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: 20486
Total labels: 61458
Pending labels: 41975
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 23:57:52.395413+02:00
Recent trades snapshots: 20485
Micro candles: 409680
Avg data quality: 75.8856780240164014
Latest latency: 6370 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 42 of 2049 · 20486 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 22:50:39.087358+02:00	htx	VELVET/USDT:USDT	0.455605	90	4954 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 22:50:23.783369+02:00	gate	VELVET/USDT:USDT	0.45845	68	10693 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 22:50:12.976067+02:00	binance	VELVET/USDT:USDT	0.45915	80	8384 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 22:50:04.465138+02:00	mexc	VELVET/USDT:USDT	0.4593	68	5781 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 22:49:58.627423+02:00	htx	VELVET/USDT:USDT	0.455465	80	5866 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 22:49:42.886622+02:00	gate	VELVET/USDT:USDT	0.45807	68	9930 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 22:49:32.852957+02:00	binance	VELVET/USDT:USDT	0.45945	80	7329 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 22:49:25.426573+02:00	mexc	VELVET/USDT:USDT	0.458	78	4734 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 22:49:20.641940+02:00	htx	VELVET/USDT:USDT	0.45555	90	3848 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 22:49:06.532925+02:00	gate	VELVET/USDT:USDT	0.458755	68	10366 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.451
Best ask: 0.46021
Spread: 0.00921
Spread %: 2.021488
Mid price: 0.455605
Last price: 0.46175
Mark price: -
Index price: -

Order Book

Bid depth 5: 564
Ask depth 5: 1188
Bid depth 10: 24416
Ask depth 10: 3176
Bid depth 20: 67141
Ask depth 20: 37734
Imbalance 5: -0.356164
Imbalance 10: 0.769788
Imbalance 20: 0.2804
Top bid size: 171
Top ask size: 255
Bid wall score: 0.002547
Ask wall score: 0.006758

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -515
Imbalance 5 delta: 0.146262
Bid depth 10 delta: -26
Ask depth 10 delta: 61
Imbalance 10 delta: -0.004135
Spread delta: 0.00028
Mid price delta: 0.00014
Wall shift score: -0.000513

Tape

Buy volume: 3366
Sell volume: 8574
Buy/sell delta: -5208
Buy/sell ratio: 0.392582
Avg trade size: 119.4
Large trade count: 2
Largest trade size: 590

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 30
Momentum 5: -0.495636

Cross Exchange

Mid avg: 0.45809125
Mid median: 0.4588
Price deviation %: -0.542741
Spread %: 0.837169

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73742
Volume 24h: 184214
Quote volume 24h: 184214
Price change 24h %: -3.186917

Quality

Capture latency ms: 4954
Order book timestamp: 2026-06-23 22:50:37.740000+02:00
Ticker timestamp: 2026-06-23 22:50:38.070000+02:00
Trades timestamp: 2026-06-23 22:47:59.613000+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: 0.45819
Best ask: 0.45871
Spread: 0.00052
Spread %: 0.113426
Mid price: 0.45845
Last price: 0.45823
Mark price: 0.45796
Index price: 0.457945

Order Book

Bid depth 5: 5
Ask depth 5: 10
Bid depth 10: 15
Ask depth 10: 23
Bid depth 20: 44
Ask depth 20: 43
Imbalance 5: -0.333333
Imbalance 10: -0.210526
Imbalance 20: 0.011494
Top bid size: 1
Top ask size: 1
Bid wall score: 0.022727
Ask wall score: 0.023256

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 0
Imbalance 5 delta: -0.280702
Bid depth 10 delta: -5
Ask depth 10 delta: 1
Imbalance 10 delta: -0.162907
Spread delta: -0.00004
Mid price delta: 0.00038
Wall shift score: 0.00198

Tape

Buy volume: 225
Sell volume: 114
Buy/sell delta: 111
Buy/sell ratio: 1.973684
Avg trade size: 3.39
Large trade count: 5
Largest trade size: 104

Candle

Return 1: 0
Return 3: -0.600868
Volume 1: 0
Volume avg 5: 8.2
Momentum 5: -1.013134

Cross Exchange

Mid avg: 0.45799625
Mid median: 0.45861
Price deviation %: 0.099073
Spread %: 0.837343

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3017500
Quote volume 24h: 1458963
Price change 24h %: -11.39

Quality

Capture latency ms: 10693
Order book timestamp: 2026-06-23 22:50:22+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:07.772000+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: 0.4591
Best ask: 0.4592
Spread: 0.0001
Spread %: 0.021779
Mid price: 0.45915
Last price: 0.4594
Mark price: -
Index price: -

Order Book

Bid depth 5: 6420
Ask depth 5: 4122
Bid depth 10: 19455
Ask depth 10: 15483
Bid depth 20: 40030
Ask depth 20: 36398
Imbalance 5: 0.217985
Imbalance 10: 0.113687
Imbalance 20: 0.047522
Top bid size: 85
Top ask size: 358
Bid wall score: 0.002123
Ask wall score: 0.009836

Dynamics

Bid depth 5 delta: 3562
Ask depth 5 delta: -2462
Imbalance 5 delta: 0.612605
Bid depth 10 delta: 5296
Ask depth 10 delta: -3468
Imbalance 10 delta: 0.258417
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: -0.01346

Tape

Buy volume: 23879
Sell volume: 11813
Buy/sell delta: 12066
Buy/sell ratio: 2.021417
Avg trade size: 356.92
Large trade count: 10
Largest trade size: 2884

Candle

Return 1: 0.043573
Return 3: -0.541477
Volume 1: 1934
Volume avg 5: 38295.4
Momentum 5: -1.013149

Cross Exchange

Mid avg: 0.45807125
Mid median: 0.458685
Price deviation %: 0.235498
Spread %: 0.869952

Funding / OI / Volume

Funding rate: 0.00029484
Funding delta: 0
Funding abs: 0.00029484
Funding pressure: 0.00029484
Open interest: 25440823
Volume 24h: 49331816
Quote volume 24h: 24086369.16166
Price change 24h %: -12.11

Quality

Capture latency ms: 8384
Order book timestamp: 2026-06-23 22:50:10.691000+02:00
Ticker timestamp: 2026-06-23 22:50:00.882000+02:00
Trades timestamp: 2026-06-23 22:50:07.937000+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: 0.4592
Best ask: 0.4594
Spread: 0.0002
Spread %: 0.043545
Mid price: 0.4593
Last price: 0.4593
Mark price: -
Index price: 0.4585

Order Book

Bid depth 5: 1512
Ask depth 5: 1241
Bid depth 10: 9515
Ask depth 10: 4302
Bid depth 20: 16056
Ask depth 20: 7950
Imbalance 5: 0.098438
Imbalance 10: 0.377289
Imbalance 20: 0.337666
Top bid size: 170
Top ask size: 24
Bid wall score: 0.010588
Ask wall score: 0.003019

Dynamics

Bid depth 5 delta: -440
Ask depth 5 delta: -1296
Imbalance 5 delta: 0.228757
Bid depth 10 delta: 4302
Ask depth 10 delta: -1050
Imbalance 10 delta: 0.390445
Spread delta: 0
Mid price delta: 0.0013
Wall shift score: 0.023775

Tape

Buy volume: 2409
Sell volume: 2389
Buy/sell delta: 20
Buy/sell ratio: 1.008372
Avg trade size: 47.98
Large trade count: 6
Largest trade size: 362

Candle

Return 1: 0.065374
Return 3: -0.498375
Volume 1: 36
Volume avg 5: 959.4
Momentum 5: -1.013149

Cross Exchange

Mid avg: 0.45774625
Mid median: 0.458035
Price deviation %: 0.339435
Spread %: 0.87057

Funding / OI / Volume

Funding rate: 0.000294
Funding delta: -0.000003
Funding abs: 0.000294
Funding pressure: 0.000297
Open interest: -
Volume 24h: 3599017
Quote volume 24h: 17907710.67
Price change 24h %: -3.4

Quality

Capture latency ms: 5781
Order book timestamp: 2026-06-23 22:50:02.642000+02:00
Ticker timestamp: 2026-06-23 22:50:01.880000+02:00
Trades timestamp: 2026-06-23 22:50:01.931000+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: 0.451
Best ask: 0.45993
Spread: 0.00893
Spread %: 1.960634
Mid price: 0.455465
Last price: 0.46175
Mark price: -
Index price: -

Order Book

Bid depth 5: 564
Ask depth 5: 1703
Bid depth 10: 24442
Ask depth 10: 3115
Bid depth 20: 67178
Ask depth 20: 45972
Imbalance 5: -0.502426
Imbalance 10: 0.773923
Imbalance 20: 0.187415
Top bid size: 171
Top ask size: 287
Bid wall score: 0.002545
Ask wall score: 0.006243

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 806
Imbalance 5 delta: -0.276179
Bid depth 10 delta: 11
Ask depth 10 delta: 272
Imbalance 10 delta: -0.0176
Spread delta: -0.00017
Mid price delta: -0.000085
Wall shift score: 0.076251

Tape

Buy volume: 3366
Sell volume: 8574
Buy/sell delta: -5208
Buy/sell ratio: 0.392582
Avg trade size: 119.4
Large trade count: 2
Largest trade size: 590

Candle

Return 1: 0
Return 3: -0.495636
Volume 1: 0
Volume avg 5: 74
Momentum 5: -0.108167

Cross Exchange

Mid avg: 0.4577675
Mid median: 0.458035
Price deviation %: -0.502985
Spread %: 0.851961

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73742
Volume 24h: 189384
Quote volume 24h: 189384
Price change 24h %: -3.186917

Quality

Capture latency ms: 5866
Order book timestamp: 2026-06-23 22:49:57.298000+02:00
Ticker timestamp: 2026-06-23 22:49:57.582000+02:00
Trades timestamp: 2026-06-23 22:47:59.613000+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: 0.45779
Best ask: 0.45835
Spread: 0.00056
Spread %: 0.122252
Mid price: 0.45807
Last price: 0.45823
Mark price: 0.45803
Index price: 0.45802

Order Book

Bid depth 5: 9
Ask depth 5: 10
Bid depth 10: 20
Ask depth 10: 22
Bid depth 20: 52
Ask depth 20: 46
Imbalance 5: -0.052632
Imbalance 10: -0.047619
Imbalance 20: 0.061224
Top bid size: 1
Top ask size: 1
Bid wall score: 0.019231
Ask wall score: 0.021739

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -7
Imbalance 5 delta: 0.206628
Bid depth 10 delta: -7
Ask depth 10 delta: -7
Imbalance 10 delta: -0.011905
Spread delta: -0.00029
Mid price delta: -0.000685
Wall shift score: -0.029718

Tape

Buy volume: 225
Sell volume: 114
Buy/sell delta: 111
Buy/sell ratio: 1.973684
Avg trade size: 3.39
Large trade count: 5
Largest trade size: 104

Candle

Return 1: -0.637509
Return 3: -0.715013
Volume 1: 14
Volume avg 5: 9
Momentum 5: -0.880381

Cross Exchange

Mid avg: 0.45793875
Mid median: 0.4583775
Price deviation %: 0.028661
Spread %: 0.851642

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3017400
Quote volume 24h: 1458917
Price change 24h %: -12.21

Quality

Capture latency ms: 9930
Order book timestamp: 2026-06-23 22:49:41+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:07.772000+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: 0.4594
Best ask: 0.4595
Spread: 0.0001
Spread %: 0.021765
Mid price: 0.45945
Last price: 0.4576
Mark price: -
Index price: -

Order Book

Bid depth 5: 2858
Ask depth 5: 6584
Bid depth 10: 14159
Ask depth 10: 18951
Bid depth 20: 43190
Ask depth 20: 42234
Imbalance 5: -0.39462
Imbalance 10: -0.14473
Imbalance 20: 0.011191
Top bid size: 372
Top ask size: 121
Bid wall score: 0.008613
Ask wall score: 0.002865

Dynamics

Bid depth 5 delta: -130
Ask depth 5 delta: 1963
Imbalance 5 delta: -0.180006
Bid depth 10 delta: -451
Ask depth 10 delta: -865
Imbalance 10 delta: 0.006493
Spread delta: 0
Mid price delta: -0.0018
Wall shift score: -0.000643

Tape

Buy volume: 23409
Sell volume: 9904
Buy/sell delta: 13505
Buy/sell ratio: 2.36359
Avg trade size: 333.13
Large trade count: 9
Largest trade size: 2884

Candle

Return 1: -0.32545
Return 3: -0.67027
Volume 1: 126880
Volume avg 5: 41219.6
Momentum 5: -0.798964

Cross Exchange

Mid avg: 0.45838875
Mid median: 0.4583775
Price deviation %: 0.231517
Spread %: 1.243486

Funding / OI / Volume

Funding rate: 0.00029484
Funding delta: -0.00000285
Funding abs: 0.00029484
Funding pressure: 0.00029769
Open interest: 25443437
Volume 24h: 49382539
Quote volume 24h: 24114801.49166
Price change 24h %: -12.738

Quality

Capture latency ms: 7329
Order book timestamp: 2026-06-23 22:49:30.712000+02:00
Ticker timestamp: 2026-06-23 22:49:25.098000+02:00
Trades timestamp: 2026-06-23 22:49:32.349000+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: 0.4579
Best ask: 0.4581
Spread: 0.0002
Spread %: 0.043668
Mid price: 0.458
Last price: 0.458
Mark price: -
Index price: 0.4591

Order Book

Bid depth 5: 1952
Ask depth 5: 2537
Bid depth 10: 5213
Ask depth 10: 5352
Bid depth 20: 11483
Ask depth 20: 12310
Imbalance 5: -0.130319
Imbalance 10: -0.013157
Imbalance 20: -0.034758
Top bid size: 7
Top ask size: 207
Bid wall score: 0.00061
Ask wall score: 0.016816

Dynamics

Bid depth 5 delta: 310
Ask depth 5 delta: 845
Imbalance 5 delta: -0.115322
Bid depth 10 delta: 558
Ask depth 10 delta: 1572
Imbalance 10 delta: -0.116891
Spread delta: 0.0001
Mid price delta: -0.00375
Wall shift score: 0.00554

Tape

Buy volume: 988
Sell volume: 2386
Buy/sell delta: -1398
Buy/sell ratio: 0.414082
Avg trade size: 33.74
Large trade count: 8
Largest trade size: 273

Candle

Return 1: -0.650759
Return 3: -0.908698
Volume 1: 465
Volume avg 5: 628.6
Momentum 5: -1.079914

Cross Exchange

Mid avg: 0.45932625
Mid median: 0.4600025
Price deviation %: -0.288738
Spread %: 1.349803

Funding / OI / Volume

Funding rate: 0.000297
Funding delta: -0.000003
Funding abs: 0.000297
Funding pressure: 0.0003
Open interest: -
Volume 24h: 3597520
Quote volume 24h: 17900836.76
Price change 24h %: -3.68

Quality

Capture latency ms: 4734
Order book timestamp: 2026-06-23 22:49:23.316000+02:00
Ticker timestamp: 2026-06-23 22:49:22.873000+02:00
Trades timestamp: 2026-06-23 22:49:22.177000+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: 0.451
Best ask: 0.4601
Spread: 0.0091
Spread %: 1.997585
Mid price: 0.45555
Last price: 0.46175
Mark price: -
Index price: -

Order Book

Bid depth 5: 566
Ask depth 5: 897
Bid depth 10: 24431
Ask depth 10: 2843
Bid depth 20: 67148
Ask depth 20: 3479
Imbalance 5: -0.226247
Imbalance 10: 0.791523
Imbalance 20: 0.901482
Top bid size: 171
Top ask size: 287
Bid wall score: 0.002547
Ask wall score: 0.082495

Dynamics

Bid depth 5 delta: -217
Ask depth 5 delta: -809
Imbalance 5 delta: 0.144584
Bid depth 10 delta: -430
Ask depth 10 delta: -257
Imbalance 10 delta: 0.01326
Spread delta: -0.00273
Mid price delta: -0.001365
Wall shift score: -0.07623

Tape

Buy volume: 3366
Sell volume: 8574
Buy/sell delta: -5208
Buy/sell ratio: 0.392582
Avg trade size: 119.4
Large trade count: 2
Largest trade size: 590

Candle

Return 1: 0
Return 3: -0.495636
Volume 1: 0
Volume avg 5: 74
Momentum 5: -0.108167

Cross Exchange

Mid avg: 0.4596675
Mid median: 0.4600025
Price deviation %: -0.895756
Spread %: 1.051847

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73742
Volume 24h: 189384
Quote volume 24h: 189384
Price change 24h %: -3.186917

Quality

Capture latency ms: 3848
Order book timestamp: 2026-06-23 22:49:19.040000+02:00
Ticker timestamp: 2026-06-23 22:49:19.443000+02:00
Trades timestamp: 2026-06-23 22:47:59.613000+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: 0.45833
Best ask: 0.45918
Spread: 0.00085
Spread %: 0.185284
Mid price: 0.458755
Last price: 0.45879
Mark price: 0.46022
Index price: 0.46048

Order Book

Bid depth 5: 10
Ask depth 5: 17
Bid depth 10: 27
Ask depth 10: 29
Bid depth 20: 53
Ask depth 20: 95
Imbalance 5: -0.259259
Imbalance 10: -0.035714
Imbalance 20: -0.283784
Top bid size: 2
Top ask size: 1
Bid wall score: 0.037736
Ask wall score: 0.010526

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 4
Imbalance 5 delta: -0.175926
Bid depth 10 delta: 4
Ask depth 10 delta: 0
Imbalance 10 delta: 0.07967
Spread delta: 0.00034
Mid price delta: -0.00232
Wall shift score: 0.026817

Tape

Buy volume: 219
Sell volume: 117
Buy/sell delta: 102
Buy/sell ratio: 1.871795
Avg trade size: 3.36
Large trade count: 5
Largest trade size: 104

Candle

Return 1: -0.516079
Return 3: -0.593678
Volume 1: 5
Volume avg 5: 7.2
Momentum 5: -0.759247

Cross Exchange

Mid avg: 0.4602475
Mid median: 0.4611625
Price deviation %: -0.324282
Spread %: 1.050522

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3016100
Quote volume 24h: 1458321
Price change 24h %: -12.3

Quality

Capture latency ms: 10366
Order book timestamp: 2026-06-23 22:49:05+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:07.744000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 5132
gate: 5129
htx: 5098
mexc: 5127

By Symbol

VELVET/USDT:USDT: 20486

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.