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: 13755
Total labels: 41265
Pending labels: 21782
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 05:06:41.706399+02:00
Recent trades snapshots: 13754
Micro candles: 275080
Avg data quality: 75.9226463104325700
Latest latency: 9894 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 28 of 1376 · 13755 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 04:22:48.824868+02:00	mexc	VELVET/USDT:USDT	0.4725	78	4301 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 04:22:44.474213+02:00	htx	VELVET/USDT:USDT	0.46567	68	34137 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 04:21:58.871774+02:00	gate	VELVET/USDT:USDT	0.470805	68	9833 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 04:21:48.920063+02:00	binance	VELVET/USDT:USDT	0.47145	80	5685 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 04:21:43.130596+02:00	mexc	VELVET/USDT:USDT	0.4712	68	28990 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 04:21:14.079514+02:00	htx	VELVET/USDT:USDT	0.46472	80	6704 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 04:20:55.341054+02:00	gate	VELVET/USDT:USDT	0.469315	68	10251 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 04:20:44.941625+02:00	binance	VELVET/USDT:USDT	0.47	80	6970 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 04:20:37.837488+02:00	mexc	VELVET/USDT:USDT	0.4703	68	5011 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 04:20:32.759708+02:00	htx	VELVET/USDT:USDT	0.464725	80	5768 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4724
Best ask: 0.4726
Spread: 0.0002
Spread %: 0.042328
Mid price: 0.4725
Last price: 0.4725
Mark price: -
Index price: 0.4716

Order Book

Bid depth 5: 2350
Ask depth 5: 1273
Bid depth 10: 4963
Ask depth 10: 4664
Bid depth 20: 10030
Ask depth 20: 10834
Imbalance 5: 0.297267
Imbalance 10: 0.031058
Imbalance 20: -0.038535
Top bid size: 7
Top ask size: 8
Bid wall score: 0.000698
Ask wall score: 0.000738

Dynamics

Bid depth 5 delta: -172
Ask depth 5 delta: -50
Imbalance 5 delta: -0.014566
Bid depth 10 delta: 1037
Ask depth 10 delta: 862
Imbalance 10 delta: 0.015013
Spread delta: 0
Mid price delta: 0.0013
Wall shift score: -0.134924

Tape

Buy volume: 10141
Sell volume: 27
Buy/sell delta: 10114
Buy/sell ratio: 375.592593
Avg trade size: 101.68
Large trade count: 7
Largest trade size: 754

Candle

Return 1: 0.169599
Return 3: 0.339775
Volume 1: 1312
Volume avg 5: 3607.8
Momentum 5: 0.127146

Cross Exchange

Mid avg: 0.46978125
Mid median: 0.4710025
Price deviation %: 0.578727
Spread %: 1.23036

Funding / OI / Volume

Funding rate: 0.00022
Funding delta: -0.000001
Funding abs: 0.00022
Funding pressure: 0.000221
Open interest: -
Volume 24h: 4220581
Quote volume 24h: 20617582.951
Price change 24h %: 7.82

Quality

Capture latency ms: 4301
Order book timestamp: 2026-06-23 04:22:47.094000+02:00
Ticker timestamp: 2026-06-23 04:22:45.737000+02:00
Trades timestamp: 2026-06-23 04:22:44.364000+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: 0.45898
Best ask: 0.47236
Spread: 0.01338
Spread %: 2.873279
Mid price: 0.46567
Last price: -
Mark price: -
Index price: -

Order Book

Bid depth 5: 789
Ask depth 5: 671
Bid depth 10: 23499
Ask depth 10: 2560
Bid depth 20: 66237
Ask depth 20: 3201
Imbalance 5: 0.080822
Imbalance 10: 0.803523
Imbalance 20: 0.907803
Top bid size: 181
Top ask size: 287
Bid wall score: 0.002733
Ask wall score: 0.089659

Dynamics

Bid depth 5 delta: 324
Ask depth 5 delta: -1165
Imbalance 5 delta: 0.67665
Bid depth 10 delta: 28
Ask depth 10 delta: -594
Imbalance 10 delta: 0.040443
Spread delta: 0.00014
Mid price delta: 0.00095
Wall shift score: -0.078076

Tape

Buy volume: 4338
Sell volume: 7010
Buy/sell delta: -2672
Buy/sell ratio: 0.61883
Avg trade size: 113.48
Large trade count: 2
Largest trade size: 800

Candle

Return 1: 0.244317
Return 3: 0.244317
Volume 1: 514
Volume avg 5: 146
Momentum 5: 2.524825

Cross Exchange

Mid avg: 0.46954375
Mid median: 0.4710025
Price deviation %: -0.825003
Spread %: 1.433306

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73756
Volume 24h: -
Quote volume 24h: -
Price change 24h %: -

Quality

Capture latency ms: 34137
Order book timestamp: 2026-06-23 04:22:13.439000+02:00
Ticker timestamp: -
Trades timestamp: 2026-06-23 04:22:23.733000+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: 0.47046
Best ask: 0.47115
Spread: 0.00069
Spread %: 0.146557
Mid price: 0.470805
Last price: 0.46907
Mark price: 0.47039
Index price: 0.47048

Order Book

Bid depth 5: 11
Ask depth 5: 11
Bid depth 10: 20
Ask depth 10: 26
Bid depth 20: 43
Ask depth 20: 47
Imbalance 5: 0
Imbalance 10: -0.130435
Imbalance 20: -0.044444
Top bid size: 1
Top ask size: 1
Bid wall score: 0.023256
Ask wall score: 0.021277

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 4
Imbalance 5 delta: -0.125
Bid depth 10 delta: 1
Ask depth 10 delta: 7
Imbalance 10 delta: -0.130435
Spread delta: 0.00014
Mid price delta: 0.00149
Wall shift score: -0.054241

Tape

Buy volume: 142
Sell volume: 199
Buy/sell delta: -57
Buy/sell ratio: 0.713568
Avg trade size: 3.41
Large trade count: 3
Largest trade size: 42

Candle

Return 1: 0
Return 3: -0.140506
Volume 1: 0
Volume avg 5: 11.6
Momentum 5: -0.624974

Cross Exchange

Mid avg: 0.46917125
Mid median: 0.4702575
Price deviation %: 0.34822
Spread %: 1.434444

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3180000
Quote volume 24h: 1516286
Price change 24h %: -3.1

Quality

Capture latency ms: 9833
Order book timestamp: 2026-06-23 04:21:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:01.220000+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: 0.4714
Best ask: 0.4715
Spread: 0.0001
Spread %: 0.021211
Mid price: 0.47145
Last price: 0.4715
Mark price: -
Index price: -

Order Book

Bid depth 5: 3087
Ask depth 5: 4535
Bid depth 10: 11552
Ask depth 10: 16146
Bid depth 20: 32877
Ask depth 20: 44100
Imbalance 5: -0.189976
Imbalance 10: -0.16586
Imbalance 20: -0.145797
Top bid size: 23
Top ask size: 118
Bid wall score: 0.0007
Ask wall score: 0.002676

Dynamics

Bid depth 5 delta: -5049
Ask depth 5 delta: 1642
Imbalance 5 delta: -0.665359
Bid depth 10 delta: -1926
Ask depth 10 delta: -300
Imbalance 10 delta: -0.066676
Spread delta: -0.0001
Mid price delta: 0.00145
Wall shift score: -0.003715

Tape

Buy volume: 16663
Sell volume: 12223
Buy/sell delta: 4440
Buy/sell ratio: 1.36325
Avg trade size: 288.86
Large trade count: 6
Largest trade size: 6378

Candle

Return 1: 0.361702
Return 3: 0.447189
Volume 1: 26819
Volume avg 5: 27665
Momentum 5: -0.232657

Cross Exchange

Mid avg: 0.46880875
Mid median: 0.4696575
Price deviation %: 0.563396
Spread %: 1.382227

Funding / OI / Volume

Funding rate: 0.00022069
Funding delta: -0.00000064
Funding abs: 0.00022069
Funding pressure: 0.00022133
Open interest: 25863914
Volume 24h: 79352145
Quote volume 24h: 37977401.5722
Price change 24h %: -2.057

Quality

Capture latency ms: 5685
Order book timestamp: 2026-06-23 04:21:46.802000+02:00
Ticker timestamp: 2026-06-23 04:21:39.489000+02:00
Trades timestamp: 2026-06-23 04:21:46.827000+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: 0.4711
Best ask: 0.4713
Spread: 0.0002
Spread %: 0.042445
Mid price: 0.4712
Last price: 0.471
Mark price: -
Index price: 0.47

Order Book

Bid depth 5: 2522
Ask depth 5: 1323
Bid depth 10: 3926
Ask depth 10: 3802
Bid depth 20: 10314
Ask depth 20: 10400
Imbalance 5: 0.311834
Imbalance 10: 0.016046
Imbalance 20: -0.004152
Top bid size: 1414
Top ask size: 23
Bid wall score: 0.137095
Ask wall score: 0.002212

Dynamics

Bid depth 5 delta: 1329
Ask depth 5 delta: -42
Imbalance 5 delta: 0.379074
Bid depth 10 delta: -614
Ask depth 10 delta: -521
Imbalance 10 delta: -0.008438
Spread delta: 0
Mid price delta: 0.0009
Wall shift score: 0.133477

Tape

Buy volume: 4673
Sell volume: 6641
Buy/sell delta: -1968
Buy/sell ratio: 0.703659
Avg trade size: 113.14
Large trade count: 7
Largest trade size: 754

Candle

Return 1: 0.340426
Return 3: 0.404514
Volume 1: 53
Volume avg 5: 1774
Momentum 5: -0.295983

Cross Exchange

Mid avg: 0.46858375
Mid median: 0.4696575
Price deviation %: 0.558331
Spread %: 1.190822

Funding / OI / Volume

Funding rate: 0.000221
Funding delta: -0.000006
Funding abs: 0.000221
Funding pressure: 0.000227
Open interest: -
Volume 24h: 4212285
Quote volume 24h: 20578424.679
Price change 24h %: 7.48

Quality

Capture latency ms: 28990
Order book timestamp: 2026-06-23 04:21:41.371000+02:00
Ticker timestamp: 2026-06-23 04:21:39.764000+02:00
Trades timestamp: 2026-06-23 04:21:40.673000+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: 0.4581
Best ask: 0.47134
Spread: 0.01324
Spread %: 2.849027
Mid price: 0.46472
Last price: 0.4707
Mark price: -
Index price: -

Order Book

Bid depth 5: 465
Ask depth 5: 1836
Bid depth 10: 23471
Ask depth 10: 3154
Bid depth 20: 66277
Ask depth 20: 45090
Imbalance 5: -0.595828
Imbalance 10: 0.76308
Imbalance 20: 0.190245
Top bid size: 19
Top ask size: 412
Bid wall score: 0.000287
Ask wall score: 0.009137

Dynamics

Bid depth 5 delta: -421
Ask depth 5 delta: 788
Imbalance 5 delta: -0.512064
Bid depth 10 delta: 22021
Ask depth 10 delta: 213
Imbalance 10 delta: 1.102638
Spread delta: -0.00001
Mid price delta: -0.000005
Wall shift score: 0.105849

Tape

Buy volume: 3824
Sell volume: 7228
Buy/sell delta: -3404
Buy/sell ratio: 0.529054
Avg trade size: 110.52
Large trade count: 2
Largest trade size: 800

Candle

Return 1: 0
Return 3: 2.274949
Volume 1: 0
Volume avg 5: 90
Momentum 5: -0.169671

Cross Exchange

Mid avg: 0.468585
Mid median: 0.4696575
Price deviation %: -0.824824
Spread %: 1.189752

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73756
Volume 24h: 270440
Quote volume 24h: 270440
Price change 24h %: 6.771011

Quality

Capture latency ms: 6704
Order book timestamp: 2026-06-23 04:21:11.539000+02:00
Ticker timestamp: 2026-06-23 04:21:11.930000+02:00
Trades timestamp: 2026-06-23 04:19:46.755000+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: 0.46904
Best ask: 0.46959
Spread: 0.00055
Spread %: 0.117192
Mid price: 0.469315
Last price: 0.46907
Mark price: 0.46917
Index price: 0.469277

Order Book

Bid depth 5: 9
Ask depth 5: 7
Bid depth 10: 19
Ask depth 10: 19
Bid depth 20: 38
Ask depth 20: 44
Imbalance 5: 0.125
Imbalance 10: 0
Imbalance 20: -0.073171
Top bid size: 3
Top ask size: 1
Bid wall score: 0.078947
Ask wall score: 0.022727

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 0
Imbalance 5 delta: -0.175
Bid depth 10 delta: -4
Ask depth 10 delta: -3
Imbalance 10 delta: -0.022222
Spread delta: -0.00008
Mid price delta: -0.00007
Wall shift score: 0.014129

Tape

Buy volume: 142
Sell volume: 199
Buy/sell delta: -57
Buy/sell ratio: 0.713568
Avg trade size: 3.41
Large trade count: 3
Largest trade size: 42

Candle

Return 1: -0.140506
Return 3: -0.496383
Volume 1: 2
Volume avg 5: 12.6
Momentum 5: -0.681784

Cross Exchange

Mid avg: 0.4686025
Mid median: 0.4696925
Price deviation %: 0.152048
Spread %: 1.189708

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3180000
Quote volume 24h: 1516286
Price change 24h %: -2.46

Quality

Capture latency ms: 10251
Order book timestamp: 2026-06-23 04:20:54+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:01.220000+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: 0.4699
Best ask: 0.4701
Spread: 0.0002
Spread %: 0.042553
Mid price: 0.47
Last price: 0.4702
Mark price: -
Index price: -

Order Book

Bid depth 5: 8136
Ask depth 5: 2893
Bid depth 10: 13478
Ask depth 10: 16446
Bid depth 20: 41797
Ask depth 20: 33479
Imbalance 5: 0.475383
Imbalance 10: -0.099185
Imbalance 20: 0.1105
Top bid size: 225
Top ask size: 122
Bid wall score: 0.005383
Ask wall score: 0.003644

Dynamics

Bid depth 5 delta: 5300
Ask depth 5 delta: -1135
Imbalance 5 delta: 0.649043
Bid depth 10 delta: 360
Ask depth 10 delta: 1216
Imbalance 10 delta: -0.024682
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.010897

Tape

Buy volume: 13316
Sell volume: 8967
Buy/sell delta: 4349
Buy/sell ratio: 1.485001
Avg trade size: 222.83
Large trade count: 8
Largest trade size: 1848

Candle

Return 1: 0.021277
Return 3: -0.275774
Volume 1: 19704
Volume avg 5: 25199.2
Momentum 5: -0.634115

Cross Exchange

Mid avg: 0.4686025
Mid median: 0.4696925
Price deviation %: 0.298227
Spread %: 1.189708

Funding / OI / Volume

Funding rate: 0.00022133
Funding delta: 0
Funding abs: 0.00022133
Funding pressure: 0.00022133
Open interest: 25853835
Volume 24h: 79346134
Quote volume 24h: 37974730.8319
Price change 24h %: -2.489

Quality

Capture latency ms: 6970
Order book timestamp: 2026-06-23 04:20:42.364000+02:00
Ticker timestamp: 2026-06-23 04:20:36.023000+02:00
Trades timestamp: 2026-06-23 04:20:42.327000+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: 0.4702
Best ask: 0.4704
Spread: 0.0002
Spread %: 0.042526
Mid price: 0.4703
Last price: 0.47
Mark price: -
Index price: 0.4695

Order Book

Bid depth 5: 1193
Ask depth 5: 1365
Bid depth 10: 4540
Ask depth 10: 4323
Bid depth 20: 10715
Ask depth 20: 12287
Imbalance 5: -0.06724
Imbalance 10: 0.024484
Imbalance 20: -0.068342
Top bid size: 36
Top ask size: 24
Bid wall score: 0.00336
Ask wall score: 0.001953

Dynamics

Bid depth 5 delta: -107
Ask depth 5 delta: -312
Imbalance 5 delta: 0.059398
Bid depth 10 delta: 1208
Ask depth 10 delta: -15
Imbalance 10 delta: 0.155644
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: 0.000352

Tape

Buy volume: 1493
Sell volume: 7307
Buy/sell delta: -5814
Buy/sell ratio: 0.204325
Avg trade size: 88
Large trade count: 8
Largest trade size: 712

Candle

Return 1: -0.084944
Return 3: -0.296673
Volume 1: 340
Volume avg 5: 2725
Momentum 5: -0.591591

Cross Exchange

Mid avg: 0.4687525
Mid median: 0.4696925
Price deviation %: 0.330132
Spread %: 1.317326

Funding / OI / Volume

Funding rate: 0.000227
Funding delta: -0.000001
Funding abs: 0.000227
Funding pressure: 0.000228
Open interest: -
Volume 24h: 4212246
Quote volume 24h: 20578242.502
Price change 24h %: 7.25

Quality

Capture latency ms: 5011
Order book timestamp: 2026-06-23 04:20:36.277000+02:00
Ticker timestamp: 2026-06-23 04:20:33.710000+02:00
Trades timestamp: 2026-06-23 04:20:34.288000+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: 0.4581
Best ask: 0.47135
Spread: 0.01325
Spread %: 2.851149
Mid price: 0.464725
Last price: 0.4707
Mark price: -
Index price: -

Order Book

Bid depth 5: 886
Ask depth 5: 1048
Bid depth 10: 1450
Ask depth 10: 2941
Bid depth 20: 46915
Ask depth 20: 3586
Imbalance 5: -0.083764
Imbalance 10: -0.339558
Imbalance 20: 0.857983
Top bid size: 9
Top ask size: 412
Bid wall score: 0.000192
Ask wall score: 0.114891

Dynamics

Bid depth 5 delta: 361
Ask depth 5 delta: -450
Imbalance 5 delta: 0.397205
Bid depth 10 delta: -22073
Ask depth 10 delta: 120
Imbalance 10 delta: -1.125392
Spread delta: -0.00016
Mid price delta: -0.00027
Wall shift score: -0.115722

Tape

Buy volume: 3824
Sell volume: 7228
Buy/sell delta: -3404
Buy/sell ratio: 0.529054
Avg trade size: 110.52
Large trade count: 2
Largest trade size: 800

Candle

Return 1: 0
Return 3: 2.274949
Volume 1: 0
Volume avg 5: 90
Momentum 5: -0.169671

Cross Exchange

Mid avg: 0.46882
Mid median: 0.4696925
Price deviation %: -0.87347
Spread %: 1.259545

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73756
Volume 24h: 270440
Quote volume 24h: 270440
Price change 24h %: 6.771011

Quality

Capture latency ms: 5768
Order book timestamp: 2026-06-23 04:20:31.239000+02:00
Ticker timestamp: 2026-06-23 04:20:31.539000+02:00
Trades timestamp: 2026-06-23 04:19:46.755000+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: 3446
gate: 3444
htx: 3422
mexc: 3443

By Symbol

VELVET/USDT:USDT: 13755

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.