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: 32130
Total labels: 96390
Pending labels: 76907
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 08:13:27.818549+02:00
Recent trades snapshots: 32129
Micro candles: 642560
Avg data quality: 75.9440398381574852
Latest latency: 4538 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 67 of 3213 · 32130 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 06:25:44.013018+02:00	gate	VELVET/USDT:USDT	0.47637	68	10495 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 06:25:33.419003+02:00	binance	VELVET/USDT:USDT	0.47715	80	7470 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 06:25:25.822417+02:00	mexc	VELVET/USDT:USDT	0.4771	78	3997 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 06:25:21.770862+02:00	htx	VELVET/USDT:USDT	0.471175	80	5725 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 06:25:05.695595+02:00	gate	VELVET/USDT:USDT	0.476825	68	10374 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 06:24:55.228787+02:00	binance	VELVET/USDT:USDT	0.4771	80	8021 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 06:24:47.106200+02:00	mexc	VELVET/USDT:USDT	0.47695	78	4259 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 06:24:42.786893+02:00	htx	VELVET/USDT:USDT	0.471045	80	5610 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 06:24:25.227396+02:00	gate	VELVET/USDT:USDT	0.476645	68	9482 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 06:24:15.629961+02:00	binance	VELVET/USDT:USDT	0.47735	80	6117 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.47624
Best ask: 0.4765
Spread: 0.00026
Spread %: 0.054579
Mid price: 0.47637
Last price: 0.47681
Mark price: 0.47679
Index price: 0.476815

Order Book

Bid depth 5: 5
Ask depth 5: 8
Bid depth 10: 20
Ask depth 10: 16
Bid depth 20: 39
Ask depth 20: 35
Imbalance 5: -0.230769
Imbalance 10: 0.111111
Imbalance 20: 0.054054
Top bid size: 1
Top ask size: 2
Bid wall score: 0.025641
Ask wall score: 0.057143

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 10
Ask depth 10 delta: 0
Imbalance 10 delta: 0.34188
Spread delta: -0.00001
Mid price delta: -0.000455
Wall shift score: -0.012752

Tape

Buy volume: 71
Sell volume: 70
Buy/sell delta: 1
Buy/sell ratio: 1.014286
Avg trade size: 1.41
Large trade count: 4
Largest trade size: 20

Candle

Return 1: 0.083961
Return 3: -0.044023
Volume 1: 2
Volume avg 5: 6.4
Momentum 5: 0.170168

Cross Exchange

Mid avg: 0.4755625
Mid median: 0.4769625
Price deviation %: 0.169799
Spread %: 1.256407

Funding / OI / Volume

Funding rate: -0.000043
Funding delta: 0
Funding abs: 0.000043
Funding pressure: 0.000043
Open interest: -
Volume 24h: 4187800
Quote volume 24h: 1944252
Price change 24h %: 4.65

Quality

Capture latency ms: 10495
Order book timestamp: 2026-06-25 06:25:42+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:01.504000+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: 0.4771
Best ask: 0.4772
Spread: 0.0001
Spread %: 0.020958
Mid price: 0.47715
Last price: 0.4772
Mark price: -
Index price: -

Order Book

Bid depth 5: 3049
Ask depth 5: 8537
Bid depth 10: 11259
Ask depth 10: 20992
Bid depth 20: 28465
Ask depth 20: 36717
Imbalance 5: -0.473675
Imbalance 10: -0.301789
Imbalance 20: -0.126599
Top bid size: 101
Top ask size: 421
Bid wall score: 0.003548
Ask wall score: 0.011466

Dynamics

Bid depth 5 delta: -921
Ask depth 5 delta: 2795
Imbalance 5 delta: -0.29122
Bid depth 10 delta: -2774
Ask depth 10 delta: 5041
Imbalance 10 delta: -0.237822
Spread delta: -0.0001
Mid price delta: 0.00005
Wall shift score: -0.007221

Tape

Buy volume: 3716
Sell volume: 17583
Buy/sell delta: -13867
Buy/sell ratio: 0.21134
Avg trade size: 212.99
Large trade count: 10
Largest trade size: 3360

Candle

Return 1: 0.020964
Return 3: -0.167399
Volume 1: 6577
Volume avg 5: 4971.4
Momentum 5: 0.062919

Cross Exchange

Mid avg: 0.47555
Mid median: 0.4769625
Price deviation %: 0.336453
Spread %: 1.245926

Funding / OI / Volume

Funding rate: 0.00006009
Funding delta: 0.00000161
Funding abs: 0.00006009
Funding pressure: 0.0000617
Open interest: 22786179
Volume 24h: 48946826
Quote volume 24h: 22480708.52716
Price change 24h %: 4.718

Quality

Capture latency ms: 7470
Order book timestamp: 2026-06-25 06:25:31.183000+02:00
Ticker timestamp: 2026-06-25 06:25:24.877000+02:00
Trades timestamp: 2026-06-25 06:25:27.420000+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: 0.477
Best ask: 0.4772
Spread: 0.0002
Spread %: 0.04192
Mid price: 0.4771
Last price: 0.4769
Mark price: -
Index price: 0.4768

Order Book

Bid depth 5: 1360
Ask depth 5: 1769
Bid depth 10: 3590
Ask depth 10: 4213
Bid depth 20: 7187
Ask depth 20: 7613
Imbalance 5: -0.130713
Imbalance 10: -0.079841
Imbalance 20: -0.028784
Top bid size: 313
Top ask size: 22
Bid wall score: 0.043551
Ask wall score: 0.00289

Dynamics

Bid depth 5 delta: 503
Ask depth 5 delta: 432
Imbalance 5 delta: 0.088066
Bid depth 10 delta: -50
Ask depth 10 delta: 427
Imbalance 10 delta: -0.06018
Spread delta: 0.0001
Mid price delta: 0.00015
Wall shift score: 0.037203

Tape

Buy volume: 824
Sell volume: 354
Buy/sell delta: 470
Buy/sell ratio: 2.327684
Avg trade size: 11.78
Large trade count: 6
Largest trade size: 90

Candle

Return 1: -0.02096
Return 3: -0.041911
Volume 1: 49
Volume avg 5: 49.4
Momentum 5: 0.104932

Cross Exchange

Mid avg: 0.4755125
Mid median: 0.4768875
Price deviation %: 0.33385
Spread %: 1.246024

Funding / OI / Volume

Funding rate: 0.000058
Funding delta: 0
Funding abs: 0.000058
Funding pressure: 0.000058
Open interest: -
Volume 24h: 1156196
Quote volume 24h: 5331589.172
Price change 24h %: 1.38

Quality

Capture latency ms: 3997
Order book timestamp: 2026-06-25 06:25:23.981000+02:00
Ticker timestamp: 2026-06-25 06:25:23.015000+02:00
Trades timestamp: 2026-06-25 06:25:24.456000+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: 0.46452
Best ask: 0.47783
Spread: 0.01331
Spread %: 2.824853
Mid price: 0.471175
Last price: 0.47745
Mark price: -
Index price: -

Order Book

Bid depth 5: 200
Ask depth 5: 1166
Bid depth 10: 22828
Ask depth 10: 2890
Bid depth 20: 65888
Ask depth 20: 43322
Imbalance 5: -0.707174
Imbalance 10: 0.775255
Imbalance 20: 0.206629
Top bid size: 9
Top ask size: 333
Bid wall score: 0.000137
Ask wall score: 0.007687

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 221
Imbalance 5 delta: -0.053631
Bid depth 10 delta: 4261
Ask depth 10 delta: -95
Imbalance 10 delta: 0.052259
Spread delta: 0.00026
Mid price delta: 0.00013
Wall shift score: 0.005016

Tape

Buy volume: 2664
Sell volume: 5536
Buy/sell delta: -2872
Buy/sell ratio: 0.481214
Avg trade size: 82
Large trade count: 0
Largest trade size: 212

Candle

Return 1: 0
Return 3: 2.761396
Volume 1: 0
Volume avg 5: 58.8
Momentum 5: 2.763608

Cross Exchange

Mid avg: 0.47548
Mid median: 0.4768875
Price deviation %: -0.905401
Spread %: 1.27345

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73206
Volume 24h: 185700
Quote volume 24h: 185700
Price change 24h %: 2.130527

Quality

Capture latency ms: 5725
Order book timestamp: 2026-06-25 06:25:19.840000+02:00
Ticker timestamp: 2026-06-25 06:25:20.130000+02:00
Trades timestamp: 2026-06-25 06:24:01.708000+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: 0.47669
Best ask: 0.47696
Spread: 0.00027
Spread %: 0.056625
Mid price: 0.476825
Last price: 0.47641
Mark price: 0.47641
Index price: 0.476745

Order Book

Bid depth 5: 5
Ask depth 5: 8
Bid depth 10: 10
Ask depth 10: 16
Bid depth 20: 32
Ask depth 20: 40
Imbalance 5: -0.230769
Imbalance 10: -0.230769
Imbalance 20: -0.111111
Top bid size: 1
Top ask size: 2
Bid wall score: 0.03125
Ask wall score: 0.05

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 3
Imbalance 5 delta: -0.230769
Bid depth 10 delta: -9
Ask depth 10 delta: 2
Imbalance 10 delta: -0.382284
Spread delta: 0.00004
Mid price delta: 0.00018
Wall shift score: -0.020887

Tape

Buy volume: 71
Sell volume: 70
Buy/sell delta: 1
Buy/sell ratio: 1.014286
Avg trade size: 1.41
Large trade count: 4
Largest trade size: 20

Candle

Return 1: 0.083961
Return 3: -0.044023
Volume 1: 2
Volume avg 5: 6.4
Momentum 5: 0.170168

Cross Exchange

Mid avg: 0.475435
Mid median: 0.4767975
Price deviation %: 0.292364
Spread %: 1.273571

Funding / OI / Volume

Funding rate: -0.000043
Funding delta: -0.000009
Funding abs: 0.000043
Funding pressure: 0.000052
Open interest: -
Volume 24h: 4187600
Quote volume 24h: 1944157
Price change 24h %: 4.56

Quality

Capture latency ms: 10374
Order book timestamp: 2026-06-25 06:25:04+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:01.504000+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: 0.477
Best ask: 0.4772
Spread: 0.0002
Spread %: 0.04192
Mid price: 0.4771
Last price: 0.4769
Mark price: -
Index price: -

Order Book

Bid depth 5: 3970
Ask depth 5: 5742
Bid depth 10: 14033
Ask depth 10: 15951
Bid depth 20: 31550
Ask depth 20: 34982
Imbalance 5: -0.182455
Imbalance 10: -0.063967
Imbalance 20: -0.051584
Top bid size: 61
Top ask size: 92
Bid wall score: 0.001933
Ask wall score: 0.00263

Dynamics

Bid depth 5 delta: 645
Ask depth 5 delta: 844
Imbalance 5 delta: 0.008838
Bid depth 10 delta: 224
Ask depth 10 delta: -2574
Imbalance 10 delta: 0.081885
Spread delta: 0.0001
Mid price delta: -0.00025
Wall shift score: -0.0054

Tape

Buy volume: 2840
Sell volume: 14083
Buy/sell delta: -11243
Buy/sell ratio: 0.201662
Avg trade size: 169.23
Large trade count: 7
Largest trade size: 3360

Candle

Return 1: -0.06284
Return 3: -0.08377
Volume 1: 4383
Volume avg 5: 8452
Momentum 5: 0.146935

Cross Exchange

Mid avg: 0.4754975
Mid median: 0.4767975
Price deviation %: 0.337015
Spread %: 1.32598

Funding / OI / Volume

Funding rate: 0.00005848
Funding delta: 0
Funding abs: 0.00005848
Funding pressure: 0.00005848
Open interest: 22787003
Volume 24h: 48952609
Quote volume 24h: 22483198.80076
Price change 24h %: 4.928

Quality

Capture latency ms: 8021
Order book timestamp: 2026-06-25 06:24:53.056000+02:00
Ticker timestamp: 2026-06-25 06:24:35.121000+02:00
Trades timestamp: 2026-06-25 06:24:53.317000+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: 0.4769
Best ask: 0.477
Spread: 0.0001
Spread %: 0.020967
Mid price: 0.47695
Last price: 0.4771
Mark price: -
Index price: 0.4769

Order Book

Bid depth 5: 857
Ask depth 5: 1337
Bid depth 10: 3640
Ask depth 10: 3786
Bid depth 20: 8271
Ask depth 20: 7915
Imbalance 5: -0.218778
Imbalance 10: -0.019661
Imbalance 20: 0.021994
Top bid size: 61
Top ask size: 31
Bid wall score: 0.007375
Ask wall score: 0.003917

Dynamics

Bid depth 5 delta: 236
Ask depth 5 delta: -195
Imbalance 5 delta: 0.204352
Bid depth 10 delta: 564
Ask depth 10 delta: -757
Imbalance 10 delta: 0.172884
Spread delta: 0
Mid price delta: -0.0004
Wall shift score: 0.005066

Tape

Buy volume: 871
Sell volume: 339
Buy/sell delta: 532
Buy/sell ratio: 2.569322
Avg trade size: 12.1
Large trade count: 6
Largest trade size: 90

Candle

Return 1: -0.083787
Return 3: -0.083787
Volume 1: 15
Volume avg 5: 72
Momentum 5: 0.083928

Cross Exchange

Mid avg: 0.4755975
Mid median: 0.4769975
Price deviation %: 0.284379
Spread %: 1.325701

Funding / OI / Volume

Funding rate: 0.000058
Funding delta: 0
Funding abs: 0.000058
Funding pressure: 0.000058
Open interest: -
Volume 24h: 1156151
Quote volume 24h: 5331374.427
Price change 24h %: 1.42

Quality

Capture latency ms: 4259
Order book timestamp: 2026-06-25 06:24:45.709000+02:00
Ticker timestamp: 2026-06-25 06:24:43.765000+02:00
Trades timestamp: 2026-06-25 06:24:32.968000+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: 0.46452
Best ask: 0.47757
Spread: 0.01305
Spread %: 2.770436
Mid price: 0.471045
Last price: 0.47745
Mark price: -
Index price: -

Order Book

Bid depth 5: 198
Ask depth 5: 945
Bid depth 10: 18567
Ask depth 10: 2985
Bid depth 20: 65572
Ask depth 20: 26245
Imbalance 5: -0.653543
Imbalance 10: 0.722996
Imbalance 20: 0.428319
Top bid size: 8
Top ask size: 333
Bid wall score: 0.000122
Ask wall score: 0.012688

Dynamics

Bid depth 5 delta: -1592
Ask depth 5 delta: 104
Imbalance 5 delta: -1.014243
Bid depth 10 delta: -21730
Ask depth 10 delta: 87
Imbalance 10 delta: -0.142822
Spread delta: 0.00032
Mid price delta: -0.00023
Wall shift score: -0.012727

Tape

Buy volume: 2664
Sell volume: 5536
Buy/sell delta: -2872
Buy/sell ratio: 0.481214
Avg trade size: 82
Large trade count: 0
Largest trade size: 212

Candle

Return 1: 2.761396
Return 3: 2.761396
Volume 1: 212
Volume avg 5: 58.8
Momentum 5: 2.763608

Cross Exchange

Mid avg: 0.475655
Mid median: 0.4769975
Price deviation %: -0.96919
Spread %: 1.277186

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73312
Volume 24h: 185922
Quote volume 24h: 185922
Price change 24h %: 2.130527

Quality

Capture latency ms: 5610
Order book timestamp: 2026-06-25 06:24:41.198000+02:00
Ticker timestamp: 2026-06-25 06:24:41.929000+02:00
Trades timestamp: 2026-06-25 06:24:01.708000+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: 0.47653
Best ask: 0.47676
Spread: 0.00023
Spread %: 0.048254
Mid price: 0.476645
Last price: 0.47699
Mark price: 0.47699
Index price: 0.477145

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 19
Ask depth 10: 14
Bid depth 20: 36
Ask depth 20: 39
Imbalance 5: 0
Imbalance 10: 0.151515
Imbalance 20: -0.04
Top bid size: 1
Top ask size: 1
Bid wall score: 0.027778
Ask wall score: 0.025641

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 0
Imbalance 5 delta: -0.411765
Bid depth 10 delta: -1
Ask depth 10 delta: 2
Imbalance 10 delta: -0.098485
Spread delta: 0.00002
Mid price delta: -0.00006
Wall shift score: -0.019292

Tape

Buy volume: 52
Sell volume: 70
Buy/sell delta: -18
Buy/sell ratio: 0.742857
Avg trade size: 1.22
Large trade count: 3
Largest trade size: 8

Candle

Return 1: 0
Return 3: 0.237465
Volume 1: 0
Volume avg 5: 5.6
Momentum 5: 0.250105

Cross Exchange

Mid avg: 0.47567
Mid median: 0.4770275
Price deviation %: 0.204974
Spread %: 1.277146

Funding / OI / Volume

Funding rate: -0.000034
Funding delta: 0.000002
Funding abs: 0.000034
Funding pressure: 0.000036
Open interest: -
Volume 24h: 4185600
Quote volume 24h: 1943204
Price change 24h %: 4.69

Quality

Capture latency ms: 9482
Order book timestamp: 2026-06-25 06:24:24+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:01.381000+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: 0.4773
Best ask: 0.4774
Spread: 0.0001
Spread %: 0.020949
Mid price: 0.47735
Last price: 0.4774
Mark price: -
Index price: -

Order Book

Bid depth 5: 3325
Ask depth 5: 4898
Bid depth 10: 13809
Ask depth 10: 18525
Bid depth 20: 27617
Ask depth 20: 36553
Imbalance 5: -0.191293
Imbalance 10: -0.145853
Imbalance 20: -0.139255
Top bid size: 315
Top ask size: 245
Bid wall score: 0.011406
Ask wall score: 0.006703

Dynamics

Bid depth 5 delta: -2008
Ask depth 5 delta: -182
Imbalance 5 delta: -0.215589
Bid depth 10 delta: -49
Ask depth 10 delta: 1544
Imbalance 10 delta: -0.044585
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: 0.011597

Tape

Buy volume: 2687
Sell volume: 11692
Buy/sell delta: -9005
Buy/sell ratio: 0.229815
Avg trade size: 143.79
Large trade count: 8
Largest trade size: 3360

Candle

Return 1: -0.020947
Return 3: -0.041885
Volume 1: 346
Volume avg 5: 7644.6
Momentum 5: 0.188917

Cross Exchange

Mid avg: 0.47572
Mid median: 0.4770275
Price deviation %: 0.342639
Spread %: 1.319053

Funding / OI / Volume

Funding rate: 0.00005848
Funding delta: 0
Funding abs: 0.00005848
Funding pressure: 0.00005848
Open interest: 22785664
Volume 24h: 48945920
Quote volume 24h: 22480077.14366
Price change 24h %: 5.039

Quality

Capture latency ms: 6117
Order book timestamp: 2026-06-25 06:24:13.428000+02:00
Ticker timestamp: 2026-06-25 06:24:05.483000+02:00
Trades timestamp: 2026-06-25 06:24:13.004000+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: 8050
gate: 8048
htx: 7986
mexc: 8046

By Symbol

VELVET/USDT:USDT: 32130

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.