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: 17664
Total labels: 52992
Pending labels: 33509
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 16:13:01.781692+02:00
Recent trades snapshots: 17663
Micro candles: 353240
Avg data quality: 75.8919836956521739
Latest latency: 6203 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 36 of 1767 · 17664 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 15:15:30.134677+02:00	binance	VELVET/USDT:USDT	0.4755	80	6595 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 15:15:23.450505+02:00	mexc	VELVET/USDT:USDT	0.4756	68	6169 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 15:15:17.189301+02:00	htx	VELVET/USDT:USDT	0.470405	80	5818 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 15:14:58.795168+02:00	gate	VELVET/USDT:USDT	0.47455	68	9958 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 15:14:48.742419+02:00	binance	VELVET/USDT:USDT	0.47515	80	6873 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 15:14:41.769142+02:00	mexc	VELVET/USDT:USDT	0.4755	78	4366 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 15:14:37.344666+02:00	htx	VELVET/USDT:USDT	0.470415	90	4167 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 15:14:22.827376+02:00	gate	VELVET/USDT:USDT	0.47541	68	9713 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 15:14:12.972785+02:00	binance	VELVET/USDT:USDT	0.47545	80	5920 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 15:14:06.930732+02:00	mexc	VELVET/USDT:USDT	0.47525	68	29310 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4754
Best ask: 0.4756
Spread: 0.0002
Spread %: 0.042061
Mid price: 0.4755
Last price: 0.4752
Mark price: -
Index price: -

Order Book

Bid depth 5: 3459
Ask depth 5: 5393
Bid depth 10: 14540
Ask depth 10: 12771
Bid depth 20: 51007
Ask depth 20: 48614
Imbalance 5: -0.218482
Imbalance 10: 0.064772
Imbalance 20: 0.024021
Top bid size: 265
Top ask size: 575
Bid wall score: 0.005195
Ask wall score: 0.011828

Dynamics

Bid depth 5 delta: 1468
Ask depth 5 delta: 257
Imbalance 5 delta: 0.222798
Bid depth 10 delta: 289
Ask depth 10 delta: -5829
Imbalance 10 delta: 0.197158
Spread delta: 0.0001
Mid price delta: 0.00035
Wall shift score: -0.004797

Tape

Buy volume: 10423
Sell volume: 10051
Buy/sell delta: 372
Buy/sell ratio: 1.037011
Avg trade size: 204.74
Large trade count: 6
Largest trade size: 4283

Candle

Return 1: 0.084175
Return 3: 0.252951
Volume 1: 11492
Volume avg 5: 17418.6
Momentum 5: -0.125997

Cross Exchange

Mid avg: 0.47392625
Mid median: 0.47485
Price deviation %: 0.332066
Spread %: 1.096162

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 25843572
Volume 24h: 69041486
Quote volume 24h: 33575360.70417
Price change 24h %: 5.342

Quality

Capture latency ms: 6595
Order book timestamp: 2026-06-23 15:15:27.979000+02:00
Ticker timestamp: 2026-06-23 15:15:23.313000+02:00
Trades timestamp: 2026-06-23 15:15:27.830000+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: 0.4755
Best ask: 0.4757
Spread: 0.0002
Spread %: 0.042052
Mid price: 0.4756
Last price: 0.4759
Mark price: -
Index price: 0.4749

Order Book

Bid depth 5: 1720
Ask depth 5: 1939
Bid depth 10: 4636
Ask depth 10: 4806
Bid depth 20: 12627
Ask depth 20: 11803
Imbalance 5: -0.059852
Imbalance 10: -0.018005
Imbalance 20: 0.033729
Top bid size: 27
Top ask size: 76
Bid wall score: 0.002138
Ask wall score: 0.006439

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: 531
Imbalance 5 delta: -0.16132
Bid depth 10 delta: -1076
Ask depth 10 delta: 150
Imbalance 10 delta: -0.119857
Spread delta: -0.0002
Mid price delta: 0.0001
Wall shift score: -0.005963

Tape

Buy volume: 2366
Sell volume: 1356
Buy/sell delta: 1010
Buy/sell ratio: 1.744838
Avg trade size: 37.22
Large trade count: 11
Largest trade size: 150

Candle

Return 1: 0.147306
Return 3: 0.316189
Volume 1: 81
Volume avg 5: 627.2
Momentum 5: -0.125918

Cross Exchange

Mid avg: 0.47390125
Mid median: 0.47485
Price deviation %: 0.358461
Spread %: 1.075118

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4520301
Quote volume 24h: 22210099.484
Price change 24h %: 8.6

Quality

Capture latency ms: 6169
Order book timestamp: 2026-06-23 15:15:21.915000+02:00
Ticker timestamp: 2026-06-23 15:15:20.899000+02:00
Trades timestamp: 2026-06-23 15:15:18.397000+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: 0.46405
Best ask: 0.47676
Spread: 0.01271
Spread %: 2.701927
Mid price: 0.470405
Last price: 0.4757
Mark price: -
Index price: -

Order Book

Bid depth 5: 785
Ask depth 5: 1664
Bid depth 10: 23674
Ask depth 10: 3064
Bid depth 20: 65298
Ask depth 20: 44442
Imbalance 5: -0.358922
Imbalance 10: 0.770813
Imbalance 20: 0.190049
Top bid size: 184
Top ask size: 287
Bid wall score: 0.002818
Ask wall score: 0.006458

Dynamics

Bid depth 5 delta: 404
Ask depth 5 delta: -847
Imbalance 5 delta: 0.377593
Bid depth 10 delta: 776
Ask depth 10 delta: 199
Imbalance 10 delta: -0.006775
Spread delta: -0.00002
Mid price delta: -0.00001
Wall shift score: 0.000066

Tape

Buy volume: 4390
Sell volume: 6118
Buy/sell delta: -1728
Buy/sell ratio: 0.717555
Avg trade size: 105.08
Large trade count: 1
Largest trade size: 358

Candle

Return 1: 0
Return 3: 0.185333
Volume 1: 0
Volume avg 5: 84.8
Momentum 5: 2.725231

Cross Exchange

Mid avg: 0.47390375
Mid median: 0.47485
Price deviation %: -0.738283
Spread %: 1.073003

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73625
Volume 24h: 260748
Quote volume 24h: 260748
Price change 24h %: 7.905183

Quality

Capture latency ms: 5818
Order book timestamp: 2026-06-23 15:15:15.840000+02:00
Ticker timestamp: 2026-06-23 15:15:16.153000+02:00
Trades timestamp: 2026-06-23 15:14:14.581000+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: 0.47432
Best ask: 0.47478
Spread: 0.00046
Spread %: 0.096934
Mid price: 0.47455
Last price: 0.47529
Mark price: 0.47488
Index price: 0.47487

Order Book

Bid depth 5: 8
Ask depth 5: 13
Bid depth 10: 26
Ask depth 10: 25
Bid depth 20: 56
Ask depth 20: 61
Imbalance 5: -0.238095
Imbalance 10: 0.019608
Imbalance 20: -0.042735
Top bid size: 1
Top ask size: 2
Bid wall score: 0.017857
Ask wall score: 0.032787

Dynamics

Bid depth 5 delta: -16
Ask depth 5 delta: 0
Imbalance 5 delta: -0.535393
Bid depth 10 delta: -8
Ask depth 10 delta: -8
Imbalance 10 delta: 0.004682
Spread delta: 0
Mid price delta: -0.00086
Wall shift score: -0.019394

Tape

Buy volume: 104
Sell volume: 130
Buy/sell delta: -26
Buy/sell ratio: 0.8
Avg trade size: 2.34
Large trade count: 5
Largest trade size: 22

Candle

Return 1: 0.310244
Return 3: 0.147496
Volume 1: 1
Volume avg 5: 3.4
Momentum 5: 0.316596

Cross Exchange

Mid avg: 0.47411875
Mid median: 0.47528
Price deviation %: 0.090958
Spread %: 1.072516

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3253600
Quote volume 24h: 1577774
Price change 24h %: 5.26

Quality

Capture latency ms: 9958
Order book timestamp: 2026-06-23 15:14:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:40.464000+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: 0.4751
Best ask: 0.4752
Spread: 0.0001
Spread %: 0.021046
Mid price: 0.47515
Last price: 0.4752
Mark price: -
Index price: -

Order Book

Bid depth 5: 1991
Ask depth 5: 5136
Bid depth 10: 14251
Ask depth 10: 18600
Bid depth 20: 53432
Ask depth 20: 36406
Imbalance 5: -0.44128
Imbalance 10: -0.132386
Imbalance 20: 0.189519
Top bid size: 81
Top ask size: 122
Bid wall score: 0.001516
Ask wall score: 0.003351

Dynamics

Bid depth 5 delta: -565
Ask depth 5 delta: 1295
Imbalance 5 delta: -0.240404
Bid depth 10 delta: 3987
Ask depth 10 delta: 1898
Imbalance 10 delta: 0.106359
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: 0.003533

Tape

Buy volume: 6180
Sell volume: 5802
Buy/sell delta: 378
Buy/sell ratio: 1.06515
Avg trade size: 119.82
Large trade count: 6
Largest trade size: 1027

Candle

Return 1: -0.04207
Return 3: -0.209996
Volume 1: 5008
Volume avg 5: 19691
Momentum 5: 0.021048

Cross Exchange

Mid avg: 0.47419375
Mid median: 0.47543
Price deviation %: 0.201658
Spread %: 1.072346

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 25842651
Volume 24h: 69045594
Quote volume 24h: 33576910.62697
Price change 24h %: 5.483

Quality

Capture latency ms: 6873
Order book timestamp: 2026-06-23 15:14:46.513000+02:00
Ticker timestamp: 2026-06-23 15:14:42.052000+02:00
Trades timestamp: 2026-06-23 15:14:44.769000+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: 0.4753
Best ask: 0.4757
Spread: 0.0004
Spread %: 0.084122
Mid price: 0.4755
Last price: 0.4757
Mark price: -
Index price: 0.4751

Order Book

Bid depth 5: 1726
Ask depth 5: 1408
Bid depth 10: 5712
Ask depth 10: 4656
Bid depth 20: 12765
Ask depth 20: 11477
Imbalance 5: 0.101468
Imbalance 10: 0.101852
Imbalance 20: 0.053131
Top bid size: 29
Top ask size: 7
Bid wall score: 0.002272
Ask wall score: 0.00061

Dynamics

Bid depth 5 delta: 727
Ask depth 5 delta: 84
Imbalance 5 delta: 0.241373
Bid depth 10 delta: 2007
Ask depth 10 delta: 47
Imbalance 10 delta: 0.210584
Spread delta: 0.0003
Mid price delta: 0.00025
Wall shift score: 0.00286

Tape

Buy volume: 2210
Sell volume: 2341
Buy/sell delta: -131
Buy/sell ratio: 0.944041
Avg trade size: 45.51
Large trade count: 7
Largest trade size: 246

Candle

Return 1: 0.189553
Return 3: -0.084016
Volume 1: 418
Volume avg 5: 686.8
Momentum 5: 0.147368

Cross Exchange

Mid avg: 0.47413125
Mid median: 0.47533
Price deviation %: 0.288686
Spread %: 1.061942

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4520196
Quote volume 24h: 22209598.762
Price change 24h %: 8.55

Quality

Capture latency ms: 4366
Order book timestamp: 2026-06-23 15:14:40.429000+02:00
Ticker timestamp: 2026-06-23 15:14:38.717000+02:00
Trades timestamp: 2026-06-23 15:14:35.357000+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: 0.46405
Best ask: 0.47678
Spread: 0.01273
Spread %: 2.706121
Mid price: 0.470415
Last price: 0.4757
Mark price: -
Index price: -

Order Book

Bid depth 5: 381
Ask depth 5: 2511
Bid depth 10: 22898
Ask depth 10: 2865
Bid depth 20: 65009
Ask depth 20: 43910
Imbalance 5: -0.736515
Imbalance 10: 0.777588
Imbalance 20: 0.193713
Top bid size: 184
Top ask size: 287
Bid wall score: 0.00283
Ask wall score: 0.006536

Dynamics

Bid depth 5 delta: -401
Ask depth 5 delta: 6
Imbalance 5 delta: -0.212328
Bid depth 10 delta: -776
Ask depth 10 delta: 8
Imbalance 10 delta: -0.007041
Spread delta: 0.00009
Mid price delta: 0.000045
Wall shift score: -0.000087

Tape

Buy volume: 4390
Sell volume: 6118
Buy/sell delta: -1728
Buy/sell ratio: 0.717555
Avg trade size: 105.08
Large trade count: 1
Largest trade size: 358

Candle

Return 1: 0.185333
Return 3: 0.185333
Volume 1: 212
Volume avg 5: 133.6
Momentum 5: 0.337482

Cross Exchange

Mid avg: 0.47412
Mid median: 0.47533
Price deviation %: -0.781448
Spread %: 1.071459

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73625
Volume 24h: 260972
Quote volume 24h: 260972
Price change 24h %: 7.905183

Quality

Capture latency ms: 4167
Order book timestamp: 2026-06-23 15:14:35.940000+02:00
Ticker timestamp: 2026-06-23 15:14:36.317000+02:00
Trades timestamp: 2026-06-23 15:14:14.581000+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: 0.47518
Best ask: 0.47564
Spread: 0.00046
Spread %: 0.096759
Mid price: 0.47541
Last price: 0.47382
Mark price: 0.47427
Index price: 0.474417

Order Book

Bid depth 5: 24
Ask depth 5: 13
Bid depth 10: 34
Ask depth 10: 33
Bid depth 20: 56
Ask depth 20: 64
Imbalance 5: 0.297297
Imbalance 10: 0.014925
Imbalance 20: -0.066667
Top bid size: 2
Top ask size: 2
Bid wall score: 0.035714
Ask wall score: 0.03125

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 0
Imbalance 5 delta: 0.062003
Bid depth 10 delta: -1
Ask depth 10 delta: 7
Imbalance 10 delta: -0.132616
Spread delta: -0.00015
Mid price delta: 0.000445
Wall shift score: 0.01956

Tape

Buy volume: 104
Sell volume: 130
Buy/sell delta: -26
Buy/sell ratio: 0.8
Avg trade size: 2.34
Large trade count: 5
Largest trade size: 22

Candle

Return 1: 0
Return 3: -0.162245
Volume 1: 0
Volume avg 5: 3.2
Momentum 5: 0.006332

Cross Exchange

Mid avg: 0.47400875
Mid median: 0.4751075
Price deviation %: 0.295617
Spread %: 1.07171

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3253500
Quote volume 24h: 1577727
Price change 24h %: 4.94

Quality

Capture latency ms: 9713
Order book timestamp: 2026-06-23 15:14:21+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:40.418000+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: 0.4754
Best ask: 0.4755
Spread: 0.0001
Spread %: 0.021033
Mid price: 0.47545
Last price: 0.4753
Mark price: -
Index price: -

Order Book

Bid depth 5: 2556
Ask depth 5: 3841
Bid depth 10: 10264
Ask depth 10: 16702
Bid depth 20: 45321
Ask depth 20: 44922
Imbalance 5: -0.200875
Imbalance 10: -0.238745
Imbalance 20: 0.004421
Top bid size: 130
Top ask size: 370
Bid wall score: 0.002868
Ask wall score: 0.008236

Dynamics

Bid depth 5 delta: -162
Ask depth 5 delta: -1757
Imbalance 5 delta: 0.145445
Bid depth 10 delta: -4019
Ask depth 10 delta: 2261
Imbalance 10 delta: -0.233244
Spread delta: 0
Mid price delta: 0.0005
Wall shift score: -0.006802

Tape

Buy volume: 8418
Sell volume: 5746
Buy/sell delta: 2672
Buy/sell ratio: 1.465019
Avg trade size: 141.64
Large trade count: 8
Largest trade size: 1027

Candle

Return 1: 0.021035
Return 3: -0.146997
Volume 1: 249
Volume avg 5: 18739.2
Momentum 5: 0.084193

Cross Exchange

Mid avg: 0.47388375
Mid median: 0.4749575
Price deviation %: 0.330514
Spread %: 1.029788

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 25843363
Volume 24h: 68982843
Quote volume 24h: 33546483.10997
Price change 24h %: 5.505

Quality

Capture latency ms: 5920
Order book timestamp: 2026-06-23 15:14:10.795000+02:00
Ticker timestamp: 2026-06-23 15:14:06.933000+02:00
Trades timestamp: 2026-06-23 15:14:10.687000+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: 0.4752
Best ask: 0.4753
Spread: 0.0001
Spread %: 0.021042
Mid price: 0.47525
Last price: 0.4748
Mark price: -
Index price: 0.4745

Order Book

Bid depth 5: 999
Ask depth 5: 1324
Bid depth 10: 3705
Ask depth 10: 4609
Bid depth 20: 11433
Ask depth 20: 11590
Imbalance 5: -0.139905
Imbalance 10: -0.108732
Imbalance 20: -0.006819
Top bid size: 8
Top ask size: 22
Bid wall score: 0.0007
Ask wall score: 0.001898

Dynamics

Bid depth 5 delta: -1226
Ask depth 5 delta: -402
Imbalance 5 delta: -0.266202
Bid depth 10 delta: -1447
Ask depth 10 delta: -53
Imbalance 10 delta: -0.158661
Spread delta: -0.0001
Mid price delta: 0.00115
Wall shift score: 0.009581

Tape

Buy volume: 3874
Sell volume: 2595
Buy/sell delta: 1279
Buy/sell ratio: 1.492871
Avg trade size: 64.69
Large trade count: 4
Largest trade size: 1023

Candle

Return 1: 0.105307
Return 3: -0.168032
Volume 1: 3
Volume avg 5: 603.8
Momentum 5: 0.063158

Cross Exchange

Mid avg: 0.47359625
Mid median: 0.474525
Price deviation %: 0.34919
Spread %: 0.970236

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4519819
Quote volume 24h: 22207806.713
Price change 24h %: 8.35

Quality

Capture latency ms: 29310
Order book timestamp: 2026-06-23 15:14:02.101000+02:00
Ticker timestamp: 2026-06-23 15:14:02.699000+02:00
Trades timestamp: 2026-06-23 15:13:50.358000+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: 4425
gate: 4423
htx: 4395
mexc: 4421

By Symbol

VELVET/USDT:USDT: 17664

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.