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: 40858
Total labels: 122574
Pending labels: 103091
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 09:32:51.526220+02:00
Recent trades snapshots: 40857
Micro candles: 817080
Avg data quality: 75.9013167555925400
Latest latency: 4212 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 89 of 4086 · 40858 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 06:59:59.142558+02:00	gate	VELVET/USDT:USDT	0.488285	68	10019 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 06:59:49.013161+02:00	binance	VELVET/USDT:USDT	0.49005	80	6207 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 06:59:42.692242+02:00	mexc	VELVET/USDT:USDT	0.49005	78	4724 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 06:59:37.905458+02:00	htx	VELVET/USDT:USDT	0.48203	90	4829 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 06:59:21.920646+02:00	gate	VELVET/USDT:USDT	0.489595	68	10403 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 06:59:11.377044+02:00	binance	VELVET/USDT:USDT	0.49045	80	6977 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 06:59:04.225714+02:00	mexc	VELVET/USDT:USDT	0.49065	78	4573 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 06:58:59.579709+02:00	htx	VELVET/USDT:USDT	0.48203	80	5501 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 06:58:43.602825+02:00	gate	VELVET/USDT:USDT	0.490165	68	10454 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 06:58:33.016901+02:00	binance	VELVET/USDT:USDT	0.4903	80	6499 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4881
Best ask: 0.48847
Spread: 0.00037
Spread %: 0.075775
Mid price: 0.488285
Last price: 0.48852
Mark price: 0.48852
Index price: 0.48908

Order Book

Bid depth 5: 5
Ask depth 5: 32
Bid depth 10: 23
Ask depth 10: 66
Bid depth 20: 65
Ask depth 20: 167
Imbalance 5: -0.72973
Imbalance 10: -0.483146
Imbalance 20: -0.439655
Top bid size: 1
Top ask size: 2
Bid wall score: 0.015385
Ask wall score: 0.011976

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 13
Imbalance 5 delta: -0.146396
Bid depth 10 delta: 2
Ask depth 10 delta: 3
Imbalance 10 delta: 0.016854
Spread delta: -0.00004
Mid price delta: -0.00131
Wall shift score: -0.004163

Tape

Buy volume: 75
Sell volume: 56
Buy/sell delta: 19
Buy/sell ratio: 1.339286
Avg trade size: 1.31
Large trade count: 4
Largest trade size: 12

Candle

Return 1: -0.291867
Return 3: -0.415851
Volume 1: 9
Volume avg 5: 7
Momentum 5: -0.356946

Cross Exchange

Mid avg: 0.48793125
Mid median: 0.4898225
Price deviation %: 0.0725
Spread %: 1.643674

Funding / OI / Volume

Funding rate: -0.000025
Funding delta: 0
Funding abs: 0.000025
Funding pressure: 0.000025
Open interest: -
Volume 24h: 3941600
Quote volume 24h: 1931405
Price change 24h %: 1.54

Quality

Capture latency ms: 10019
Order book timestamp: 2026-06-26 06:59:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:29.994000+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: 0.49
Best ask: 0.4901
Spread: 0.0001
Spread %: 0.020406
Mid price: 0.49005
Last price: 0.49
Mark price: -
Index price: -

Order Book

Bid depth 5: 2956
Ask depth 5: 1684
Bid depth 10: 11669
Ask depth 10: 9290
Bid depth 20: 37165
Ask depth 20: 20509
Imbalance 5: 0.274138
Imbalance 10: 0.113507
Imbalance 20: 0.288796
Top bid size: 141
Top ask size: 221
Bid wall score: 0.003794
Ask wall score: 0.010776

Dynamics

Bid depth 5 delta: -20
Ask depth 5 delta: -413
Imbalance 5 delta: 0.100868
Bid depth 10 delta: -3845
Ask depth 10 delta: -2077
Imbalance 10 delta: -0.040765
Spread delta: 0
Mid price delta: -0.0004
Wall shift score: -0.005165

Tape

Buy volume: 12990
Sell volume: 6695
Buy/sell delta: 6295
Buy/sell ratio: 1.940254
Avg trade size: 196.85
Large trade count: 10
Largest trade size: 2463

Candle

Return 1: -0.142653
Return 3: -0.081566
Volume 1: 1694
Volume avg 5: 10489
Momentum 5: -0.183337

Cross Exchange

Mid avg: 0.48803125
Mid median: 0.4898225
Price deviation %: 0.413652
Spread %: 1.725299

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21994531
Volume 24h: 38454210
Quote volume 24h: 18886616.94897
Price change 24h %: 1.597

Quality

Capture latency ms: 6207
Order book timestamp: 2026-06-26 06:59:46.085000+02:00
Ticker timestamp: 2026-06-26 06:59:42.595000+02:00
Trades timestamp: 2026-06-26 06:59:45.889000+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: 0.49
Best ask: 0.4901
Spread: 0.0001
Spread %: 0.020406
Mid price: 0.49005
Last price: 0.4899
Mark price: -
Index price: 0.49

Order Book

Bid depth 5: 932
Ask depth 5: 519
Bid depth 10: 2409
Ask depth 10: 2781
Bid depth 20: 7855
Ask depth 20: 6084
Imbalance 5: 0.284631
Imbalance 10: -0.071676
Imbalance 20: 0.127054
Top bid size: 167
Top ask size: 26
Bid wall score: 0.02126
Ask wall score: 0.004274

Dynamics

Bid depth 5 delta: -30
Ask depth 5 delta: -44
Imbalance 5 delta: 0.022992
Bid depth 10 delta: -728
Ask depth 10 delta: 115
Imbalance 10 delta: -0.152841
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: 0.027361

Tape

Buy volume: 1078
Sell volume: 2654
Buy/sell delta: -1576
Buy/sell ratio: 0.406179
Avg trade size: 37.32
Large trade count: 5
Largest trade size: 494

Candle

Return 1: -0.163032
Return 3: -0.101958
Volume 1: 45
Volume avg 5: 125
Momentum 5: -0.244349

Cross Exchange

Mid avg: 0.48818125
Mid median: 0.4900225
Price deviation %: 0.382798
Spread %: 1.765738

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 645056
Quote volume 24h: 3169006.135
Price change 24h %: 2.23

Quality

Capture latency ms: 4724
Order book timestamp: 2026-06-26 06:59:39.504000+02:00
Ticker timestamp: 2026-06-26 06:59:38.733000+02:00
Trades timestamp: 2026-06-26 06:59:33.597000+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: 0.48068
Best ask: 0.48338
Spread: 0.0027
Spread %: 0.560131
Mid price: 0.48203
Last price: 0.48336
Mark price: -
Index price: -

Order Book

Bid depth 5: 8531
Ask depth 5: 7
Bid depth 10: 17661
Ask depth 10: 3752
Bid depth 20: 20747
Ask depth 20: 5121
Imbalance 5: 0.99836
Imbalance 10: 0.649559
Imbalance 20: 0.604067
Top bid size: 3000
Top ask size: 1
Bid wall score: 0.144599
Ask wall score: 0.000195

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 0
Imbalance 10 delta: 0
Spread delta: 0
Mid price delta: 0
Wall shift score: 0

Tape

Buy volume: 3770
Sell volume: 7108
Buy/sell delta: -3338
Buy/sell ratio: 0.530388
Avg trade size: 108.78
Large trade count: 0
Largest trade size: 240

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 62
Momentum 5: 0.282158

Cross Exchange

Mid avg: 0.48818125
Mid median: 0.4900225
Price deviation %: -1.260034
Spread %: 1.765738

Funding / OI / Volume

Funding rate: -0.00142584
Funding delta: -0.00000733
Funding abs: 0.00142584
Funding pressure: 0.00143316
Open interest: 72817
Volume 24h: 105514
Quote volume 24h: 105514
Price change 24h %: 2.654717

Quality

Capture latency ms: 4829
Order book timestamp: 2026-06-26 06:59:36.139000+02:00
Ticker timestamp: 2026-06-26 06:59:36.762000+02:00
Trades timestamp: 2026-06-26 06:57:53.443000+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: 0.48939
Best ask: 0.4898
Spread: 0.00041
Spread %: 0.083743
Mid price: 0.489595
Last price: 0.48995
Mark price: 0.48995
Index price: 0.490463

Order Book

Bid depth 5: 5
Ask depth 5: 19
Bid depth 10: 21
Ask depth 10: 63
Bid depth 20: 76
Ask depth 20: 179
Imbalance 5: -0.583333
Imbalance 10: -0.5
Imbalance 20: -0.403922
Top bid size: 1
Top ask size: 1
Bid wall score: 0.013158
Ask wall score: 0.005587

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -8
Imbalance 5 delta: 0.004902
Bid depth 10 delta: -13
Ask depth 10 delta: 1
Imbalance 10 delta: -0.208333
Spread delta: 0.00012
Mid price delta: -0.00057
Wall shift score: 0.001759

Tape

Buy volume: 72
Sell volume: 59
Buy/sell delta: 13
Buy/sell ratio: 1.220339
Avg trade size: 1.31
Large trade count: 4
Largest trade size: 12

Candle

Return 1: 0
Return 3: -0.124348
Volume 1: 0
Volume avg 5: 5.2
Momentum 5: -0.06527

Cross Exchange

Mid avg: 0.48832375
Mid median: 0.4903075
Price deviation %: 0.260329
Spread %: 1.765222

Funding / OI / Volume

Funding rate: -0.000025
Funding delta: 0
Funding abs: 0.000025
Funding pressure: 0.000025
Open interest: -
Volume 24h: 3941500
Quote volume 24h: 1931356
Price change 24h %: 1.83

Quality

Capture latency ms: 10403
Order book timestamp: 2026-06-26 06:59:20+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:29.921000+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: 0.4904
Best ask: 0.4905
Spread: 0.0001
Spread %: 0.020389
Mid price: 0.49045
Last price: 0.4904
Mark price: -
Index price: -

Order Book

Bid depth 5: 2976
Ask depth 5: 2097
Bid depth 10: 15514
Ask depth 10: 11367
Bid depth 20: 32445
Ask depth 20: 25089
Imbalance 5: 0.17327
Imbalance 10: 0.154273
Imbalance 20: 0.127855
Top bid size: 179
Top ask size: 184
Bid wall score: 0.005517
Ask wall score: 0.007334

Dynamics

Bid depth 5 delta: -1836
Ask depth 5 delta: 797
Imbalance 5 delta: -0.401337
Bid depth 10 delta: 900
Ask depth 10 delta: 3799
Imbalance 10 delta: -0.163372
Spread delta: -0.0001
Mid price delta: 0.00015
Wall shift score: -0.005709

Tape

Buy volume: 13078
Sell volume: 6569
Buy/sell delta: 6509
Buy/sell ratio: 1.990866
Avg trade size: 196.47
Large trade count: 10
Largest trade size: 2463

Candle

Return 1: -0.040758
Return 3: 0.020392
Volume 1: 761
Volume avg 5: 10302.4
Momentum 5: -0.081483

Cross Exchange

Mid avg: 0.48828625
Mid median: 0.4902325
Price deviation %: 0.443131
Spread %: 1.765358

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21994374
Volume 24h: 38453147
Quote volume 24h: 18886095.94887
Price change 24h %: 1.679

Quality

Capture latency ms: 6977
Order book timestamp: 2026-06-26 06:59:09.200000+02:00
Ticker timestamp: 2026-06-26 06:59:03.660000+02:00
Trades timestamp: 2026-06-26 06:59:09.400000+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: 0.4906
Best ask: 0.4907
Spread: 0.0001
Spread %: 0.020381
Mid price: 0.49065
Last price: 0.4907
Mark price: -
Index price: 0.4905

Order Book

Bid depth 5: 962
Ask depth 5: 563
Bid depth 10: 3137
Ask depth 10: 2666
Bid depth 20: 7462
Ask depth 20: 6445
Imbalance 5: 0.261639
Imbalance 10: 0.081165
Imbalance 20: 0.073129
Top bid size: 43
Top ask size: 104
Bid wall score: 0.005763
Ask wall score: 0.016137

Dynamics

Bid depth 5 delta: -82
Ask depth 5 delta: 278
Imbalance 5 delta: -0.309467
Bid depth 10 delta: 242
Ask depth 10 delta: -322
Imbalance 10 delta: 0.096973
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.029739

Tape

Buy volume: 1082
Sell volume: 2620
Buy/sell delta: -1538
Buy/sell ratio: 0.412977
Avg trade size: 37.02
Large trade count: 5
Largest trade size: 494

Candle

Return 1: 0.101999
Return 3: 0.163299
Volume 1: 107
Volume avg 5: 195.4
Momentum 5: -0.020375

Cross Exchange

Mid avg: 0.48828625
Mid median: 0.4902325
Price deviation %: 0.484091
Spread %: 1.765358

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 645015
Quote volume 24h: 3168807.67
Price change 24h %: 2.39

Quality

Capture latency ms: 4573
Order book timestamp: 2026-06-26 06:59:02.292000+02:00
Ticker timestamp: 2026-06-26 06:59:02.965000+02:00
Trades timestamp: 2026-06-26 06:58:55.594000+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: 0.48068
Best ask: 0.48338
Spread: 0.0027
Spread %: 0.560131
Mid price: 0.48203
Last price: 0.48336
Mark price: -
Index price: -

Order Book

Bid depth 5: 8531
Ask depth 5: 7
Bid depth 10: 17661
Ask depth 10: 3752
Bid depth 20: 20747
Ask depth 20: 5121
Imbalance 5: 0.99836
Imbalance 10: 0.649559
Imbalance 20: 0.604067
Top bid size: 3000
Top ask size: 1
Bid wall score: 0.144599
Ask wall score: 0.000195

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 582
Imbalance 10 delta: -0.046087
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.000041

Tape

Buy volume: 3770
Sell volume: 7108
Buy/sell delta: -3338
Buy/sell ratio: 0.530388
Avg trade size: 108.78
Large trade count: 0
Largest trade size: 240

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 62
Momentum 5: 0.282158

Cross Exchange

Mid avg: 0.48828625
Mid median: 0.4902325
Price deviation %: -1.281267
Spread %: 1.765358

Funding / OI / Volume

Funding rate: -0.00141851
Funding delta: -0.00000338
Funding abs: 0.00141851
Funding pressure: 0.00142189
Open interest: 72817
Volume 24h: 105514
Quote volume 24h: 105514
Price change 24h %: 2.654717

Quality

Capture latency ms: 5501
Order book timestamp: 2026-06-26 06:58:57.939000+02:00
Ticker timestamp: 2026-06-26 06:58:58.536000+02:00
Trades timestamp: 2026-06-26 06:57:53.443000+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: 0.49002
Best ask: 0.49031
Spread: 0.00029
Spread %: 0.059164
Mid price: 0.490165
Last price: 0.48949
Mark price: 0.4899
Index price: 0.490423

Order Book

Bid depth 5: 7
Ask depth 5: 27
Bid depth 10: 34
Ask depth 10: 62
Bid depth 20: 87
Ask depth 20: 176
Imbalance 5: -0.588235
Imbalance 10: -0.291667
Imbalance 20: -0.338403
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011494
Ask wall score: 0.005682

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 7
Imbalance 5 delta: 0.011765
Bid depth 10 delta: 24
Ask depth 10 delta: 9
Imbalance 10 delta: 0.390873
Spread delta: -0.00006
Mid price delta: 0.0003
Wall shift score: -0.005236

Tape

Buy volume: 72
Sell volume: 59
Buy/sell delta: 13
Buy/sell ratio: 1.220339
Avg trade size: 1.31
Large trade count: 4
Largest trade size: 12

Candle

Return 1: -0.142668
Return 3: 0.102155
Volume 1: 6
Volume avg 5: 6.4
Momentum 5: 0.012248

Cross Exchange

Mid avg: 0.48821125
Mid median: 0.4900825
Price deviation %: 0.400185
Spread %: 1.765629

Funding / OI / Volume

Funding rate: -0.000025
Funding delta: 0
Funding abs: 0.000025
Funding pressure: 0.000025
Open interest: -
Volume 24h: 3941300
Quote volume 24h: 1931258
Price change 24h %: 1.76

Quality

Capture latency ms: 10454
Order book timestamp: 2026-06-26 06:58:42+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:29.921000+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: 0.4902
Best ask: 0.4904
Spread: 0.0002
Spread %: 0.040791
Mid price: 0.4903
Last price: 0.4907
Mark price: -
Index price: -

Order Book

Bid depth 5: 4812
Ask depth 5: 1300
Bid depth 10: 14614
Ask depth 10: 7568
Bid depth 20: 39095
Ask depth 20: 21677
Imbalance 5: 0.574607
Imbalance 10: 0.317645
Imbalance 20: 0.286612
Top bid size: 172
Top ask size: 11
Bid wall score: 0.0044
Ask wall score: 0.000507

Dynamics

Bid depth 5 delta: -166
Ask depth 5 delta: -898
Imbalance 5 delta: 0.187205
Bid depth 10 delta: 2358
Ask depth 10 delta: -1517
Imbalance 10 delta: 0.169058
Spread delta: 0.0001
Mid price delta: -0.00015
Wall shift score: 0.005084

Tape

Buy volume: 14327
Sell volume: 6791
Buy/sell delta: 7536
Buy/sell ratio: 2.109704
Avg trade size: 211.18
Large trade count: 11
Largest trade size: 2463

Candle

Return 1: 0.101999
Return 3: 0.183748
Volume 1: 8396
Volume avg 5: 12599.8
Momentum 5: -0.020375

Cross Exchange

Mid avg: 0.48824875
Mid median: 0.4901575
Price deviation %: 0.420124
Spread %: 1.765494

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21994313
Volume 24h: 38451425
Quote volume 24h: 18885181.68327
Price change 24h %: 1.784

Quality

Capture latency ms: 6499
Order book timestamp: 2026-06-26 06:58:30.879000+02:00
Ticker timestamp: 2026-06-26 06:58:27.423000+02:00
Trades timestamp: 2026-06-26 06:58:30.719000+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: 10234
gate: 10235
htx: 10156
mexc: 10233

By Symbol

VELVET/USDT:USDT: 40858

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.