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: 11793
Total labels: 35379
Pending labels: 15896
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 23:53:02.742555+02:00
Recent trades snapshots: 11792
Micro candles: 235840
Avg data quality: 75.7993725091155770
Latest latency: 10271 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 24 of 1180 · 11793 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-22 23:17:49.511963+02:00	mexc	VELVET/USDT:USDT	0.52575	78	4066 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 23:17:45.395751+02:00	htx	VELVET/USDT:USDT	0.51812	80	5063 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 23:17:30.863128+02:00	gate	VELVET/USDT:USDT	0.523455	68	9673 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 23:17:21.100403+02:00	binance	VELVET/USDT:USDT	0.52485	80	7291 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 23:17:13.712302+02:00	mexc	VELVET/USDT:USDT	0.52465	78	4314 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 23:17:09.326610+02:00	htx	VELVET/USDT:USDT	0.518755	80	6868 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 23:16:52.214004+02:00	gate	VELVET/USDT:USDT	0.524445	68	9726 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 23:16:42.385913+02:00	binance	VELVET/USDT:USDT	0.52455	80	6334 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 23:16:35.965688+02:00	mexc	VELVET/USDT:USDT	0.52435	78	4152 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 23:16:31.759049+02:00	htx	VELVET/USDT:USDT	0.51831	80	5660 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.5255
Best ask: 0.526
Spread: 0.0005
Spread %: 0.095102
Mid price: 0.52575
Last price: 0.5259
Mark price: -
Index price: 0.5239

Order Book

Bid depth 5: 940
Ask depth 5: 1830
Bid depth 10: 2774
Ask depth 10: 3785
Bid depth 20: 6363
Ask depth 20: 7157
Imbalance 5: -0.3213
Imbalance 10: -0.154139
Imbalance 20: -0.058728
Top bid size: 14
Top ask size: 482
Bid wall score: 0.0022
Ask wall score: 0.067347

Dynamics

Bid depth 5 delta: -319
Ask depth 5 delta: 691
Imbalance 5 delta: -0.371341
Bid depth 10 delta: -776
Ask depth 10 delta: 1452
Imbalance 10 delta: -0.361007
Spread delta: 0.0004
Mid price delta: 0.0011
Wall shift score: -0.060121

Tape

Buy volume: 1558
Sell volume: 1844
Buy/sell delta: -286
Buy/sell ratio: 0.844902
Avg trade size: 34.02
Large trade count: 10
Largest trade size: 251

Candle

Return 1: 0.019019
Return 3: 0.343446
Volume 1: 1236
Volume avg 5: 2901.8
Momentum 5: 0.343446

Cross Exchange

Mid avg: 0.52276875
Mid median: 0.5240525
Price deviation %: 0.570281
Spread %: 1.287376

Funding / OI / Volume

Funding rate: 0.000475
Funding delta: 0
Funding abs: 0.000475
Funding pressure: 0.000475
Open interest: -
Volume 24h: 3230640
Quote volume 24h: 15564227.724
Price change 24h %: 20.01

Quality

Capture latency ms: 4066
Order book timestamp: 2026-06-22 23:17:47.819000+02:00
Ticker timestamp: 2026-06-22 23:17:47.825000+02:00
Trades timestamp: 2026-06-22 23:17:46.934000+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: 0.51102
Best ask: 0.52522
Spread: 0.0142
Spread %: 2.740678
Mid price: 0.51812
Last price: 0.52578
Mark price: -
Index price: -

Order Book

Bid depth 5: 658
Ask depth 5: 1686
Bid depth 10: 17483
Ask depth 10: 2776
Bid depth 20: 58762
Ask depth 20: 40014
Imbalance 5: -0.438567
Imbalance 10: 0.725949
Imbalance 20: 0.189803
Top bid size: 489
Top ask size: 475
Bid wall score: 0.008322
Ask wall score: 0.011871

Dynamics

Bid depth 5 delta: 22
Ask depth 5 delta: 970
Imbalance 5 delta: -0.379395
Bid depth 10 delta: 15978
Ask depth 10 delta: 342
Imbalance 10 delta: 0.961796
Spread delta: 0.00105
Mid price delta: -0.000635
Wall shift score: -0.004891

Tape

Buy volume: 20380
Sell volume: 13486
Buy/sell delta: 6894
Buy/sell ratio: 1.511197
Avg trade size: 338.66
Large trade count: 0
Largest trade size: 976

Candle

Return 1: 0
Return 3: 0.31098
Volume 1: 0
Volume avg 5: 77.2
Momentum 5: -0.051326

Cross Exchange

Mid avg: 0.5229275
Mid median: 0.5240525
Price deviation %: -0.919344
Spread %: 1.165554

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74236
Volume 24h: 213720
Quote volume 24h: 213720
Price change 24h %: 19.265056

Quality

Capture latency ms: 5063
Order book timestamp: 2026-06-22 23:17:43.797000+02:00
Ticker timestamp: 2026-06-22 23:17:44.379000+02:00
Trades timestamp: 2026-06-22 23:16:15.065000+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: 0.52306
Best ask: 0.52385
Spread: 0.00079
Spread %: 0.15092
Mid price: 0.523455
Last price: 0.52359
Mark price: 0.52385
Index price: 0.523835

Order Book

Bid depth 5: 8
Ask depth 5: 7
Bid depth 10: 18
Ask depth 10: 21
Bid depth 20: 42
Ask depth 20: 40
Imbalance 5: 0.066667
Imbalance 10: -0.076923
Imbalance 20: 0.02439
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02381
Ask wall score: 0.025

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -4
Imbalance 5 delta: 0.441667
Bid depth 10 delta: -4
Ask depth 10 delta: 1
Imbalance 10 delta: -0.124542
Spread delta: 0.00002
Mid price delta: -0.00099
Wall shift score: -0.002441

Tape

Buy volume: 132
Sell volume: 127
Buy/sell delta: 5
Buy/sell ratio: 1.03937
Avg trade size: 2.59
Large trade count: 3
Largest trade size: 24

Candle

Return 1: 0
Return 3: 0.051594
Volume 1: 0
Volume avg 5: 3.8
Momentum 5: 0.151109

Cross Exchange

Mid avg: 0.523175
Mid median: 0.5245475
Price deviation %: 0.053519
Spread %: 1.165002

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3015900
Quote volume 24h: 1427330
Price change 24h %: 7.54

Quality

Capture latency ms: 9673
Order book timestamp: 2026-06-22 23:17:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:43.003000+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: 0.5248
Best ask: 0.5249
Spread: 0.0001
Spread %: 0.019053
Mid price: 0.52485
Last price: 0.5247
Mark price: -
Index price: -

Order Book

Bid depth 5: 2984
Ask depth 5: 2320
Bid depth 10: 10104
Ask depth 10: 9718
Bid depth 20: 25293
Ask depth 20: 19729
Imbalance 5: 0.125189
Imbalance 10: 0.019473
Imbalance 20: 0.123584
Top bid size: 46
Top ask size: 142
Bid wall score: 0.001819
Ask wall score: 0.007198

Dynamics

Bid depth 5 delta: -984
Ask depth 5 delta: -1665
Imbalance 5 delta: 0.127326
Bid depth 10 delta: -1626
Ask depth 10 delta: -412
Imbalance 10 delta: -0.05372
Spread delta: -0.0002
Mid price delta: 0.0003
Wall shift score: -0.023283

Tape

Buy volume: 8859
Sell volume: 10618
Buy/sell delta: -1759
Buy/sell ratio: 0.834338
Avg trade size: 194.77
Large trade count: 7
Largest trade size: 2678

Candle

Return 1: -0.171233
Return 3: 0.152701
Volume 1: 6892
Volume avg 5: 29256.6
Momentum 5: 0.038132

Cross Exchange

Mid avg: 0.5231
Mid median: 0.5244975
Price deviation %: 0.334544
Spread %: 1.126936

Funding / OI / Volume

Funding rate: 0.00047593
Funding delta: 0
Funding abs: 0.00047593
Funding pressure: 0.00047593
Open interest: 25927730
Volume 24h: 74160672
Quote volume 24h: 35111721.85976
Price change 24h %: 7.52

Quality

Capture latency ms: 7291
Order book timestamp: 2026-06-22 23:17:18.947000+02:00
Ticker timestamp: 2026-06-22 23:17:15.461000+02:00
Trades timestamp: 2026-06-22 23:17:20.188000+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: 0.5246
Best ask: 0.5247
Spread: 0.0001
Spread %: 0.01906
Mid price: 0.52465
Last price: 0.5246
Mark price: -
Index price: 0.5239

Order Book

Bid depth 5: 1259
Ask depth 5: 1139
Bid depth 10: 3550
Ask depth 10: 2333
Bid depth 20: 6919
Ask depth 20: 6957
Imbalance 5: 0.050042
Imbalance 10: 0.206867
Imbalance 20: -0.002739
Top bid size: 7
Top ask size: 42
Bid wall score: 0.001012
Ask wall score: 0.006037

Dynamics

Bid depth 5 delta: 409
Ask depth 5 delta: 132
Imbalance 5 delta: 0.134587
Bid depth 10 delta: 863
Ask depth 10 delta: -52
Imbalance 10 delta: 0.147325
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: 0.006773

Tape

Buy volume: 2838
Sell volume: 1582
Buy/sell delta: 1256
Buy/sell ratio: 1.793932
Avg trade size: 44.2
Large trade count: 6
Largest trade size: 251

Candle

Return 1: -0.228224
Return 3: 0.095402
Volume 1: 63
Volume avg 5: 2667.2
Momentum 5: 0.095402

Cross Exchange

Mid avg: 0.523025
Mid median: 0.5243975
Price deviation %: 0.310693
Spread %: 1.107978

Funding / OI / Volume

Funding rate: 0.000475
Funding delta: 0.000001
Funding abs: 0.000475
Funding pressure: 0.000476
Open interest: -
Volume 24h: 3229585
Quote volume 24h: 15558690.609
Price change 24h %: 19.71

Quality

Capture latency ms: 4314
Order book timestamp: 2026-06-22 23:17:12.179000+02:00
Ticker timestamp: 2026-06-22 23:17:11.930000+02:00
Trades timestamp: 2026-06-22 23:17:07.709000+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: 0.51218
Best ask: 0.52533
Spread: 0.01315
Spread %: 2.534915
Mid price: 0.518755
Last price: 0.52578
Mark price: -
Index price: -

Order Book

Bid depth 5: 636
Ask depth 5: 716
Bid depth 10: 1505
Ask depth 10: 2434
Bid depth 20: 45239
Ask depth 20: 8817
Imbalance 5: -0.059172
Imbalance 10: -0.235847
Imbalance 20: 0.673783
Top bid size: 112
Top ask size: 10
Bid wall score: 0.002476
Ask wall score: 0.001134

Dynamics

Bid depth 5 delta: -236
Ask depth 5 delta: -548
Imbalance 5 delta: 0.124349
Bid depth 10 delta: -16926
Ask depth 10 delta: -541
Imbalance 10 delta: -0.957887
Spread delta: -0.00137
Mid price delta: 0.000445
Wall shift score: 0.001917

Tape

Buy volume: 20380
Sell volume: 13486
Buy/sell delta: 6894
Buy/sell ratio: 1.511197
Avg trade size: 338.66
Large trade count: 0
Largest trade size: 976

Candle

Return 1: 0
Return 3: 0.31098
Volume 1: 0
Volume avg 5: 77.2
Momentum 5: -0.051326

Cross Exchange

Mid avg: 0.52291375
Mid median: 0.5243975
Price deviation %: -0.795303
Spread %: 1.193313

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74236
Volume 24h: 213720
Quote volume 24h: 213720
Price change 24h %: 19.265056

Quality

Capture latency ms: 6868
Order book timestamp: 2026-06-22 23:17:07.297000+02:00
Ticker timestamp: 2026-06-22 23:17:07.647000+02:00
Trades timestamp: 2026-06-22 23:16:15.065000+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: 0.52406
Best ask: 0.52483
Spread: 0.00077
Spread %: 0.146822
Mid price: 0.524445
Last price: 0.52359
Mark price: 0.52388
Index price: 0.52387

Order Book

Bid depth 5: 5
Ask depth 5: 11
Bid depth 10: 22
Ask depth 10: 20
Bid depth 20: 39
Ask depth 20: 41
Imbalance 5: -0.375
Imbalance 10: 0.047619
Imbalance 20: -0.025
Top bid size: 1
Top ask size: 1
Bid wall score: 0.025641
Ask wall score: 0.02439

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 3
Ask depth 10 delta: -2
Imbalance 10 delta: 0.12079
Spread delta: -0.00007
Mid price delta: -0.000745
Wall shift score: -0.010591

Tape

Buy volume: 132
Sell volume: 127
Buy/sell delta: 5
Buy/sell ratio: 1.03937
Avg trade size: 2.59
Large trade count: 3
Largest trade size: 24

Candle

Return 1: -0.14875
Return 3: 0.08028
Volume 1: 2
Volume avg 5: 4.2
Momentum 5: -0.026731

Cross Exchange

Mid avg: 0.5231
Mid median: 0.52445
Price deviation %: 0.257121
Spread %: 1.315236

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3015800
Quote volume 24h: 1427277
Price change 24h %: 7.21

Quality

Capture latency ms: 9726
Order book timestamp: 2026-06-22 23:16:51+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:43.003000+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: 0.5244
Best ask: 0.5247
Spread: 0.0003
Spread %: 0.057192
Mid price: 0.52455
Last price: 0.5244
Mark price: -
Index price: -

Order Book

Bid depth 5: 3968
Ask depth 5: 3985
Bid depth 10: 11730
Ask depth 10: 10130
Bid depth 20: 24156
Ask depth 20: 21517
Imbalance 5: -0.002138
Imbalance 10: 0.073193
Imbalance 20: 0.05778
Top bid size: 483
Top ask size: 45
Bid wall score: 0.019995
Ask wall score: 0.002091

Dynamics

Bid depth 5 delta: 758
Ask depth 5 delta: 662
Imbalance 5 delta: 0.015159
Bid depth 10 delta: -358
Ask depth 10 delta: 1172
Imbalance 10 delta: -0.075529
Spread delta: 0.0002
Mid price delta: -0.0012
Wall shift score: 0.022833

Tape

Buy volume: 6358
Sell volume: 10071
Buy/sell delta: -3713
Buy/sell ratio: 0.631318
Avg trade size: 164.29
Large trade count: 8
Largest trade size: 2924

Candle

Return 1: -0.342075
Return 3: 0.133664
Volume 1: 21806
Volume avg 5: 32214
Momentum 5: -0.095256

Cross Exchange

Mid avg: 0.5234
Mid median: 0.52477
Price deviation %: 0.219717
Spread %: 1.421475

Funding / OI / Volume

Funding rate: 0.00047593
Funding delta: 0
Funding abs: 0.00047593
Funding pressure: 0.00047593
Open interest: 25925066
Volume 24h: 74188241
Quote volume 24h: 35124438.12486
Price change 24h %: 6.759

Quality

Capture latency ms: 6334
Order book timestamp: 2026-06-22 23:16:40.250000+02:00
Ticker timestamp: 2026-06-22 23:16:33.912000+02:00
Trades timestamp: 2026-06-22 23:16:40.053000+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: 0.5243
Best ask: 0.5244
Spread: 0.0001
Spread %: 0.019071
Mid price: 0.52435
Last price: 0.5244
Mark price: -
Index price: 0.5241

Order Book

Bid depth 5: 850
Ask depth 5: 1007
Bid depth 10: 2687
Ask depth 10: 2385
Bid depth 20: 5774
Ask depth 20: 5692
Imbalance 5: -0.084545
Imbalance 10: 0.059543
Imbalance 20: 0.007152
Top bid size: 11
Top ask size: 78
Bid wall score: 0.001905
Ask wall score: 0.013703

Dynamics

Bid depth 5 delta: 23
Ask depth 5 delta: -816
Imbalance 5 delta: 0.291304
Bid depth 10 delta: -366
Ask depth 10 delta: -3529
Imbalance 10 delta: 0.378601
Spread delta: -0.0001
Mid price delta: -0.00195
Wall shift score: -0.019545

Tape

Buy volume: 2736
Sell volume: 1497
Buy/sell delta: 1239
Buy/sell ratio: 1.827655
Avg trade size: 42.33
Large trade count: 6
Largest trade size: 251

Candle

Return 1: -0.361079
Return 3: 0.057252
Volume 1: 2089
Volume avg 5: 4075.6
Momentum 5: -0.076234

Cross Exchange

Mid avg: 0.5238875
Mid median: 0.52547
Price deviation %: 0.088282
Spread %: 1.525137

Funding / OI / Volume

Funding rate: 0.000474
Funding delta: -0.000001
Funding abs: 0.000474
Funding pressure: 0.000475
Open interest: -
Volume 24h: 3229219
Quote volume 24h: 15556772.609
Price change 24h %: 19.67

Quality

Capture latency ms: 4152
Order book timestamp: 2026-06-22 23:16:34.211000+02:00
Ticker timestamp: 2026-06-22 23:16:32.857000+02:00
Trades timestamp: 2026-06-22 23:16:33.621000+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: 0.51105
Best ask: 0.52557
Spread: 0.01452
Spread %: 2.801412
Mid price: 0.51831
Last price: 0.52578
Mark price: -
Index price: -

Order Book

Bid depth 5: 872
Ask depth 5: 1264
Bid depth 10: 18431
Ask depth 10: 2975
Bid depth 20: 59032
Ask depth 20: 40285
Imbalance 5: -0.183521
Imbalance 10: 0.722041
Imbalance 20: 0.188759
Top bid size: 347
Top ask size: 260
Bid wall score: 0.005878
Ask wall score: 0.006454

Dynamics

Bid depth 5 delta: 91
Ask depth 5 delta: 270
Imbalance 5 delta: -0.063521
Bid depth 10 delta: -25
Ask depth 10 delta: 661
Imbalance 10 delta: -0.055138
Spread delta: 0.00124
Mid price delta: -0.00085
Wall shift score: -0.00726

Tape

Buy volume: 20380
Sell volume: 13486
Buy/sell delta: 6894
Buy/sell ratio: 1.511197
Avg trade size: 338.66
Large trade count: 0
Largest trade size: 976

Candle

Return 1: 0.31098
Return 3: 0.31098
Volume 1: 192
Volume avg 5: 77.2
Momentum 5: -0.051326

Cross Exchange

Mid avg: 0.5241
Mid median: 0.52547
Price deviation %: -1.104751
Spread %: 1.362335

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74236
Volume 24h: 213928
Quote volume 24h: 213928
Price change 24h %: 19.265056

Quality

Capture latency ms: 5660
Order book timestamp: 2026-06-22 23:16:30.239000+02:00
Ticker timestamp: 2026-06-22 23:16:30.553000+02:00
Trades timestamp: 2026-06-22 23:16:15.065000+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: 2955
gate: 2953
htx: 2933
mexc: 2952

By Symbol

VELVET/USDT:USDT: 11793

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.