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: 33594
Total labels: 100782
Pending labels: 81299
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 12:22:54.799809+02:00
Recent trades snapshots: 33593
Micro candles: 671820
Avg data quality: 75.9373697684110258
Latest latency: 5139 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 71 of 3360 · 33594 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 10:24:09.127549+02:00	htx	VELVET/USDT:USDT	0.45926	80	5332 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 10:23:52.429961+02:00	gate	VELVET/USDT:USDT	0.48372	68	10298 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 10:23:41.987016+02:00	binance	VELVET/USDT:USDT	0.4841	80	7107 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 10:23:34.780700+02:00	mexc	VELVET/USDT:USDT	0.48405	68	5108 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 10:23:29.611487+02:00	htx	VELVET/USDT:USDT	0.459235	80	5721 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 10:23:12.896647+02:00	gate	VELVET/USDT:USDT	0.48363	68	10495 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 10:23:02.243192+02:00	binance	VELVET/USDT:USDT	0.4842	80	6020 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 10:22:56.119683+02:00	mexc	VELVET/USDT:USDT	0.48415	78	4746 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 10:22:51.316566+02:00	htx	VELVET/USDT:USDT	0.45922	80	5331 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 10:22:34.191324+02:00	gate	VELVET/USDT:USDT	0.483575	68	10528 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.44048
Best ask: 0.47804
Spread: 0.03756
Spread %: 8.178374
Mid price: 0.45926
Last price: 0.47578
Mark price: -
Index price: -

Order Book

Bid depth 5: 8276
Ask depth 5: 731
Bid depth 10: 17828
Ask depth 10: 2143
Bid depth 20: 17828
Ask depth 20: 2143
Imbalance 5: 0.837682
Imbalance 10: 0.785389
Imbalance 20: 0.785389
Top bid size: 730
Top ask size: 1
Bid wall score: 0.040947
Ask wall score: 0.000467

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -145
Imbalance 5 delta: 0.029115
Bid depth 10 delta: 0
Ask depth 10 delta: -233
Imbalance 10 delta: 0.02059
Spread delta: -0.00005
Mid price delta: 0.000025
Wall shift score: -0.365202

Tape

Buy volume: 11704
Sell volume: 5952
Buy/sell delta: 5752
Buy/sell ratio: 1.966398
Avg trade size: 176.56
Large trade count: 4
Largest trade size: 1576

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 44
Momentum 5: -0.616214

Cross Exchange

Mid avg: 0.47777625
Mid median: 0.483885
Price deviation %: -3.875507
Spread %: 5.204319

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72987
Volume 24h: 193912
Quote volume 24h: 193912
Price change 24h %: 1.7733

Quality

Capture latency ms: 5332
Order book timestamp: 2026-06-25 10:24:07.140000+02:00
Ticker timestamp: 2026-06-25 10:24:07.458000+02:00
Trades timestamp: 2026-06-25 10:21:36.170000+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: 0.4836
Best ask: 0.48384
Spread: 0.00024
Spread %: 0.049615
Mid price: 0.48372
Last price: 0.48334
Mark price: 0.48347
Index price: 0.483735

Order Book

Bid depth 5: 5
Ask depth 5: 15
Bid depth 10: 14
Ask depth 10: 30
Bid depth 20: 41
Ask depth 20: 92
Imbalance 5: -0.5
Imbalance 10: -0.363636
Imbalance 20: -0.383459
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02439
Ask wall score: 0.01087

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 2
Imbalance 5 delta: -0.055556
Bid depth 10 delta: -2
Ask depth 10 delta: 8
Imbalance 10 delta: -0.205742
Spread delta: 0
Mid price delta: 0.00009
Wall shift score: 0.011858

Tape

Buy volume: 36
Sell volume: 86
Buy/sell delta: -50
Buy/sell ratio: 0.418605
Avg trade size: 1.22
Large trade count: 3
Largest trade size: 13

Candle

Return 1: 0
Return 3: 0.188628
Volume 1: 0
Volume avg 5: 29.4
Momentum 5: -0.161117

Cross Exchange

Mid avg: 0.47775375
Mid median: 0.48384
Price deviation %: 1.248813
Spread %: 5.204564

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4260400
Quote volume 24h: 1993522
Price change 24h %: 9.94

Quality

Capture latency ms: 10298
Order book timestamp: 2026-06-25 10:23:51+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:15.769000+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: 0.484
Best ask: 0.4842
Spread: 0.0002
Spread %: 0.041314
Mid price: 0.4841
Last price: 0.484
Mark price: -
Index price: -

Order Book

Bid depth 5: 2945
Ask depth 5: 3578
Bid depth 10: 10515
Ask depth 10: 14057
Bid depth 20: 20589
Ask depth 20: 32477
Imbalance 5: -0.097041
Imbalance 10: -0.144148
Imbalance 20: -0.224023
Top bid size: 356
Top ask size: 63
Bid wall score: 0.017291
Ask wall score: 0.00194

Dynamics

Bid depth 5 delta: 142
Ask depth 5 delta: -494
Imbalance 5 delta: 0.087541
Bid depth 10 delta: -1091
Ask depth 10 delta: 1269
Imbalance 10 delta: -0.095693
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: 0.020922

Tape

Buy volume: 10587
Sell volume: 3644
Buy/sell delta: 6943
Buy/sell ratio: 2.905324
Avg trade size: 142.31
Large trade count: 7
Largest trade size: 2094

Candle

Return 1: -0.041297
Return 3: 0.144808
Volume 1: 2619
Volume avg 5: 46678
Momentum 5: -0.164982

Cross Exchange

Mid avg: 0.47777875
Mid median: 0.48384
Price deviation %: 1.32305
Spread %: 5.225222

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22695008
Volume 24h: 49447828
Quote volume 24h: 22908721.51019
Price change 24h %: 9.85

Quality

Capture latency ms: 7107
Order book timestamp: 2026-06-25 10:23:39.768000+02:00
Ticker timestamp: 2026-06-25 10:23:25.778000+02:00
Trades timestamp: 2026-06-25 10:23:38.084000+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: 0.484
Best ask: 0.4841
Spread: 0.0001
Spread %: 0.020659
Mid price: 0.48405
Last price: 0.4843
Mark price: -
Index price: 0.4836

Order Book

Bid depth 5: 789
Ask depth 5: 2048
Bid depth 10: 2380
Ask depth 10: 5262
Bid depth 20: 4817
Ask depth 20: 9614
Imbalance 5: -0.443779
Imbalance 10: -0.377126
Imbalance 20: -0.332409
Top bid size: 25
Top ask size: 33
Bid wall score: 0.00519
Ask wall score: 0.003432

Dynamics

Bid depth 5 delta: 77
Ask depth 5 delta: 1241
Imbalance 5 delta: -0.381237
Bid depth 10 delta: -32
Ask depth 10 delta: 1957
Imbalance 10 delta: -0.220926
Spread delta: -0.0002
Mid price delta: -0.0001
Wall shift score: -0.004083

Tape

Buy volume: 352
Sell volume: 1802
Buy/sell delta: -1450
Buy/sell ratio: 0.195339
Avg trade size: 21.54
Large trade count: 9
Largest trade size: 204

Candle

Return 1: 0
Return 3: 0.186181
Volume 1: 59
Volume avg 5: 237.6
Momentum 5: -0.103135

Cross Exchange

Mid avg: 0.47780375
Mid median: 0.48389
Price deviation %: 1.307284
Spread %: 5.224949

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1045589
Quote volume 24h: 4862689.074
Price change 24h %: 2.95

Quality

Capture latency ms: 5108
Order book timestamp: 2026-06-25 10:23:33.412000+02:00
Ticker timestamp: 2026-06-25 10:23:32.870000+02:00
Trades timestamp: 2026-06-25 10:23:30.597000+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: 0.44043
Best ask: 0.47804
Spread: 0.03761
Spread %: 8.189707
Mid price: 0.459235
Last price: 0.47578
Mark price: -
Index price: -

Order Book

Bid depth 5: 8276
Ask depth 5: 876
Bid depth 10: 17828
Ask depth 10: 2376
Bid depth 20: 17828
Ask depth 20: 2376
Imbalance 5: 0.808566
Imbalance 10: 0.764799
Imbalance 20: 0.764799
Top bid size: 7240
Top ask size: 1
Bid wall score: 0.406103
Ask wall score: 0.000421

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 0
Imbalance 5 delta: -0.000021
Bid depth 10 delta: -1
Ask depth 10 delta: 0
Imbalance 10 delta: -0.000012
Spread delta: -0.00003
Mid price delta: 0.000015
Wall shift score: -0.000033

Tape

Buy volume: 11704
Sell volume: 5952
Buy/sell delta: 5752
Buy/sell ratio: 1.966398
Avg trade size: 176.56
Large trade count: 4
Largest trade size: 1576

Candle

Return 1: 0
Return 3: -0.616214
Volume 1: 0
Volume avg 5: 44
Momentum 5: -0.616214

Cross Exchange

Mid avg: 0.4778
Mid median: 0.48389
Price deviation %: -3.885517
Spread %: 5.228129

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72987
Volume 24h: 193912
Quote volume 24h: 193912
Price change 24h %: 1.7733

Quality

Capture latency ms: 5721
Order book timestamp: 2026-06-25 10:23:27.740000+02:00
Ticker timestamp: 2026-06-25 10:23:28.546000+02:00
Trades timestamp: 2026-06-25 10:21:36.170000+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: 0.48351
Best ask: 0.48375
Spread: 0.00024
Spread %: 0.049625
Mid price: 0.48363
Last price: 0.48334
Mark price: 0.48351
Index price: 0.48376

Order Book

Bid depth 5: 5
Ask depth 5: 13
Bid depth 10: 16
Ask depth 10: 22
Bid depth 20: 41
Ask depth 20: 88
Imbalance 5: -0.444444
Imbalance 10: -0.157895
Imbalance 20: -0.364341
Top bid size: 1
Top ask size: 2
Bid wall score: 0.02439
Ask wall score: 0.022727

Dynamics

Bid depth 5 delta: -9
Ask depth 5 delta: 7
Imbalance 5 delta: -0.844444
Bid depth 10 delta: -7
Ask depth 10 delta: 5
Imbalance 10 delta: -0.307895
Spread delta: 0.00003
Mid price delta: 0.000055
Wall shift score: 0.018122

Tape

Buy volume: 36
Sell volume: 86
Buy/sell delta: -50
Buy/sell ratio: 0.418605
Avg trade size: 1.22
Large trade count: 3
Largest trade size: 13

Candle

Return 1: 0
Return 3: 0.188628
Volume 1: 0
Volume avg 5: 29.4
Momentum 5: -0.161117

Cross Exchange

Mid avg: 0.47778625
Mid median: 0.4838625
Price deviation %: 1.223089
Spread %: 5.228279

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4260400
Quote volume 24h: 1993522
Price change 24h %: 9.84

Quality

Capture latency ms: 10495
Order book timestamp: 2026-06-25 10:23:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:15.769000+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: 0.4841
Best ask: 0.4843
Spread: 0.0002
Spread %: 0.041305
Mid price: 0.4842
Last price: 0.4843
Mark price: -
Index price: -

Order Book

Bid depth 5: 2803
Ask depth 5: 4072
Bid depth 10: 11606
Ask depth 10: 12788
Bid depth 20: 21740
Ask depth 20: 30605
Imbalance 5: -0.184582
Imbalance 10: -0.048455
Imbalance 20: -0.169357
Top bid size: 11
Top ask size: 186
Bid wall score: 0.000506
Ask wall score: 0.006077

Dynamics

Bid depth 5 delta: 566
Ask depth 5 delta: 432
Imbalance 5 delta: 0.054145
Bid depth 10 delta: 2758
Ask depth 10 delta: -790
Imbalance 10 delta: 0.162461
Spread delta: 0.0001
Mid price delta: 0.00005
Wall shift score: -0.013172

Tape

Buy volume: 10340
Sell volume: 3162
Buy/sell delta: 7178
Buy/sell ratio: 3.270082
Avg trade size: 135.02
Large trade count: 8
Largest trade size: 2094

Candle

Return 1: 0
Return 3: 0.373057
Volume 1: 8520
Volume avg 5: 56716
Momentum 5: -0.288244

Cross Exchange

Mid avg: 0.47777375
Mid median: 0.4838625
Price deviation %: 1.34504
Spread %: 5.217951

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22694467
Volume 24h: 49485844
Quote volume 24h: 22925410.19589
Price change 24h %: 9.794

Quality

Capture latency ms: 6020
Order book timestamp: 2026-06-25 10:22:59.981000+02:00
Ticker timestamp: 2026-06-25 10:22:51.701000+02:00
Trades timestamp: 2026-06-25 10:23:00.595000+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: 0.484
Best ask: 0.4843
Spread: 0.0003
Spread %: 0.061964
Mid price: 0.48415
Last price: 0.4841
Mark price: -
Index price: 0.4836

Order Book

Bid depth 5: 712
Ask depth 5: 807
Bid depth 10: 2412
Ask depth 10: 3305
Bid depth 20: 4665
Ask depth 20: 7850
Imbalance 5: -0.062541
Imbalance 10: -0.156201
Imbalance 20: -0.254495
Top bid size: 32
Top ask size: 8
Bid wall score: 0.00686
Ask wall score: 0.001019

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -160
Imbalance 5 delta: 0.089335
Bid depth 10 delta: 143
Ask depth 10 delta: 102
Imbalance 10 delta: 0.014486
Spread delta: 0.0001
Mid price delta: 0.00005
Wall shift score: 0.002908

Tape

Buy volume: 362
Sell volume: 1871
Buy/sell delta: -1509
Buy/sell ratio: 0.193479
Avg trade size: 22.33
Large trade count: 10
Largest trade size: 204

Candle

Return 1: 0.041314
Return 3: 0.331469
Volume 1: 30
Volume avg 5: 248.2
Momentum 5: -0.308769

Cross Exchange

Mid avg: 0.47776125
Mid median: 0.4838375
Price deviation %: 1.337226
Spread %: 5.218087

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1045535
Quote volume 24h: 4862427.613
Price change 24h %: 2.91

Quality

Capture latency ms: 4746
Order book timestamp: 2026-06-25 10:22:53.639000+02:00
Ticker timestamp: 2026-06-25 10:22:53.755000+02:00
Trades timestamp: 2026-06-25 10:22:48.595000+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: 0.4404
Best ask: 0.47804
Spread: 0.03764
Spread %: 8.196507
Mid price: 0.45922
Last price: 0.47578
Mark price: -
Index price: -

Order Book

Bid depth 5: 8277
Ask depth 5: 876
Bid depth 10: 17829
Ask depth 10: 2376
Bid depth 20: 17829
Ask depth 20: 2376
Imbalance 5: 0.808587
Imbalance 10: 0.764811
Imbalance 20: 0.764811
Top bid size: 7241
Top ask size: 1
Bid wall score: 0.406136
Ask wall score: 0.000421

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -58
Imbalance 5 delta: 0.011366
Bid depth 10 delta: -1
Ask depth 10 delta: 35
Imbalance 10 delta: -0.003074
Spread delta: 0.00221
Mid price delta: 0.001135
Wall shift score: 0.000029

Tape

Buy volume: 11704
Sell volume: 5952
Buy/sell delta: 5752
Buy/sell ratio: 1.966398
Avg trade size: 176.56
Large trade count: 4
Largest trade size: 1576

Candle

Return 1: 0
Return 3: -0.616214
Volume 1: 0
Volume avg 5: 87.2
Momentum 5: -0.616214

Cross Exchange

Mid avg: 0.4774775
Mid median: 0.4838375
Price deviation %: -3.82374
Spread %: 5.458896

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72987
Volume 24h: 194140
Quote volume 24h: 194140
Price change 24h %: 1.7733

Quality

Capture latency ms: 5331
Order book timestamp: 2026-06-25 10:22:49.140000+02:00
Ticker timestamp: 2026-06-25 10:22:49.692000+02:00
Trades timestamp: 2026-06-25 10:21:36.170000+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: 0.48347
Best ask: 0.48368
Spread: 0.00021
Spread %: 0.043427
Mid price: 0.483575
Last price: 0.48341
Mark price: 0.48355
Index price: 0.48377

Order Book

Bid depth 5: 14
Ask depth 5: 6
Bid depth 10: 23
Ask depth 10: 17
Bid depth 20: 47
Ask depth 20: 53
Imbalance 5: 0.4
Imbalance 10: 0.15
Imbalance 20: -0.06
Top bid size: 1
Top ask size: 2
Bid wall score: 0.021277
Ask wall score: 0.037736

Dynamics

Bid depth 5 delta: 9
Ask depth 5 delta: 1
Imbalance 5 delta: 0.4
Bid depth 10 delta: 11
Ask depth 10 delta: -4
Imbalance 10 delta: 0.422727
Spread delta: 0.00009
Mid price delta: 0.000105
Wall shift score: -0.023486

Tape

Buy volume: 30
Sell volume: 96
Buy/sell delta: -66
Buy/sell ratio: 0.3125
Avg trade size: 1.26
Large trade count: 4
Largest trade size: 13

Candle

Return 1: 0.045531
Return 3: 0.419618
Volume 1: 5
Volume avg 5: 37.4
Momentum 5: -0.385345

Cross Exchange

Mid avg: 0.47745125
Mid median: 0.483785
Price deviation %: 1.282592
Spread %: 5.459196

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4259700
Quote volume 24h: 1993184
Price change 24h %: 9.86

Quality

Capture latency ms: 10528
Order book timestamp: 2026-06-25 10:22:33+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:15.746000+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: 8416
gate: 8415
htx: 8350
mexc: 8413

By Symbol

VELVET/USDT:USDT: 33594

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.