: 0
Funding abs: 0.000167
Funding pressure: 0.000167
Open interest: -
Volume 24h: 2931700
Quote volume 24h: 1404932
Price change 24h %: -2.64

Quality

Capture latency ms: 10578
Order book timestamp: 2026-06-22 13:27:48+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:07.624000+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: 0.4477
Best ask: 0.4478
Spread: 0.0001
Spread %: 0.022334
Mid price: 0.44775
Last price: 0.4479
Mark price: -
Index price: -

Order Book

Bid depth 5: 3481
Ask depth 5: 4787
Bid depth 10: 17952
Ask depth 10: 10544
Bid depth 20: 38285
Ask depth 20: 25037
Imbalance 5: -0.157958
Imbalance 10: 0.259966
Imbalance 20: 0.209216
Top bid size: 917
Top ask size: 76
Bid wall score: 0.023952
Ask wall score: 0.003036

Dynamics

Bid depth 5 delta: -1241
Ask depth 5 delta: 1106
Imbalance 5 delta: -0.281843
Bid depth 10 delta: 3028
Ask depth 10 delta: -3011
Imbalance 10 delta: 0.211896
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: 0.02202

Tape

Buy volume: 8411
Sell volume: 9140
Buy/sell delta: -729
Buy/sell ratio: 0.920241
Avg trade size: 175.51
Large trade count: 10
Largest trade size: 1995

Candle

Return 1: -0.066949
Return 3: -0.621394
Volume 1: 6273
Volume avg 5: 35642.2
Momentum 5: -0.133809

Cross Exchange

Mid avg: 0.44651625
Mid median: 0.4475575
Price deviation %: 0.276306
Spread %: 1.287747

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 26694430
Volume 24h: 73512088
Quote volume 24h: 35382858.03294
Price change 24h %: -2.376

Quality

Capture latency ms: 6185
Order book timestamp: 2026-06-22 13:27:37.080000+02:00
Ticker timestamp: 2026-06-22 13:27:26.027000+02:00
Trades timestamp: 2026-06-22 13:27:37.725000+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: 0.4477
Best ask: 0.4478
Spread: 0.0001
Spread %: 0.022334
Mid price: 0.44775
Last price: 0.448
Mark price: -
Index price: 0.448

Order Book

Bid depth 5: 961
Ask depth 5: 2604
Bid depth 10: 6086
Ask depth 10: 4561
Bid depth 20: 10916
Ask depth 20: 9607
Imbalance 5: -0.46087
Imbalance 10: 0.143233
Imbalance 20: 0.063782
Top bid size: 63
Top ask size: 81
Bid wall score: 0.005771
Ask wall score: 0.008431

Dynamics

Bid depth 5 delta: -1217
Ask depth 5 delta: 1164
Imbalance 5 delta: -0.66485
Bid depth 10 delta: 827
Ask depth 10 delta: 1266
Imbalance 10 delta: -0.086367
Spread delta: -0.0001
Mid price delta: -0.00065
Wall shift score: -0.007324

Tape

Buy volume: 1500
Sell volume: 2898
Buy/sell delta: -1398
Buy/sell ratio: 0.517598
Avg trade size: 43.98
Large trade count: 7
Largest trade size: 674

Candle

Return 1: -0.133749
Return 3: -0.444444
Volume 1: 48
Volume avg 5: 675
Momentum 5: -0.133749

Cross Exchange

Mid avg: 0.44667875
Mid median: 0.4478575
Price deviation %: 0.239826
Spread %: 1.298472

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2038194
Quote volume 24h: 9812672.433
Price change 24h %: -12.9

Quality

Capture latency ms: 4674
Order book timestamp: 2026-06-22 13:27:31.223000+02:00
Ticker timestamp: 2026-06-22 13:27:29.832000+02:00
Trades timestamp: 2026-06-22 13:27:24.285000+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: 0.43627
Best ask: 0.44893
Spread: 0.01266
Spread %: 2.860371
Mid price: 0.4426
Last price: 0.44845
Mark price: -
Index price: -

Order Book

Bid depth 5: 1206
Ask depth 5: 2087
Bid depth 10: 23731
Ask depth 10: 3488
Bid depth 20: 62586
Ask depth 20: 47236
Imbalance 5: -0.267537
Imbalance 10: 0.743708
Imbalance 20: 0.139772
Top bid size: 16
Top ask size: 556
Bid wall score: 0.000256
Ask wall score: 0.011771

Dynamics

Bid depth 5 delta: 70
Ask depth 5 delta: 624
Imbalance 5 delta: -0.14172
Bid depth 10 delta: 215
Ask depth 10 delta: 141
Imbalance 10 delta: -0.007101
Spread delta: 0.00047
Mid price delta: -0.000755
Wall shift score: -0.000015

Tape

Buy volume: 6436
Sell volume: 11738
Buy/sell delta: -5302
Buy/sell ratio: 0.548305
Avg trade size: 181.74
Large trade count: 3
Largest trade size: 1146

Candle

Return 1: 0
Return 3: 0.133973
Volume 1: 0
Volume avg 5: 89.6
Momentum 5: 0.11162

Cross Exchange

Mid avg: 0.4468675
Mid median: 0.4478575
Price deviation %: -0.954981
Spread %: 1.12897

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74995
Volume 24h: 127346
Quote volume 24h: 127346
Price change 24h %: -12.89696

Quality

Capture latency ms: 6593
Order book timestamp: 2026-06-22 13:27:26.397000+02:00
Ticker timestamp: 2026-06-22 13:27:26.678000+02:00
Trades timestamp: 2026-06-22 13:26:45.247000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 2064
gate: 2063
htx: 2047
mexc: 2061

By Symbol

VELVET/USDT:USDT: 8235

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.