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: 36797
Total labels: 110391
Pending labels: 90908
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 21:37:08.997589+02:00
Recent trades snapshots: 36796
Micro candles: 735880
Avg data quality: 75.9055901296301329
Latest latency: 6551 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 79 of 3680 · 36797 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 19:18:44.630334+02:00	htx	VELVET/USDT:USDT	0.46706	80	5996 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 19:18:27.186861+02:00	gate	VELVET/USDT:USDT	0.48254	68	10309 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 19:18:16.767368+02:00	binance	VELVET/USDT:USDT	0.48385	80	6376 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 19:18:10.277466+02:00	mexc	VELVET/USDT:USDT	0.4831	68	5499 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 19:18:04.625600+02:00	htx	VELVET/USDT:USDT	0.46681	80	34783 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 19:17:16.145393+02:00	gate	VELVET/USDT:USDT	0.48253	68	10611 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 19:17:05.267486+02:00	binance	VELVET/USDT:USDT	0.48325	80	7239 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 19:16:57.929022+02:00	mexc	VELVET/USDT:USDT	0.4827	78	4827 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 19:16:53.038088+02:00	htx	VELVET/USDT:USDT	0.467265	80	5447 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 19:16:36.742228+02:00	gate	VELVET/USDT:USDT	0.482385	68	9936 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.45104
Best ask: 0.48308
Spread: 0.03204
Spread %: 6.859932
Mid price: 0.46706
Last price: 0.47314
Mark price: -
Index price: -

Order Book

Bid depth 5: 1461
Ask depth 5: 1592
Bid depth 10: 16200
Ask depth 10: 2780
Bid depth 20: 21150
Ask depth 20: 3188
Imbalance 5: -0.042909
Imbalance 10: 0.70706
Imbalance 20: 0.738023
Top bid size: 730
Top ask size: 85
Bid wall score: 0.034515
Ask wall score: 0.026662

Dynamics

Bid depth 5 delta: -9792
Ask depth 5 delta: 330
Imbalance 5 delta: -0.841231
Bid depth 10 delta: -3464
Ask depth 10 delta: 170
Imbalance 10 delta: -0.058586
Spread delta: -0.00052
Mid price delta: 0.00025
Wall shift score: 0.142484

Tape

Buy volume: 3396
Sell volume: 7036
Buy/sell delta: -3640
Buy/sell ratio: 0.482661
Avg trade size: 104.32
Large trade count: 0
Largest trade size: 218

Candle

Return 1: 0
Return 3: -0.638414
Volume 1: 0
Volume avg 5: 217.6
Momentum 5: -0.944206

Cross Exchange

Mid avg: 0.479075
Mid median: 0.48282
Price deviation %: -2.507958
Spread %: 3.556854

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72951
Volume 24h: 120940
Quote volume 24h: 120940
Price change 24h %: 0.48422

Quality

Capture latency ms: 5996
Order book timestamp: 2026-06-25 19:18:43.398000+02:00
Ticker timestamp: 2026-06-25 19:18:43.740000+02:00
Trades timestamp: 2026-06-25 19:17:29.485000+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: 0.4824
Best ask: 0.48268
Spread: 0.00028
Spread %: 0.058026
Mid price: 0.48254
Last price: 0.48266
Mark price: 0.48275
Index price: 0.483885

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 38
Ask depth 10: 43
Bid depth 20: 98
Ask depth 20: 109
Imbalance 5: 0
Imbalance 10: -0.061728
Imbalance 20: -0.05314
Top bid size: 1
Top ask size: 1
Bid wall score: 0.010204
Ask wall score: 0.009174

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -23
Imbalance 5 delta: 0.69697
Bid depth 10 delta: -1
Ask depth 10 delta: 4
Imbalance 10 delta: -0.061728
Spread delta: -0.00002
Mid price delta: 0.00001
Wall shift score: 0.010737

Tape

Buy volume: 77
Sell volume: 113
Buy/sell delta: -36
Buy/sell ratio: 0.681416
Avg trade size: 1.9
Large trade count: 5
Largest trade size: 35

Candle

Return 1: 0.062194
Return 3: 0.029014
Volume 1: 9
Volume avg 5: 30.8
Momentum 5: -0.396219

Cross Exchange

Mid avg: 0.4790725
Mid median: 0.482815
Price deviation %: 0.723794
Spread %: 3.556873

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4054200
Quote volume 24h: 1957017
Price change 24h %: 8.82

Quality

Capture latency ms: 10309
Order book timestamp: 2026-06-25 19:18:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:47.905000+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: 0.4838
Best ask: 0.4839
Spread: 0.0001
Spread %: 0.020668
Mid price: 0.48385
Last price: 0.4841
Mark price: -
Index price: -

Order Book

Bid depth 5: 2667
Ask depth 5: 6487
Bid depth 10: 11700
Ask depth 10: 17943
Bid depth 20: 36656
Ask depth 20: 41586
Imbalance 5: -0.417304
Imbalance 10: -0.210606
Imbalance 20: -0.06301
Top bid size: 144
Top ask size: 12
Bid wall score: 0.003928
Ask wall score: 0.000289

Dynamics

Bid depth 5 delta: -3885
Ask depth 5 delta: -2634
Imbalance 5 delta: -0.253391
Bid depth 10 delta: -5574
Ask depth 10 delta: -1143
Imbalance 10 delta: -0.160771
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: 0.015015

Tape

Buy volume: 26661
Sell volume: 8275
Buy/sell delta: 18386
Buy/sell ratio: 3.221873
Avg trade size: 349.36
Large trade count: 10
Largest trade size: 3552

Candle

Return 1: -0.082713
Return 3: -0.185912
Volume 1: 6411
Volume avg 5: 28670.8
Momentum 5: -0.514721

Cross Exchange

Mid avg: 0.4789225
Mid median: 0.482815
Price deviation %: 1.028872
Spread %: 3.432706

Funding / OI / Volume

Funding rate: 0.00015571
Funding delta: -0.0000046
Funding abs: 0.00015571
Funding pressure: 0.00016031
Open interest: 22399757
Volume 24h: 41499216
Quote volume 24h: 19971315.03837
Price change 24h %: 10.475

Quality

Capture latency ms: 6376
Order book timestamp: 2026-06-25 19:18:14.603000+02:00
Ticker timestamp: 2026-06-25 19:18:01.276000+02:00
Trades timestamp: 2026-06-25 19:18:15.985000+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: 0.483
Best ask: 0.4832
Spread: 0.0002
Spread %: 0.041399
Mid price: 0.4831
Last price: 0.4841
Mark price: -
Index price: 0.4833

Order Book

Bid depth 5: 1675
Ask depth 5: 1488
Bid depth 10: 3819
Ask depth 10: 4477
Bid depth 20: 9616
Ask depth 20: 10279
Imbalance 5: 0.059121
Imbalance 10: -0.079315
Imbalance 20: -0.033325
Top bid size: 13
Top ask size: 122
Bid wall score: 0.001352
Ask wall score: 0.011869

Dynamics

Bid depth 5 delta: 197
Ask depth 5 delta: -355
Imbalance 5 delta: 0.169028
Bid depth 10 delta: -1643
Ask depth 10 delta: -7
Imbalance 10 delta: -0.177646
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: 0.0016

Tape

Buy volume: 851
Sell volume: 4173
Buy/sell delta: -3322
Buy/sell ratio: 0.20393
Avg trade size: 50.24
Large trade count: 7
Largest trade size: 560

Candle

Return 1: 0.228074
Return 3: -0.041356
Volume 1: 6
Volume avg 5: 865.8
Momentum 5: -0.453048

Cross Exchange

Mid avg: 0.4788225
Mid median: 0.482615
Price deviation %: 0.893337
Spread %: 3.433423

Funding / OI / Volume

Funding rate: 0.00016
Funding delta: -0.000003
Funding abs: 0.00016
Funding pressure: 0.000163
Open interest: -
Volume 24h: 868488
Quote volume 24h: 4119785.254
Price change 24h %: 1.02

Quality

Capture latency ms: 5499
Order book timestamp: 2026-06-25 19:18:07.832000+02:00
Ticker timestamp: 2026-06-25 19:18:07.950000+02:00
Trades timestamp: 2026-06-25 19:18:01.595000+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: 0.45053
Best ask: 0.48309
Spread: 0.03256
Spread %: 6.975001
Mid price: 0.46681
Last price: 0.47314
Mark price: -
Index price: -

Order Book

Bid depth 5: 11253
Ask depth 5: 1262
Bid depth 10: 19664
Ask depth 10: 2610
Bid depth 20: 20573
Ask depth 20: 2610
Imbalance 5: 0.798322
Imbalance 10: 0.765646
Imbalance 20: 0.774835
Top bid size: 730
Top ask size: 444
Bid wall score: 0.035483
Ask wall score: 0.170115

Dynamics

Bid depth 5 delta: -4027
Ask depth 5 delta: 85
Imbalance 5 delta: -0.058639
Bid depth 10 delta: 243
Ask depth 10 delta: 87
Imbalance 10 delta: -0.004405
Spread delta: -0.00123
Mid price delta: -0.000455
Wall shift score: 0.003365

Tape

Buy volume: 3396
Sell volume: 7036
Buy/sell delta: -3640
Buy/sell ratio: 0.482661
Avg trade size: 104.32
Large trade count: 0
Largest trade size: 218

Candle

Return 1: 0
Return 3: -0.638414
Volume 1: 0
Volume avg 5: 217.6
Momentum 5: -0.944206

Cross Exchange

Mid avg: 0.47893625
Mid median: 0.482615
Price deviation %: -2.531913
Spread %: 3.337605

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72862
Volume 24h: 120940
Quote volume 24h: 120940
Price change 24h %: 0.48422

Quality

Capture latency ms: 34783
Order book timestamp: 2026-06-25 19:18:03.198000+02:00
Ticker timestamp: 2026-06-25 19:18:03.506000+02:00
Trades timestamp: 2026-06-25 19:17:29.485000+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: 0.48238
Best ask: 0.48268
Spread: 0.0003
Spread %: 0.062172
Mid price: 0.48253
Last price: 0.48246
Mark price: 0.48279
Index price: 0.483715

Order Book

Bid depth 5: 5
Ask depth 5: 28
Bid depth 10: 39
Ask depth 10: 39
Bid depth 20: 105
Ask depth 20: 104
Imbalance 5: -0.69697
Imbalance 10: 0
Imbalance 20: 0.004785
Top bid size: 1
Top ask size: 2
Bid wall score: 0.009524
Ask wall score: 0.019231

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 17
Imbalance 5 delta: -0.32197
Bid depth 10 delta: -6
Ask depth 10 delta: 23
Imbalance 10 delta: -0.47541
Spread delta: 0.00011
Mid price delta: 0.000145
Wall shift score: -0.005965

Tape

Buy volume: 120
Sell volume: 112
Buy/sell delta: 8
Buy/sell ratio: 1.071429
Avg trade size: 2.32
Large trade count: 8
Largest trade size: 35

Candle

Return 1: 0.157775
Return 3: -0.303763
Volume 1: 37
Volume avg 5: 24.4
Momentum 5: -0.781475

Cross Exchange

Mid avg: 0.4789
Mid median: 0.4825425
Price deviation %: 0.757987
Spread %: 3.337858

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4046000
Quote volume 24h: 1953066
Price change 24h %: 10.21

Quality

Capture latency ms: 10611
Order book timestamp: 2026-06-25 19:17:14+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:47.825000+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: 0.4832
Best ask: 0.4833
Spread: 0.0001
Spread %: 0.020693
Mid price: 0.48325
Last price: 0.4836
Mark price: -
Index price: -

Order Book

Bid depth 5: 6552
Ask depth 5: 9121
Bid depth 10: 17274
Ask depth 10: 19086
Bid depth 20: 56030
Ask depth 20: 44403
Imbalance 5: -0.163912
Imbalance 10: -0.049835
Imbalance 20: 0.115769
Top bid size: 145
Top ask size: 620
Bid wall score: 0.002588
Ask wall score: 0.013963

Dynamics

Bid depth 5 delta: 37
Ask depth 5 delta: 2466
Imbalance 5 delta: -0.153282
Bid depth 10 delta: -12753
Ask depth 10 delta: 2052
Imbalance 10 delta: -0.325923
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: -0.008615

Tape

Buy volume: 3980
Sell volume: 21019
Buy/sell delta: -17039
Buy/sell ratio: 0.189352
Avg trade size: 249.99
Large trade count: 7
Largest trade size: 4213

Candle

Return 1: 0.165837
Return 3: -0.432722
Volume 1: 2649
Volume avg 5: 24676
Momentum 5: -0.902379

Cross Exchange

Mid avg: 0.478875
Mid median: 0.4825425
Price deviation %: 0.9136
Spread %: 3.31715

Funding / OI / Volume

Funding rate: 0.00016031
Funding delta: -0.00000357
Funding abs: 0.00016031
Funding pressure: 0.00016388
Open interest: 22393545
Volume 24h: 42157265
Quote volume 24h: 20253135.95514
Price change 24h %: 10.917

Quality

Capture latency ms: 7239
Order book timestamp: 2026-06-25 19:17:03.017000+02:00
Ticker timestamp: 2026-06-25 19:16:49.229000+02:00
Trades timestamp: 2026-06-25 19:17:04.232000+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: 0.4826
Best ask: 0.4828
Spread: 0.0002
Spread %: 0.041434
Mid price: 0.4827
Last price: 0.4832
Mark price: -
Index price: 0.4836

Order Book

Bid depth 5: 1478
Ask depth 5: 1843
Bid depth 10: 5462
Ask depth 10: 4484
Bid depth 20: 11952
Ask depth 20: 9341
Imbalance 5: -0.109907
Imbalance 10: 0.098331
Imbalance 20: 0.122622
Top bid size: 10
Top ask size: 121
Bid wall score: 0.000837
Ask wall score: 0.012954

Dynamics

Bid depth 5 delta: -589
Ask depth 5 delta: 138
Imbalance 5 delta: -0.205877
Bid depth 10 delta: -936
Ask depth 10 delta: -17
Imbalance 10 delta: -0.075722
Spread delta: 0.0001
Mid price delta: -0.00085
Wall shift score: -0.008633

Tape

Buy volume: 1094
Sell volume: 4007
Buy/sell delta: -2913
Buy/sell ratio: 0.273022
Avg trade size: 51.01
Large trade count: 8
Largest trade size: 560

Candle

Return 1: -0.082713
Return 3: -0.494234
Volume 1: 138
Volume avg 5: 948
Momentum 5: -0.902379

Cross Exchange

Mid avg: 0.4790875
Mid median: 0.4827675
Price deviation %: 0.754038
Spread %: 3.39917

Funding / OI / Volume

Funding rate: 0.000163
Funding delta: 0
Funding abs: 0.000163
Funding pressure: 0.000163
Open interest: -
Volume 24h: 867701
Quote volume 24h: 4115986.928
Price change 24h %: 0.83

Quality

Capture latency ms: 4827
Order book timestamp: 2026-06-25 19:16:56.328000+02:00
Ticker timestamp: 2026-06-25 19:16:55.786000+02:00
Trades timestamp: 2026-06-25 19:16:53.975000+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: 0.45037
Best ask: 0.48416
Spread: 0.03379
Spread %: 7.231443
Mid price: 0.467265
Last price: 0.47618
Mark price: -
Index price: -

Order Book

Bid depth 5: 15280
Ask depth 5: 1177
Bid depth 10: 19421
Ask depth 10: 2523
Bid depth 20: 19421
Ask depth 20: 2523
Imbalance 5: 0.856961
Imbalance 10: 0.770051
Imbalance 20: 0.770051
Top bid size: 730
Top ask size: 443
Bid wall score: 0.037588
Ask wall score: 0.175585

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -95
Imbalance 5 delta: 0.010658
Bid depth 10 delta: 0
Ask depth 10 delta: -94
Imbalance 10 delta: 0.00755
Spread delta: -0.00003
Mid price delta: 0.000015
Wall shift score: -0.055982

Tape

Buy volume: 3806
Sell volume: 7070
Buy/sell delta: -3264
Buy/sell ratio: 0.538331
Avg trade size: 108.76
Large trade count: 0
Largest trade size: 218

Candle

Return 1: 0
Return 3: -0.307757
Volume 1: 0
Volume avg 5: 173.6
Momentum 5: 3.589454

Cross Exchange

Mid avg: 0.47908375
Mid median: 0.4827675
Price deviation %: -2.466949
Spread %: 3.402328

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72862
Volume 24h: 120578
Quote volume 24h: 120578
Price change 24h %: 1.129848

Quality

Capture latency ms: 5447
Order book timestamp: 2026-06-25 19:16:51.698000+02:00
Ticker timestamp: 2026-06-25 19:16:51.985000+02:00
Trades timestamp: 2026-06-25 19:14:47.999000+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: 0.48229
Best ask: 0.48248
Spread: 0.00019
Spread %: 0.039388
Mid price: 0.482385
Last price: 0.48257
Mark price: 0.48321
Index price: 0.483963

Order Book

Bid depth 5: 5
Ask depth 5: 11
Bid depth 10: 45
Ask depth 10: 16
Bid depth 20: 129
Ask depth 20: 87
Imbalance 5: -0.375
Imbalance 10: 0.47541
Imbalance 20: 0.194444
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007752
Ask wall score: 0.011494

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: 5
Imbalance 5 delta: -0.669118
Bid depth 10 delta: -22
Ask depth 10 delta: -18
Imbalance 10 delta: 0.148677
Spread delta: -0.00019
Mid price delta: 0.000435
Wall shift score: 0.012714

Tape

Buy volume: 85
Sell volume: 134
Buy/sell delta: -49
Buy/sell ratio: 0.634328
Avg trade size: 2.19
Large trade count: 9
Largest trade size: 23

Candle

Return 1: 0.010362
Return 3: -0.414792
Volume 1: 3
Volume avg 5: 22.2
Momentum 5: -0.811889

Cross Exchange

Mid avg: 0.478975
Mid median: 0.48255
Price deviation %: 0.711937
Spread %: 3.4031

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4045000
Quote volume 24h: 1952584
Price change 24h %: 11.33

Quality

Capture latency ms: 9936
Order book timestamp: 2026-06-25 19:16:35+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:47.774000+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: 9218
gate: 9217
htx: 9147
mexc: 9215

By Symbol

VELVET/USDT:USDT: 36797

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.