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: 39056
Total labels: 117168
Pending labels: 97685
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 04:20:05.760272+02:00
Recent trades snapshots: 39055
Micro candles: 781040
Avg data quality: 75.8974805407619828
Latest latency: 7474 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 85 of 3906 · 39056 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 01:45:40.897440+02:00	gate	VELVET/USDT:USDT	0.51401	68	9984 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 01:45:30.776109+02:00	binance	VELVET/USDT:USDT	0.5128	80	6472 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 01:45:24.184965+02:00	mexc	VELVET/USDT:USDT	0.51415	68	28475 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 01:44:55.651096+02:00	htx	VELVET/USDT:USDT	0.493285	80	5417 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 01:44:40.376341+02:00	gate	VELVET/USDT:USDT	0.51396	68	9535 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 01:44:30.734118+02:00	binance	VELVET/USDT:USDT	0.51445	80	5901 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 01:44:24.739112+02:00	mexc	VELVET/USDT:USDT	0.5145	78	4349 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 01:44:20.321542+02:00	htx	VELVET/USDT:USDT	0.49327	80	5397 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 01:44:03.871118+02:00	gate	VELVET/USDT:USDT	0.513255	68	10601 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 01:43:53.171940+02:00	binance	VELVET/USDT:USDT	0.51335	80	7013 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.51385
Best ask: 0.51417
Spread: 0.00032
Spread %: 0.062256
Mid price: 0.51401
Last price: 0.51291
Mark price: 0.51249
Index price: 0.51249

Order Book

Bid depth 5: 5
Ask depth 5: 6
Bid depth 10: 28
Ask depth 10: 19
Bid depth 20: 121
Ask depth 20: 97
Imbalance 5: -0.090909
Imbalance 10: 0.191489
Imbalance 20: 0.110092
Top bid size: 1
Top ask size: 1
Bid wall score: 0.008264
Ask wall score: 0.010309

Dynamics

Bid depth 5 delta: -18
Ask depth 5 delta: 1
Imbalance 5 delta: -0.733766
Bid depth 10 delta: -7
Ask depth 10 delta: -10
Imbalance 10 delta: 0.097739
Spread delta: -0.00016
Mid price delta: 0.00005
Wall shift score: 0.001943

Tape

Buy volume: 135
Sell volume: 34
Buy/sell delta: 101
Buy/sell ratio: 3.970588
Avg trade size: 1.69
Large trade count: 5
Largest trade size: 19

Candle

Return 1: -0.031137
Return 3: 0.396748
Volume 1: 88
Volume avg 5: 29
Momentum 5: -0.019463

Cross Exchange

Mid avg: 0.50854875
Mid median: 0.51338
Price deviation %: 1.073889
Spread %: 4.102851

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3752800
Quote volume 24h: 1822862
Price change 24h %: 6.88

Quality

Capture latency ms: 9984
Order book timestamp: 2026-06-26 01:45:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:11.139000+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: 0.5127
Best ask: 0.5129
Spread: 0.0002
Spread %: 0.039002
Mid price: 0.5128
Last price: 0.5141
Mark price: -
Index price: -

Order Book

Bid depth 5: 1816
Ask depth 5: 4255
Bid depth 10: 10597
Ask depth 10: 11425
Bid depth 20: 20169
Ask depth 20: 26228
Imbalance 5: -0.401746
Imbalance 10: -0.037599
Imbalance 20: -0.13059
Top bid size: 19
Top ask size: 451
Bid wall score: 0.000942
Ask wall score: 0.017195

Dynamics

Bid depth 5 delta: -2262
Ask depth 5 delta: 2099
Imbalance 5 delta: -0.710055
Bid depth 10 delta: -377
Ask depth 10 delta: -2059
Imbalance 10 delta: 0.065026
Spread delta: 0.0001
Mid price delta: -0.00165
Wall shift score: -0.015113

Tape

Buy volume: 19011
Sell volume: 19003
Buy/sell delta: 8
Buy/sell ratio: 1.000421
Avg trade size: 380.14
Large trade count: 7
Largest trade size: 9660

Candle

Return 1: -0.291659
Return 3: 0.175816
Volume 1: 36612
Volume avg 5: 31017
Momentum 5: -0.620155

Cross Exchange

Mid avg: 0.50896125
Mid median: 0.514055
Price deviation %: 0.754232
Spread %: 4.15847

Funding / OI / Volume

Funding rate: 0.00021795
Funding delta: 0
Funding abs: 0.00021795
Funding pressure: 0.00021795
Open interest: 22148372
Volume 24h: 36212924
Quote volume 24h: 17610792.18278
Price change 24h %: 7.037

Quality

Capture latency ms: 6472
Order book timestamp: 2026-06-26 01:45:28.613000+02:00
Ticker timestamp: 2026-06-26 01:45:24.688000+02:00
Trades timestamp: 2026-06-26 01:45:28.428000+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: 0.5141
Best ask: 0.5142
Spread: 0.0001
Spread %: 0.01945
Mid price: 0.51415
Last price: 0.5141
Mark price: -
Index price: 0.5127

Order Book

Bid depth 5: 580
Ask depth 5: 772
Bid depth 10: 2116
Ask depth 10: 2783
Bid depth 20: 4834
Ask depth 20: 9201
Imbalance 5: -0.142012
Imbalance 10: -0.13615
Imbalance 20: -0.311151
Top bid size: 5
Top ask size: 97
Bid wall score: 0.001034
Ask wall score: 0.010542

Dynamics

Bid depth 5 delta: -673
Ask depth 5 delta: -269
Imbalance 5 delta: -0.234427
Bid depth 10 delta: -1717
Ask depth 10 delta: -643
Imbalance 10 delta: -0.192219
Spread delta: -0.0001
Mid price delta: -0.00035
Wall shift score: -0.015574

Tape

Buy volume: 1157
Sell volume: 1420
Buy/sell delta: -263
Buy/sell ratio: 0.814789
Avg trade size: 25.77
Large trade count: 11
Largest trade size: 389

Candle

Return 1: -0.07773
Return 3: 0.370876
Volume 1: 3
Volume avg 5: 293.4
Momentum 5: -0.329521

Cross Exchange

Mid avg: 0.50904875
Mid median: 0.514205
Price deviation %: 1.002114
Spread %: 4.167577

Funding / OI / Volume

Funding rate: 0.000217
Funding delta: -0.000006
Funding abs: 0.000217
Funding pressure: 0.000223
Open interest: -
Volume 24h: 621948
Quote volume 24h: 3034682.838
Price change 24h %: 7.28

Quality

Capture latency ms: 28475
Order book timestamp: 2026-06-26 01:45:21.929000+02:00
Ticker timestamp: 2026-06-26 01:45:20.984000+02:00
Trades timestamp: 2026-06-26 01:45:22.595000+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: 0.47418
Best ask: 0.51239
Spread: 0.03821
Spread %: 7.746029
Mid price: 0.493285
Last price: 0.51237
Mark price: -
Index price: -

Order Book

Bid depth 5: 10684
Ask depth 5: 3232
Bid depth 10: 16147
Ask depth 10: 4475
Bid depth 20: 19233
Ask depth 20: 5249
Imbalance 5: 0.535499
Imbalance 10: 0.565997
Imbalance 20: 0.571195
Top bid size: 6725
Top ask size: 7
Bid wall score: 0.349659
Ask wall score: 0.001334

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -139
Imbalance 5 delta: 0.015152
Bid depth 10 delta: -1
Ask depth 10 delta: -558
Imbalance 10 delta: 0.041235
Spread delta: -0.00003
Mid price delta: 0.000015
Wall shift score: 0.193743

Tape

Buy volume: 3090
Sell volume: 9962
Buy/sell delta: -6872
Buy/sell ratio: 0.310179
Avg trade size: 130.52
Large trade count: 1
Largest trade size: 466

Candle

Return 1: 1.539834
Return 3: 1.539834
Volume 1: 202
Volume avg 5: 122
Momentum 5: 1.737421

Cross Exchange

Mid avg: 0.509045
Mid median: 0.514205
Price deviation %: -3.095993
Spread %: 4.170555

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72873
Volume 24h: 108728
Quote volume 24h: 108728
Price change 24h %: 8.815784

Quality

Capture latency ms: 5417
Order book timestamp: 2026-06-26 01:44:53.840000+02:00
Ticker timestamp: 2026-06-26 01:44:54.654000+02:00
Trades timestamp: 2026-06-26 01:44:16.194000+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: 0.51372
Best ask: 0.5142
Spread: 0.00048
Spread %: 0.093392
Mid price: 0.51396
Last price: 0.51385
Mark price: 0.51295
Index price: 0.51295

Order Book

Bid depth 5: 23
Ask depth 5: 5
Bid depth 10: 35
Ask depth 10: 29
Bid depth 20: 101
Ask depth 20: 72
Imbalance 5: 0.642857
Imbalance 10: 0.09375
Imbalance 20: 0.16763
Top bid size: 1
Top ask size: 1
Bid wall score: 0.009901
Ask wall score: 0.013889

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -1
Imbalance 5 delta: 0.05665
Bid depth 10 delta: -5
Ask depth 10 delta: -13
Imbalance 10 delta: 0.11814
Spread delta: -0.00007
Mid price delta: 0.000705
Wall shift score: -0.000565

Tape

Buy volume: 102
Sell volume: 61
Buy/sell delta: 41
Buy/sell ratio: 1.672131
Avg trade size: 1.63
Large trade count: 4
Largest trade size: 20

Candle

Return 1: 0.208666
Return 3: -0.091383
Volume 1: 13
Volume avg 5: 12.2
Momentum 5: 0.378973

Cross Exchange

Mid avg: 0.50886875
Mid median: 0.5138525
Price deviation %: 1.000504
Spread %: 4.171999

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3752100
Quote volume 24h: 1822503
Price change 24h %: 6.97

Quality

Capture latency ms: 9535
Order book timestamp: 2026-06-26 01:44:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:11.059000+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: 0.5144
Best ask: 0.5145
Spread: 0.0001
Spread %: 0.019438
Mid price: 0.51445
Last price: 0.5143
Mark price: -
Index price: -

Order Book

Bid depth 5: 4078
Ask depth 5: 2156
Bid depth 10: 10974
Ask depth 10: 13484
Bid depth 20: 21215
Ask depth 20: 42116
Imbalance 5: 0.308309
Imbalance 10: -0.102625
Imbalance 20: -0.330028
Top bid size: 1
Top ask size: 50
Bid wall score: 0.000047
Ask wall score: 0.001187

Dynamics

Bid depth 5 delta: 1540
Ask depth 5 delta: 496
Imbalance 5 delta: 0.099162
Bid depth 10 delta: -873
Ask depth 10 delta: 2584
Imbalance 10 delta: -0.144257
Spread delta: 0
Mid price delta: 0.0011
Wall shift score: -0.005632

Tape

Buy volume: 10801
Sell volume: 6133
Buy/sell delta: 4668
Buy/sell ratio: 1.761128
Avg trade size: 169.34
Large trade count: 10
Largest trade size: 2140

Candle

Return 1: 0.155794
Return 3: 0.038903
Volume 1: 8052
Volume avg 5: 27505
Momentum 5: 0.175302

Cross Exchange

Mid avg: 0.50859375
Mid median: 0.5133025
Price deviation %: 1.151459
Spread %: 4.174255

Funding / OI / Volume

Funding rate: 0.00021795
Funding delta: -0.00000505
Funding abs: 0.00021795
Funding pressure: 0.000223
Open interest: 22138837
Volume 24h: 36190309
Quote volume 24h: 17598895.74528
Price change 24h %: 6.945

Quality

Capture latency ms: 5901
Order book timestamp: 2026-06-26 01:44:28.609000+02:00
Ticker timestamp: 2026-06-26 01:44:20.470000+02:00
Trades timestamp: 2026-06-26 01:44:28.353000+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: 0.5144
Best ask: 0.5146
Spread: 0.0002
Spread %: 0.038873
Mid price: 0.5145
Last price: 0.5138
Mark price: -
Index price: 0.5132

Order Book

Bid depth 5: 1253
Ask depth 5: 1041
Bid depth 10: 3833
Ask depth 10: 3426
Bid depth 20: 6431
Ask depth 20: 8278
Imbalance 5: 0.092415
Imbalance 10: 0.056068
Imbalance 20: -0.125569
Top bid size: 46
Top ask size: 9
Bid wall score: 0.007153
Ask wall score: 0.001087

Dynamics

Bid depth 5 delta: -248
Ask depth 5 delta: 240
Imbalance 5 delta: -0.211668
Bid depth 10 delta: 768
Ask depth 10 delta: 299
Imbalance 10 delta: 0.066081
Spread delta: 0.0001
Mid price delta: 0.00145
Wall shift score: 0.010364

Tape

Buy volume: 1178
Sell volume: 1503
Buy/sell delta: -325
Buy/sell ratio: 0.783766
Avg trade size: 26.81
Large trade count: 10
Largest trade size: 389

Candle

Return 1: 0.077912
Return 3: -0.038911
Volume 1: 108
Volume avg 5: 313.4
Momentum 5: 0.077912

Cross Exchange

Mid avg: 0.50823125
Mid median: 0.5131525
Price deviation %: 1.233444
Spread %: 3.950957

Funding / OI / Volume

Funding rate: 0.000223
Funding delta: 0.000003
Funding abs: 0.000223
Funding pressure: 0.000226
Open interest: -
Volume 24h: 621849
Quote volume 24h: 3034173.88
Price change 24h %: 7.22

Quality

Capture latency ms: 4349
Order book timestamp: 2026-06-26 01:44:23.284000+02:00
Ticker timestamp: 2026-06-26 01:44:20.965000+02:00
Trades timestamp: 2026-06-26 01:44:19.323000+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: 0.47415
Best ask: 0.51239
Spread: 0.03824
Spread %: 7.752347
Mid price: 0.49327
Last price: 0.51237
Mark price: -
Index price: -

Order Book

Bid depth 5: 10685
Ask depth 5: 3371
Bid depth 10: 16148
Ask depth 10: 5033
Bid depth 20: 19234
Ask depth 20: 5033
Imbalance 5: 0.520347
Imbalance 10: 0.524763
Imbalance 20: 0.585198
Top bid size: 3000
Top ask size: 7
Bid wall score: 0.155974
Ask wall score: 0.001391

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -18
Imbalance 5 delta: 0.00191
Bid depth 10 delta: -1
Ask depth 10 delta: 237
Imbalance 10 delta: -0.017276
Spread delta: -0.00002
Mid price delta: 0.00006
Wall shift score: 0.286501

Tape

Buy volume: 3090
Sell volume: 9962
Buy/sell delta: -6872
Buy/sell ratio: 0.310179
Avg trade size: 130.52
Large trade count: 1
Largest trade size: 466

Candle

Return 1: 1.539834
Return 3: 1.539834
Volume 1: 202
Volume avg 5: 122
Momentum 5: 1.737421

Cross Exchange

Mid avg: 0.50821625
Mid median: 0.5131525
Price deviation %: -2.940923
Spread %: 3.96288

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72873
Volume 24h: 108728
Quote volume 24h: 108728
Price change 24h %: 8.815784

Quality

Capture latency ms: 5397
Order book timestamp: 2026-06-26 01:44:18.498000+02:00
Ticker timestamp: 2026-06-26 01:44:18.786000+02:00
Trades timestamp: 2026-06-26 01:44:16.194000+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: 0.51298
Best ask: 0.51353
Spread: 0.00055
Spread %: 0.107159
Mid price: 0.513255
Last price: 0.51278
Mark price: 0.51199
Index price: 0.51199

Order Book

Bid depth 5: 23
Ask depth 5: 6
Bid depth 10: 40
Ask depth 10: 42
Bid depth 20: 100
Ask depth 20: 149
Imbalance 5: 0.586207
Imbalance 10: -0.02439
Imbalance 20: -0.196787
Top bid size: 1
Top ask size: 2
Bid wall score: 0.01
Ask wall score: 0.013423

Dynamics

Bid depth 5 delta: 18
Ask depth 5 delta: -19
Imbalance 5 delta: 1.252874
Bid depth 10 delta: 30
Ask depth 10 delta: 12
Imbalance 10 delta: 0.47561
Spread delta: 0
Mid price delta: 0.00175
Wall shift score: 0.011161

Tape

Buy volume: 91
Sell volume: 72
Buy/sell delta: 19
Buy/sell ratio: 1.263889
Avg trade size: 1.63
Large trade count: 4
Largest trade size: 20

Candle

Return 1: 0
Return 3: -0.299424
Volume 1: 0
Volume avg 5: 9.6
Momentum 5: 0.169952

Cross Exchange

Mid avg: 0.50777875
Mid median: 0.5122775
Price deviation %: 1.078472
Spread %: 3.966294

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3750700
Quote volume 24h: 1821784
Price change 24h %: 6.73

Quality

Capture latency ms: 10601
Order book timestamp: 2026-06-26 01:44:02+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:11.036000+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: 0.5133
Best ask: 0.5134
Spread: 0.0001
Spread %: 0.01948
Mid price: 0.51335
Last price: 0.513
Mark price: -
Index price: -

Order Book

Bid depth 5: 2538
Ask depth 5: 1660
Bid depth 10: 11847
Ask depth 10: 10900
Bid depth 20: 23738
Ask depth 20: 35461
Imbalance 5: 0.209147
Imbalance 10: 0.041632
Imbalance 20: -0.198027
Top bid size: 114
Top ask size: 11
Bid wall score: 0.004802
Ask wall score: 0.00031

Dynamics

Bid depth 5 delta: -3715
Ask depth 5 delta: -520
Imbalance 5 delta: -0.273836
Bid depth 10 delta: -1816
Ask depth 10 delta: -2376
Imbalance 10 delta: 0.027266
Spread delta: -0.0001
Mid price delta: 0.00115
Wall shift score: 0.000965

Tape

Buy volume: 6505
Sell volume: 14984
Buy/sell delta: -8479
Buy/sell ratio: 0.43413
Avg trade size: 214.89
Large trade count: 8
Largest trade size: 3921

Candle

Return 1: 0.293026
Return 3: -0.503876
Volume 1: 20087
Volume avg 5: 31826.2
Momentum 5: -0.097295

Cross Exchange

Mid avg: 0.50749125
Mid median: 0.5118525
Price deviation %: 1.154453
Spread %: 3.909427

Funding / OI / Volume

Funding rate: 0.000223
Funding delta: 0.00000207
Funding abs: 0.000223
Funding pressure: 0.00022507
Open interest: 22139166
Volume 24h: 36220680
Quote volume 24h: 17613191.70418
Price change 24h %: 6.853

Quality

Capture latency ms: 7013
Order book timestamp: 2026-06-26 01:43:50.977000+02:00
Ticker timestamp: 2026-06-26 01:43:45.488000+02:00
Trades timestamp: 2026-06-26 01:43:47.981000+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: 9784
gate: 9783
htx: 9708
mexc: 9781

By Symbol

VELVET/USDT:USDT: 39056

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.