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: 18646
Total labels: 55938
Pending labels: 36455
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 18:53:30.769132+02:00
Recent trades snapshots: 18645
Micro candles: 372880
Avg data quality: 75.8823340126568701
Latest latency: 5528 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 38 of 1865 · 18646 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 17:52:16.654609+02:00	binance	VELVET/USDT:USDT	0.47655	80	6321 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 17:52:10.239408+02:00	mexc	VELVET/USDT:USDT	0.47645	68	5821 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 17:52:04.317899+02:00	htx	VELVET/USDT:USDT	0.47074	80	5562 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 17:51:49.338043+02:00	gate	VELVET/USDT:USDT	0.474985	68	9645 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 17:51:39.604088+02:00	binance	VELVET/USDT:USDT	0.47555	80	7303 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 17:51:32.215833+02:00	mexc	VELVET/USDT:USDT	0.47555	78	4463 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 17:51:27.701758+02:00	htx	VELVET/USDT:USDT	0.47074	80	5796 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 17:51:12.357739+02:00	gate	VELVET/USDT:USDT	0.47484	68	9963 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 17:51:02.265765+02:00	binance	VELVET/USDT:USDT	0.47525	80	5679 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 17:50:56.491007+02:00	mexc	VELVET/USDT:USDT	0.47535	68	5764 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4765
Best ask: 0.4766
Spread: 0.0001
Spread %: 0.020984
Mid price: 0.47655
Last price: 0.4765
Mark price: -
Index price: -

Order Book

Bid depth 5: 3545
Ask depth 5: 6030
Bid depth 10: 16055
Ask depth 10: 18228
Bid depth 20: 44664
Ask depth 20: 52091
Imbalance 5: -0.25953
Imbalance 10: -0.063384
Imbalance 20: -0.076761
Top bid size: 27
Top ask size: 29
Bid wall score: 0.000605
Ask wall score: 0.000557

Dynamics

Bid depth 5 delta: 957
Ask depth 5 delta: 943
Imbalance 5 delta: 0.066073
Bid depth 10 delta: -2849
Ask depth 10 delta: 118
Imbalance 10 delta: -0.084836
Spread delta: 0
Mid price delta: 0.001
Wall shift score: -0.000892

Tape

Buy volume: 12316
Sell volume: 9625
Buy/sell delta: 2691
Buy/sell ratio: 1.279584
Avg trade size: 219.41
Large trade count: 8
Largest trade size: 4481

Candle

Return 1: 0.168103
Return 3: 0.273454
Volume 1: 1133
Volume avg 5: 14037.8
Momentum 5: 0.083981

Cross Exchange

Mid avg: 0.47443125
Mid median: 0.4752675
Price deviation %: 0.446587
Spread %: 1.203546

Funding / OI / Volume

Funding rate: 0.00011223
Funding delta: -0.00000088
Funding abs: 0.00011223
Funding pressure: 0.00011311
Open interest: 25890777
Volume 24h: 67066875
Quote volume 24h: 32826193.64273
Price change 24h %: 8.865

Quality

Capture latency ms: 6321
Order book timestamp: 2026-06-23 17:52:14.200000+02:00
Ticker timestamp: 2026-06-23 17:52:06.908000+02:00
Trades timestamp: 2026-06-23 17:52:16.152000+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: 0.4764
Best ask: 0.4765
Spread: 0.0001
Spread %: 0.020989
Mid price: 0.47645
Last price: 0.476
Mark price: -
Index price: 0.4754

Order Book

Bid depth 5: 1399
Ask depth 5: 1722
Bid depth 10: 4329
Ask depth 10: 5409
Bid depth 20: 11305
Ask depth 20: 12676
Imbalance 5: -0.103492
Imbalance 10: -0.110906
Imbalance 20: -0.05717
Top bid size: 43
Top ask size: 8
Bid wall score: 0.003804
Ask wall score: 0.000631

Dynamics

Bid depth 5 delta: -176
Ask depth 5 delta: 159
Imbalance 5 delta: -0.107317
Bid depth 10 delta: -1758
Ask depth 10 delta: 295
Imbalance 10 delta: -0.197773
Spread delta: 0
Mid price delta: 0.0009
Wall shift score: -0.00153

Tape

Buy volume: 2757
Sell volume: 3274
Buy/sell delta: -517
Buy/sell ratio: 0.842089
Avg trade size: 60.31
Large trade count: 7
Largest trade size: 431

Candle

Return 1: 0.063065
Return 3: 0.105152
Volume 1: 8
Volume avg 5: 744
Momentum 5: 0

Cross Exchange

Mid avg: 0.47420625
Mid median: 0.4752675
Price deviation %: 0.473159
Spread %: 1.014327

Funding / OI / Volume

Funding rate: 0.000113
Funding delta: 0
Funding abs: 0.000113
Funding pressure: 0.000113
Open interest: -
Volume 24h: 4564710
Quote volume 24h: 22467733.962
Price change 24h %: 8.62

Quality

Capture latency ms: 5821
Order book timestamp: 2026-06-23 17:52:08.677000+02:00
Ticker timestamp: 2026-06-23 17:52:05.797000+02:00
Trades timestamp: 2026-06-23 17:52:03.268000+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: 0.4654
Best ask: 0.47608
Spread: 0.01068
Spread %: 2.268768
Mid price: 0.47074
Last price: 0.47565
Mark price: -
Index price: -

Order Book

Bid depth 5: 401
Ask depth 5: 875
Bid depth 10: 22696
Ask depth 10: 3018
Bid depth 20: 64401
Ask depth 20: 44047
Imbalance 5: -0.371473
Imbalance 10: 0.765264
Imbalance 20: 0.187684
Top bid size: 12
Top ask size: 12
Bid wall score: 0.000186
Ask wall score: 0.000272

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 2
Imbalance 5 delta: 0.002248
Bid depth 10 delta: 3035
Ask depth 10 delta: -11
Imbalance 10 delta: 0.032254
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.000012

Tape

Buy volume: 4064
Sell volume: 8554
Buy/sell delta: -4490
Buy/sell ratio: 0.475099
Avg trade size: 126.18
Large trade count: 2
Largest trade size: 1072

Candle

Return 1: 0
Return 3: -0.251651
Volume 1: 0
Volume avg 5: 68.4
Momentum 5: -0.241191

Cross Exchange

Mid avg: 0.47420625
Mid median: 0.4752675
Price deviation %: -0.730958
Spread %: 1.014327

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73648
Volume 24h: 240038
Quote volume 24h: 240038
Price change 24h %: 7.893841

Quality

Capture latency ms: 5562
Order book timestamp: 2026-06-23 17:52:02.598000+02:00
Ticker timestamp: 2026-06-23 17:52:03.258000+02:00
Trades timestamp: 2026-06-23 17:51:43.234000+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: 0.4747
Best ask: 0.47527
Spread: 0.00057
Spread %: 0.120004
Mid price: 0.474985
Last price: 0.47522
Mark price: 0.47509
Index price: 0.475095

Order Book

Bid depth 5: 12
Ask depth 5: 12
Bid depth 10: 24
Ask depth 10: 19
Bid depth 20: 48
Ask depth 20: 43
Imbalance 5: 0
Imbalance 10: 0.116279
Imbalance 20: 0.054945
Top bid size: 2
Top ask size: 1
Bid wall score: 0.041667
Ask wall score: 0.023256

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -6
Imbalance 5 delta: 0.2
Bid depth 10 delta: 5
Ask depth 10 delta: -6
Imbalance 10 delta: 0.252643
Spread delta: 0.00007
Mid price delta: 0.000145
Wall shift score: 0.038396

Tape

Buy volume: 81
Sell volume: 97
Buy/sell delta: -16
Buy/sell ratio: 0.835052
Avg trade size: 1.78
Large trade count: 5
Largest trade size: 18

Candle

Return 1: 0
Return 3: -0.220463
Volume 1: 0
Volume avg 5: 2
Momentum 5: -0.157573

Cross Exchange

Mid avg: 0.47417
Mid median: 0.475195
Price deviation %: 0.171879
Spread %: 1.014404

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3401000
Quote volume 24h: 1654229
Price change 24h %: 8.66

Quality

Capture latency ms: 9645
Order book timestamp: 2026-06-23 17:51:48+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:49.751000+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: 0.4755
Best ask: 0.4756
Spread: 0.0001
Spread %: 0.021028
Mid price: 0.47555
Last price: 0.4756
Mark price: -
Index price: -

Order Book

Bid depth 5: 2588
Ask depth 5: 5087
Bid depth 10: 18904
Ask depth 10: 18110
Bid depth 20: 56576
Ask depth 20: 45133
Imbalance 5: -0.325603
Imbalance 10: 0.021451
Imbalance 20: 0.112507
Top bid size: 161
Top ask size: 86
Bid wall score: 0.002846
Ask wall score: 0.001905

Dynamics

Bid depth 5 delta: -3483
Ask depth 5 delta: -6586
Imbalance 5 delta: -0.00989
Bid depth 10 delta: 1299
Ask depth 10 delta: -2266
Imbalance 10 delta: 0.094409
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: 0.000166

Tape

Buy volume: 11841
Sell volume: 14826
Buy/sell delta: -2985
Buy/sell ratio: 0.798665
Avg trade size: 266.67
Large trade count: 10
Largest trade size: 4481

Candle

Return 1: 0.063118
Return 3: -0.397906
Volume 1: 727
Volume avg 5: 16707.2
Momentum 5: -0.377042

Cross Exchange

Mid avg: 0.474095
Mid median: 0.475045
Price deviation %: 0.306901
Spread %: 1.014565

Funding / OI / Volume

Funding rate: 0.00011311
Funding delta: -0.00000051
Funding abs: 0.00011311
Funding pressure: 0.00011362
Open interest: 25890468
Volume 24h: 67101576
Quote volume 24h: 32841313.36533
Price change 24h %: 8.387

Quality

Capture latency ms: 7303
Order book timestamp: 2026-06-23 17:51:37.436000+02:00
Ticker timestamp: 2026-06-23 17:51:29.264000+02:00
Trades timestamp: 2026-06-23 17:51:34.156000+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: 0.4756
Spread: 0.0001
Spread %: 0.021028
Mid price: 0.47555
Last price: 0.4756
Mark price: -
Index price: 0.4751

Order Book

Bid depth 5: 1575
Ask depth 5: 1563
Bid depth 10: 6087
Ask depth 10: 5114
Bid depth 20: 16161
Ask depth 20: 13220
Imbalance 5: 0.003824
Imbalance 10: 0.086867
Imbalance 20: 0.100099
Top bid size: 120
Top ask size: 36
Bid wall score: 0.007425
Ask wall score: 0.002723

Dynamics

Bid depth 5 delta: -143
Ask depth 5 delta: 154
Imbalance 5 delta: -0.094993
Bid depth 10 delta: 748
Ask depth 10 delta: 1434
Imbalance 10 delta: -0.097078
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: 0.000847

Tape

Buy volume: 2787
Sell volume: 3273
Buy/sell delta: -486
Buy/sell ratio: 0.851512
Avg trade size: 60.6
Large trade count: 7
Largest trade size: 431

Candle

Return 1: 0.02103
Return 3: -0.397906
Volume 1: 12
Volume avg 5: 1200.2
Momentum 5: -0.335289

Cross Exchange

Mid avg: 0.474045
Mid median: 0.475045
Price deviation %: 0.31748
Spread %: 0.972482

Funding / OI / Volume

Funding rate: 0.000113
Funding delta: 0
Funding abs: 0.000113
Funding pressure: 0.000113
Open interest: -
Volume 24h: 4564688
Quote volume 24h: 22467631.196
Price change 24h %: 8.53

Quality

Capture latency ms: 4463
Order book timestamp: 2026-06-23 17:51:29.086000+02:00
Ticker timestamp: 2026-06-23 17:51:29.777000+02:00
Trades timestamp: 2026-06-23 17:51:29.360000+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: 0.4654
Best ask: 0.47608
Spread: 0.01068
Spread %: 2.268768
Mid price: 0.47074
Last price: 0.47555
Mark price: -
Index price: -

Order Book

Bid depth 5: 398
Ask depth 5: 873
Bid depth 10: 19661
Ask depth 10: 3029
Bid depth 20: 61270
Ask depth 20: 44481
Imbalance 5: -0.373721
Imbalance 10: 0.73301
Imbalance 20: 0.15876
Top bid size: 12
Top ask size: 12
Bid wall score: 0.000196
Ask wall score: 0.00027

Dynamics

Bid depth 5 delta: 163
Ask depth 5 delta: 98
Imbalance 5 delta: 0.160932
Bid depth 10 delta: 15286
Ask depth 10 delta: 380
Imbalance 10 delta: 0.487281
Spread delta: -0.00049
Mid price delta: -0.000245
Wall shift score: 0.027736

Tape

Buy volume: 3852
Sell volume: 8556
Buy/sell delta: -4704
Buy/sell ratio: 0.45021
Avg trade size: 124.08
Large trade count: 2
Largest trade size: 1072

Candle

Return 1: -0.272622
Return 3: -0.262164
Volume 1: 2
Volume avg 5: 26
Momentum 5: -0.262164

Cross Exchange

Mid avg: 0.47410625
Mid median: 0.475045
Price deviation %: -0.71002
Spread %: 0.92068

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73755
Volume 24h: 239826
Quote volume 24h: 239826
Price change 24h %: 7.871158

Quality

Capture latency ms: 5796
Order book timestamp: 2026-06-23 17:51:26.340000+02:00
Ticker timestamp: 2026-06-23 17:51:26.658000+02:00
Trades timestamp: 2026-06-23 17:51:19.872000+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: 0.47459
Best ask: 0.47509
Spread: 0.0005
Spread %: 0.105299
Mid price: 0.47484
Last price: 0.47522
Mark price: 0.47484
Index price: 0.474848

Order Book

Bid depth 5: 12
Ask depth 5: 18
Bid depth 10: 19
Ask depth 10: 25
Bid depth 20: 52
Ask depth 20: 51
Imbalance 5: -0.2
Imbalance 10: -0.136364
Imbalance 20: 0.009709
Top bid size: 1
Top ask size: 2
Bid wall score: 0.019231
Ask wall score: 0.039216

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 7
Imbalance 5 delta: -0.2
Bid depth 10 delta: -6
Ask depth 10 delta: 1
Imbalance 10 delta: -0.156772
Spread delta: -0.00006
Mid price delta: -0.00007
Wall shift score: 0.001049

Tape

Buy volume: 81
Sell volume: 97
Buy/sell delta: -16
Buy/sell ratio: 0.835052
Avg trade size: 1.78
Large trade count: 5
Largest trade size: 18

Candle

Return 1: 0
Return 3: -0.220463
Volume 1: 0
Volume avg 5: 2
Momentum 5: -0.157573

Cross Exchange

Mid avg: 0.47412375
Mid median: 0.47508
Price deviation %: 0.151068
Spread %: 0.920646

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3401000
Quote volume 24h: 1654229
Price change 24h %: 8.66

Quality

Capture latency ms: 9963
Order book timestamp: 2026-06-23 17:51:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:49.751000+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: 0.4752
Best ask: 0.4753
Spread: 0.0001
Spread %: 0.021042
Mid price: 0.47525
Last price: 0.4754
Mark price: -
Index price: -

Order Book

Bid depth 5: 6071
Ask depth 5: 11673
Bid depth 10: 17605
Ask depth 10: 20376
Bid depth 20: 55532
Ask depth 20: 54381
Imbalance 5: -0.315712
Imbalance 10: -0.072958
Imbalance 20: 0.010472
Top bid size: 187
Top ask size: 141
Bid wall score: 0.003367
Ask wall score: 0.002593

Dynamics

Bid depth 5 delta: 2290
Ask depth 5 delta: 5474
Imbalance 5 delta: -0.073428
Bid depth 10 delta: 3484
Ask depth 10 delta: 2778
Imbalance 10 delta: 0.036661
Spread delta: -0.0001
Mid price delta: -0.00025
Wall shift score: -0.0076

Tape

Buy volume: 11374
Sell volume: 16384
Buy/sell delta: -5010
Buy/sell ratio: 0.694214
Avg trade size: 277.58
Large trade count: 10
Largest trade size: 4481

Candle

Return 1: 0
Return 3: -0.188957
Volume 1: 27159
Volume avg 5: 19285.8
Momentum 5: -0.272708

Cross Exchange

Mid avg: 0.47418625
Mid median: 0.47513
Price deviation %: 0.224332
Spread %: 0.952158

Funding / OI / Volume

Funding rate: 0.00011362
Funding delta: 0
Funding abs: 0.00011362
Funding pressure: 0.00011362
Open interest: 25890649
Volume 24h: 67111490
Quote volume 24h: 32842899.07399
Price change 24h %: 8.937

Quality

Capture latency ms: 5679
Order book timestamp: 2026-06-23 17:51:00.066000+02:00
Ticker timestamp: 2026-06-23 17:50:53.902000+02:00
Trades timestamp: 2026-06-23 17:51:00.966000+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: 0.4754
Spread: 0.0001
Spread %: 0.021037
Mid price: 0.47535
Last price: 0.4755
Mark price: -
Index price: 0.475

Order Book

Bid depth 5: 1718
Ask depth 5: 1409
Bid depth 10: 5339
Ask depth 10: 3680
Bid depth 20: 15077
Ask depth 20: 11656
Imbalance 5: 0.098817
Imbalance 10: 0.183945
Imbalance 20: 0.127969
Top bid size: 84
Top ask size: 20
Bid wall score: 0.005571
Ask wall score: 0.001716

Dynamics

Bid depth 5 delta: 48
Ask depth 5 delta: -73
Imbalance 5 delta: 0.039172
Bid depth 10 delta: -946
Ask depth 10 delta: -318
Imbalance 10 delta: -0.038461
Spread delta: -0.0001
Mid price delta: 0.00015
Wall shift score: 0.014458

Tape

Buy volume: 2890
Sell volume: 3273
Buy/sell delta: -383
Buy/sell ratio: 0.882982
Avg trade size: 61.63
Large trade count: 6
Largest trade size: 431

Candle

Return 1: 0
Return 3: -0.105042
Volume 1: 183
Volume avg 5: 1231.6
Momentum 5: -0.251731

Cross Exchange

Mid avg: 0.47414875
Mid median: 0.475055
Price deviation %: 0.253349
Spread %: 0.952233

Funding / OI / Volume

Funding rate: 0.000113
Funding delta: 0
Funding abs: 0.000113
Funding pressure: 0.000113
Open interest: -
Volume 24h: 4564677
Quote volume 24h: 22467579.841
Price change 24h %: 8.51

Quality

Capture latency ms: 5764
Order book timestamp: 2026-06-23 17:50:54.079000+02:00
Ticker timestamp: 2026-06-23 17:50:53.924000+02:00
Trades timestamp: 2026-06-23 17:50:49.058000+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: 4671
gate: 4669
htx: 4639
mexc: 4667

By Symbol

VELVET/USDT:USDT: 18646

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.