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: 9968
Total labels: 29904
Pending labels: 10421
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 18:48:15.244989+02:00
Recent trades snapshots: 9967
Micro candles: 199360
Avg data quality: 75.7261235955056180
Latest latency: 10589 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 20 of 997 · 9968 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-22 18:17:17.164102+02:00	mexc	VELVET/USDT:USDT	0.46505	68	5171 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 18:17:11.941307+02:00	htx	VELVET/USDT:USDT	0.46033	80	5987 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 18:16:36.178204+02:00	gate	VELVET/USDT:USDT	0.460195	68	10356 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 18:16:25.731530+02:00	binance	VELVET/USDT:USDT	0.45945	80	8104 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 18:16:17.520566+02:00	mexc	VELVET/USDT:USDT	0.4596	68	5575 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 18:16:11.895022+02:00	htx	VELVET/USDT:USDT	0.454535	80	6301 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 18:15:55.847219+02:00	gate	VELVET/USDT:USDT	0.45859	68	10230 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 18:15:45.517235+02:00	binance	VELVET/USDT:USDT	0.46	80	6487 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 18:15:38.947248+02:00	mexc	VELVET/USDT:USDT	0.4614	68	5715 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 18:15:33.174731+02:00	htx	VELVET/USDT:USDT	0.456425	80	6364 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.465
Best ask: 0.4651
Spread: 0.0001
Spread %: 0.021503
Mid price: 0.46505
Last price: 0.464
Mark price: -
Index price: 0.4633

Order Book

Bid depth 5: 1236
Ask depth 5: 542
Bid depth 10: 3340
Ask depth 10: 4167
Bid depth 20: 7746
Ask depth 20: 9783
Imbalance 5: 0.390326
Imbalance 10: -0.110164
Imbalance 20: -0.116207
Top bid size: 321
Top ask size: 18
Bid wall score: 0.041441
Ask wall score: 0.00184

Dynamics

Bid depth 5 delta: 132
Ask depth 5 delta: -1911
Imbalance 5 delta: 0.769578
Bid depth 10 delta: -184
Ask depth 10 delta: 467
Imbalance 10 delta: -0.085801
Spread delta: -0.0001
Mid price delta: 0.00545
Wall shift score: 0.023227

Tape

Buy volume: 976
Sell volume: 11440
Buy/sell delta: -10464
Buy/sell ratio: 0.085315
Avg trade size: 124.16
Large trade count: 8
Largest trade size: 1022

Candle

Return 1: 0.714286
Return 3: 1.505236
Volume 1: 20454
Volume avg 5: 13078.8
Momentum 5: 2.715232

Cross Exchange

Mid avg: 0.45989375
Mid median: 0.4598975
Price deviation %: 1.121183
Spread %: 0.191349

Funding / OI / Volume

Funding rate: 0.000243
Funding delta: 0.000016
Funding abs: 0.000243
Funding pressure: 0.000259
Open interest: -
Volume 24h: 1815386
Quote volume 24h: 8601096.732
Price change 24h %: 5.88

Quality

Capture latency ms: 5171
Order book timestamp: 2026-06-22 18:17:15.745000+02:00
Ticker timestamp: 2026-06-22 18:17:14.861000+02:00
Trades timestamp: 2026-06-22 18:17:16.187000+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: 0.45393
Best ask: 0.46673
Spread: 0.0128
Spread %: 2.780614
Mid price: 0.46033
Last price: 0.4539
Mark price: -
Index price: -

Order Book

Bid depth 5: 1692
Ask depth 5: 2611
Bid depth 10: 20688
Ask depth 10: 3261
Bid depth 20: 67524
Ask depth 20: 38203
Imbalance 5: -0.213572
Imbalance 10: 0.727671
Imbalance 20: 0.277327
Top bid size: 550
Top ask size: 344
Bid wall score: 0.008145
Ask wall score: 0.009005

Dynamics

Bid depth 5 delta: 953
Ask depth 5 delta: 1714
Imbalance 5 delta: -0.116995
Bid depth 10 delta: 19372
Ask depth 10 delta: 392
Imbalance 10 delta: 1.098759
Spread delta: -0.00015
Mid price delta: 0.005795
Wall shift score: -0.002602

Tape

Buy volume: 2372
Sell volume: 16058
Buy/sell delta: -13686
Buy/sell ratio: 0.147715
Avg trade size: 184.3
Large trade count: 6
Largest trade size: 1148

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 115.2
Momentum 5: 0.911516

Cross Exchange

Mid avg: 0.458445
Mid median: 0.459525
Price deviation %: 0.411173
Spread %: 1.234608

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 79325
Volume 24h: 153748
Quote volume 24h: 153748
Price change 24h %: 2.960191

Quality

Capture latency ms: 5987
Order book timestamp: 2026-06-22 18:17:10.397000+02:00
Ticker timestamp: 2026-06-22 18:17:10.671000+02:00
Trades timestamp: 2026-06-22 18:14:53.112000+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: 0.45991
Best ask: 0.46048
Spread: 0.00057
Spread %: 0.123861
Mid price: 0.460195
Last price: 0.45838
Mark price: 0.45936
Index price: 0.459463

Order Book

Bid depth 5: 19
Ask depth 5: 9
Bid depth 10: 40
Ask depth 10: 30
Bid depth 20: 116
Ask depth 20: 65
Imbalance 5: 0.357143
Imbalance 10: 0.142857
Imbalance 20: 0.281768
Top bid size: 1
Top ask size: 1
Bid wall score: 0.008621
Ask wall score: 0.015385

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -6
Imbalance 5 delta: 0.239496
Bid depth 10 delta: 2
Ask depth 10 delta: -8
Imbalance 10 delta: 0.142857
Spread delta: -0.00017
Mid price delta: 0.001605
Wall shift score: -0.007872

Tape

Buy volume: 43
Sell volume: 117
Buy/sell delta: -74
Buy/sell ratio: 0.367521
Avg trade size: 1.6
Large trade count: 6
Largest trade size: 5

Candle

Return 1: -0.071941
Return 3: 1.187638
Volume 1: 7
Volume avg 5: 29.8
Momentum 5: 2.120929

Cross Exchange

Mid avg: 0.45804375
Mid median: 0.45902
Price deviation %: 0.46966
Spread %: 1.10579

Funding / OI / Volume

Funding rate: 0.000055
Funding delta: -0.00004
Funding abs: 0.000055
Funding pressure: 0.000095
Open interest: -
Volume 24h: 2543900
Quote volume 24h: 1199009
Price change 24h %: -9.55

Quality

Capture latency ms: 10356
Order book timestamp: 2026-06-22 18:16:35+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:24.975000+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: 0.4594
Best ask: 0.4595
Spread: 0.0001
Spread %: 0.021765
Mid price: 0.45945
Last price: 0.4597
Mark price: -
Index price: -

Order Book

Bid depth 5: 3176
Ask depth 5: 6387
Bid depth 10: 16179
Ask depth 10: 21173
Bid depth 20: 28837
Ask depth 20: 29844
Imbalance 5: -0.335773
Imbalance 10: -0.133701
Imbalance 20: -0.017161
Top bid size: 235
Top ask size: 310
Bid wall score: 0.008149
Ask wall score: 0.010387

Dynamics

Bid depth 5 delta: -2056
Ask depth 5 delta: 2324
Imbalance 5 delta: -0.46154
Bid depth 10 delta: 1032
Ask depth 10 delta: 7958
Imbalance 10 delta: -0.20182
Spread delta: -0.0001
Mid price delta: -0.00055
Wall shift score: 0.004321

Tape

Buy volume: 28526
Sell volume: 15014
Buy/sell delta: 13512
Buy/sell ratio: 1.89996
Avg trade size: 435.4
Large trade count: 6
Largest trade size: 8567

Candle

Return 1: -0.21725
Return 3: 1.278942
Volume 1: 48780
Volume avg 5: 162813.8
Momentum 5: 2.134757

Cross Exchange

Mid avg: 0.45818125
Mid median: 0.459095
Price deviation %: 0.27691
Spread %: 1.192759

Funding / OI / Volume

Funding rate: 0.00024356
Funding delta: 0.00001633
Funding abs: 0.00024356
Funding pressure: 0.00025989
Open interest: 26226069
Volume 24h: 63834790
Quote volume 24h: 30183498.19864
Price change 24h %: -9.329

Quality

Capture latency ms: 8104
Order book timestamp: 2026-06-22 18:16:23.573000+02:00
Ticker timestamp: 2026-06-22 18:16:15.798000+02:00
Trades timestamp: 2026-06-22 18:16:25.080000+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: 0.4595
Best ask: 0.4597
Spread: 0.0002
Spread %: 0.043516
Mid price: 0.4596
Last price: 0.4598
Mark price: -
Index price: 0.4589

Order Book

Bid depth 5: 1104
Ask depth 5: 2453
Bid depth 10: 3524
Ask depth 10: 3700
Bid depth 20: 8339
Ask depth 20: 9181
Imbalance 5: -0.379252
Imbalance 10: -0.024363
Imbalance 20: -0.048059
Top bid size: 231
Top ask size: 104
Bid wall score: 0.027701
Ask wall score: 0.011328

Dynamics

Bid depth 5 delta: -415
Ask depth 5 delta: 1264
Imbalance 5 delta: -0.501113
Bid depth 10 delta: -790
Ask depth 10 delta: -279
Imbalance 10 delta: -0.064759
Spread delta: 0
Mid price delta: -0.0018
Wall shift score: -0.002688

Tape

Buy volume: 9650
Sell volume: 1314
Buy/sell delta: 8336
Buy/sell ratio: 7.343988
Avg trade size: 109.64
Large trade count: 6
Largest trade size: 1457

Candle

Return 1: -0.368604
Return 3: 1.300705
Volume 1: 9524
Volume avg 5: 8738.4
Momentum 5: 2.133808

Cross Exchange

Mid avg: 0.45863125
Mid median: 0.459295
Price deviation %: 0.211226
Spread %: 1.496845

Funding / OI / Volume

Funding rate: 0.000227
Funding delta: 0.000003
Funding abs: 0.000227
Funding pressure: 0.00023
Open interest: -
Volume 24h: 1800532
Quote volume 24h: 8532341.107
Price change 24h %: 4.92

Quality

Capture latency ms: 5575
Order book timestamp: 2026-06-22 18:16:15.665000+02:00
Ticker timestamp: 2026-06-22 18:16:14.875000+02:00
Trades timestamp: 2026-06-22 18:16:15.075000+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: 0.44806
Best ask: 0.46101
Spread: 0.01295
Spread %: 2.849066
Mid price: 0.454535
Last price: 0.4539
Mark price: -
Index price: -

Order Book

Bid depth 5: 739
Ask depth 5: 897
Bid depth 10: 1316
Ask depth 10: 2869
Bid depth 20: 61687
Ask depth 20: 47210
Imbalance 5: -0.096577
Imbalance 10: -0.371087
Imbalance 20: 0.132942
Top bid size: 557
Top ask size: 344
Bid wall score: 0.009029
Ask wall score: 0.007287

Dynamics

Bid depth 5 delta: 606
Ask depth 5 delta: -313
Imbalance 5 delta: 0.705359
Bid depth 10 delta: 68
Ask depth 10 delta: 123
Imbalance 10 delta: 0.003975
Spread delta: -0.00002
Mid price delta: -0.00189
Wall shift score: 0.030659

Tape

Buy volume: 2372
Sell volume: 16058
Buy/sell delta: -13686
Buy/sell ratio: 0.147715
Avg trade size: 184.3
Large trade count: 6
Largest trade size: 1148

Candle

Return 1: 0
Return 3: 0.911516
Volume 1: 0
Volume avg 5: 115.2
Momentum 5: 0.911516

Cross Exchange

Mid avg: 0.45910375
Mid median: 0.459295
Price deviation %: -0.995145
Spread %: 1.083633

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 79259
Volume 24h: 153748
Quote volume 24h: 153748
Price change 24h %: 2.960191

Quality

Capture latency ms: 6301
Order book timestamp: 2026-06-22 18:16:10.039000+02:00
Ticker timestamp: 2026-06-22 18:16:10.399000+02:00
Trades timestamp: 2026-06-22 18:14:53.112000+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: 0.45822
Best ask: 0.45896
Spread: 0.00074
Spread %: 0.161364
Mid price: 0.45859
Last price: 0.45877
Mark price: 0.46022
Index price: 0.460283

Order Book

Bid depth 5: 19
Ask depth 5: 15
Bid depth 10: 38
Ask depth 10: 38
Bid depth 20: 102
Ask depth 20: 115
Imbalance 5: 0.117647
Imbalance 10: 0
Imbalance 20: -0.059908
Top bid size: 1
Top ask size: 1
Bid wall score: 0.009804
Ask wall score: 0.008696

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: 1
Imbalance 5 delta: 0.083164
Bid depth 10 delta: 2
Ask depth 10 delta: -31
Imbalance 10 delta: 0.314286
Spread delta: 0.00005
Mid price delta: -0.002895
Wall shift score: -0.013615

Tape

Buy volume: 39
Sell volume: 123
Buy/sell delta: -84
Buy/sell ratio: 0.317073
Avg trade size: 1.62
Large trade count: 6
Largest trade size: 5

Candle

Return 1: 0.442255
Return 3: 1.542718
Volume 1: 50
Volume avg 5: 38.6
Momentum 5: 2.442891

Cross Exchange

Mid avg: 0.4598275
Mid median: 0.4607
Price deviation %: -0.269123
Spread %: 1.100413

Funding / OI / Volume

Funding rate: 0.000095
Funding delta: 0
Funding abs: 0.000095
Funding pressure: 0.000095
Open interest: -
Volume 24h: 2541200
Quote volume 24h: 1197769
Price change 24h %: -9.34

Quality

Capture latency ms: 10230
Order book timestamp: 2026-06-22 18:15:54+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:24.951000+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: 0.4599
Best ask: 0.4601
Spread: 0.0002
Spread %: 0.043478
Mid price: 0.46
Last price: 0.4613
Mark price: -
Index price: -

Order Book

Bid depth 5: 5232
Ask depth 5: 4063
Bid depth 10: 15147
Ask depth 10: 13215
Bid depth 20: 28952
Ask depth 20: 40346
Imbalance 5: 0.125767
Imbalance 10: 0.068119
Imbalance 20: -0.16442
Top bid size: 194
Top ask size: 535
Bid wall score: 0.006701
Ask wall score: 0.01326

Dynamics

Bid depth 5 delta: 208
Ask depth 5 delta: -986
Imbalance 5 delta: 0.128248
Bid depth 10 delta: 1934
Ask depth 10 delta: -4779
Imbalance 10 delta: 0.221322
Spread delta: 0
Mid price delta: 0.0009
Wall shift score: -0.014265

Tape

Buy volume: 4921
Sell volume: 22824
Buy/sell delta: -17903
Buy/sell ratio: 0.215606
Avg trade size: 277.45
Large trade count: 7
Largest trade size: 5433

Candle

Return 1: 0.633464
Return 3: 1.610057
Volume 1: 200392
Volume avg 5: 163877.6
Momentum 5: 2.720178

Cross Exchange

Mid avg: 0.4596025
Mid median: 0.46025
Price deviation %: 0.086488
Spread %: 1.100951

Funding / OI / Volume

Funding rate: 0.00022723
Funding delta: 0
Funding abs: 0.00022723
Funding pressure: 0.00022723
Open interest: 26222401
Volume 24h: 63716573
Quote volume 24h: 30130544.73074
Price change 24h %: -8.69

Quality

Capture latency ms: 6487
Order book timestamp: 2026-06-22 18:15:43.400000+02:00
Ticker timestamp: 2026-06-22 18:15:36.877000+02:00
Trades timestamp: 2026-06-22 18:15:44.974000+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: 0.4613
Best ask: 0.4615
Spread: 0.0002
Spread %: 0.043346
Mid price: 0.4614
Last price: 0.4613
Mark price: -
Index price: 0.4596

Order Book

Bid depth 5: 1519
Ask depth 5: 1189
Bid depth 10: 4314
Ask depth 10: 3979
Bid depth 20: 10752
Ask depth 20: 10668
Imbalance 5: 0.121861
Imbalance 10: 0.040396
Imbalance 20: 0.003922
Top bid size: 211
Top ask size: 6
Bid wall score: 0.019624
Ask wall score: 0.000562

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -1334
Imbalance 5 delta: 0.370562
Bid depth 10 delta: 156
Ask depth 10 delta: -1111
Imbalance 10 delta: 0.141174
Spread delta: -0.0002
Mid price delta: 0.0041
Wall shift score: 0.011777

Tape

Buy volume: 4703
Sell volume: 1718
Buy/sell delta: 2985
Buy/sell ratio: 2.737485
Avg trade size: 64.21
Large trade count: 4
Largest trade size: 461

Candle

Return 1: 0.69808
Return 3: 1.898455
Volume 1: 7645
Volume avg 5: 6264
Momentum 5: 2.806236

Cross Exchange

Mid avg: 0.4585775
Mid median: 0.4582
Price deviation %: 0.61549
Spread %: 1.103412

Funding / OI / Volume

Funding rate: 0.000224
Funding delta: 0.000011
Funding abs: 0.000224
Funding pressure: 0.000235
Open interest: -
Volume 24h: 1785951
Quote volume 24h: 8465219.919
Price change 24h %: 5.27

Quality

Capture latency ms: 5715
Order book timestamp: 2026-06-22 18:15:36.142000+02:00
Ticker timestamp: 2026-06-22 18:15:35.920000+02:00
Trades timestamp: 2026-06-22 18:15:36.797000+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: 0.44994
Best ask: 0.46291
Spread: 0.01297
Spread %: 2.84165
Mid price: 0.456425
Last price: 0.4539
Mark price: -
Index price: -

Order Book

Bid depth 5: 133
Ask depth 5: 1210
Bid depth 10: 1248
Ask depth 10: 2746
Bid depth 20: 51965
Ask depth 20: 11979
Imbalance 5: -0.801936
Imbalance 10: -0.375063
Imbalance 20: 0.625328
Top bid size: 7
Top ask size: 348
Bid wall score: 0.000135
Ask wall score: 0.029051

Dynamics

Bid depth 5 delta: -994
Ask depth 5 delta: 215
Imbalance 5 delta: -0.864141
Bid depth 10 delta: -1480
Ask depth 10 delta: 26
Imbalance 10 delta: -0.376531
Spread delta: 0.001
Mid price delta: 0.00851
Wall shift score: -0.036991

Tape

Buy volume: 2372
Sell volume: 16058
Buy/sell delta: -13686
Buy/sell ratio: 0.147715
Avg trade size: 184.3
Large trade count: 6
Largest trade size: 1148

Candle

Return 1: 0
Return 3: 0.911516
Volume 1: 0
Volume avg 5: 160
Momentum 5: 1.887809

Cross Exchange

Mid avg: 0.45645
Mid median: 0.4582
Price deviation %: -0.005477
Spread %: 2.972943

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 79259
Volume 24h: 153974
Quote volume 24h: 153974
Price change 24h %: 2.960191

Quality

Capture latency ms: 6364
Order book timestamp: 2026-06-22 18:15:31.797000+02:00
Ticker timestamp: 2026-06-22 18:15:32.134000+02:00
Trades timestamp: 2026-06-22 18:14:53.112000+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: 2498
gate: 2496
htx: 2479
mexc: 2495

By Symbol

VELVET/USDT:USDT: 9968

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.