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: 18189
Total labels: 54567
Pending labels: 35084
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 17:38:50.101668+02:00
Recent trades snapshots: 18188
Micro candles: 363740
Avg data quality: 75.8858650832920996
Latest latency: 9490 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 37 of 1819 · 18189 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 16:40:24.787322+02:00	mexc	VELVET/USDT:USDT	0.48185	68	5079 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 16:40:19.625371+02:00	htx	VELVET/USDT:USDT	0.477285	80	5167 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 16:40:01.998987+02:00	gate	VELVET/USDT:USDT	0.48115	68	10036 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 16:39:51.861035+02:00	binance	VELVET/USDT:USDT	0.48085	80	6165 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 16:39:45.602229+02:00	mexc	VELVET/USDT:USDT	0.4809	78	4684 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 16:39:40.855575+02:00	htx	VELVET/USDT:USDT	0.47679	80	5273 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 16:39:25.984916+02:00	gate	VELVET/USDT:USDT	0.480485	68	9660 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 16:39:16.220817+02:00	binance	VELVET/USDT:USDT	0.48105	80	7398 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 16:39:08.734765+02:00	mexc	VELVET/USDT:USDT	0.4814	78	4557 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 16:39:04.112862+02:00	htx	VELVET/USDT:USDT	0.476575	80	6078 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4818
Best ask: 0.4819
Spread: 0.0001
Spread %: 0.020753
Mid price: 0.48185
Last price: 0.482
Mark price: -
Index price: 0.4801

Order Book

Bid depth 5: 1290
Ask depth 5: 1209
Bid depth 10: 3530
Ask depth 10: 5381
Bid depth 20: 10077
Ask depth 20: 14373
Imbalance 5: 0.032413
Imbalance 10: -0.207721
Imbalance 20: -0.175706
Top bid size: 9
Top ask size: 58
Bid wall score: 0.000893
Ask wall score: 0.004035

Dynamics

Bid depth 5 delta: -445
Ask depth 5 delta: 58
Imbalance 5 delta: -0.169943
Bid depth 10 delta: -633
Ask depth 10 delta: 1351
Imbalance 10 delta: -0.223954
Spread delta: -0.0001
Mid price delta: 0.00095
Wall shift score: -0.001167

Tape

Buy volume: 2492
Sell volume: 3387
Buy/sell delta: -895
Buy/sell ratio: 0.735754
Avg trade size: 58.79
Large trade count: 6
Largest trade size: 405

Candle

Return 1: 0.249584
Return 3: 0.731452
Volume 1: 18
Volume avg 5: 617.2
Momentum 5: 0.626305

Cross Exchange

Mid avg: 0.48004625
Mid median: 0.480875
Price deviation %: 0.375745
Spread %: 0.805131

Funding / OI / Volume

Funding rate: 0.000095
Funding delta: 0
Funding abs: 0.000095
Funding pressure: 0.000095
Open interest: -
Volume 24h: 4564219
Quote volume 24h: 22439567.166
Price change 24h %: 9.99

Quality

Capture latency ms: 5079
Order book timestamp: 2026-06-23 16:40:23.268000+02:00
Ticker timestamp: 2026-06-23 16:40:21.731000+02:00
Trades timestamp: 2026-06-23 16:40:20.750000+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: 0.47161
Best ask: 0.48296
Spread: 0.01135
Spread %: 2.378034
Mid price: 0.477285
Last price: 0.48085
Mark price: -
Index price: -

Order Book

Bid depth 5: 799
Ask depth 5: 842
Bid depth 10: 1352
Ask depth 10: 2314
Bid depth 20: 49562
Ask depth 20: 3236
Imbalance 5: -0.026204
Imbalance 10: -0.262411
Imbalance 20: 0.87742
Top bid size: 576
Top ask size: 125
Bid wall score: 0.011622
Ask wall score: 0.038628

Dynamics

Bid depth 5 delta: 27
Ask depth 5 delta: -808
Imbalance 5 delta: 0.336307
Bid depth 10 delta: -21852
Ask depth 10 delta: -690
Imbalance 10 delta: -1.033168
Spread delta: 0.00083
Mid price delta: 0.000495
Wall shift score: -0.023369

Tape

Buy volume: 4416
Sell volume: 6776
Buy/sell delta: -2360
Buy/sell ratio: 0.651712
Avg trade size: 111.92
Large trade count: 0
Largest trade size: 294

Candle

Return 1: 0
Return 3: 0.333855
Volume 1: 0
Volume avg 5: 84
Momentum 5: -0.310978

Cross Exchange

Mid avg: 0.4799225
Mid median: 0.480875
Price deviation %: -0.549568
Spread %: 0.90848

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73687
Volume 24h: 248074
Quote volume 24h: 248074
Price change 24h %: 9.073381

Quality

Capture latency ms: 5167
Order book timestamp: 2026-06-23 16:40:18.240000+02:00
Ticker timestamp: 2026-06-23 16:40:18.595000+02:00
Trades timestamp: 2026-06-23 16:39:36.207000+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: 0.48084
Best ask: 0.48146
Spread: 0.00062
Spread %: 0.128858
Mid price: 0.48115
Last price: 0.48059
Mark price: 0.48007
Index price: 0.48007

Order Book

Bid depth 5: 17
Ask depth 5: 23
Bid depth 10: 38
Ask depth 10: 38
Bid depth 20: 84
Ask depth 20: 116
Imbalance 5: -0.15
Imbalance 10: 0
Imbalance 20: -0.16
Top bid size: 2
Top ask size: 3
Bid wall score: 0.02381
Ask wall score: 0.025862

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 1
Imbalance 5 delta: 0.039189
Bid depth 10 delta: 7
Ask depth 10 delta: -10
Imbalance 10 delta: 0.21519
Spread delta: 0.00013
Mid price delta: 0.000665
Wall shift score: -0.014326

Tape

Buy volume: 198
Sell volume: 146
Buy/sell delta: 52
Buy/sell ratio: 1.356164
Avg trade size: 3.44
Large trade count: 4
Largest trade size: 24

Candle

Return 1: 0
Return 3: 0.552359
Volume 1: 0
Volume avg 5: 9.2
Momentum 5: 0.470377

Cross Exchange

Mid avg: 0.47975625
Mid median: 0.4806675
Price deviation %: 0.290512
Spread %: 0.856685

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3364500
Quote volume 24h: 1633364
Price change 24h %: 8.28

Quality

Capture latency ms: 10036
Order book timestamp: 2026-06-23 16:40:00+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:45.542000+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: 0.4808
Best ask: 0.4809
Spread: 0.0001
Spread %: 0.020797
Mid price: 0.48085
Last price: 0.4808
Mark price: -
Index price: -

Order Book

Bid depth 5: 2458
Ask depth 5: 2402
Bid depth 10: 10185
Ask depth 10: 14971
Bid depth 20: 35757
Ask depth 20: 52760
Imbalance 5: 0.011523
Imbalance 10: -0.190253
Imbalance 20: -0.192087
Top bid size: 84
Top ask size: 15
Bid wall score: 0.002349
Ask wall score: 0.000284

Dynamics

Bid depth 5 delta: 1035
Ask depth 5 delta: -2895
Imbalance 5 delta: 0.588011
Bid depth 10 delta: 2292
Ask depth 10 delta: -3722
Imbalance 10 delta: 0.215976
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: 0.007029

Tape

Buy volume: 9037
Sell volume: 20149
Buy/sell delta: -11112
Buy/sell ratio: 0.448509
Avg trade size: 291.86
Large trade count: 5
Largest trade size: 12992

Candle

Return 1: 0.020803
Return 3: 0.33389
Volume 1: 5757
Volume avg 5: 20828.6
Momentum 5: -0.331675

Cross Exchange

Mid avg: 0.47980625
Mid median: 0.4806925
Price deviation %: 0.217536
Spread %: 0.887858

Funding / OI / Volume

Funding rate: 0.00009598
Funding delta: 0
Funding abs: 0.00009598
Funding pressure: 0.00009598
Open interest: 25908002
Volume 24h: 68323063
Quote volume 24h: 33317266.83453
Price change 24h %: 8.191

Quality

Capture latency ms: 6165
Order book timestamp: 2026-06-23 16:39:49.598000+02:00
Ticker timestamp: 2026-06-23 16:39:38.974000+02:00
Trades timestamp: 2026-06-23 16:39:51.207000+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: 0.4808
Best ask: 0.481
Spread: 0.0002
Spread %: 0.041589
Mid price: 0.4809
Last price: 0.4811
Mark price: -
Index price: 0.4798

Order Book

Bid depth 5: 1735
Ask depth 5: 1151
Bid depth 10: 4163
Ask depth 10: 4030
Bid depth 20: 12228
Ask depth 20: 12105
Imbalance 5: 0.202356
Imbalance 10: 0.016233
Imbalance 20: 0.005055
Top bid size: 91
Top ask size: 114
Bid wall score: 0.007442
Ask wall score: 0.009418

Dynamics

Bid depth 5 delta: 965
Ask depth 5 delta: -477
Imbalance 5 delta: 0.560154
Bid depth 10 delta: 1197
Ask depth 10 delta: -1223
Imbalance 10 delta: 0.294491
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: -0.000873

Tape

Buy volume: 2356
Sell volume: 3516
Buy/sell delta: -1160
Buy/sell ratio: 0.67008
Avg trade size: 58.72
Large trade count: 7
Largest trade size: 405

Candle

Return 1: -0.083074
Return 3: 0.396494
Volume 1: 27
Volume avg 5: 992.4
Momentum 5: -0.228121

Cross Exchange

Mid avg: 0.47993125
Mid median: 0.4807675
Price deviation %: 0.201852
Spread %: 0.960554

Funding / OI / Volume

Funding rate: 0.000095
Funding delta: 0
Funding abs: 0.000095
Funding pressure: 0.000095
Open interest: -
Volume 24h: 4563402
Quote volume 24h: 22435633.704
Price change 24h %: 9.79

Quality

Capture latency ms: 4684
Order book timestamp: 2026-06-23 16:39:43.081000+02:00
Ticker timestamp: 2026-06-23 16:39:42.857000+02:00
Trades timestamp: 2026-06-23 16:39:34.316000+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: 0.47153
Best ask: 0.48205
Spread: 0.01052
Spread %: 2.206422
Mid price: 0.47679
Last price: 0.48085
Mark price: -
Index price: -

Order Book

Bid depth 5: 772
Ask depth 5: 1650
Bid depth 10: 23204
Ask depth 10: 3004
Bid depth 20: 64377
Ask depth 20: 44295
Imbalance 5: -0.36251
Imbalance 10: 0.770757
Imbalance 20: 0.184795
Top bid size: 183
Top ask size: 287
Bid wall score: 0.002843
Ask wall score: 0.006479

Dynamics

Bid depth 5 delta: 469
Ask depth 5 delta: 751
Imbalance 5 delta: 0.13333
Bid depth 10 delta: 21252
Ask depth 10 delta: 412
Imbalance 10 delta: 0.911602
Spread delta: 0.00031
Mid price delta: 0.000215
Wall shift score: 0.073874

Tape

Buy volume: 4416
Sell volume: 6776
Buy/sell delta: -2360
Buy/sell ratio: 0.651712
Avg trade size: 111.92
Large trade count: 0
Largest trade size: 294

Candle

Return 1: 0.333855
Return 3: 0.333855
Volume 1: 210
Volume avg 5: 84
Momentum 5: -0.310978

Cross Exchange

Mid avg: 0.4798775
Mid median: 0.4807675
Price deviation %: -0.643393
Spread %: 1.005465

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73687
Volume 24h: 248074
Quote volume 24h: 248074
Price change 24h %: 9.073381

Quality

Capture latency ms: 5273
Order book timestamp: 2026-06-23 16:39:39.540000+02:00
Ticker timestamp: 2026-06-23 16:39:39.897000+02:00
Trades timestamp: 2026-06-23 16:39:36.207000+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: 0.48024
Best ask: 0.48073
Spread: 0.00049
Spread %: 0.10198
Mid price: 0.480485
Last price: 0.48059
Mark price: 0.48015
Index price: 0.480148

Order Book

Bid depth 5: 15
Ask depth 5: 22
Bid depth 10: 31
Ask depth 10: 48
Bid depth 20: 72
Ask depth 20: 129
Imbalance 5: -0.189189
Imbalance 10: -0.21519
Imbalance 20: -0.283582
Top bid size: 2
Top ask size: 2
Bid wall score: 0.027778
Ask wall score: 0.015504

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -7
Imbalance 5 delta: 0.044853
Bid depth 10 delta: -10
Ask depth 10 delta: -7
Imbalance 10 delta: -0.069357
Spread delta: -0.00029
Mid price delta: -0.000755
Wall shift score: 0.002429

Tape

Buy volume: 198
Sell volume: 146
Buy/sell delta: 52
Buy/sell ratio: 1.356164
Avg trade size: 3.44
Large trade count: 4
Largest trade size: 24

Candle

Return 1: 0.012486
Return 3: 0.537634
Volume 1: 14
Volume avg 5: 25
Momentum 5: -0.213862

Cross Exchange

Mid avg: 0.48006625
Mid median: 0.481145
Price deviation %: 0.087228
Spread %: 1.00507

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3364500
Quote volume 24h: 1633364
Price change 24h %: 8.28

Quality

Capture latency ms: 9660
Order book timestamp: 2026-06-23 16:39:24+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:45.542000+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: 0.481
Best ask: 0.4811
Spread: 0.0001
Spread %: 0.020788
Mid price: 0.48105
Last price: 0.4811
Mark price: -
Index price: -

Order Book

Bid depth 5: 1423
Ask depth 5: 5297
Bid depth 10: 7893
Ask depth 10: 18693
Bid depth 20: 42789
Ask depth 20: 57786
Imbalance 5: -0.576488
Imbalance 10: -0.406229
Imbalance 20: -0.149113
Top bid size: 46
Top ask size: 349
Bid wall score: 0.001075
Ask wall score: 0.00604

Dynamics

Bid depth 5 delta: -2367
Ask depth 5 delta: -975
Imbalance 5 delta: -0.329817
Bid depth 10 delta: -5774
Ask depth 10 delta: 4152
Imbalance 10 delta: -0.375245
Spread delta: 0
Mid price delta: 0.0005
Wall shift score: -0.007994

Tape

Buy volume: 15098
Sell volume: 16580
Buy/sell delta: -1482
Buy/sell ratio: 0.910615
Avg trade size: 316.78
Large trade count: 6
Largest trade size: 12992

Candle

Return 1: 0.124818
Return 3: 0.43823
Volume 1: 2288
Volume avg 5: 20134.8
Momentum 5: -0.228027

Cross Exchange

Mid avg: 0.47994125
Mid median: 0.480895
Price deviation %: 0.231018
Spread %: 1.005331

Funding / OI / Volume

Funding rate: 0.00009598
Funding delta: 0.00000036
Funding abs: 0.00009598
Funding pressure: 0.00009634
Open interest: 25910813
Volume 24h: 68377392
Quote volume 24h: 33343671.19973
Price change 24h %: 8.258

Quality

Capture latency ms: 7398
Order book timestamp: 2026-06-23 16:39:13.543000+02:00
Ticker timestamp: 2026-06-23 16:39:08.550000+02:00
Trades timestamp: 2026-06-23 16:39:11.096000+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: 0.4813
Best ask: 0.4815
Spread: 0.0002
Spread %: 0.041545
Mid price: 0.4814
Last price: 0.4805
Mark price: -
Index price: 0.48

Order Book

Bid depth 5: 770
Ask depth 5: 1628
Bid depth 10: 2966
Ask depth 10: 5253
Bid depth 20: 9747
Ask depth 20: 13727
Imbalance 5: -0.357798
Imbalance 10: -0.278258
Imbalance 20: -0.169549
Top bid size: 7
Top ask size: 25
Bid wall score: 0.000718
Ask wall score: 0.001821

Dynamics

Bid depth 5 delta: -468
Ask depth 5 delta: -1436
Imbalance 5 delta: 0.066656
Bid depth 10 delta: -613
Ask depth 10 delta: -1197
Imbalance 10 delta: 0.008012
Spread delta: -0.0001
Mid price delta: 0.00085
Wall shift score: 0.011156

Tape

Buy volume: 1613
Sell volume: 3721
Buy/sell delta: -2108
Buy/sell ratio: 0.433486
Avg trade size: 53.34
Large trade count: 6
Largest trade size: 405

Candle

Return 1: -0.207684
Return 3: 0.271285
Volume 1: 8
Volume avg 5: 988.6
Momentum 5: -0.352551

Cross Exchange

Mid avg: 0.47972875
Mid median: 0.48055
Price deviation %: 0.348374
Spread %: 0.972425

Funding / OI / Volume

Funding rate: 0.000095
Funding delta: 0
Funding abs: 0.000095
Funding pressure: 0.000095
Open interest: -
Volume 24h: 4563385
Quote volume 24h: 22435551.505
Price change 24h %: 9.65

Quality

Capture latency ms: 4557
Order book timestamp: 2026-06-23 16:39:06.959000+02:00
Ticker timestamp: 2026-06-23 16:39:03.773000+02:00
Trades timestamp: 2026-06-23 16:39:01.637000+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: 0.47147
Best ask: 0.48168
Spread: 0.01021
Spread %: 2.14237
Mid price: 0.476575
Last price: 0.47925
Mark price: -
Index price: -

Order Book

Bid depth 5: 303
Ask depth 5: 899
Bid depth 10: 1952
Ask depth 10: 2592
Bid depth 20: 54015
Ask depth 20: 3115
Imbalance 5: -0.49584
Imbalance 10: -0.140845
Imbalance 20: 0.89095
Top bid size: 183
Top ask size: 252
Bid wall score: 0.003388
Ask wall score: 0.080899

Dynamics

Bid depth 5 delta: 15
Ask depth 5 delta: 87
Imbalance 5 delta: -0.019477
Bid depth 10 delta: 586
Ask depth 10 delta: 378
Imbalance 10 delta: 0.096026
Spread delta: 0.00005
Mid price delta: 0.000085
Wall shift score: -0.001344

Tape

Buy volume: 4538
Sell volume: 6570
Buy/sell delta: -2032
Buy/sell ratio: 0.690715
Avg trade size: 111.08
Large trade count: 0
Largest trade size: 294

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 42
Momentum 5: -0.642687

Cross Exchange

Mid avg: 0.4797075
Mid median: 0.48055
Price deviation %: -0.653002
Spread %: 0.990187

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73687
Volume 24h: 247864
Quote volume 24h: 247864
Price change 24h %: 8.710446

Quality

Capture latency ms: 6078
Order book timestamp: 2026-06-23 16:39:02.740000+02:00
Ticker timestamp: 2026-06-23 16:39:03.049000+02:00
Trades timestamp: 2026-06-23 16:36:54.523000+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: 4557
gate: 4555
htx: 4524
mexc: 4553

By Symbol

VELVET/USDT:USDT: 18189

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.