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: 29329
Total labels: 87987
Pending labels: 68504
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: 2026-06-25 00:42:23.348782+02:00
Recent trades snapshots: 29328
Micro candles: 586540
Avg data quality: 75.8964165160762385
Latest latency: 5240 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 61 of 2933 · 29329 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 22:56:38.284333+02:00	gate	VELVET/USDT:USDT	0.48426	68	14165 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 22:56:23.948963+02:00	binance	VELVET/USDT:USDT	0.48485	80	7339 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 22:56:16.506026+02:00	mexc	VELVET/USDT:USDT	0.48505	78	4967 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 22:56:11.488574+02:00	htx	VELVET/USDT:USDT	0.480145	80	5682 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 22:55:55.441598+02:00	gate	VELVET/USDT:USDT	0.485315	68	9698 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 22:55:45.636853+02:00	binance	VELVET/USDT:USDT	0.48615	80	8529 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 22:55:37.018699+02:00	mexc	VELVET/USDT:USDT	0.48615	78	4328 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 22:55:32.613470+02:00	htx	VELVET/USDT:USDT	0.480245	80	6355 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 22:55:15.781362+02:00	gate	VELVET/USDT:USDT	0.48583	68	12381 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 22:55:03.281450+02:00	binance	VELVET/USDT:USDT	0.48525	80	7071 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.48416
Best ask: 0.48436
Spread: 0.0002
Spread %: 0.0413
Mid price: 0.48426
Last price: 0.48426
Mark price: 0.48507
Index price: 0.485058

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 12
Ask depth 10: 12
Bid depth 20: 32
Ask depth 20: 30
Imbalance 5: 0
Imbalance 10: 0
Imbalance 20: 0.032258
Top bid size: 1
Top ask size: 1
Bid wall score: 0.03125
Ask wall score: 0.033333

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: -1
Imbalance 10 delta: 0.04
Spread delta: -0.00003
Mid price delta: -0.001055
Wall shift score: 0.01741

Tape

Buy volume: 58
Sell volume: 74
Buy/sell delta: -16
Buy/sell ratio: 0.783784
Avg trade size: 1.32
Large trade count: 4
Largest trade size: 22

Candle

Return 1: -0.314951
Return 3: 0.387653
Volume 1: 4
Volume avg 5: 19.2
Momentum 5: 0.140618

Cross Exchange

Mid avg: 0.48384
Mid median: 0.48495
Price deviation %: 0.086806
Spread %: 1.068535

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3958200
Quote volume 24h: 1820225
Price change 24h %: 4.85

Quality

Capture latency ms: 14165
Order book timestamp: 2026-06-24 22:56:36+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:34.573000+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: 0.4848
Best ask: 0.4849
Spread: 0.0001
Spread %: 0.020625
Mid price: 0.48485
Last price: 0.4848
Mark price: -
Index price: -

Order Book

Bid depth 5: 1306
Ask depth 5: 1270
Bid depth 10: 5614
Ask depth 10: 5783
Bid depth 20: 14648
Ask depth 20: 13311
Imbalance 5: 0.013975
Imbalance 10: -0.014828
Imbalance 20: 0.04782
Top bid size: 11
Top ask size: 246
Bid wall score: 0.000751
Ask wall score: 0.018481

Dynamics

Bid depth 5 delta: -722
Ask depth 5 delta: -414
Imbalance 5 delta: -0.078697
Bid depth 10 delta: -501
Ask depth 10 delta: -1464
Imbalance 10 delta: 0.069889
Spread delta: 0
Mid price delta: -0.0013
Wall shift score: -0.035827

Tape

Buy volume: 6200
Sell volume: 10385
Buy/sell delta: -4185
Buy/sell ratio: 0.597015
Avg trade size: 165.85
Large trade count: 7
Largest trade size: 1187

Candle

Return 1: -0.267435
Return 3: 0.289615
Volume 1: 5982
Volume avg 5: 11568.4
Momentum 5: 0.123916

Cross Exchange

Mid avg: 0.484165
Mid median: 0.4851825
Price deviation %: 0.141481
Spread %: 1.24028

Funding / OI / Volume

Funding rate: 0.00024326
Funding delta: 0.00000769
Funding abs: 0.00024326
Funding pressure: 0.00025095
Open interest: 22946366
Volume 24h: 48068540
Quote volume 24h: 21917920.69382
Price change 24h %: 5.072

Quality

Capture latency ms: 7339
Order book timestamp: 2026-06-24 22:56:21.743000+02:00
Ticker timestamp: 2026-06-24 22:56:15.697000+02:00
Trades timestamp: 2026-06-24 22:56:15.697000+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: 0.485
Best ask: 0.4851
Spread: 0.0001
Spread %: 0.020616
Mid price: 0.48505
Last price: 0.4856
Mark price: -
Index price: 0.4848

Order Book

Bid depth 5: 711
Ask depth 5: 638
Bid depth 10: 1694
Ask depth 10: 1333
Bid depth 20: 3426
Ask depth 20: 2970
Imbalance 5: 0.054114
Imbalance 10: 0.11926
Imbalance 20: 0.071295
Top bid size: 4
Top ask size: 231
Bid wall score: 0.001168
Ask wall score: 0.077778

Dynamics

Bid depth 5 delta: 198
Ask depth 5 delta: 210
Imbalance 5 delta: -0.036215
Bid depth 10 delta: 407
Ask depth 10 delta: -655
Imbalance 10 delta: 0.333306
Spread delta: 0
Mid price delta: -0.0011
Wall shift score: -0.102717

Tape

Buy volume: 880
Sell volume: 1613
Buy/sell delta: -733
Buy/sell ratio: 0.545567
Avg trade size: 24.93
Large trade count: 9
Largest trade size: 346

Candle

Return 1: -0.226244
Return 3: 0.351676
Volume 1: 264
Volume avg 5: 152.4
Momentum 5: 0.185874

Cross Exchange

Mid avg: 0.48444
Mid median: 0.4857325
Price deviation %: 0.125919
Spread %: 1.239576

Funding / OI / Volume

Funding rate: 0.000235
Funding delta: 0.000001
Funding abs: 0.000235
Funding pressure: 0.000236
Open interest: -
Volume 24h: 1270967
Quote volume 24h: 5831730.836
Price change 24h %: 3.23

Quality

Capture latency ms: 4967
Order book timestamp: 2026-06-24 22:56:14.098000+02:00
Ticker timestamp: 2026-06-24 22:56:12.707000+02:00
Trades timestamp: 2026-06-24 22:56:14.385000+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: 0.47338
Best ask: 0.48691
Spread: 0.01353
Spread %: 2.817899
Mid price: 0.480145
Last price: 0.48615
Mark price: -
Index price: -

Order Book

Bid depth 5: 1760
Ask depth 5: 922
Bid depth 10: 39491
Ask depth 10: 3096
Bid depth 20: 71127
Ask depth 20: 43271
Imbalance 5: 0.312453
Imbalance 10: 0.854604
Imbalance 20: 0.243501
Top bid size: 16
Top ask size: 333
Bid wall score: 0.000225
Ask wall score: 0.007696

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -7
Imbalance 5 delta: 0.003931
Bid depth 10 delta: 6
Ask depth 10 delta: 711
Imbalance 10 delta: -0.031472
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: 0.161411

Tape

Buy volume: 2144
Sell volume: 4442
Buy/sell delta: -2298
Buy/sell ratio: 0.482665
Avg trade size: 65.86
Large trade count: 23
Largest trade size: 210

Candle

Return 1: 0
Return 3: 0.57929
Volume 1: 0
Volume avg 5: 58.8
Momentum 5: 3.634619

Cross Exchange

Mid avg: 0.484465
Mid median: 0.4857325
Price deviation %: -0.891705
Spread %: 1.21887

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73260
Volume 24h: 187314
Quote volume 24h: 187314
Price change 24h %: 3.991529

Quality

Capture latency ms: 5682
Order book timestamp: 2026-06-24 22:56:10.098000+02:00
Ticker timestamp: 2026-06-24 22:56:10.500000+02:00
Trades timestamp: 2026-06-24 22:55:51.897000+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: 0.4852
Best ask: 0.48543
Spread: 0.00023
Spread %: 0.047392
Mid price: 0.485315
Last price: 0.48579
Mark price: 0.48557
Index price: 0.485325

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 12
Ask depth 10: 13
Bid depth 20: 57
Ask depth 20: 27
Imbalance 5: 0
Imbalance 10: -0.04
Imbalance 20: 0.357143
Top bid size: 1
Top ask size: 1
Bid wall score: 0.017544
Ask wall score: 0.037037

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -2
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: -1
Imbalance 10 delta: 0.036923
Spread delta: -0.00013
Mid price delta: -0.000515
Wall shift score: -0.041826

Tape

Buy volume: 74
Sell volume: 73
Buy/sell delta: 1
Buy/sell ratio: 1.013699
Avg trade size: 1.47
Large trade count: 4
Largest trade size: 22

Candle

Return 1: 0.411327
Return 3: 0.748683
Volume 1: 23
Volume avg 5: 21.2
Momentum 5: 1.035752

Cross Exchange

Mid avg: 0.48459375
Mid median: 0.48599
Price deviation %: 0.148836
Spread %: 1.218546

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3957800
Quote volume 24h: 1820031
Price change 24h %: 5.19

Quality

Capture latency ms: 9698
Order book timestamp: 2026-06-24 22:55:54+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:34.513000+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: 0.4861
Best ask: 0.4862
Spread: 0.0001
Spread %: 0.02057
Mid price: 0.48615
Last price: 0.4862
Mark price: -
Index price: -

Order Book

Bid depth 5: 2028
Ask depth 5: 1684
Bid depth 10: 6115
Ask depth 10: 7247
Bid depth 20: 15218
Ask depth 20: 15552
Imbalance 5: 0.092672
Imbalance 10: -0.084718
Imbalance 20: -0.010855
Top bid size: 385
Top ask size: 112
Bid wall score: 0.025299
Ask wall score: 0.007202

Dynamics

Bid depth 5 delta: -697
Ask depth 5 delta: -534
Imbalance 5 delta: -0.009897
Bid depth 10 delta: -265
Ask depth 10 delta: -949
Imbalance 10 delta: 0.039871
Spread delta: 0
Mid price delta: 0.0009
Wall shift score: 0.021314

Tape

Buy volume: 11046
Sell volume: 8666
Buy/sell delta: 2380
Buy/sell ratio: 1.274637
Avg trade size: 197.12
Large trade count: 8
Largest trade size: 1358

Candle

Return 1: 0.164846
Return 3: 0.558544
Volume 1: 19201
Volume avg 5: 13112.6
Momentum 5: 0.725238

Cross Exchange

Mid avg: 0.48436875
Mid median: 0.48554
Price deviation %: 0.367747
Spread %: 1.219113

Funding / OI / Volume

Funding rate: 0.00023557
Funding delta: 0
Funding abs: 0.00023557
Funding pressure: 0.00023557
Open interest: 22944912
Volume 24h: 48090426
Quote volume 24h: 21927752.03012
Price change 24h %: 5.261

Quality

Capture latency ms: 8529
Order book timestamp: 2026-06-24 22:55:43.057000+02:00
Ticker timestamp: 2026-06-24 22:55:29.353000+02:00
Trades timestamp: 2026-06-24 22:55:44.360000+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: 0.4861
Best ask: 0.4862
Spread: 0.0001
Spread %: 0.02057
Mid price: 0.48615
Last price: 0.4862
Mark price: -
Index price: 0.4848

Order Book

Bid depth 5: 513
Ask depth 5: 428
Bid depth 10: 1287
Ask depth 10: 1988
Bid depth 20: 3759
Ask depth 20: 3834
Imbalance 5: 0.090329
Imbalance 10: -0.214046
Imbalance 20: -0.009878
Top bid size: 105
Top ask size: 7
Bid wall score: 0.027933
Ask wall score: 0.001826

Dynamics

Bid depth 5 delta: -248
Ask depth 5 delta: -73
Imbalance 5 delta: -0.115693
Bid depth 10 delta: -422
Ask depth 10 delta: -190
Imbalance 10 delta: -0.093387
Spread delta: 0
Mid price delta: 0.0009
Wall shift score: 0.021787

Tape

Buy volume: 722
Sell volume: 1608
Buy/sell delta: -886
Buy/sell ratio: 0.449005
Avg trade size: 23.3
Large trade count: 9
Largest trade size: 346

Candle

Return 1: 0.206101
Return 3: 0.641689
Volume 1: 123
Volume avg 5: 144.2
Momentum 5: 0.871369

Cross Exchange

Mid avg: 0.48414375
Mid median: 0.48525
Price deviation %: 0.414391
Spread %: 1.153583

Funding / OI / Volume

Funding rate: 0.000234
Funding delta: 0
Funding abs: 0.000234
Funding pressure: 0.000234
Open interest: -
Volume 24h: 1270891
Quote volume 24h: 5831363.382
Price change 24h %: 3.35

Quality

Capture latency ms: 4328
Order book timestamp: 2026-06-24 22:55:35.020000+02:00
Ticker timestamp: 2026-06-24 22:55:34.718000+02:00
Trades timestamp: 2026-06-24 22:55:34.360000+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: 0.47348
Best ask: 0.48701
Spread: 0.01353
Spread %: 2.817312
Mid price: 0.480245
Last price: 0.48605
Mark price: -
Index price: -

Order Book

Bid depth 5: 1758
Ask depth 5: 929
Bid depth 10: 39485
Ask depth 10: 2385
Bid depth 20: 71115
Ask depth 20: 3347
Imbalance 5: 0.308523
Imbalance 10: 0.886076
Imbalance 20: 0.910102
Top bid size: 16
Top ask size: 566
Bid wall score: 0.000225
Ask wall score: 0.169107

Dynamics

Bid depth 5 delta: 1558
Ask depth 5 delta: -99
Imbalance 5 delta: 0.98279
Bid depth 10 delta: 21221
Ask depth 10 delta: -343
Imbalance 10 delta: 0.145984
Spread delta: 0.0002
Mid price delta: 0.00097
Wall shift score: -0.159363

Tape

Buy volume: 1936
Sell volume: 4460
Buy/sell delta: -2524
Buy/sell ratio: 0.434081
Avg trade size: 63.96
Large trade count: 22
Largest trade size: 210

Candle

Return 1: 0.558601
Return 3: 3.613302
Volume 1: 2
Volume avg 5: 17.2
Momentum 5: 3.613302

Cross Exchange

Mid avg: 0.48390125
Mid median: 0.48525
Price deviation %: -0.755578
Spread %: 1.354615

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73261
Volume 24h: 187324
Quote volume 24h: 187324
Price change 24h %: 3.970138

Quality

Capture latency ms: 6355
Order book timestamp: 2026-06-24 22:55:30.740000+02:00
Ticker timestamp: 2026-06-24 22:55:31.088000+02:00
Trades timestamp: 2026-06-24 22:55:22.871000+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: 0.48565
Best ask: 0.48601
Spread: 0.00036
Spread %: 0.0741
Mid price: 0.48583
Last price: 0.48579
Mark price: 0.48436
Index price: 0.48423

Order Book

Bid depth 5: 7
Ask depth 5: 7
Bid depth 10: 12
Ask depth 10: 14
Bid depth 20: 26
Ask depth 20: 62
Imbalance 5: 0
Imbalance 10: -0.076923
Imbalance 20: -0.409091
Top bid size: 1
Top ask size: 1
Bid wall score: 0.038462
Ask wall score: 0.016129

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 2
Imbalance 5 delta: -0.166667
Bid depth 10 delta: -4
Ask depth 10 delta: 4
Imbalance 10 delta: -0.307692
Spread delta: 0.00016
Mid price delta: 0.0019
Wall shift score: 0.022948

Tape

Buy volume: 74
Sell volume: 73
Buy/sell delta: 1
Buy/sell ratio: 1.013699
Avg trade size: 1.47
Large trade count: 4
Largest trade size: 22

Candle

Return 1: 0.411327
Return 3: 0.748683
Volume 1: 23
Volume avg 5: 21.2
Momentum 5: 1.035752

Cross Exchange

Mid avg: 0.48342625
Mid median: 0.48459
Price deviation %: 0.497232
Spread %: 1.235969

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3955500
Quote volume 24h: 1818916
Price change 24h %: 5.19

Quality

Capture latency ms: 12381
Order book timestamp: 2026-06-24 22:55:14+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:34.513000+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: 0.4852
Best ask: 0.4853
Spread: 0.0001
Spread %: 0.020608
Mid price: 0.48525
Last price: 0.4852
Mark price: -
Index price: -

Order Book

Bid depth 5: 2725
Ask depth 5: 2218
Bid depth 10: 6380
Ask depth 10: 8196
Bid depth 20: 13612
Ask depth 20: 16577
Imbalance 5: 0.102569
Imbalance 10: -0.124588
Imbalance 20: -0.098215
Top bid size: 49
Top ask size: 113
Bid wall score: 0.0036
Ask wall score: 0.006817

Dynamics

Bid depth 5 delta: 1140
Ask depth 5 delta: -2018
Imbalance 5 delta: 0.557989
Bid depth 10 delta: 661
Ask depth 10 delta: -3306
Imbalance 10 delta: 0.211223
Spread delta: 0
Mid price delta: 0.0009
Wall shift score: 0.152314

Tape

Buy volume: 10707
Sell volume: 2796
Buy/sell delta: 7911
Buy/sell ratio: 3.829399
Avg trade size: 135.03
Large trade count: 7
Largest trade size: 2897

Candle

Return 1: 0.393049
Return 3: 0.227179
Volume 1: 9860
Volume avg 5: 14960.2
Momentum 5: 0.852037

Cross Exchange

Mid avg: 0.48320125
Mid median: 0.48414
Price deviation %: 0.423995
Spread %: 1.236545

Funding / OI / Volume

Funding rate: 0.00023557
Funding delta: 0.00000119
Funding abs: 0.00023557
Funding pressure: 0.00023676
Open interest: 22950504
Volume 24h: 48066628
Quote volume 24h: 21916431.32072
Price change 24h %: 5.044

Quality

Capture latency ms: 7071
Order book timestamp: 2026-06-24 22:55:01.015000+02:00
Ticker timestamp: 2026-06-24 22:54:55.366000+02:00
Trades timestamp: 2026-06-24 22:55:00.896000+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: 7348
gate: 7346
htx: 7292
mexc: 7343

By Symbol

VELVET/USDT:USDT: 29329

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.