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: 21063
Total labels: 63189
Pending labels: 43709
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: 2026-06-24 01:30:48.047405+02:00
Recent trades snapshots: 21063
Micro candles: 421240
Avg data quality: 75.9033421952145841
Latest latency: 9607 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 43 of 2107 · 21063 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 00:22:59.693275+02:00	htx	VELVET/USDT:USDT	0.461755	80	5787 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 00:22:44.196374+02:00	gate	VELVET/USDT:USDT	0.463975	68	9720 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 00:22:34.377170+02:00	binance	VELVET/USDT:USDT	0.4651	80	6155 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 00:22:28.135134+02:00	mexc	VELVET/USDT:USDT	0.4653	78	4296 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 00:22:23.783429+02:00	htx	VELVET/USDT:USDT	0.46185	90	3996 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 00:22:09.744396+02:00	gate	VELVET/USDT:USDT	0.465015	68	10084 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 00:21:59.563941+02:00	binance	VELVET/USDT:USDT	0.4654	80	6875 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 00:21:52.605667+02:00	mexc	VELVET/USDT:USDT	0.46545	78	4928 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 00:21:47.622314+02:00	htx	VELVET/USDT:USDT	0.462075	80	5154 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 00:21:31.081034+02:00	gate	VELVET/USDT:USDT	0.46399	68	9512 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.45771
Best ask: 0.4658
Spread: 0.00809
Spread %: 1.752011
Mid price: 0.461755
Last price: 0.46445
Mark price: -
Index price: -

Order Book

Bid depth 5: 525
Ask depth 5: 1244
Bid depth 10: 24095
Ask depth 10: 3219
Bid depth 20: 66506
Ask depth 20: 45567
Imbalance 5: -0.406444
Imbalance 10: 0.764297
Imbalance 20: 0.186834
Top bid size: 133
Top ask size: 255
Bid wall score: 0.002
Ask wall score: 0.005596

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: 102
Imbalance 5 delta: -0.033023
Bid depth 10 delta: 19
Ask depth 10 delta: 114
Imbalance 10 delta: -0.007235
Spread delta: -0.00019
Mid price delta: -0.000095
Wall shift score: 0.000009

Tape

Buy volume: 2528
Sell volume: 10290
Buy/sell delta: -7762
Buy/sell ratio: 0.245675
Avg trade size: 128.18
Large trade count: 2
Largest trade size: 590

Candle

Return 1: 0
Return 3: -0.56733
Volume 1: 0
Volume avg 5: 86.8
Momentum 5: -1.212379

Cross Exchange

Mid avg: 0.46405625
Mid median: 0.4645375
Price deviation %: -0.495899
Spread %: 0.743444

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73656
Volume 24h: 177226
Quote volume 24h: 177226
Price change 24h %: -2.62082

Quality

Capture latency ms: 5787
Order book timestamp: 2026-06-24 00:22:57.998000+02:00
Ticker timestamp: 2026-06-24 00:22:58.682000+02:00
Trades timestamp: 2026-06-24 00:21:26.552000+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: 0.46367
Best ask: 0.46428
Spread: 0.00061
Spread %: 0.131473
Mid price: 0.463975
Last price: 0.46439
Mark price: 0.46439
Index price: 0.464555

Order Book

Bid depth 5: 12
Ask depth 5: 13
Bid depth 10: 30
Ask depth 10: 26
Bid depth 20: 95
Ask depth 20: 54
Imbalance 5: -0.04
Imbalance 10: 0.071429
Imbalance 20: 0.275168
Top bid size: 1
Top ask size: 1
Bid wall score: 0.010526
Ask wall score: 0.018519

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: 2
Imbalance 5 delta: 0.117895
Bid depth 10 delta: 12
Ask depth 10 delta: -2
Imbalance 10 delta: 0.28882
Spread delta: 0.00014
Mid price delta: -0.00104
Wall shift score: -0.020722

Tape

Buy volume: 145
Sell volume: 292
Buy/sell delta: -147
Buy/sell ratio: 0.496575
Avg trade size: 4.37
Large trade count: 10
Largest trade size: 21

Candle

Return 1: 0.144484
Return 3: -0.43523
Volume 1: 1
Volume avg 5: 23.4
Momentum 5: -0.43523

Cross Exchange

Mid avg: 0.46431625
Mid median: 0.4650575
Price deviation %: -0.073495
Spread %: 0.743028

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2979500
Quote volume 24h: 1431309
Price change 24h %: -7.55

Quality

Capture latency ms: 9720
Order book timestamp: 2026-06-24 00:22:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:13.333000+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: 0.465
Best ask: 0.4652
Spread: 0.0002
Spread %: 0.043002
Mid price: 0.4651
Last price: 0.4649
Mark price: -
Index price: -

Order Book

Bid depth 5: 4814
Ask depth 5: 3746
Bid depth 10: 11760
Ask depth 10: 15313
Bid depth 20: 30165
Ask depth 20: 41163
Imbalance 5: 0.124766
Imbalance 10: -0.131238
Imbalance 20: -0.154189
Top bid size: 155
Top ask size: 12
Bid wall score: 0.005138
Ask wall score: 0.000292

Dynamics

Bid depth 5 delta: 3109
Ask depth 5 delta: -2938
Imbalance 5 delta: 0.718282
Bid depth 10 delta: -704
Ask depth 10 delta: -3
Imbalance 10 delta: -0.028574
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: 0.059688

Tape

Buy volume: 7470
Sell volume: 7409
Buy/sell delta: 61
Buy/sell ratio: 1.008233
Avg trade size: 148.79
Large trade count: 4
Largest trade size: 2885

Candle

Return 1: -0.064461
Return 3: -0.321474
Volume 1: 6114
Volume avg 5: 15376.4
Momentum 5: -0.513369

Cross Exchange

Mid avg: 0.46439125
Mid median: 0.4651575
Price deviation %: 0.152619
Spread %: 0.764442

Funding / OI / Volume

Funding rate: 0.00033459
Funding delta: 0
Funding abs: 0.00033459
Funding pressure: 0.00033459
Open interest: 25279933
Volume 24h: 45238839
Quote volume 24h: 21888046.75384
Price change 24h %: -7.721

Quality

Capture latency ms: 6155
Order book timestamp: 2026-06-24 00:22:32.128000+02:00
Ticker timestamp: 2026-06-24 00:22:21.877000+02:00
Trades timestamp: 2026-06-24 00:22:32.232000+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: 0.4652
Best ask: 0.4654
Spread: 0.0002
Spread %: 0.042983
Mid price: 0.4653
Last price: 0.465
Mark price: -
Index price: 0.4645

Order Book

Bid depth 5: 1023
Ask depth 5: 1466
Bid depth 10: 2446
Ask depth 10: 3827
Bid depth 20: 7098
Ask depth 20: 7937
Imbalance 5: -0.177983
Imbalance 10: -0.22015
Imbalance 20: -0.055803
Top bid size: 41
Top ask size: 87
Bid wall score: 0.005776
Ask wall score: 0.010961

Dynamics

Bid depth 5 delta: 347
Ask depth 5 delta: -541
Imbalance 5 delta: 0.318103
Bid depth 10 delta: 123
Ask depth 10 delta: -1057
Imbalance 10 delta: 0.135199
Spread delta: 0.0001
Mid price delta: -0.00015
Wall shift score: -0.006872

Tape

Buy volume: 410
Sell volume: 2218
Buy/sell delta: -1808
Buy/sell ratio: 0.184851
Avg trade size: 26.28
Large trade count: 9
Largest trade size: 296

Candle

Return 1: -0.064447
Return 3: -0.385439
Volume 1: 248
Volume avg 5: 391.6
Momentum 5: -0.513259

Cross Exchange

Mid avg: 0.46442875
Mid median: 0.4652075
Price deviation %: 0.187596
Spread %: 0.775146

Funding / OI / Volume

Funding rate: 0.000334
Funding delta: -0.000005
Funding abs: 0.000334
Funding pressure: 0.000339
Open interest: -
Volume 24h: 2576763
Quote volume 24h: 12560770.936
Price change 24h %: -2.2

Quality

Capture latency ms: 4296
Order book timestamp: 2026-06-24 00:22:26.540000+02:00
Ticker timestamp: 2026-06-24 00:22:25.796000+02:00
Trades timestamp: 2026-06-24 00:22:26.576000+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: 0.45771
Best ask: 0.46599
Spread: 0.00828
Spread %: 1.79279
Mid price: 0.46185
Last price: 0.46445
Mark price: -
Index price: -

Order Book

Bid depth 5: 521
Ask depth 5: 1142
Bid depth 10: 24076
Ask depth 10: 3105
Bid depth 20: 66479
Ask depth 20: 45484
Imbalance 5: -0.373422
Imbalance 10: 0.771532
Imbalance 20: 0.187517
Top bid size: 133
Top ask size: 255
Bid wall score: 0.002001
Ask wall score: 0.005606

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: -597
Imbalance 5 delta: 0.161442
Bid depth 10 delta: 138
Ask depth 10 delta: -17
Imbalance 10 delta: 0.002278
Spread delta: -0.00045
Mid price delta: -0.000225
Wall shift score: 0.001443

Tape

Buy volume: 2528
Sell volume: 10290
Buy/sell delta: -7762
Buy/sell ratio: 0.245675
Avg trade size: 128.18
Large trade count: 2
Largest trade size: 590

Candle

Return 1: 0
Return 3: -0.56733
Volume 1: 0
Volume avg 5: 86.8
Momentum 5: -1.212379

Cross Exchange

Mid avg: 0.464485
Mid median: 0.4652075
Price deviation %: -0.567295
Spread %: 0.726611

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73549
Volume 24h: 177226
Quote volume 24h: 177226
Price change 24h %: -2.62082

Quality

Capture latency ms: 3996
Order book timestamp: 2026-06-24 00:22:21.740000+02:00
Ticker timestamp: 2026-06-24 00:22:22.127000+02:00
Trades timestamp: 2026-06-24 00:21:26.552000+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: 0.46478
Best ask: 0.46525
Spread: 0.00047
Spread %: 0.101072
Mid price: 0.465015
Last price: 0.46372
Mark price: 0.46409
Index price: 0.46441

Order Book

Bid depth 5: 8
Ask depth 5: 11
Bid depth 10: 18
Ask depth 10: 28
Bid depth 20: 43
Ask depth 20: 95
Imbalance 5: -0.157895
Imbalance 10: -0.217391
Imbalance 20: -0.376812
Top bid size: 1
Top ask size: 1
Bid wall score: 0.023256
Ask wall score: 0.010526

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -3
Imbalance 5 delta: -0.037895
Bid depth 10 delta: -6
Ask depth 10 delta: 2
Imbalance 10 delta: -0.177391
Spread delta: -0.00005
Mid price delta: 0.001025
Wall shift score: 0.009172

Tape

Buy volume: 144
Sell volume: 300
Buy/sell delta: -156
Buy/sell ratio: 0.48
Avg trade size: 4.44
Large trade count: 10
Largest trade size: 21

Candle

Return 1: 0
Return 3: -0.578877
Volume 1: 0
Volume avg 5: 23.2
Momentum 5: -0.578877

Cross Exchange

Mid avg: 0.46422875
Mid median: 0.464695
Price deviation %: 0.169367
Spread %: 0.727012

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2979400
Quote volume 24h: 1431262
Price change 24h %: -7.65

Quality

Capture latency ms: 10084
Order book timestamp: 2026-06-24 00:22:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:13.268000+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: 0.4653
Best ask: 0.4655
Spread: 0.0002
Spread %: 0.042974
Mid price: 0.4654
Last price: 0.4654
Mark price: -
Index price: -

Order Book

Bid depth 5: 1705
Ask depth 5: 6684
Bid depth 10: 12464
Ask depth 10: 15316
Bid depth 20: 30755
Ask depth 20: 45299
Imbalance 5: -0.593515
Imbalance 10: -0.102664
Imbalance 20: -0.191233
Top bid size: 139
Top ask size: 2689
Bid wall score: 0.00452
Ask wall score: 0.059361

Dynamics

Bid depth 5 delta: -1525
Ask depth 5 delta: -1393
Imbalance 5 delta: -0.164843
Bid depth 10 delta: 2059
Ask depth 10 delta: -303
Imbalance 10 delta: 0.09769
Spread delta: 0
Mid price delta: 0.001
Wall shift score: -0.048233

Tape

Buy volume: 17299
Sell volume: 5023
Buy/sell delta: 12276
Buy/sell ratio: 3.443958
Avg trade size: 223.22
Large trade count: 10
Largest trade size: 3278

Candle

Return 1: 0.107573
Return 3: -0.491873
Volume 1: 29642
Volume avg 5: 20912.4
Momentum 5: -0.640615

Cross Exchange

Mid avg: 0.46397875
Mid median: 0.464195
Price deviation %: 0.306318
Spread %: 0.727404

Funding / OI / Volume

Funding rate: 0.00033459
Funding delta: 0
Funding abs: 0.00033459
Funding pressure: 0.00033459
Open interest: 25283788
Volume 24h: 45251594
Quote volume 24h: 21894692.84544
Price change 24h %: -7.585

Quality

Capture latency ms: 6875
Order book timestamp: 2026-06-24 00:21:57.370000+02:00
Ticker timestamp: 2026-06-24 00:21:48.997000+02:00
Trades timestamp: 2026-06-24 00:21:59.076000+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: 0.4654
Best ask: 0.4655
Spread: 0.0001
Spread %: 0.021485
Mid price: 0.46545
Last price: 0.4653
Mark price: -
Index price: 0.4645

Order Book

Bid depth 5: 676
Ask depth 5: 2007
Bid depth 10: 2323
Ask depth 10: 4884
Bid depth 20: 6621
Ask depth 20: 12105
Imbalance 5: -0.496086
Imbalance 10: -0.355349
Imbalance 20: -0.292855
Top bid size: 15
Top ask size: 7
Bid wall score: 0.002266
Ask wall score: 0.000578

Dynamics

Bid depth 5 delta: -551
Ask depth 5 delta: -543
Imbalance 5 delta: -0.145808
Bid depth 10 delta: -738
Ask depth 10 delta: 187
Imbalance 10 delta: -0.14447
Spread delta: 0
Mid price delta: 0.0011
Wall shift score: 0.060365

Tape

Buy volume: 254
Sell volume: 2048
Buy/sell delta: -1794
Buy/sell ratio: 0.124023
Avg trade size: 23.02
Large trade count: 11
Largest trade size: 296

Candle

Return 1: 0.150667
Return 3: -0.470588
Volume 1: 140
Volume avg 5: 387
Momentum 5: -0.704225

Cross Exchange

Mid avg: 0.46370375
Mid median: 0.46417
Price deviation %: 0.376587
Spread %: 0.501398

Funding / OI / Volume

Funding rate: 0.000339
Funding delta: 0
Funding abs: 0.000339
Funding pressure: 0.000339
Open interest: -
Volume 24h: 2576693
Quote volume 24h: 12560444.145
Price change 24h %: -2.14

Quality

Capture latency ms: 4928
Order book timestamp: 2026-06-24 00:21:51.003000+02:00
Ticker timestamp: 2026-06-24 00:21:50.884000+02:00
Trades timestamp: 2026-06-24 00:21:37.358000+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: 0.45771
Best ask: 0.46644
Spread: 0.00873
Spread %: 1.889304
Mid price: 0.462075
Last price: 0.46445
Mark price: -
Index price: -

Order Book

Bid depth 5: 527
Ask depth 5: 1739
Bid depth 10: 23938
Ask depth 10: 3122
Bid depth 20: 65863
Ask depth 20: 45414
Imbalance 5: -0.534863
Imbalance 10: 0.769254
Imbalance 20: 0.183767
Top bid size: 133
Top ask size: 321
Bid wall score: 0.002019
Ask wall score: 0.007068

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -1111
Imbalance 5 delta: 0.154526
Bid depth 10 delta: -161
Ask depth 10 delta: -143
Imbalance 10 delta: 0.007888
Spread delta: 0.0006
Mid price delta: 0.0003
Wall shift score: 0.005504

Tape

Buy volume: 2528
Sell volume: 10290
Buy/sell delta: -7762
Buy/sell ratio: 0.245675
Avg trade size: 128.18
Large trade count: 2
Largest trade size: 590

Candle

Return 1: -0.56733
Return 3: -0.56733
Volume 1: 218
Volume avg 5: 86.8
Momentum 5: -1.212379

Cross Exchange

Mid avg: 0.46362875
Mid median: 0.46417
Price deviation %: -0.335128
Spread %: 0.566186

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73549
Volume 24h: 177226
Quote volume 24h: 177226
Price change 24h %: -2.62082

Quality

Capture latency ms: 5154
Order book timestamp: 2026-06-24 00:21:46.140000+02:00
Ticker timestamp: 2026-06-24 00:21:46.458000+02:00
Trades timestamp: 2026-06-24 00:21:26.552000+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: 0.46373
Best ask: 0.46425
Spread: 0.00052
Spread %: 0.112071
Mid price: 0.46399
Last price: 0.46372
Mark price: 0.46384
Index price: 0.464295

Order Book

Bid depth 5: 11
Ask depth 5: 14
Bid depth 10: 24
Ask depth 10: 26
Bid depth 20: 46
Ask depth 20: 55
Imbalance 5: -0.12
Imbalance 10: -0.04
Imbalance 20: -0.089109
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021739
Ask wall score: 0.018182

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -2
Imbalance 5 delta: 0.110769
Bid depth 10 delta: 0
Ask depth 10 delta: -42
Imbalance 10 delta: 0.438261
Spread delta: -0.00016
Mid price delta: -0.00005
Wall shift score: -0.006734

Tape

Buy volume: 144
Sell volume: 300
Buy/sell delta: -156
Buy/sell ratio: 0.48
Avg trade size: 4.44
Large trade count: 10
Largest trade size: 21

Candle

Return 1: -0.04742
Return 3: -0.578877
Volume 1: 75
Volume avg 5: 24.4
Momentum 5: -1.218473

Cross Exchange

Mid avg: 0.46364125
Mid median: 0.464195
Price deviation %: 0.07522
Spread %: 0.566171

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2979400
Quote volume 24h: 1431262
Price change 24h %: -7.65

Quality

Capture latency ms: 9512
Order book timestamp: 2026-06-24 00:21:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:13.268000+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: 5277
gate: 5275
htx: 5240
mexc: 5272

By Symbol

VELVET/USDT:USDT: 21064

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.