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: 35951
Total labels: 107853
Pending labels: 88370
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 19:06:07.676921+02:00
Recent trades snapshots: 35950
Micro candles: 718960
Avg data quality: 75.9174431865594837
Latest latency: 5849 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 77 of 3596 · 35951 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 16:54:56.819698+02:00	htx	VELVET/USDT:USDT	0.48077	80	5079 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 16:54:41.780716+02:00	gate	VELVET/USDT:USDT	0.490795	68	9671 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 16:54:32.017987+02:00	binance	VELVET/USDT:USDT	0.49125	80	6726 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 16:54:25.194785+02:00	mexc	VELVET/USDT:USDT	0.49125	78	4259 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 16:54:20.884478+02:00	htx	VELVET/USDT:USDT	0.48135	80	5144 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 16:54:05.813190+02:00	gate	VELVET/USDT:USDT	0.492235	68	10429 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 16:53:55.286107+02:00	binance	VELVET/USDT:USDT	0.49265	80	6092 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 16:53:49.104521+02:00	mexc	VELVET/USDT:USDT	0.49265	78	4358 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 16:53:44.698544+02:00	htx	VELVET/USDT:USDT	0.482175	80	5833 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 16:53:29.493351+02:00	gate	VELVET/USDT:USDT	0.491385	68	9836 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.47671
Best ask: 0.48483
Spread: 0.00812
Spread %: 1.688957
Mid price: 0.48077
Last price: 0.48597
Mark price: -
Index price: -

Order Book

Bid depth 5: 14149
Ask depth 5: 349
Bid depth 10: 18290
Ask depth 10: 1345
Bid depth 20: 18290
Ask depth 20: 2579
Imbalance 5: 0.951855
Imbalance 10: 0.863
Imbalance 20: 0.752839
Top bid size: 631
Top ask size: 10
Bid wall score: 0.0345
Ask wall score: 0.003877

Dynamics

Bid depth 5 delta: 5463
Ask depth 5 delta: 0
Imbalance 5 delta: 0.029111
Bid depth 10 delta: 1193
Ask depth 10 delta: -518
Imbalance 10 delta: 0.059519
Spread delta: -0.00116
Mid price delta: -0.00058
Wall shift score: -0.001847

Tape

Buy volume: 4210
Sell volume: 8502
Buy/sell delta: -4292
Buy/sell ratio: 0.495178
Avg trade size: 127.12
Large trade count: 1
Largest trade size: 1038

Candle

Return 1: 0
Return 3: 0.367624
Volume 1: 0
Volume avg 5: 83.2
Momentum 5: -0.268839

Cross Exchange

Mid avg: 0.48866125
Mid median: 0.4910225
Price deviation %: -1.614871
Spread %: 2.025943

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73011
Volume 24h: 151348
Quote volume 24h: 151348
Price change 24h %: 3.953026

Quality

Capture latency ms: 5079
Order book timestamp: 2026-06-25 16:54:55.440000+02:00
Ticker timestamp: 2026-06-25 16:54:55.795000+02:00
Trades timestamp: 2026-06-25 16:53:32.130000+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: 0.49064
Best ask: 0.49095
Spread: 0.00031
Spread %: 0.063163
Mid price: 0.490795
Last price: 0.4905
Mark price: 0.49095
Index price: 0.49144

Order Book

Bid depth 5: 34
Ask depth 5: 5
Bid depth 10: 44
Ask depth 10: 10
Bid depth 20: 118
Ask depth 20: 121
Imbalance 5: 0.74359
Imbalance 10: 0.62963
Imbalance 20: -0.012552
Top bid size: 2
Top ask size: 1
Bid wall score: 0.016949
Ask wall score: 0.008264

Dynamics

Bid depth 5 delta: 28
Ask depth 5 delta: 0
Imbalance 5 delta: 0.652681
Bid depth 10 delta: 0
Ask depth 10 delta: 0
Imbalance 10 delta: 0
Spread delta: -0.00004
Mid price delta: -0.00144
Wall shift score: -0.000169

Tape

Buy volume: 78
Sell volume: 133
Buy/sell delta: -55
Buy/sell ratio: 0.586466
Avg trade size: 2.11
Large trade count: 8
Largest trade size: 27

Candle

Return 1: -0.310957
Return 3: -0.347413
Volume 1: 43
Volume avg 5: 70.8
Momentum 5: -0.264335

Cross Exchange

Mid avg: 0.48902125
Mid median: 0.49125
Price deviation %: 0.362714
Spread %: 2.225875

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4650800
Quote volume 24h: 2207534
Price change 24h %: 3.41

Quality

Capture latency ms: 9671
Order book timestamp: 2026-06-25 16:54:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:39.280000+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: 0.4912
Best ask: 0.4913
Spread: 0.0001
Spread %: 0.020356
Mid price: 0.49125
Last price: 0.4913
Mark price: -
Index price: -

Order Book

Bid depth 5: 3947
Ask depth 5: 2155
Bid depth 10: 13135
Ask depth 10: 8963
Bid depth 20: 41475
Ask depth 20: 24603
Imbalance 5: 0.293674
Imbalance 10: 0.188795
Imbalance 20: 0.255335
Top bid size: 264
Top ask size: 270
Bid wall score: 0.006365
Ask wall score: 0.010974

Dynamics

Bid depth 5 delta: 1778
Ask depth 5 delta: -446
Imbalance 5 delta: 0.38424
Bid depth 10 delta: 2983
Ask depth 10 delta: -3325
Imbalance 10 delta: 0.283983
Spread delta: 0
Mid price delta: -0.0014
Wall shift score: -0.025887

Tape

Buy volume: 29272
Sell volume: 7583
Buy/sell delta: 21689
Buy/sell ratio: 3.860214
Avg trade size: 368.55
Large trade count: 4
Largest trade size: 20192

Candle

Return 1: -0.344828
Return 3: -0.365038
Volume 1: 5317
Volume avg 5: 46828.8
Momentum 5: -0.223396

Cross Exchange

Mid avg: 0.48937125
Mid median: 0.4917425
Price deviation %: 0.383911
Spread %: 2.309085

Funding / OI / Volume

Funding rate: 0.00016687
Funding delta: 0.00000028
Funding abs: 0.00016687
Funding pressure: 0.00016715
Open interest: 22538825
Volume 24h: 50845704
Quote volume 24h: 23909526.34101
Price change 24h %: 3.562

Quality

Capture latency ms: 6726
Order book timestamp: 2026-06-25 16:54:29.891000+02:00
Ticker timestamp: 2026-06-25 16:54:23.505000+02:00
Trades timestamp: 2026-06-25 16:54:31.584000+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: 0.4912
Best ask: 0.4913
Spread: 0.0001
Spread %: 0.020356
Mid price: 0.49125
Last price: 0.4913
Mark price: -
Index price: 0.4916

Order Book

Bid depth 5: 1081
Ask depth 5: 583
Bid depth 10: 2929
Ask depth 10: 2352
Bid depth 20: 6126
Ask depth 20: 4784
Imbalance 5: 0.299279
Imbalance 10: 0.10926
Imbalance 20: 0.123006
Top bid size: 62
Top ask size: 7
Bid wall score: 0.010121
Ask wall score: 0.001463

Dynamics

Bid depth 5 delta: 477
Ask depth 5 delta: -300
Imbalance 5 delta: 0.486905
Bid depth 10 delta: 1039
Ask depth 10 delta: -705
Imbalance 10 delta: 0.34516
Spread delta: 0
Mid price delta: -0.0014
Wall shift score: 0.007795

Tape

Buy volume: 1589
Sell volume: 1989
Buy/sell delta: -400
Buy/sell ratio: 0.798894
Avg trade size: 35.78
Large trade count: 6
Largest trade size: 355

Candle

Return 1: -0.263906
Return 3: -0.506278
Volume 1: 15
Volume avg 5: 600.6
Momentum 5: -0.182852

Cross Exchange

Mid avg: 0.48972125
Mid median: 0.4924425
Price deviation %: 0.312167
Spread %: 2.307435

Funding / OI / Volume

Funding rate: 0.000166
Funding delta: 0.000006
Funding abs: 0.000166
Funding pressure: 0.000172
Open interest: -
Volume 24h: 950194
Quote volume 24h: 4492418.118
Price change 24h %: 4.44

Quality

Capture latency ms: 4259
Order book timestamp: 2026-06-25 16:54:23.549000+02:00
Ticker timestamp: 2026-06-25 16:54:22.935000+02:00
Trades timestamp: 2026-06-25 16:54:21.595000+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: 0.47671
Best ask: 0.48599
Spread: 0.00928
Spread %: 1.927911
Mid price: 0.48135
Last price: 0.48597
Mark price: -
Index price: -

Order Book

Bid depth 5: 8686
Ask depth 5: 349
Bid depth 10: 17097
Ask depth 10: 1863
Bid depth 20: 17197
Ask depth 20: 2368
Imbalance 5: 0.922745
Imbalance 10: 0.803481
Imbalance 20: 0.757935
Top bid size: 631
Top ask size: 10
Bid wall score: 0.036692
Ask wall score: 0.004223

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 516
Imbalance 10 delta: -0.050455
Spread delta: 0.00165
Mid price delta: -0.000825
Wall shift score: -0.00035

Tape

Buy volume: 4210
Sell volume: 8502
Buy/sell delta: -4292
Buy/sell ratio: 0.495178
Avg trade size: 127.12
Large trade count: 1
Largest trade size: 1038

Candle

Return 1: 0
Return 3: 0.367624
Volume 1: 0
Volume avg 5: 83.2
Momentum 5: -0.268839

Cross Exchange

Mid avg: 0.4899275
Mid median: 0.4924425
Price deviation %: -1.750769
Spread %: 2.138071

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73011
Volume 24h: 151348
Quote volume 24h: 151348
Price change 24h %: 3.953026

Quality

Capture latency ms: 5144
Order book timestamp: 2026-06-25 16:54:19.598000+02:00
Ticker timestamp: 2026-06-25 16:54:19.879000+02:00
Trades timestamp: 2026-06-25 16:53:32.130000+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: 0.49206
Best ask: 0.49241
Spread: 0.00035
Spread %: 0.071104
Mid price: 0.492235
Last price: 0.49203
Mark price: 0.49203
Index price: 0.492055

Order Book

Bid depth 5: 6
Ask depth 5: 5
Bid depth 10: 44
Ask depth 10: 10
Bid depth 20: 120
Ask depth 20: 128
Imbalance 5: 0.090909
Imbalance 10: 0.62963
Imbalance 20: -0.032258
Top bid size: 2
Top ask size: 1
Bid wall score: 0.016667
Ask wall score: 0.007812

Dynamics

Bid depth 5 delta: -32
Ask depth 5 delta: 0
Imbalance 5 delta: -0.676533
Bid depth 10 delta: -43
Ask depth 10 delta: -37
Imbalance 10 delta: 0.331122
Spread delta: 0.00002
Mid price delta: 0.00085
Wall shift score: 0.012694

Tape

Buy volume: 50
Sell volume: 134
Buy/sell delta: -84
Buy/sell ratio: 0.373134
Avg trade size: 1.84
Large trade count: 6
Largest trade size: 27

Candle

Return 1: 0
Return 3: -0.03657
Volume 1: 0
Volume avg 5: 62.2
Momentum 5: 0.046767

Cross Exchange

Mid avg: 0.489715
Mid median: 0.4920175
Price deviation %: 0.514585
Spread %: 2.138999

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4648300
Quote volume 24h: 2206307
Price change 24h %: 3.73

Quality

Capture latency ms: 10429
Order book timestamp: 2026-06-25 16:54:04+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:39.236000+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: 0.4926
Best ask: 0.4927
Spread: 0.0001
Spread %: 0.020298
Mid price: 0.49265
Last price: 0.4926
Mark price: -
Index price: -

Order Book

Bid depth 5: 2169
Ask depth 5: 2601
Bid depth 10: 10152
Ask depth 10: 12288
Bid depth 20: 20849
Ask depth 20: 34807
Imbalance 5: -0.090566
Imbalance 10: -0.095187
Imbalance 20: -0.250791
Top bid size: 582
Top ask size: 231
Bid wall score: 0.027915
Ask wall score: 0.006637

Dynamics

Bid depth 5 delta: 903
Ask depth 5 delta: 330
Imbalance 5 delta: 0.193573
Bid depth 10 delta: 284
Ask depth 10 delta: 670
Imbalance 10 delta: -0.013739
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: 0.026233

Tape

Buy volume: 2752
Sell volume: 2172
Buy/sell delta: 580
Buy/sell ratio: 1.267035
Avg trade size: 49.24
Large trade count: 7
Largest trade size: 728

Candle

Return 1: -0.040576
Return 3: 0.183001
Volume 1: 4954
Volume avg 5: 47059.8
Momentum 5: -0.283343

Cross Exchange

Mid avg: 0.489665
Mid median: 0.4919175
Price deviation %: 0.6096
Spread %: 2.139218

Funding / OI / Volume

Funding rate: 0.00016659
Funding delta: 0
Funding abs: 0.00016659
Funding pressure: 0.00016659
Open interest: 22528752
Volume 24h: 50821952
Quote volume 24h: 23897537.77611
Price change 24h %: 4.012

Quality

Capture latency ms: 6092
Order book timestamp: 2026-06-25 16:53:53.083000+02:00
Ticker timestamp: 2026-06-25 16:53:44.197000+02:00
Trades timestamp: 2026-06-25 16:53:54.293000+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: 0.4926
Best ask: 0.4927
Spread: 0.0001
Spread %: 0.020298
Mid price: 0.49265
Last price: 0.4927
Mark price: -
Index price: 0.4921

Order Book

Bid depth 5: 604
Ask depth 5: 883
Bid depth 10: 1890
Ask depth 10: 3057
Bid depth 20: 4456
Ask depth 20: 7555
Imbalance 5: -0.187626
Imbalance 10: -0.235901
Imbalance 20: -0.258013
Top bid size: 18
Top ask size: 24
Bid wall score: 0.004039
Ask wall score: 0.003177

Dynamics

Bid depth 5 delta: 26
Ask depth 5 delta: 147
Imbalance 5 delta: -0.067383
Bid depth 10 delta: -633
Ask depth 10 delta: 447
Imbalance 10 delta: -0.218951
Spread delta: -0.0001
Mid price delta: -0.00005
Wall shift score: 0.003375

Tape

Buy volume: 1605
Sell volume: 2013
Buy/sell delta: -408
Buy/sell ratio: 0.797317
Avg trade size: 36.18
Large trade count: 6
Largest trade size: 355

Candle

Return 1: 0
Return 3: 0.387123
Volume 1: 12
Volume avg 5: 712
Momentum 5: -0.242964

Cross Exchange

Mid avg: 0.4896775
Mid median: 0.4919175
Price deviation %: 0.607032
Spread %: 2.149374

Funding / OI / Volume

Funding rate: 0.00016
Funding delta: 0
Funding abs: 0.00016
Funding pressure: 0.00016
Open interest: -
Volume 24h: 950178
Quote volume 24h: 4492338.331
Price change 24h %: 4.74

Quality

Capture latency ms: 4358
Order book timestamp: 2026-06-25 16:53:47.541000+02:00
Ticker timestamp: 2026-06-25 16:53:46.733000+02:00
Trades timestamp: 2026-06-25 16:53:39.594000+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: 0.47836
Best ask: 0.48599
Spread: 0.00763
Spread %: 1.582413
Mid price: 0.482175
Last price: 0.48597
Mark price: -
Index price: -

Order Book

Bid depth 5: 8686
Ask depth 5: 349
Bid depth 10: 17097
Ask depth 10: 1347
Bid depth 20: 17197
Ask depth 20: 2582
Imbalance 5: 0.922745
Imbalance 10: 0.853936
Imbalance 20: 0.738915
Top bid size: 631
Top ask size: 10
Bid wall score: 0.036692
Ask wall score: 0.003873

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 1
Imbalance 10 delta: -0.000101
Spread delta: -0.00076
Mid price delta: -0.00038
Wall shift score: 0.038391

Tape

Buy volume: 4210
Sell volume: 8502
Buy/sell delta: -4292
Buy/sell ratio: 0.495178
Avg trade size: 127.12
Large trade count: 1
Largest trade size: 1038

Candle

Return 1: 0.367624
Return 3: 0.367624
Volume 1: 208
Volume avg 5: 83.2
Momentum 5: -0.268839

Cross Exchange

Mid avg: 0.4897725
Mid median: 0.4919175
Price deviation %: -1.55123
Spread %: 2.07137

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72909
Volume 24h: 151348
Quote volume 24h: 151348
Price change 24h %: 3.953026

Quality

Capture latency ms: 5833
Order book timestamp: 2026-06-25 16:53:42.598000+02:00
Ticker timestamp: 2026-06-25 16:53:43.519000+02:00
Trades timestamp: 2026-06-25 16:53:32.130000+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: 0.49122
Best ask: 0.49155
Spread: 0.00033
Spread %: 0.067157
Mid price: 0.491385
Last price: 0.49163
Mark price: 0.49193
Index price: 0.49227

Order Book

Bid depth 5: 38
Ask depth 5: 5
Bid depth 10: 87
Ask depth 10: 47
Bid depth 20: 276
Ask depth 20: 134
Imbalance 5: 0.767442
Imbalance 10: 0.298507
Imbalance 20: 0.346341
Top bid size: 1
Top ask size: 1
Bid wall score: 0.003623
Ask wall score: 0.007463

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 8
Ask depth 10 delta: 37
Imbalance 10 delta: -0.476773
Spread delta: -0.00018
Mid price delta: -0.00037
Wall shift score: -0.001576

Tape

Buy volume: 51
Sell volume: 133
Buy/sell delta: -82
Buy/sell ratio: 0.383459
Avg trade size: 1.84
Large trade count: 6
Largest trade size: 27

Candle

Return 1: -0.010169
Return 3: 0.328558
Volume 1: 2
Volume avg 5: 70.2
Momentum 5: -0.279913

Cross Exchange

Mid avg: 0.489865
Mid median: 0.4921025
Price deviation %: 0.31029
Spread %: 2.070979

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4648100
Quote volume 24h: 2206208
Price change 24h %: 3.72

Quality

Capture latency ms: 9836
Order book timestamp: 2026-06-25 16:53:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:39.191000+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: 9006
gate: 9005
htx: 8937
mexc: 9003

By Symbol

VELVET/USDT:USDT: 35951

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.