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: 30430
Total labels: 91290
Pending labels: 71807
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 03:38:16.331130+02:00
Recent trades snapshots: 30429
Micro candles: 608560
Avg data quality: 75.9098258297732501
Latest latency: 10199 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 63 of 3043 · 30430 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 01:59:20.189658+02:00	mexc	VELVET/USDT:USDT	0.48285	78	4393 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 01:59:15.745119+02:00	htx	VELVET/USDT:USDT	0.47281	80	5602 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 01:58:58.534596+02:00	gate	VELVET/USDT:USDT	0.48162	68	9575 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 01:58:48.858709+02:00	binance	VELVET/USDT:USDT	0.4821	80	7332 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 01:58:41.442503+02:00	mexc	VELVET/USDT:USDT	0.48195	78	4122 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 01:58:37.272179+02:00	htx	VELVET/USDT:USDT	0.472465	80	5837 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 01:58:22.328652+02:00	gate	VELVET/USDT:USDT	0.480375	68	9664 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 01:58:12.572384+02:00	binance	VELVET/USDT:USDT	0.4816	80	5665 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 01:58:06.812453+02:00	mexc	VELVET/USDT:USDT	0.48145	78	4886 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 01:58:01.858357+02:00	htx	VELVET/USDT:USDT	0.472125	90	4473 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4827
Best ask: 0.483
Spread: 0.0003
Spread %: 0.062131
Mid price: 0.48285
Last price: 0.4827
Mark price: -
Index price: 0.4813

Order Book

Bid depth 5: 816
Ask depth 5: 531
Bid depth 10: 1978
Ask depth 10: 2129
Bid depth 20: 4088
Ask depth 20: 4603
Imbalance 5: 0.211581
Imbalance 10: -0.036766
Imbalance 20: -0.059257
Top bid size: 85
Top ask size: 21
Bid wall score: 0.020793
Ask wall score: 0.004562

Dynamics

Bid depth 5 delta: 90
Ask depth 5 delta: -546
Imbalance 5 delta: 0.406257
Bid depth 10 delta: 92
Ask depth 10 delta: -141
Imbalance 10 delta: 0.05563
Spread delta: 0.0002
Mid price delta: 0.0009
Wall shift score: 0.018868

Tape

Buy volume: 1736
Sell volume: 619
Buy/sell delta: 1117
Buy/sell ratio: 2.804523
Avg trade size: 23.55
Large trade count: 6
Largest trade size: 300

Candle

Return 1: -0.020734
Return 3: 0.332917
Volume 1: 143
Volume avg 5: 110
Momentum 5: 0.374688

Cross Exchange

Mid avg: 0.47962
Mid median: 0.481785
Price deviation %: 0.67345
Spread %: 1.93695

Funding / OI / Volume

Funding rate: 0.000139
Funding delta: 0
Funding abs: 0.000139
Funding pressure: 0.000139
Open interest: -
Volume 24h: 1182550
Quote volume 24h: 5437692.473
Price change 24h %: 2.61

Quality

Capture latency ms: 4393
Order book timestamp: 2026-06-25 01:59:18.672000+02:00
Ticker timestamp: 2026-06-25 01:59:15.728000+02:00
Trades timestamp: 2026-06-25 01:59:18.945000+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: 0.47008
Best ask: 0.47554
Spread: 0.00546
Spread %: 1.154798
Mid price: 0.47281
Last price: 0.47552
Mark price: -
Index price: -

Order Book

Bid depth 5: 130
Ask depth 5: 765
Bid depth 10: 19072
Ask depth 10: 2956
Bid depth 20: 64690
Ask depth 20: 25914
Imbalance 5: -0.709497
Imbalance 10: 0.731614
Imbalance 20: 0.427972
Top bid size: 9
Top ask size: 1
Bid wall score: 0.000139
Ask wall score: 0.000039

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -177
Imbalance 5 delta: 0.05125
Bid depth 10 delta: 17300
Ask depth 10 delta: -23
Imbalance 10 delta: 0.985666
Spread delta: -0.00069
Mid price delta: 0.000345
Wall shift score: -0.000057

Tape

Buy volume: 3704
Sell volume: 4344
Buy/sell delta: -640
Buy/sell ratio: 0.85267
Avg trade size: 80.48
Large trade count: 0
Largest trade size: 210

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 42
Momentum 5: 0

Cross Exchange

Mid avg: 0.47953375
Mid median: 0.481785
Price deviation %: -1.402143
Spread %: 2.009243

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73339
Volume 24h: 185700
Quote volume 24h: 185700
Price change 24h %: 1.717684

Quality

Capture latency ms: 5602
Order book timestamp: 2026-06-25 01:59:14.440000+02:00
Ticker timestamp: 2026-06-25 01:59:14.753000+02:00
Trades timestamp: 2026-06-25 01:57:04.867000+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: 0.48151
Best ask: 0.48173
Spread: 0.00022
Spread %: 0.045679
Mid price: 0.48162
Last price: 0.48171
Mark price: 0.48133
Index price: 0.481335

Order Book

Bid depth 5: 5
Ask depth 5: 6
Bid depth 10: 12
Ask depth 10: 15
Bid depth 20: 30
Ask depth 20: 34
Imbalance 5: -0.090909
Imbalance 10: -0.111111
Imbalance 20: -0.0625
Top bid size: 1
Top ask size: 2
Bid wall score: 0.033333
Ask wall score: 0.058824

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -186
Imbalance 5 delta: 0.838739
Bid depth 10 delta: -5
Ask depth 10 delta: -182
Imbalance 10 delta: 0.73001
Spread delta: 0.00009
Mid price delta: 0.001245
Wall shift score: -0.053053

Tape

Buy volume: 283
Sell volume: 39
Buy/sell delta: 244
Buy/sell ratio: 7.25641
Avg trade size: 3.22
Large trade count: 7
Largest trade size: 55

Candle

Return 1: 0.255994
Return 3: 0.437856
Volume 1: 259
Volume avg 5: 69.2
Momentum 5: 0.287302

Cross Exchange

Mid avg: 0.4792225
Mid median: 0.4811625
Price deviation %: 0.50029
Spread %: 2.010548

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4110300
Quote volume 24h: 1897989
Price change 24h %: 4.72

Quality

Capture latency ms: 9575
Order book timestamp: 2026-06-25 01:58:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:45.533000+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: 0.482
Best ask: 0.4822
Spread: 0.0002
Spread %: 0.041485
Mid price: 0.4821
Last price: 0.482
Mark price: -
Index price: -

Order Book

Bid depth 5: 2865
Ask depth 5: 2969
Bid depth 10: 7893
Ask depth 10: 8713
Bid depth 20: 15033
Ask depth 20: 16703
Imbalance 5: -0.017827
Imbalance 10: -0.04938
Imbalance 20: -0.052622
Top bid size: 132
Top ask size: 12
Bid wall score: 0.008781
Ask wall score: 0.000718

Dynamics

Bid depth 5 delta: -1620
Ask depth 5 delta: -1473
Imbalance 5 delta: -0.022643
Bid depth 10 delta: -2619
Ask depth 10 delta: -2830
Imbalance 10 delta: -0.002633
Spread delta: 0
Mid price delta: 0.0005
Wall shift score: -0.02588

Tape

Buy volume: 7377
Sell volume: 8680
Buy/sell delta: -1303
Buy/sell ratio: 0.849885
Avg trade size: 160.57
Large trade count: 10
Largest trade size: 2089

Candle

Return 1: 0.207814
Return 3: 0.24948
Volume 1: 9237
Volume avg 5: 8969.6
Momentum 5: 0.312045

Cross Exchange

Mid avg: 0.4790975
Mid median: 0.4809875
Price deviation %: 0.626699
Spread %: 1.979764

Funding / OI / Volume

Funding rate: 0.0001397
Funding delta: 0
Funding abs: 0.0001397
Funding pressure: 0.0001397
Open interest: 22910811
Volume 24h: 47440973
Quote volume 24h: 21677520.50392
Price change 24h %: 3.991

Quality

Capture latency ms: 7332
Order book timestamp: 2026-06-25 01:58:46.086000+02:00
Ticker timestamp: 2026-06-25 01:58:27.732000+02:00
Trades timestamp: 2026-06-25 01:58:46.393000+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: 0.4819
Best ask: 0.482
Spread: 0.0001
Spread %: 0.020749
Mid price: 0.48195
Last price: 0.4816
Mark price: -
Index price: 0.4808

Order Book

Bid depth 5: 726
Ask depth 5: 1077
Bid depth 10: 1886
Ask depth 10: 2270
Bid depth 20: 3858
Ask depth 20: 4189
Imbalance 5: -0.194676
Imbalance 10: -0.092397
Imbalance 20: -0.041133
Top bid size: 81
Top ask size: 99
Bid wall score: 0.020995
Ask wall score: 0.023633

Dynamics

Bid depth 5 delta: -320
Ask depth 5 delta: -317
Imbalance 5 delta: -0.052053
Bid depth 10 delta: -757
Ask depth 10 delta: -673
Imbalance 10 delta: -0.038691
Spread delta: 0
Mid price delta: 0.0005
Wall shift score: -0.046771

Tape

Buy volume: 1750
Sell volume: 450
Buy/sell delta: 1300
Buy/sell ratio: 3.888889
Avg trade size: 22
Large trade count: 7
Largest trade size: 300

Candle

Return 1: 0.166251
Return 3: 0.2079
Volume 1: 27
Volume avg 5: 89
Momentum 5: 0.249584

Cross Exchange

Mid avg: 0.4789725
Mid median: 0.4809125
Price deviation %: 0.621643
Spread %: 1.907208

Funding / OI / Volume

Funding rate: 0.000139
Funding delta: 0
Funding abs: 0.000139
Funding pressure: 0.000139
Open interest: -
Volume 24h: 1182477
Quote volume 24h: 5437340.852
Price change 24h %: 2.38

Quality

Capture latency ms: 4122
Order book timestamp: 2026-06-25 01:58:39.674000+02:00
Ticker timestamp: 2026-06-25 01:58:39.933000+02:00
Trades timestamp: 2026-06-25 01:58:40.359000+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: 0.46939
Best ask: 0.47554
Spread: 0.00615
Spread %: 1.301684
Mid price: 0.472465
Last price: 0.47552
Mark price: -
Index price: -

Order Book

Bid depth 5: 128
Ask depth 5: 942
Bid depth 10: 1772
Ask depth 10: 2979
Bid depth 20: 55468
Ask depth 20: 43372
Imbalance 5: -0.760748
Imbalance 10: -0.254052
Imbalance 20: 0.12238
Top bid size: 10
Top ask size: 1
Bid wall score: 0.00018
Ask wall score: 0.000023

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 177
Imbalance 5 delta: -0.047422
Bid depth 10 delta: -4
Ask depth 10 delta: 13
Imbalance 10 delta: -0.003103
Spread delta: -0.00068
Mid price delta: 0.00034
Wall shift score: 0.000056

Tape

Buy volume: 3704
Sell volume: 4344
Buy/sell delta: -640
Buy/sell ratio: 0.85267
Avg trade size: 80.48
Large trade count: 0
Largest trade size: 210

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 84
Momentum 5: 0

Cross Exchange

Mid avg: 0.4788875
Mid median: 0.4809125
Price deviation %: -1.341129
Spread %: 1.978544

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73339
Volume 24h: 185702
Quote volume 24h: 185702
Price change 24h %: 1.717684

Quality

Capture latency ms: 5837
Order book timestamp: 2026-06-25 01:58:35.498000+02:00
Ticker timestamp: 2026-06-25 01:58:35.833000+02:00
Trades timestamp: 2026-06-25 01:57:04.867000+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: 0.48031
Best ask: 0.48044
Spread: 0.00013
Spread %: 0.027062
Mid price: 0.480375
Last price: 0.48033
Mark price: 0.48058
Index price: 0.480585

Order Book

Bid depth 5: 7
Ask depth 5: 192
Bid depth 10: 17
Ask depth 10: 197
Bid depth 20: 31
Ask depth 20: 213
Imbalance 5: -0.929648
Imbalance 10: -0.841121
Imbalance 20: -0.745902
Top bid size: 1
Top ask size: 1
Bid wall score: 0.032258
Ask wall score: 0.004695

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 186
Imbalance 5 delta: -1.072505
Bid depth 10 delta: 2
Ask depth 10 delta: 186
Imbalance 10 delta: -0.994968
Spread delta: -0.00012
Mid price delta: 0.00002
Wall shift score: 0.034476

Tape

Buy volume: 282
Sell volume: 40
Buy/sell delta: 242
Buy/sell ratio: 7.05
Avg trade size: 3.22
Large trade count: 7
Largest trade size: 55

Candle

Return 1: -0.008325
Return 3: 0.173057
Volume 1: 64
Volume avg 5: 30.2
Momentum 5: 0.022901

Cross Exchange

Mid avg: 0.4788825
Mid median: 0.4809025
Price deviation %: 0.311663
Spread %: 1.978565

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4084500
Quote volume 24h: 1885591
Price change 24h %: 4.42

Quality

Capture latency ms: 9664
Order book timestamp: 2026-06-25 01:58:21+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:45.501000+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: 0.4815
Best ask: 0.4817
Spread: 0.0002
Spread %: 0.041528
Mid price: 0.4816
Last price: 0.4813
Mark price: -
Index price: -

Order Book

Bid depth 5: 4485
Ask depth 5: 4442
Bid depth 10: 10512
Ask depth 10: 11543
Bid depth 20: 17681
Ask depth 20: 18829
Imbalance 5: 0.004817
Imbalance 10: -0.046747
Imbalance 20: -0.031443
Top bid size: 710
Top ask size: 117
Bid wall score: 0.040156
Ask wall score: 0.006214

Dynamics

Bid depth 5 delta: -2149
Ask depth 5 delta: -699
Imbalance 5 delta: -0.121977
Bid depth 10 delta: -1136
Ask depth 10 delta: 1201
Imbalance 10 delta: -0.106137
Spread delta: 0
Mid price delta: 0.0005
Wall shift score: -0.093783

Tape

Buy volume: 4831
Sell volume: 6932
Buy/sell delta: -2101
Buy/sell ratio: 0.696913
Avg trade size: 117.63
Large trade count: 11
Largest trade size: 841

Candle

Return 1: 0.103907
Return 3: 0.14553
Volume 1: 1653
Volume avg 5: 7452.8
Momentum 5: 0.20803

Cross Exchange

Mid avg: 0.4787575
Mid median: 0.4807275
Price deviation %: 0.593724
Spread %: 1.94775

Funding / OI / Volume

Funding rate: 0.0001397
Funding delta: 0
Funding abs: 0.0001397
Funding pressure: 0.0001397
Open interest: 22911051
Volume 24h: 47433242
Quote volume 24h: 21673795.68382
Price change 24h %: 3.84

Quality

Capture latency ms: 5665
Order book timestamp: 2026-06-25 01:58:10.419000+02:00
Ticker timestamp: 2026-06-25 01:58:01.191000+02:00
Trades timestamp: 2026-06-25 01:58:10.604000+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: 0.4814
Best ask: 0.4815
Spread: 0.0001
Spread %: 0.020771
Mid price: 0.48145
Last price: 0.4812
Mark price: -
Index price: 0.4803

Order Book

Bid depth 5: 1046
Ask depth 5: 1394
Bid depth 10: 2643
Ask depth 10: 2943
Bid depth 20: 4746
Ask depth 20: 5039
Imbalance 5: -0.142623
Imbalance 10: -0.053706
Imbalance 20: -0.029944
Top bid size: 314
Top ask size: 111
Bid wall score: 0.066161
Ask wall score: 0.022028

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 677
Imbalance 5 delta: -0.329237
Bid depth 10 delta: -122
Ask depth 10 delta: 916
Imbalance 10 delta: -0.207712
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: -0.018394

Tape

Buy volume: 1734
Sell volume: 450
Buy/sell delta: 1284
Buy/sell ratio: 3.853333
Avg trade size: 21.84
Large trade count: 7
Largest trade size: 300

Candle

Return 1: 0.124844
Return 3: 0.166528
Volume 1: 15
Volume avg 5: 123.2
Momentum 5: 0.104015

Cross Exchange

Mid avg: 0.4786575
Mid median: 0.4807025
Price deviation %: 0.583403
Spread %: 1.875036

Funding / OI / Volume

Funding rate: 0.000139
Funding delta: 0.000003
Funding abs: 0.000139
Funding pressure: 0.000142
Open interest: -
Volume 24h: 1182455
Quote volume 24h: 5437232.415
Price change 24h %: 2.29

Quality

Capture latency ms: 4886
Order book timestamp: 2026-06-25 01:58:04.989000+02:00
Ticker timestamp: 2026-06-25 01:58:03.933000+02:00
Trades timestamp: 2026-06-25 01:57:59.356000+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: 0.46871
Best ask: 0.47554
Spread: 0.00683
Spread %: 1.446651
Mid price: 0.472125
Last price: 0.47552
Mark price: -
Index price: -

Order Book

Bid depth 5: 128
Ask depth 5: 765
Bid depth 10: 1776
Ask depth 10: 2966
Bid depth 20: 64384
Ask depth 20: 43446
Imbalance 5: -0.713326
Imbalance 10: -0.250949
Imbalance 20: 0.194176
Top bid size: 8
Top ask size: 1
Bid wall score: 0.000124
Ask wall score: 0.000023

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -75
Imbalance 5 delta: 0.015069
Bid depth 10 delta: -2
Ask depth 10 delta: 89
Imbalance 10 delta: -0.014859
Spread delta: -0.0003
Mid price delta: 0.00015
Wall shift score: -0

Tape

Buy volume: 3704
Sell volume: 4344
Buy/sell delta: -640
Buy/sell ratio: 0.85267
Avg trade size: 80.48
Large trade count: 0
Largest trade size: 210

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 84
Momentum 5: 0

Cross Exchange

Mid avg: 0.47862
Mid median: 0.4807025
Price deviation %: -1.357026
Spread %: 1.906523

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73339
Volume 24h: 185702
Quote volume 24h: 185702
Price change 24h %: 1.717684

Quality

Capture latency ms: 4473
Order book timestamp: 2026-06-25 01:57:59.740000+02:00
Ticker timestamp: 2026-06-25 01:58:00.360000+02:00
Trades timestamp: 2026-06-25 01:57:04.867000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 7624
gate: 7622
htx: 7565
mexc: 7619

By Symbol

VELVET/USDT:USDT: 30430

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.