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: 37483
Total labels: 112449
Pending labels: 92966
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 23:34:57.025277+02:00
Recent trades snapshots: 37482
Micro candles: 749600
Avg data quality: 75.9050236107035189
Latest latency: 7069 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 81 of 3749 · 37483 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 21:16:43.600122+02:00	htx	VELVET/USDT:USDT	0.469035	80	5750 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 21:16:26.879471+02:00	gate	VELVET/USDT:USDT	0.478195	68	10532 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 21:16:16.239236+02:00	binance	VELVET/USDT:USDT	0.4789	80	6768 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 21:16:09.378990+02:00	mexc	VELVET/USDT:USDT	0.47875	78	4777 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 21:16:04.535852+02:00	htx	VELVET/USDT:USDT	0.46988	80	6570 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 21:15:44.978299+02:00	gate	VELVET/USDT:USDT	0.4787	68	11082 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 21:15:33.780108+02:00	binance	VELVET/USDT:USDT	0.47985	80	7565 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 21:15:26.102399+02:00	mexc	VELVET/USDT:USDT	0.47985	78	4527 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 21:15:21.445667+02:00	htx	VELVET/USDT:USDT	0.470565	80	6653 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 21:15:02.572659+02:00	gate	VELVET/USDT:USDT	0.47972	68	10933 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.46751
Best ask: 0.47056
Spread: 0.00305
Spread %: 0.650271
Mid price: 0.469035
Last price: 0.4736
Mark price: -
Index price: -

Order Book

Bid depth 5: 15874
Ask depth 5: 114
Bid depth 10: 20015
Ask depth 10: 1941
Bid depth 20: 20015
Ask depth 20: 3464
Imbalance 5: 0.985739
Imbalance 10: 0.823192
Imbalance 20: 0.704928
Top bid size: 3000
Top ask size: 1
Bid wall score: 0.149888
Ask wall score: 0.000289

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 2
Imbalance 10 delta: -0.000166
Spread delta: -0.00169
Mid price delta: -0.000845
Wall shift score: 0.000289

Tape

Buy volume: 2452
Sell volume: 10446
Buy/sell delta: -7994
Buy/sell ratio: 0.234731
Avg trade size: 128.98
Large trade count: 1
Largest trade size: 436

Candle

Return 1: 0
Return 3: 0.262512
Volume 1: 0
Volume avg 5: 44
Momentum 5: -0.28634

Cross Exchange

Mid avg: 0.47643125
Mid median: 0.4784725
Price deviation %: -1.552428
Spread %: 1.893243

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73009
Volume 24h: 105210
Quote volume 24h: 105210
Price change 24h %: 0.581914

Quality

Capture latency ms: 5750
Order book timestamp: 2026-06-25 21:16:41.840000+02:00
Ticker timestamp: 2026-06-25 21:16:42.366000+02:00
Trades timestamp: 2026-06-25 21:14:54.957000+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: 0.47784
Best ask: 0.47855
Spread: 0.00071
Spread %: 0.148475
Mid price: 0.478195
Last price: 0.47892
Mark price: 0.47864
Index price: 0.478565

Order Book

Bid depth 5: 52
Ask depth 5: 5
Bid depth 10: 84
Ask depth 10: 31
Bid depth 20: 178
Ask depth 20: 57
Imbalance 5: 0.824561
Imbalance 10: 0.46087
Imbalance 20: 0.514894
Top bid size: 6
Top ask size: 1
Bid wall score: 0.033708
Ask wall score: 0.017544

Dynamics

Bid depth 5 delta: -8
Ask depth 5 delta: -27
Imbalance 5 delta: 0.520214
Bid depth 10 delta: -7
Ask depth 10 delta: -27
Imbalance 10 delta: 0.239393
Spread delta: -0.00007
Mid price delta: -0.000505
Wall shift score: 0.016794

Tape

Buy volume: 79
Sell volume: 102
Buy/sell delta: -23
Buy/sell ratio: 0.77451
Avg trade size: 1.81
Large trade count: 4
Largest trade size: 25

Candle

Return 1: 0
Return 3: -0.249938
Volume 1: 0
Volume avg 5: 22.2
Momentum 5: -0.141785

Cross Exchange

Mid avg: 0.4765575
Mid median: 0.478725
Price deviation %: 0.34361
Spread %: 1.892741

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3511600
Quote volume 24h: 1695834
Price change 24h %: -0.49

Quality

Capture latency ms: 10532
Order book timestamp: 2026-06-25 21:16:25+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:54.937000+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: 0.4788
Best ask: 0.479
Spread: 0.0002
Spread %: 0.041762
Mid price: 0.4789
Last price: 0.4788
Mark price: -
Index price: -

Order Book

Bid depth 5: 4046
Ask depth 5: 2763
Bid depth 10: 14746
Ask depth 10: 11519
Bid depth 20: 42182
Ask depth 20: 32452
Imbalance 5: 0.188427
Imbalance 10: 0.122863
Imbalance 20: 0.13037
Top bid size: 501
Top ask size: 52
Bid wall score: 0.011877
Ask wall score: 0.001602

Dynamics

Bid depth 5 delta: 2003
Ask depth 5 delta: -106
Imbalance 5 delta: 0.356587
Bid depth 10 delta: 1922
Ask depth 10 delta: -26
Imbalance 10 delta: 0.070378
Spread delta: 0.0001
Mid price delta: -0.00095
Wall shift score: 0.015625

Tape

Buy volume: 6796
Sell volume: 6345
Buy/sell delta: 451
Buy/sell ratio: 1.07108
Avg trade size: 131.41
Large trade count: 2
Largest trade size: 1778

Candle

Return 1: 0.02089
Return 3: -0.643287
Volume 1: 647
Volume avg 5: 11840
Momentum 5: -0.291545

Cross Exchange

Mid avg: 0.476795
Mid median: 0.478725
Price deviation %: 0.44149
Spread %: 2.091045

Funding / OI / Volume

Funding rate: 0.00014238
Funding delta: 0
Funding abs: 0.00014238
Funding pressure: 0.00014238
Open interest: 22377935
Volume 24h: 34063852
Quote volume 24h: 16486605.45112
Price change 24h %: -0.042

Quality

Capture latency ms: 6768
Order book timestamp: 2026-06-25 21:16:14.099000+02:00
Ticker timestamp: 2026-06-25 21:16:06.951000+02:00
Trades timestamp: 2026-06-25 21:16:14.382000+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: 0.4787
Best ask: 0.4788
Spread: 0.0001
Spread %: 0.020888
Mid price: 0.47875
Last price: 0.479
Mark price: -
Index price: 0.4789

Order Book

Bid depth 5: 2501
Ask depth 5: 770
Bid depth 10: 5317
Ask depth 10: 2670
Bid depth 20: 12396
Ask depth 20: 7072
Imbalance 5: 0.529196
Imbalance 10: 0.331414
Imbalance 20: 0.273474
Top bid size: 59
Top ask size: 25
Bid wall score: 0.00476
Ask wall score: 0.003535

Dynamics

Bid depth 5 delta: 509
Ask depth 5 delta: -199
Imbalance 5 delta: 0.183705
Bid depth 10 delta: 811
Ask depth 10 delta: -390
Imbalance 10 delta: 0.140295
Spread delta: 0
Mid price delta: -0.0011
Wall shift score: 0.004375

Tape

Buy volume: 1174
Sell volume: 1052
Buy/sell delta: 122
Buy/sell ratio: 1.11597
Avg trade size: 22.26
Large trade count: 9
Largest trade size: 277

Candle

Return 1: -0.041754
Return 3: -0.602034
Volume 1: 3
Volume avg 5: 154
Momentum 5: -0.270777

Cross Exchange

Mid avg: 0.47707
Mid median: 0.479275
Price deviation %: 0.35215
Spread %: 2.08984

Funding / OI / Volume

Funding rate: 0.000142
Funding delta: 0.000007
Funding abs: 0.000142
Funding pressure: 0.000149
Open interest: -
Volume 24h: 617928
Quote volume 24h: 2996252.889
Price change 24h %: -0.04

Quality

Capture latency ms: 4777
Order book timestamp: 2026-06-25 21:16:06.844000+02:00
Ticker timestamp: 2026-06-25 21:16:04.738000+02:00
Trades timestamp: 2026-06-25 21:15:57.516000+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: 0.46751
Best ask: 0.47225
Spread: 0.00474
Spread %: 1.008768
Mid price: 0.46988
Last price: 0.4736
Mark price: -
Index price: -

Order Book

Bid depth 5: 15874
Ask depth 5: 114
Bid depth 10: 20015
Ask depth 10: 1939
Bid depth 20: 20015
Ask depth 20: 3464
Imbalance 5: 0.985739
Imbalance 10: 0.823358
Imbalance 20: 0.704928
Top bid size: 3000
Top ask size: 2
Bid wall score: 0.149888
Ask wall score: 0.000577

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: -161
Imbalance 10 delta: 0.013274
Spread delta: -0.00137
Mid price delta: -0.000685
Wall shift score: 0.000001

Tape

Buy volume: 2452
Sell volume: 10446
Buy/sell delta: -7994
Buy/sell ratio: 0.234731
Avg trade size: 128.98
Large trade count: 1
Largest trade size: 436

Candle

Return 1: 0
Return 3: 0.262512
Volume 1: 0
Volume avg 5: 44
Momentum 5: -0.28634

Cross Exchange

Mid avg: 0.47724125
Mid median: 0.479275
Price deviation %: -1.542459
Spread %: 1.945557

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73009
Volume 24h: 105210
Quote volume 24h: 105210
Price change 24h %: 0.581914

Quality

Capture latency ms: 6570
Order book timestamp: 2026-06-25 21:16:02.340000+02:00
Ticker timestamp: 2026-06-25 21:16:02.845000+02:00
Trades timestamp: 2026-06-25 21:14:54.957000+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: 0.47831
Best ask: 0.47909
Spread: 0.00078
Spread %: 0.162941
Mid price: 0.4787
Last price: 0.47892
Mark price: 0.47939
Index price: 0.479395

Order Book

Bid depth 5: 60
Ask depth 5: 32
Bid depth 10: 91
Ask depth 10: 58
Bid depth 20: 162
Ask depth 20: 147
Imbalance 5: 0.304348
Imbalance 10: 0.221477
Imbalance 20: 0.048544
Top bid size: 1
Top ask size: 1
Bid wall score: 0.006173
Ask wall score: 0.006803

Dynamics

Bid depth 5 delta: 55
Ask depth 5 delta: -26
Imbalance 5 delta: 1.145618
Bid depth 10 delta: 55
Ask depth 10 delta: -10
Imbalance 10 delta: 0.529169
Spread delta: 0.00054
Mid price delta: -0.00102
Wall shift score: -0.001925

Tape

Buy volume: 79
Sell volume: 102
Buy/sell delta: -23
Buy/sell ratio: 0.77451
Avg trade size: 1.81
Large trade count: 4
Largest trade size: 25

Candle

Return 1: -0.239548
Return 3: -0.008351
Volume 1: 62
Volume avg 5: 29.2
Momentum 5: -0.552349

Cross Exchange

Mid avg: 0.47749625
Mid median: 0.479785
Price deviation %: 0.252096
Spread %: 1.944518

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3511500
Quote volume 24h: 1695786
Price change 24h %: 0.08

Quality

Capture latency ms: 11082
Order book timestamp: 2026-06-25 21:15:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:54.937000+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: 0.4798
Best ask: 0.4799
Spread: 0.0001
Spread %: 0.02084
Mid price: 0.47985
Last price: 0.4798
Mark price: -
Index price: -

Order Book

Bid depth 5: 2043
Ask depth 5: 2869
Bid depth 10: 12824
Ask depth 10: 11545
Bid depth 20: 40711
Ask depth 20: 33103
Imbalance 5: -0.16816
Imbalance 10: 0.052485
Imbalance 20: 0.10307
Top bid size: 22
Top ask size: 195
Bid wall score: 0.00054
Ask wall score: 0.005891

Dynamics

Bid depth 5 delta: -2099
Ask depth 5 delta: -3128
Imbalance 5 delta: 0.014797
Bid depth 10 delta: -1484
Ask depth 10 delta: -857
Imbalance 10 delta: -0.018874
Spread delta: -0.0002
Mid price delta: -0.0014
Wall shift score: 0.00216

Tape

Buy volume: 15757
Sell volume: 7323
Buy/sell delta: 8434
Buy/sell ratio: 2.151714
Avg trade size: 230.8
Large trade count: 8
Largest trade size: 1885

Candle

Return 1: -0.207987
Return 3: -0.041667
Volume 1: 1795
Volume avg 5: 18585.8
Momentum 5: -0.41511

Cross Exchange

Mid avg: 0.47784625
Mid median: 0.479785
Price deviation %: 0.419329
Spread %: 2.236075

Funding / OI / Volume

Funding rate: 0.00014238
Funding delta: 0.00000661
Funding abs: 0.00014238
Funding pressure: 0.00014899
Open interest: 22376718
Volume 24h: 34079751
Quote volume 24h: 16494215.01862
Price change 24h %: 0.063

Quality

Capture latency ms: 7565
Order book timestamp: 2026-06-25 21:15:31.576000+02:00
Ticker timestamp: 2026-06-25 21:15:24.933000+02:00
Trades timestamp: 2026-06-25 21:15:24.933000+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: 0.4798
Best ask: 0.4799
Spread: 0.0001
Spread %: 0.02084
Mid price: 0.47985
Last price: 0.4799
Mark price: -
Index price: 0.4795

Order Book

Bid depth 5: 1992
Ask depth 5: 969
Bid depth 10: 4506
Ask depth 10: 3060
Bid depth 20: 11371
Ask depth 20: 8297
Imbalance 5: 0.345491
Imbalance 10: 0.191118
Imbalance 20: 0.156294
Top bid size: 19
Top ask size: 40
Bid wall score: 0.001671
Ask wall score: 0.004821

Dynamics

Bid depth 5 delta: 1483
Ask depth 5 delta: 40
Imbalance 5 delta: 0.637564
Bid depth 10 delta: 1725
Ask depth 10 delta: -483
Imbalance 10 delta: 0.311612
Spread delta: 0
Mid price delta: -0.0016
Wall shift score: -0.000403

Tape

Buy volume: 1173
Sell volume: 1111
Buy/sell delta: 62
Buy/sell ratio: 1.055806
Avg trade size: 22.84
Large trade count: 9
Largest trade size: 277

Candle

Return 1: -0.166424
Return 3: -0.041658
Volume 1: 706
Volume avg 5: 197.6
Momentum 5: -0.394355

Cross Exchange

Mid avg: 0.47824625
Mid median: 0.480485
Price deviation %: 0.33534
Spread %: 2.276024

Funding / OI / Volume

Funding rate: 0.000135
Funding delta: -0.000001
Funding abs: 0.000135
Funding pressure: 0.000136
Open interest: -
Volume 24h: 617918
Quote volume 24h: 2996205.428
Price change 24h %: 0.14

Quality

Capture latency ms: 4527
Order book timestamp: 2026-06-25 21:15:24.506000+02:00
Ticker timestamp: 2026-06-25 21:15:22.737000+02:00
Trades timestamp: 2026-06-25 21:15:21.594000+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: 0.46751
Best ask: 0.47362
Spread: 0.00611
Spread %: 1.298439
Mid price: 0.470565
Last price: 0.4736
Mark price: -
Index price: -

Order Book

Bid depth 5: 15874
Ask depth 5: 114
Bid depth 10: 20015
Ask depth 10: 2100
Bid depth 20: 20015
Ask depth 20: 3457
Imbalance 5: 0.985739
Imbalance 10: 0.810084
Imbalance 20: 0.705436
Top bid size: 3000
Top ask size: 2
Bid wall score: 0.149888
Ask wall score: 0.000579

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -716
Imbalance 5 delta: 0.085117
Bid depth 10 delta: 0
Ask depth 10 delta: 150
Imbalance 10 delta: -0.012361
Spread delta: -0.00006
Mid price delta: -0.00061
Wall shift score: -0.000289

Tape

Buy volume: 2452
Sell volume: 10446
Buy/sell delta: -7994
Buy/sell ratio: 0.234731
Avg trade size: 128.98
Large trade count: 1
Largest trade size: 436

Candle

Return 1: 0
Return 3: 0.262512
Volume 1: 0
Volume avg 5: 44
Momentum 5: -0.28634

Cross Exchange

Mid avg: 0.47839875
Mid median: 0.480485
Price deviation %: -1.637494
Spread %: 2.14779

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73009
Volume 24h: 105210
Quote volume 24h: 105210
Price change 24h %: 0.581914

Quality

Capture latency ms: 6653
Order book timestamp: 2026-06-25 21:15:19.840000+02:00
Ticker timestamp: 2026-06-25 21:15:20.378000+02:00
Trades timestamp: 2026-06-25 21:14:54.957000+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: 0.4796
Best ask: 0.47984
Spread: 0.00024
Spread %: 0.050029
Mid price: 0.47972
Last price: 0.48007
Mark price: 0.48064
Index price: 0.48029

Order Book

Bid depth 5: 5
Ask depth 5: 58
Bid depth 10: 36
Ask depth 10: 68
Bid depth 20: 127
Ask depth 20: 152
Imbalance 5: -0.84127
Imbalance 10: -0.307692
Imbalance 20: -0.089606
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007874
Ask wall score: 0.006579

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 53
Imbalance 5 delta: -0.84127
Bid depth 10 delta: -1
Ask depth 10 delta: 57
Imbalance 10 delta: -0.849359
Spread delta: -0.00005
Mid price delta: -0.000925
Wall shift score: 0.006701

Tape

Buy volume: 107
Sell volume: 49
Buy/sell delta: 58
Buy/sell ratio: 2.183673
Avg trade size: 1.56
Large trade count: 3
Largest trade size: 21

Candle

Return 1: 0
Return 3: 0.231752
Volume 1: 0
Volume avg 5: 16.8
Momentum 5: -0.313551

Cross Exchange

Mid avg: 0.47863
Mid median: 0.4809475
Price deviation %: 0.227733
Spread %: 2.146752

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3505200
Quote volume 24h: 1692765
Price change 24h %: 0.38

Quality

Capture latency ms: 10933
Order book timestamp: 2026-06-25 21:15:01+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:54.896000+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: 9390
gate: 9389
htx: 9317
mexc: 9387

By Symbol

VELVET/USDT:USDT: 37483

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.