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: 17135
Total labels: 51405
Pending labels: 31922
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 14:44:16.494611+02:00
Recent trades snapshots: 17134
Micro candles: 342660
Avg data quality: 75.8967026553837175
Latest latency: 6517 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 35 of 1714 · 17135 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 13:47:04.608328+02:00	binance	VELVET/USDT:USDT	0.49185	80	7209 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 13:46:57.310884+02:00	mexc	VELVET/USDT:USDT	0.49175	78	4970 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 13:46:52.283149+02:00	htx	VELVET/USDT:USDT	0.484685	90	4882 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 13:46:36.867280+02:00	gate	VELVET/USDT:USDT	0.490605	68	10484 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 13:46:26.249749+02:00	binance	VELVET/USDT:USDT	0.49085	80	5923 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 13:46:20.212790+02:00	mexc	VELVET/USDT:USDT	0.4905	78	4412 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 13:46:15.739546+02:00	htx	VELVET/USDT:USDT	0.484755	80	6460 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 13:45:57.342369+02:00	gate	VELVET/USDT:USDT	0.49137	68	9755 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 13:45:47.483025+02:00	binance	VELVET/USDT:USDT	0.4915	80	6082 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 13:45:41.285294+02:00	mexc	VELVET/USDT:USDT	0.49115	68	5494 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4918
Best ask: 0.4919
Spread: 0.0001
Spread %: 0.020331
Mid price: 0.49185
Last price: 0.4919
Mark price: -
Index price: -

Order Book

Bid depth 5: 1555
Ask depth 5: 3311
Bid depth 10: 8178
Ask depth 10: 11971
Bid depth 20: 19561
Ask depth 20: 25237
Imbalance 5: -0.360871
Imbalance 10: -0.188248
Imbalance 20: -0.126702
Top bid size: 44
Top ask size: 129
Bid wall score: 0.002249
Ask wall score: 0.005112

Dynamics

Bid depth 5 delta: -1324
Ask depth 5 delta: 533
Imbalance 5 delta: -0.378725
Bid depth 10 delta: -1927
Ask depth 10 delta: 3728
Imbalance 10 delta: -0.28973
Spread delta: 0
Mid price delta: 0.001
Wall shift score: 0.008873

Tape

Buy volume: 5221
Sell volume: 5619
Buy/sell delta: -398
Buy/sell ratio: 0.929169
Avg trade size: 108.4
Large trade count: 9
Largest trade size: 761

Candle

Return 1: -0.040642
Return 3: 0.305873
Volume 1: 41888
Volume avg 5: 21866.8
Momentum 5: 0.326331

Cross Exchange

Mid avg: 0.4894725
Mid median: 0.4907275
Price deviation %: 0.485727
Spread %: 1.443391

Funding / OI / Volume

Funding rate: 0.00011023
Funding delta: 0.00000215
Funding abs: 0.00011023
Funding pressure: 0.00011238
Open interest: 25868354
Volume 24h: 68704667
Quote volume 24h: 33320033.81273
Price change 24h %: 10.242

Quality

Capture latency ms: 7209
Order book timestamp: 2026-06-23 13:47:02.200000+02:00
Ticker timestamp: 2026-06-23 13:46:55.037000+02:00
Trades timestamp: 2026-06-23 13:47:01.753000+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: 0.4917
Best ask: 0.4918
Spread: 0.0001
Spread %: 0.020336
Mid price: 0.49175
Last price: 0.492
Mark price: -
Index price: 0.491

Order Book

Bid depth 5: 1949
Ask depth 5: 1001
Bid depth 10: 4097
Ask depth 10: 2617
Bid depth 20: 7697
Ask depth 20: 6329
Imbalance 5: 0.321356
Imbalance 10: 0.220435
Imbalance 20: 0.097533
Top bid size: 16
Top ask size: 84
Bid wall score: 0.002079
Ask wall score: 0.013272

Dynamics

Bid depth 5 delta: 1020
Ask depth 5 delta: -43
Imbalance 5 delta: 0.379643
Bid depth 10 delta: 1513
Ask depth 10 delta: -122
Imbalance 10 delta: 0.249554
Spread delta: -0.0001
Mid price delta: 0.00125
Wall shift score: -0.01174

Tape

Buy volume: 3006
Sell volume: 2838
Buy/sell delta: 168
Buy/sell ratio: 1.059197
Avg trade size: 58.44
Large trade count: 9
Largest trade size: 275

Candle

Return 1: -0.040634
Return 3: 0.326264
Volume 1: 2225
Volume avg 5: 1699.8
Momentum 5: 0.326264

Cross Exchange

Mid avg: 0.48916
Mid median: 0.4905525
Price deviation %: 0.529479
Spread %: 1.260324

Funding / OI / Volume

Funding rate: 0.000108
Funding delta: 0
Funding abs: 0.000108
Funding pressure: 0.000108
Open interest: -
Volume 24h: 4404456
Quote volume 24h: 21619896.967
Price change 24h %: 12.27

Quality

Capture latency ms: 4970
Order book timestamp: 2026-06-23 13:46:55.615000+02:00
Ticker timestamp: 2026-06-23 13:46:54.760000+02:00
Trades timestamp: 2026-06-23 13:46:54.361000+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: 0.47905
Best ask: 0.49032
Spread: 0.01127
Spread %: 2.325222
Mid price: 0.484685
Last price: 0.47684
Mark price: -
Index price: -

Order Book

Bid depth 5: 590
Ask depth 5: 848
Bid depth 10: 22046
Ask depth 10: 2697
Bid depth 20: 63127
Ask depth 20: 26223
Imbalance 5: -0.179416
Imbalance 10: 0.781999
Imbalance 20: 0.413027
Top bid size: 12
Top ask size: 25
Bid wall score: 0.00019
Ask wall score: 0.000953

Dynamics

Bid depth 5 delta: 341
Ask depth 5 delta: 34
Imbalance 5 delta: 0.352099
Bid depth 10 delta: 17949
Ask depth 10 delta: -100
Imbalance 10 delta: 0.593429
Spread delta: 0.00004
Mid price delta: -0.00007
Wall shift score: 0.001642

Tape

Buy volume: 4908
Sell volume: 4990
Buy/sell delta: -82
Buy/sell ratio: 0.983567
Avg trade size: 98.98
Large trade count: 1
Largest trade size: 358

Candle

Return 1: -2.755175
Return 3: -2.755175
Volume 1: 648
Volume avg 5: 132
Momentum 5: -0.303163

Cross Exchange

Mid avg: 0.4891775
Mid median: 0.4905525
Price deviation %: -0.918378
Spread %: 1.245969

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73748
Volume 24h: 266924
Quote volume 24h: 266924
Price change 24h %: 8.163775

Quality

Capture latency ms: 4882
Order book timestamp: 2026-06-23 13:46:50.940000+02:00
Ticker timestamp: 2026-06-23 13:46:51.238000+02:00
Trades timestamp: 2026-06-23 13:46:37.628000+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: 0.49033
Best ask: 0.49088
Spread: 0.00055
Spread %: 0.112106
Mid price: 0.490605
Last price: 0.49093
Mark price: 0.49109
Index price: 0.491215

Order Book

Bid depth 5: 11
Ask depth 5: 15
Bid depth 10: 22
Ask depth 10: 31
Bid depth 20: 49
Ask depth 20: 102
Imbalance 5: -0.153846
Imbalance 10: -0.169811
Imbalance 20: -0.350993
Top bid size: 2
Top ask size: 5
Bid wall score: 0.040816
Ask wall score: 0.04902

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 5
Imbalance 5 delta: -0.320513
Bid depth 10 delta: -7
Ask depth 10 delta: 0
Imbalance 10 delta: -0.136478
Spread delta: -0.00005
Mid price delta: -0.000765
Wall shift score: -0.008768

Tape

Buy volume: 223
Sell volume: 117
Buy/sell delta: 106
Buy/sell ratio: 1.905983
Avg trade size: 3.4
Large trade count: 7
Largest trade size: 22

Candle

Return 1: -0.07531
Return 3: 0.146876
Volume 1: 149
Volume avg 5: 44.8
Momentum 5: 0.398789

Cross Exchange

Mid avg: 0.48936875
Mid median: 0.490675
Price deviation %: 0.252621
Spread %: 1.351741

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3164200
Quote volume 24h: 1530442
Price change 24h %: 10.49

Quality

Capture latency ms: 10484
Order book timestamp: 2026-06-23 13:46:35+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:35.194000+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: 0.4908
Best ask: 0.4909
Spread: 0.0001
Spread %: 0.020373
Mid price: 0.49085
Last price: 0.4906
Mark price: -
Index price: -

Order Book

Bid depth 5: 2879
Ask depth 5: 2778
Bid depth 10: 10105
Ask depth 10: 8243
Bid depth 20: 28797
Ask depth 20: 20088
Imbalance 5: 0.017854
Imbalance 10: 0.101482
Imbalance 20: 0.178153
Top bid size: 52
Top ask size: 272
Bid wall score: 0.001806
Ask wall score: 0.01354

Dynamics

Bid depth 5 delta: -1045
Ask depth 5 delta: -171
Imbalance 5 delta: -0.124005
Bid depth 10 delta: -1474
Ask depth 10 delta: -1258
Imbalance 10 delta: 0.002906
Spread delta: -0.0001
Mid price delta: -0.00065
Wall shift score: -0.013375

Tape

Buy volume: 5762
Sell volume: 31589
Buy/sell delta: -25827
Buy/sell ratio: 0.182405
Avg trade size: 373.51
Large trade count: 8
Largest trade size: 8600

Candle

Return 1: -0.243853
Return 3: 0.101958
Volume 1: 37123
Volume avg 5: 20913.8
Momentum 5: 0.122374

Cross Exchange

Mid avg: 0.48953125
Mid median: 0.490935
Price deviation %: 0.26939
Spread %: 1.377849

Funding / OI / Volume

Funding rate: 0.00010808
Funding delta: 0
Funding abs: 0.00010808
Funding pressure: 0.00010808
Open interest: 25867097
Volume 24h: 68698662
Quote volume 24h: 33317084.15393
Price change 24h %: 9.951

Quality

Capture latency ms: 5923
Order book timestamp: 2026-06-23 13:46:24.095000+02:00
Ticker timestamp: 2026-06-23 13:46:18.449000+02:00
Trades timestamp: 2026-06-23 13:46:25.600000+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: 0.4904
Best ask: 0.4906
Spread: 0.0002
Spread %: 0.040775
Mid price: 0.4905
Last price: 0.4904
Mark price: -
Index price: 0.4907

Order Book

Bid depth 5: 929
Ask depth 5: 1044
Bid depth 10: 2584
Ask depth 10: 2739
Bid depth 20: 5605
Ask depth 20: 7946
Imbalance 5: -0.058287
Imbalance 10: -0.029119
Imbalance 20: -0.172755
Top bid size: 8
Top ask size: 7
Bid wall score: 0.001427
Ask wall score: 0.000881

Dynamics

Bid depth 5 delta: -112
Ask depth 5 delta: -273
Imbalance 5 delta: 0.058761
Bid depth 10 delta: -475
Ask depth 10 delta: -842
Imbalance 10 delta: 0.049496
Spread delta: 0.0001
Mid price delta: -0.00065
Wall shift score: -0.00083

Tape

Buy volume: 4569
Sell volume: 1561
Buy/sell delta: 3008
Buy/sell ratio: 2.92697
Avg trade size: 61.3
Large trade count: 9
Largest trade size: 311

Candle

Return 1: -0.386022
Return 3: -0.020392
Volume 1: 832
Volume avg 5: 1421.2
Momentum 5: -0.020392

Cross Exchange

Mid avg: 0.48969375
Mid median: 0.49126
Price deviation %: 0.164644
Spread %: 1.377391

Funding / OI / Volume

Funding rate: 0.000108
Funding delta: 0.000001
Funding abs: 0.000108
Funding pressure: 0.000109
Open interest: -
Volume 24h: 4403196
Quote volume 24h: 21613717.518
Price change 24h %: 11.91

Quality

Capture latency ms: 4412
Order book timestamp: 2026-06-23 13:46:18.601000+02:00
Ticker timestamp: 2026-06-23 13:46:15.860000+02:00
Trades timestamp: 2026-06-23 13:46:18.020000+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: 0.47914
Best ask: 0.49037
Spread: 0.01123
Spread %: 2.316634
Mid price: 0.484755
Last price: 0.49035
Mark price: -
Index price: -

Order Book

Bid depth 5: 249
Ask depth 5: 814
Bid depth 10: 4097
Ask depth 10: 2797
Bid depth 20: 47635
Ask depth 20: 4140
Imbalance 5: -0.531515
Imbalance 10: 0.18857
Imbalance 20: 0.840077
Top bid size: 12
Top ask size: 11
Bid wall score: 0.000252
Ask wall score: 0.002657

Dynamics

Bid depth 5 delta: -168
Ask depth 5 delta: -2
Imbalance 5 delta: -0.207914
Bid depth 10 delta: -14288
Ask depth 10 delta: -17
Imbalance 10 delta: -0.545946
Spread delta: -0.00042
Mid price delta: 0.00021
Wall shift score: -0.005009

Tape

Buy volume: 4908
Sell volume: 4794
Buy/sell delta: 114
Buy/sell ratio: 1.02378
Avg trade size: 97.02
Large trade count: 0
Largest trade size: 208

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 2.4
Momentum 5: 2.521483

Cross Exchange

Mid avg: 0.48964125
Mid median: 0.49126
Price deviation %: -0.997925
Spread %: 1.420428

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73680
Volume 24h: 266276
Quote volume 24h: 266276
Price change 24h %: 11.228309

Quality

Capture latency ms: 6460
Order book timestamp: 2026-06-23 13:46:13.840000+02:00
Ticker timestamp: 2026-06-23 13:46:14.180000+02:00
Trades timestamp: 2026-06-23 13:43:39.025000+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: 0.49107
Best ask: 0.49167
Spread: 0.0006
Spread %: 0.122108
Mid price: 0.49137
Last price: 0.4913
Mark price: 0.49029
Index price: 0.490295

Order Book

Bid depth 5: 14
Ask depth 5: 10
Bid depth 10: 29
Ask depth 10: 31
Bid depth 20: 59
Ask depth 20: 60
Imbalance 5: 0.166667
Imbalance 10: -0.033333
Imbalance 20: -0.008403
Top bid size: 2
Top ask size: 2
Bid wall score: 0.033898
Ask wall score: 0.033333

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -4
Imbalance 5 delta: 0.166667
Bid depth 10 delta: 1
Ask depth 10 delta: 7
Imbalance 10 delta: -0.110256
Spread delta: 0.00015
Mid price delta: 0.000825
Wall shift score: -0.001614

Tape

Buy volume: 200
Sell volume: 81
Buy/sell delta: 119
Buy/sell ratio: 2.469136
Avg trade size: 2.81
Large trade count: 8
Largest trade size: 16

Candle

Return 1: 0.222354
Return 3: 0.484732
Volume 1: 47
Volume avg 5: 15.8
Momentum 5: 0.392333

Cross Exchange

Mid avg: 0.489435
Mid median: 0.4908475
Price deviation %: 0.395354
Spread %: 1.421026

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3147400
Quote volume 24h: 1522203
Price change 24h %: 10.23

Quality

Capture latency ms: 9755
Order book timestamp: 2026-06-23 13:45:56+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:35.155000+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: 0.4914
Best ask: 0.4916
Spread: 0.0002
Spread %: 0.040692
Mid price: 0.4915
Last price: 0.4912
Mark price: -
Index price: -

Order Book

Bid depth 5: 3924
Ask depth 5: 2949
Bid depth 10: 11579
Ask depth 10: 9501
Bid depth 20: 30217
Ask depth 20: 24722
Imbalance 5: 0.141859
Imbalance 10: 0.098577
Imbalance 20: 0.10002
Top bid size: 63
Top ask size: 11
Bid wall score: 0.002085
Ask wall score: 0.000445

Dynamics

Bid depth 5 delta: 1978
Ask depth 5 delta: -213
Imbalance 5 delta: 0.379917
Bid depth 10 delta: 347
Ask depth 10 delta: 186
Imbalance 10 delta: 0.005279
Spread delta: 0.0001
Mid price delta: 0.00065
Wall shift score: 0.005799

Tape

Buy volume: 9551
Sell volume: 4421
Buy/sell delta: 5130
Buy/sell ratio: 2.160371
Avg trade size: 139.72
Large trade count: 9
Largest trade size: 2172

Candle

Return 1: 0.244798
Return 3: 0.347151
Volume 1: 10584
Volume avg 5: 18452.4
Momentum 5: 0.142653

Cross Exchange

Mid avg: 0.4892725
Mid median: 0.4906975
Price deviation %: 0.455268
Spread %: 1.349963

Funding / OI / Volume

Funding rate: 0.00010808
Funding delta: 0
Funding abs: 0.00010808
Funding pressure: 0.00010808
Open interest: 25876289
Volume 24h: 68669948
Quote volume 24h: 33302333.75913
Price change 24h %: 9.987

Quality

Capture latency ms: 6082
Order book timestamp: 2026-06-23 13:45:45.319000+02:00
Ticker timestamp: 2026-06-23 13:45:37.692000+02:00
Trades timestamp: 2026-06-23 13:45:46.155000+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: 0.4911
Best ask: 0.4912
Spread: 0.0001
Spread %: 0.02036
Mid price: 0.49115
Last price: 0.491
Mark price: -
Index price: 0.4902

Order Book

Bid depth 5: 1041
Ask depth 5: 1317
Bid depth 10: 3059
Ask depth 10: 3581
Bid depth 20: 7038
Ask depth 20: 7637
Imbalance 5: -0.117048
Imbalance 10: -0.078614
Imbalance 20: -0.040818
Top bid size: 53
Top ask size: 47
Bid wall score: 0.007531
Ask wall score: 0.006154

Dynamics

Bid depth 5 delta: -930
Ask depth 5 delta: 579
Imbalance 5 delta: -0.572198
Bid depth 10 delta: -964
Ask depth 10 delta: 353
Imbalance 10 delta: -0.188255
Spread delta: -0.0002
Mid price delta: 0.0008
Wall shift score: -0.04004

Tape

Buy volume: 4715
Sell volume: 1511
Buy/sell delta: 3204
Buy/sell ratio: 3.12045
Avg trade size: 62.26
Large trade count: 9
Largest trade size: 311

Candle

Return 1: 0.203998
Return 3: 0.285831
Volume 1: 423
Volume avg 5: 1262.4
Momentum 5: 0.26536

Cross Exchange

Mid avg: 0.4890725
Mid median: 0.4904475
Price deviation %: 0.424784
Spread %: 1.289175

Funding / OI / Volume

Funding rate: 0.000107
Funding delta: -0.000004
Funding abs: 0.000107
Funding pressure: 0.000111
Open interest: -
Volume 24h: 4402031
Quote volume 24h: 21607995.748
Price change 24h %: 12.04

Quality

Capture latency ms: 5494
Order book timestamp: 2026-06-23 13:45:39.768000+02:00
Ticker timestamp: 2026-06-23 13:45:36.857000+02:00
Trades timestamp: 2026-06-23 13:45:37.671000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 4293
gate: 4290
htx: 4263
mexc: 4289

By Symbol

VELVET/USDT:USDT: 17135

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.