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: 14713
Total labels: 44139
Pending labels: 24656
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 07:45:58.759616+02:00
Recent trades snapshots: 14712
Micro candles: 294240
Avg data quality: 75.9405967511724325
Latest latency: 10014 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 30 of 1472 · 14713 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 06:58:16.405676+02:00	htx	VELVET/USDT:USDT	0.473915	80	5548 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 06:57:59.576351+02:00	gate	VELVET/USDT:USDT	0.479015	68	9851 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 06:57:49.630590+02:00	binance	VELVET/USDT:USDT	0.47995	80	5855 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 06:57:43.668120+02:00	mexc	VELVET/USDT:USDT	0.47955	78	4233 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 06:57:39.374238+02:00	htx	VELVET/USDT:USDT	0.474025	80	5566 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 06:57:23.379459+02:00	gate	VELVET/USDT:USDT	0.479195	68	9956 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 06:57:13.316794+02:00	binance	VELVET/USDT:USDT	0.47895	80	5955 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 06:57:07.237616+02:00	mexc	VELVET/USDT:USDT	0.4789	68	5269 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 06:57:01.871910+02:00	htx	VELVET/USDT:USDT	0.47365	80	6176 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 06:56:44.778822+02:00	gate	VELVET/USDT:USDT	0.478775	68	10094 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.46745
Best ask: 0.48038
Spread: 0.01293
Spread %: 2.728337
Mid price: 0.473915
Last price: 0.47985
Mark price: -
Index price: -

Order Book

Bid depth 5: 646
Ask depth 5: 1206
Bid depth 10: 22765
Ask depth 10: 2957
Bid depth 20: 64440
Ask depth 20: 36506
Imbalance 5: -0.302376
Imbalance 10: 0.77008
Imbalance 20: 0.276722
Top bid size: 50
Top ask size: 175
Bid wall score: 0.000776
Ask wall score: 0.004794

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: 461
Imbalance 5 delta: -0.226564
Bid depth 10 delta: -473
Ask depth 10 delta: 734
Imbalance 10 delta: -0.0553
Spread delta: -0.00022
Mid price delta: -0.00011
Wall shift score: 0.038284

Tape

Buy volume: 3762
Sell volume: 6880
Buy/sell delta: -3118
Buy/sell ratio: 0.546802
Avg trade size: 106.42
Large trade count: 1
Largest trade size: 400

Candle

Return 1: 0
Return 3: 0.50267
Volume 1: 0
Volume avg 5: 49.2
Momentum 5: 3.309077

Cross Exchange

Mid avg: 0.478135
Mid median: 0.4792825
Price deviation %: -0.882596
Spread %: 1.23919

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73718
Volume 24h: 270228
Quote volume 24h: 270228
Price change 24h %: 8.846546

Quality

Capture latency ms: 5548
Order book timestamp: 2026-06-23 06:58:14.998000+02:00
Ticker timestamp: 2026-06-23 06:58:15.356000+02:00
Trades timestamp: 2026-06-23 06:57:18.077000+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: 0.47867
Best ask: 0.47936
Spread: 0.00069
Spread %: 0.144046
Mid price: 0.479015
Last price: 0.47822
Mark price: 0.47918
Index price: 0.479353

Order Book

Bid depth 5: 17
Ask depth 5: 5
Bid depth 10: 25
Ask depth 10: 18
Bid depth 20: 59
Ask depth 20: 51
Imbalance 5: 0.545455
Imbalance 10: 0.162791
Imbalance 20: 0.072727
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016949
Ask wall score: 0.019608

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -6
Imbalance 5 delta: 0.391608
Bid depth 10 delta: -9
Ask depth 10 delta: -11
Imbalance 10 delta: 0.083426
Spread delta: 0
Mid price delta: -0.00018
Wall shift score: -0.000499

Tape

Buy volume: 123
Sell volume: 59
Buy/sell delta: 64
Buy/sell ratio: 2.084746
Avg trade size: 1.82
Large trade count: 11
Largest trade size: 10

Candle

Return 1: -0.271104
Return 3: 0.447394
Volume 1: 8
Volume avg 5: 17.6
Momentum 5: 0.466387

Cross Exchange

Mid avg: 0.47818
Mid median: 0.4793725
Price deviation %: 0.17462
Spread %: 1.239073

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3126000
Quote volume 24h: 1486821
Price change 24h %: -4.02

Quality

Capture latency ms: 9851
Order book timestamp: 2026-06-23 06:57:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:10.622000+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: 0.4799
Best ask: 0.48
Spread: 0.0001
Spread %: 0.020836
Mid price: 0.47995
Last price: 0.4796
Mark price: -
Index price: -

Order Book

Bid depth 5: 5377
Ask depth 5: 3254
Bid depth 10: 18543
Ask depth 10: 12861
Bid depth 20: 43554
Ask depth 20: 53438
Imbalance 5: 0.245974
Imbalance 10: 0.180932
Imbalance 20: -0.101905
Top bid size: 22
Top ask size: 479
Bid wall score: 0.000505
Ask wall score: 0.008964

Dynamics

Bid depth 5 delta: -335
Ask depth 5 delta: 1061
Imbalance 5 delta: -0.199187
Bid depth 10 delta: 77
Ask depth 10 delta: 764
Imbalance 10 delta: -0.027457
Spread delta: 0
Mid price delta: 0.001
Wall shift score: -0.004104

Tape

Buy volume: 15499
Sell volume: 5368
Buy/sell delta: 10131
Buy/sell ratio: 2.887295
Avg trade size: 208.67
Large trade count: 9
Largest trade size: 2032

Candle

Return 1: 0.104362
Return 3: 0.376727
Volume 1: 4796
Volume avg 5: 25328.6
Momentum 5: 0.608349

Cross Exchange

Mid avg: 0.47793
Mid median: 0.4790725
Price deviation %: 0.422656
Spread %: 1.156027

Funding / OI / Volume

Funding rate: 0.00019135
Funding delta: 0
Funding abs: 0.00019135
Funding pressure: 0.00019135
Open interest: 25869617
Volume 24h: 78490889
Quote volume 24h: 37504405.44532
Price change 24h %: -3.714

Quality

Capture latency ms: 5855
Order book timestamp: 2026-06-23 06:57:47.430000+02:00
Ticker timestamp: 2026-06-23 06:57:39.113000+02:00
Trades timestamp: 2026-06-23 06:57:45.793000+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: 0.4795
Best ask: 0.4796
Spread: 0.0001
Spread %: 0.020853
Mid price: 0.47955
Last price: 0.48
Mark price: -
Index price: 0.4791

Order Book

Bid depth 5: 1648
Ask depth 5: 795
Bid depth 10: 4082
Ask depth 10: 3305
Bid depth 20: 11390
Ask depth 20: 10637
Imbalance 5: 0.349161
Imbalance 10: 0.105185
Imbalance 20: 0.034185
Top bid size: 8
Top ask size: 8
Bid wall score: 0.000702
Ask wall score: 0.000752

Dynamics

Bid depth 5 delta: -442
Ask depth 5 delta: -192
Imbalance 5 delta: -0.009305
Bid depth 10 delta: -1427
Ask depth 10 delta: 744
Imbalance 10 delta: -0.260119
Spread delta: -0.0001
Mid price delta: 0.00065
Wall shift score: 0.008399

Tape

Buy volume: 3259
Sell volume: 1965
Buy/sell delta: 1294
Buy/sell ratio: 1.658524
Avg trade size: 52.24
Large trade count: 5
Largest trade size: 668

Candle

Return 1: 0.04171
Return 3: 0.418673
Volume 1: 95
Volume avg 5: 1056.6
Momentum 5: 0.608221

Cross Exchange

Mid avg: 0.4777675
Mid median: 0.478925
Price deviation %: 0.373089
Spread %: 1.082116

Funding / OI / Volume

Funding rate: 0.000191
Funding delta: 0
Funding abs: 0.000191
Funding pressure: 0.000191
Open interest: -
Volume 24h: 4293800
Quote volume 24h: 20957503.669
Price change 24h %: 9.53

Quality

Capture latency ms: 4233
Order book timestamp: 2026-06-23 06:57:42.199000+02:00
Ticker timestamp: 2026-06-23 06:57:38.888000+02:00
Trades timestamp: 2026-06-23 06:57:39.376000+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: 0.46745
Best ask: 0.4806
Spread: 0.01315
Spread %: 2.774115
Mid price: 0.474025
Last price: 0.47985
Mark price: -
Index price: -

Order Book

Bid depth 5: 640
Ask depth 5: 745
Bid depth 10: 23238
Ask depth 10: 2223
Bid depth 20: 56326
Ask depth 20: 3010
Imbalance 5: -0.075812
Imbalance 10: 0.82538
Imbalance 20: 0.898544
Top bid size: 50
Top ask size: 130
Bid wall score: 0.000888
Ask wall score: 0.043189

Dynamics

Bid depth 5 delta: -24
Ask depth 5 delta: 139
Imbalance 5 delta: -0.121482
Bid depth 10 delta: -29
Ask depth 10 delta: 137
Imbalance 10 delta: -0.010064
Spread delta: 0.00037
Mid price delta: 0.000375
Wall shift score: -0.03959

Tape

Buy volume: 3762
Sell volume: 6880
Buy/sell delta: -3118
Buy/sell ratio: 0.546802
Avg trade size: 106.42
Large trade count: 1
Largest trade size: 400

Candle

Return 1: 0.50267
Return 3: 0.50267
Volume 1: 210
Volume avg 5: 49.2
Momentum 5: 3.309077

Cross Exchange

Mid avg: 0.47767375
Mid median: 0.478925
Price deviation %: -0.763858
Spread %: 1.160834

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73718
Volume 24h: 270228
Quote volume 24h: 270228
Price change 24h %: 8.846546

Quality

Capture latency ms: 5566
Order book timestamp: 2026-06-23 06:57:38.098000+02:00
Ticker timestamp: 2026-06-23 06:57:38.379000+02:00
Trades timestamp: 2026-06-23 06:57:18.077000+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: 0.47885
Best ask: 0.47954
Spread: 0.00069
Spread %: 0.143991
Mid price: 0.479195
Last price: 0.47822
Mark price: 0.47932
Index price: 0.479468

Order Book

Bid depth 5: 15
Ask depth 5: 11
Bid depth 10: 34
Ask depth 10: 29
Bid depth 20: 65
Ask depth 20: 57
Imbalance 5: 0.153846
Imbalance 10: 0.079365
Imbalance 20: 0.065574
Top bid size: 1
Top ask size: 1
Bid wall score: 0.015385
Ask wall score: 0.017544

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -1
Imbalance 5 delta: 0.153846
Bid depth 10 delta: 14
Ask depth 10 delta: -1
Imbalance 10 delta: 0.279365
Spread delta: 0.00018
Mid price delta: 0.00042
Wall shift score: -0.003786

Tape

Buy volume: 123
Sell volume: 59
Buy/sell delta: 64
Buy/sell ratio: 2.084746
Avg trade size: 1.82
Large trade count: 11
Largest trade size: 10

Candle

Return 1: -0.271104
Return 3: 0.447394
Volume 1: 8
Volume avg 5: 17.6
Momentum 5: 0.466387

Cross Exchange

Mid avg: 0.47756875
Mid median: 0.4788375
Price deviation %: 0.340527
Spread %: 1.109788

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3126000
Quote volume 24h: 1486821
Price change 24h %: -4.02

Quality

Capture latency ms: 9956
Order book timestamp: 2026-06-23 06:57:22+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:10.622000+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: 0.4789
Best ask: 0.479
Spread: 0.0001
Spread %: 0.020879
Mid price: 0.47895
Last price: 0.4791
Mark price: -
Index price: -

Order Book

Bid depth 5: 5712
Ask depth 5: 2193
Bid depth 10: 18466
Ask depth 10: 12097
Bid depth 20: 47777
Ask depth 20: 33245
Imbalance 5: 0.445161
Imbalance 10: 0.208389
Imbalance 20: 0.179359
Top bid size: 88
Top ask size: 206
Bid wall score: 0.001842
Ask wall score: 0.006196

Dynamics

Bid depth 5 delta: 412
Ask depth 5 delta: -1095
Imbalance 5 delta: 0.210881
Bid depth 10 delta: 3345
Ask depth 10 delta: -3760
Imbalance 10 delta: 0.232148
Spread delta: 0
Mid price delta: -0.0008
Wall shift score: -0.00786

Tape

Buy volume: 22895
Sell volume: 4755
Buy/sell delta: 18140
Buy/sell ratio: 4.814932
Avg trade size: 276.5
Large trade count: 12
Largest trade size: 2275

Candle

Return 1: -0.020872
Return 3: 0.251151
Volume 1: 541
Volume avg 5: 24477.6
Momentum 5: 0.482484

Cross Exchange

Mid avg: 0.47776875
Mid median: 0.4788375
Price deviation %: 0.247243
Spread %: 1.276768

Funding / OI / Volume

Funding rate: 0.00019135
Funding delta: 0
Funding abs: 0.00019135
Funding pressure: 0.00019135
Open interest: 25870129
Volume 24h: 78486507
Quote volume 24h: 37502303.85452
Price change 24h %: -3.814

Quality

Capture latency ms: 5955
Order book timestamp: 2026-06-23 06:57:10.941000+02:00
Ticker timestamp: 2026-06-23 06:57:01.381000+02:00
Trades timestamp: 2026-06-23 06:57:12.746000+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: 0.4788
Best ask: 0.479
Spread: 0.0002
Spread %: 0.041762
Mid price: 0.4789
Last price: 0.479
Mark price: -
Index price: 0.4785

Order Book

Bid depth 5: 2090
Ask depth 5: 987
Bid depth 10: 5509
Ask depth 10: 2561
Bid depth 20: 11382
Ask depth 20: 8525
Imbalance 5: 0.358466
Imbalance 10: 0.365304
Imbalance 20: 0.143517
Top bid size: 28
Top ask size: 93
Bid wall score: 0.00246
Ask wall score: 0.010909

Dynamics

Bid depth 5 delta: 1090
Ask depth 5 delta: -672
Imbalance 5 delta: 0.606304
Bid depth 10 delta: 681
Ask depth 10 delta: -977
Imbalance 10 delta: 0.211108
Spread delta: 0.0001
Mid price delta: -0.00095
Wall shift score: -0.001229

Tape

Buy volume: 3197
Sell volume: 1995
Buy/sell delta: 1202
Buy/sell ratio: 1.602506
Avg trade size: 51.92
Large trade count: 5
Largest trade size: 668

Candle

Return 1: -0.104275
Return 3: 0.272137
Volume 1: 2
Volume avg 5: 1038
Momentum 5: 0.461409

Cross Exchange

Mid avg: 0.47800625
Mid median: 0.4792625
Price deviation %: 0.186975
Spread %: 1.297054

Funding / OI / Volume

Funding rate: 0.000191
Funding delta: 0.000004
Funding abs: 0.000191
Funding pressure: 0.000195
Open interest: -
Volume 24h: 4293746
Quote volume 24h: 20957244.968
Price change 24h %: 9.31

Quality

Capture latency ms: 5269
Order book timestamp: 2026-06-23 06:57:04.993000+02:00
Ticker timestamp: 2026-06-23 06:57:02.756000+02:00
Trades timestamp: 2026-06-23 06:57:00.284000+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: 0.46726
Best ask: 0.48004
Spread: 0.01278
Spread %: 2.698195
Mid price: 0.47365
Last price: 0.47745
Mark price: -
Index price: -

Order Book

Bid depth 5: 664
Ask depth 5: 606
Bid depth 10: 23267
Ask depth 10: 2086
Bid depth 20: 64734
Ask depth 20: 2865
Imbalance 5: 0.045669
Imbalance 10: 0.835444
Imbalance 20: 0.915235
Top bid size: 73
Top ask size: 11
Bid wall score: 0.001128
Ask wall score: 0.003839

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -325
Imbalance 5 delta: 0.211605
Bid depth 10 delta: -4
Ask depth 10 delta: -592
Imbalance 10 delta: 0.041848
Spread delta: -0.00039
Mid price delta: 0.000195
Wall shift score: -0.003573

Tape

Buy volume: 3762
Sell volume: 6672
Buy/sell delta: -2910
Buy/sell ratio: 0.563849
Avg trade size: 104.34
Large trade count: 1
Largest trade size: 400

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 7.2
Momentum 5: 2.79237

Cross Exchange

Mid avg: 0.4779575
Mid median: 0.4792625
Price deviation %: -0.901231
Spread %: 1.337985

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73718
Volume 24h: 270018
Quote volume 24h: 270018
Price change 24h %: 8.302144

Quality

Capture latency ms: 6176
Order book timestamp: 2026-06-23 06:56:59.840000+02:00
Ticker timestamp: 2026-06-23 06:57:00.546000+02:00
Trades timestamp: 2026-06-23 06:54:42.892000+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: 0.47852
Best ask: 0.47903
Spread: 0.00051
Spread %: 0.106522
Mid price: 0.478775
Last price: 0.47908
Mark price: 0.47908
Index price: 0.47913

Order Book

Bid depth 5: 12
Ask depth 5: 12
Bid depth 10: 20
Ask depth 10: 30
Bid depth 20: 53
Ask depth 20: 58
Imbalance 5: 0
Imbalance 10: -0.2
Imbalance 20: -0.045045
Top bid size: 1
Top ask size: 1
Bid wall score: 0.018868
Ask wall score: 0.017241

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 2
Imbalance 5 delta: 0
Bid depth 10 delta: -1
Ask depth 10 delta: -1
Imbalance 10 delta: -0.007692
Spread delta: -0.00001
Mid price delta: 0.000535
Wall shift score: 0.00035

Tape

Buy volume: 113
Sell volume: 66
Buy/sell delta: 47
Buy/sell ratio: 1.712121
Avg trade size: 1.79
Large trade count: 10
Largest trade size: 10

Candle

Return 1: 0.05639
Return 3: 0.628033
Volume 1: 14
Volume avg 5: 17.6
Momentum 5: 0.721118

Cross Exchange

Mid avg: 0.47782375
Mid median: 0.478995
Price deviation %: 0.19908
Spread %: 1.33836

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3125000
Quote volume 24h: 1486342
Price change 24h %: -3.83

Quality

Capture latency ms: 10094
Order book timestamp: 2026-06-23 06:56:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:10.583000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 3686
gate: 3684
htx: 3661
mexc: 3682

By Symbol

VELVET/USDT:USDT: 14713

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.