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: 36356
Total labels: 109068
Pending labels: 89585
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 20:18:14.863970+02:00
Recent trades snapshots: 36355
Micro candles: 727060
Avg data quality: 75.9120365276708109
Latest latency: 11061 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 78 of 3636 · 36356 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 18:03:04.915386+02:00	gate	VELVET/USDT:USDT	0.47817	68	9883 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 18:02:54.924724+02:00	binance	VELVET/USDT:USDT	0.4792	80	5924 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 18:02:48.905940+02:00	mexc	VELVET/USDT:USDT	0.47955	78	4355 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 18:02:44.497634+02:00	htx	VELVET/USDT:USDT	0.46841	90	4775 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 18:02:28.694779+02:00	gate	VELVET/USDT:USDT	0.477125	68	9797 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 18:02:18.780113+02:00	binance	VELVET/USDT:USDT	0.47815	80	7521 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 18:02:11.139865+02:00	mexc	VELVET/USDT:USDT	0.47955	68	5957 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 18:02:05.104425+02:00	htx	VELVET/USDT:USDT	0.46683	80	6108 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 18:01:48.666068+02:00	gate	VELVET/USDT:USDT	0.476055	68	10384 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 18:01:38.185429+02:00	binance	VELVET/USDT:USDT	0.47745	80	6714 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.47806
Best ask: 0.47828
Spread: 0.00022
Spread %: 0.046009
Mid price: 0.47817
Last price: 0.47867
Mark price: 0.47817
Index price: 0.47815

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 51
Ask depth 10: 10
Bid depth 20: 213
Ask depth 20: 78
Imbalance 5: 0
Imbalance 10: 0.672131
Imbalance 20: 0.463918
Top bid size: 1
Top ask size: 1
Bid wall score: 0.004695
Ask wall score: 0.012821

Dynamics

Bid depth 5 delta: -29
Ask depth 5 delta: -1
Imbalance 5 delta: -0.7
Bid depth 10 delta: -22
Ask depth 10 delta: -1
Imbalance 10 delta: -0.065964
Spread delta: -0.00031
Mid price delta: 0.001045
Wall shift score: 0.009922

Tape

Buy volume: 93
Sell volume: 53
Buy/sell delta: 40
Buy/sell ratio: 1.754717
Avg trade size: 1.46
Large trade count: 4
Largest trade size: 20

Candle

Return 1: 0
Return 3: 1.019331
Volume 1: 0
Volume avg 5: 15.6
Momentum 5: 0.567263

Cross Exchange

Mid avg: 0.47607125
Mid median: 0.4781625
Price deviation %: 0.440848
Spread %: 2.339986

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0.000149
Funding abs: 0.00005
Funding pressure: 0.000199
Open interest: -
Volume 24h: 4509900
Quote volume 24h: 2145565
Price change 24h %: 2.08

Quality

Capture latency ms: 9883
Order book timestamp: 2026-06-25 18:03:03+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:43.378000+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: 0.4791
Best ask: 0.4793
Spread: 0.0002
Spread %: 0.041736
Mid price: 0.4792
Last price: 0.4794
Mark price: -
Index price: -

Order Book

Bid depth 5: 2199
Ask depth 5: 4089
Bid depth 10: 7127
Ask depth 10: 11831
Bid depth 20: 15958
Ask depth 20: 36978
Imbalance 5: -0.300573
Imbalance 10: -0.248127
Imbalance 20: -0.397083
Top bid size: 278
Top ask size: 225
Bid wall score: 0.017421
Ask wall score: 0.006085

Dynamics

Bid depth 5 delta: 10
Ask depth 5 delta: 363
Imbalance 5 delta: -0.040725
Bid depth 10 delta: -580
Ask depth 10 delta: 454
Imbalance 10 delta: -0.05582
Spread delta: 0.0001
Mid price delta: 0.00105
Wall shift score: 0.014095

Tape

Buy volume: 10534
Sell volume: 3314
Buy/sell delta: 7220
Buy/sell ratio: 3.178636
Avg trade size: 138.48
Large trade count: 6
Largest trade size: 1432

Candle

Return 1: 0.461313
Return 3: 0.293071
Volume 1: 45268
Volume avg 5: 33366.4
Momentum 5: 0.398156

Cross Exchange

Mid avg: 0.47580875
Mid median: 0.4776375
Price deviation %: 0.712734
Spread %: 2.341277

Funding / OI / Volume

Funding rate: 0.00010247
Funding delta: 0
Funding abs: 0.00010247
Funding pressure: 0.00010247
Open interest: 22408871
Volume 24h: 50950727
Quote volume 24h: 23977295.89423
Price change 24h %: 1.892

Quality

Capture latency ms: 5924
Order book timestamp: 2026-06-25 18:02:52.744000+02:00
Ticker timestamp: 2026-06-25 18:02:45.353000+02:00
Trades timestamp: 2026-06-25 18:02:54.139000+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: 0.4795
Best ask: 0.4796
Spread: 0.0001
Spread %: 0.020853
Mid price: 0.47955
Last price: 0.4792
Mark price: -
Index price: 0.4793

Order Book

Bid depth 5: 495
Ask depth 5: 1153
Bid depth 10: 2036
Ask depth 10: 2518
Bid depth 20: 5145
Ask depth 20: 6883
Imbalance 5: -0.399272
Imbalance 10: -0.105841
Imbalance 20: -0.144496
Top bid size: 34
Top ask size: 8
Bid wall score: 0.006608
Ask wall score: 0.001162

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 0
Imbalance 10 delta: 0
Spread delta: 0
Mid price delta: 0
Wall shift score: 0

Tape

Buy volume: 580
Sell volume: 1799
Buy/sell delta: -1219
Buy/sell ratio: 0.322401
Avg trade size: 23.79
Large trade count: 8
Largest trade size: 289

Candle

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

Cross Exchange

Mid avg: 0.47580875
Mid median: 0.4776375
Price deviation %: 0.786293
Spread %: 2.341277

Funding / OI / Volume

Funding rate: 0.000098
Funding delta: 0
Funding abs: 0.000098
Funding pressure: 0.000098
Open interest: -
Volume 24h: 901087
Quote volume 24h: 4263225.161
Price change 24h %: -

Quality

Capture latency ms: 4355
Order book timestamp: 2026-06-25 17:42:10.521000+02:00
Ticker timestamp: 2026-06-25 18:02:45.825000+02:00
Trades timestamp: 2026-06-25 17:42:02.594000+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: 0.46381
Best ask: 0.47301
Spread: 0.0092
Spread %: 1.964091
Mid price: 0.46841
Last price: 0.47086
Mark price: -
Index price: -

Order Book

Bid depth 5: 12793
Ask depth 5: 862
Bid depth 10: 16934
Ask depth 10: 2372
Bid depth 20: 16934
Ask depth 20: 2372
Imbalance 5: 0.873746
Imbalance 10: 0.754273
Imbalance 20: 0.754273
Top bid size: 871
Top ask size: 10
Bid wall score: 0.051435
Ask wall score: 0.004216

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -40
Imbalance 5 delta: 0.005473
Bid depth 10 delta: 0
Ask depth 10 delta: 207
Imbalance 10 delta: -0.019013
Spread delta: -0.00034
Mid price delta: 0.00158
Wall shift score: 0.000403

Tape

Buy volume: 4012
Sell volume: 8164
Buy/sell delta: -4152
Buy/sell ratio: 0.491426
Avg trade size: 121.76
Large trade count: 1
Largest trade size: 1038

Candle

Return 1: 0
Return 3: -0.42717
Volume 1: 0
Volume avg 5: 0.4
Momentum 5: -0.42717

Cross Exchange

Mid avg: 0.47541375
Mid median: 0.4776375
Price deviation %: -1.47319
Spread %: 2.675564

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73007
Volume 24h: 148426
Quote volume 24h: 148426
Price change 24h %: 0

Quality

Capture latency ms: 4775
Order book timestamp: 2026-06-25 18:02:43.140000+02:00
Ticker timestamp: 2026-06-25 18:02:43.635000+02:00
Trades timestamp: 2026-06-25 18:01:25.871000+02:00
Data quality score: 90
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: 0.47686
Best ask: 0.47739
Spread: 0.00053
Spread %: 0.111082
Mid price: 0.477125
Last price: 0.47626
Mark price: 0.47686
Index price: 0.47727

Order Book

Bid depth 5: 34
Ask depth 5: 6
Bid depth 10: 73
Ask depth 10: 11
Bid depth 20: 192
Ask depth 20: 86
Imbalance 5: 0.7
Imbalance 10: 0.738095
Imbalance 20: 0.381295
Top bid size: 1
Top ask size: 2
Bid wall score: 0.005208
Ask wall score: 0.023256

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: 1
Imbalance 5 delta: -0.072727
Bid depth 10 delta: -7
Ask depth 10 delta: -29
Imbalance 10 delta: 0.404762
Spread delta: 0.00016
Mid price delta: 0.00107
Wall shift score: -0.017276

Tape

Buy volume: 92
Sell volume: 54
Buy/sell delta: 38
Buy/sell ratio: 1.703704
Avg trade size: 1.46
Large trade count: 4
Largest trade size: 20

Candle

Return 1: 0.071441
Return 3: -0.02519
Volume 1: 5
Volume avg 5: 16
Momentum 5: -0.121634

Cross Exchange

Mid avg: 0.47514625
Mid median: 0.4771025
Price deviation %: 0.416451
Spread %: 2.67707

Funding / OI / Volume

Funding rate: -0.000099
Funding delta: 0.000162
Funding abs: 0.000099
Funding pressure: 0.000261
Open interest: -
Volume 24h: 4509500
Quote volume 24h: 2145374
Price change 24h %: 1.57

Quality

Capture latency ms: 9797
Order book timestamp: 2026-06-25 18:02:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:43.323000+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: 0.4781
Best ask: 0.4782
Spread: 0.0001
Spread %: 0.020914
Mid price: 0.47815
Last price: 0.4776
Mark price: -
Index price: -

Order Book

Bid depth 5: 2189
Ask depth 5: 3726
Bid depth 10: 7707
Ask depth 10: 11377
Bid depth 20: 17771
Ask depth 20: 29433
Imbalance 5: -0.259848
Imbalance 10: -0.192308
Imbalance 20: -0.247055
Top bid size: 53
Top ask size: 169
Bid wall score: 0.002982
Ask wall score: 0.005742

Dynamics

Bid depth 5 delta: -1430
Ask depth 5 delta: -1132
Imbalance 5 delta: -0.113688
Bid depth 10 delta: 1824
Ask depth 10 delta: -3109
Imbalance 10 delta: 0.23005
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: -0.002923

Tape

Buy volume: 16041
Sell volume: 3446
Buy/sell delta: 12595
Buy/sell ratio: 4.654962
Avg trade size: 194.87
Large trade count: 9
Largest trade size: 2450

Candle

Return 1: 0.188719
Return 3: 0.020934
Volume 1: 15048
Volume avg 5: 27322.4
Momentum 5: 0.125733

Cross Exchange

Mid avg: 0.47497125
Mid median: 0.4767525
Price deviation %: 0.669251
Spread %: 2.678057

Funding / OI / Volume

Funding rate: 0.00010247
Funding delta: 0
Funding abs: 0.00010247
Funding pressure: 0.00010247
Open interest: 22408135
Volume 24h: 50920594
Quote volume 24h: 23962874.09223
Price change 24h %: 1.509

Quality

Capture latency ms: 7521
Order book timestamp: 2026-06-25 18:02:16.549000+02:00
Ticker timestamp: 2026-06-25 18:02:07.373000+02:00
Trades timestamp: 2026-06-25 18:02:18.192000+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: 0.4795
Best ask: 0.4796
Spread: 0.0001
Spread %: 0.020853
Mid price: 0.47955
Last price: 0.4792
Mark price: -
Index price: 0.4793

Order Book

Bid depth 5: 495
Ask depth 5: 1153
Bid depth 10: 2036
Ask depth 10: 2518
Bid depth 20: 5145
Ask depth 20: 6883
Imbalance 5: -0.399272
Imbalance 10: -0.105841
Imbalance 20: -0.144496
Top bid size: 34
Top ask size: 8
Bid wall score: 0.006608
Ask wall score: 0.001162

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 0
Imbalance 10 delta: 0
Spread delta: 0
Mid price delta: 0
Wall shift score: 0

Tape

Buy volume: 580
Sell volume: 1799
Buy/sell delta: -1219
Buy/sell ratio: 0.322401
Avg trade size: 23.79
Large trade count: 8
Largest trade size: 289

Candle

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

Cross Exchange

Mid avg: 0.47497125
Mid median: 0.4767525
Price deviation %: 0.964006
Spread %: 2.678057

Funding / OI / Volume

Funding rate: 0.000098
Funding delta: 0
Funding abs: 0.000098
Funding pressure: 0.000098
Open interest: -
Volume 24h: 901087
Quote volume 24h: 4263225.161
Price change 24h %: -

Quality

Capture latency ms: 5957
Order book timestamp: 2026-06-25 17:42:10.727000+02:00
Ticker timestamp: 2026-06-25 18:02:09.844000+02:00
Trades timestamp: 2026-06-25 17:42:02.594000+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: 0.46206
Best ask: 0.4716
Spread: 0.00954
Spread %: 2.04357
Mid price: 0.46683
Last price: 0.47086
Mark price: -
Index price: -

Order Book

Bid depth 5: 12793
Ask depth 5: 902
Bid depth 10: 16934
Ask depth 10: 2165
Bid depth 20: 16934
Ask depth 20: 2165
Imbalance 5: 0.868273
Imbalance 10: 0.773287
Imbalance 20: 0.773287
Top bid size: 871
Top ask size: 10
Bid wall score: 0.051435
Ask wall score: 0.004619

Dynamics

Bid depth 5 delta: 7071
Ask depth 5 delta: 50
Imbalance 5 delta: 0.127476
Bid depth 10 delta: -801
Ask depth 10 delta: -216
Imbalance 10 delta: 0.010014
Spread delta: 0.00131
Mid price delta: 0.000655
Wall shift score: 0.039559

Tape

Buy volume: 4012
Sell volume: 8164
Buy/sell delta: -4152
Buy/sell ratio: 0.491426
Avg trade size: 121.76
Large trade count: 1
Largest trade size: 1038

Candle

Return 1: 0
Return 3: -0.42717
Volume 1: 0
Volume avg 5: 0.4
Momentum 5: -0.42717

Cross Exchange

Mid avg: 0.4748075
Mid median: 0.4767525
Price deviation %: -1.680155
Spread %: 2.816931

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73008
Volume 24h: 148426
Quote volume 24h: 148426
Price change 24h %: 0

Quality

Capture latency ms: 6108
Order book timestamp: 2026-06-25 18:02:03.240000+02:00
Ticker timestamp: 2026-06-25 18:02:03.560000+02:00
Trades timestamp: 2026-06-25 18:01:25.871000+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: 0.47587
Best ask: 0.47624
Spread: 0.00037
Spread %: 0.077722
Mid price: 0.476055
Last price: 0.47592
Mark price: 0.47606
Index price: 0.476448

Order Book

Bid depth 5: 39
Ask depth 5: 5
Bid depth 10: 80
Ask depth 10: 40
Bid depth 20: 125
Ask depth 20: 114
Imbalance 5: 0.772727
Imbalance 10: 0.333333
Imbalance 20: 0.046025
Top bid size: 1
Top ask size: 1
Bid wall score: 0.008
Ask wall score: 0.008772

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: -28
Ask depth 10 delta: 0
Imbalance 10 delta: -0.126126
Spread delta: -0.00011
Mid price delta: 0.002155
Wall shift score: 0.003604

Tape

Buy volume: 92
Sell volume: 54
Buy/sell delta: 38
Buy/sell ratio: 1.703704
Avg trade size: 1.46
Large trade count: 4
Largest trade size: 20

Candle

Return 1: 0.438967
Return 3: -0.010505
Volume 1: 19
Volume avg 5: 19
Momentum 5: -0.53087

Cross Exchange

Mid avg: 0.47426875
Mid median: 0.475675
Price deviation %: 0.376632
Spread %: 2.820131

Funding / OI / Volume

Funding rate: -0.000261
Funding delta: 0
Funding abs: 0.000261
Funding pressure: 0.000261
Open interest: -
Volume 24h: 4509000
Quote volume 24h: 2145136
Price change 24h %: 1.5

Quality

Capture latency ms: 10384
Order book timestamp: 2026-06-25 18:01:47+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:43.291000+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: 0.4774
Best ask: 0.4775
Spread: 0.0001
Spread %: 0.020945
Mid price: 0.47745
Last price: 0.4768
Mark price: -
Index price: -

Order Book

Bid depth 5: 3619
Ask depth 5: 4858
Bid depth 10: 5883
Ask depth 10: 14486
Bid depth 20: 16480
Ask depth 20: 23045
Imbalance 5: -0.14616
Imbalance 10: -0.422358
Imbalance 20: -0.166097
Top bid size: 22
Top ask size: 27
Bid wall score: 0.001335
Ask wall score: 0.001172

Dynamics

Bid depth 5 delta: 2086
Ask depth 5 delta: 1221
Imbalance 5 delta: 0.260803
Bid depth 10 delta: -6008
Ask depth 10 delta: 1787
Imbalance 10 delta: -0.389499
Spread delta: 0
Mid price delta: 0.0024
Wall shift score: -0.007269

Tape

Buy volume: 7035
Sell volume: 4109
Buy/sell delta: 2926
Buy/sell ratio: 1.712095
Avg trade size: 111.44
Large trade count: 10
Largest trade size: 1193

Candle

Return 1: 0.420875
Return 3: 0.146905
Volume 1: 17467
Volume avg 5: 34991.8
Momentum 5: -0.541892

Cross Exchange

Mid avg: 0.47366875
Mid median: 0.474475
Price deviation %: 0.79829
Spread %: 2.823703

Funding / OI / Volume

Funding rate: 0.00010247
Funding delta: -0.00000228
Funding abs: 0.00010247
Funding pressure: 0.00010475
Open interest: 22412620
Volume 24h: 50924593
Quote volume 24h: 23964610.83813
Price change 24h %: 1.296

Quality

Capture latency ms: 6714
Order book timestamp: 2026-06-25 18:01:35.853000+02:00
Ticker timestamp: 2026-06-25 18:01:28.957000+02:00
Trades timestamp: 2026-06-25 18:01:37.278000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 9108
gate: 9107
htx: 9037
mexc: 9104

By Symbol

VELVET/USDT:USDT: 36356

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.