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: 31282
Total labels: 93846
Pending labels: 74363
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 05:55:41.403127+02:00
Recent trades snapshots: 31281
Micro candles: 625600
Avg data quality: 75.9340195639664983
Latest latency: 10049 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 65 of 3129 · 31282 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 04:12:59.254047+02:00	htx	VELVET/USDT:USDT	0.47216	80	5908 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 04:12:43.546594+02:00	gate	VELVET/USDT:USDT	0.47685	68	9384 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 04:12:34.063227+02:00	binance	VELVET/USDT:USDT	0.47725	80	7120 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 04:12:26.848249+02:00	mexc	VELVET/USDT:USDT	0.47735	78	4169 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 04:12:22.628186+02:00	htx	VELVET/USDT:USDT	0.471725	80	5552 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 04:12:06.301763+02:00	gate	VELVET/USDT:USDT	0.476515	68	10515 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 04:11:55.696836+02:00	binance	VELVET/USDT:USDT	0.47655	80	6911 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 04:11:48.704141+02:00	mexc	VELVET/USDT:USDT	0.4765	78	4619 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 04:11:44.028328+02:00	htx	VELVET/USDT:USDT	0.47033	80	5112 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 04:11:28.841076+02:00	gate	VELVET/USDT:USDT	0.47526	68	9549 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.46539
Best ask: 0.47893
Spread: 0.01354
Spread %: 2.867672
Mid price: 0.47216
Last price: 0.4763
Mark price: -
Index price: -

Order Book

Bid depth 5: 1791
Ask depth 5: 1164
Bid depth 10: 47784
Ask depth 10: 3003
Bid depth 20: 69926
Ask depth 20: 43784
Imbalance 5: 0.212183
Imbalance 10: 0.881741
Imbalance 20: 0.229901
Top bid size: 19
Top ask size: 233
Bid wall score: 0.000272
Ask wall score: 0.005322

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -519
Imbalance 5 delta: 0.181932
Bid depth 10 delta: -17
Ask depth 10 delta: 63
Imbalance 10 delta: -0.002376
Spread delta: 0.00009
Mid price delta: 0.000435
Wall shift score: 0.000064

Tape

Buy volume: 2844
Sell volume: 5496
Buy/sell delta: -2652
Buy/sell ratio: 0.517467
Avg trade size: 83.4
Large trade count: 1
Largest trade size: 392

Candle

Return 1: 0
Return 3: 2.901463
Volume 1: 0
Volume avg 5: 42.4
Momentum 5: 2.901463

Cross Exchange

Mid avg: 0.47579375
Mid median: 0.47705
Price deviation %: -0.763724
Spread %: 1.182235

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73398
Volume 24h: 186178
Quote volume 24h: 186178
Price change 24h %: 1.884532

Quality

Capture latency ms: 5908
Order book timestamp: 2026-06-25 04:12:57.240000+02:00
Ticker timestamp: 2026-06-25 04:12:57.783000+02:00
Trades timestamp: 2026-06-25 04:10:40.352000+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: 0.47678
Best ask: 0.47692
Spread: 0.00014
Spread %: 0.029359
Mid price: 0.47685
Last price: 0.47688
Mark price: 0.47656
Index price: 0.476555

Order Book

Bid depth 5: 5
Ask depth 5: 13
Bid depth 10: 10
Ask depth 10: 23
Bid depth 20: 38
Ask depth 20: 59
Imbalance 5: -0.444444
Imbalance 10: -0.393939
Imbalance 20: -0.216495
Top bid size: 1
Top ask size: 2
Bid wall score: 0.026316
Ask wall score: 0.033898

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 3
Imbalance 5 delta: -0.111111
Bid depth 10 delta: 0
Ask depth 10 delta: -6
Imbalance 10 delta: 0.09324
Spread delta: -0.00003
Mid price delta: 0.000335
Wall shift score: -0.016546

Tape

Buy volume: 40
Sell volume: 68
Buy/sell delta: -28
Buy/sell ratio: 0.588235
Avg trade size: 1.08
Large trade count: 2
Largest trade size: 6

Candle

Return 1: 0.111263
Return 3: 0.094452
Volume 1: 8
Volume avg 5: 16.2
Momentum 5: 0.69682

Cross Exchange

Mid avg: 0.47571
Mid median: 0.4768825
Price deviation %: 0.239642
Spread %: 1.182443

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4040500
Quote volume 24h: 1871020
Price change 24h %: 5.22

Quality

Capture latency ms: 9384
Order book timestamp: 2026-06-25 04:12:42+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:53.557000+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: 0.4772
Best ask: 0.4773
Spread: 0.0001
Spread %: 0.020953
Mid price: 0.47725
Last price: 0.4772
Mark price: -
Index price: -

Order Book

Bid depth 5: 3319
Ask depth 5: 4242
Bid depth 10: 12628
Ask depth 10: 18396
Bid depth 20: 27535
Ask depth 20: 51401
Imbalance 5: -0.122074
Imbalance 10: -0.185921
Imbalance 20: -0.302346
Top bid size: 881
Top ask size: 134
Bid wall score: 0.031996
Ask wall score: 0.002607

Dynamics

Bid depth 5 delta: -94
Ask depth 5 delta: 139
Imbalance 5 delta: -0.03027
Bid depth 10 delta: 421
Ask depth 10 delta: 289
Imbalance 10 delta: 0.008709
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: 0.031445

Tape

Buy volume: 11091
Sell volume: 5079
Buy/sell delta: 6012
Buy/sell ratio: 2.183698
Avg trade size: 161.7
Large trade count: 8
Largest trade size: 2878

Candle

Return 1: 0.083857
Return 3: 0.083857
Volume 1: 5189
Volume avg 5: 15916
Momentum 5: 0.420698

Cross Exchange

Mid avg: 0.475535
Mid median: 0.4765325
Price deviation %: 0.360646
Spread %: 1.182878

Funding / OI / Volume

Funding rate: 0.00011252
Funding delta: -0.00000045
Funding abs: 0.00011252
Funding pressure: 0.00011297
Open interest: 22706797
Volume 24h: 47693954
Quote volume 24h: 21851494.6628
Price change 24h %: 5.156

Quality

Capture latency ms: 7120
Order book timestamp: 2026-06-25 04:12:31.497000+02:00
Ticker timestamp: 2026-06-25 04:12:23.903000+02:00
Trades timestamp: 2026-06-25 04:12:26.356000+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: 0.4773
Best ask: 0.4774
Spread: 0.0001
Spread %: 0.020949
Mid price: 0.47735
Last price: 0.4776
Mark price: -
Index price: 0.4767

Order Book

Bid depth 5: 850
Ask depth 5: 1440
Bid depth 10: 3492
Ask depth 10: 3404
Bid depth 20: 7406
Ask depth 20: 7275
Imbalance 5: -0.257642
Imbalance 10: 0.012761
Imbalance 20: 0.008923
Top bid size: 7
Top ask size: 38
Bid wall score: 0.000945
Ask wall score: 0.005223

Dynamics

Bid depth 5 delta: 20
Ask depth 5 delta: -536
Imbalance 5 delta: 0.150769
Bid depth 10 delta: 588
Ask depth 10 delta: -2173
Imbalance 10 delta: 0.327936
Spread delta: -0.0001
Mid price delta: 0.00085
Wall shift score: -0.025299

Tape

Buy volume: 1133
Sell volume: 653
Buy/sell delta: 480
Buy/sell ratio: 1.735069
Avg trade size: 17.86
Large trade count: 8
Largest trade size: 166

Candle

Return 1: 0.251889
Return 3: 0.125786
Volume 1: 29
Volume avg 5: 111.4
Momentum 5: 0.483905

Cross Exchange

Mid avg: 0.4753225
Mid median: 0.4765075
Price deviation %: 0.426552
Spread %: 1.0151

Funding / OI / Volume

Funding rate: 0.000112
Funding delta: 0
Funding abs: 0.000112
Funding pressure: 0.000112
Open interest: -
Volume 24h: 1181754
Quote volume 24h: 5442095.422
Price change 24h %: 1.53

Quality

Capture latency ms: 4169
Order book timestamp: 2026-06-25 04:12:24.926000+02:00
Ticker timestamp: 2026-06-25 04:12:25.013000+02:00
Trades timestamp: 2026-06-25 04:12:17.358000+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: 0.465
Best ask: 0.47845
Spread: 0.01345
Spread %: 2.851237
Mid price: 0.471725
Last price: 0.4763
Mark price: -
Index price: -

Order Book

Bid depth 5: 1788
Ask depth 5: 1683
Bid depth 10: 47801
Ask depth 10: 2940
Bid depth 20: 69960
Ask depth 20: 43730
Imbalance 5: 0.030251
Imbalance 10: 0.884117
Imbalance 20: 0.230715
Top bid size: 15
Top ask size: 233
Bid wall score: 0.000214
Ask wall score: 0.005328

Dynamics

Bid depth 5 delta: -13
Ask depth 5 delta: 506
Imbalance 5 delta: -0.179286
Bid depth 10 delta: -94
Ask depth 10 delta: -91
Imbalance 10 delta: 0.003153
Spread delta: 0.00067
Mid price delta: 0.001395
Wall shift score: 0.002191

Tape

Buy volume: 2844
Sell volume: 5496
Buy/sell delta: -2652
Buy/sell ratio: 0.517467
Avg trade size: 83.4
Large trade count: 1
Largest trade size: 392

Candle

Return 1: 0
Return 3: 2.901463
Volume 1: 0
Volume avg 5: 42.4
Momentum 5: 2.901463

Cross Exchange

Mid avg: 0.47497375
Mid median: 0.4765075
Price deviation %: -0.683985
Spread %: 1.309546

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73398
Volume 24h: 186178
Quote volume 24h: 186178
Price change 24h %: 1.884532

Quality

Capture latency ms: 5552
Order book timestamp: 2026-06-25 04:12:21.398000+02:00
Ticker timestamp: 2026-06-25 04:12:21.644000+02:00
Trades timestamp: 2026-06-25 04:10:40.352000+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: 0.47643
Best ask: 0.4766
Spread: 0.00017
Spread %: 0.035676
Mid price: 0.476515
Last price: 0.47635
Mark price: 0.47606
Index price: 0.476058

Order Book

Bid depth 5: 5
Ask depth 5: 10
Bid depth 10: 10
Ask depth 10: 29
Bid depth 20: 35
Ask depth 20: 51
Imbalance 5: -0.333333
Imbalance 10: -0.487179
Imbalance 20: -0.186047
Top bid size: 1
Top ask size: 1
Bid wall score: 0.028571
Ask wall score: 0.019608

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -5
Imbalance 5 delta: 0.095238
Bid depth 10 delta: -11
Ask depth 10 delta: -3
Imbalance 10 delta: -0.279632
Spread delta: 0.00001
Mid price delta: 0.001255
Wall shift score: 0.003291

Tape

Buy volume: 34
Sell volume: 71
Buy/sell delta: -37
Buy/sell ratio: 0.478873
Avg trade size: 1.05
Large trade count: 1
Largest trade size: 6

Candle

Return 1: 0
Return 3: -0.016792
Volume 1: 0
Volume avg 5: 14.6
Momentum 5: 0.584906

Cross Exchange

Mid avg: 0.47466
Mid median: 0.47588
Price deviation %: 0.390806
Spread %: 1.310412

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4040300
Quote volume 24h: 1870925
Price change 24h %: 4.98

Quality

Capture latency ms: 10515
Order book timestamp: 2026-06-25 04:12:05+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:53.518000+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: 0.4765
Best ask: 0.4766
Spread: 0.0001
Spread %: 0.020984
Mid price: 0.47655
Last price: 0.4765
Mark price: -
Index price: -

Order Book

Bid depth 5: 3413
Ask depth 5: 4103
Bid depth 10: 12207
Ask depth 10: 18107
Bid depth 20: 29763
Ask depth 20: 30711
Imbalance 5: -0.091804
Imbalance 10: -0.19463
Imbalance 20: -0.015676
Top bid size: 27
Top ask size: 91
Bid wall score: 0.000907
Ask wall score: 0.002963

Dynamics

Bid depth 5 delta: 300
Ask depth 5 delta: -450
Imbalance 5 delta: 0.096038
Bid depth 10 delta: -4111
Ask depth 10 delta: 1313
Imbalance 10 delta: -0.180254
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: -0.004942

Tape

Buy volume: 10960
Sell volume: 11894
Buy/sell delta: -934
Buy/sell ratio: 0.921473
Avg trade size: 228.54
Large trade count: 9
Largest trade size: 2878

Candle

Return 1: 0.062999
Return 3: 0.210305
Volume 1: 5208
Volume avg 5: 17584
Momentum 5: 0.400337

Cross Exchange

Mid avg: 0.474635
Mid median: 0.475855
Price deviation %: 0.403468
Spread %: 1.299946

Funding / OI / Volume

Funding rate: 0.00011297
Funding delta: 0
Funding abs: 0.00011297
Funding pressure: 0.00011297
Open interest: 22705743
Volume 24h: 47692075
Quote volume 24h: 21850535.8019
Price change 24h %: 4.887

Quality

Capture latency ms: 6911
Order book timestamp: 2026-06-25 04:11:53.385000+02:00
Ticker timestamp: 2026-06-25 04:11:47.389000+02:00
Trades timestamp: 2026-06-25 04:11:54.737000+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: 0.4764
Best ask: 0.4766
Spread: 0.0002
Spread %: 0.041973
Mid price: 0.4765
Last price: 0.4765
Mark price: -
Index price: 0.4759

Order Book

Bid depth 5: 830
Ask depth 5: 1976
Bid depth 10: 2904
Ask depth 10: 5577
Bid depth 20: 7471
Ask depth 20: 9694
Imbalance 5: -0.408411
Imbalance 10: -0.315175
Imbalance 20: -0.129508
Top bid size: 174
Top ask size: 22
Bid wall score: 0.02329
Ask wall score: 0.002269

Dynamics

Bid depth 5 delta: 42
Ask depth 5 delta: 524
Imbalance 5 delta: -0.111982
Bid depth 10 delta: 773
Ask depth 10 delta: 1548
Imbalance 10 delta: -0.007058
Spread delta: 0.0001
Mid price delta: -0.00005
Wall shift score: 0.014344

Tape

Buy volume: 1118
Sell volume: 691
Buy/sell delta: 427
Buy/sell ratio: 1.617945
Avg trade size: 18.09
Large trade count: 8
Largest trade size: 166

Candle

Return 1: 0.062999
Return 3: 0.189235
Volume 1: 67
Volume avg 5: 112
Momentum 5: 0.442664

Cross Exchange

Mid avg: 0.4746475
Mid median: 0.475855
Price deviation %: 0.39029
Spread %: 1.310446

Funding / OI / Volume

Funding rate: 0.000112
Funding delta: 0
Funding abs: 0.000112
Funding pressure: 0.000112
Open interest: -
Volume 24h: 1181727
Quote volume 24h: 5441962.323
Price change 24h %: 1.29

Quality

Capture latency ms: 4619
Order book timestamp: 2026-06-25 04:11:47.271000+02:00
Ticker timestamp: 2026-06-25 04:11:45.942000+02:00
Trades timestamp: 2026-06-25 04:11:40.965000+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: 0.46394
Best ask: 0.47672
Spread: 0.01278
Spread %: 2.717241
Mid price: 0.47033
Last price: 0.4763
Mark price: -
Index price: -

Order Book

Bid depth 5: 1801
Ask depth 5: 1177
Bid depth 10: 47895
Ask depth 10: 3031
Bid depth 20: 70114
Ask depth 20: 43958
Imbalance 5: 0.209537
Imbalance 10: 0.880965
Imbalance 20: 0.229294
Top bid size: 19
Top ask size: 333
Bid wall score: 0.000271
Ask wall score: 0.007575

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 327
Imbalance 5 delta: -0.148954
Bid depth 10 delta: -3
Ask depth 10 delta: 691
Imbalance 10 delta: -0.025879
Spread delta: -0.00047
Mid price delta: -0.000135
Wall shift score: 0.025211

Tape

Buy volume: 2844
Sell volume: 5496
Buy/sell delta: -2652
Buy/sell ratio: 0.517467
Avg trade size: 83.4
Large trade count: 1
Largest trade size: 392

Candle

Return 1: 0
Return 3: 2.901463
Volume 1: 0
Volume avg 5: 46
Momentum 5: 3.249442

Cross Exchange

Mid avg: 0.47468125
Mid median: 0.475855
Price deviation %: -0.916668
Spread %: 1.281913

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73398
Volume 24h: 186400
Quote volume 24h: 186400
Price change 24h %: 1.884532

Quality

Capture latency ms: 5112
Order book timestamp: 2026-06-25 04:11:42.898000+02:00
Ticker timestamp: 2026-06-25 04:11:43.151000+02:00
Trades timestamp: 2026-06-25 04:10:40.352000+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: 0.47518
Best ask: 0.47534
Spread: 0.00016
Spread %: 0.033666
Mid price: 0.47526
Last price: 0.47556
Mark price: 0.47588
Index price: 0.475998

Order Book

Bid depth 5: 6
Ask depth 5: 15
Bid depth 10: 21
Ask depth 10: 32
Bid depth 20: 85
Ask depth 20: 56
Imbalance 5: -0.428571
Imbalance 10: -0.207547
Imbalance 20: 0.205674
Top bid size: 2
Top ask size: 1
Bid wall score: 0.023529
Ask wall score: 0.017857

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 10
Imbalance 5 delta: -0.761905
Bid depth 10 delta: -8
Ask depth 10 delta: 10
Imbalance 10 delta: -0.344802
Spread delta: -0.00005
Mid price delta: -0.000185
Wall shift score: 0.017288

Tape

Buy volume: 32
Sell volume: 73
Buy/sell delta: -41
Buy/sell ratio: 0.438356
Avg trade size: 1.05
Large trade count: 1
Largest trade size: 6

Candle

Return 1: 0.061018
Return 3: 0.212833
Volume 1: 2
Volume avg 5: 14.8
Momentum 5: 0.445665

Cross Exchange

Mid avg: 0.4747275
Mid median: 0.4759475
Price deviation %: 0.11217
Spread %: 1.281788

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4039800
Quote volume 24h: 1870687
Price change 24h %: 4.8

Quality

Capture latency ms: 9549
Order book timestamp: 2026-06-25 04:11:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:53.482000+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: 7838
gate: 7836
htx: 7775
mexc: 7833

By Symbol

VELVET/USDT:USDT: 31282

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.