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: 33932
Total labels: 101796
Pending labels: 82313
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 13:20:14.413946+02:00
Recent trades snapshots: 33931
Micro candles: 678580
Avg data quality: 75.9356359778380290
Latest latency: 9966 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 72 of 3394 · 33932 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 11:19:15.282045+02:00	htx	VELVET/USDT:USDT	0.44511	80	6587 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 11:18:56.962115+02:00	gate	VELVET/USDT:USDT	0.470235	68	10384 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 11:18:46.468362+02:00	binance	VELVET/USDT:USDT	0.47075	80	5970 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 11:18:40.391290+02:00	mexc	VELVET/USDT:USDT	0.46955	68	5027 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 11:18:35.224671+02:00	htx	VELVET/USDT:USDT	0.445095	80	6311 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 11:18:17.847849+02:00	gate	VELVET/USDT:USDT	0.46893	68	10562 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 11:18:07.160034+02:00	binance	VELVET/USDT:USDT	0.4696	80	7244 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 11:17:59.775215+02:00	mexc	VELVET/USDT:USDT	0.46965	78	4777 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 11:17:54.901458+02:00	htx	VELVET/USDT:USDT	0.44508	80	5981 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 11:17:35.931659+02:00	gate	VELVET/USDT:USDT	0.46959	68	10072 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.42643
Best ask: 0.46379
Spread: 0.03736
Spread %: 8.393431
Mid price: 0.44511
Last price: 0.46377
Mark price: -
Index price: -

Order Book

Bid depth 5: 8517
Ask depth 5: 882
Bid depth 10: 18069
Ask depth 10: 2099
Bid depth 20: 18069
Ask depth 20: 2099
Imbalance 5: 0.81232
Imbalance 10: 0.791848
Imbalance 20: 0.791848
Top bid size: 730
Top ask size: 1
Bid wall score: 0.040401
Ask wall score: 0.000476

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -125
Imbalance 5 delta: 0.023764
Bid depth 10 delta: -1
Ask depth 10 delta: 24
Imbalance 10 delta: -0.002145
Spread delta: -0.00003
Mid price delta: 0.000015
Wall shift score: 0.000008

Tape

Buy volume: 8400
Sell volume: 7340
Buy/sell delta: 1060
Buy/sell ratio: 1.144414
Avg trade size: 157.4
Large trade count: 3
Largest trade size: 1576

Candle

Return 1: 0
Return 3: -0.268806
Volume 1: 0
Volume avg 5: 30
Momentum 5: -0.268806

Cross Exchange

Mid avg: 0.4639075
Mid median: 0.4698925
Price deviation %: -4.051993
Spread %: 5.530197

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73039
Volume 24h: 193306
Quote volume 24h: 193306
Price change 24h %: -0.795739

Quality

Capture latency ms: 6587
Order book timestamp: 2026-06-25 11:19:12.898000+02:00
Ticker timestamp: 2026-06-25 11:19:13.246000+02:00
Trades timestamp: 2026-06-25 11:17:37.147000+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: 0.47012
Best ask: 0.47035
Spread: 0.00023
Spread %: 0.048912
Mid price: 0.470235
Last price: 0.46992
Mark price: 0.46961
Index price: 0.469605

Order Book

Bid depth 5: 16
Ask depth 5: 11
Bid depth 10: 23
Ask depth 10: 28
Bid depth 20: 51
Ask depth 20: 64
Imbalance 5: 0.185185
Imbalance 10: -0.098039
Imbalance 20: -0.113043
Top bid size: 1
Top ask size: 2
Bid wall score: 0.019608
Ask wall score: 0.03125

Dynamics

Bid depth 5 delta: 9
Ask depth 5 delta: 6
Imbalance 5 delta: 0.018519
Bid depth 10 delta: 5
Ask depth 10 delta: 5
Imbalance 10 delta: 0.023912
Spread delta: -0.00007
Mid price delta: 0.001305
Wall shift score: -0.001415

Tape

Buy volume: 72
Sell volume: 46
Buy/sell delta: 26
Buy/sell ratio: 1.565217
Avg trade size: 1.18
Large trade count: 2
Largest trade size: 12

Candle

Return 1: 0.264573
Return 3: 0.127845
Volume 1: 17
Volume avg 5: 11.8
Momentum 5: -0.089297

Cross Exchange

Mid avg: 0.46358125
Mid median: 0.46924
Price deviation %: 1.435293
Spread %: 5.534089

Funding / OI / Volume

Funding rate: 0.00003
Funding delta: 0
Funding abs: 0.00003
Funding pressure: 0.00003
Open interest: -
Volume 24h: 4332800
Quote volume 24h: 2030047
Price change 24h %: 5.24

Quality

Capture latency ms: 10384
Order book timestamp: 2026-06-25 11:18:55+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:19.122000+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: 0.4707
Best ask: 0.4708
Spread: 0.0001
Spread %: 0.021243
Mid price: 0.47075
Last price: 0.4696
Mark price: -
Index price: -

Order Book

Bid depth 5: 3106
Ask depth 5: 6678
Bid depth 10: 14639
Ask depth 10: 13552
Bid depth 20: 33729
Ask depth 20: 43479
Imbalance 5: -0.365086
Imbalance 10: 0.038558
Imbalance 20: -0.126282
Top bid size: 191
Top ask size: 477
Bid wall score: 0.005663
Ask wall score: 0.010971

Dynamics

Bid depth 5 delta: -584
Ask depth 5 delta: 2117
Imbalance 5 delta: -0.259523
Bid depth 10 delta: 3710
Ask depth 10 delta: 1830
Imbalance 10 delta: 0.073568
Spread delta: -0.0001
Mid price delta: 0.00115
Wall shift score: -0.031608

Tape

Buy volume: 26456
Sell volume: 9376
Buy/sell delta: 17080
Buy/sell ratio: 2.821672
Avg trade size: 358.32
Large trade count: 9
Largest trade size: 6088

Candle

Return 1: 0.191571
Return 3: 0.085052
Volume 1: 35517
Volume avg 5: 30200
Momentum 5: -0.106112

Cross Exchange

Mid avg: 0.46329375
Mid median: 0.46924
Price deviation %: 1.6094
Spread %: 5.289301

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22652515
Volume 24h: 49900027
Quote volume 24h: 23156306.07797
Price change 24h %: 5.009

Quality

Capture latency ms: 5970
Order book timestamp: 2026-06-25 11:18:44.291000+02:00
Ticker timestamp: 2026-06-25 11:18:34.145000+02:00
Trades timestamp: 2026-06-25 11:18:44.329000+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: 0.4694
Best ask: 0.4697
Spread: 0.0003
Spread %: 0.063891
Mid price: 0.46955
Last price: 0.4696
Mark price: -
Index price: 0.4694

Order Book

Bid depth 5: 1960
Ask depth 5: 2077
Bid depth 10: 3728
Ask depth 10: 4217
Bid depth 20: 7609
Ask depth 20: 9765
Imbalance 5: -0.028982
Imbalance 10: -0.061548
Imbalance 20: -0.124093
Top bid size: 448
Top ask size: 96
Bid wall score: 0.058878
Ask wall score: 0.009831

Dynamics

Bid depth 5 delta: 783
Ask depth 5 delta: 791
Imbalance 5 delta: 0.015273
Bid depth 10 delta: 543
Ask depth 10 delta: 247
Imbalance 10 delta: 0.048165
Spread delta: 0.0002
Mid price delta: -0.0001
Wall shift score: 0.029088

Tape

Buy volume: 1390
Sell volume: 2012
Buy/sell delta: -622
Buy/sell ratio: 0.690855
Avg trade size: 34.02
Large trade count: 8
Largest trade size: 197

Candle

Return 1: -0.042571
Return 3: -0.127605
Volume 1: 206
Volume avg 5: 223.4
Momentum 5: -0.360704

Cross Exchange

Mid avg: 0.46331875
Mid median: 0.469265
Price deviation %: 1.344916
Spread %: 5.299807

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1036747
Quote volume 24h: 4830327.187
Price change 24h %: -0.17

Quality

Capture latency ms: 5027
Order book timestamp: 2026-06-25 11:18:38.808000+02:00
Ticker timestamp: 2026-06-25 11:18:36.771000+02:00
Trades timestamp: 2026-06-25 11:18:34.780000+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: 0.4264
Best ask: 0.46379
Spread: 0.03739
Spread %: 8.400454
Mid price: 0.445095
Last price: 0.46377
Mark price: -
Index price: -

Order Book

Bid depth 5: 8518
Ask depth 5: 1007
Bid depth 10: 18070
Ask depth 10: 2075
Bid depth 20: 18070
Ask depth 20: 2075
Imbalance 5: 0.788556
Imbalance 10: 0.793994
Imbalance 20: 0.793994
Top bid size: 730
Top ask size: 1
Bid wall score: 0.040398
Ask wall score: 0.000482

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 74
Imbalance 5 delta: -0.014004
Bid depth 10 delta: 0
Ask depth 10 delta: -231
Imbalance 10 delta: 0.020338
Spread delta: -0.00003
Mid price delta: 0.000015
Wall shift score: -0.000048

Tape

Buy volume: 8400
Sell volume: 7340
Buy/sell delta: 1060
Buy/sell ratio: 1.144414
Avg trade size: 157.4
Large trade count: 3
Largest trade size: 1576

Candle

Return 1: 0
Return 3: -0.268806
Volume 1: 0
Volume avg 5: 33.6
Momentum 5: -0.268806

Cross Exchange

Mid avg: 0.463315
Mid median: 0.469265
Price deviation %: -3.93253
Spread %: 5.303088

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73114
Volume 24h: 193474
Quote volume 24h: 193474
Price change 24h %: -0.795739

Quality

Capture latency ms: 6311
Order book timestamp: 2026-06-25 11:18:33.540000+02:00
Ticker timestamp: 2026-06-25 11:18:33.836000+02:00
Trades timestamp: 2026-06-25 11:17:37.147000+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: 0.46878
Best ask: 0.46908
Spread: 0.0003
Spread %: 0.063975
Mid price: 0.46893
Last price: 0.46868
Mark price: 0.46921
Index price: 0.469405

Order Book

Bid depth 5: 7
Ask depth 5: 5
Bid depth 10: 18
Ask depth 10: 23
Bid depth 20: 80
Ask depth 20: 44
Imbalance 5: 0.166667
Imbalance 10: -0.121951
Imbalance 20: 0.290323
Top bid size: 1
Top ask size: 1
Bid wall score: 0.0125
Ask wall score: 0.022727

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 0
Imbalance 5 delta: -0.166667
Bid depth 10 delta: 1
Ask depth 10 delta: 1
Imbalance 10 delta: 0.006254
Spread delta: 0.00004
Mid price delta: -0.00066
Wall shift score: -0.011678

Tape

Buy volume: 203
Sell volume: 47
Buy/sell delta: 156
Buy/sell ratio: 4.319149
Avg trade size: 2.5
Large trade count: 5
Largest trade size: 33

Candle

Return 1: 0
Return 3: -0.136368
Volume 1: 0
Volume avg 5: 8.4
Momentum 5: -0.352936

Cross Exchange

Mid avg: 0.46348
Mid median: 0.469595
Price deviation %: 1.175887
Spread %: 5.3012

Funding / OI / Volume

Funding rate: 0.00003
Funding delta: 0.000005
Funding abs: 0.00003
Funding pressure: 0.000035
Open interest: -
Volume 24h: 4331100
Quote volume 24h: 2029249
Price change 24h %: 4.96

Quality

Capture latency ms: 10562
Order book timestamp: 2026-06-25 11:18:16+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:19.071000+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: 0.4695
Best ask: 0.4697
Spread: 0.0002
Spread %: 0.042589
Mid price: 0.4696
Last price: 0.4698
Mark price: -
Index price: -

Order Book

Bid depth 5: 3690
Ask depth 5: 4561
Bid depth 10: 10929
Ask depth 10: 11722
Bid depth 20: 28039
Ask depth 20: 34615
Imbalance 5: -0.105563
Imbalance 10: -0.035009
Imbalance 20: -0.104957
Top bid size: 978
Top ask size: 297
Bid wall score: 0.03488
Ask wall score: 0.00858

Dynamics

Bid depth 5 delta: -836
Ask depth 5 delta: -705
Imbalance 5 delta: -0.029991
Bid depth 10 delta: 333
Ask depth 10 delta: -2196
Imbalance 10 delta: 0.100505
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: 0.024035

Tape

Buy volume: 8696
Sell volume: 10955
Buy/sell delta: -2259
Buy/sell ratio: 0.793793
Avg trade size: 196.51
Large trade count: 7
Largest trade size: 2880

Candle

Return 1: -0.042571
Return 3: -0.148841
Volume 1: 1046
Volume avg 5: 23305.8
Momentum 5: -0.339559

Cross Exchange

Mid avg: 0.46363
Mid median: 0.46962
Price deviation %: 1.287665
Spread %: 5.418114

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22648881
Volume 24h: 49910539
Quote volume 24h: 23160765.03807
Price change 24h %: 5.148

Quality

Capture latency ms: 7244
Order book timestamp: 2026-06-25 11:18:04.680000+02:00
Ticker timestamp: 2026-06-25 11:17:58.496000+02:00
Trades timestamp: 2026-06-25 11:18:05.672000+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: 0.4696
Best ask: 0.4697
Spread: 0.0001
Spread %: 0.021292
Mid price: 0.46965
Last price: 0.4698
Mark price: -
Index price: 0.4694

Order Book

Bid depth 5: 1177
Ask depth 5: 1286
Bid depth 10: 3185
Ask depth 10: 3970
Bid depth 20: 7920
Ask depth 20: 8593
Imbalance 5: -0.044255
Imbalance 10: -0.109713
Imbalance 20: -0.040756
Top bid size: 206
Top ask size: 52
Bid wall score: 0.02601
Ask wall score: 0.006051

Dynamics

Bid depth 5 delta: -209
Ask depth 5 delta: 186
Imbalance 5 delta: -0.159299
Bid depth 10 delta: -37
Ask depth 10 delta: 191
Imbalance 10 delta: -0.030153
Spread delta: -0.0001
Mid price delta: -0.00105
Wall shift score: 0.016144

Tape

Buy volume: 1523
Sell volume: 1858
Buy/sell delta: -335
Buy/sell ratio: 0.819699
Avg trade size: 33.81
Large trade count: 9
Largest trade size: 189

Candle

Return 1: -0.08507
Return 3: -0.063816
Volume 1: 59
Volume avg 5: 224
Momentum 5: -0.106315

Cross Exchange

Mid avg: 0.4638925
Mid median: 0.469895
Price deviation %: 1.241128
Spread %: 5.522831

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1036562
Quote volume 24h: 4829456.56
Price change 24h %: -0.12

Quality

Capture latency ms: 4777
Order book timestamp: 2026-06-25 11:17:58.112000+02:00
Ticker timestamp: 2026-06-25 11:17:55.910000+02:00
Trades timestamp: 2026-06-25 11:17:53.594000+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: 0.42637
Best ask: 0.46379
Spread: 0.03742
Spread %: 8.407477
Mid price: 0.44508
Last price: 0.46377
Mark price: -
Index price: -

Order Book

Bid depth 5: 8518
Ask depth 5: 933
Bid depth 10: 18070
Ask depth 10: 2306
Bid depth 20: 18070
Ask depth 20: 2306
Imbalance 5: 0.802561
Imbalance 10: 0.773655
Imbalance 20: 0.773655
Top bid size: 730
Top ask size: 1
Bid wall score: 0.040398
Ask wall score: 0.000434

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 62
Imbalance 5 delta: -0.011923
Bid depth 10 delta: -1
Ask depth 10 delta: -106
Imbalance 10 delta: 0.009168
Spread delta: -0.00006
Mid price delta: 0.00003
Wall shift score: -0.000017

Tape

Buy volume: 8400
Sell volume: 7340
Buy/sell delta: 1060
Buy/sell ratio: 1.144414
Avg trade size: 157.4
Large trade count: 3
Largest trade size: 1576

Candle

Return 1: -0.268806
Return 3: -0.268806
Volume 1: 150
Volume avg 5: 33.6
Momentum 5: -0.268806

Cross Exchange

Mid avg: 0.463885
Mid median: 0.469895
Price deviation %: -4.053806
Spread %: 5.529388

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73114
Volume 24h: 193474
Quote volume 24h: 193474
Price change 24h %: -0.795739

Quality

Capture latency ms: 5981
Order book timestamp: 2026-06-25 11:17:53.498000+02:00
Ticker timestamp: 2026-06-25 11:17:53.810000+02:00
Trades timestamp: 2026-06-25 11:17:37.147000+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: 0.46946
Best ask: 0.46972
Spread: 0.00026
Spread %: 0.055367
Mid price: 0.46959
Last price: 0.46969
Mark price: 0.46969
Index price: 0.469725

Order Book

Bid depth 5: 10
Ask depth 5: 5
Bid depth 10: 17
Ask depth 10: 22
Bid depth 20: 88
Ask depth 20: 47
Imbalance 5: 0.333333
Imbalance 10: -0.128205
Imbalance 20: 0.303704
Top bid size: 2
Top ask size: 1
Bid wall score: 0.022727
Ask wall score: 0.021277

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: 0
Imbalance 5 delta: 0.333333
Bid depth 10 delta: 5
Ask depth 10 delta: 8
Imbalance 10 delta: -0.051282
Spread delta: 0.00009
Mid price delta: -0.000255
Wall shift score: 0.002585

Tape

Buy volume: 202
Sell volume: 48
Buy/sell delta: 154
Buy/sell ratio: 4.208333
Avg trade size: 2.5
Large trade count: 5
Largest trade size: 33

Candle

Return 1: 0.078837
Return 3: -0.014901
Volume 1: 8
Volume avg 5: 10
Momentum 5: -0.04469

Cross Exchange

Mid avg: 0.46394875
Mid median: 0.4700225
Price deviation %: 1.215921
Spread %: 5.528628

Funding / OI / Volume

Funding rate: 0.000025
Funding delta: 0.000001
Funding abs: 0.000025
Funding pressure: 0.000026
Open interest: -
Volume 24h: 4331000
Quote volume 24h: 2029202
Price change 24h %: 5.26

Quality

Capture latency ms: 10072
Order book timestamp: 2026-06-25 11:17:34+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:19.041000+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: 8501
gate: 8500
htx: 8434
mexc: 8497

By Symbol

VELVET/USDT:USDT: 33932

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.