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: 35045
Total labels: 105135
Pending labels: 85652
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 16:30:35.887143+02:00
Recent trades snapshots: 35044
Micro candles: 700840
Avg data quality: 75.9190754743900699
Latest latency: 7345 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 75 of 3505 · 35045 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 14:21:21.493210+02:00	htx	VELVET/USDT:USDT	0.477525	80	5742 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 14:21:04.627192+02:00	gate	VELVET/USDT:USDT	0.48715	68	10265 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 14:20:54.264921+02:00	binance	VELVET/USDT:USDT	0.4879	80	8743 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 14:20:45.424494+02:00	mexc	VELVET/USDT:USDT	0.48785	78	4486 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 14:20:40.877256+02:00	htx	VELVET/USDT:USDT	0.477525	80	5923 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 14:20:23.225520+02:00	gate	VELVET/USDT:USDT	0.487495	68	10929 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 14:20:12.192183+02:00	binance	VELVET/USDT:USDT	0.4882	80	8380 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 14:20:03.634051+02:00	mexc	VELVET/USDT:USDT	0.48805	68	5467 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 14:19:57.987273+02:00	htx	VELVET/USDT:USDT	0.477055	80	7036 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 14:19:40.213748+02:00	gate	VELVET/USDT:USDT	0.486945	68	10319 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.47334
Best ask: 0.48171
Spread: 0.00837
Spread %: 1.752788
Mid price: 0.477525
Last price: 0.48243
Mark price: -
Index price: -

Order Book

Bid depth 5: 12627
Ask depth 5: 30
Bid depth 10: 16211
Ask depth 10: 1230
Bid depth 20: 16211
Ask depth 20: 2271
Imbalance 5: 0.99526
Imbalance 10: 0.858953
Imbalance 20: 0.754247
Top bid size: 950
Top ask size: 6
Bid wall score: 0.058602
Ask wall score: 0.002642

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: -4
Imbalance 10 delta: 0.000426
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.000002

Tape

Buy volume: 3662
Sell volume: 7472
Buy/sell delta: -3810
Buy/sell ratio: 0.490096
Avg trade size: 111.34
Large trade count: 0
Largest trade size: 224

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 41.6
Momentum 5: 0.074678

Cross Exchange

Mid avg: 0.48510625
Mid median: 0.4875
Price deviation %: -1.562802
Spread %: 2.138707

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73039
Volume 24h: 180748
Quote volume 24h: 180748
Price change 24h %: 3.19579

Quality

Capture latency ms: 5742
Order book timestamp: 2026-06-25 14:21:19.740000+02:00
Ticker timestamp: 2026-06-25 14:21:20.320000+02:00
Trades timestamp: 2026-06-25 14:18:56.440000+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: 0.48704
Best ask: 0.48726
Spread: 0.00022
Spread %: 0.045161
Mid price: 0.48715
Last price: 0.48719
Mark price: 0.48699
Index price: 0.487023

Order Book

Bid depth 5: 5
Ask depth 5: 7
Bid depth 10: 50
Ask depth 10: 20
Bid depth 20: 68
Ask depth 20: 114
Imbalance 5: -0.166667
Imbalance 10: 0.428571
Imbalance 20: -0.252747
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014706
Ask wall score: 0.008772

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 2
Imbalance 5 delta: -0.257576
Bid depth 10 delta: -7
Ask depth 10 delta: 10
Imbalance 10 delta: -0.272921
Spread delta: -0.00007
Mid price delta: -0.000345
Wall shift score: 0.029813

Tape

Buy volume: 125
Sell volume: 82
Buy/sell delta: 43
Buy/sell ratio: 1.52439
Avg trade size: 2.07
Large trade count: 3
Largest trade size: 44

Candle

Return 1: 0.041069
Return 3: -0.229362
Volume 1: 1
Volume avg 5: 33.2
Momentum 5: -0.178257

Cross Exchange

Mid avg: 0.4851925
Mid median: 0.4876725
Price deviation %: 0.403448
Spread %: 2.138327

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4291800
Quote volume 24h: 2030243
Price change 24h %: 3.26

Quality

Capture latency ms: 10265
Order book timestamp: 2026-06-25 14:21:03+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:30.060000+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: 0.4878
Best ask: 0.488
Spread: 0.0002
Spread %: 0.040992
Mid price: 0.4879
Last price: 0.4878
Mark price: -
Index price: -

Order Book

Bid depth 5: 3395
Ask depth 5: 4313
Bid depth 10: 11214
Ask depth 10: 12351
Bid depth 20: 23487
Ask depth 20: 35303
Imbalance 5: -0.119097
Imbalance 10: -0.04825
Imbalance 20: -0.200987
Top bid size: 82
Top ask size: 1060
Bid wall score: 0.003491
Ask wall score: 0.030026

Dynamics

Bid depth 5 delta: -1016
Ask depth 5 delta: 1289
Imbalance 5 delta: -0.305647
Bid depth 10 delta: -2076
Ask depth 10 delta: -1664
Imbalance 10 delta: -0.021698
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: -0.03448

Tape

Buy volume: 22932
Sell volume: 8171
Buy/sell delta: 14761
Buy/sell ratio: 2.806511
Avg trade size: 311.03
Large trade count: 7
Largest trade size: 3108

Candle

Return 1: 0.020496
Return 3: -0.367497
Volume 1: 27523
Volume avg 5: 22893.4
Momentum 5: -0.204499

Cross Exchange

Mid avg: 0.4852675
Mid median: 0.4876725
Price deviation %: 0.542484
Spread %: 2.199818

Funding / OI / Volume

Funding rate: 0.00016775
Funding delta: 0
Funding abs: 0.00016775
Funding pressure: 0.00016775
Open interest: 22842112
Volume 24h: 49881000
Quote volume 24h: 23388600.28195
Price change 24h %: 4.521

Quality

Capture latency ms: 8743
Order book timestamp: 2026-06-25 14:20:52.121000+02:00
Ticker timestamp: 2026-06-25 14:20:46.790000+02:00
Trades timestamp: 2026-06-25 14:20:51.888000+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: 0.4877
Best ask: 0.488
Spread: 0.0003
Spread %: 0.061494
Mid price: 0.48785
Last price: 0.4879
Mark price: -
Index price: 0.4874

Order Book

Bid depth 5: 781
Ask depth 5: 1230
Bid depth 10: 2121
Ask depth 10: 3180
Bid depth 20: 5158
Ask depth 20: 5972
Imbalance 5: -0.223272
Imbalance 10: -0.199774
Imbalance 20: -0.073136
Top bid size: 79
Top ask size: 184
Bid wall score: 0.015316
Ask wall score: 0.03081

Dynamics

Bid depth 5 delta: 176
Ask depth 5 delta: 354
Imbalance 5 delta: -0.040288
Bid depth 10 delta: -298
Ask depth 10 delta: 103
Imbalance 10 delta: -0.08005
Spread delta: 0.0002
Mid price delta: -0.0002
Wall shift score: -0.026625

Tape

Buy volume: 1402
Sell volume: 1203
Buy/sell delta: 199
Buy/sell ratio: 1.16542
Avg trade size: 26.05
Large trade count: 15
Largest trade size: 148

Candle

Return 1: -0.020492
Return 3: -0.347222
Volume 1: 118
Volume avg 5: 245.6
Momentum 5: -0.306498

Cross Exchange

Mid avg: 0.4853175
Mid median: 0.4877725
Price deviation %: 0.521823
Spread %: 2.199591

Funding / OI / Volume

Funding rate: 0.000169
Funding delta: 0
Funding abs: 0.000169
Funding pressure: 0.000169
Open interest: -
Volume 24h: 978889
Quote volume 24h: 4612605.797
Price change 24h %: 3.72

Quality

Capture latency ms: 4486
Order book timestamp: 2026-06-25 14:20:43.501000+02:00
Ticker timestamp: 2026-06-25 14:20:40.838000+02:00
Trades timestamp: 2026-06-25 14:20:34.803000+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: 0.47334
Best ask: 0.48171
Spread: 0.00837
Spread %: 1.752788
Mid price: 0.477525
Last price: 0.48243
Mark price: -
Index price: -

Order Book

Bid depth 5: 12627
Ask depth 5: 30
Bid depth 10: 16211
Ask depth 10: 1234
Bid depth 20: 16211
Ask depth 20: 2273
Imbalance 5: 0.99526
Imbalance 10: 0.858527
Imbalance 20: 0.754058
Top bid size: 950
Top ask size: 6
Bid wall score: 0.058602
Ask wall score: 0.00264

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 3
Imbalance 10 delta: -0.00032
Spread delta: 0.00094
Mid price delta: 0.00047
Wall shift score: 0.000003

Tape

Buy volume: 3662
Sell volume: 7472
Buy/sell delta: -3810
Buy/sell ratio: 0.490096
Avg trade size: 111.34
Large trade count: 0
Largest trade size: 224

Candle

Return 1: 0
Return 3: 0.074678
Volume 1: 0
Volume avg 5: 83.2
Momentum 5: -0.607771

Cross Exchange

Mid avg: 0.4852
Mid median: 0.4877725
Price deviation %: -1.581822
Spread %: 2.296991

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73039
Volume 24h: 180748
Quote volume 24h: 180748
Price change 24h %: 3.19579

Quality

Capture latency ms: 5923
Order book timestamp: 2026-06-25 14:20:39.198000+02:00
Ticker timestamp: 2026-06-25 14:20:39.826000+02:00
Trades timestamp: 2026-06-25 14:18:56.440000+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: 0.48735
Best ask: 0.48764
Spread: 0.00029
Spread %: 0.059488
Mid price: 0.487495
Last price: 0.48717
Mark price: 0.48715
Index price: 0.48713

Order Book

Bid depth 5: 6
Ask depth 5: 5
Bid depth 10: 57
Ask depth 10: 10
Bid depth 20: 152
Ask depth 20: 27
Imbalance 5: 0.090909
Imbalance 10: 0.701493
Imbalance 20: 0.698324
Top bid size: 2
Top ask size: 1
Bid wall score: 0.013158
Ask wall score: 0.037037

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 46
Ask depth 10 delta: -43
Imbalance 10 delta: 1.357743
Spread delta: 0.0001
Mid price delta: 0.00055
Wall shift score: -0.027762

Tape

Buy volume: 123
Sell volume: 67
Buy/sell delta: 56
Buy/sell ratio: 1.835821
Avg trade size: 1.9
Large trade count: 6
Largest trade size: 44

Candle

Return 1: 0.047234
Return 3: -0.294714
Volume 1: 62
Volume avg 5: 30.6
Momentum 5: -0.198713

Cross Exchange

Mid avg: 0.4850625
Mid median: 0.4874975
Price deviation %: 0.501482
Spread %: 2.297642

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4289300
Quote volume 24h: 2029025
Price change 24h %: 3.26

Quality

Capture latency ms: 10929
Order book timestamp: 2026-06-25 14:20:21+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:30.006000+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: 0.4881
Best ask: 0.4883
Spread: 0.0002
Spread %: 0.040967
Mid price: 0.4882
Last price: 0.4878
Mark price: -
Index price: -

Order Book

Bid depth 5: 4411
Ask depth 5: 3024
Bid depth 10: 13290
Ask depth 10: 14015
Bid depth 20: 23492
Ask depth 20: 49290
Imbalance 5: 0.18655
Imbalance 10: -0.026552
Imbalance 20: -0.354456
Top bid size: 200
Top ask size: 28
Bid wall score: 0.008514
Ask wall score: 0.000568

Dynamics

Bid depth 5 delta: 1636
Ask depth 5 delta: -116
Imbalance 5 delta: 0.248258
Bid depth 10 delta: 1637
Ask depth 10 delta: 830
Imbalance 10 delta: 0.035128
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: 0.01016

Tape

Buy volume: 16583
Sell volume: 15970
Buy/sell delta: 613
Buy/sell ratio: 1.038384
Avg trade size: 325.53
Large trade count: 8
Largest trade size: 2605

Candle

Return 1: 0.040992
Return 3: -0.34708
Volume 1: 16810
Volume avg 5: 20750.8
Momentum 5: -0.184049

Cross Exchange

Mid avg: 0.4850875
Mid median: 0.4874975
Price deviation %: 0.641637
Spread %: 2.318138

Funding / OI / Volume

Funding rate: 0.00016775
Funding delta: -0.00000151
Funding abs: 0.00016775
Funding pressure: 0.00016926
Open interest: 22846294
Volume 24h: 49853812
Quote volume 24h: 23375335.57635
Price change 24h %: 4.521

Quality

Capture latency ms: 8380
Order book timestamp: 2026-06-25 14:20:10.003000+02:00
Ticker timestamp: 2026-06-25 14:20:04.617000+02:00
Trades timestamp: 2026-06-25 14:20:07.763000+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: 0.488
Best ask: 0.4881
Spread: 0.0001
Spread %: 0.02049
Mid price: 0.48805
Last price: 0.488
Mark price: -
Index price: 0.4871

Order Book

Bid depth 5: 605
Ask depth 5: 876
Bid depth 10: 2419
Ask depth 10: 3077
Bid depth 20: 6562
Ask depth 20: 11009
Imbalance 5: -0.182984
Imbalance 10: -0.119723
Imbalance 20: -0.253087
Top bid size: 79
Top ask size: 10
Bid wall score: 0.012039
Ask wall score: 0.000908

Dynamics

Bid depth 5 delta: -231
Ask depth 5 delta: 229
Imbalance 5 delta: -0.310429
Bid depth 10 delta: -303
Ask depth 10 delta: 726
Imbalance 10 delta: -0.192856
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: 0.00836

Tape

Buy volume: 1400
Sell volume: 1378
Buy/sell delta: 22
Buy/sell ratio: 1.015965
Avg trade size: 27.78
Large trade count: 10
Largest trade size: 157

Candle

Return 1: -0.224903
Return 3: -0.224903
Volume 1: 730
Volume avg 5: 391.6
Momentum 5: -0.224903

Cross Exchange

Mid avg: 0.4852375
Mid median: 0.4876225
Price deviation %: 0.579613
Spread %: 2.389552

Funding / OI / Volume

Funding rate: 0.000169
Funding delta: 0
Funding abs: 0.000169
Funding pressure: 0.000169
Open interest: -
Volume 24h: 978783
Quote volume 24h: 4612087.527
Price change 24h %: 3.74

Quality

Capture latency ms: 5467
Order book timestamp: 2026-06-25 14:20:01.400000+02:00
Ticker timestamp: 2026-06-25 14:19:59.813000+02:00
Trades timestamp: 2026-06-25 14:19:59.595000+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: 0.47334
Best ask: 0.48077
Spread: 0.00743
Spread %: 1.557472
Mid price: 0.477055
Last price: 0.48243
Mark price: -
Index price: -

Order Book

Bid depth 5: 12627
Ask depth 5: 30
Bid depth 10: 16211
Ask depth 10: 1231
Bid depth 20: 16211
Ask depth 20: 2270
Imbalance 5: 0.99526
Imbalance 10: 0.858846
Imbalance 20: 0.754342
Top bid size: 950
Top ask size: 6
Bid wall score: 0.058602
Ask wall score: 0.002643

Dynamics

Bid depth 5 delta: -193
Ask depth 5 delta: 0
Imbalance 5 delta: -0.000071
Bid depth 10 delta: 0
Ask depth 10 delta: -534
Imbalance 10 delta: 0.055219
Spread delta: -0.00013
Mid price delta: -0.001615
Wall shift score: -0.000001

Tape

Buy volume: 3662
Sell volume: 7472
Buy/sell delta: -3810
Buy/sell ratio: 0.490096
Avg trade size: 111.34
Large trade count: 0
Largest trade size: 224

Candle

Return 1: 0
Return 3: 0.074678
Volume 1: 0
Volume avg 5: 83.2
Momentum 5: -0.607771

Cross Exchange

Mid avg: 0.48564125
Mid median: 0.4876225
Price deviation %: -1.768023
Spread %: 2.055015

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73039
Volume 24h: 187324
Quote volume 24h: 187324
Price change 24h %: 3.19579

Quality

Capture latency ms: 7036
Order book timestamp: 2026-06-25 14:19:54.598000+02:00
Ticker timestamp: 2026-06-25 14:19:55.657000+02:00
Trades timestamp: 2026-06-25 14:18:56.440000+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: 0.48685
Best ask: 0.48704
Spread: 0.00019
Spread %: 0.039019
Mid price: 0.486945
Last price: 0.48688
Mark price: 0.4881
Index price: 0.48812

Order Book

Bid depth 5: 6
Ask depth 5: 5
Bid depth 10: 11
Ask depth 10: 53
Bid depth 20: 159
Ask depth 20: 115
Imbalance 5: 0.090909
Imbalance 10: -0.65625
Imbalance 20: 0.160584
Top bid size: 2
Top ask size: 1
Bid wall score: 0.012579
Ask wall score: 0.008696

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: -43
Ask depth 10 delta: 43
Imbalance 10 delta: -1.34375
Spread delta: 0.00006
Mid price delta: -0.00144
Wall shift score: 0.005033

Tape

Buy volume: 99
Sell volume: 52
Buy/sell delta: 47
Buy/sell ratio: 1.903846
Avg trade size: 1.51
Large trade count: 8
Largest trade size: 18

Candle

Return 1: -0.292847
Return 3: -0.241774
Volume 1: 48
Volume avg 5: 22.8
Momentum 5: -0.274466

Cross Exchange

Mid avg: 0.48600125
Mid median: 0.4883425
Price deviation %: 0.194187
Spread %: 2.053493

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4282100
Quote volume 24h: 2025518
Price change 24h %: 4.75

Quality

Capture latency ms: 10319
Order book timestamp: 2026-06-25 14:19:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:29.974000+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: 8780
gate: 8778
htx: 8711
mexc: 8776

By Symbol

VELVET/USDT:USDT: 35045

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.