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: 38656
Total labels: 115968
Pending labels: 96485
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 03:07:41.451762+02:00
Recent trades snapshots: 38655
Micro candles: 773040
Avg data quality: 75.8991618377483444
Latest latency: 6599 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 84 of 3866 · 38656 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 00:35:01.080879+02:00	mexc	VELVET/USDT:USDT	0.50695	78	4734 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 00:34:56.287852+02:00	htx	VELVET/USDT:USDT	0.497975	80	5802 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 00:34:39.461895+02:00	gate	VELVET/USDT:USDT	0.50655	68	10215 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 00:34:29.154516+02:00	binance	VELVET/USDT:USDT	0.50685	80	7142 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 00:34:21.399044+02:00	mexc	VELVET/USDT:USDT	0.50705	78	4842 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 00:34:16.493687+02:00	htx	VELVET/USDT:USDT	0.50068	80	6492 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 00:33:58.718522+02:00	gate	VELVET/USDT:USDT	0.506195	68	10282 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 00:33:48.279583+02:00	binance	VELVET/USDT:USDT	0.5067	80	9466 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 00:33:38.723208+02:00	mexc	VELVET/USDT:USDT	0.50745	78	4957 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 00:33:33.699045+02:00	htx	VELVET/USDT:USDT	0.50067	80	5933 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.5069
Best ask: 0.507
Spread: 0.0001
Spread %: 0.019726
Mid price: 0.50695
Last price: 0.5068
Mark price: -
Index price: 0.5057

Order Book

Bid depth 5: 697
Ask depth 5: 665
Bid depth 10: 1827
Ask depth 10: 2583
Bid depth 20: 4281
Ask depth 20: 5106
Imbalance 5: 0.023495
Imbalance 10: -0.171429
Imbalance 20: -0.087888
Top bid size: 31
Top ask size: 17
Bid wall score: 0.007241
Ask wall score: 0.003329

Dynamics

Bid depth 5 delta: 104
Ask depth 5 delta: -301
Imbalance 5 delta: 0.262751
Bid depth 10 delta: -948
Ask depth 10 delta: 398
Imbalance 10 delta: -0.29038
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: 0.014498

Tape

Buy volume: 1175
Sell volume: 2742
Buy/sell delta: -1567
Buy/sell ratio: 0.428519
Avg trade size: 39.17
Large trade count: 9
Largest trade size: 300

Candle

Return 1: -0.039448
Return 3: -0.05916
Volume 1: 196
Volume avg 5: 735.4
Momentum 5: 0.257171

Cross Exchange

Mid avg: 0.50460625
Mid median: 0.5067
Price deviation %: 0.464471
Spread %: 1.798432

Funding / OI / Volume

Funding rate: 0.000173
Funding delta: 0
Funding abs: 0.000173
Funding pressure: 0.000173
Open interest: -
Volume 24h: 587659
Quote volume 24h: 2854379.85
Price change 24h %: 5.75

Quality

Capture latency ms: 4734
Order book timestamp: 2026-06-26 00:34:58.833000+02:00
Ticker timestamp: 2026-06-26 00:34:58.893000+02:00
Trades timestamp: 2026-06-26 00:34:51.593000+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: 0.49137
Best ask: 0.50458
Spread: 0.01321
Spread %: 2.652744
Mid price: 0.497975
Last price: 0.50461
Mark price: -
Index price: -

Order Book

Bid depth 5: 15101
Ask depth 5: 3103
Bid depth 10: 18492
Ask depth 10: 4235
Bid depth 20: 18492
Ask depth 20: 4643
Imbalance 5: 0.659086
Imbalance 10: 0.627316
Imbalance 20: 0.598617
Top bid size: 3000
Top ask size: 99
Bid wall score: 0.162232
Ask wall score: 0.021322

Dynamics

Bid depth 5 delta: 729
Ask depth 5 delta: 202
Imbalance 5 delta: -0.005014
Bid depth 10 delta: -21
Ask depth 10 delta: -26
Imbalance 10 delta: 0.001514
Spread delta: 0.00537
Mid price delta: -0.002705
Wall shift score: -0.002363

Tape

Buy volume: 2602
Sell volume: 10560
Buy/sell delta: -7958
Buy/sell ratio: 0.246402
Avg trade size: 131.62
Large trade count: 0
Largest trade size: 376

Candle

Return 1: 0
Return 3: 0.007928
Volume 1: 0
Volume avg 5: 94.8
Momentum 5: 0.007928

Cross Exchange

Mid avg: 0.5052825
Mid median: 0.5067
Price deviation %: -1.446221
Spread %: 1.260681

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73064
Volume 24h: 108086
Quote volume 24h: 108086
Price change 24h %: 7.167736

Quality

Capture latency ms: 5802
Order book timestamp: 2026-06-26 00:34:54.398000+02:00
Ticker timestamp: 2026-06-26 00:34:54.779000+02:00
Trades timestamp: 2026-06-26 00:33:21.402000+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: 0.50641
Best ask: 0.50669
Spread: 0.00028
Spread %: 0.055276
Mid price: 0.50655
Last price: 0.50624
Mark price: 0.50624
Index price: 0.505983

Order Book

Bid depth 5: 29
Ask depth 5: 5
Bid depth 10: 76
Ask depth 10: 10
Bid depth 20: 126
Ask depth 20: 47
Imbalance 5: 0.705882
Imbalance 10: 0.767442
Imbalance 20: 0.456647
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007937
Ask wall score: 0.021277

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: -4
Imbalance 5 delta: 0.268382
Bid depth 10 delta: 43
Ask depth 10 delta: -8
Imbalance 10 delta: 0.473324
Spread delta: -0.00027
Mid price delta: 0.000355
Wall shift score: -0.018521

Tape

Buy volume: 85
Sell volume: 78
Buy/sell delta: 7
Buy/sell ratio: 1.089744
Avg trade size: 1.63
Large trade count: 5
Largest trade size: 22

Candle

Return 1: -0.007901
Return 3: -0.09867
Volume 1: 73
Volume avg 5: 31.6
Momentum 5: 0.394646

Cross Exchange

Mid avg: 0.50519375
Mid median: 0.5065225
Price deviation %: 0.268461
Spread %: 1.260902

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3563900
Quote volume 24h: 1722620
Price change 24h %: 4.93

Quality

Capture latency ms: 10215
Order book timestamp: 2026-06-26 00:34:38+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:06.868000+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: 0.5068
Best ask: 0.5069
Spread: 0.0001
Spread %: 0.01973
Mid price: 0.50685
Last price: 0.507
Mark price: -
Index price: -

Order Book

Bid depth 5: 2415
Ask depth 5: 1273
Bid depth 10: 7689
Ask depth 10: 6688
Bid depth 20: 17216
Ask depth 20: 15010
Imbalance 5: 0.309653
Imbalance 10: 0.069625
Imbalance 20: 0.068454
Top bid size: 46
Top ask size: 11
Bid wall score: 0.002672
Ask wall score: 0.000733

Dynamics

Bid depth 5 delta: 126
Ask depth 5 delta: -1135
Imbalance 5 delta: 0.334988
Bid depth 10 delta: 794
Ask depth 10 delta: -807
Imbalance 10 delta: 0.111321
Spread delta: -0.0001
Mid price delta: 0.00015
Wall shift score: -0.006907

Tape

Buy volume: 8358
Sell volume: 42090
Buy/sell delta: -33732
Buy/sell ratio: 0.198574
Avg trade size: 504.48
Large trade count: 4
Largest trade size: 13360

Candle

Return 1: -0.039432
Return 3: -0.078833
Volume 1: 7577
Volume avg 5: 24276.4
Momentum 5: 0.15804

Cross Exchange

Mid avg: 0.50515625
Mid median: 0.5064475
Price deviation %: 0.335292
Spread %: 1.260996

Funding / OI / Volume

Funding rate: 0.00017543
Funding delta: 0.00000212
Funding abs: 0.00017543
Funding pressure: 0.00017755
Open interest: 22225442
Volume 24h: 34587412
Quote volume 24h: 16751818.74158
Price change 24h %: 4.839

Quality

Capture latency ms: 7142
Order book timestamp: 2026-06-26 00:34:27.001000+02:00
Ticker timestamp: 2026-06-26 00:34:19.237000+02:00
Trades timestamp: 2026-06-26 00:34:27.753000+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: 0.507
Best ask: 0.5071
Spread: 0.0001
Spread %: 0.019722
Mid price: 0.50705
Last price: 0.5074
Mark price: -
Index price: 0.5063

Order Book

Bid depth 5: 593
Ask depth 5: 966
Bid depth 10: 2775
Ask depth 10: 2185
Bid depth 20: 5286
Ask depth 20: 5242
Imbalance 5: -0.239256
Imbalance 10: 0.118952
Imbalance 20: 0.004179
Top bid size: 59
Top ask size: 114
Bid wall score: 0.011162
Ask wall score: 0.021747

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 124
Imbalance 5 delta: -0.066554
Bid depth 10 delta: 912
Ask depth 10 delta: -179
Imbalance 10 delta: 0.237475
Spread delta: 0
Mid price delta: -0.0004
Wall shift score: 0.01133

Tape

Buy volume: 1179
Sell volume: 2758
Buy/sell delta: -1579
Buy/sell ratio: 0.427484
Avg trade size: 39.37
Large trade count: 9
Largest trade size: 300

Candle

Return 1: 0.078895
Return 3: 0.05916
Volume 1: 49
Volume avg 5: 706
Momentum 5: 0.375865

Cross Exchange

Mid avg: 0.50525625
Mid median: 0.5064475
Price deviation %: 0.355018
Spread %: 1.339914

Funding / OI / Volume

Funding rate: 0.000173
Funding delta: 0.000007
Funding abs: 0.000173
Funding pressure: 0.00018
Open interest: -
Volume 24h: 587527
Quote volume 24h: 2853708.776
Price change 24h %: 5.88

Quality

Capture latency ms: 4842
Order book timestamp: 2026-06-26 00:34:19.757000+02:00
Ticker timestamp: 2026-06-26 00:34:16.950000+02:00
Trades timestamp: 2026-06-26 00:34:14.666000+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: 0.49676
Best ask: 0.5046
Spread: 0.00784
Spread %: 1.56587
Mid price: 0.50068
Last price: 0.50461
Mark price: -
Index price: -

Order Book

Bid depth 5: 14372
Ask depth 5: 2901
Bid depth 10: 18513
Ask depth 10: 4261
Bid depth 20: 18513
Ask depth 20: 4261
Imbalance 5: 0.6641
Imbalance 10: 0.625801
Imbalance 20: 0.625801
Top bid size: 3000
Top ask size: 80
Bid wall score: 0.162048
Ask wall score: 0.018775

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -217
Imbalance 5 delta: 0.020647
Bid depth 10 delta: 0
Ask depth 10 delta: 11
Imbalance 10 delta: -0.000786
Spread delta: 0.00002
Mid price delta: 0.00001
Wall shift score: -0.000956

Tape

Buy volume: 2602
Sell volume: 10560
Buy/sell delta: -7958
Buy/sell ratio: 0.246402
Avg trade size: 131.62
Large trade count: 0
Largest trade size: 376

Candle

Return 1: 0
Return 3: 0.007928
Volume 1: 0
Volume avg 5: 94.8
Momentum 5: 0.007928

Cross Exchange

Mid avg: 0.50525375
Mid median: 0.5064475
Price deviation %: -0.905238
Spread %: 1.3419

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73064
Volume 24h: 108086
Quote volume 24h: 108086
Price change 24h %: 7.167736

Quality

Capture latency ms: 6492
Order book timestamp: 2026-06-26 00:34:14.698000+02:00
Ticker timestamp: 2026-06-26 00:34:15.027000+02:00
Trades timestamp: 2026-06-26 00:33:21.402000+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: 0.50592
Best ask: 0.50647
Spread: 0.00055
Spread %: 0.108654
Mid price: 0.506195
Last price: 0.50628
Mark price: 0.50611
Index price: 0.50611

Order Book

Bid depth 5: 23
Ask depth 5: 9
Bid depth 10: 33
Ask depth 10: 18
Bid depth 20: 65
Ask depth 20: 98
Imbalance 5: 0.4375
Imbalance 10: 0.294118
Imbalance 20: -0.202454
Top bid size: 1
Top ask size: 1
Bid wall score: 0.015385
Ask wall score: 0.010204

Dynamics

Bid depth 5 delta: 17
Ask depth 5 delta: -15
Imbalance 5 delta: 1.0375
Bid depth 10 delta: 0
Ask depth 10 delta: -17
Imbalance 10 delta: 0.323529
Spread delta: 0.0002
Mid price delta: -0.00099
Wall shift score: -0.004244

Tape

Buy volume: 59
Sell volume: 74
Buy/sell delta: -15
Buy/sell ratio: 0.797297
Avg trade size: 1.33
Large trade count: 3
Largest trade size: 22

Candle

Return 1: -0.031593
Return 3: 0.30312
Volume 1: 47
Volume avg 5: 23.2
Momentum 5: 0.574108

Cross Exchange

Mid avg: 0.50550125
Mid median: 0.5069425
Price deviation %: 0.13724
Spread %: 1.341243

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3555600
Quote volume 24h: 1718424
Price change 24h %: 4.92

Quality

Capture latency ms: 10282
Order book timestamp: 2026-06-26 00:33:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:06.836000+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: 0.5066
Best ask: 0.5068
Spread: 0.0002
Spread %: 0.039471
Mid price: 0.5067
Last price: 0.5071
Mark price: -
Index price: -

Order Book

Bid depth 5: 2289
Ask depth 5: 2408
Bid depth 10: 6895
Ask depth 10: 7495
Bid depth 20: 15072
Ask depth 20: 15539
Imbalance 5: -0.025335
Imbalance 10: -0.041696
Imbalance 20: -0.015256
Top bid size: 144
Top ask size: 11
Bid wall score: 0.009554
Ask wall score: 0.000708

Dynamics

Bid depth 5 delta: 234
Ask depth 5 delta: -1850
Imbalance 5 delta: 0.323627
Bid depth 10 delta: -2131
Ask depth 10 delta: -3468
Imbalance 10 delta: 0.055208
Spread delta: 0.0001
Mid price delta: -0.00135
Wall shift score: 0.013657

Tape

Buy volume: 14726
Sell volume: 10614
Buy/sell delta: 4112
Buy/sell ratio: 1.387413
Avg trade size: 253.4
Large trade count: 9
Largest trade size: 4350

Candle

Return 1: -0.216578
Return 3: 0.11853
Volume 1: 28140
Volume avg 5: 28627
Momentum 5: 0.575511

Cross Exchange

Mid avg: 0.50583875
Mid median: 0.5073175
Price deviation %: 0.170262
Spread %: 1.458963

Funding / OI / Volume

Funding rate: 0.00017331
Funding delta: 0
Funding abs: 0.00017331
Funding pressure: 0.00017331
Open interest: 22221929
Volume 24h: 34572884
Quote volume 24h: 16744275.24848
Price change 24h %: 4.773

Quality

Capture latency ms: 9466
Order book timestamp: 2026-06-26 00:33:45.202000+02:00
Ticker timestamp: 2026-06-26 00:33:39.099000+02:00
Trades timestamp: 2026-06-26 00:33:47.364000+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: 0.5074
Best ask: 0.5075
Spread: 0.0001
Spread %: 0.019706
Mid price: 0.50745
Last price: 0.5074
Mark price: -
Index price: 0.5066

Order Book

Bid depth 5: 594
Ask depth 5: 842
Bid depth 10: 1863
Ask depth 10: 2364
Bid depth 20: 3894
Ask depth 20: 5397
Imbalance 5: -0.172702
Imbalance 10: -0.118524
Imbalance 20: -0.161769
Top bid size: 20
Top ask size: 146
Bid wall score: 0.005136
Ask wall score: 0.027052

Dynamics

Bid depth 5 delta: -125
Ask depth 5 delta: -800
Imbalance 5 delta: 0.218234
Bid depth 10 delta: -493
Ask depth 10 delta: -1162
Imbalance 10 delta: 0.080388
Spread delta: -0.0001
Mid price delta: -0.00035
Wall shift score: -0.018374

Tape

Buy volume: 1513
Sell volume: 2701
Buy/sell delta: -1188
Buy/sell ratio: 0.560163
Avg trade size: 42.14
Large trade count: 10
Largest trade size: 300

Candle

Return 1: -0.039401
Return 3: 0.316331
Volume 1: 17
Volume avg 5: 741.6
Momentum 5: 0.694582

Cross Exchange

Mid avg: 0.50592625
Mid median: 0.5074925
Price deviation %: 0.30118
Spread %: 1.458711

Funding / OI / Volume

Funding rate: 0.000166
Funding delta: 0
Funding abs: 0.000166
Funding pressure: 0.000166
Open interest: -
Volume 24h: 587458
Quote volume 24h: 2853361.809
Price change 24h %: 5.88

Quality

Capture latency ms: 4957
Order book timestamp: 2026-06-26 00:33:36.874000+02:00
Ticker timestamp: 2026-06-26 00:33:34.924000+02:00
Trades timestamp: 2026-06-26 00:33:34.681000+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: 0.49676
Best ask: 0.50458
Spread: 0.00782
Spread %: 1.561907
Mid price: 0.50067
Last price: 0.50461
Mark price: -
Index price: -

Order Book

Bid depth 5: 14372
Ask depth 5: 3118
Bid depth 10: 18513
Ask depth 10: 4250
Bid depth 20: 18513
Ask depth 20: 4658
Imbalance 5: 0.643453
Imbalance 10: 0.626587
Imbalance 20: 0.597946
Top bid size: 3000
Top ask size: 83
Bid wall score: 0.162048
Ask wall score: 0.017819

Dynamics

Bid depth 5 delta: -730
Ask depth 5 delta: -64
Imbalance 5 delta: -0.008483
Bid depth 10 delta: 20
Ask depth 10 delta: -377
Imbalance 10 delta: 0.026847
Spread delta: -0.00002
Mid price delta: -0.00001
Wall shift score: -0.000488

Tape

Buy volume: 2602
Sell volume: 10560
Buy/sell delta: -7958
Buy/sell ratio: 0.246402
Avg trade size: 131.62
Large trade count: 0
Largest trade size: 376

Candle

Return 1: 0.005946
Return 3: 0.007928
Volume 1: 466
Volume avg 5: 135.2
Momentum 5: 2.30724

Cross Exchange

Mid avg: 0.50592875
Mid median: 0.5074925
Price deviation %: -1.039425
Spread %: 1.456727

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73064
Volume 24h: 108102
Quote volume 24h: 108102
Price change 24h %: 7.167736

Quality

Capture latency ms: 5933
Order book timestamp: 2026-06-26 00:33:31.740000+02:00
Ticker timestamp: 2026-06-26 00:33:32.236000+02:00
Trades timestamp: 2026-06-26 00:33:21.402000+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: 9684
gate: 9683
htx: 9608
mexc: 9681

By Symbol

VELVET/USDT:USDT: 38656

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.