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: 29816
Total labels: 89448
Pending labels: 69965
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 02:00:13.008748+02:00
Recent trades snapshots: 29815
Micro candles: 596280
Avg data quality: 75.8998524282264556
Latest latency: 10681 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 62 of 2982 · 29816 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 00:20:24.473822+02:00	mexc	VELVET/USDT:USDT	0.48565	78	4637 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 00:20:19.776591+02:00	htx	VELVET/USDT:USDT	0.480085	80	6315 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 00:19:59.848964+02:00	gate	VELVET/USDT:USDT	0.484785	68	12403 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 00:19:47.351587+02:00	binance	VELVET/USDT:USDT	0.48465	80	8526 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 00:19:38.737368+02:00	mexc	VELVET/USDT:USDT	0.48525	68	30898 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 00:19:07.772382+02:00	htx	VELVET/USDT:USDT	0.47901	80	5578 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 00:18:52.234484+02:00	gate	VELVET/USDT:USDT	0.48481	68	9539 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 00:18:42.598363+02:00	binance	VELVET/USDT:USDT	0.48515	80	6319 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 00:18:36.182501+02:00	mexc	VELVET/USDT:USDT	0.48565	78	4976 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 00:18:31.117830+02:00	htx	VELVET/USDT:USDT	0.47986	80	6745 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4856
Best ask: 0.4857
Spread: 0.0001
Spread %: 0.020591
Mid price: 0.48565
Last price: 0.4856
Mark price: -
Index price: 0.4845

Order Book

Bid depth 5: 625
Ask depth 5: 1209
Bid depth 10: 1634
Ask depth 10: 2722
Bid depth 20: 3432
Ask depth 20: 5429
Imbalance 5: -0.31843
Imbalance 10: -0.24977
Imbalance 20: -0.22537
Top bid size: 9
Top ask size: 164
Bid wall score: 0.002622
Ask wall score: 0.030208

Dynamics

Bid depth 5 delta: 55
Ask depth 5 delta: 572
Imbalance 5 delta: -0.26292
Bid depth 10 delta: 238
Ask depth 10 delta: 69
Imbalance 10 delta: 0.060677
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: -0.023721

Tape

Buy volume: 2451
Sell volume: 1165
Buy/sell delta: 1286
Buy/sell ratio: 2.103863
Avg trade size: 36.16
Large trade count: 7
Largest trade size: 319

Candle

Return 1: 0
Return 3: 0.020597
Volume 1: 38
Volume avg 5: 301
Momentum 5: 0.330579

Cross Exchange

Mid avg: 0.4836925
Mid median: 0.4847175
Price deviation %: 0.404699
Spread %: 1.067827

Funding / OI / Volume

Funding rate: 0.000152
Funding delta: 0.000002
Funding abs: 0.000152
Funding pressure: 0.000154
Open interest: -
Volume 24h: 1213708
Quote volume 24h: 5577753.894
Price change 24h %: 3.23

Quality

Capture latency ms: 4637
Order book timestamp: 2026-06-25 00:20:22.669000+02:00
Ticker timestamp: 2026-06-25 00:20:21.838000+02:00
Trades timestamp: 2026-06-25 00:20:18.360000+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: 0.47329
Best ask: 0.48688
Spread: 0.01359
Spread %: 2.830749
Mid price: 0.480085
Last price: 0.48495
Mark price: -
Index price: -

Order Book

Bid depth 5: 131
Ask depth 5: 1278
Bid depth 10: 1764
Ask depth 10: 2661
Bid depth 20: 63717
Ask depth 20: 3617
Imbalance 5: -0.814053
Imbalance 10: -0.202712
Imbalance 20: 0.892565
Top bid size: 10
Top ask size: 233
Bid wall score: 0.000157
Ask wall score: 0.064418

Dynamics

Bid depth 5 delta: -1631
Ask depth 5 delta: 212
Imbalance 5 delta: -1.060163
Bid depth 10 delta: -37746
Ask depth 10 delta: -591
Imbalance 10 delta: -1.050614
Spread delta: -0.00001
Mid price delta: 0.001075
Wall shift score: -0.059118

Tape

Buy volume: 2456
Sell volume: 4628
Buy/sell delta: -2172
Buy/sell ratio: 0.530683
Avg trade size: 70.84
Large trade count: 0
Largest trade size: 210

Candle

Return 1: 0
Return 3: 0.123877
Volume 1: 0
Volume avg 5: 6
Momentum 5: 0.123877

Cross Exchange

Mid avg: 0.48342375
Mid median: 0.4847175
Price deviation %: -0.690647
Spread %: 1.290793

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73341
Volume 24h: 187032
Quote volume 24h: 187032
Price change 24h %: 3.734839

Quality

Capture latency ms: 6315
Order book timestamp: 2026-06-25 00:20:17.840000+02:00
Ticker timestamp: 2026-06-25 00:20:18.151000+02:00
Trades timestamp: 2026-06-25 00:18:07.498000+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: 0.48469
Best ask: 0.48488
Spread: 0.00019
Spread %: 0.039193
Mid price: 0.484785
Last price: 0.48435
Mark price: 0.48478
Index price: 0.48393

Order Book

Bid depth 5: 5
Ask depth 5: 7
Bid depth 10: 13
Ask depth 10: 14
Bid depth 20: 25
Ask depth 20: 55
Imbalance 5: -0.166667
Imbalance 10: -0.037037
Imbalance 20: -0.375
Top bid size: 1
Top ask size: 2
Bid wall score: 0.04
Ask wall score: 0.036364

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.075758
Bid depth 10 delta: 3
Ask depth 10 delta: 1
Imbalance 10 delta: 0.093398
Spread delta: 0.00003
Mid price delta: -0.000025
Wall shift score: -0.008619

Tape

Buy volume: 64
Sell volume: 41
Buy/sell delta: 23
Buy/sell ratio: 1.560976
Avg trade size: 1.05
Large trade count: 0
Largest trade size: 2

Candle

Return 1: -0.111365
Return 3: 0.01652
Volume 1: 26
Volume avg 5: 9.6
Momentum 5: 0.117822

Cross Exchange

Mid avg: 0.48343
Mid median: 0.48473
Price deviation %: 0.280289
Spread %: 1.290776

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3951800
Quote volume 24h: 1820958
Price change 24h %: 3.96

Quality

Capture latency ms: 12403
Order book timestamp: 2026-06-25 00:19:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:39.591000+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: 0.4846
Best ask: 0.4847
Spread: 0.0001
Spread %: 0.020633
Mid price: 0.48465
Last price: 0.4852
Mark price: -
Index price: -

Order Book

Bid depth 5: 2061
Ask depth 5: 3219
Bid depth 10: 6707
Ask depth 10: 8629
Bid depth 20: 12458
Ask depth 20: 17444
Imbalance 5: -0.219318
Imbalance 10: -0.125326
Imbalance 20: -0.166745
Top bid size: 54
Top ask size: 204
Bid wall score: 0.004335
Ask wall score: 0.011695

Dynamics

Bid depth 5 delta: 710
Ask depth 5 delta: 1605
Imbalance 5 delta: -0.130617
Bid depth 10 delta: 1964
Ask depth 10 delta: -813
Imbalance 10 delta: 0.205939
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: -0.00702

Tape

Buy volume: 5185
Sell volume: 7673
Buy/sell delta: -2488
Buy/sell ratio: 0.675746
Avg trade size: 128.58
Large trade count: 8
Largest trade size: 1833

Candle

Return 1: -0.08244
Return 3: 0.041271
Volume 1: 5398
Volume avg 5: 7466.2
Momentum 5: 0.103242

Cross Exchange

Mid avg: 0.483555
Mid median: 0.48498
Price deviation %: 0.226448
Spread %: 1.290443

Funding / OI / Volume

Funding rate: 0.00015224
Funding delta: 0.00000195
Funding abs: 0.00015224
Funding pressure: 0.00015419
Open interest: 22920774
Volume 24h: 47723442
Quote volume 24h: 21783885.95346
Price change 24h %: 3.786

Quality

Capture latency ms: 8526
Order book timestamp: 2026-06-25 00:19:45.224000+02:00
Ticker timestamp: 2026-06-25 00:19:35.222000+02:00
Trades timestamp: 2026-06-25 00:19:46.725000+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: 0.4853
Spread: 0.0001
Spread %: 0.020608
Mid price: 0.48525
Last price: 0.4847
Mark price: -
Index price: 0.4843

Order Book

Bid depth 5: 570
Ask depth 5: 637
Bid depth 10: 1396
Ask depth 10: 2653
Bid depth 20: 3841
Ask depth 20: 4880
Imbalance 5: -0.05551
Imbalance 10: -0.310447
Imbalance 20: -0.119138
Top bid size: 19
Top ask size: 43
Bid wall score: 0.004947
Ask wall score: 0.008811

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -60
Imbalance 5 delta: 0.047339
Bid depth 10 delta: 88
Ask depth 10 delta: 434
Imbalance 10 delta: -0.052154
Spread delta: 0
Mid price delta: -0.0004
Wall shift score: -0.023732

Tape

Buy volume: 3195
Sell volume: 1159
Buy/sell delta: 2036
Buy/sell ratio: 2.756687
Avg trade size: 43.54
Large trade count: 10
Largest trade size: 319

Candle

Return 1: 0
Return 3: 0
Volume 1: 159
Volume avg 5: 483
Momentum 5: 0.185835

Cross Exchange

Mid avg: 0.483655
Mid median: 0.48498
Price deviation %: 0.329781
Spread %: 1.372879

Funding / OI / Volume

Funding rate: 0.00015
Funding delta: 0.000004
Funding abs: 0.00015
Funding pressure: 0.000154
Open interest: -
Volume 24h: 1213615
Quote volume 24h: 5577304.071
Price change 24h %: 3.03

Quality

Capture latency ms: 30898
Order book timestamp: 2026-06-25 00:19:37.028000+02:00
Ticker timestamp: 2026-06-25 00:19:36.848000+02:00
Trades timestamp: 2026-06-25 00:19:37.358000+02:00
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: 0.47221
Best ask: 0.48581
Spread: 0.0136
Spread %: 2.839189
Mid price: 0.47901
Last price: 0.48495
Mark price: -
Index price: -

Order Book

Bid depth 5: 1762
Ask depth 5: 1066
Bid depth 10: 39510
Ask depth 10: 3252
Bid depth 20: 68043
Ask depth 20: 43319
Imbalance 5: 0.24611
Imbalance 10: 0.847902
Imbalance 20: 0.222015
Top bid size: 16
Top ask size: 233
Bid wall score: 0.000235
Ask wall score: 0.005379

Dynamics

Bid depth 5 delta: 1175
Ask depth 5 delta: -93
Imbalance 5 delta: 0.573716
Bid depth 10 delta: 16527
Ask depth 10 delta: 350
Imbalance 10 delta: 0.072125
Spread delta: -0.00014
Mid price delta: -0.00085
Wall shift score: 0.000026

Tape

Buy volume: 2456
Sell volume: 4628
Buy/sell delta: -2172
Buy/sell ratio: 0.530683
Avg trade size: 70.84
Large trade count: 0
Largest trade size: 210

Candle

Return 1: 0
Return 3: 0.123877
Volume 1: 0
Volume avg 5: 48
Momentum 5: 0.863145

Cross Exchange

Mid avg: 0.4838675
Mid median: 0.48498
Price deviation %: -1.003891
Spread %: 1.196609

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73341
Volume 24h: 187032
Quote volume 24h: 187032
Price change 24h %: 3.734839

Quality

Capture latency ms: 5578
Order book timestamp: 2026-06-25 00:19:06.440000+02:00
Ticker timestamp: 2026-06-25 00:19:06.732000+02:00
Trades timestamp: 2026-06-25 00:18:07.498000+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: 0.48473
Best ask: 0.48489
Spread: 0.00016
Spread %: 0.033003
Mid price: 0.48481
Last price: 0.48489
Mark price: 0.48489
Index price: 0.483993

Order Book

Bid depth 5: 5
Ask depth 5: 6
Bid depth 10: 10
Ask depth 10: 13
Bid depth 20: 24
Ask depth 20: 34
Imbalance 5: -0.090909
Imbalance 10: -0.130435
Imbalance 20: -0.172414
Top bid size: 1
Top ask size: 1
Bid wall score: 0.041667
Ask wall score: 0.029412

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.090909
Bid depth 10 delta: -5
Ask depth 10 delta: -2
Imbalance 10 delta: -0.130435
Spread delta: 0.00002
Mid price delta: 0.00024
Wall shift score: 0.007476

Tape

Buy volume: 64
Sell volume: 45
Buy/sell delta: 19
Buy/sell ratio: 1.422222
Avg trade size: 1.09
Large trade count: 1
Largest trade size: 7

Candle

Return 1: 0.035072
Return 3: 0.283339
Volume 1: 1
Volume avg 5: 14.2
Momentum 5: 0.768927

Cross Exchange

Mid avg: 0.4838075
Mid median: 0.48486
Price deviation %: 0.207211
Spread %: 1.196757

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3949700
Quote volume 24h: 1819940
Price change 24h %: 4.07

Quality

Capture latency ms: 9539
Order book timestamp: 2026-06-25 00:18:51+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:39.494000+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: 0.4851
Best ask: 0.4852
Spread: 0.0001
Spread %: 0.020612
Mid price: 0.48515
Last price: 0.4856
Mark price: -
Index price: -

Order Book

Bid depth 5: 1351
Ask depth 5: 1614
Bid depth 10: 4743
Ask depth 10: 9442
Bid depth 20: 12445
Ask depth 20: 18062
Imbalance 5: -0.088702
Imbalance 10: -0.331265
Imbalance 20: -0.184122
Top bid size: 13
Top ask size: 25
Bid wall score: 0.001045
Ask wall score: 0.001384

Dynamics

Bid depth 5 delta: 171
Ask depth 5 delta: -1350
Imbalance 5 delta: 0.3418
Bid depth 10 delta: -1520
Ask depth 10 delta: 838
Imbalance 10 delta: -0.173803
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: 0.014142

Tape

Buy volume: 6848
Sell volume: 4520
Buy/sell delta: 2328
Buy/sell ratio: 1.515044
Avg trade size: 113.68
Large trade count: 6
Largest trade size: 1833

Candle

Return 1: 0.041237
Return 3: 0.123813
Volume 1: 3265
Volume avg 5: 10950.4
Momentum 5: 0.684789

Cross Exchange

Mid avg: 0.4837575
Mid median: 0.48476
Price deviation %: 0.287851
Spread %: 1.196881

Funding / OI / Volume

Funding rate: 0.00015029
Funding delta: 0
Funding abs: 0.00015029
Funding pressure: 0.00015029
Open interest: 22920602
Volume 24h: 47734700
Quote volume 24h: 21789051.28196
Price change 24h %: 3.872

Quality

Capture latency ms: 6319
Order book timestamp: 2026-06-25 00:18:40.363000+02:00
Ticker timestamp: 2026-06-25 00:18:35.162000+02:00
Trades timestamp: 2026-06-25 00:18:41.860000+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: 0.4856
Best ask: 0.4857
Spread: 0.0001
Spread %: 0.020591
Mid price: 0.48565
Last price: 0.4856
Mark price: -
Index price: 0.4846

Order Book

Bid depth 5: 567
Ask depth 5: 697
Bid depth 10: 1308
Ask depth 10: 2219
Bid depth 20: 3684
Ask depth 20: 4438
Imbalance 5: -0.102848
Imbalance 10: -0.258293
Imbalance 20: -0.092834
Top bid size: 79
Top ask size: 7
Bid wall score: 0.021444
Ask wall score: 0.001577

Dynamics

Bid depth 5 delta: 64
Ask depth 5 delta: -173
Imbalance 5 delta: 0.16445
Bid depth 10 delta: -220
Ask depth 10 delta: 133
Imbalance 10 delta: -0.103894
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: 0.014732

Tape

Buy volume: 3303
Sell volume: 1291
Buy/sell delta: 2012
Buy/sell ratio: 2.558482
Avg trade size: 45.94
Large trade count: 10
Largest trade size: 319

Candle

Return 1: 0.020597
Return 3: 0.330579
Volume 1: 1023
Volume avg 5: 628.6
Momentum 5: 0.977334

Cross Exchange

Mid avg: 0.4835825
Mid median: 0.48476
Price deviation %: 0.427538
Spread %: 1.052561

Funding / OI / Volume

Funding rate: 0.000146
Funding delta: 0.000005
Funding abs: 0.000146
Funding pressure: 0.000151
Open interest: -
Volume 24h: 1213468
Quote volume 24h: 5576588.269
Price change 24h %: 3.23

Quality

Capture latency ms: 4976
Order book timestamp: 2026-06-25 00:18:33.504000+02:00
Ticker timestamp: 2026-06-25 00:18:33.848000+02:00
Trades timestamp: 2026-06-25 00:18:31.359000+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: 0.47299
Best ask: 0.48673
Spread: 0.01374
Spread %: 2.863335
Mid price: 0.47986
Last price: 0.48495
Mark price: -
Index price: -

Order Book

Bid depth 5: 587
Ask depth 5: 1159
Bid depth 10: 22983
Ask depth 10: 2902
Bid depth 20: 70751
Ask depth 20: 42848
Imbalance 5: -0.327606
Imbalance 10: 0.775777
Imbalance 20: 0.245627
Top bid size: 19
Top ask size: 233
Bid wall score: 0.000269
Ask wall score: 0.005438

Dynamics

Bid depth 5 delta: -1177
Ask depth 5 delta: 131
Imbalance 5 delta: -0.591216
Bid depth 10 delta: -16498
Ask depth 10 delta: -146
Imbalance 10 delta: -0.080885
Spread delta: 0.00007
Mid price delta: 0.000425
Wall shift score: 0.002344

Tape

Buy volume: 2456
Sell volume: 4628
Buy/sell delta: -2172
Buy/sell ratio: 0.530683
Avg trade size: 70.84
Large trade count: 0
Largest trade size: 210

Candle

Return 1: 0.123877
Return 3: 0.123877
Volume 1: 30
Volume avg 5: 48
Momentum 5: 0.863145

Cross Exchange

Mid avg: 0.48347625
Mid median: 0.48476
Price deviation %: -0.747968
Spread %: 1.140697

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73326
Volume 24h: 187032
Quote volume 24h: 187032
Price change 24h %: 3.734839

Quality

Capture latency ms: 6745
Order book timestamp: 2026-06-25 00:18:29.098000+02:00
Ticker timestamp: 2026-06-25 00:18:29.377000+02:00
Trades timestamp: 2026-06-25 00:18:07.498000+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: 7470
gate: 7468
htx: 7413
mexc: 7465

By Symbol

VELVET/USDT:USDT: 29816

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.