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: 23958
Total labels: 71874
Pending labels: 52391
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 09:24:38.737265+02:00
Recent trades snapshots: 23957
Micro candles: 479120
Avg data quality: 75.9551715502128725
Latest latency: 6632 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 49 of 2396 · 23958 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 08:02:13.469971+02:00	htx	VELVET/USDT:USDT	0.4489	80	5500 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 08:01:56.968788+02:00	gate	VELVET/USDT:USDT	0.451445	68	9844 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 08:01:47.015408+02:00	binance	VELVET/USDT:USDT	0.45225	80	5764 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 08:01:41.154479+02:00	mexc	VELVET/USDT:USDT	0.4521	78	4472 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 08:01:36.613170+02:00	htx	VELVET/USDT:USDT	0.44858	80	6173 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 08:01:19.028741+02:00	gate	VELVET/USDT:USDT	0.45172	68	9858 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 08:01:09.053413+02:00	binance	VELVET/USDT:USDT	0.45195	80	7171 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 08:01:01.618913+02:00	mexc	VELVET/USDT:USDT	0.45215	78	4710 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 08:00:56.722142+02:00	htx	VELVET/USDT:USDT	0.44868	90	4538 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 08:00:39.746308+02:00	gate	VELVET/USDT:USDT	0.451915	68	10014 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.444
Best ask: 0.4538
Spread: 0.0098
Spread %: 2.183114
Mid price: 0.4489
Last price: 0.4521
Mark price: -
Index price: -

Order Book

Bid depth 5: 5301
Ask depth 5: 1519
Bid depth 10: 7376
Ask depth 10: 6107
Bid depth 20: 68897
Ask depth 20: 48049
Imbalance 5: 0.554545
Imbalance 10: 0.094119
Imbalance 20: 0.17827
Top bid size: 573
Top ask size: 110
Bid wall score: 0.008317
Ask wall score: 0.002289

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -616
Imbalance 5 delta: 0.12847
Bid depth 10 delta: -17696
Ask depth 10 delta: 1921
Imbalance 10 delta: -0.619738
Spread delta: 0.00064
Mid price delta: 0.00032
Wall shift score: 0.002357

Tape

Buy volume: 5538
Sell volume: 6924
Buy/sell delta: -1386
Buy/sell ratio: 0.799827
Avg trade size: 124.62
Large trade count: 1
Largest trade size: 400

Candle

Return 1: 0
Return 3: -0.275725
Volume 1: 0
Volume avg 5: 3.6
Momentum 5: -0.231711

Cross Exchange

Mid avg: 0.45109375
Mid median: 0.4517725
Price deviation %: -0.486318
Spread %: 0.813578

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73706
Volume 24h: 106046
Quote volume 24h: 106046
Price change 24h %: -5.21019

Quality

Capture latency ms: 5500
Order book timestamp: 2026-06-24 08:02:12.098000+02:00
Ticker timestamp: 2026-06-24 08:02:12.426000+02:00
Trades timestamp: 2026-06-24 08:01:37.644000+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: 0.45144
Best ask: 0.45145
Spread: 0.00001
Spread %: 0.002215
Mid price: 0.451445
Last price: 0.45148
Mark price: 0.45148
Index price: 0.451663

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 17
Ask depth 10: 21
Bid depth 20: 47
Ask depth 20: 37
Imbalance 5: 0
Imbalance 10: -0.105263
Imbalance 20: 0.119048
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021277
Ask wall score: 0.027027

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: -8
Ask depth 10 delta: 0
Imbalance 10 delta: -0.19222
Spread delta: -0.00033
Mid price delta: -0.000275
Wall shift score: -0.004324

Tape

Buy volume: 57
Sell volume: 86
Buy/sell delta: -29
Buy/sell ratio: 0.662791
Avg trade size: 1.43
Large trade count: 6
Largest trade size: 13

Candle

Return 1: 0.086457
Return 3: -0.256274
Volume 1: 29
Volume avg 5: 18.2
Momentum 5: -0.179089

Cross Exchange

Mid avg: 0.4511625
Mid median: 0.45191
Price deviation %: 0.062616
Spread %: 0.813454

Funding / OI / Volume

Funding rate: -0.000041
Funding delta: 0
Funding abs: 0.000041
Funding pressure: 0.000041
Open interest: -
Volume 24h: 2666500
Quote volume 24h: 1265605
Price change 24h %: -5.35

Quality

Capture latency ms: 9844
Order book timestamp: 2026-06-24 08:01:55+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:40.904000+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: 0.4519
Mark price: -
Index price: -

Order Book

Bid depth 5: 3841
Ask depth 5: 3688
Bid depth 10: 18430
Ask depth 10: 13099
Bid depth 20: 39645
Ask depth 20: 25182
Imbalance 5: 0.020321
Imbalance 10: 0.169082
Imbalance 20: 0.223101
Top bid size: 168
Top ask size: 954
Bid wall score: 0.004238
Ask wall score: 0.037884

Dynamics

Bid depth 5 delta: -2667
Ask depth 5 delta: 1096
Imbalance 5 delta: -0.410008
Bid depth 10 delta: -454
Ask depth 10 delta: 2666
Imbalance 10 delta: -0.11918
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: -0.03667

Tape

Buy volume: 13697
Sell volume: 10785
Buy/sell delta: 2912
Buy/sell ratio: 1.270005
Avg trade size: 244.82
Large trade count: 12
Largest trade size: 1976

Candle

Return 1: -0.044238
Return 3: -0.37478
Volume 1: 15154
Volume avg 5: 14225
Momentum 5: -0.132597

Cross Exchange

Mid avg: 0.4510875
Mid median: 0.451835
Price deviation %: 0.257711
Spread %: 0.780336

Funding / OI / Volume

Funding rate: 0.00010021
Funding delta: 0
Funding abs: 0.00010021
Funding pressure: 0.00010021
Open interest: 25019457
Volume 24h: 33031177
Quote volume 24h: 15703071.80058
Price change 24h %: -5.5

Quality

Capture latency ms: 5764
Order book timestamp: 2026-06-24 08:01:44.883000+02:00
Ticker timestamp: 2026-06-24 08:01:40.340000+02:00
Trades timestamp: 2026-06-24 08:01:45.424000+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: 0.452
Best ask: 0.4522
Spread: 0.0002
Spread %: 0.044238
Mid price: 0.4521
Last price: 0.4525
Mark price: -
Index price: 0.4518

Order Book

Bid depth 5: 1910
Ask depth 5: 1467
Bid depth 10: 4580
Ask depth 10: 3379
Bid depth 20: 9563
Ask depth 20: 7000
Imbalance 5: 0.131182
Imbalance 10: 0.150898
Imbalance 20: 0.154742
Top bid size: 10
Top ask size: 169
Bid wall score: 0.001046
Ask wall score: 0.024143

Dynamics

Bid depth 5 delta: 988
Ask depth 5 delta: 153
Imbalance 5 delta: 0.306495
Bid depth 10 delta: 1925
Ask depth 10 delta: -494
Imbalance 10 delta: 0.337479
Spread delta: 0.0001
Mid price delta: -0.00005
Wall shift score: -0.017019

Tape

Buy volume: 1014
Sell volume: 1800
Buy/sell delta: -786
Buy/sell ratio: 0.563333
Avg trade size: 28.14
Large trade count: 9
Largest trade size: 479

Candle

Return 1: -0.044209
Return 3: -0.264667
Volume 1: 401
Volume avg 5: 233.2
Momentum 5: -0.066298

Cross Exchange

Mid avg: 0.4511
Mid median: 0.451835
Price deviation %: 0.22168
Spread %: 0.791399

Funding / OI / Volume

Funding rate: 0.0001
Funding delta: 0
Funding abs: 0.0001
Funding pressure: 0.0001
Open interest: -
Volume 24h: 1645344
Quote volume 24h: 7873584.041
Price change 24h %: -4.83

Quality

Capture latency ms: 4472
Order book timestamp: 2026-06-24 08:01:39.729000+02:00
Ticker timestamp: 2026-06-24 08:01:37.763000+02:00
Trades timestamp: 2026-06-24 08:01:38.358000+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: 0.444
Best ask: 0.45316
Spread: 0.00916
Spread %: 2.041999
Mid price: 0.44858
Last price: 0.4525
Mark price: -
Index price: -

Order Book

Bid depth 5: 5305
Ask depth 5: 2135
Bid depth 10: 25072
Ask depth 10: 4186
Bid depth 20: 69155
Ask depth 20: 50488
Imbalance 5: 0.426075
Imbalance 10: 0.713856
Imbalance 20: 0.156023
Top bid size: 573
Top ask size: 233
Bid wall score: 0.008286
Ask wall score: 0.004615

Dynamics

Bid depth 5 delta: 53
Ask depth 5 delta: 1101
Imbalance 5 delta: -0.24494
Bid depth 10 delta: 17693
Ask depth 10 delta: 1099
Imbalance 10 delta: 0.303766
Spread delta: -0.0002
Mid price delta: -0.0001
Wall shift score: -0.002414

Tape

Buy volume: 5538
Sell volume: 6984
Buy/sell delta: -1446
Buy/sell ratio: 0.792955
Avg trade size: 125.22
Large trade count: 1
Largest trade size: 400

Candle

Return 1: -0.187493
Return 3: -0.187493
Volume 1: 2
Volume avg 5: 2
Momentum 5: -0.14344

Cross Exchange

Mid avg: 0.451125
Mid median: 0.451835
Price deviation %: -0.564145
Spread %: 0.769188

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73706
Volume 24h: 106038
Quote volume 24h: 106038
Price change 24h %: -5.126324

Quality

Capture latency ms: 6173
Order book timestamp: 2026-06-24 08:01:34.840000+02:00
Ticker timestamp: 2026-06-24 08:01:35.118000+02:00
Trades timestamp: 2026-06-24 08:01:19.872000+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: 0.45155
Best ask: 0.45189
Spread: 0.00034
Spread %: 0.075268
Mid price: 0.45172
Last price: 0.45198
Mark price: 0.45191
Index price: 0.45192

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 25
Ask depth 10: 21
Bid depth 20: 55
Ask depth 20: 51
Imbalance 5: 0
Imbalance 10: 0.086957
Imbalance 20: 0.037736
Top bid size: 1
Top ask size: 1
Bid wall score: 0.018182
Ask wall score: 0.019608

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -7
Imbalance 5 delta: 0.411765
Bid depth 10 delta: 15
Ask depth 10 delta: -8
Imbalance 10 delta: 0.574136
Spread delta: 0.00017
Mid price delta: -0.000195
Wall shift score: 0.007472

Tape

Buy volume: 44
Sell volume: 87
Buy/sell delta: -43
Buy/sell ratio: 0.505747
Avg trade size: 1.31
Large trade count: 5
Largest trade size: 8

Candle

Return 1: 0.1973
Return 3: -0.145811
Volume 1: 5
Volume avg 5: 13.4
Momentum 5: -0.06854

Cross Exchange

Mid avg: 0.45117375
Mid median: 0.4519325
Price deviation %: 0.121073
Spread %: 0.769105

Funding / OI / Volume

Funding rate: -0.000041
Funding delta: -0.000002
Funding abs: 0.000041
Funding pressure: 0.000043
Open interest: -
Volume 24h: 2664300
Quote volume 24h: 1264612
Price change 24h %: -5.24

Quality

Capture latency ms: 9858
Order book timestamp: 2026-06-24 08:01:17+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:40.875000+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: 0.4519
Best ask: 0.452
Spread: 0.0001
Spread %: 0.022126
Mid price: 0.45195
Last price: 0.4522
Mark price: -
Index price: -

Order Book

Bid depth 5: 6508
Ask depth 5: 2592
Bid depth 10: 18884
Ask depth 10: 10433
Bid depth 20: 46040
Ask depth 20: 25834
Imbalance 5: 0.43033
Imbalance 10: 0.288263
Imbalance 20: 0.281131
Top bid size: 239
Top ask size: 56
Bid wall score: 0.005191
Ask wall score: 0.002168

Dynamics

Bid depth 5 delta: 2252
Ask depth 5 delta: -1537
Imbalance 5 delta: 0.415184
Bid depth 10 delta: 5158
Ask depth 10 delta: -1600
Imbalance 10 delta: 0.222538
Spread delta: 0
Mid price delta: -0.0007
Wall shift score: 0.000678

Tape

Buy volume: 7355
Sell volume: 22382
Buy/sell delta: -15027
Buy/sell ratio: 0.328612
Avg trade size: 297.37
Large trade count: 11
Largest trade size: 6168

Candle

Return 1: -0.044238
Return 3: -0.37478
Volume 1: 129
Volume avg 5: 11220
Momentum 5: -0.132597

Cross Exchange

Mid avg: 0.45134875
Mid median: 0.4520325
Price deviation %: 0.133212
Spread %: 0.879586

Funding / OI / Volume

Funding rate: 0.00010021
Funding delta: 0
Funding abs: 0.00010021
Funding pressure: 0.00010021
Open interest: 25013056
Volume 24h: 33001078
Quote volume 24h: 15688651.57464
Price change 24h %: -5.556

Quality

Capture latency ms: 7171
Order book timestamp: 2026-06-24 08:01:06.861000+02:00
Ticker timestamp: 2026-06-24 08:00:56.686000+02:00
Trades timestamp: 2026-06-24 08:01:08.384000+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: 0.4521
Best ask: 0.4522
Spread: 0.0001
Spread %: 0.022117
Mid price: 0.45215
Last price: 0.4524
Mark price: -
Index price: 0.4519

Order Book

Bid depth 5: 922
Ask depth 5: 1314
Bid depth 10: 2655
Ask depth 10: 3873
Bid depth 20: 6796
Ask depth 20: 8601
Imbalance 5: -0.175313
Imbalance 10: -0.186581
Imbalance 20: -0.117231
Top bid size: 14
Top ask size: 70
Bid wall score: 0.00206
Ask wall score: 0.008139

Dynamics

Bid depth 5 delta: -439
Ask depth 5 delta: -500
Imbalance 5 delta: -0.032636
Bid depth 10 delta: -1499
Ask depth 10 delta: -212
Imbalance 10 delta: -0.194956
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: 0.023235

Tape

Buy volume: 1006
Sell volume: 2864
Buy/sell delta: -1858
Buy/sell ratio: 0.351257
Avg trade size: 38.7
Large trade count: 6
Largest trade size: 479

Candle

Return 1: -0.308506
Return 3: -0.044189
Volume 1: 446
Volume avg 5: 222.8
Momentum 5: -0.176523

Cross Exchange

Mid avg: 0.45127375
Mid median: 0.4518825
Price deviation %: 0.194173
Spread %: 0.879732

Funding / OI / Volume

Funding rate: 0.0001
Funding delta: 0.000001
Funding abs: 0.0001
Funding pressure: 0.000101
Open interest: -
Volume 24h: 1644985
Quote volume 24h: 7871960.344
Price change 24h %: -4.85

Quality

Capture latency ms: 4710
Order book timestamp: 2026-06-24 08:00:59.700000+02:00
Ticker timestamp: 2026-06-24 08:00:58.967000+02:00
Trades timestamp: 2026-06-24 08:00:53.359000+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: 0.444
Best ask: 0.45336
Spread: 0.00936
Spread %: 2.086119
Mid price: 0.44868
Last price: 0.45335
Mark price: -
Index price: -

Order Book

Bid depth 5: 5252
Ask depth 5: 1034
Bid depth 10: 7379
Ask depth 10: 3087
Bid depth 20: 68923
Ask depth 20: 49352
Imbalance 5: 0.671015
Imbalance 10: 0.41009
Imbalance 20: 0.16547
Top bid size: 573
Top ask size: 110
Bid wall score: 0.008314
Ask wall score: 0.002229

Dynamics

Bid depth 5 delta: 4278
Ask depth 5 delta: -1411
Imbalance 5 delta: 1.101258
Bid depth 10 delta: -18384
Ask depth 10 delta: -2839
Imbalance 10 delta: -0.2159
Spread delta: -0.0006
Mid price delta: -0.0003
Wall shift score: -0.000042

Tape

Buy volume: 5538
Sell volume: 6984
Buy/sell delta: -1446
Buy/sell ratio: 0.792955
Avg trade size: 125.22
Large trade count: 1
Largest trade size: 400

Candle

Return 1: 0
Return 3: 0.044135
Volume 1: 0
Volume avg 5: 46
Momentum 5: -0.044097

Cross Exchange

Mid avg: 0.45134875
Mid median: 0.4518825
Price deviation %: -0.591283
Spread %: 0.813118

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73706
Volume 24h: 106248
Quote volume 24h: 106248
Price change 24h %: -4.948108

Quality

Capture latency ms: 4538
Order book timestamp: 2026-06-24 08:00:55.340000+02:00
Ticker timestamp: 2026-06-24 08:00:55.689000+02:00
Trades timestamp: 2026-06-24 07:58:54.795000+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: 0.45183
Best ask: 0.452
Spread: 0.00017
Spread %: 0.037618
Mid price: 0.451915
Last price: 0.45109
Mark price: 0.45136
Index price: 0.452133

Order Book

Bid depth 5: 5
Ask depth 5: 12
Bid depth 10: 10
Ask depth 10: 29
Bid depth 20: 40
Ask depth 20: 59
Imbalance 5: -0.411765
Imbalance 10: -0.487179
Imbalance 20: -0.191919
Top bid size: 1
Top ask size: 2
Bid wall score: 0.025
Ask wall score: 0.033898

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: 6
Imbalance 5 delta: -0.705882
Bid depth 10 delta: -19
Ask depth 10 delta: 6
Imbalance 10 delta: -0.602564
Spread delta: -0.00018
Mid price delta: -0.00142
Wall shift score: -0.002038

Tape

Buy volume: 45
Sell volume: 86
Buy/sell delta: -41
Buy/sell ratio: 0.523256
Avg trade size: 1.31
Large trade count: 5
Largest trade size: 8

Candle

Return 1: -0.37765
Return 3: -0.121778
Volume 1: 33
Volume avg 5: 12.6
Momentum 5: -0.37545

Cross Exchange

Mid avg: 0.45170375
Mid median: 0.45225
Price deviation %: 0.046767
Spread %: 0.964127

Funding / OI / Volume

Funding rate: -0.000039
Funding delta: 0
Funding abs: 0.000039
Funding pressure: 0.000039
Open interest: -
Volume 24h: 2663900
Quote volume 24h: 1264431
Price change 24h %: -5.71

Quality

Capture latency ms: 10014
Order book timestamp: 2026-06-24 08:00:38+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:40.817000+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: 6003
gate: 6000
htx: 5957
mexc: 5998

By Symbol

VELVET/USDT:USDT: 23958

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.