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: 12756
Total labels: 38268
Pending labels: 18785
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: 2026-06-23 02:26:34.202978+02:00
Recent trades snapshots: 12755
Micro candles: 255100
Avg data quality: 75.8761464294113036
Latest latency: 6054 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 26 of 1276 · 12756 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 01:47:18.557587+02:00	binance	VELVET/USDT:USDT	0.52015	80	5958 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 01:47:12.317089+02:00	mexc	VELVET/USDT:USDT	0.5202	78	4330 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 01:47:07.931173+02:00	htx	VELVET/USDT:USDT	0.509345	90	4729 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 01:46:53.808796+02:00	gate	VELVET/USDT:USDT	0.519975	68	10056 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 01:46:43.616315+02:00	binance	VELVET/USDT:USDT	0.51995	80	6048 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 01:46:37.442399+02:00	mexc	VELVET/USDT:USDT	0.52055	78	4318 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 01:46:32.975961+02:00	htx	VELVET/USDT:USDT	0.5094	90	4541 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 01:46:18.010504+02:00	gate	VELVET/USDT:USDT	0.519335	68	9774 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 01:46:08.135249+02:00	binance	VELVET/USDT:USDT	0.51995	80	7007 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 01:46:01.009917+02:00	mexc	VELVET/USDT:USDT	0.51985	78	4225 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.5201
Best ask: 0.5202
Spread: 0.0001
Spread %: 0.019225
Mid price: 0.52015
Last price: 0.5199
Mark price: -
Index price: -

Order Book

Bid depth 5: 1981
Ask depth 5: 3811
Bid depth 10: 19166
Ask depth 10: 10159
Bid depth 20: 52089
Ask depth 20: 45679
Imbalance 5: -0.315953
Imbalance 10: 0.307144
Imbalance 20: 0.065563
Top bid size: 39
Top ask size: 669
Bid wall score: 0.000749
Ask wall score: 0.014646

Dynamics

Bid depth 5 delta: -1526
Ask depth 5 delta: 2079
Imbalance 5 delta: -0.654758
Bid depth 10 delta: 7972
Ask depth 10 delta: 1067
Imbalance 10 delta: 0.203526
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: -0.012584

Tape

Buy volume: 2606
Sell volume: 7966
Buy/sell delta: -5360
Buy/sell ratio: 0.32714
Avg trade size: 105.72
Large trade count: 10
Largest trade size: 1069

Candle

Return 1: -0.038439
Return 3: 0.096228
Volume 1: 6379
Volume avg 5: 25844.8
Momentum 5: 0

Cross Exchange

Mid avg: 0.5173675
Mid median: 0.5199625
Price deviation %: 0.537819
Spread %: 2.098122

Funding / OI / Volume

Funding rate: 0.00046811
Funding delta: 0
Funding abs: 0.00046811
Funding pressure: 0.00046811
Open interest: 26142026
Volume 24h: 76245853
Quote volume 24h: 36364855.13944
Price change 24h %: 8.948

Quality

Capture latency ms: 5958
Order book timestamp: 2026-06-23 01:47:16.410000+02:00
Ticker timestamp: 2026-06-23 01:47:09.230000+02:00
Trades timestamp: 2026-06-23 01:47:15.285000+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: 0.5201
Best ask: 0.5203
Spread: 0.0002
Spread %: 0.038447
Mid price: 0.5202
Last price: 0.5198
Mark price: -
Index price: 0.519

Order Book

Bid depth 5: 1191
Ask depth 5: 689
Bid depth 10: 3861
Ask depth 10: 2870
Bid depth 20: 8993
Ask depth 20: 10212
Imbalance 5: 0.267021
Imbalance 10: 0.147229
Imbalance 20: -0.063473
Top bid size: 36
Top ask size: 7
Bid wall score: 0.004003
Ask wall score: 0.000685

Dynamics

Bid depth 5 delta: -374
Ask depth 5 delta: -317
Imbalance 5 delta: 0.049596
Bid depth 10 delta: -119
Ask depth 10 delta: -776
Imbalance 10 delta: 0.103432
Spread delta: 0.0001
Mid price delta: -0.00035
Wall shift score: -0.004132

Tape

Buy volume: 8998
Sell volume: 2351
Buy/sell delta: 6647
Buy/sell ratio: 3.827308
Avg trade size: 113.49
Large trade count: 8
Largest trade size: 1101

Candle

Return 1: -0.115296
Return 3: 0.115562
Volume 1: 31
Volume avg 5: 2912.4
Momentum 5: -0.096098

Cross Exchange

Mid avg: 0.517455
Mid median: 0.5199625
Price deviation %: 0.530481
Spread %: 2.165406

Funding / OI / Volume

Funding rate: 0.000468
Funding delta: -0.000001
Funding abs: 0.000468
Funding pressure: 0.000469
Open interest: -
Volume 24h: 3800064
Quote volume 24h: 18523167.48
Price change 24h %: 18.62

Quality

Capture latency ms: 4330
Order book timestamp: 2026-06-23 01:47:10.648000+02:00
Ticker timestamp: 2026-06-23 01:47:09.824000+02:00
Trades timestamp: 2026-06-23 01:47:06.158000+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: 0.50669
Best ask: 0.512
Spread: 0.00531
Spread %: 1.042515
Mid price: 0.509345
Last price: 0.51198
Mark price: -
Index price: -

Order Book

Bid depth 5: 112
Ask depth 5: 682
Bid depth 10: 1111
Ask depth 10: 1567
Bid depth 20: 29756
Ask depth 20: 5077
Imbalance 5: -0.717884
Imbalance 10: -0.170276
Imbalance 20: 0.708495
Top bid size: 8
Top ask size: 4
Bid wall score: 0.000269
Ask wall score: 0.000788

Dynamics

Bid depth 5 delta: 42
Ask depth 5 delta: 134
Imbalance 5 delta: 0.055579
Bid depth 10 delta: 3
Ask depth 10 delta: -1
Imbalance 10 delta: 0.001622
Spread delta: 0.00011
Mid price delta: -0.000055
Wall shift score: -0.000114

Tape

Buy volume: 34812
Sell volume: 7234
Buy/sell delta: 27578
Buy/sell ratio: 4.812275
Avg trade size: 420.46
Large trade count: 8
Largest trade size: 4782

Candle

Return 1: 0
Return 3: -0.003906
Volume 1: 0
Volume avg 5: 591.2
Momentum 5: -0.003906

Cross Exchange

Mid avg: 0.51746875
Mid median: 0.5199625
Price deviation %: -1.569902
Spread %: 2.154719

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74184
Volume 24h: 238288
Quote volume 24h: 238288
Price change 24h %: 16.13474

Quality

Capture latency ms: 4729
Order book timestamp: 2026-06-23 01:47:06.639000+02:00
Ticker timestamp: 2026-06-23 01:47:06.928000+02:00
Trades timestamp: 2026-06-23 01:45:39.105000+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: 0.51955
Best ask: 0.5204
Spread: 0.00085
Spread %: 0.163469
Mid price: 0.519975
Last price: 0.51949
Mark price: 0.51943
Index price: 0.519155

Order Book

Bid depth 5: 10
Ask depth 5: 9
Bid depth 10: 22
Ask depth 10: 19
Bid depth 20: 41
Ask depth 20: 46
Imbalance 5: 0.052632
Imbalance 10: 0.073171
Imbalance 20: -0.057471
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02439
Ask wall score: 0.021739

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 1
Imbalance 5 delta: -0.185464
Bid depth 10 delta: 2
Ask depth 10 delta: 0
Imbalance 10 delta: 0.04753
Spread delta: -0.0001
Mid price delta: 0.00064
Wall shift score: -0.055285

Tape

Buy volume: 91
Sell volume: 143
Buy/sell delta: -52
Buy/sell ratio: 0.636364
Avg trade size: 2.34
Large trade count: 4
Largest trade size: 17

Candle

Return 1: 0.063564
Return 3: 0.268288
Volume 1: 18
Volume avg 5: 17.4
Momentum 5: 0.177411

Cross Exchange

Mid avg: 0.51730875
Mid median: 0.5196425
Price deviation %: 0.515408
Spread %: 2.155386

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3116300
Quote volume 24h: 1482371
Price change 24h %: 9.02

Quality

Capture latency ms: 10056
Order book timestamp: 2026-06-23 01:46:52+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:52.002000+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: 0.5199
Best ask: 0.52
Spread: 0.0001
Spread %: 0.019233
Mid price: 0.51995
Last price: 0.5203
Mark price: -
Index price: -

Order Book

Bid depth 5: 3507
Ask depth 5: 1732
Bid depth 10: 11194
Ask depth 10: 9092
Bid depth 20: 35324
Ask depth 20: 33523
Imbalance 5: 0.338805
Imbalance 10: 0.103618
Imbalance 20: 0.026159
Top bid size: 20
Top ask size: 63
Bid wall score: 0.000566
Ask wall score: 0.001879

Dynamics

Bid depth 5 delta: -146
Ask depth 5 delta: -354
Imbalance 5 delta: 0.065761
Bid depth 10 delta: -4097
Ask depth 10 delta: 507
Imbalance 10 delta: -0.17725
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.004806

Tape

Buy volume: 3196
Sell volume: 4279
Buy/sell delta: -1083
Buy/sell ratio: 0.746903
Avg trade size: 74.75
Large trade count: 8
Largest trade size: 665

Candle

Return 1: 0.057715
Return 3: 0.211946
Volume 1: 15404
Volume avg 5: 35368.8
Momentum 5: 0.269906

Cross Exchange

Mid avg: 0.51730875
Mid median: 0.5196425
Price deviation %: 0.510575
Spread %: 2.155386

Funding / OI / Volume

Funding rate: 0.00046811
Funding delta: 0
Funding abs: 0.00046811
Funding pressure: 0.00046811
Open interest: 26140092
Volume 24h: 76297581
Quote volume 24h: 36388983.73644
Price change 24h %: 8.963

Quality

Capture latency ms: 6048
Order book timestamp: 2026-06-23 01:46:41.411000+02:00
Ticker timestamp: 2026-06-23 01:46:33.130000+02:00
Trades timestamp: 2026-06-23 01:46:42.763000+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: 0.5205
Best ask: 0.5206
Spread: 0.0001
Spread %: 0.01921
Mid price: 0.52055
Last price: 0.5207
Mark price: -
Index price: 0.5191

Order Book

Bid depth 5: 1565
Ask depth 5: 1006
Bid depth 10: 3980
Ask depth 10: 3646
Bid depth 20: 9492
Ask depth 20: 10304
Imbalance 5: 0.217425
Imbalance 10: 0.043798
Imbalance 20: -0.041018
Top bid size: 79
Top ask size: 9
Bid wall score: 0.008323
Ask wall score: 0.000873

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: -235
Imbalance 5 delta: 0.100385
Bid depth 10 delta: -243
Ask depth 10 delta: 41
Imbalance 10 delta: -0.03515
Spread delta: -0.0002
Mid price delta: 0.0007
Wall shift score: 0.023345

Tape

Buy volume: 8967
Sell volume: 2228
Buy/sell delta: 6739
Buy/sell ratio: 4.024686
Avg trade size: 111.95
Large trade count: 9
Largest trade size: 1101

Candle

Return 1: 0.153905
Return 3: 0.424383
Volume 1: 8036
Volume avg 5: 3420.2
Momentum 5: 0.385654

Cross Exchange

Mid avg: 0.51713375
Mid median: 0.5195925
Price deviation %: 0.660612
Spread %: 2.040091

Funding / OI / Volume

Funding rate: 0.000469
Funding delta: -0.000004
Funding abs: 0.000469
Funding pressure: 0.000473
Open interest: -
Volume 24h: 3794470
Quote volume 24h: 18494010.337
Price change 24h %: 18.82

Quality

Capture latency ms: 4318
Order book timestamp: 2026-06-23 01:46:35.777000+02:00
Ticker timestamp: 2026-06-23 01:46:33.804000+02:00
Trades timestamp: 2026-06-23 01:46:36.272000+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: 0.5068
Best ask: 0.512
Spread: 0.0052
Spread %: 1.020809
Mid price: 0.5094
Last price: 0.51198
Mark price: -
Index price: -

Order Book

Bid depth 5: 70
Ask depth 5: 548
Bid depth 10: 1108
Ask depth 10: 1568
Bid depth 20: 30436
Ask depth 20: 5710
Imbalance 5: -0.773463
Imbalance 10: -0.171898
Imbalance 20: 0.684059
Top bid size: 9
Top ask size: 4
Bid wall score: 0.000296
Ask wall score: 0.000701

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -233
Imbalance 5 delta: 0.055577
Bid depth 10 delta: -7
Ask depth 10 delta: -8
Imbalance 10 delta: -0.000587
Spread delta: -0.00029
Mid price delta: 0.000145
Wall shift score: -0.000137

Tape

Buy volume: 34812
Sell volume: 7234
Buy/sell delta: 27578
Buy/sell ratio: 4.812275
Avg trade size: 420.46
Large trade count: 8
Largest trade size: 4782

Candle

Return 1: 0
Return 3: -0.003906
Volume 1: 0
Volume avg 5: 1354.4
Momentum 5: -0.003906

Cross Exchange

Mid avg: 0.5170975
Mid median: 0.5195925
Price deviation %: -1.488597
Spread %: 2.068275

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74184
Volume 24h: 238288
Quote volume 24h: 238288
Price change 24h %: 16.13474

Quality

Capture latency ms: 4541
Order book timestamp: 2026-06-23 01:46:31.639000+02:00
Ticker timestamp: 2026-06-23 01:46:31.938000+02:00
Trades timestamp: 2026-06-23 01:45:39.105000+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: 0.51886
Best ask: 0.51981
Spread: 0.00095
Spread %: 0.182926
Mid price: 0.519335
Last price: 0.51901
Mark price: 0.51901
Index price: 0.518908

Order Book

Bid depth 5: 13
Ask depth 5: 8
Bid depth 10: 20
Ask depth 10: 19
Bid depth 20: 35
Ask depth 20: 36
Imbalance 5: 0.238095
Imbalance 10: 0.025641
Imbalance 20: -0.014085
Top bid size: 3
Top ask size: 1
Bid wall score: 0.085714
Ask wall score: 0.027778

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 1
Ask depth 10 delta: 5
Imbalance 10 delta: -0.125874
Spread delta: 0.00018
Mid price delta: 0.0003
Wall shift score: -0.008219

Tape

Buy volume: 99
Sell volume: 139
Buy/sell delta: -40
Buy/sell ratio: 0.71223
Avg trade size: 2.38
Large trade count: 4
Largest trade size: 17

Candle

Return 1: -0.028893
Return 3: 0.175642
Volume 1: 6
Volume avg 5: 15
Momentum 5: 0.084849

Cross Exchange

Mid avg: 0.5170225
Mid median: 0.5194425
Price deviation %: 0.447273
Spread %: 2.068575

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3115500
Quote volume 24h: 1481955
Price change 24h %: 8.92

Quality

Capture latency ms: 9774
Order book timestamp: 2026-06-23 01:46:16+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:51.967000+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: 0.5199
Best ask: 0.52
Spread: 0.0001
Spread %: 0.019233
Mid price: 0.51995
Last price: 0.5198
Mark price: -
Index price: -

Order Book

Bid depth 5: 3653
Ask depth 5: 2086
Bid depth 10: 15291
Ask depth 10: 8585
Bid depth 20: 34945
Ask depth 20: 41076
Imbalance 5: 0.273044
Imbalance 10: 0.280868
Imbalance 20: -0.080649
Top bid size: 168
Top ask size: 54
Bid wall score: 0.004808
Ask wall score: 0.001315

Dynamics

Bid depth 5 delta: -184
Ask depth 5 delta: -950
Imbalance 5 delta: 0.156501
Bid depth 10 delta: 2756
Ask depth 10 delta: -864
Imbalance 10 delta: 0.140493
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: 0.003146

Tape

Buy volume: 5419
Sell volume: 3122
Buy/sell delta: 2297
Buy/sell ratio: 1.735746
Avg trade size: 85.41
Large trade count: 8
Largest trade size: 1430

Candle

Return 1: -0.038476
Return 3: 0.115607
Volume 1: 714
Volume avg 5: 32430.8
Momentum 5: 0.173511

Cross Exchange

Mid avg: 0.5170975
Mid median: 0.5194425
Price deviation %: 0.551637
Spread %: 2.126291

Funding / OI / Volume

Funding rate: 0.00046811
Funding delta: -0.00000168
Funding abs: 0.00046811
Funding pressure: 0.00046979
Open interest: 26140060
Volume 24h: 76395881
Quote volume 24h: 36435089.09714
Price change 24h %: 8.95

Quality

Capture latency ms: 7007
Order book timestamp: 2026-06-23 01:46:06.005000+02:00
Ticker timestamp: 2026-06-23 01:45:57.040000+02:00
Trades timestamp: 2026-06-23 01:46:07.483000+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: 0.5197
Best ask: 0.52
Spread: 0.0003
Spread %: 0.057709
Mid price: 0.51985
Last price: 0.5199
Mark price: -
Index price: 0.5188

Order Book

Bid depth 5: 1570
Ask depth 5: 1241
Bid depth 10: 4223
Ask depth 10: 3605
Bid depth 20: 10568
Ask depth 20: 10524
Imbalance 5: 0.11704
Imbalance 10: 0.078947
Imbalance 20: 0.002086
Top bid size: 69
Top ask size: 236
Bid wall score: 0.006529
Ask wall score: 0.022425

Dynamics

Bid depth 5 delta: 871
Ask depth 5 delta: 208
Imbalance 5 delta: 0.309881
Bid depth 10 delta: 1371
Ask depth 10 delta: 733
Imbalance 10 delta: 0.082441
Spread delta: 0.0002
Mid price delta: 0.0009
Wall shift score: -0.016836

Tape

Buy volume: 1379
Sell volume: 4466
Buy/sell delta: -3087
Buy/sell ratio: 0.308777
Avg trade size: 58.45
Large trade count: 8
Largest trade size: 608

Candle

Return 1: 0.019238
Return 3: 0.289352
Volume 1: 8
Volume avg 5: 1814.6
Momentum 5: 0.250675

Cross Exchange

Mid avg: 0.5168725
Mid median: 0.5189925
Price deviation %: 0.576061
Spread %: 2.127217

Funding / OI / Volume

Funding rate: 0.000473
Funding delta: 0
Funding abs: 0.000473
Funding pressure: 0.000473
Open interest: -
Volume 24h: 3792643
Quote volume 24h: 18484500.822
Price change 24h %: 18.64

Quality

Capture latency ms: 4225
Order book timestamp: 2026-06-23 01:45:59.262000+02:00
Ticker timestamp: 2026-06-23 01:45:57.877000+02:00
Trades timestamp: 2026-06-23 01:45:46.428000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 3196
gate: 3194
htx: 3174
mexc: 3193

By Symbol

VELVET/USDT:USDT: 12757

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.