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: 38224
Total labels: 114672
Pending labels: 95189
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 01:46:58.612144+02:00
Recent trades snapshots: 38223
Micro candles: 764420
Avg data quality: 75.8956676433654249
Latest latency: 10147 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 83 of 3823 · 38224 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 23:21:41.937029+02:00	gate	VELVET/USDT:USDT	0.488375	68	10277 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 23:21:31.550809+02:00	binance	VELVET/USDT:USDT	0.4894	80	6091 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 23:21:25.347195+02:00	mexc	VELVET/USDT:USDT	0.4894	78	4355 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 23:21:20.892773+02:00	htx	VELVET/USDT:USDT	0.481725	80	6609 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 23:21:03.472323+02:00	gate	VELVET/USDT:USDT	0.488375	68	10594 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 23:20:52.708079+02:00	binance	VELVET/USDT:USDT	0.48925	80	6794 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 23:20:45.814002+02:00	mexc	VELVET/USDT:USDT	0.48925	68	5523 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 23:20:40.203193+02:00	htx	VELVET/USDT:USDT	0.481725	80	5937 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 23:20:22.755620+02:00	gate	VELVET/USDT:USDT	0.488235	68	10822 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 23:20:11.776053+02:00	binance	VELVET/USDT:USDT	0.48955	80	6444 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.48817
Best ask: 0.48858
Spread: 0.00041
Spread %: 0.083952
Mid price: 0.488375
Last price: 0.48855
Mark price: 0.48855
Index price: 0.48877

Order Book

Bid depth 5: 5
Ask depth 5: 44
Bid depth 10: 59
Ask depth 10: 79
Bid depth 20: 118
Ask depth 20: 220
Imbalance 5: -0.795918
Imbalance 10: -0.144928
Imbalance 20: -0.301775
Top bid size: 1
Top ask size: 1
Bid wall score: 0.008475
Ask wall score: 0.004545

Dynamics

Bid depth 5 delta: -29
Ask depth 5 delta: 18
Imbalance 5 delta: -0.929252
Bid depth 10 delta: -1
Ask depth 10 delta: 3
Imbalance 10 delta: -0.02728
Spread delta: -0.00002
Mid price delta: 0
Wall shift score: -0.007927

Tape

Buy volume: 105
Sell volume: 89
Buy/sell delta: 16
Buy/sell ratio: 1.179775
Avg trade size: 1.94
Large trade count: 5
Largest trade size: 25

Candle

Return 1: 0
Return 3: 0.100397
Volume 1: 0
Volume avg 5: 1.8
Momentum 5: -0.00614

Cross Exchange

Mid avg: 0.487225
Mid median: 0.4888875
Price deviation %: 0.236031
Spread %: 1.575248

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3482100
Quote volume 24h: 1681038
Price change 24h %: 0.78

Quality

Capture latency ms: 10277
Order book timestamp: 2026-06-25 23:21:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:02.404000+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: 0.4893
Best ask: 0.4895
Spread: 0.0002
Spread %: 0.040866
Mid price: 0.4894
Last price: 0.4895
Mark price: -
Index price: -

Order Book

Bid depth 5: 1038
Ask depth 5: 2795
Bid depth 10: 5206
Ask depth 10: 8814
Bid depth 20: 16508
Ask depth 20: 43323
Imbalance 5: -0.458388
Imbalance 10: -0.257347
Imbalance 20: -0.448179
Top bid size: 13
Top ask size: 173
Bid wall score: 0.000787
Ask wall score: 0.003993

Dynamics

Bid depth 5 delta: -48
Ask depth 5 delta: 986
Imbalance 5 delta: -0.208647
Bid depth 10 delta: -616
Ask depth 10 delta: -803
Imbalance 10 delta: -0.011541
Spread delta: 0.0001
Mid price delta: 0.00015
Wall shift score: -0.005747

Tape

Buy volume: 7766
Sell volume: 4982
Buy/sell delta: 2784
Buy/sell ratio: 1.558812
Avg trade size: 127.48
Large trade count: 10
Largest trade size: 1539

Candle

Return 1: 0.061325
Return 3: -0.122424
Volume 1: 947
Volume avg 5: 3545.8
Momentum 5: 0.102249

Cross Exchange

Mid avg: 0.4871875
Mid median: 0.4888125
Price deviation %: 0.454137
Spread %: 1.575369

Funding / OI / Volume

Funding rate: 0.00011278
Funding delta: 0
Funding abs: 0.00011278
Funding pressure: 0.00011278
Open interest: 22414242
Volume 24h: 33472812
Quote volume 24h: 16186631.26294
Price change 24h %: 0.679

Quality

Capture latency ms: 6091
Order book timestamp: 2026-06-25 23:21:29.300000+02:00
Ticker timestamp: 2026-06-25 23:21:24.756000+02:00
Trades timestamp: 2026-06-25 23:21:25.568000+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: 0.4893
Best ask: 0.4895
Spread: 0.0002
Spread %: 0.040866
Mid price: 0.4894
Last price: 0.4895
Mark price: -
Index price: 0.4886

Order Book

Bid depth 5: 370
Ask depth 5: 963
Bid depth 10: 1637
Ask depth 10: 2840
Bid depth 20: 4375
Ask depth 20: 9694
Imbalance 5: -0.444861
Imbalance 10: -0.268707
Imbalance 20: -0.378065
Top bid size: 11
Top ask size: 51
Bid wall score: 0.002514
Ask wall score: 0.005261

Dynamics

Bid depth 5 delta: -176
Ask depth 5 delta: 121
Imbalance 5 delta: -0.231605
Bid depth 10 delta: -160
Ask depth 10 delta: 390
Imbalance 10 delta: -0.114951
Spread delta: 0.0001
Mid price delta: 0.00015
Wall shift score: 0.001005

Tape

Buy volume: 710
Sell volume: 2980
Buy/sell delta: -2270
Buy/sell ratio: 0.238255
Avg trade size: 36.9
Large trade count: 7
Largest trade size: 429

Candle

Return 1: 0.061325
Return 3: -0.081649
Volume 1: 8
Volume avg 5: 220.6
Momentum 5: -0.040841

Cross Exchange

Mid avg: 0.48715
Mid median: 0.4888125
Price deviation %: 0.46187
Spread %: 1.544699

Funding / OI / Volume

Funding rate: 0.000112
Funding delta: -0.000001
Funding abs: 0.000112
Funding pressure: 0.000113
Open interest: -
Volume 24h: 559797
Quote volume 24h: 2712926.731
Price change 24h %: 2.14

Quality

Capture latency ms: 4355
Order book timestamp: 2026-06-25 23:21:23.974000+02:00
Ticker timestamp: 2026-06-25 23:21:23.752000+02:00
Trades timestamp: 2026-06-25 23:21:18.597000+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: 0.47932
Best ask: 0.48413
Spread: 0.00481
Spread %: 0.998495
Mid price: 0.481725
Last price: 0.48412
Mark price: -
Index price: -

Order Book

Bid depth 5: 15320
Ask depth 5: 1489
Bid depth 10: 19458
Ask depth 10: 2351
Bid depth 20: 19558
Ask depth 20: 3289
Imbalance 5: 0.822833
Imbalance 10: 0.784401
Imbalance 20: 0.712085
Top bid size: 3000
Top ask size: 7
Bid wall score: 0.15339
Ask wall score: 0.002128

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: -312
Imbalance 10 delta: 0.025168
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.000151

Tape

Buy volume: 2200
Sell volume: 9798
Buy/sell delta: -7598
Buy/sell ratio: 0.224536
Avg trade size: 119.98
Large trade count: 0
Largest trade size: 212

Candle

Return 1: 0
Return 3: 0.099247
Volume 1: 0
Volume avg 5: 44.4
Momentum 5: 0.099247

Cross Exchange

Mid avg: 0.48715
Mid median: 0.4888125
Price deviation %: -1.11362
Spread %: 1.544699

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73000
Volume 24h: 105020
Quote volume 24h: 105020
Price change 24h %: 2.816124

Quality

Capture latency ms: 6609
Order book timestamp: 2026-06-25 23:21:18.198000+02:00
Ticker timestamp: 2026-06-25 23:21:19.196000+02:00
Trades timestamp: 2026-06-25 23:20:25.340000+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: 0.48816
Best ask: 0.48859
Spread: 0.00043
Spread %: 0.088047
Mid price: 0.488375
Last price: 0.48855
Mark price: 0.48872
Index price: 0.489008

Order Book

Bid depth 5: 34
Ask depth 5: 26
Bid depth 10: 60
Ask depth 10: 76
Bid depth 20: 119
Ask depth 20: 202
Imbalance 5: 0.133333
Imbalance 10: -0.117647
Imbalance 20: -0.258567
Top bid size: 2
Top ask size: 1
Bid wall score: 0.016807
Ask wall score: 0.00495

Dynamics

Bid depth 5 delta: 28
Ask depth 5 delta: 0
Imbalance 5 delta: 0.758333
Bid depth 10 delta: 7
Ask depth 10 delta: -2
Imbalance 10 delta: 0.073193
Spread delta: 0.00006
Mid price delta: 0.00014
Wall shift score: 0.002081

Tape

Buy volume: 105
Sell volume: 89
Buy/sell delta: 16
Buy/sell ratio: 1.179775
Avg trade size: 1.94
Large trade count: 5
Largest trade size: 25

Candle

Return 1: 0
Return 3: 0.100397
Volume 1: 0
Volume avg 5: 1.8
Momentum 5: -0.00614

Cross Exchange

Mid avg: 0.487115
Mid median: 0.4887425
Price deviation %: 0.258666
Spread %: 1.54481

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3482100
Quote volume 24h: 1681038
Price change 24h %: 0.83

Quality

Capture latency ms: 10594
Order book timestamp: 2026-06-25 23:21:02+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:02.404000+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: 0.4892
Best ask: 0.4893
Spread: 0.0001
Spread %: 0.020439
Mid price: 0.48925
Last price: 0.4894
Mark price: -
Index price: -

Order Book

Bid depth 5: 1086
Ask depth 5: 1809
Bid depth 10: 5822
Ask depth 10: 9617
Bid depth 20: 18197
Ask depth 20: 26072
Imbalance 5: -0.249741
Imbalance 10: -0.245806
Imbalance 20: -0.17789
Top bid size: 197
Top ask size: 216
Bid wall score: 0.010826
Ask wall score: 0.008285

Dynamics

Bid depth 5 delta: -20
Ask depth 5 delta: -599
Imbalance 5 delta: 0.120777
Bid depth 10 delta: 696
Ask depth 10 delta: 1638
Imbalance 10 delta: -0.028103
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: 0.013214

Tape

Buy volume: 7178
Sell volume: 5102
Buy/sell delta: 2076
Buy/sell ratio: 1.406899
Avg trade size: 122.8
Large trade count: 10
Largest trade size: 1539

Candle

Return 1: -0.244698
Return 3: -0.061287
Volume 1: 8675
Volume avg 5: 5982.6
Momentum 5: -0.102103

Cross Exchange

Mid avg: 0.48719
Mid median: 0.4887425
Price deviation %: 0.422833
Spread %: 1.60615

Funding / OI / Volume

Funding rate: 0.00011278
Funding delta: 0
Funding abs: 0.00011278
Funding pressure: 0.00011278
Open interest: 22413802
Volume 24h: 33498373
Quote volume 24h: 16199054.43984
Price change 24h %: 0.866

Quality

Capture latency ms: 6794
Order book timestamp: 2026-06-25 23:20:50.002000+02:00
Ticker timestamp: 2026-06-25 23:20:42.561000+02:00
Trades timestamp: 2026-06-25 23:20:42.561000+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: 0.4892
Best ask: 0.4893
Spread: 0.0001
Spread %: 0.020439
Mid price: 0.48925
Last price: 0.4895
Mark price: -
Index price: 0.4889

Order Book

Bid depth 5: 546
Ask depth 5: 842
Bid depth 10: 1797
Ask depth 10: 2450
Bid depth 20: 4298
Ask depth 20: 6236
Imbalance 5: -0.213256
Imbalance 10: -0.153756
Imbalance 20: -0.183976
Top bid size: 8
Top ask size: 35
Bid wall score: 0.001861
Ask wall score: 0.005613

Dynamics

Bid depth 5 delta: 202
Ask depth 5 delta: -137
Imbalance 5 delta: 0.266713
Bid depth 10 delta: 477
Ask depth 10 delta: -418
Imbalance 10 delta: 0.215872
Spread delta: -0.0001
Mid price delta: -0.00045
Wall shift score: 0.005646

Tape

Buy volume: 815
Sell volume: 2974
Buy/sell delta: -2159
Buy/sell ratio: 0.274042
Avg trade size: 37.89
Large trade count: 7
Largest trade size: 429

Candle

Return 1: -0.183524
Return 3: 0.040875
Volume 1: 194
Volume avg 5: 637.2
Momentum 5: 0.020433

Cross Exchange

Mid avg: 0.4873025
Mid median: 0.4888925
Price deviation %: 0.399649
Spread %: 1.63656

Funding / OI / Volume

Funding rate: 0.000113
Funding delta: 0
Funding abs: 0.000113
Funding pressure: 0.000113
Open interest: -
Volume 24h: 559728
Quote volume 24h: 2712587.464
Price change 24h %: 2.14

Quality

Capture latency ms: 5523
Order book timestamp: 2026-06-25 23:20:43.904000+02:00
Ticker timestamp: 2026-06-25 23:20:41.947000+02:00
Trades timestamp: 2026-06-25 23:20:35.845000+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: 0.47932
Best ask: 0.48413
Spread: 0.00481
Spread %: 0.998495
Mid price: 0.481725
Last price: 0.48412
Mark price: -
Index price: -

Order Book

Bid depth 5: 15320
Ask depth 5: 1489
Bid depth 10: 19458
Ask depth 10: 2663
Bid depth 20: 19558
Ask depth 20: 3071
Imbalance 5: 0.822833
Imbalance 10: 0.759233
Imbalance 20: 0.728578
Top bid size: 3000
Top ask size: 7
Bid wall score: 0.15339
Ask wall score: 0.002279

Dynamics

Bid depth 5 delta: 6831
Ask depth 5 delta: 581
Imbalance 5 delta: 0.016086
Bid depth 10 delta: -1044
Ask depth 10 delta: 316
Imbalance 10 delta: -0.035331
Spread delta: -0.00069
Mid price delta: -0.000345
Wall shift score: 0.006102

Tape

Buy volume: 2200
Sell volume: 9798
Buy/sell delta: -7598
Buy/sell ratio: 0.224536
Avg trade size: 119.98
Large trade count: 0
Largest trade size: 212

Candle

Return 1: 0.099247
Return 3: 0.099247
Volume 1: 14
Volume avg 5: 44.4
Momentum 5: 0.099247

Cross Exchange

Mid avg: 0.48738875
Mid median: 0.4888925
Price deviation %: -1.16206
Spread %: 1.565485

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72993
Volume 24h: 105020
Quote volume 24h: 105020
Price change 24h %: 2.816124

Quality

Capture latency ms: 5937
Order book timestamp: 2026-06-25 23:20:38.798000+02:00
Ticker timestamp: 2026-06-25 23:20:39.135000+02:00
Trades timestamp: 2026-06-25 23:20:25.340000+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: 0.48805
Best ask: 0.48842
Spread: 0.00037
Spread %: 0.075783
Mid price: 0.488235
Last price: 0.48855
Mark price: 0.4889
Index price: 0.489123

Order Book

Bid depth 5: 6
Ask depth 5: 26
Bid depth 10: 53
Ask depth 10: 78
Bid depth 20: 132
Ask depth 20: 186
Imbalance 5: -0.625
Imbalance 10: -0.19084
Imbalance 20: -0.169811
Top bid size: 2
Top ask size: 1
Bid wall score: 0.015152
Ask wall score: 0.005376

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 3
Imbalance 5 delta: -0.1875
Bid depth 10 delta: 13
Ask depth 10 delta: 28
Imbalance 10 delta: -0.079729
Spread delta: 0.00005
Mid price delta: -0.001555
Wall shift score: 0.008949

Tape

Buy volume: 105
Sell volume: 89
Buy/sell delta: 16
Buy/sell ratio: 1.179775
Avg trade size: 1.94
Large trade count: 5
Largest trade size: 25

Candle

Return 1: -0.279637
Return 3: 0.100397
Volume 1: 6
Volume avg 5: 4.4
Momentum 5: -0.136953

Cross Exchange

Mid avg: 0.4877775
Mid median: 0.489625
Price deviation %: 0.093793
Spread %: 1.582689

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3482100
Quote volume 24h: 1681038
Price change 24h %: 0.83

Quality

Capture latency ms: 10822
Order book timestamp: 2026-06-25 23:20:21+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:02.404000+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: 0.4895
Best ask: 0.4896
Spread: 0.0001
Spread %: 0.020427
Mid price: 0.48955
Last price: 0.4896
Mark price: -
Index price: -

Order Book

Bid depth 5: 1106
Ask depth 5: 2408
Bid depth 10: 5126
Ask depth 10: 7979
Bid depth 20: 14783
Ask depth 20: 53245
Imbalance 5: -0.370518
Imbalance 10: -0.217703
Imbalance 20: -0.565385
Top bid size: 66
Top ask size: 806
Bid wall score: 0.004465
Ask wall score: 0.015138

Dynamics

Bid depth 5 delta: -469
Ask depth 5 delta: -788
Imbalance 5 delta: -0.030757
Bid depth 10 delta: -711
Ask depth 10 delta: -5234
Imbalance 10 delta: 0.169488
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: -0.010855

Tape

Buy volume: 6498
Sell volume: 4942
Buy/sell delta: 1556
Buy/sell ratio: 1.314852
Avg trade size: 114.4
Large trade count: 12
Largest trade size: 1539

Candle

Return 1: -0.163132
Return 3: 0.020429
Volume 1: 6873
Volume avg 5: 5622.2
Momentum 5: -0.020421

Cross Exchange

Mid avg: 0.4879275
Mid median: 0.489745
Price deviation %: 0.332529
Spread %: 1.655984

Funding / OI / Volume

Funding rate: 0.00011278
Funding delta: -0.0000008
Funding abs: 0.00011278
Funding pressure: 0.00011358
Open interest: 22414648
Volume 24h: 33494303
Quote volume 24h: 16197062.76554
Price change 24h %: 0.907

Quality

Capture latency ms: 6444
Order book timestamp: 2026-06-25 23:20:08.501000+02:00
Ticker timestamp: 2026-06-25 23:20:02.360000+02:00
Trades timestamp: 2026-06-25 23:20:07.837000+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: 9575
gate: 9575
htx: 9502
mexc: 9572

By Symbol

VELVET/USDT:USDT: 38224

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.