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: 14252
Total labels: 42756
Pending labels: 23273
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 06:30:09.380583+02:00
Recent trades snapshots: 14251
Micro candles: 285020
Avg data quality: 75.9406399101880438
Latest latency: 5300 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 29 of 1426 · 14252 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 05:43:30.147975+02:00	mexc	VELVET/USDT:USDT	0.47165	78	4438 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 05:43:25.655876+02:00	htx	VELVET/USDT:USDT	0.471625	90	4865 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 05:43:10.238864+02:00	gate	VELVET/USDT:USDT	0.470595	68	10496 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 05:42:59.652694+02:00	binance	VELVET/USDT:USDT	0.4714	80	6682 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 05:42:52.880062+02:00	mexc	VELVET/USDT:USDT	0.47165	68	5038 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 05:42:47.773576+02:00	htx	VELVET/USDT:USDT	0.466485	80	15070 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 05:42:01.860721+02:00	gate	VELVET/USDT:USDT	0.470115	68	9527 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 05:41:52.239142+02:00	binance	VELVET/USDT:USDT	0.47075	80	7214 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 05:41:44.896463+02:00	mexc	VELVET/USDT:USDT	0.47115	78	4295 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 05:41:40.545633+02:00	htx	VELVET/USDT:USDT	0.466505	90	4859 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4716
Best ask: 0.4717
Spread: 0.0001
Spread %: 0.021202
Mid price: 0.47165
Last price: 0.4716
Mark price: -
Index price: 0.4707

Order Book

Bid depth 5: 1807
Ask depth 5: 867
Bid depth 10: 4608
Ask depth 10: 4412
Bid depth 20: 11699
Ask depth 20: 12856
Imbalance 5: 0.351533
Imbalance 10: 0.021729
Imbalance 20: -0.047119
Top bid size: 261
Top ask size: 10
Bid wall score: 0.02231
Ask wall score: 0.000778

Dynamics

Bid depth 5 delta: -17
Ask depth 5 delta: -881
Imbalance 5 delta: 0.330257
Bid depth 10 delta: 160
Ask depth 10 delta: 226
Imbalance 10 delta: -0.008616
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.012057

Tape

Buy volume: 642
Sell volume: 1070
Buy/sell delta: -428
Buy/sell ratio: 0.6
Avg trade size: 17.12
Large trade count: 11
Largest trade size: 186

Candle

Return 1: -0.084746
Return 3: 0.021209
Volume 1: 28
Volume avg 5: 119.8
Momentum 5: 0.319081

Cross Exchange

Mid avg: 0.4713175
Mid median: 0.4715125
Price deviation %: 0.070547
Spread %: 0.223841

Funding / OI / Volume

Funding rate: 0.000196
Funding delta: 0.000002
Funding abs: 0.000196
Funding pressure: 0.000198
Open interest: -
Volume 24h: 4261145
Quote volume 24h: 20805985.568
Price change 24h %: 7.62

Quality

Capture latency ms: 4438
Order book timestamp: 2026-06-23 05:43:28.534000+02:00
Ticker timestamp: 2026-06-23 05:43:26.823000+02:00
Trades timestamp: 2026-06-23 05:43:26.284000+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: 0.46004
Best ask: 0.48321
Spread: 0.02317
Spread %: 4.912801
Mid price: 0.471625
Last price: 0.47165
Mark price: -
Index price: -

Order Book

Bid depth 5: 4730
Ask depth 5: 17714
Bid depth 10: 28813
Ask depth 10: 18893
Bid depth 20: 34503
Ask depth 20: 18893
Imbalance 5: -0.578507
Imbalance 10: 0.20794
Imbalance 20: 0.292344
Top bid size: 242
Top ask size: 287
Bid wall score: 0.007014
Ask wall score: 0.015191

Dynamics

Bid depth 5 delta: 4424
Ask depth 5 delta: 16162
Imbalance 5 delta: 0.092107
Bid depth 10 delta: 27361
Ask depth 10 delta: 16023
Imbalance 10 delta: 0.536029
Spread delta: 0.01028
Mid price delta: 0.00514
Wall shift score: -0.010561

Tape

Buy volume: 4424
Sell volume: 6566
Buy/sell delta: -2142
Buy/sell ratio: 0.673774
Avg trade size: 109.9
Large trade count: 2
Largest trade size: 574

Candle

Return 1: 0
Return 3: 0.116748
Volume 1: 0
Volume avg 5: 44.4
Momentum 5: 0.265731

Cross Exchange

Mid avg: 0.4700325
Mid median: 0.4709975
Price deviation %: 0.338806
Spread %: 1.09886

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73631
Volume 24h: 270868
Quote volume 24h: 270868
Price change 24h %: 6.986503

Quality

Capture latency ms: 4865
Order book timestamp: 2026-06-23 05:43:24.039000+02:00
Ticker timestamp: 2026-06-23 05:43:24.477000+02:00
Trades timestamp: 2026-06-23 05:42:51.853000+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: 0.47038
Best ask: 0.47081
Spread: 0.00043
Spread %: 0.091374
Mid price: 0.470595
Last price: 0.47146
Mark price: 0.47061
Index price: 0.47059

Order Book

Bid depth 5: 5
Ask depth 5: 12
Bid depth 10: 18
Ask depth 10: 28
Bid depth 20: 42
Ask depth 20: 54
Imbalance 5: -0.411765
Imbalance 10: -0.217391
Imbalance 20: -0.125
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02381
Ask wall score: 0.018519

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 3
Imbalance 5 delta: -0.12605
Bid depth 10 delta: -2
Ask depth 10 delta: 7
Imbalance 10 delta: -0.193001
Spread delta: 0
Mid price delta: 0.00048
Wall shift score: 0.003069

Tape

Buy volume: 154
Sell volume: 150
Buy/sell delta: 4
Buy/sell ratio: 1.026667
Avg trade size: 3.04
Large trade count: 6
Largest trade size: 21

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: 0.445278

Cross Exchange

Mid avg: 0.4699125
Mid median: 0.4707575
Price deviation %: 0.14524
Spread %: 1.099141

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3143300
Quote volume 24h: 1497170
Price change 24h %: -3.28

Quality

Capture latency ms: 10496
Order book timestamp: 2026-06-23 05:43:09+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:06.002000+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: 0.4713
Best ask: 0.4715
Spread: 0.0002
Spread %: 0.042427
Mid price: 0.4714
Last price: 0.4717
Mark price: -
Index price: -

Order Book

Bid depth 5: 6762
Ask depth 5: 6542
Bid depth 10: 15599
Ask depth 10: 18108
Bid depth 20: 52515
Ask depth 20: 49179
Imbalance 5: 0.016536
Imbalance 10: -0.074436
Imbalance 20: 0.032804
Top bid size: 34
Top ask size: 308
Bid wall score: 0.000647
Ask wall score: 0.006263

Dynamics

Bid depth 5 delta: 1097
Ask depth 5 delta: 3976
Imbalance 5 delta: -0.359967
Bid depth 10 delta: -2938
Ask depth 10 delta: 8161
Imbalance 10 delta: -0.376008
Spread delta: 0.0001
Mid price delta: 0.00065
Wall shift score: -0.006266

Tape

Buy volume: 3958
Sell volume: 974
Buy/sell delta: 2984
Buy/sell ratio: 4.063655
Avg trade size: 49.32
Large trade count: 4
Largest trade size: 902

Candle

Return 1: 0.12747
Return 3: -0.253968
Volume 1: 4406
Volume avg 5: 9685.2
Momentum 5: 0.042454

Cross Exchange

Mid avg: 0.46975
Mid median: 0.4704325
Price deviation %: 0.351251
Spread %: 1.099521

Funding / OI / Volume

Funding rate: 0.0001969
Funding delta: 0.00000225
Funding abs: 0.0001969
Funding pressure: 0.00019915
Open interest: 25768903
Volume 24h: 78739352
Quote volume 24h: 37654116.40726
Price change 24h %: -3.301

Quality

Capture latency ms: 6682
Order book timestamp: 2026-06-23 05:42:57.184000+02:00
Ticker timestamp: 2026-06-23 05:42:46.357000+02:00
Trades timestamp: 2026-06-23 05:42:55.265000+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: 0.4716
Best ask: 0.4717
Spread: 0.0001
Spread %: 0.021202
Mid price: 0.47165
Last price: 0.4719
Mark price: -
Index price: 0.4706

Order Book

Bid depth 5: 1824
Ask depth 5: 1748
Bid depth 10: 4448
Ask depth 10: 4186
Bid depth 20: 9876
Ask depth 20: 12159
Imbalance 5: 0.021277
Imbalance 10: 0.030345
Imbalance 20: -0.103608
Top bid size: 135
Top ask size: 51
Bid wall score: 0.01367
Ask wall score: 0.004194

Dynamics

Bid depth 5 delta: 584
Ask depth 5 delta: 849
Imbalance 5 delta: -0.138144
Bid depth 10 delta: 1234
Ask depth 10 delta: 970
Imbalance 10 delta: 0.030656
Spread delta: 0
Mid price delta: 0.0005
Wall shift score: 0.011589

Tape

Buy volume: 646
Sell volume: 1054
Buy/sell delta: -408
Buy/sell ratio: 0.612903
Avg trade size: 17
Large trade count: 11
Largest trade size: 186

Candle

Return 1: 0.254939
Return 3: -0.148117
Volume 1: 133
Volume avg 5: 173.2
Momentum 5: 0.212359

Cross Exchange

Mid avg: 0.469625
Mid median: 0.4704325
Price deviation %: 0.431195
Spread %: 0.993346

Funding / OI / Volume

Funding rate: 0.000194
Funding delta: 0.000005
Funding abs: 0.000194
Funding pressure: 0.000199
Open interest: -
Volume 24h: 4261049
Quote volume 24h: 20805531.251
Price change 24h %: 7.69

Quality

Capture latency ms: 5038
Order book timestamp: 2026-06-23 05:42:51.387000+02:00
Ticker timestamp: 2026-06-23 05:42:50.786000+02:00
Trades timestamp: 2026-06-23 05:42:48.367000+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: 0.46004
Best ask: 0.47293
Spread: 0.01289
Spread %: 2.763219
Mid price: 0.466485
Last price: 0.4711
Mark price: -
Index price: -

Order Book

Bid depth 5: 306
Ask depth 5: 1552
Bid depth 10: 1452
Ask depth 10: 2870
Bid depth 20: 45856
Ask depth 20: 44932
Imbalance 5: -0.670614
Imbalance 10: -0.328089
Imbalance 20: 0.010178
Top bid size: 242
Top ask size: 130
Bid wall score: 0.005277
Ask wall score: 0.002893

Dynamics

Bid depth 5 delta: -538
Ask depth 5 delta: 530
Imbalance 5 delta: -0.575222
Bid depth 10 delta: -18136
Ask depth 10 delta: 54
Imbalance 10 delta: -1.076705
Spread delta: -0.00004
Mid price delta: -0.00002
Wall shift score: 0.002728

Tape

Buy volume: 4464
Sell volume: 6558
Buy/sell delta: -2094
Buy/sell ratio: 0.680695
Avg trade size: 110.22
Large trade count: 2
Largest trade size: 574

Candle

Return 1: 0
Return 3: 0.14881
Volume 1: 0
Volume avg 5: 42.8
Momentum 5: 0.14881

Cross Exchange

Mid avg: 0.46963
Mid median: 0.4704325
Price deviation %: -0.669676
Spread %: 0.989077

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73627
Volume 24h: 270872
Quote volume 24h: 270872
Price change 24h %: 6.861744

Quality

Capture latency ms: 15070
Order book timestamp: 2026-06-23 05:42:46.097000+02:00
Ticker timestamp: 2026-06-23 05:42:46.567000+02:00
Trades timestamp: 2026-06-23 05:40:07.865000+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: 0.4699
Best ask: 0.47033
Spread: 0.00043
Spread %: 0.091467
Mid price: 0.470115
Last price: 0.47146
Mark price: 0.47076
Index price: 0.470657

Order Book

Bid depth 5: 5
Ask depth 5: 9
Bid depth 10: 20
Ask depth 10: 21
Bid depth 20: 45
Ask depth 20: 50
Imbalance 5: -0.285714
Imbalance 10: -0.02439
Imbalance 20: -0.052632
Top bid size: 1
Top ask size: 1
Bid wall score: 0.022222
Ask wall score: 0.02

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: 4
Imbalance 5 delta: -0.619048
Bid depth 10 delta: -1
Ask depth 10 delta: -1
Imbalance 10 delta: -0.001134
Spread delta: -0.00003
Mid price delta: -0.001505
Wall shift score: 0.002614

Tape

Buy volume: 154
Sell volume: 150
Buy/sell delta: 4
Buy/sell ratio: 1.026667
Avg trade size: 3.04
Large trade count: 6
Largest trade size: 21

Candle

Return 1: 0
Return 3: 0.055178
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: 0.445278

Cross Exchange

Mid avg: 0.47000625
Mid median: 0.47095
Price deviation %: 0.023138
Spread %: 1.088283

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3143300
Quote volume 24h: 1497170
Price change 24h %: -3.28

Quality

Capture latency ms: 9527
Order book timestamp: 2026-06-23 05:42:00+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:06.002000+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: 0.4707
Best ask: 0.4708
Spread: 0.0001
Spread %: 0.021243
Mid price: 0.47075
Last price: 0.4712
Mark price: -
Index price: -

Order Book

Bid depth 5: 5665
Ask depth 5: 2566
Bid depth 10: 18537
Ask depth 10: 9947
Bid depth 20: 57829
Ask depth 20: 39287
Imbalance 5: 0.376503
Imbalance 10: 0.301573
Imbalance 20: 0.190926
Top bid size: 70
Top ask size: 22
Bid wall score: 0.00121
Ask wall score: 0.00056

Dynamics

Bid depth 5 delta: 2564
Ask depth 5 delta: -542
Imbalance 5 delta: 0.377631
Bid depth 10 delta: 3446
Ask depth 10 delta: -5915
Imbalance 10 delta: 0.326482
Spread delta: 0
Mid price delta: -0.0014
Wall shift score: -0.004287

Tape

Buy volume: 1329
Sell volume: 2211
Buy/sell delta: -882
Buy/sell ratio: 0.601085
Avg trade size: 35.4
Large trade count: 6
Largest trade size: 357

Candle

Return 1: -0.12728
Return 3: 0.127605
Volume 1: 6524
Volume avg 5: 11334
Momentum 5: -0.08489

Cross Exchange

Mid avg: 0.47035625
Mid median: 0.471385
Price deviation %: 0.083713
Spread %: 1.200154

Funding / OI / Volume

Funding rate: 0.00019465
Funding delta: 0
Funding abs: 0.00019465
Funding pressure: 0.00019465
Open interest: 25770778
Volume 24h: 78754446
Quote volume 24h: 37661539.63806
Price change 24h %: -3.244

Quality

Capture latency ms: 7214
Order book timestamp: 2026-06-23 05:41:50.100000+02:00
Ticker timestamp: 2026-06-23 05:41:44.440000+02:00
Trades timestamp: 2026-06-23 05:41:51.258000+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: 0.4712
Spread: 0.0001
Spread %: 0.021225
Mid price: 0.47115
Last price: 0.4716
Mark price: -
Index price: 0.4705

Order Book

Bid depth 5: 1240
Ask depth 5: 899
Bid depth 10: 3214
Ask depth 10: 3216
Bid depth 20: 7771
Ask depth 20: 8272
Imbalance 5: 0.15942
Imbalance 10: -0.000311
Imbalance 20: -0.031229
Top bid size: 8
Top ask size: 26
Bid wall score: 0.001029
Ask wall score: 0.003143

Dynamics

Bid depth 5 delta: -724
Ask depth 5 delta: -36
Imbalance 5 delta: -0.19553
Bid depth 10 delta: -1149
Ask depth 10 delta: -1729
Imbalance 10 delta: 0.062216
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: -0.016715

Tape

Buy volume: 877
Sell volume: 1024
Buy/sell delta: -147
Buy/sell ratio: 0.856445
Avg trade size: 19.01
Large trade count: 11
Largest trade size: 186

Candle

Return 1: 0.021209
Return 3: 0.319081
Volume 1: 39
Volume avg 5: 172.2
Momentum 5: 0.106135

Cross Exchange

Mid avg: 0.47048125
Mid median: 0.471635
Price deviation %: 0.142142
Spread %: 1.199835

Funding / OI / Volume

Funding rate: 0.000189
Funding delta: 0
Funding abs: 0.000189
Funding pressure: 0.000189
Open interest: -
Volume 24h: 4260911
Quote volume 24h: 20804882.285
Price change 24h %: 7.62

Quality

Capture latency ms: 4295
Order book timestamp: 2026-06-23 05:41:43.237000+02:00
Ticker timestamp: 2026-06-23 05:41:41.875000+02:00
Trades timestamp: 2026-06-23 05:41:39.284000+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: 0.46004
Best ask: 0.47297
Spread: 0.01293
Spread %: 2.771674
Mid price: 0.466505
Last price: 0.4711
Mark price: -
Index price: -

Order Book

Bid depth 5: 844
Ask depth 5: 1022
Bid depth 10: 19588
Ask depth 10: 2816
Bid depth 20: 66233
Ask depth 20: 45026
Imbalance 5: -0.095391
Imbalance 10: 0.748616
Imbalance 20: 0.190609
Top bid size: 242
Top ask size: 180
Bid wall score: 0.003654
Ask wall score: 0.003998

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: -352
Imbalance 5 delta: 0.14022
Bid depth 10 delta: -23
Ask depth 10 delta: -355
Imbalance 10 delta: 0.026994
Spread delta: 0.00059
Mid price delta: 0.000295
Wall shift score: 0.000752

Tape

Buy volume: 4464
Sell volume: 6558
Buy/sell delta: -2094
Buy/sell ratio: 0.680695
Avg trade size: 110.22
Large trade count: 2
Largest trade size: 574

Candle

Return 1: 0
Return 3: 0.14881
Volume 1: 0
Volume avg 5: 45.2
Momentum 5: 0.053095

Cross Exchange

Mid avg: 0.4704075
Mid median: 0.471635
Price deviation %: -0.8296
Spread %: 1.262735

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73627
Volume 24h: 270872
Quote volume 24h: 270872
Price change 24h %: 6.861744

Quality

Capture latency ms: 4859
Order book timestamp: 2026-06-23 05:41:39.097000+02:00
Ticker timestamp: 2026-06-23 05:41:39.339000+02:00
Trades timestamp: 2026-06-23 05:40:07.865000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 3570
gate: 3568
htx: 3546
mexc: 3568

By Symbol

VELVET/USDT:USDT: 14252

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.