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: 8639
Total labels: 25917
Pending labels: 6434
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 15:05:17.436390+02:00
Recent trades snapshots: 8638
Micro candles: 172780
Avg data quality: 75.6601458502141452
Latest latency: 4800 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 17 of 864 · 8639 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-22 14:36:39.543286+02:00	mexc	VELVET/USDT:USDT	0.44405	78	4534 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 14:36:34.938917+02:00	htx	VELVET/USDT:USDT	0.440305	80	5807 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 14:36:16.593762+02:00	gate	VELVET/USDT:USDT	0.443425	68	11092 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 14:36:05.373143+02:00	binance	VELVET/USDT:USDT	0.44475	80	6766 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 14:35:58.446784+02:00	mexc	VELVET/USDT:USDT	0.44495	78	4706 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 14:35:53.679766+02:00	htx	VELVET/USDT:USDT	0.4404	80	5672 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 14:35:35.571258+02:00	gate	VELVET/USDT:USDT	0.445165	68	9849 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 14:35:25.579073+02:00	binance	VELVET/USDT:USDT	0.44595	80	6335 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 14:35:19.140961+02:00	mexc	VELVET/USDT:USDT	0.4462	78	4628 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 14:35:14.417342+02:00	htx	VELVET/USDT:USDT	0.44039	80	6503 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.444
Best ask: 0.4441
Spread: 0.0001
Spread %: 0.02252
Mid price: 0.44405
Last price: 0.4438
Mark price: -
Index price: 0.4438

Order Book

Bid depth 5: 1911
Ask depth 5: 1771
Bid depth 10: 6353
Ask depth 10: 5361
Bid depth 20: 16443
Ask depth 20: 10337
Imbalance 5: 0.038023
Imbalance 10: 0.084685
Imbalance 20: 0.228006
Top bid size: 70
Top ask size: 401
Bid wall score: 0.004257
Ask wall score: 0.038793

Dynamics

Bid depth 5 delta: 1095
Ask depth 5 delta: -1263
Imbalance 5 delta: 0.614127
Bid depth 10 delta: 2623
Ask depth 10 delta: -3704
Imbalance 10 delta: 0.501645
Spread delta: 0
Mid price delta: -0.0009
Wall shift score: -0.026106

Tape

Buy volume: 831
Sell volume: 3651
Buy/sell delta: -2820
Buy/sell ratio: 0.227609
Avg trade size: 44.82
Large trade count: 5
Largest trade size: 1090

Candle

Return 1: -0.269663
Return 3: -0.292069
Volume 1: 105
Volume avg 5: 715.8
Momentum 5: 0.022538

Cross Exchange

Mid avg: 0.4433575
Mid median: 0.4440875
Price deviation %: 0.156194
Spread %: 1.047687

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1976979
Quote volume 24h: 9526696.803
Price change 24h %: -13.72

Quality

Capture latency ms: 4534
Order book timestamp: 2026-06-22 14:36:36.778000+02:00
Ticker timestamp: 2026-06-22 14:36:37.704000+02:00
Trades timestamp: 2026-06-22 14:36:32.110000+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: 0.43601
Best ask: 0.4446
Spread: 0.00859
Spread %: 1.95092
Mid price: 0.440305
Last price: 0.44475
Mark price: -
Index price: -

Order Book

Bid depth 5: 3908
Ask depth 5: 2019
Bid depth 10: 5838
Ask depth 10: 3424
Bid depth 20: 72634
Ask depth 20: 49221
Imbalance 5: 0.318711
Imbalance 10: 0.260635
Imbalance 20: 0.192138
Top bid size: 573
Top ask size: 470
Bid wall score: 0.007889
Ask wall score: 0.009549

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: 822
Imbalance 5 delta: -0.212796
Bid depth 10 delta: 897
Ask depth 10 delta: 731
Imbalance 10 delta: -0.033837
Spread delta: -0.00015
Mid price delta: -0.000095
Wall shift score: -0.022166

Tape

Buy volume: 5018
Sell volume: 11288
Buy/sell delta: -6270
Buy/sell ratio: 0.444543
Avg trade size: 163.06
Large trade count: 3
Largest trade size: 1122

Candle

Return 1: 0
Return 3: 0.123818
Volume 1: 0
Volume avg 5: 47.6
Momentum 5: -0.05618

Cross Exchange

Mid avg: 0.44338125
Mid median: 0.4440875
Price deviation %: -0.693816
Spread %: 1.026205

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74914
Volume 24h: 128156
Quote volume 24h: 128156
Price change 24h %: -13.615616

Quality

Capture latency ms: 5807
Order book timestamp: 2026-06-22 14:36:32.997000+02:00
Ticker timestamp: 2026-06-22 14:36:33.357000+02:00
Trades timestamp: 2026-06-22 14:35:39.169000+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: 0.44318
Best ask: 0.44367
Spread: 0.00049
Spread %: 0.110503
Mid price: 0.443425
Last price: 0.44356
Mark price: 0.44385
Index price: 0.444128

Order Book

Bid depth 5: 5
Ask depth 5: 13
Bid depth 10: 15
Ask depth 10: 27
Bid depth 20: 43
Ask depth 20: 93
Imbalance 5: -0.444444
Imbalance 10: -0.285714
Imbalance 20: -0.367647
Top bid size: 1
Top ask size: 1
Bid wall score: 0.023256
Ask wall score: 0.010753

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: -4
Ask depth 10 delta: 0
Imbalance 10 delta: -0.111801
Spread delta: 0.00008
Mid price delta: -0.00174
Wall shift score: 0.01091

Tape

Buy volume: 150
Sell volume: 111
Buy/sell delta: 39
Buy/sell ratio: 1.351351
Avg trade size: 2.61
Large trade count: 6
Largest trade size: 47

Candle

Return 1: -0.166554
Return 3: 0.189736
Volume 1: 2
Volume avg 5: 9
Momentum 5: 0.106073

Cross Exchange

Mid avg: 0.44381625
Mid median: 0.44485
Price deviation %: -0.088156
Spread %: 1.073643

Funding / OI / Volume

Funding rate: -0.00013
Funding delta: -0.000013
Funding abs: 0.00013
Funding pressure: 0.000143
Open interest: -
Volume 24h: 2847400
Quote volume 24h: 1364120
Price change 24h %: -4.86

Quality

Capture latency ms: 11092
Order book timestamp: 2026-06-22 14:36:15+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:11.773000+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: 0.4447
Best ask: 0.4448
Spread: 0.0001
Spread %: 0.022485
Mid price: 0.44475
Last price: 0.4449
Mark price: -
Index price: -

Order Book

Bid depth 5: 1791
Ask depth 5: 6907
Bid depth 10: 9642
Ask depth 10: 47425
Bid depth 20: 47710
Ask depth 20: 68271
Imbalance 5: -0.588181
Imbalance 10: -0.662081
Imbalance 20: -0.177279
Top bid size: 378
Top ask size: 914
Bid wall score: 0.007923
Ask wall score: 0.013388

Dynamics

Bid depth 5 delta: -75
Ask depth 5 delta: 2226
Imbalance 5 delta: -0.158213
Bid depth 10 delta: 339
Ask depth 10 delta: 31196
Imbalance 10 delta: -0.390814
Spread delta: 0
Mid price delta: -0.0012
Wall shift score: -0.009717

Tape

Buy volume: 5568
Sell volume: 30592
Buy/sell delta: -25024
Buy/sell ratio: 0.182008
Avg trade size: 361.6
Large trade count: 10
Largest trade size: 3840

Candle

Return 1: -0.022477
Return 3: -0.112284
Volume 1: 413
Volume avg 5: 14702.2
Momentum 5: 0.270514

Cross Exchange

Mid avg: 0.44411625
Mid median: 0.4450575
Price deviation %: 0.142699
Spread %: 1.249673

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 26571495
Volume 24h: 72933186
Quote volume 24h: 35090948.16834
Price change 24h %: -4.977

Quality

Capture latency ms: 6766
Order book timestamp: 2026-06-22 14:36:03.070000+02:00
Ticker timestamp: 2026-06-22 14:35:51.459000+02:00
Trades timestamp: 2026-06-22 14:36:03.160000+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: 0.4449
Best ask: 0.445
Spread: 0.0001
Spread %: 0.022474
Mid price: 0.44495
Last price: 0.4454
Mark price: -
Index price: 0.4446

Order Book

Bid depth 5: 816
Ask depth 5: 3034
Bid depth 10: 3730
Ask depth 10: 9065
Bid depth 20: 18229
Ask depth 20: 20273
Imbalance 5: -0.576104
Imbalance 10: -0.41696
Imbalance 20: -0.053088
Top bid size: 99
Top ask size: 281
Bid wall score: 0.005431
Ask wall score: 0.013861

Dynamics

Bid depth 5 delta: 85
Ask depth 5 delta: 312
Imbalance 5 delta: 0.000496
Bid depth 10 delta: -1833
Ask depth 10 delta: 1319
Imbalance 10 delta: -0.252935
Spread delta: -0.0001
Mid price delta: -0.00125
Wall shift score: -0.004956

Tape

Buy volume: 824
Sell volume: 4662
Buy/sell delta: -3838
Buy/sell ratio: 0.176748
Avg trade size: 54.86
Large trade count: 6
Largest trade size: 1090

Candle

Return 1: -0.112133
Return 3: 0.225023
Volume 1: 147
Volume avg 5: 290
Momentum 5: 0.225023

Cross Exchange

Mid avg: 0.44442875
Mid median: 0.4455575
Price deviation %: 0.117285
Spread %: 1.305046

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1974951
Quote volume 24h: 9517664.837
Price change 24h %: -13.41

Quality

Capture latency ms: 4706
Order book timestamp: 2026-06-22 14:35:56.783000+02:00
Ticker timestamp: 2026-06-22 14:35:55.777000+02:00
Trades timestamp: 2026-06-22 14:35:50.970000+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: 0.43603
Best ask: 0.44477
Spread: 0.00874
Spread %: 1.984559
Mid price: 0.4404
Last price: 0.44475
Mark price: -
Index price: -

Order Book

Bid depth 5: 3913
Ask depth 5: 1197
Bid depth 10: 4941
Ask depth 10: 2693
Bid depth 20: 25648
Ask depth 20: 7085
Imbalance 5: 0.531507
Imbalance 10: 0.294472
Imbalance 20: 0.567104
Top bid size: 573
Top ask size: 13
Bid wall score: 0.022341
Ask wall score: 0.001835

Dynamics

Bid depth 5 delta: -50
Ask depth 5 delta: -176
Imbalance 5 delta: 0.046125
Bid depth 10 delta: 386
Ask depth 10 delta: -577
Imbalance 10 delta: 0.130255
Spread delta: -0.00002
Mid price delta: 0.00001
Wall shift score: 0.010189

Tape

Buy volume: 5018
Sell volume: 11288
Buy/sell delta: -6270
Buy/sell ratio: 0.444543
Avg trade size: 163.06
Large trade count: 3
Largest trade size: 1122

Candle

Return 1: 0.123818
Return 3: -0.05618
Volume 1: 12
Volume avg 5: 47.6
Momentum 5: -0.05618

Cross Exchange

Mid avg: 0.44442625
Mid median: 0.4455575
Price deviation %: -0.905943
Spread %: 1.307304

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74910
Volume 24h: 128156
Quote volume 24h: 128156
Price change 24h %: -13.615616

Quality

Capture latency ms: 5672
Order book timestamp: 2026-06-22 14:35:51.839000+02:00
Ticker timestamp: 2026-06-22 14:35:52.279000+02:00
Trades timestamp: 2026-06-22 14:35:39.169000+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: 0.44496
Best ask: 0.44537
Spread: 0.00041
Spread %: 0.092101
Mid price: 0.445165
Last price: 0.4446
Mark price: 0.44498
Index price: 0.445368

Order Book

Bid depth 5: 5
Ask depth 5: 13
Bid depth 10: 19
Ask depth 10: 27
Bid depth 20: 87
Ask depth 20: 101
Imbalance 5: -0.444444
Imbalance 10: -0.173913
Imbalance 20: -0.074468
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011494
Ask wall score: 0.009901

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -3
Imbalance 5 delta: 0.079365
Bid depth 10 delta: 6
Ask depth 10 delta: -3
Imbalance 10 delta: 0.221436
Spread delta: 0.0001
Mid price delta: -0.00012
Wall shift score: 0.04868

Tape

Buy volume: 137
Sell volume: 122
Buy/sell delta: 15
Buy/sell ratio: 1.122951
Avg trade size: 2.59
Large trade count: 6
Largest trade size: 47

Candle

Return 1: 0
Return 3: 0.424648
Volume 1: 0
Volume avg 5: 4.8
Momentum 5: 0.189292

Cross Exchange

Mid avg: 0.44445625
Mid median: 0.4456175
Price deviation %: 0.159465
Spread %: 1.307215

Funding / OI / Volume

Funding rate: -0.000117
Funding delta: 0.000034
Funding abs: 0.000117
Funding pressure: 0.000151
Open interest: -
Volume 24h: 2845300
Quote volume 24h: 1363187
Price change 24h %: -4.81

Quality

Capture latency ms: 9849
Order book timestamp: 2026-06-22 14:35:34+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:11.685000+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: 0.4459
Best ask: 0.446
Spread: 0.0001
Spread %: 0.022424
Mid price: 0.44595
Last price: 0.4462
Mark price: -
Index price: -

Order Book

Bid depth 5: 1866
Ask depth 5: 4681
Bid depth 10: 9303
Ask depth 10: 16229
Bid depth 20: 32563
Ask depth 20: 47420
Imbalance 5: -0.429968
Imbalance 10: -0.271267
Imbalance 20: -0.185752
Top bid size: 306
Top ask size: 244
Bid wall score: 0.009397
Ask wall score: 0.005146

Dynamics

Bid depth 5 delta: -105
Ask depth 5 delta: 1074
Imbalance 5 delta: -0.136673
Bid depth 10 delta: -776
Ask depth 10 delta: -490
Imbalance 10 delta: -0.023488
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: 0.000996

Tape

Buy volume: 11620
Sell volume: 9187
Buy/sell delta: 2433
Buy/sell ratio: 1.264831
Avg trade size: 208.07
Large trade count: 6
Largest trade size: 2333

Candle

Return 1: 0
Return 3: 0.450349
Volume 1: 4246
Volume avg 5: 12504.2
Momentum 5: 0.359955

Cross Exchange

Mid avg: 0.44425625
Mid median: 0.4452175
Price deviation %: 0.381255
Spread %: 1.307804

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 26582141
Volume 24h: 72903683
Quote volume 24h: 35077822.71504
Price change 24h %: -4.699

Quality

Capture latency ms: 6335
Order book timestamp: 2026-06-22 14:35:23.392000+02:00
Ticker timestamp: 2026-06-22 14:35:18.489000+02:00
Trades timestamp: 2026-06-22 14:35:21.888000+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: 0.4461
Best ask: 0.4463
Spread: 0.0002
Spread %: 0.044823
Mid price: 0.4462
Last price: 0.4463
Mark price: -
Index price: 0.4453

Order Book

Bid depth 5: 731
Ask depth 5: 2722
Bid depth 10: 5563
Ask depth 10: 7746
Bid depth 20: 10458
Ask depth 20: 21096
Imbalance 5: -0.5766
Imbalance 10: -0.164024
Imbalance 20: -0.337136
Top bid size: 41
Top ask size: 156
Bid wall score: 0.00392
Ask wall score: 0.007395

Dynamics

Bid depth 5 delta: -1743
Ask depth 5 delta: 317
Imbalance 5 delta: -0.590742
Bid depth 10 delta: 1001
Ask depth 10 delta: 1548
Imbalance 10 delta: -0.01198
Spread delta: 0.0001
Mid price delta: 0.00085
Wall shift score: -0.155454

Tape

Buy volume: 818
Sell volume: 3269
Buy/sell delta: -2451
Buy/sell ratio: 0.250229
Avg trade size: 40.87
Large trade count: 9
Largest trade size: 380

Candle

Return 1: 0.089706
Return 3: 0.427543
Volume 1: 125
Volume avg 5: 285.6
Momentum 5: 0.427543

Cross Exchange

Mid avg: 0.44404375
Mid median: 0.4452175
Price deviation %: 0.485594
Spread %: 1.117007

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1974931
Quote volume 24h: 9517576.624
Price change 24h %: -13.23

Quality

Capture latency ms: 4628
Order book timestamp: 2026-06-22 14:35:17.736000+02:00
Ticker timestamp: 2026-06-22 14:35:16.853000+02:00
Trades timestamp: 2026-06-22 14:35:16.047000+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: 0.43601
Best ask: 0.44477
Spread: 0.00876
Spread %: 1.989146
Mid price: 0.44039
Last price: 0.4442
Mark price: -
Index price: -

Order Book

Bid depth 5: 3963
Ask depth 5: 1373
Bid depth 10: 4555
Ask depth 10: 3270
Bid depth 20: 54147
Ask depth 20: 49009
Imbalance 5: 0.485382
Imbalance 10: 0.164217
Imbalance 20: 0.049808
Top bid size: 573
Top ask size: 13
Bid wall score: 0.010582
Ask wall score: 0.000265

Dynamics

Bid depth 5 delta: 342
Ask depth 5 delta: 4
Imbalance 5 delta: 0.03408
Bid depth 10 delta: 334
Ask depth 10 delta: -13
Imbalance 10 delta: 0.039217
Spread delta: -0.00001
Mid price delta: 0.000005
Wall shift score: 0.006756

Tape

Buy volume: 5244
Sell volume: 11354
Buy/sell delta: -6110
Buy/sell ratio: 0.461864
Avg trade size: 165.98
Large trade count: 3
Largest trade size: 1122

Candle

Return 1: 0
Return 3: -0.179775
Volume 1: 0
Volume avg 5: 45.2
Momentum 5: -0.179775

Cross Exchange

Mid avg: 0.4440425
Mid median: 0.4452175
Price deviation %: -0.822556
Spread %: 1.118136

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74910
Volume 24h: 128144
Quote volume 24h: 128144
Price change 24h %: -13.722443

Quality

Capture latency ms: 6503
Order book timestamp: 2026-06-22 14:35:12.439000+02:00
Ticker timestamp: 2026-06-22 14:35:13.296000+02:00
Trades timestamp: 2026-06-22 14:33:01.653000+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: 2165
gate: 2163
htx: 2148
mexc: 2163

By Symbol

VELVET/USDT:USDT: 8639

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.