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: 22600
Total labels: 67800
Pending labels: 48317
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 05:38:35.251015+02:00
Recent trades snapshots: 22599
Micro candles: 451960
Avg data quality: 75.9374336283185841
Latest latency: 9612 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 46 of 2260 · 22600 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 04:27:52.976124+02:00	htx	VELVET/USDT:USDT	0.449775	80	6237 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 04:27:37.219860+02:00	gate	VELVET/USDT:USDT	0.453605	68	9565 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 04:27:27.555312+02:00	binance	VELVET/USDT:USDT	0.45485	80	6180 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 04:27:21.283874+02:00	mexc	VELVET/USDT:USDT	0.45485	78	4373 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 04:27:16.853888+02:00	htx	VELVET/USDT:USDT	0.45008	80	6223 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 04:26:59.253467+02:00	gate	VELVET/USDT:USDT	0.45329	68	9465 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 04:26:49.706796+02:00	binance	VELVET/USDT:USDT	0.45415	80	5633 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 04:26:43.984663+02:00	mexc	VELVET/USDT:USDT	0.4546	78	4590 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 04:26:39.348245+02:00	htx	VELVET/USDT:USDT	0.44979	80	5488 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 04:26:24.112895+02:00	gate	VELVET/USDT:USDT	0.45454	68	9658 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.44427
Best ask: 0.45528
Spread: 0.01101
Spread %: 2.447891
Mid price: 0.449775
Last price: 0.455
Mark price: -
Index price: -

Order Book

Bid depth 5: 573
Ask depth 5: 1115
Bid depth 10: 24319
Ask depth 10: 6105
Bid depth 20: 68299
Ask depth 20: 49444
Imbalance 5: -0.32109
Imbalance 10: 0.598672
Imbalance 20: 0.160137
Top bid size: 172
Top ask size: 109
Bid wall score: 0.002518
Ask wall score: 0.002205

Dynamics

Bid depth 5 delta: -228
Ask depth 5 delta: 2
Imbalance 5 delta: -0.158081
Bid depth 10 delta: 7
Ask depth 10 delta: 1
Imbalance 10 delta: 0.00004
Spread delta: -0.00061
Mid price delta: -0.000305
Wall shift score: 0.003375

Tape

Buy volume: 3324
Sell volume: 8652
Buy/sell delta: -5328
Buy/sell ratio: 0.384189
Avg trade size: 119.76
Large trade count: 2
Largest trade size: 514

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 89.2
Momentum 5: -0.032956

Cross Exchange

Mid avg: 0.45334625
Mid median: 0.4542275
Price deviation %: -0.787753
Spread %: 1.052176

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73652
Volume 24h: 107192
Quote volume 24h: 107192
Price change 24h %: -4.60216

Quality

Capture latency ms: 6237
Order book timestamp: 2026-06-24 04:27:50.840000+02:00
Ticker timestamp: 2026-06-24 04:27:51.336000+02:00
Trades timestamp: 2026-06-24 04:25:45.534000+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: 0.4533
Best ask: 0.45391
Spread: 0.00061
Spread %: 0.134478
Mid price: 0.453605
Last price: 0.45374
Mark price: 0.4543
Index price: 0.4543

Order Book

Bid depth 5: 5
Ask depth 5: 8
Bid depth 10: 16
Ask depth 10: 25
Bid depth 20: 45
Ask depth 20: 97
Imbalance 5: -0.230769
Imbalance 10: -0.219512
Imbalance 20: -0.366197
Top bid size: 1
Top ask size: 1
Bid wall score: 0.022222
Ask wall score: 0.010309

Dynamics

Bid depth 5 delta: -10
Ask depth 5 delta: 2
Imbalance 5 delta: -0.659341
Bid depth 10 delta: -9
Ask depth 10 delta: 4
Imbalance 10 delta: -0.306469
Spread delta: 0.00001
Mid price delta: 0.000315
Wall shift score: 0.040924

Tape

Buy volume: 162
Sell volume: 123
Buy/sell delta: 39
Buy/sell ratio: 1.317073
Avg trade size: 2.85
Large trade count: 8
Largest trade size: 21

Candle

Return 1: -0.296645
Return 3: -0.296645
Volume 1: 1
Volume avg 5: 8.2
Momentum 5: -0.101277

Cross Exchange

Mid avg: 0.4532675
Mid median: 0.45407
Price deviation %: 0.074459
Spread %: 1.052359

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2959300
Quote volume 24h: 1410434
Price change 24h %: -3.22

Quality

Capture latency ms: 9565
Order book timestamp: 2026-06-24 04:27:36+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:28.054000+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: 0.4548
Best ask: 0.4549
Spread: 0.0001
Spread %: 0.021985
Mid price: 0.45485
Last price: 0.4549
Mark price: -
Index price: -

Order Book

Bid depth 5: 4409
Ask depth 5: 1946
Bid depth 10: 14318
Ask depth 10: 11866
Bid depth 20: 28516
Ask depth 20: 40055
Imbalance 5: 0.387569
Imbalance 10: 0.093645
Imbalance 20: -0.168278
Top bid size: 348
Top ask size: 89
Bid wall score: 0.012204
Ask wall score: 0.002222

Dynamics

Bid depth 5 delta: 604
Ask depth 5 delta: -1549
Imbalance 5 delta: 0.345103
Bid depth 10 delta: -536
Ask depth 10 delta: 258
Imbalance 10 delta: -0.029021
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: 0.012016

Tape

Buy volume: 6910
Sell volume: 7815
Buy/sell delta: -905
Buy/sell ratio: 0.884197
Avg trade size: 147.25
Large trade count: 8
Largest trade size: 2156

Candle

Return 1: 0.176173
Return 3: -0.087854
Volume 1: 1854
Volume avg 5: 6698.4
Momentum 5: -0.109794

Cross Exchange

Mid avg: 0.4530925
Mid median: 0.45372
Price deviation %: 0.38789
Spread %: 1.052765

Funding / OI / Volume

Funding rate: 0.00013389
Funding delta: -0.00000336
Funding abs: 0.00013389
Funding pressure: 0.00013725
Open interest: 25014781
Volume 24h: 36904636
Quote volume 24h: 17606033.07887
Price change 24h %: -3.254

Quality

Capture latency ms: 6180
Order book timestamp: 2026-06-24 04:27:25.459000+02:00
Ticker timestamp: 2026-06-24 04:27:21.131000+02:00
Trades timestamp: 2026-06-24 04:27:24.460000+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: 0.4548
Best ask: 0.4549
Spread: 0.0001
Spread %: 0.021985
Mid price: 0.45485
Last price: 0.4549
Mark price: -
Index price: 0.4543

Order Book

Bid depth 5: 1105
Ask depth 5: 690
Bid depth 10: 3461
Ask depth 10: 3511
Bid depth 20: 7039
Ask depth 20: 8832
Imbalance 5: 0.231198
Imbalance 10: -0.007172
Imbalance 20: -0.112973
Top bid size: 53
Top ask size: 8
Bid wall score: 0.007529
Ask wall score: 0.000906

Dynamics

Bid depth 5 delta: -230
Ask depth 5 delta: -263
Imbalance 5 delta: 0.06424
Bid depth 10 delta: 660
Ask depth 10 delta: -304
Imbalance 10 delta: 0.146093
Spread delta: -0.0001
Mid price delta: 0.00025
Wall shift score: -0.005046

Tape

Buy volume: 1878
Sell volume: 1257
Buy/sell delta: 621
Buy/sell ratio: 1.494033
Avg trade size: 31.35
Large trade count: 6
Largest trade size: 474

Candle

Return 1: 0.110059
Return 3: -0.131752
Volume 1: 9
Volume avg 5: 358.6
Momentum 5: -0.131752

Cross Exchange

Mid avg: 0.45303
Mid median: 0.45372
Price deviation %: 0.401739
Spread %: 0.997726

Funding / OI / Volume

Funding rate: 0.000137
Funding delta: 0
Funding abs: 0.000137
Funding pressure: 0.000137
Open interest: -
Volume 24h: 1789840
Quote volume 24h: 8585080.486
Price change 24h %: -4.33

Quality

Capture latency ms: 4373
Order book timestamp: 2026-06-24 04:27:19.571000+02:00
Ticker timestamp: 2026-06-24 04:27:19.969000+02:00
Trades timestamp: 2026-06-24 04:27:15.359000+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: 0.44427
Best ask: 0.45589
Spread: 0.01162
Spread %: 2.581763
Mid price: 0.45008
Last price: 0.455
Mark price: -
Index price: -

Order Book

Bid depth 5: 801
Ask depth 5: 1113
Bid depth 10: 24312
Ask depth 10: 6104
Bid depth 20: 67605
Ask depth 20: 49413
Imbalance 5: -0.163009
Imbalance 10: 0.598632
Imbalance 20: 0.155463
Top bid size: 172
Top ask size: 277
Bid wall score: 0.002544
Ask wall score: 0.005606

Dynamics

Bid depth 5 delta: 227
Ask depth 5 delta: -452
Imbalance 5 delta: 0.300291
Bid depth 10 delta: -13
Ask depth 10 delta: -8
Imbalance 10 delta: 0.000249
Spread delta: 0.00058
Mid price delta: 0.00029
Wall shift score: -0.002927

Tape

Buy volume: 3324
Sell volume: 8652
Buy/sell delta: -5328
Buy/sell ratio: 0.384189
Avg trade size: 119.76
Large trade count: 2
Largest trade size: 514

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 89.2
Momentum 5: -0.032956

Cross Exchange

Mid avg: 0.4529575
Mid median: 0.45372
Price deviation %: -0.635269
Spread %: 1.06191

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73652
Volume 24h: 107192
Quote volume 24h: 107192
Price change 24h %: -4.60216

Quality

Capture latency ms: 6223
Order book timestamp: 2026-06-24 04:27:14.798000+02:00
Ticker timestamp: 2026-06-24 04:27:15.246000+02:00
Trades timestamp: 2026-06-24 04:25:45.534000+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: 0.45299
Best ask: 0.45359
Spread: 0.0006
Spread %: 0.132366
Mid price: 0.45329
Last price: 0.45509
Mark price: 0.4542
Index price: 0.45417

Order Book

Bid depth 5: 15
Ask depth 5: 6
Bid depth 10: 25
Ask depth 10: 21
Bid depth 20: 91
Ask depth 20: 50
Imbalance 5: 0.428571
Imbalance 10: 0.086957
Imbalance 20: 0.29078
Top bid size: 1
Top ask size: 2
Bid wall score: 0.010989
Ask wall score: 0.04

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 1
Imbalance 5 delta: -0.116883
Bid depth 10 delta: -8
Ask depth 10 delta: 7
Imbalance 10 delta: -0.317299
Spread delta: 0.00004
Mid price delta: -0.00125
Wall shift score: -0.081024

Tape

Buy volume: 163
Sell volume: 122
Buy/sell delta: 41
Buy/sell ratio: 1.336066
Avg trade size: 2.85
Large trade count: 8
Largest trade size: 21

Candle

Return 1: 0
Return 3: 0.090173
Volume 1: 0
Volume avg 5: 8
Momentum 5: 0.195949

Cross Exchange

Mid avg: 0.45327
Mid median: 0.454345
Price deviation %: 0.004412
Spread %: 1.061178

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2959300
Quote volume 24h: 1410434
Price change 24h %: -2.93

Quality

Capture latency ms: 9465
Order book timestamp: 2026-06-24 04:26:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:27.867000+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: 0.4541
Best ask: 0.4542
Spread: 0.0001
Spread %: 0.022019
Mid price: 0.45415
Last price: 0.4543
Mark price: -
Index price: -

Order Book

Bid depth 5: 3805
Ask depth 5: 3495
Bid depth 10: 14854
Ask depth 10: 11608
Bid depth 20: 27944
Ask depth 20: 41212
Imbalance 5: 0.042466
Imbalance 10: 0.122666
Imbalance 20: -0.191856
Top bid size: 13
Top ask size: 103
Bid wall score: 0.000465
Ask wall score: 0.002499

Dynamics

Bid depth 5 delta: -569
Ask depth 5 delta: 873
Imbalance 5 delta: -0.207963
Bid depth 10 delta: -1520
Ask depth 10 delta: -923
Imbalance 10 delta: -0.010286
Spread delta: 0
Mid price delta: -0.0012
Wall shift score: -0.011648

Tape

Buy volume: 7491
Sell volume: 8042
Buy/sell delta: -551
Buy/sell ratio: 0.931485
Avg trade size: 155.33
Large trade count: 9
Largest trade size: 2156

Candle

Return 1: -0.197759
Return 3: -0.307287
Volume 1: 8640
Volume avg 5: 6957.2
Momentum 5: -0.131926

Cross Exchange

Mid avg: 0.45357
Mid median: 0.45457
Price deviation %: 0.127874
Spread %: 1.225831

Funding / OI / Volume

Funding rate: 0.00013725
Funding delta: 0
Funding abs: 0.00013725
Funding pressure: 0.00013725
Open interest: 25015390
Volume 24h: 36850844
Quote volume 24h: 17579917.11167
Price change 24h %: -3.505

Quality

Capture latency ms: 5633
Order book timestamp: 2026-06-24 04:26:47.546000+02:00
Ticker timestamp: 2026-06-24 04:26:39.215000+02:00
Trades timestamp: 2026-06-24 04:26:46.889000+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: 0.4545
Best ask: 0.4547
Spread: 0.0002
Spread %: 0.043995
Mid price: 0.4546
Last price: 0.4544
Mark price: -
Index price: 0.4541

Order Book

Bid depth 5: 1335
Ask depth 5: 953
Bid depth 10: 2801
Ask depth 10: 3815
Bid depth 20: 6046
Ask depth 20: 9267
Imbalance 5: 0.166958
Imbalance 10: -0.153265
Imbalance 20: -0.210344
Top bid size: 96
Top ask size: 39
Bid wall score: 0.015878
Ask wall score: 0.004208

Dynamics

Bid depth 5 delta: 344
Ask depth 5 delta: -44
Imbalance 5 delta: 0.169976
Bid depth 10 delta: -923
Ask depth 10 delta: 264
Imbalance 10 delta: -0.177045
Spread delta: 0.0001
Mid price delta: -0.00055
Wall shift score: 0.018863

Tape

Buy volume: 1871
Sell volume: 1258
Buy/sell delta: 613
Buy/sell ratio: 1.487281
Avg trade size: 31.29
Large trade count: 6
Largest trade size: 474

Candle

Return 1: -0.175747
Return 3: -0.241493
Volume 1: 4
Volume avg 5: 360.8
Momentum 5: -0.153812

Cross Exchange

Mid avg: 0.4537075
Mid median: 0.454845
Price deviation %: 0.196713
Spread %: 1.225459

Funding / OI / Volume

Funding rate: 0.000137
Funding delta: 0
Funding abs: 0.000137
Funding pressure: 0.000137
Open interest: -
Volume 24h: 1789832
Quote volume 24h: 8585043.675
Price change 24h %: -4.43

Quality

Capture latency ms: 4590
Order book timestamp: 2026-06-24 04:26:41.771000+02:00
Ticker timestamp: 2026-06-24 04:26:40.943000+02:00
Trades timestamp: 2026-06-24 04:26:33.693000+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: 0.44427
Best ask: 0.45531
Spread: 0.01104
Spread %: 2.454479
Mid price: 0.44979
Last price: 0.455
Mark price: -
Index price: -

Order Book

Bid depth 5: 574
Ask depth 5: 1565
Bid depth 10: 24325
Ask depth 10: 6112
Bid depth 20: 68305
Ask depth 20: 41084
Imbalance 5: -0.463301
Imbalance 10: 0.598384
Imbalance 20: 0.248846
Top bid size: 172
Top ask size: 109
Bid wall score: 0.002518
Ask wall score: 0.002653

Dynamics

Bid depth 5 delta: 196
Ask depth 5 delta: 784
Imbalance 5 delta: -0.115587
Bid depth 10 delta: 4697
Ask depth 10 delta: 12
Imbalance 10 delta: 0.072575
Spread delta: 0.00029
Mid price delta: 0.000145
Wall shift score: -0.002235

Tape

Buy volume: 3324
Sell volume: 8652
Buy/sell delta: -5328
Buy/sell ratio: 0.384189
Avg trade size: 119.76
Large trade count: 2
Largest trade size: 514

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 89.2
Momentum 5: -0.032956

Cross Exchange

Mid avg: 0.45367125
Mid median: 0.454845
Price deviation %: -0.85552
Spread %: 1.257519

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73652
Volume 24h: 107440
Quote volume 24h: 107440
Price change 24h %: -4.60216

Quality

Capture latency ms: 5488
Order book timestamp: 2026-06-24 04:26:37.440000+02:00
Ticker timestamp: 2026-06-24 04:26:37.736000+02:00
Trades timestamp: 2026-06-24 04:25:45.534000+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: 0.45426
Best ask: 0.45482
Spread: 0.00056
Spread %: 0.123201
Mid price: 0.45454
Last price: 0.45509
Mark price: 0.45486
Index price: 0.454738

Order Book

Bid depth 5: 17
Ask depth 5: 5
Bid depth 10: 33
Ask depth 10: 14
Bid depth 20: 93
Ask depth 20: 43
Imbalance 5: 0.545455
Imbalance 10: 0.404255
Imbalance 20: 0.367647
Top bid size: 7
Top ask size: 1
Bid wall score: 0.075269
Ask wall score: 0.023256

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 0
Imbalance 5 delta: 0.045455
Bid depth 10 delta: 9
Ask depth 10 delta: -7
Imbalance 10 delta: 0.337589
Spread delta: -0.00009
Mid price delta: 0.000235
Wall shift score: 0.067412

Tape

Buy volume: 163
Sell volume: 122
Buy/sell delta: 41
Buy/sell ratio: 1.336066
Avg trade size: 2.85
Large trade count: 8
Largest trade size: 21

Candle

Return 1: 0
Return 3: 0.090173
Volume 1: 0
Volume avg 5: 8
Momentum 5: 0.195949

Cross Exchange

Mid avg: 0.4536125
Mid median: 0.4547275
Price deviation %: 0.20447
Spread %: 1.257681

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2959300
Quote volume 24h: 1410434
Price change 24h %: -2.93

Quality

Capture latency ms: 9658
Order book timestamp: 2026-06-24 04:26:23+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:27.867000+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: 5662
gate: 5660
htx: 5621
mexc: 5657

By Symbol

VELVET/USDT:USDT: 22600

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.