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: 39970
Total labels: 119910
Pending labels: 100427
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 06:58:43.602825+02:00
Recent trades snapshots: 39969
Micro candles: 799320
Avg data quality: 75.8967725794345759
Latest latency: 10454 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 87 of 3997 · 39970 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 04:29:17.608071+02:00	htx	VELVET/USDT:USDT	0.49562	80	5591 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 04:29:00.809703+02:00	gate	VELVET/USDT:USDT	0.504535	68	9585 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 04:28:51.099372+02:00	binance	VELVET/USDT:USDT	0.50545	80	6150 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 04:28:44.851312+02:00	mexc	VELVET/USDT:USDT	0.50595	68	5069 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 04:28:39.721476+02:00	htx	VELVET/USDT:USDT	0.49606	80	5688 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 04:28:23.957436+02:00	gate	VELVET/USDT:USDT	0.505745	68	10544 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 04:28:13.294906+02:00	binance	VELVET/USDT:USDT	0.50665	80	7492 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 04:28:05.639525+02:00	mexc	VELVET/USDT:USDT	0.5067	68	5206 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 04:28:00.348667+02:00	htx	VELVET/USDT:USDT	0.49606	80	6472 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 04:27:43.648675+02:00	gate	VELVET/USDT:USDT	0.506775	68	10511 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.49167
Best ask: 0.49957
Spread: 0.0079
Spread %: 1.593963
Mid price: 0.49562
Last price: 0.50195
Mark price: -
Index price: -

Order Book

Bid depth 5: 15888
Ask depth 5: 2713
Bid depth 10: 20032
Ask depth 10: 4050
Bid depth 20: 20132
Ask depth 20: 4834
Imbalance 5: 0.708295
Imbalance 10: 0.663649
Imbalance 20: 0.612753
Top bid size: 3000
Top ask size: 3
Bid wall score: 0.149016
Ask wall score: 0.000621

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -712
Imbalance 5 delta: 0.062979
Bid depth 10 delta: 0
Ask depth 10 delta: -513
Imbalance 10 delta: 0.0347
Spread delta: -0.00088
Mid price delta: -0.00044
Wall shift score: -0.000088

Tape

Buy volume: 3256
Sell volume: 6912
Buy/sell delta: -3656
Buy/sell ratio: 0.471065
Avg trade size: 101.68
Large trade count: 0
Largest trade size: 206

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 40
Momentum 5: 0

Cross Exchange

Mid avg: 0.50299875
Mid median: 0.5049925
Price deviation %: -1.466952
Spread %: 1.966208

Funding / OI / Volume

Funding rate: -0.00102769
Funding delta: -0.00000666
Funding abs: 0.00102769
Funding pressure: 0.00103435
Open interest: 72873
Volume 24h: 107048
Quote volume 24h: 107048
Price change 24h %: 6.602812

Quality

Capture latency ms: 5591
Order book timestamp: 2026-06-26 04:29:15.798000+02:00
Ticker timestamp: 2026-06-26 04:29:16.091000+02:00
Trades timestamp: 2026-06-26 04:27:02.553000+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: 0.50437
Best ask: 0.5047
Spread: 0.00033
Spread %: 0.065407
Mid price: 0.504535
Last price: 0.50493
Mark price: 0.50561
Index price: 0.505895

Order Book

Bid depth 5: 11
Ask depth 5: 20
Bid depth 10: 38
Ask depth 10: 25
Bid depth 20: 90
Ask depth 20: 60
Imbalance 5: -0.290323
Imbalance 10: 0.206349
Imbalance 20: 0.2
Top bid size: 2
Top ask size: 1
Bid wall score: 0.022222
Ask wall score: 0.016667

Dynamics

Bid depth 5 delta: -16
Ask depth 5 delta: 14
Imbalance 5 delta: -0.926686
Bid depth 10 delta: -16
Ask depth 10 delta: -8
Imbalance 10 delta: -0.03503
Spread delta: -0.0001
Mid price delta: -0.00121
Wall shift score: 0.022862

Tape

Buy volume: 67
Sell volume: 89
Buy/sell delta: -22
Buy/sell ratio: 0.752809
Avg trade size: 1.56
Large trade count: 4
Largest trade size: 16

Candle

Return 1: 0
Return 3: -0.290284
Volume 1: 0
Volume avg 5: 11.6
Momentum 5: -0.721589

Cross Exchange

Mid avg: 0.50330125
Mid median: 0.5055975
Price deviation %: 0.245132
Spread %: 1.965026

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3922700
Quote volume 24h: 1918157
Price change 24h %: 5.69

Quality

Capture latency ms: 9585
Order book timestamp: 2026-06-26 04:28:59+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:20.925000+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: 0.5054
Best ask: 0.5055
Spread: 0.0001
Spread %: 0.019784
Mid price: 0.50545
Last price: 0.5062
Mark price: -
Index price: -

Order Book

Bid depth 5: 5476
Ask depth 5: 2520
Bid depth 10: 18811
Ask depth 10: 5771
Bid depth 20: 41651
Ask depth 20: 16763
Imbalance 5: 0.369685
Imbalance 10: 0.530469
Imbalance 20: 0.426062
Top bid size: 39
Top ask size: 35
Bid wall score: 0.000936
Ask wall score: 0.002088

Dynamics

Bid depth 5 delta: 806
Ask depth 5 delta: 554
Imbalance 5 delta: -0.03779
Bid depth 10 delta: 9978
Ask depth 10 delta: 961
Imbalance 10 delta: 0.235593
Spread delta: 0
Mid price delta: -0.0012
Wall shift score: -0.011289

Tape

Buy volume: 9999
Sell volume: 13711
Buy/sell delta: -3712
Buy/sell ratio: 0.729268
Avg trade size: 237.1
Large trade count: 12
Largest trade size: 1514

Candle

Return 1: -0.197355
Return 3: -0.35468
Volume 1: 3635
Volume avg 5: 16171.8
Momentum 5: -0.452756

Cross Exchange

Mid avg: 0.50360125
Mid median: 0.5058475
Price deviation %: 0.367106
Spread %: 2.102854

Funding / OI / Volume

Funding rate: 0.0000738
Funding delta: 0
Funding abs: 0.0000738
Funding pressure: 0.0000738
Open interest: 22155668
Volume 24h: 38495940
Quote volume 24h: 18868656.75579
Price change 24h %: 5.789

Quality

Capture latency ms: 6150
Order book timestamp: 2026-06-26 04:28:48.940000+02:00
Ticker timestamp: 2026-06-26 04:28:36.080000+02:00
Trades timestamp: 2026-06-26 04:28:49.272000+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: 0.5059
Best ask: 0.506
Spread: 0.0001
Spread %: 0.019765
Mid price: 0.50595
Last price: 0.5061
Mark price: -
Index price: 0.5061

Order Book

Bid depth 5: 830
Ask depth 5: 627
Bid depth 10: 2610
Ask depth 10: 1601
Bid depth 20: 6069
Ask depth 20: 3695
Imbalance 5: 0.139327
Imbalance 10: 0.239611
Imbalance 20: 0.243138
Top bid size: 8
Top ask size: 95
Bid wall score: 0.001318
Ask wall score: 0.02571

Dynamics

Bid depth 5 delta: 457
Ask depth 5 delta: -356
Imbalance 5 delta: 0.58918
Bid depth 10 delta: 1129
Ask depth 10 delta: -577
Imbalance 10 delta: 0.4301
Spread delta: -0.0001
Mid price delta: -0.00075
Wall shift score: -0.008452

Tape

Buy volume: 749
Sell volume: 519
Buy/sell delta: 230
Buy/sell ratio: 1.44316
Avg trade size: 12.68
Large trade count: 12
Largest trade size: 111

Candle

Return 1: -0.197239
Return 3: -0.334843
Volume 1: 10
Volume avg 5: 150.8
Momentum 5: -0.334843

Cross Exchange

Mid avg: 0.50378875
Mid median: 0.5061975
Price deviation %: 0.428999
Spread %: 2.111996

Funding / OI / Volume

Funding rate: 0.000077
Funding delta: 0
Funding abs: 0.000077
Funding pressure: 0.000077
Open interest: -
Volume 24h: 631844
Quote volume 24h: 3101645.933
Price change 24h %: 5.61

Quality

Capture latency ms: 5069
Order book timestamp: 2026-06-26 04:28:43.380000+02:00
Ticker timestamp: 2026-06-26 04:28:40.961000+02:00
Trades timestamp: 2026-06-26 04:28:42.595000+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: 0.49167
Best ask: 0.50045
Spread: 0.00878
Spread %: 1.769947
Mid price: 0.49606
Last price: 0.50195
Mark price: -
Index price: -

Order Book

Bid depth 5: 15888
Ask depth 5: 3425
Bid depth 10: 20032
Ask depth 10: 4563
Bid depth 20: 20132
Ask depth 20: 5636
Imbalance 5: 0.645317
Imbalance 10: 0.628949
Imbalance 20: 0.562558
Top bid size: 3000
Top ask size: 3
Bid wall score: 0.149016
Ask wall score: 0.000532

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 6
Imbalance 10 delta: -0.000397
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.000001

Tape

Buy volume: 3256
Sell volume: 6912
Buy/sell delta: -3656
Buy/sell ratio: 0.471065
Avg trade size: 101.68
Large trade count: 0
Largest trade size: 206

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 80
Momentum 5: 0.061797

Cross Exchange

Mid avg: 0.50378875
Mid median: 0.5061975
Price deviation %: -1.534125
Spread %: 2.111996

Funding / OI / Volume

Funding rate: -0.00102103
Funding delta: -0.00001234
Funding abs: 0.00102103
Funding pressure: 0.00103337
Open interest: 72873
Volume 24h: 107104
Quote volume 24h: 107104
Price change 24h %: 6.602812

Quality

Capture latency ms: 5688
Order book timestamp: 2026-06-26 04:28:38.240000+02:00
Ticker timestamp: 2026-06-26 04:28:38.725000+02:00
Trades timestamp: 2026-06-26 04:27:02.553000+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: 0.50553
Best ask: 0.50596
Spread: 0.00043
Spread %: 0.085023
Mid price: 0.505745
Last price: 0.50605
Mark price: 0.50631
Index price: 0.506455

Order Book

Bid depth 5: 27
Ask depth 5: 6
Bid depth 10: 54
Ask depth 10: 33
Bid depth 20: 111
Ask depth 20: 76
Imbalance 5: 0.636364
Imbalance 10: 0.241379
Imbalance 20: 0.187166
Top bid size: 1
Top ask size: 2
Bid wall score: 0.009009
Ask wall score: 0.026316

Dynamics

Bid depth 5 delta: 11
Ask depth 5 delta: 1
Imbalance 5 delta: 0.112554
Bid depth 10 delta: 13
Ask depth 10 delta: 23
Imbalance 10 delta: -0.366464
Spread delta: 0.0002
Mid price delta: -0.00103
Wall shift score: -0.024961

Tape

Buy volume: 140
Sell volume: 76
Buy/sell delta: 64
Buy/sell ratio: 1.842105
Avg trade size: 2.16
Large trade count: 7
Largest trade size: 31

Candle

Return 1: -0.108685
Return 3: -0.460775
Volume 1: 5
Volume avg 5: 11.8
Momentum 5: -0.460775

Cross Exchange

Mid avg: 0.50404625
Mid median: 0.506675
Price deviation %: 0.337023
Spread %: 2.125797

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3922200
Quote volume 24h: 1917904
Price change 24h %: 5.92

Quality

Capture latency ms: 10544
Order book timestamp: 2026-06-26 04:28:22+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:20.869000+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: 0.5067
Spread: 0.0001
Spread %: 0.019737
Mid price: 0.50665
Last price: 0.5067
Mark price: -
Index price: -

Order Book

Bid depth 5: 4670
Ask depth 5: 1966
Bid depth 10: 8833
Ask depth 10: 4810
Bid depth 20: 25034
Ask depth 20: 16286
Imbalance 5: 0.407474
Imbalance 10: 0.294876
Imbalance 20: 0.211713
Top bid size: 449
Top ask size: 127
Bid wall score: 0.017936
Ask wall score: 0.007798

Dynamics

Bid depth 5 delta: 2519
Ask depth 5 delta: -289
Imbalance 5 delta: 0.431079
Bid depth 10 delta: 539
Ask depth 10 delta: -1702
Imbalance 10 delta: 0.17452
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: 0.009626

Tape

Buy volume: 10812
Sell volume: 14240
Buy/sell delta: -3428
Buy/sell ratio: 0.75927
Avg trade size: 250.52
Large trade count: 10
Largest trade size: 1514

Candle

Return 1: 0
Return 3: -0.157635
Volume 1: 270
Volume avg 5: 15498.8
Momentum 5: -0.255906

Cross Exchange

Mid avg: 0.50394625
Mid median: 0.506475
Price deviation %: 0.536516
Spread %: 2.126219

Funding / OI / Volume

Funding rate: 0.0000738
Funding delta: -0.00000404
Funding abs: 0.0000738
Funding pressure: 0.00007784
Open interest: 22155349
Volume 24h: 38493093
Quote volume 24h: 18867215.18399
Price change 24h %: 5.893

Quality

Capture latency ms: 7492
Order book timestamp: 2026-06-26 04:28:11.123000+02:00
Ticker timestamp: 2026-06-26 04:28:00.770000+02:00
Trades timestamp: 2026-06-26 04:28:09.344000+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: 0.5066
Best ask: 0.5068
Spread: 0.0002
Spread %: 0.039471
Mid price: 0.5067
Last price: 0.5071
Mark price: -
Index price: 0.5066

Order Book

Bid depth 5: 373
Ask depth 5: 983
Bid depth 10: 1481
Ask depth 10: 2178
Bid depth 20: 4919
Ask depth 20: 4872
Imbalance 5: -0.449853
Imbalance 10: -0.190489
Imbalance 20: 0.0048
Top bid size: 69
Top ask size: 146
Bid wall score: 0.014027
Ask wall score: 0.029967

Dynamics

Bid depth 5 delta: -517
Ask depth 5 delta: 238
Imbalance 5 delta: -0.538538
Bid depth 10 delta: -1577
Ask depth 10 delta: 270
Imbalance 10 delta: -0.422064
Spread delta: -0.0001
Mid price delta: 0.00065
Wall shift score: -0.004423

Tape

Buy volume: 752
Sell volume: 519
Buy/sell delta: 233
Buy/sell ratio: 1.44894
Avg trade size: 12.71
Large trade count: 12
Largest trade size: 111

Candle

Return 1: -0.039448
Return 3: -0.17727
Volume 1: 3
Volume avg 5: 149.4
Momentum 5: -0.17727

Cross Exchange

Mid avg: 0.50378375
Mid median: 0.50615
Price deviation %: 0.578869
Spread %: 2.126905

Funding / OI / Volume

Funding rate: 0.000077
Funding delta: -0.000004
Funding abs: 0.000077
Funding pressure: 0.000081
Open interest: -
Volume 24h: 631738
Quote volume 24h: 3101112.023
Price change 24h %: 5.82

Quality

Capture latency ms: 5206
Order book timestamp: 2026-06-26 04:28:02.408000+02:00
Ticker timestamp: 2026-06-26 04:28:01.759000+02:00
Trades timestamp: 2026-06-26 04:28:02.595000+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: 0.49167
Best ask: 0.50045
Spread: 0.00878
Spread %: 1.769947
Mid price: 0.49606
Last price: 0.50195
Mark price: -
Index price: -

Order Book

Bid depth 5: 15888
Ask depth 5: 3425
Bid depth 10: 20032
Ask depth 10: 4557
Bid depth 20: 20132
Ask depth 20: 5630
Imbalance 5: 0.645317
Imbalance 10: 0.629346
Imbalance 20: 0.562922
Top bid size: 3000
Top ask size: 3
Bid wall score: 0.149016
Ask wall score: 0.000533

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: -3
Imbalance 10 delta: 0.000199
Spread delta: 0.00214
Mid price delta: 0.00107
Wall shift score: -0

Tape

Buy volume: 3256
Sell volume: 6912
Buy/sell delta: -3656
Buy/sell ratio: 0.471065
Avg trade size: 101.68
Large trade count: 0
Largest trade size: 206

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 80
Momentum 5: 0.061797

Cross Exchange

Mid avg: 0.50351625
Mid median: 0.50615
Price deviation %: -1.480836
Spread %: 2.34054

Funding / OI / Volume

Funding rate: -0.00100869
Funding delta: -0.00000884
Funding abs: 0.00100869
Funding pressure: 0.00101753
Open interest: 72873
Volume 24h: 107104
Quote volume 24h: 107104
Price change 24h %: 6.602812

Quality

Capture latency ms: 6472
Order book timestamp: 2026-06-26 04:27:58.940000+02:00
Ticker timestamp: 2026-06-26 04:27:59.305000+02:00
Trades timestamp: 2026-06-26 04:27:02.553000+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: 0.50666
Best ask: 0.50689
Spread: 0.00023
Spread %: 0.045385
Mid price: 0.506775
Last price: 0.50616
Mark price: 0.50667
Index price: 0.50667

Order Book

Bid depth 5: 16
Ask depth 5: 5
Bid depth 10: 41
Ask depth 10: 10
Bid depth 20: 92
Ask depth 20: 71
Imbalance 5: 0.52381
Imbalance 10: 0.607843
Imbalance 20: 0.128834
Top bid size: 2
Top ask size: 1
Bid wall score: 0.021739
Ask wall score: 0.014085

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: 0
Imbalance 5 delta: 0.14881
Bid depth 10 delta: -1
Ask depth 10 delta: -16
Imbalance 10 delta: 0.372549
Spread delta: -0.00008
Mid price delta: 0.00052
Wall shift score: 0.020276

Tape

Buy volume: 139
Sell volume: 83
Buy/sell delta: 56
Buy/sell ratio: 1.674699
Avg trade size: 2.22
Large trade count: 7
Largest trade size: 31

Candle

Return 1: -0.047393
Return 3: -0.479748
Volume 1: 22
Volume avg 5: 17.2
Momentum 5: -0.173556

Cross Exchange

Mid avg: 0.50338625
Mid median: 0.50615
Price deviation %: 0.673191
Spread %: 2.237844

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3921100
Quote volume 24h: 1917347
Price change 24h %: 6.13

Quality

Capture latency ms: 10511
Order book timestamp: 2026-06-26 04:27:42+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:20.851000+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: 10013
gate: 10013
htx: 9934
mexc: 10010

By Symbol

VELVET/USDT:USDT: 39970

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.