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: 37854
Total labels: 113562
Pending labels: 94079
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: 2026-06-26 00:39:44.797123+02:00
Recent trades snapshots: 37853
Micro candles: 757020
Avg data quality: 75.8981349395044117
Latest latency: 4349 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 82 of 3786 · 37854 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 22:19:45.541902+02:00	binance	VELVET/USDT:USDT	0.4881	80	6146 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 22:19:39.275529+02:00	mexc	VELVET/USDT:USDT	0.48815	68	5380 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 22:19:33.821590+02:00	htx	VELVET/USDT:USDT	0.47914	80	6068 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 22:19:16.340708+02:00	gate	VELVET/USDT:USDT	0.487385	68	9796 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 22:19:06.420133+02:00	binance	VELVET/USDT:USDT	0.48795	80	8000 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 22:18:58.279418+02:00	mexc	VELVET/USDT:USDT	0.48815	68	5792 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 22:18:52.414315+02:00	htx	VELVET/USDT:USDT	0.47914	90	4966 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 22:18:34.504877+02:00	gate	VELVET/USDT:USDT	0.488385	68	10896 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 22:18:23.485227+02:00	binance	VELVET/USDT:USDT	0.48945	80	7105 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 22:18:16.266959+02:00	mexc	VELVET/USDT:USDT	0.4891	68	5148 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.488
Best ask: 0.4882
Spread: 0.0002
Spread %: 0.040975
Mid price: 0.4881
Last price: 0.488
Mark price: -
Index price: -

Order Book

Bid depth 5: 2301
Ask depth 5: 3379
Bid depth 10: 9104
Ask depth 10: 14491
Bid depth 20: 25178
Ask depth 20: 20679
Imbalance 5: -0.189789
Imbalance 10: -0.228311
Imbalance 20: 0.098109
Top bid size: 160
Top ask size: 303
Bid wall score: 0.006355
Ask wall score: 0.014653

Dynamics

Bid depth 5 delta: 478
Ask depth 5 delta: 1675
Imbalance 5 delta: -0.223528
Bid depth 10 delta: 1813
Ask depth 10 delta: 137
Imbalance 10 delta: 0.098
Spread delta: 0.0001
Mid price delta: 0.00015
Wall shift score: -0.002459

Tape

Buy volume: 6180
Sell volume: 8981
Buy/sell delta: -2801
Buy/sell ratio: 0.688119
Avg trade size: 151.61
Large trade count: 8
Largest trade size: 1269

Candle

Return 1: -0.040967
Return 3: -0.184087
Volume 1: 5614
Volume avg 5: 9294
Momentum 5: -0.286065

Cross Exchange

Mid avg: 0.48565625
Mid median: 0.4876675
Price deviation %: 0.503185
Spread %: 1.855222

Funding / OI / Volume

Funding rate: 0.0001735
Funding delta: 0
Funding abs: 0.0001735
Funding pressure: 0.0001735
Open interest: 22433873
Volume 24h: 34123304
Quote volume 24h: 16499064.61502
Price change 24h %: 1.498

Quality

Capture latency ms: 6146
Order book timestamp: 2026-06-25 22:19:43.400000+02:00
Ticker timestamp: 2026-06-25 22:19:39.275000+02:00
Trades timestamp: 2026-06-25 22:19:42.800000+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: 0.4881
Best ask: 0.4882
Spread: 0.0001
Spread %: 0.020486
Mid price: 0.48815
Last price: 0.4881
Mark price: -
Index price: 0.4875

Order Book

Bid depth 5: 540
Ask depth 5: 598
Bid depth 10: 2294
Ask depth 10: 2449
Bid depth 20: 4924
Ask depth 20: 4104
Imbalance 5: -0.050967
Imbalance 10: -0.03268
Imbalance 20: 0.090829
Top bid size: 24
Top ask size: 44
Bid wall score: 0.004874
Ask wall score: 0.010721

Dynamics

Bid depth 5 delta: -331
Ask depth 5 delta: -102
Imbalance 5 delta: -0.159814
Bid depth 10 delta: -131
Ask depth 10 delta: 369
Imbalance 10 delta: -0.109261
Spread delta: -0.0002
Mid price delta: 0
Wall shift score: -0.016584

Tape

Buy volume: 1998
Sell volume: 675
Buy/sell delta: 1323
Buy/sell ratio: 2.96
Avg trade size: 26.73
Large trade count: 10
Largest trade size: 348

Candle

Return 1: -0.040958
Return 3: -0.143208
Volume 1: 40
Volume avg 5: 107.4
Momentum 5: -0.265631

Cross Exchange

Mid avg: 0.48565625
Mid median: 0.4876675
Price deviation %: 0.51348
Spread %: 1.855222

Funding / OI / Volume

Funding rate: 0.000173
Funding delta: 0.000002
Funding abs: 0.000173
Funding pressure: 0.000175
Open interest: -
Volume 24h: 571561
Quote volume 24h: 2768675.101
Price change 24h %: 1.85

Quality

Capture latency ms: 5380
Order book timestamp: 2026-06-25 22:19:36.942000+02:00
Ticker timestamp: 2026-06-25 22:19:35.947000+02:00
Trades timestamp: 2026-06-25 22:19:26.594000+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: 0.4743
Best ask: 0.48398
Spread: 0.00968
Spread %: 2.020286
Mid price: 0.47914
Last price: 0.48396
Mark price: -
Index price: -

Order Book

Bid depth 5: 16378
Ask depth 5: 908
Bid depth 10: 20519
Ask depth 10: 2354
Bid depth 20: 20519
Ask depth 20: 3689
Imbalance 5: 0.894944
Imbalance 10: 0.794168
Imbalance 20: 0.695225
Top bid size: 3000
Top ask size: 7
Bid wall score: 0.146206
Ask wall score: 0.001898

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -581
Imbalance 5 delta: 0.06162
Bid depth 10 delta: 0
Ask depth 10 delta: -432
Imbalance 10 delta: 0.033258
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.000002

Tape

Buy volume: 3256
Sell volume: 9886
Buy/sell delta: -6630
Buy/sell ratio: 0.329355
Avg trade size: 131.42
Large trade count: 1
Largest trade size: 436

Candle

Return 1: 0
Return 3: -0.049566
Volume 1: 0
Volume avg 5: 43.2
Momentum 5: 0.246494

Cross Exchange

Mid avg: 0.48565625
Mid median: 0.4876675
Price deviation %: -1.341741
Spread %: 1.855222

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72912
Volume 24h: 105674
Quote volume 24h: 105674
Price change 24h %: 2.782143

Quality

Capture latency ms: 6068
Order book timestamp: 2026-06-25 22:19:31.740000+02:00
Ticker timestamp: 2026-06-25 22:19:32.334000+02:00
Trades timestamp: 2026-06-25 22:18:57.530000+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: 0.48718
Best ask: 0.48759
Spread: 0.00041
Spread %: 0.084122
Mid price: 0.487385
Last price: 0.48791
Mark price: 0.48825
Index price: 0.488235

Order Book

Bid depth 5: 5
Ask depth 5: 6
Bid depth 10: 10
Ask depth 10: 11
Bid depth 20: 61
Ask depth 20: 84
Imbalance 5: -0.090909
Imbalance 10: -0.047619
Imbalance 20: -0.158621
Top bid size: 1
Top ask size: 2
Bid wall score: 0.016393
Ask wall score: 0.02381

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.090909
Bid depth 10 delta: -19
Ask depth 10 delta: 1
Imbalance 10 delta: -0.534799
Spread delta: 0
Mid price delta: -0.001
Wall shift score: -0.009354

Tape

Buy volume: 91
Sell volume: 31
Buy/sell delta: 60
Buy/sell ratio: 2.935484
Avg trade size: 1.22
Large trade count: 2
Largest trade size: 20

Candle

Return 1: 0.123125
Return 3: -0.088053
Volume 1: 5
Volume avg 5: 5.6
Momentum 5: -0.032782

Cross Exchange

Mid avg: 0.48590625
Mid median: 0.48805
Price deviation %: 0.304328
Spread %: 1.90263

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: -0.000128
Funding abs: 0.00005
Funding pressure: 0.000178
Open interest: -
Volume 24h: 3551500
Quote volume 24h: 1714564
Price change 24h %: 1.37

Quality

Capture latency ms: 9796
Order book timestamp: 2026-06-25 22:19:15+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:58.746000+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: 0.4879
Best ask: 0.488
Spread: 0.0001
Spread %: 0.020494
Mid price: 0.48795
Last price: 0.4882
Mark price: -
Index price: -

Order Book

Bid depth 5: 1823
Ask depth 5: 1704
Bid depth 10: 7291
Ask depth 10: 14354
Bid depth 20: 25751
Ask depth 20: 23904
Imbalance 5: 0.03374
Imbalance 10: -0.326311
Imbalance 20: 0.037197
Top bid size: 22
Top ask size: 160
Bid wall score: 0.000854
Ask wall score: 0.006693

Dynamics

Bid depth 5 delta: 218
Ask depth 5 delta: -12033
Imbalance 5 delta: 0.82451
Bid depth 10 delta: 781
Ask depth 10 delta: -4742
Imbalance 10 delta: 0.165214
Spread delta: 0
Mid price delta: -0.0015
Wall shift score: -0.003785

Tape

Buy volume: 5643
Sell volume: 10862
Buy/sell delta: -5219
Buy/sell ratio: 0.519518
Avg trade size: 165.05
Large trade count: 10
Largest trade size: 1269

Candle

Return 1: -0.06145
Return 3: -0.204541
Volume 1: 75
Volume avg 5: 8186.2
Momentum 5: -0.306498

Cross Exchange

Mid avg: 0.48628125
Mid median: 0.4882675
Price deviation %: 0.343166
Spread %: 2.120172

Funding / OI / Volume

Funding rate: 0.0001735
Funding delta: 0
Funding abs: 0.0001735
Funding pressure: 0.0001735
Open interest: 22434061
Volume 24h: 34179415
Quote volume 24h: 16526148.80302
Price change 24h %: 0.515

Quality

Capture latency ms: 8000
Order book timestamp: 2026-06-25 22:19:03.747000+02:00
Ticker timestamp: 2026-06-25 22:18:59.299000+02:00
Trades timestamp: 2026-06-25 22:19:05.541000+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: 0.4883
Spread: 0.0003
Spread %: 0.061457
Mid price: 0.48815
Last price: 0.488
Mark price: -
Index price: 0.4882

Order Book

Bid depth 5: 871
Ask depth 5: 700
Bid depth 10: 2425
Ask depth 10: 2080
Bid depth 20: 6664
Ask depth 20: 5668
Imbalance 5: 0.108848
Imbalance 10: 0.076582
Imbalance 20: 0.080765
Top bid size: 108
Top ask size: 31
Bid wall score: 0.016206
Ask wall score: 0.005469

Dynamics

Bid depth 5 delta: 145
Ask depth 5 delta: -1739
Imbalance 5 delta: 0.65008
Bid depth 10 delta: 584
Ask depth 10 delta: -2788
Imbalance 10 delta: 0.527767
Spread delta: 0.0001
Mid price delta: -0.00095
Wall shift score: -0.044464

Tape

Buy volume: 2041
Sell volume: 676
Buy/sell delta: 1365
Buy/sell ratio: 3.019231
Avg trade size: 27.17
Large trade count: 10
Largest trade size: 348

Candle

Return 1: -0.224903
Return 3: -0.387834
Volume 1: 127
Volume avg 5: 141.8
Momentum 5: -0.245298

Cross Exchange

Mid avg: 0.48651875
Mid median: 0.4887425
Price deviation %: 0.33529
Spread %: 2.119137

Funding / OI / Volume

Funding rate: 0.000171
Funding delta: 0
Funding abs: 0.000171
Funding pressure: 0.000171
Open interest: -
Volume 24h: 571522
Quote volume 24h: 2768486.137
Price change 24h %: 1.83

Quality

Capture latency ms: 5792
Order book timestamp: 2026-06-25 22:18:56.674000+02:00
Ticker timestamp: 2026-06-25 22:18:54.907000+02:00
Trades timestamp: 2026-06-25 22:18:52.264000+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: 0.4743
Best ask: 0.48398
Spread: 0.00968
Spread %: 2.020286
Mid price: 0.47914
Last price: 0.4842
Mark price: -
Index price: -

Order Book

Bid depth 5: 16378
Ask depth 5: 1489
Bid depth 10: 20519
Ask depth 10: 2786
Bid depth 20: 20519
Ask depth 20: 3685
Imbalance 5: 0.833324
Imbalance 10: 0.76091
Imbalance 20: 0.695505
Top bid size: 3000
Top ask size: 7
Bid wall score: 0.146206
Ask wall score: 0.0019

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 581
Imbalance 5 delta: -0.06162
Bid depth 10 delta: 0
Ask depth 10 delta: 698
Imbalance 10 delta: -0.054369
Spread delta: -0.00024
Mid price delta: -0.00012
Wall shift score: -0.001207

Tape

Buy volume: 3256
Sell volume: 9894
Buy/sell delta: -6638
Buy/sell ratio: 0.329088
Avg trade size: 131.5
Large trade count: 1
Largest trade size: 436

Candle

Return 1: 0
Return 3: 0.296207
Volume 1: 0
Volume avg 5: 1.6
Momentum 5: 0.296207

Cross Exchange

Mid avg: 0.48654875
Mid median: 0.4887425
Price deviation %: -1.522715
Spread %: 2.094343

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73016
Volume 24h: 105466
Quote volume 24h: 105466
Price change 24h %: 2.833114

Quality

Capture latency ms: 4966
Order book timestamp: 2026-06-25 22:18:50.298000+02:00
Ticker timestamp: 2026-06-25 22:18:51.400000+02:00
Trades timestamp: 2026-06-25 22:16:17.129000+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: 0.48818
Best ask: 0.48859
Spread: 0.00041
Spread %: 0.08395
Mid price: 0.488385
Last price: 0.48877
Mark price: 0.48877
Index price: 0.48855

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 29
Ask depth 10: 10
Bid depth 20: 67
Ask depth 20: 77
Imbalance 5: 0
Imbalance 10: 0.487179
Imbalance 20: -0.069444
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014925
Ask wall score: 0.012987

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -18
Imbalance 5 delta: 0.642857
Bid depth 10 delta: -4
Ask depth 10 delta: -28
Imbalance 10 delta: 0.557602
Spread delta: 0.00012
Mid price delta: -0.00009
Wall shift score: -0.003839

Tape

Buy volume: 93
Sell volume: 34
Buy/sell delta: 59
Buy/sell ratio: 2.735294
Avg trade size: 1.27
Large trade count: 3
Largest trade size: 20

Candle

Return 1: 0.110604
Return 3: -0.028635
Volume 1: 1
Volume avg 5: 2.6
Momentum 5: 0.143422

Cross Exchange

Mid avg: 0.48657125
Mid median: 0.4887875
Price deviation %: 0.372761
Spread %: 2.094246

Funding / OI / Volume

Funding rate: 0.000178
Funding delta: -0.000053
Funding abs: 0.000178
Funding pressure: 0.000231
Open interest: -
Volume 24h: 3550500
Quote volume 24h: 1714077
Price change 24h %: 1.97

Quality

Capture latency ms: 10896
Order book timestamp: 2026-06-25 22:18:33+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:58.694000+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: 0.4894
Best ask: 0.4895
Spread: 0.0001
Spread %: 0.020431
Mid price: 0.48945
Last price: 0.4891
Mark price: -
Index price: -

Order Book

Bid depth 5: 1605
Ask depth 5: 13737
Bid depth 10: 6510
Ask depth 10: 19096
Bid depth 20: 15705
Ask depth 20: 36811
Imbalance 5: -0.79077
Imbalance 10: -0.491525
Imbalance 20: -0.401897
Top bid size: 36
Top ask size: 160
Bid wall score: 0.002292
Ask wall score: 0.004347

Dynamics

Bid depth 5 delta: 466
Ask depth 5 delta: 4587
Imbalance 5 delta: -0.012172
Bid depth 10 delta: 1395
Ask depth 10 delta: 5147
Imbalance 10 delta: -0.028139
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: -0.019981

Tape

Buy volume: 7778
Sell volume: 12974
Buy/sell delta: -5196
Buy/sell ratio: 0.599507
Avg trade size: 207.52
Large trade count: 9
Largest trade size: 3880

Candle

Return 1: 0.040883
Return 3: -0.061262
Volume 1: 6088
Volume avg 5: 7123.2
Momentum 5: 0.020437

Cross Exchange

Mid avg: 0.48649625
Mid median: 0.4887875
Price deviation %: 0.607148
Spread %: 2.032904

Funding / OI / Volume

Funding rate: 0.0001735
Funding delta: 0.00000174
Funding abs: 0.0001735
Funding pressure: 0.00017524
Open interest: 22436108
Volume 24h: 34168329
Quote volume 24h: 16520729.00362
Price change 24h %: 0.7

Quality

Capture latency ms: 7105
Order book timestamp: 2026-06-25 22:18:20.031000+02:00
Ticker timestamp: 2026-06-25 22:18:12.974000+02:00
Trades timestamp: 2026-06-25 22:18:22.252000+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: 0.489
Best ask: 0.4892
Spread: 0.0002
Spread %: 0.040891
Mid price: 0.4891
Last price: 0.4892
Mark price: -
Index price: 0.4884

Order Book

Bid depth 5: 726
Ask depth 5: 2439
Bid depth 10: 1841
Ask depth 10: 4868
Bid depth 20: 4136
Ask depth 20: 7943
Imbalance 5: -0.541232
Imbalance 10: -0.451185
Imbalance 20: -0.315175
Top bid size: 233
Top ask size: 9
Bid wall score: 0.056335
Ask wall score: 0.001133

Dynamics

Bid depth 5 delta: 366
Ask depth 5 delta: 251
Imbalance 5 delta: 0.176193
Bid depth 10 delta: 292
Ask depth 10 delta: 1431
Imbalance 10 delta: -0.072525
Spread delta: 0.0001
Mid price delta: -0.00005
Wall shift score: 0.053033

Tape

Buy volume: 2179
Sell volume: 567
Buy/sell delta: 1612
Buy/sell ratio: 3.843034
Avg trade size: 27.46
Large trade count: 10
Largest trade size: 348

Candle

Return 1: 0.020446
Return 3: -0.142886
Volume 1: 1
Volume avg 5: 116.6
Momentum 5: 0

Cross Exchange

Mid avg: 0.48650875
Mid median: 0.4888125
Price deviation %: 0.532621
Spread %: 2.032851

Funding / OI / Volume

Funding rate: 0.000171
Funding delta: 0.000009
Funding abs: 0.000171
Funding pressure: 0.00018
Open interest: -
Volume 24h: 571409
Quote volume 24h: 2767932.387
Price change 24h %: 2.08

Quality

Capture latency ms: 5148
Order book timestamp: 2026-06-25 22:18:14.826000+02:00
Ticker timestamp: 2026-06-25 22:18:12.858000+02:00
Trades timestamp: 2026-06-25 22:18:03.594000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 9482
gate: 9482
htx: 9410
mexc: 9480

By Symbol

VELVET/USDT:USDT: 37854

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.