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: 23508
Total labels: 70524
Pending labels: 51041
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 08:07:03.091523+02:00
Recent trades snapshots: 23507
Micro candles: 470120
Avg data quality: 75.9569508252509784
Latest latency: 6036 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 48 of 2351 · 23508 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 06:51:46.602140+02:00	htx	VELVET/USDT:USDT	0.448555	80	6348 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 06:51:30.477053+02:00	gate	VELVET/USDT:USDT	0.45163	68	9477 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 06:51:20.905108+02:00	binance	VELVET/USDT:USDT	0.45225	80	6090 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 06:51:14.730278+02:00	mexc	VELVET/USDT:USDT	0.4523	78	4094 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 06:51:10.559037+02:00	htx	VELVET/USDT:USDT	0.44863	90	4846 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 06:50:38.126297+02:00	gate	VELVET/USDT:USDT	0.4525	68	9612 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 06:50:28.405339+02:00	binance	VELVET/USDT:USDT	0.45285	80	6349 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 06:50:21.965640+02:00	mexc	VELVET/USDT:USDT	0.45315	78	4462 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 06:49:53.497624+02:00	gate	VELVET/USDT:USDT	0.45265	68	9628 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 06:49:43.768048+02:00	binance	VELVET/USDT:USDT	0.45285	80	5925 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.444
Best ask: 0.45311
Spread: 0.00911
Spread %: 2.030966
Mid price: 0.448555
Last price: 0.44914
Mark price: -
Index price: -

Order Book

Bid depth 5: 5305
Ask depth 5: 2680
Bid depth 10: 25075
Ask depth 10: 3090
Bid depth 20: 68776
Ask depth 20: 49691
Imbalance 5: 0.328741
Imbalance 10: 0.780579
Imbalance 20: 0.1611
Top bid size: 573
Top ask size: 343
Bid wall score: 0.008331
Ask wall score: 0.006903

Dynamics

Bid depth 5 delta: 51
Ask depth 5 delta: 111
Imbalance 5 delta: -0.014477
Bid depth 10 delta: 60
Ask depth 10 delta: -2927
Imbalance 10 delta: 0.168372
Spread delta: -0.00015
Mid price delta: -0.000075
Wall shift score: -0.002257

Tape

Buy volume: 6006
Sell volume: 7098
Buy/sell delta: -1092
Buy/sell ratio: 0.846154
Avg trade size: 131.04
Large trade count: 1
Largest trade size: 400

Candle

Return 1: 0
Return 3: -0.79735
Volume 1: 0
Volume avg 5: 148
Momentum 5: 0

Cross Exchange

Mid avg: 0.4512025
Mid median: 0.45194
Price deviation %: -0.586765
Spread %: 0.813382

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73712
Volume 24h: 107270
Quote volume 24h: 107270
Price change 24h %: -5.8308

Quality

Capture latency ms: 6348
Order book timestamp: 2026-06-24 06:51:44.598000+02:00
Ticker timestamp: 2026-06-24 06:51:44.931000+02:00
Trades timestamp: 2026-06-24 06:50:59.545000+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: 0.45152
Best ask: 0.45174
Spread: 0.00022
Spread %: 0.048712
Mid price: 0.45163
Last price: 0.4516
Mark price: 0.45198
Index price: 0.45213

Order Book

Bid depth 5: 5
Ask depth 5: 21
Bid depth 10: 10
Ask depth 10: 36
Bid depth 20: 53
Ask depth 20: 120
Imbalance 5: -0.615385
Imbalance 10: -0.565217
Imbalance 20: -0.387283
Top bid size: 1
Top ask size: 8
Bid wall score: 0.018868
Ask wall score: 0.066667

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 0
Imbalance 5 delta: -0.059829
Bid depth 10 delta: -10
Ask depth 10 delta: 10
Imbalance 10 delta: -0.434783
Spread delta: -0.00006
Mid price delta: -0.00087
Wall shift score: -0.047799

Tape

Buy volume: 186
Sell volume: 175
Buy/sell delta: 11
Buy/sell ratio: 1.062857
Avg trade size: 3.61
Large trade count: 9
Largest trade size: 39

Candle

Return 1: -0.2518
Return 3: -0.2518
Volume 1: 8
Volume avg 5: 9.6
Momentum 5: 0.022148

Cross Exchange

Mid avg: 0.45142
Mid median: 0.452275
Price deviation %: 0.04652
Spread %: 0.857295

Funding / OI / Volume

Funding rate: -0.00001
Funding delta: 0.000007
Funding abs: 0.00001
Funding pressure: 0.000017
Open interest: -
Volume 24h: 2944600
Quote volume 24h: 1401125
Price change 24h %: -5.13

Quality

Capture latency ms: 9477
Order book timestamp: 2026-06-24 06:51:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:36.686000+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: 0.4522
Best ask: 0.4523
Spread: 0.0001
Spread %: 0.022112
Mid price: 0.45225
Last price: 0.4523
Mark price: -
Index price: -

Order Book

Bid depth 5: 6803
Ask depth 5: 5725
Bid depth 10: 28124
Ask depth 10: 19604
Bid depth 20: 54809
Ask depth 20: 37909
Imbalance 5: 0.086047
Imbalance 10: 0.178512
Imbalance 20: 0.182273
Top bid size: 1238
Top ask size: 220
Bid wall score: 0.022588
Ask wall score: 0.005803

Dynamics

Bid depth 5 delta: 4374
Ask depth 5 delta: 2695
Imbalance 5 delta: 0.196141
Bid depth 10 delta: 15440
Ask depth 10 delta: 3997
Imbalance 10 delta: 0.281831
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: 0.011559

Tape

Buy volume: 6892
Sell volume: 8887
Buy/sell delta: -1995
Buy/sell ratio: 0.775515
Avg trade size: 157.79
Large trade count: 9
Largest trade size: 2819

Candle

Return 1: -0.022104
Return 3: -0.110424
Volume 1: 498
Volume avg 5: 4382.8
Momentum 5: -0.110424

Cross Exchange

Mid avg: 0.45157
Mid median: 0.4524
Price deviation %: 0.150586
Spread %: 0.934517

Funding / OI / Volume

Funding rate: 0.00013406
Funding delta: 0.00000042
Funding abs: 0.00013406
Funding pressure: 0.00013448
Open interest: 25009347
Volume 24h: 35109028
Quote volume 24h: 16734352.52883
Price change 24h %: -5.198

Quality

Capture latency ms: 6090
Order book timestamp: 2026-06-24 06:51:18.762000+02:00
Ticker timestamp: 2026-06-24 06:51:13.138000+02:00
Trades timestamp: 2026-06-24 06:51:13.138000+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: 0.4522
Best ask: 0.4524
Spread: 0.0002
Spread %: 0.044218
Mid price: 0.4523
Last price: 0.4523
Mark price: -
Index price: 0.4521

Order Book

Bid depth 5: 1497
Ask depth 5: 2060
Bid depth 10: 5971
Ask depth 10: 4916
Bid depth 20: 12264
Ask depth 20: 9355
Imbalance 5: -0.158279
Imbalance 10: 0.096905
Imbalance 20: 0.134558
Top bid size: 234
Top ask size: 452
Bid wall score: 0.01908
Ask wall score: 0.048316

Dynamics

Bid depth 5 delta: 755
Ask depth 5 delta: 564
Imbalance 5 delta: 0.178629
Bid depth 10 delta: 2540
Ask depth 10 delta: 220
Imbalance 10 delta: 0.252559
Spread delta: 0.0001
Mid price delta: -0.00085
Wall shift score: -0.024843

Tape

Buy volume: 411
Sell volume: 8888
Buy/sell delta: -8477
Buy/sell ratio: 0.046242
Avg trade size: 92.99
Large trade count: 8
Largest trade size: 1252

Candle

Return 1: -0.044199
Return 3: -0.044199
Volume 1: 200
Volume avg 5: 126.4
Momentum 5: -0.110424

Cross Exchange

Mid avg: 0.4517825
Mid median: 0.452675
Price deviation %: 0.114546
Spread %: 1.000481

Funding / OI / Volume

Funding rate: 0.000133
Funding delta: -0.000001
Funding abs: 0.000133
Funding pressure: 0.000134
Open interest: -
Volume 24h: 1743887
Quote volume 24h: 8355836.875
Price change 24h %: -4.87

Quality

Capture latency ms: 4094
Order book timestamp: 2026-06-24 06:51:12.902000+02:00
Ticker timestamp: 2026-06-24 06:51:11.935000+02:00
Trades timestamp: 2026-06-24 06:51:13.357000+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: 0.444
Best ask: 0.45326
Spread: 0.00926
Spread %: 2.064062
Mid price: 0.44863
Last price: 0.44914
Mark price: -
Index price: -

Order Book

Bid depth 5: 5254
Ask depth 5: 2569
Bid depth 10: 25015
Ask depth 10: 6017
Bid depth 20: 68173
Ask depth 20: 49366
Imbalance 5: 0.343219
Imbalance 10: 0.612207
Imbalance 20: 0.160006
Top bid size: 573
Top ask size: 233
Bid wall score: 0.008405
Ask wall score: 0.00472

Dynamics

Bid depth 5 delta: 469
Ask depth 5 delta: 1048
Imbalance 5 delta: -0.174384
Bid depth 10 delta: 19173
Ask depth 10 delta: -36
Imbalance 10 delta: 0.629945
Spread delta: 0.0047
Mid price delta: -0.00279
Wall shift score: 0.019774

Tape

Buy volume: 6006
Sell volume: 7098
Buy/sell delta: -1092
Buy/sell ratio: 0.846154
Avg trade size: 131.04
Large trade count: 1
Largest trade size: 400

Candle

Return 1: 0
Return 3: -0.79735
Volume 1: 0
Volume avg 5: 148
Momentum 5: 0

Cross Exchange

Mid avg: 0.45248
Mid median: 0.452675
Price deviation %: -0.850866
Spread %: 0.382337

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73712
Volume 24h: 107270
Quote volume 24h: 107270
Price change 24h %: -5.8308

Quality

Capture latency ms: 4846
Order book timestamp: 2026-06-24 06:51:08.498000+02:00
Ticker timestamp: 2026-06-24 06:51:09.058000+02:00
Trades timestamp: 2026-06-24 06:50:59.545000+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: 0.45236
Best ask: 0.45264
Spread: 0.00028
Spread %: 0.061878
Mid price: 0.4525
Last price: 0.45274
Mark price: 0.45233
Index price: 0.45234

Order Book

Bid depth 5: 6
Ask depth 5: 21
Bid depth 10: 20
Ask depth 10: 26
Bid depth 20: 73
Ask depth 20: 73
Imbalance 5: -0.555556
Imbalance 10: -0.130435
Imbalance 20: 0
Top bid size: 1
Top ask size: 1
Bid wall score: 0.013699
Ask wall score: 0.013699

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 8
Imbalance 5 delta: -0.111111
Bid depth 10 delta: -1
Ask depth 10 delta: -2
Imbalance 10 delta: 0.012422
Spread delta: 0
Mid price delta: -0.00015
Wall shift score: 0.064906

Tape

Buy volume: 182
Sell volume: 175
Buy/sell delta: 7
Buy/sell ratio: 1.04
Avg trade size: 3.57
Large trade count: 9
Largest trade size: 39

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 11.2
Momentum 5: 0.092855

Cross Exchange

Mid avg: 0.4525175
Mid median: 0.45275
Price deviation %: -0.003867
Spread %: 0.382306

Funding / OI / Volume

Funding rate: -0.000017
Funding delta: 0.000011
Funding abs: 0.000017
Funding pressure: 0.000028
Open interest: -
Volume 24h: 2944600
Quote volume 24h: 1401125
Price change 24h %: -4.89

Quality

Capture latency ms: 9612
Order book timestamp: 2026-06-24 06:50:37+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:36.476000+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: 0.4528
Best ask: 0.4529
Spread: 0.0001
Spread %: 0.022082
Mid price: 0.45285
Last price: 0.4532
Mark price: -
Index price: -

Order Book

Bid depth 5: 2429
Ask depth 5: 3030
Bid depth 10: 12684
Ask depth 10: 15607
Bid depth 20: 44716
Ask depth 20: 35377
Imbalance 5: -0.110093
Imbalance 10: -0.103319
Imbalance 20: 0.116602
Top bid size: 446
Top ask size: 168
Bid wall score: 0.009974
Ask wall score: 0.004749

Dynamics

Bid depth 5 delta: -1053
Ask depth 5 delta: -3653
Imbalance 5 delta: 0.204811
Bid depth 10 delta: -3169
Ask depth 10 delta: -2065
Imbalance 10 delta: -0.049061
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.008879

Tape

Buy volume: 8807
Sell volume: 9393
Buy/sell delta: -586
Buy/sell ratio: 0.937613
Avg trade size: 182
Large trade count: 6
Largest trade size: 2819

Candle

Return 1: -0.088261
Return 3: -0.02208
Volume 1: 1717
Volume avg 5: 6387
Momentum 5: 0.044189

Cross Exchange

Mid avg: 0.4525175
Mid median: 0.45275
Price deviation %: 0.073478
Spread %: 0.382306

Funding / OI / Volume

Funding rate: 0.00013364
Funding delta: -0.0000007
Funding abs: 0.00013364
Funding pressure: 0.00013434
Open interest: 25009256
Volume 24h: 35172361
Quote volume 24h: 16765104.60373
Price change 24h %: -4.99

Quality

Capture latency ms: 6349
Order book timestamp: 2026-06-24 06:50:26.011000+02:00
Ticker timestamp: 2026-06-24 06:50:17.015000+02:00
Trades timestamp: 2026-06-24 06:50:27.827000+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: 0.4531
Best ask: 0.4532
Spread: 0.0001
Spread %: 0.022068
Mid price: 0.45315
Last price: 0.4532
Mark price: -
Index price: 0.4525

Order Book

Bid depth 5: 742
Ask depth 5: 1496
Bid depth 10: 3431
Ask depth 10: 4696
Bid depth 20: 10356
Ask depth 20: 9537
Imbalance 5: -0.336908
Imbalance 10: -0.155654
Imbalance 20: 0.04117
Top bid size: 24
Top ask size: 64
Bid wall score: 0.002317
Ask wall score: 0.006711

Dynamics

Bid depth 5 delta: -19
Ask depth 5 delta: -467
Imbalance 5 delta: 0.104355
Bid depth 10 delta: 192
Ask depth 10 delta: 50
Imbalance 10 delta: 0.022786
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: 0.003835

Tape

Buy volume: 843
Sell volume: 9046
Buy/sell delta: -8203
Buy/sell ratio: 0.09319
Avg trade size: 98.89
Large trade count: 8
Largest trade size: 1252

Candle

Return 1: 0
Return 3: -0.02206
Volume 1: 5
Volume avg 5: 101.6
Momentum 5: 0.132567

Cross Exchange

Mid avg: 0.4524425
Mid median: 0.45275
Price deviation %: 0.156373
Spread %: 0.316062

Funding / OI / Volume

Funding rate: 0.000134
Funding delta: 0
Funding abs: 0.000134
Funding pressure: 0.000134
Open interest: -
Volume 24h: 1743737
Quote volume 24h: 8355156.587
Price change 24h %: -4.68

Quality

Capture latency ms: 4462
Order book timestamp: 2026-06-24 06:50:17.907000+02:00
Ticker timestamp: 2026-06-24 06:50:20.766000+02:00
Trades timestamp: 2026-06-24 06:50:19.456000+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: 0.45251
Best ask: 0.45279
Spread: 0.00028
Spread %: 0.061858
Mid price: 0.45265
Last price: 0.45274
Mark price: 0.45231
Index price: 0.452328

Order Book

Bid depth 5: 5
Ask depth 5: 13
Bid depth 10: 21
Ask depth 10: 28
Bid depth 20: 50
Ask depth 20: 106
Imbalance 5: -0.444444
Imbalance 10: -0.142857
Imbalance 20: -0.358974
Top bid size: 1
Top ask size: 9
Bid wall score: 0.02
Ask wall score: 0.084906

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -8
Imbalance 5 delta: 0.17094
Bid depth 10 delta: 2
Ask depth 10 delta: -18
Imbalance 10 delta: 0.272527
Spread delta: -0.00007
Mid price delta: 0.000425
Wall shift score: -0.066746

Tape

Buy volume: 182
Sell volume: 175
Buy/sell delta: 7
Buy/sell ratio: 1.04
Avg trade size: 3.57
Large trade count: 9
Largest trade size: 39

Candle

Return 1: 0
Return 3: 0.27464
Volume 1: 0
Volume avg 5: 12.4
Momentum 5: 0.064095

Cross Exchange

Mid avg: 0.45233625
Mid median: 0.4525375
Price deviation %: 0.069362
Spread %: 0.316137

Funding / OI / Volume

Funding rate: -0.000028
Funding delta: 0
Funding abs: 0.000028
Funding pressure: 0.000028
Open interest: -
Volume 24h: 2944600
Quote volume 24h: 1401125
Price change 24h %: -4.89

Quality

Capture latency ms: 9628
Order book timestamp: 2026-06-24 06:49:52+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:36.476000+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: 0.4528
Best ask: 0.4529
Spread: 0.0001
Spread %: 0.022082
Mid price: 0.45285
Last price: 0.4529
Mark price: -
Index price: -

Order Book

Bid depth 5: 3482
Ask depth 5: 6683
Bid depth 10: 15853
Ask depth 10: 17672
Bid depth 20: 50542
Ask depth 20: 34359
Imbalance 5: -0.314904
Imbalance 10: -0.054258
Imbalance 20: 0.19061
Top bid size: 186
Top ask size: 252
Bid wall score: 0.00368
Ask wall score: 0.007334

Dynamics

Bid depth 5 delta: 636
Ask depth 5 delta: 369
Imbalance 5 delta: 0.063699
Bid depth 10 delta: 3199
Ask depth 10 delta: -42
Imbalance 10 delta: 0.112365
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.0614

Tape

Buy volume: 9559
Sell volume: 8724
Buy/sell delta: 835
Buy/sell ratio: 1.095713
Avg trade size: 182.83
Large trade count: 5
Largest trade size: 2819

Candle

Return 1: 0.022085
Return 3: 0.022085
Volume 1: 10529
Volume avg 5: 7793.2
Momentum 5: -0.110278

Cross Exchange

Mid avg: 0.45231125
Mid median: 0.4524875
Price deviation %: 0.11911
Spread %: 0.316154

Funding / OI / Volume

Funding rate: 0.00013434
Funding delta: 0
Funding abs: 0.00013434
Funding pressure: 0.00013434
Open interest: 25009810
Volume 24h: 35227531
Quote volume 24h: 16791488.44529
Price change 24h %: -4.833

Quality

Capture latency ms: 5925
Order book timestamp: 2026-06-24 06:49:41.400000+02:00
Ticker timestamp: 2026-06-24 06:49:29.732000+02:00
Trades timestamp: 2026-06-24 06:49:42.101000+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: 5890
gate: 5887
htx: 5846
mexc: 5885

By Symbol

VELVET/USDT:USDT: 23508

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.