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: 42877
Total labels: 128631
Pending labels: 109148
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 15:06:14.899665+02:00
Recent trades snapshots: 42876
Micro candles: 857460
Avg data quality: 75.9287263567880216
Latest latency: 7691 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 93 of 4288 · 42877 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 12:33:28.997663+02:00	gate	VELVET/USDT:USDT	0.512135	68	10354 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 12:33:18.539461+02:00	binance	VELVET/USDT:USDT	0.5107	80	7619 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 12:33:10.720571+02:00	mexc	VELVET/USDT:USDT	0.5107	78	4491 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 12:33:06.148324+02:00	htx	VELVET/USDT:USDT	0.503375	80	5645 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 12:32:50.322703+02:00	gate	VELVET/USDT:USDT	0.509695	68	10478 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 12:32:39.687022+02:00	binance	VELVET/USDT:USDT	0.51025	80	7834 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 12:32:31.614977+02:00	mexc	VELVET/USDT:USDT	0.51	68	5268 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 12:32:26.236277+02:00	htx	VELVET/USDT:USDT	0.503475	80	5399 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 12:32:09.760936+02:00	gate	VELVET/USDT:USDT	0.509895	68	10345 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 12:31:59.311394+02:00	binance	VELVET/USDT:USDT	0.51105	80	6786 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.51193
Best ask: 0.51234
Spread: 0.00041
Spread %: 0.080057
Mid price: 0.512135
Last price: 0.51077
Mark price: 0.51077
Index price: 0.510768

Order Book

Bid depth 5: 12
Ask depth 5: 5
Bid depth 10: 20
Ask depth 10: 10
Bid depth 20: 42
Ask depth 20: 45
Imbalance 5: 0.411765
Imbalance 10: 0.333333
Imbalance 20: -0.034483
Top bid size: 2
Top ask size: 1
Bid wall score: 0.047619
Ask wall score: 0.022222

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: -12
Imbalance 5 delta: 0.890026
Bid depth 10 delta: 9
Ask depth 10 delta: -14
Imbalance 10 delta: 0.704762
Spread delta: -0.00014
Mid price delta: 0.00244
Wall shift score: -0.012593

Tape

Buy volume: 52
Sell volume: 95
Buy/sell delta: -43
Buy/sell ratio: 0.547368
Avg trade size: 1.47
Large trade count: 4
Largest trade size: 21

Candle

Return 1: 0.286662
Return 3: 0.121533
Volume 1: 3
Volume avg 5: 13
Momentum 5: -0.277241

Cross Exchange

Mid avg: 0.5086175
Mid median: 0.5101975
Price deviation %: 0.691581
Spread %: 1.440179

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3611900
Quote volume 24h: 1778519
Price change 24h %: 4.75

Quality

Capture latency ms: 10354
Order book timestamp: 2026-06-26 12:33:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:49.998000+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: 0.5106
Best ask: 0.5108
Spread: 0.0002
Spread %: 0.039162
Mid price: 0.5107
Last price: 0.5107
Mark price: -
Index price: -

Order Book

Bid depth 5: 2060
Ask depth 5: 2035
Bid depth 10: 20691
Ask depth 10: 7413
Bid depth 20: 38856
Ask depth 20: 17398
Imbalance 5: 0.006105
Imbalance 10: 0.472459
Imbalance 20: 0.381448
Top bid size: 60
Top ask size: 161
Bid wall score: 0.001544
Ask wall score: 0.009254

Dynamics

Bid depth 5 delta: -1510
Ask depth 5 delta: -304
Imbalance 5 delta: -0.202221
Bid depth 10 delta: 10570
Ask depth 10 delta: -207
Imbalance 10 delta: 0.331487
Spread delta: -0.0001
Mid price delta: 0.00045
Wall shift score: -0.010704

Tape

Buy volume: 3563
Sell volume: 12903
Buy/sell delta: -9340
Buy/sell ratio: 0.276137
Avg trade size: 164.66
Large trade count: 11
Largest trade size: 1506

Candle

Return 1: 0
Return 3: 0
Volume 1: 2049
Volume avg 5: 13467.8
Momentum 5: -0.312317

Cross Exchange

Mid avg: 0.508505
Mid median: 0.5099725
Price deviation %: 0.431658
Spread %: 1.440497

Funding / OI / Volume

Funding rate: 0.00010158
Funding delta: -0.00000087
Funding abs: 0.00010158
Funding pressure: 0.00010245
Open interest: 22185012
Volume 24h: 35445288
Quote volume 24h: 17507248.25719
Price change 24h %: 4.673

Quality

Capture latency ms: 7619
Order book timestamp: 2026-06-26 12:33:16.394000+02:00
Ticker timestamp: 2026-06-26 12:33:06.590000+02:00
Trades timestamp: 2026-06-26 12:33:15.785000+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: 0.5106
Best ask: 0.5108
Spread: 0.0002
Spread %: 0.039162
Mid price: 0.5107
Last price: 0.5104
Mark price: -
Index price: 0.5098

Order Book

Bid depth 5: 986
Ask depth 5: 655
Bid depth 10: 5486
Ask depth 10: 2116
Bid depth 20: 10002
Ask depth 20: 3955
Imbalance 5: 0.201706
Imbalance 10: 0.443304
Imbalance 20: 0.433259
Top bid size: 16
Top ask size: 11
Bid wall score: 0.0016
Ask wall score: 0.002781

Dynamics

Bid depth 5 delta: 301
Ask depth 5 delta: -16
Imbalance 5 delta: 0.191382
Bid depth 10 delta: 3727
Ask depth 10 delta: 497
Imbalance 10 delta: 0.40186
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: 0.007025

Tape

Buy volume: 1912
Sell volume: 1261
Buy/sell delta: 651
Buy/sell ratio: 1.516257
Avg trade size: 31.73
Large trade count: 4
Largest trade size: 299

Candle

Return 1: -0.097867
Return 3: -0.273544
Volume 1: 14
Volume avg 5: 556
Momentum 5: -0.331966

Cross Exchange

Mid avg: 0.50833
Mid median: 0.5098475
Price deviation %: 0.466233
Spread %: 1.352468

Funding / OI / Volume

Funding rate: 0.000102
Funding delta: -0.000004
Funding abs: 0.000102
Funding pressure: 0.000106
Open interest: -
Volume 24h: 643354
Quote volume 24h: 3176738.489
Price change 24h %: 6.51

Quality

Capture latency ms: 4491
Order book timestamp: 2026-06-26 12:33:08.457000+02:00
Ticker timestamp: 2026-06-26 12:33:07.818000+02:00
Trades timestamp: 2026-06-26 12:32:56.594000+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: 0.49633
Best ask: 0.51042
Spread: 0.01409
Spread %: 2.799106
Mid price: 0.503375
Last price: 0.5101
Mark price: -
Index price: -

Order Book

Bid depth 5: 7419
Ask depth 5: 4394
Bid depth 10: 15613
Ask depth 10: 5716
Bid depth 20: 18991
Ask depth 20: 6491
Imbalance 5: 0.256074
Imbalance 10: 0.464016
Imbalance 20: 0.490542
Top bid size: 3000
Top ask size: 10
Bid wall score: 0.15797
Ask wall score: 0.001541

Dynamics

Bid depth 5 delta: -932
Ask depth 5 delta: -1104
Imbalance 5 delta: 0.050066
Bid depth 10 delta: -929
Ask depth 10 delta: -1215
Imbalance 10 delta: 0.054567
Spread delta: -0.0002
Mid price delta: -0.0001
Wall shift score: 0.052073

Tape

Buy volume: 2188
Sell volume: 8288
Buy/sell delta: -6100
Buy/sell ratio: 0.263996
Avg trade size: 104.76
Large trade count: 0
Largest trade size: 210

Candle

Return 1: 0
Return 3: -0.295147
Volume 1: 0
Volume avg 5: 41.6
Momentum 5: -0.21518

Cross Exchange

Mid avg: 0.508355
Mid median: 0.5098475
Price deviation %: -0.97963
Spread %: 1.33273

Funding / OI / Volume

Funding rate: -0.00065786
Funding delta: 0.00001143
Funding abs: 0.00065786
Funding pressure: 0.00066929
Open interest: 72811
Volume 24h: 96552
Quote volume 24h: 96552
Price change 24h %: 8.333687

Quality

Capture latency ms: 5645
Order book timestamp: 2026-06-26 12:33:04.496000+02:00
Ticker timestamp: 2026-06-26 12:33:05.062000+02:00
Trades timestamp: 2026-06-26 12:32:33.089000+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: 0.50942
Best ask: 0.50997
Spread: 0.00055
Spread %: 0.107908
Mid price: 0.509695
Last price: 0.50931
Mark price: 0.50925
Index price: 0.509248

Order Book

Bid depth 5: 6
Ask depth 5: 17
Bid depth 10: 11
Ask depth 10: 24
Bid depth 20: 34
Ask depth 20: 48
Imbalance 5: -0.478261
Imbalance 10: -0.371429
Imbalance 20: -0.170732
Top bid size: 2
Top ask size: 1
Bid wall score: 0.058824
Ask wall score: 0.020833

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 11
Imbalance 5 delta: -0.387352
Bid depth 10 delta: -6
Ask depth 10 delta: 7
Imbalance 10 delta: -0.371429
Spread delta: 0.00018
Mid price delta: -0.0002
Wall shift score: 0.069492

Tape

Buy volume: 52
Sell volume: 94
Buy/sell delta: -42
Buy/sell ratio: 0.553191
Avg trade size: 1.46
Large trade count: 4
Largest trade size: 21

Candle

Return 1: -0.180311
Return 3: -0.46318
Volume 1: 21
Volume avg 5: 14.6
Momentum 5: -0.363871

Cross Exchange

Mid avg: 0.508405
Mid median: 0.5099475
Price deviation %: 0.253735
Spread %: 1.332599

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3610300
Quote volume 24h: 1777704
Price change 24h %: 4.54

Quality

Capture latency ms: 10478
Order book timestamp: 2026-06-26 12:32:49+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:49.967000+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: 0.5101
Best ask: 0.5104
Spread: 0.0003
Spread %: 0.058795
Mid price: 0.51025
Last price: 0.5097
Mark price: -
Index price: -

Order Book

Bid depth 5: 3570
Ask depth 5: 2339
Bid depth 10: 10121
Ask depth 10: 7620
Bid depth 20: 32295
Ask depth 20: 16928
Imbalance 5: 0.208326
Imbalance 10: 0.140973
Imbalance 20: 0.312191
Top bid size: 194
Top ask size: 51
Bid wall score: 0.006007
Ask wall score: 0.003013

Dynamics

Bid depth 5 delta: 1645
Ask depth 5 delta: 1286
Imbalance 5 delta: -0.084488
Bid depth 10 delta: 1936
Ask depth 10 delta: -266
Imbalance 10 delta: 0.122368
Spread delta: 0.0002
Mid price delta: -0.0008
Wall shift score: 0.003283

Tape

Buy volume: 3805
Sell volume: 8998
Buy/sell delta: -5193
Buy/sell ratio: 0.422872
Avg trade size: 128.03
Large trade count: 7
Largest trade size: 1210

Candle

Return 1: -0.097867
Return 3: -0.293026
Volume 1: 12292
Volume avg 5: 14836
Momentum 5: -0.331966

Cross Exchange

Mid avg: 0.508605
Mid median: 0.5099475
Price deviation %: 0.323434
Spread %: 1.489368

Funding / OI / Volume

Funding rate: 0.00010245
Funding delta: -0.00000367
Funding abs: 0.00010245
Funding pressure: 0.00010612
Open interest: 22182845
Volume 24h: 35530115
Quote volume 24h: 17548469.19837
Price change 24h %: 4.575

Quality

Capture latency ms: 7834
Order book timestamp: 2026-06-26 12:32:36.146000+02:00
Ticker timestamp: 2026-06-26 12:32:27.089000+02:00
Trades timestamp: 2026-06-26 12:32:38.511000+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: 0.5099
Best ask: 0.5101
Spread: 0.0002
Spread %: 0.039216
Mid price: 0.51
Last price: 0.5096
Mark price: -
Index price: 0.5094

Order Book

Bid depth 5: 685
Ask depth 5: 671
Bid depth 10: 1759
Ask depth 10: 1619
Bid depth 20: 5491
Ask depth 20: 3517
Imbalance 5: 0.010324
Imbalance 10: 0.041445
Imbalance 20: 0.219139
Top bid size: 33
Top ask size: 50
Bid wall score: 0.00601
Ask wall score: 0.014217

Dynamics

Bid depth 5 delta: -94
Ask depth 5 delta: 374
Imbalance 5 delta: -0.437631
Bid depth 10 delta: -266
Ask depth 10 delta: -304
Imbalance 10 delta: 0.015609
Spread delta: 0.0001
Mid price delta: -0.00085
Wall shift score: -0.024368

Tape

Buy volume: 1910
Sell volume: 1258
Buy/sell delta: 652
Buy/sell ratio: 1.518283
Avg trade size: 31.68
Large trade count: 4
Largest trade size: 299

Candle

Return 1: -0.254453
Return 3: -0.429855
Volume 1: 6
Volume avg 5: 554.4
Momentum 5: -0.488186

Cross Exchange

Mid avg: 0.5088175
Mid median: 0.5103725
Price deviation %: 0.232402
Spread %: 1.488746

Funding / OI / Volume

Funding rate: 0.000106
Funding delta: -0.000003
Funding abs: 0.000106
Funding pressure: 0.000109
Open interest: -
Volume 24h: 643347
Quote volume 24h: 3176701.757
Price change 24h %: 6.34

Quality

Capture latency ms: 5268
Order book timestamp: 2026-06-26 12:32:29.389000+02:00
Ticker timestamp: 2026-06-26 12:32:28.819000+02:00
Trades timestamp: 2026-06-26 12:32:27.595000+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: 0.49633
Best ask: 0.51062
Spread: 0.01429
Spread %: 2.838274
Mid price: 0.503475
Last price: 0.51161
Mark price: -
Index price: -

Order Book

Bid depth 5: 8351
Ask depth 5: 5498
Bid depth 10: 16542
Ask depth 10: 6931
Bid depth 20: 19933
Ask depth 20: 7996
Imbalance 5: 0.206008
Imbalance 10: 0.409449
Imbalance 20: 0.427405
Top bid size: 3000
Top ask size: 369
Bid wall score: 0.150504
Ask wall score: 0.046148

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1158
Imbalance 5 delta: -0.110043
Bid depth 10 delta: 0
Ask depth 10 delta: 1227
Imbalance 10 delta: -0.07774
Spread delta: -0.00102
Mid price delta: -0.00051
Wall shift score: -0.031177

Tape

Buy volume: 2188
Sell volume: 8288
Buy/sell delta: -6100
Buy/sell ratio: 0.263996
Avg trade size: 104.76
Large trade count: 0
Largest trade size: 210

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 40
Momentum 5: 0.080203

Cross Exchange

Mid avg: 0.508945
Mid median: 0.5103725
Price deviation %: -1.074772
Spread %: 1.388166

Funding / OI / Volume

Funding rate: -0.00066929
Funding delta: 0.000009
Funding abs: 0.00066929
Funding pressure: 0.00067829
Open interest: 72811
Volume 24h: 96544
Quote volume 24h: 96544
Price change 24h %: 8.654377

Quality

Capture latency ms: 5399
Order book timestamp: 2026-06-26 12:32:24.138000+02:00
Ticker timestamp: 2026-06-26 12:32:24.655000+02:00
Trades timestamp: 2026-06-26 12:29:53.924000+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: 0.50971
Best ask: 0.51008
Spread: 0.00037
Spread %: 0.072564
Mid price: 0.509895
Last price: 0.50986
Mark price: 0.51008
Index price: 0.510073

Order Book

Bid depth 5: 5
Ask depth 5: 6
Bid depth 10: 17
Ask depth 10: 17
Bid depth 20: 39
Ask depth 20: 35
Imbalance 5: -0.090909
Imbalance 10: 0
Imbalance 20: 0.054054
Top bid size: 1
Top ask size: 2
Bid wall score: 0.025641
Ask wall score: 0.057143

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 1
Imbalance 5 delta: -0.257576
Bid depth 10 delta: 1
Ask depth 10 delta: 1
Imbalance 10 delta: 0
Spread delta: -0.00005
Mid price delta: -0.000705
Wall shift score: -0.030661

Tape

Buy volume: 52
Sell volume: 81
Buy/sell delta: -29
Buy/sell ratio: 0.641975
Avg trade size: 1.33
Large trade count: 3
Largest trade size: 21

Candle

Return 1: -0.072516
Return 3: -0.355691
Volume 1: 2
Volume avg 5: 10.8
Momentum 5: -0.256275

Cross Exchange

Mid avg: 0.50912125
Mid median: 0.510725
Price deviation %: 0.151978
Spread %: 1.387685

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3609800
Quote volume 24h: 1777449
Price change 24h %: 4.68

Quality

Capture latency ms: 10345
Order book timestamp: 2026-06-26 12:32:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:49.927000+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: 0.511
Best ask: 0.5111
Spread: 0.0001
Spread %: 0.019568
Mid price: 0.51105
Last price: 0.5112
Mark price: -
Index price: -

Order Book

Bid depth 5: 1925
Ask depth 5: 1053
Bid depth 10: 8185
Ask depth 10: 7886
Bid depth 20: 23726
Ask depth 20: 16063
Imbalance 5: 0.292814
Imbalance 10: 0.018605
Imbalance 20: 0.192591
Top bid size: 67
Top ask size: 50
Bid wall score: 0.002824
Ask wall score: 0.003113

Dynamics

Bid depth 5 delta: -85
Ask depth 5 delta: -1921
Imbalance 5 delta: 0.486233
Bid depth 10 delta: 731
Ask depth 10 delta: -457
Imbalance 10 delta: 0.074881
Spread delta: -0.0001
Mid price delta: -0.00045
Wall shift score: 0.000545

Tape

Buy volume: 16154
Sell volume: 4951
Buy/sell delta: 11203
Buy/sell ratio: 3.262775
Avg trade size: 211.05
Large trade count: 4
Largest trade size: 10378

Candle

Return 1: 0.039162
Return 3: -0.273277
Volume 1: 23010
Volume avg 5: 15094.2
Momentum 5: -0.058685

Cross Exchange

Mid avg: 0.50923375
Mid median: 0.510725
Price deviation %: 0.356663
Spread %: 1.475747

Funding / OI / Volume

Funding rate: 0.00010612
Funding delta: 0
Funding abs: 0.00010612
Funding pressure: 0.00010612
Open interest: 22186534
Volume 24h: 35536840
Quote volume 24h: 17551522.71727
Price change 24h %: 5.099

Quality

Capture latency ms: 6786
Order book timestamp: 2026-06-26 12:31:57.184000+02:00
Ticker timestamp: 2026-06-26 12:31:50.636000+02:00
Trades timestamp: 2026-06-26 12:31:54.567000+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: 10741
gate: 10741
htx: 10656
mexc: 10739

By Symbol

VELVET/USDT:USDT: 42877

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.