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: 32571
Total labels: 97713
Pending labels: 78230
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 09:25:19.737673+02:00
Recent trades snapshots: 32570
Micro candles: 651360
Avg data quality: 75.9486045869024592
Latest latency: 6095 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 68 of 3258 · 32571 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 07:36:14.756513+02:00	htx	VELVET/USDT:USDT	0.471525	80	6269 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 07:35:57.271208+02:00	gate	VELVET/USDT:USDT	0.480465	68	10189 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 07:35:46.994384+02:00	binance	VELVET/USDT:USDT	0.48135	80	6032 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 07:35:40.865621+02:00	mexc	VELVET/USDT:USDT	0.48145	68	5391 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 07:35:35.387266+02:00	htx	VELVET/USDT:USDT	0.47172	80	5569 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 07:35:18.687942+02:00	gate	VELVET/USDT:USDT	0.4804	68	10055 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 07:35:08.531864+02:00	binance	VELVET/USDT:USDT	0.48165	80	6043 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 07:35:02.356716+02:00	mexc	VELVET/USDT:USDT	0.48085	68	5067 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 07:34:57.230915+02:00	htx	VELVET/USDT:USDT	0.47143	80	5255 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 07:34:42.000923+02:00	gate	VELVET/USDT:USDT	0.479725	68	10038 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.46851
Best ask: 0.47454
Spread: 0.00603
Spread %: 1.278829
Mid price: 0.471525
Last price: 0.47452
Mark price: -
Index price: -

Order Book

Bid depth 5: 1783
Ask depth 5: 321
Bid depth 10: 46608
Ask depth 10: 2846
Bid depth 20: 68543
Ask depth 20: 42701
Imbalance 5: 0.694867
Imbalance 10: 0.884903
Imbalance 20: 0.2323
Top bid size: 20
Top ask size: 1
Bid wall score: 0.000292
Ask wall score: 0.000023

Dynamics

Bid depth 5 delta: 7
Ask depth 5 delta: -18
Imbalance 5 delta: 0.015434
Bid depth 10 delta: -8840
Ask depth 10 delta: -19
Imbalance 10 delta: -0.016834
Spread delta: 0.00039
Mid price delta: -0.000195
Wall shift score: 0.000029

Tape

Buy volume: 3030
Sell volume: 5430
Buy/sell delta: -2400
Buy/sell ratio: 0.558011
Avg trade size: 84.6
Large trade count: 0
Largest trade size: 212

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 44.4
Momentum 5: 0

Cross Exchange

Mid avg: 0.47874625
Mid median: 0.4809075
Price deviation %: -1.508367
Spread %: 2.032392

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73330
Volume 24h: 186270
Quote volume 24h: 186270
Price change 24h %: 1.503775

Quality

Capture latency ms: 6269
Order book timestamp: 2026-06-25 07:36:12.698000+02:00
Ticker timestamp: 2026-06-25 07:36:13.108000+02:00
Trades timestamp: 2026-06-25 07:35:52.254000+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: 0.48038
Best ask: 0.48055
Spread: 0.00017
Spread %: 0.035382
Mid price: 0.480465
Last price: 0.48067
Mark price: 0.48067
Index price: 0.480743

Order Book

Bid depth 5: 9
Ask depth 5: 7
Bid depth 10: 27
Ask depth 10: 24
Bid depth 20: 54
Ask depth 20: 90
Imbalance 5: 0.125
Imbalance 10: 0.058824
Imbalance 20: -0.25
Top bid size: 1
Top ask size: 1
Bid wall score: 0.018519
Ask wall score: 0.011111

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: 0
Imbalance 5 delta: -0.238636
Bid depth 10 delta: -4
Ask depth 10 delta: 0
Imbalance 10 delta: -0.068449
Spread delta: -0.00005
Mid price delta: 0.000065
Wall shift score: -0.000473

Tape

Buy volume: 72
Sell volume: 57
Buy/sell delta: 15
Buy/sell ratio: 1.263158
Avg trade size: 1.29
Large trade count: 5
Largest trade size: 8

Candle

Return 1: 0.18759
Return 3: 0.047873
Volume 1: 1
Volume avg 5: 2.8
Momentum 5: -0.05614

Cross Exchange

Mid avg: 0.47873
Mid median: 0.480875
Price deviation %: 0.362417
Spread %: 2.032461

Funding / OI / Volume

Funding rate: 0.000016
Funding delta: 0
Funding abs: 0.000016
Funding pressure: 0.000016
Open interest: -
Volume 24h: 4294200
Quote volume 24h: 1996558
Price change 24h %: 5.75

Quality

Capture latency ms: 10189
Order book timestamp: 2026-06-25 07:35:56+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:05.706000+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: 0.4813
Best ask: 0.4814
Spread: 0.0001
Spread %: 0.020775
Mid price: 0.48135
Last price: 0.4814
Mark price: -
Index price: -

Order Book

Bid depth 5: 3372
Ask depth 5: 2775
Bid depth 10: 14532
Ask depth 10: 14282
Bid depth 20: 26884
Ask depth 20: 25850
Imbalance 5: 0.097121
Imbalance 10: 0.008676
Imbalance 20: 0.019608
Top bid size: 24
Top ask size: 133
Bid wall score: 0.000893
Ask wall score: 0.005145

Dynamics

Bid depth 5 delta: -2688
Ask depth 5 delta: 426
Imbalance 5 delta: -0.344192
Bid depth 10 delta: -3089
Ask depth 10 delta: 3535
Imbalance 10 delta: -0.233639
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: -0.014041

Tape

Buy volume: 9091
Sell volume: 11548
Buy/sell delta: -2457
Buy/sell ratio: 0.787236
Avg trade size: 206.39
Large trade count: 10
Largest trade size: 2658

Candle

Return 1: 0.124792
Return 3: -0.041528
Volume 1: 10474
Volume avg 5: 11569.4
Momentum 5: -0.041528

Cross Exchange

Mid avg: 0.478805
Mid median: 0.480925
Price deviation %: 0.531532
Spread %: 2.073913

Funding / OI / Volume

Funding rate: 0.00005788
Funding delta: 0
Funding abs: 0.00005788
Funding pressure: 0.00005788
Open interest: 22705167
Volume 24h: 50135199
Quote volume 24h: 23067231.0168
Price change 24h %: 5.895

Quality

Capture latency ms: 6032
Order book timestamp: 2026-06-25 07:35:44.533000+02:00
Ticker timestamp: 2026-06-25 07:35:22.867000+02:00
Trades timestamp: 2026-06-25 07:35:43.453000+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: 0.4814
Mark price: -
Index price: 0.4809

Order Book

Bid depth 5: 978
Ask depth 5: 897
Bid depth 10: 3125
Ask depth 10: 3715
Bid depth 20: 6697
Ask depth 20: 6640
Imbalance 5: 0.0432
Imbalance 10: -0.086257
Imbalance 20: 0.004274
Top bid size: 188
Top ask size: 37
Bid wall score: 0.028072
Ask wall score: 0.005572

Dynamics

Bid depth 5 delta: -506
Ask depth 5 delta: 161
Imbalance 5 delta: -0.293737
Bid depth 10 delta: -14
Ask depth 10 delta: 1392
Imbalance 10 delta: -0.235653
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: 0.026234

Tape

Buy volume: 1813
Sell volume: 434
Buy/sell delta: 1379
Buy/sell ratio: 4.177419
Avg trade size: 22.47
Large trade count: 9
Largest trade size: 194

Candle

Return 1: 0.145621
Return 3: -0.041528
Volume 1: 15
Volume avg 5: 81.6
Momentum 5: 0.041563

Cross Exchange

Mid avg: 0.478655
Mid median: 0.480625
Price deviation %: 0.583928
Spread %: 2.074563

Funding / OI / Volume

Funding rate: 0.000061
Funding delta: 0
Funding abs: 0.000061
Funding pressure: 0.000061
Open interest: -
Volume 24h: 1139936
Quote volume 24h: 5261986.477
Price change 24h %: 2.33

Quality

Capture latency ms: 5391
Order book timestamp: 2026-06-25 07:35:38.329000+02:00
Ticker timestamp: 2026-06-25 07:35:37.911000+02:00
Trades timestamp: 2026-06-25 07:35:35.257000+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: 0.4689
Best ask: 0.47454
Spread: 0.00564
Spread %: 1.195625
Mid price: 0.47172
Last price: 0.47452
Mark price: -
Index price: -

Order Book

Bid depth 5: 1776
Ask depth 5: 339
Bid depth 10: 55448
Ask depth 10: 2865
Bid depth 20: 68509
Ask depth 20: 42706
Imbalance 5: 0.679433
Imbalance 10: 0.901737
Imbalance 20: 0.23201
Top bid size: 18
Top ask size: 1
Bid wall score: 0.000263
Ask wall score: 0.000023

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -100
Imbalance 5 delta: 0.076
Bid depth 10 delta: 8827
Ask depth 10 delta: -1
Imbalance 10 delta: 0.017566
Spread delta: -0.00058
Mid price delta: 0.00029
Wall shift score: 0.000029

Tape

Buy volume: 2818
Sell volume: 5492
Buy/sell delta: -2674
Buy/sell ratio: 0.51311
Avg trade size: 83.1
Large trade count: 0
Largest trade size: 212

Candle

Return 1: 0
Return 3: 0
Volume 1: 2
Volume avg 5: 2
Momentum 5: 0

Cross Exchange

Mid avg: 0.4785825
Mid median: 0.480625
Price deviation %: -1.433922
Spread %: 2.135473

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73330
Volume 24h: 186126
Quote volume 24h: 186126
Price change 24h %: 1.503775

Quality

Capture latency ms: 5569
Order book timestamp: 2026-06-25 07:35:33.998000+02:00
Ticker timestamp: 2026-06-25 07:35:34.363000+02:00
Trades timestamp: 2026-06-25 07:35:23.875000+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: 0.48029
Best ask: 0.48051
Spread: 0.00022
Spread %: 0.045795
Mid price: 0.4804
Last price: 0.48067
Mark price: 0.48045
Index price: 0.480455

Order Book

Bid depth 5: 15
Ask depth 5: 7
Bid depth 10: 31
Ask depth 10: 24
Bid depth 20: 54
Ask depth 20: 94
Imbalance 5: 0.363636
Imbalance 10: 0.127273
Imbalance 20: -0.27027
Top bid size: 1
Top ask size: 1
Bid wall score: 0.018519
Ask wall score: 0.010638

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 1
Imbalance 5 delta: -0.004785
Bid depth 10 delta: 5
Ask depth 10 delta: 3
Imbalance 10 delta: 0.02089
Spread delta: 0.00003
Mid price delta: 0.000675
Wall shift score: 0.010195

Tape

Buy volume: 72
Sell volume: 57
Buy/sell delta: 15
Buy/sell ratio: 1.263158
Avg trade size: 1.29
Large trade count: 5
Largest trade size: 8

Candle

Return 1: 0.18759
Return 3: 0.047873
Volume 1: 1
Volume avg 5: 2.8
Momentum 5: -0.05614

Cross Exchange

Mid avg: 0.47841375
Mid median: 0.4802875
Price deviation %: 0.415174
Spread %: 2.136226

Funding / OI / Volume

Funding rate: 0.000016
Funding delta: 0.000005
Funding abs: 0.000016
Funding pressure: 0.000021
Open interest: -
Volume 24h: 4294200
Quote volume 24h: 1996558
Price change 24h %: 5.75

Quality

Capture latency ms: 10055
Order book timestamp: 2026-06-25 07:35:17+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:05.706000+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: 0.4816
Best ask: 0.4817
Spread: 0.0001
Spread %: 0.020762
Mid price: 0.48165
Last price: 0.4808
Mark price: -
Index price: -

Order Book

Bid depth 5: 6060
Ask depth 5: 2349
Bid depth 10: 17621
Ask depth 10: 10747
Bid depth 20: 33253
Ask depth 20: 26827
Imbalance 5: 0.441313
Imbalance 10: 0.242315
Imbalance 20: 0.106957
Top bid size: 354
Top ask size: 23
Bid wall score: 0.010646
Ask wall score: 0.000857

Dynamics

Bid depth 5 delta: -638
Ask depth 5 delta: -921
Imbalance 5 delta: 0.097412
Bid depth 10 delta: 2347
Ask depth 10 delta: 938
Imbalance 10 delta: 0.024439
Spread delta: -0.0001
Mid price delta: 0.00115
Wall shift score: 0.059191

Tape

Buy volume: 9023
Sell volume: 10316
Buy/sell delta: -1293
Buy/sell ratio: 0.874661
Avg trade size: 193.39
Large trade count: 9
Largest trade size: 2658

Candle

Return 1: 0.124792
Return 3: -0.041528
Volume 1: 9004
Volume avg 5: 11275.4
Momentum 5: -0.041528

Cross Exchange

Mid avg: 0.47812625
Mid median: 0.4801125
Price deviation %: 0.736992
Spread %: 1.970191

Funding / OI / Volume

Funding rate: 0.00005788
Funding delta: -0.00000346
Funding abs: 0.00005788
Funding pressure: 0.00006134
Open interest: 22704577
Volume 24h: 50138730
Quote volume 24h: 23068609.5337
Price change 24h %: 5.763

Quality

Capture latency ms: 6043
Order book timestamp: 2026-06-25 07:35:06.361000+02:00
Ticker timestamp: 2026-06-25 07:34:46.193000+02:00
Trades timestamp: 2026-06-25 07:35:07.502000+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: 0.4808
Best ask: 0.4809
Spread: 0.0001
Spread %: 0.020797
Mid price: 0.48085
Last price: 0.4807
Mark price: -
Index price: 0.4803

Order Book

Bid depth 5: 1484
Ask depth 5: 736
Bid depth 10: 3139
Ask depth 10: 2323
Bid depth 20: 6562
Ask depth 20: 5795
Imbalance 5: 0.336937
Imbalance 10: 0.149396
Imbalance 20: 0.06207
Top bid size: 14
Top ask size: 34
Bid wall score: 0.002133
Ask wall score: 0.005867

Dynamics

Bid depth 5 delta: 430
Ask depth 5 delta: -242
Imbalance 5 delta: 0.299535
Bid depth 10 delta: -268
Ask depth 10 delta: -738
Imbalance 10 delta: 0.095902
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: -0.00672

Tape

Buy volume: 1939
Sell volume: 469
Buy/sell delta: 1470
Buy/sell ratio: 4.134328
Avg trade size: 24.08
Large trade count: 9
Largest trade size: 194

Candle

Return 1: 0.041606
Return 3: -0.145349
Volume 1: 4
Volume avg 5: 79.4
Momentum 5: -0.062344

Cross Exchange

Mid avg: 0.47805125
Mid median: 0.4801125
Price deviation %: 0.58545
Spread %: 1.907745

Funding / OI / Volume

Funding rate: 0.000061
Funding delta: -0.000003
Funding abs: 0.000061
Funding pressure: 0.000064
Open interest: -
Volume 24h: 1139922
Quote volume 24h: 5261921.509
Price change 24h %: 2.18

Quality

Capture latency ms: 5067
Order book timestamp: 2026-06-25 07:35:00.306000+02:00
Ticker timestamp: 2026-06-25 07:34:58.963000+02:00
Trades timestamp: 2026-06-25 07:35:00.359000+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: 0.46832
Best ask: 0.47454
Spread: 0.00622
Spread %: 1.31939
Mid price: 0.47143
Last price: 0.47452
Mark price: -
Index price: -

Order Book

Bid depth 5: 1775
Ask depth 5: 439
Bid depth 10: 46621
Ask depth 10: 2866
Bid depth 20: 68579
Ask depth 20: 42755
Imbalance 5: 0.603433
Imbalance 10: 0.884172
Imbalance 20: 0.231951
Top bid size: 16
Top ask size: 1
Bid wall score: 0.000233
Ask wall score: 0.000023

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -130
Imbalance 5 delta: 0.088721
Bid depth 10 delta: -8883
Ask depth 10 delta: 15
Imbalance 10 delta: -0.018116
Spread delta: -0.0002
Mid price delta: 0.0001
Wall shift score: 0.000015

Tape

Buy volume: 2818
Sell volume: 5492
Buy/sell delta: -2674
Buy/sell ratio: 0.51311
Avg trade size: 83.1
Large trade count: 0
Largest trade size: 212

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 8.4
Momentum 5: 0.331959

Cross Exchange

Mid avg: 0.47802625
Mid median: 0.4801125
Price deviation %: -1.379893
Spread %: 1.928764

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73331
Volume 24h: 186124
Quote volume 24h: 186124
Price change 24h %: 1.503775

Quality

Capture latency ms: 5255
Order book timestamp: 2026-06-25 07:34:55.440000+02:00
Ticker timestamp: 2026-06-25 07:34:56.046000+02:00
Trades timestamp: 2026-06-25 07:33:08.799000+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: 0.47963
Best ask: 0.47982
Spread: 0.00019
Spread %: 0.039606
Mid price: 0.479725
Last price: 0.47977
Mark price: 0.47997
Index price: 0.480515

Order Book

Bid depth 5: 13
Ask depth 5: 6
Bid depth 10: 26
Ask depth 10: 21
Bid depth 20: 54
Ask depth 20: 96
Imbalance 5: 0.368421
Imbalance 10: 0.106383
Imbalance 20: -0.28
Top bid size: 1
Top ask size: 2
Bid wall score: 0.018519
Ask wall score: 0.020833

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 0
Imbalance 5 delta: 0.074303
Bid depth 10 delta: 3
Ask depth 10 delta: 1
Imbalance 10 delta: 0.036616
Spread delta: -0.00003
Mid price delta: -0.000135
Wall shift score: -0.0149

Tape

Buy volume: 72
Sell volume: 57
Buy/sell delta: 15
Buy/sell ratio: 1.263158
Avg trade size: 1.29
Large trade count: 5
Largest trade size: 8

Candle

Return 1: -0.261938
Return 3: -0.139455
Volume 1: 2
Volume avg 5: 4.8
Momentum 5: -0.36964

Cross Exchange

Mid avg: 0.47806
Mid median: 0.48018
Price deviation %: 0.348283
Spread %: 1.928628

Funding / OI / Volume

Funding rate: 0.000011
Funding delta: 0
Funding abs: 0.000011
Funding pressure: 0.000011
Open interest: -
Volume 24h: 4294100
Quote volume 24h: 1996510
Price change 24h %: 5.74

Quality

Capture latency ms: 10038
Order book timestamp: 2026-06-25 07:34:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:05.653000+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: 8161
gate: 8158
htx: 8096
mexc: 8156

By Symbol

VELVET/USDT:USDT: 32571

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.