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: 16192
Total labels: 48576
Pending labels: 29093
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 12:06:42.815429+02:00
Recent trades snapshots: 16191
Micro candles: 323800
Avg data quality: 75.9030385375494071
Latest latency: 10568 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 33 of 1620 · 16192 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 11:12:49.005427+02:00	gate	VELVET/USDT:USDT	0.48756	68	10142 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 11:12:38.728791+02:00	binance	VELVET/USDT:USDT	0.48745	80	7713 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 11:12:30.870965+02:00	mexc	VELVET/USDT:USDT	0.48645	78	4857 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 11:12:25.732492+02:00	htx	VELVET/USDT:USDT	0.480175	90	4737 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 11:12:05.201769+02:00	gate	VELVET/USDT:USDT	0.48642	68	12260 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 11:11:52.841781+02:00	binance	VELVET/USDT:USDT	0.4871	80	7094 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 11:11:45.620919+02:00	mexc	VELVET/USDT:USDT	0.48735	68	5557 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 11:11:39.941755+02:00	htx	VELVET/USDT:USDT	0.480605	80	6607 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 11:11:20.786003+02:00	gate	VELVET/USDT:USDT	0.486875	68	10264 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 11:11:10.394679+02:00	binance	VELVET/USDT:USDT	0.4865	80	6440 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.48729
Best ask: 0.48783
Spread: 0.00054
Spread %: 0.110756
Mid price: 0.48756
Last price: 0.48755
Mark price: 0.48718
Index price: 0.487165

Order Book

Bid depth 5: 9
Ask depth 5: 12
Bid depth 10: 18
Ask depth 10: 22
Bid depth 20: 40
Ask depth 20: 46
Imbalance 5: -0.142857
Imbalance 10: -0.1
Imbalance 20: -0.069767
Top bid size: 1
Top ask size: 1
Bid wall score: 0.025
Ask wall score: 0.021739

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -4
Imbalance 5 delta: 0.248447
Bid depth 10 delta: 0
Ask depth 10 delta: -6
Imbalance 10 delta: 0.117391
Spread delta: -0.0001
Mid price delta: 0.00114
Wall shift score: 0.053121

Tape

Buy volume: 175
Sell volume: 137
Buy/sell delta: 38
Buy/sell ratio: 1.277372
Avg trade size: 3.12
Large trade count: 6
Largest trade size: 24

Candle

Return 1: 0.047197
Return 3: 0.478124
Volume 1: 11
Volume avg 5: 23.2
Momentum 5: 1.057104

Cross Exchange

Mid avg: 0.48512375
Mid median: 0.486435
Price deviation %: 0.502191
Spread %: 1.499617

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2783600
Quote volume 24h: 1340496
Price change 24h %: 6.02

Quality

Capture latency ms: 10142
Order book timestamp: 2026-06-23 11:12:47+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:25.962000+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: 0.4874
Best ask: 0.4875
Spread: 0.0001
Spread %: 0.020515
Mid price: 0.48745
Last price: 0.4865
Mark price: -
Index price: -

Order Book

Bid depth 5: 8931
Ask depth 5: 1807
Bid depth 10: 17523
Ask depth 10: 6977
Bid depth 20: 30627
Ask depth 20: 24193
Imbalance 5: 0.663438
Imbalance 10: 0.430449
Imbalance 20: 0.117366
Top bid size: 481
Top ask size: 14
Bid wall score: 0.015705
Ask wall score: 0.000579

Dynamics

Bid depth 5 delta: 6283
Ask depth 5 delta: -1379
Imbalance 5 delta: 0.755656
Bid depth 10 delta: 7089
Ask depth 10 delta: -5174
Imbalance 10 delta: 0.506473
Spread delta: -0.0001
Mid price delta: 0.00035
Wall shift score: 0.039423

Tape

Buy volume: 12388
Sell volume: 4102
Buy/sell delta: 8286
Buy/sell ratio: 3.01999
Avg trade size: 164.9
Large trade count: 8
Largest trade size: 2711

Candle

Return 1: 0.164406
Return 3: 0.370675
Volume 1: 5398
Volume avg 5: 22342.6
Momentum 5: 0.869205

Cross Exchange

Mid avg: 0.48503625
Mid median: 0.486435
Price deviation %: 0.497643
Spread %: 1.427728

Funding / OI / Volume

Funding rate: 0.00020841
Funding delta: 0.00000079
Funding abs: 0.00020841
Funding pressure: 0.0002092
Open interest: 25868747
Volume 24h: 73965477
Quote volume 24h: 35402854.97054
Price change 24h %: 5.394

Quality

Capture latency ms: 7713
Order book timestamp: 2026-06-23 11:12:36.558000+02:00
Ticker timestamp: 2026-06-23 11:12:30.083000+02:00
Trades timestamp: 2026-06-23 11:12:37.618000+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: 0.4864
Best ask: 0.4865
Spread: 0.0001
Spread %: 0.020557
Mid price: 0.48645
Last price: 0.4868
Mark price: -
Index price: 0.4862

Order Book

Bid depth 5: 1342
Ask depth 5: 914
Bid depth 10: 3349
Ask depth 10: 1768
Bid depth 20: 7114
Ask depth 20: 5881
Imbalance 5: 0.189716
Imbalance 10: 0.30897
Imbalance 20: 0.094883
Top bid size: 6
Top ask size: 55
Bid wall score: 0.000843
Ask wall score: 0.009352

Dynamics

Bid depth 5 delta: 295
Ask depth 5 delta: 336
Imbalance 5 delta: -0.098899
Bid depth 10 delta: 788
Ask depth 10 delta: -327
Imbalance 10 delta: 0.208884
Spread delta: 0
Mid price delta: -0.0009
Wall shift score: -0.020722

Tape

Buy volume: 9702
Sell volume: 1272
Buy/sell delta: 8430
Buy/sell ratio: 7.627358
Avg trade size: 109.74
Large trade count: 2
Largest trade size: 455

Candle

Return 1: -0.061589
Return 3: 0.371134
Volume 1: 495
Volume avg 5: 3493
Momentum 5: 0.640893

Cross Exchange

Mid avg: 0.48526125
Mid median: 0.48676
Price deviation %: 0.244971
Spread %: 1.478585

Funding / OI / Volume

Funding rate: 0.000207
Funding delta: 0.000005
Funding abs: 0.000207
Funding pressure: 0.000212
Open interest: -
Volume 24h: 4301279
Quote volume 24h: 21001911.21
Price change 24h %: 11.09

Quality

Capture latency ms: 4857
Order book timestamp: 2026-06-23 11:12:29.020000+02:00
Ticker timestamp: 2026-06-23 11:12:27.890000+02:00
Trades timestamp: 2026-06-23 11:12:21.359000+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: 0.47417
Best ask: 0.48618
Spread: 0.01201
Spread %: 2.501171
Mid price: 0.480175
Last price: 0.4738
Mark price: -
Index price: -

Order Book

Bid depth 5: 1760
Ask depth 5: 1152
Bid depth 10: 39281
Ask depth 10: 2890
Bid depth 20: 63846
Ask depth 20: 43503
Imbalance 5: 0.208791
Imbalance 10: 0.862939
Imbalance 20: 0.189503
Top bid size: 17
Top ask size: 11
Bid wall score: 0.000266
Ask wall score: 0.000253

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: 5
Imbalance 5 delta: -0.000992
Bid depth 10 delta: 16322
Ask depth 10 delta: 3
Imbalance 10 delta: 0.086339
Spread delta: 0.00086
Mid price delta: -0.00043
Wall shift score: -0.000015

Tape

Buy volume: 4816
Sell volume: 6908
Buy/sell delta: -2092
Buy/sell ratio: 0.697163
Avg trade size: 117.24
Large trade count: 6
Largest trade size: 574

Candle

Return 1: 0
Return 3: 0.500594
Volume 1: 0
Volume avg 5: 71.2
Momentum 5: -2.240746

Cross Exchange

Mid avg: 0.48536875
Mid median: 0.48676
Price deviation %: -1.070063
Spread %: 1.389665

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73721
Volume 24h: 269598
Quote volume 24h: 269598
Price change 24h %: 7.474198

Quality

Capture latency ms: 4737
Order book timestamp: 2026-06-23 11:12:23.998000+02:00
Ticker timestamp: 2026-06-23 11:12:24.663000+02:00
Trades timestamp: 2026-06-23 11:11:16.437000+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: 0.4861
Best ask: 0.48674
Spread: 0.00064
Spread %: 0.131574
Mid price: 0.48642
Last price: 0.48732
Mark price: 0.48721
Index price: 0.487193

Order Book

Bid depth 5: 7
Ask depth 5: 16
Bid depth 10: 18
Ask depth 10: 28
Bid depth 20: 35
Ask depth 20: 51
Imbalance 5: -0.391304
Imbalance 10: -0.217391
Imbalance 20: -0.186047
Top bid size: 1
Top ask size: 4
Bid wall score: 0.028571
Ask wall score: 0.078431

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 7
Imbalance 5 delta: -0.266304
Bid depth 10 delta: -4
Ask depth 10 delta: 9
Imbalance 10 delta: -0.290562
Spread delta: 0.00007
Mid price delta: -0.000455
Wall shift score: -0.05815

Tape

Buy volume: 174
Sell volume: 139
Buy/sell delta: 35
Buy/sell ratio: 1.251799
Avg trade size: 3.13
Large trade count: 6
Largest trade size: 24

Candle

Return 1: 0
Return 3: 0.430724
Volume 1: 0
Volume avg 5: 21
Momentum 5: 1.009431

Cross Exchange

Mid avg: 0.4854825
Mid median: 0.4869875
Price deviation %: 0.193107
Spread %: 1.389339

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2783000
Quote volume 24h: 1340204
Price change 24h %: 5.97

Quality

Capture latency ms: 12260
Order book timestamp: 2026-06-23 11:12:03+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:25.890000+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: 0.487
Best ask: 0.4872
Spread: 0.0002
Spread %: 0.041059
Mid price: 0.4871
Last price: 0.4873
Mark price: -
Index price: -

Order Book

Bid depth 5: 2648
Ask depth 5: 3186
Bid depth 10: 10434
Ask depth 10: 12151
Bid depth 20: 28554
Ask depth 20: 27068
Imbalance 5: -0.092218
Imbalance 10: -0.076024
Imbalance 20: 0.026716
Top bid size: 128
Top ask size: 779
Bid wall score: 0.004483
Ask wall score: 0.028779

Dynamics

Bid depth 5 delta: -233
Ask depth 5 delta: 508
Imbalance 5 delta: -0.128735
Bid depth 10 delta: 954
Ask depth 10 delta: -3062
Imbalance 10 delta: 0.156147
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: -0.019202

Tape

Buy volume: 17068
Sell volume: 4386
Buy/sell delta: 12682
Buy/sell ratio: 3.891473
Avg trade size: 214.54
Large trade count: 6
Largest trade size: 4639

Candle

Return 1: 0.2676
Return 3: 0.391591
Volume 1: 20860
Volume avg 5: 22740.4
Momentum 5: 0.807119

Cross Exchange

Mid avg: 0.4853325
Mid median: 0.4866875
Price deviation %: 0.364183
Spread %: 1.389769

Funding / OI / Volume

Funding rate: 0.00020762
Funding delta: 0
Funding abs: 0.00020762
Funding pressure: 0.00020762
Open interest: 25869804
Volume 24h: 73991552
Quote volume 24h: 35414759.84134
Price change 24h %: 5.682

Quality

Capture latency ms: 7094
Order book timestamp: 2026-06-23 11:11:50.466000+02:00
Ticker timestamp: 2026-06-23 11:11:43.618000+02:00
Trades timestamp: 2026-06-23 11:11:52.341000+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: 0.4873
Best ask: 0.4874
Spread: 0.0001
Spread %: 0.020519
Mid price: 0.48735
Last price: 0.4877
Mark price: -
Index price: 0.4866

Order Book

Bid depth 5: 1047
Ask depth 5: 578
Bid depth 10: 2561
Ask depth 10: 2095
Bid depth 20: 5457
Ask depth 20: 6605
Imbalance 5: 0.288615
Imbalance 10: 0.100086
Imbalance 20: -0.095175
Top bid size: 84
Top ask size: 21
Bid wall score: 0.015393
Ask wall score: 0.003179

Dynamics

Bid depth 5 delta: 487
Ask depth 5 delta: -427
Imbalance 5 delta: 0.57296
Bid depth 10 delta: 503
Ask depth 10 delta: -995
Imbalance 10 delta: 0.300552
Spread delta: -0.0001
Mid price delta: 0.00105
Wall shift score: 0.030385

Tape

Buy volume: 8908
Sell volume: 2316
Buy/sell delta: 6592
Buy/sell ratio: 3.846287
Avg trade size: 112.24
Large trade count: 2
Largest trade size: 455

Candle

Return 1: 0.391188
Return 3: 0.556816
Volume 1: 8844
Volume avg 5: 3448.6
Momentum 5: 0.952381

Cross Exchange

Mid avg: 0.48507
Mid median: 0.4864
Price deviation %: 0.470035
Spread %: 1.292597

Funding / OI / Volume

Funding rate: 0.000202
Funding delta: 0
Funding abs: 0.000202
Funding pressure: 0.000202
Open interest: -
Volume 24h: 4299251
Quote volume 24h: 20992038.094
Price change 24h %: 11.29

Quality

Capture latency ms: 5557
Order book timestamp: 2026-06-23 11:11:43.815000+02:00
Ticker timestamp: 2026-06-23 11:11:42.740000+02:00
Trades timestamp: 2026-06-23 11:11:43.072000+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: 0.47503
Best ask: 0.48618
Spread: 0.01115
Spread %: 2.319993
Mid price: 0.480605
Last price: 0.48616
Mark price: -
Index price: -

Order Book

Bid depth 5: 1756
Ask depth 5: 1147
Bid depth 10: 22959
Ask depth 10: 2887
Bid depth 20: 63898
Ask depth 20: 43434
Imbalance 5: 0.209783
Imbalance 10: 0.7766
Imbalance 20: 0.190661
Top bid size: 18
Top ask size: 11
Bid wall score: 0.000282
Ask wall score: 0.000253

Dynamics

Bid depth 5 delta: 1639
Ask depth 5 delta: 234
Imbalance 5 delta: 0.982599
Bid depth 10 delta: 21771
Ask depth 10 delta: 348
Imbalance 10 delta: 1.13909
Spread delta: -0.00146
Mid price delta: 0.00073
Wall shift score: 0.00164

Tape

Buy volume: 4816
Sell volume: 6908
Buy/sell delta: -2092
Buy/sell ratio: 0.697163
Avg trade size: 117.24
Large trade count: 6
Largest trade size: 574

Candle

Return 1: 0.500594
Return 3: 0.500594
Volume 1: 132
Volume avg 5: 89.2
Momentum 5: -2.054823

Cross Exchange

Mid avg: 0.4848875
Mid median: 0.4864
Price deviation %: -0.883195
Spread %: 1.443634

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73666
Volume 24h: 269576
Quote volume 24h: 269576
Price change 24h %: 10.277872

Quality

Capture latency ms: 6607
Order book timestamp: 2026-06-23 11:11:37.940000+02:00
Ticker timestamp: 2026-06-23 11:11:38.272000+02:00
Trades timestamp: 2026-06-23 11:11:16.437000+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: 0.48659
Best ask: 0.48716
Spread: 0.00057
Spread %: 0.117073
Mid price: 0.486875
Last price: 0.48692
Mark price: 0.48624
Index price: 0.486225

Order Book

Bid depth 5: 7
Ask depth 5: 9
Bid depth 10: 22
Ask depth 10: 19
Bid depth 20: 47
Ask depth 20: 77
Imbalance 5: -0.125
Imbalance 10: 0.073171
Imbalance 20: -0.241935
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021277
Ask wall score: 0.012987

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: -3
Imbalance 5 delta: -0.201923
Bid depth 10 delta: -5
Ask depth 10 delta: -3
Imbalance 10 delta: -0.02887
Spread delta: -0.00014
Mid price delta: 0.00124
Wall shift score: -0.008717

Tape

Buy volume: 174
Sell volume: 141
Buy/sell delta: 33
Buy/sell ratio: 1.234043
Avg trade size: 3.15
Large trade count: 6
Largest trade size: 24

Candle

Return 1: 0.437294
Return 3: 0.572137
Volume 1: 51
Volume avg 5: 34
Momentum 5: 1.033324

Cross Exchange

Mid avg: 0.4845775
Mid median: 0.4859675
Price deviation %: 0.474124
Spread %: 1.36717

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2780200
Quote volume 24h: 1338842
Price change 24h %: 5.7

Quality

Capture latency ms: 10264
Order book timestamp: 2026-06-23 11:11:19+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:25.877000+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: 0.4864
Best ask: 0.4866
Spread: 0.0002
Spread %: 0.04111
Mid price: 0.4865
Last price: 0.4855
Mark price: -
Index price: -

Order Book

Bid depth 5: 2881
Ask depth 5: 2678
Bid depth 10: 9480
Ask depth 10: 15213
Bid depth 20: 22891
Ask depth 20: 25599
Imbalance 5: 0.036517
Imbalance 10: -0.232171
Imbalance 20: -0.055847
Top bid size: 81
Top ask size: 221
Bid wall score: 0.003539
Ask wall score: 0.008633

Dynamics

Bid depth 5 delta: 639
Ask depth 5 delta: -14107
Imbalance 5 delta: 0.800852
Bid depth 10 delta: 103
Ask depth 10 delta: -7159
Imbalance 10 delta: 0.177133
Spread delta: 0.0001
Mid price delta: 0.00045
Wall shift score: -0.004437

Tape

Buy volume: 28656
Sell volume: 8227
Buy/sell delta: 20429
Buy/sell ratio: 3.483165
Avg trade size: 368.83
Large trade count: 6
Largest trade size: 12747

Candle

Return 1: 0.164677
Return 3: 0.288541
Volume 1: 3571
Volume avg 5: 19282.6
Momentum 5: 0.703642

Cross Exchange

Mid avg: 0.484465
Mid median: 0.4858425
Price deviation %: 0.420051
Spread %: 1.326205

Funding / OI / Volume

Funding rate: 0.00020762
Funding delta: 0.0000054
Funding abs: 0.00020762
Funding pressure: 0.00021302
Open interest: 25872780
Volume 24h: 73999188
Quote volume 24h: 35417710.39556
Price change 24h %: 5.429

Quality

Capture latency ms: 6440
Order book timestamp: 2026-06-23 11:11:07.982000+02:00
Ticker timestamp: 2026-06-23 11:10:58.845000+02:00
Trades timestamp: 2026-06-23 11:11:07.495000+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: 4057
gate: 4055
htx: 4027
mexc: 4053

By Symbol

VELVET/USDT:USDT: 16192

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.