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: 43709
Total labels: 131127
Pending labels: 111644
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 17:30:34.600297+02:00
Recent trades snapshots: 43708
Micro candles: 874080
Avg data quality: 75.9305406209247523
Latest latency: 13130 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 95 of 4371 · 43709 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 14:46:34.050061+02:00	mexc	VELVET/USDT:USDT	0.5853	78	4950 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 14:46:29.022454+02:00	htx	VELVET/USDT:USDT	0.55361	90	4992 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 14:46:12.144345+02:00	gate	VELVET/USDT:USDT	0.59017	68	14603 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 14:45:57.371820+02:00	binance	VELVET/USDT:USDT	0.59335	80	6316 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 14:45:50.931202+02:00	mexc	VELVET/USDT:USDT	0.5919	78	4957 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 14:45:45.853043+02:00	htx	VELVET/USDT:USDT	0.58059	80	5400 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 14:45:28.394010+02:00	gate	VELVET/USDT:USDT	0.587325	68	11398 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 14:45:16.893655+02:00	binance	VELVET/USDT:USDT	0.58945	80	9127 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 14:45:07.591345+02:00	mexc	VELVET/USDT:USDT	0.59045	78	4276 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 14:45:03.168786+02:00	htx	VELVET/USDT:USDT	0.575835	80	6631 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.585
Best ask: 0.5856
Spread: 0.0006
Spread %: 0.102512
Mid price: 0.5853
Last price: 0.5847
Mark price: -
Index price: 0.5848

Order Book

Bid depth 5: 779
Ask depth 5: 550
Bid depth 10: 2007
Ask depth 10: 1541
Bid depth 20: 3541
Ask depth 20: 3901
Imbalance 5: 0.17231
Imbalance 10: 0.131342
Imbalance 20: -0.048374
Top bid size: 37
Top ask size: 71
Bid wall score: 0.010449
Ask wall score: 0.0182

Dynamics

Bid depth 5 delta: -401
Ask depth 5 delta: 293
Imbalance 5 delta: -0.47
Bid depth 10 delta: -245
Ask depth 10 delta: 213
Imbalance 10 delta: -0.126759
Spread delta: 0.0004
Mid price delta: -0.0066
Wall shift score: -0.095521

Tape

Buy volume: 1419
Sell volume: 4080
Buy/sell delta: -2661
Buy/sell ratio: 0.347794
Avg trade size: 54.99
Large trade count: 7
Largest trade size: 386

Candle

Return 1: -0.895876
Return 3: -0.643959
Volume 1: 9447
Volume avg 5: 7991
Momentum 5: 0.170853

Cross Exchange

Mid avg: 0.5822575
Mid median: 0.591035
Price deviation %: 0.522535
Spread %: 6.825159

Funding / OI / Volume

Funding rate: 0.000199
Funding delta: 0
Funding abs: 0.000199
Funding pressure: 0.000199
Open interest: -
Volume 24h: 778464
Quote volume 24h: 3962186.269
Price change 24h %: 22.01

Quality

Capture latency ms: 4950
Order book timestamp: 2026-06-26 14:46:32.617000+02:00
Ticker timestamp: 2026-06-26 14:46:29.757000+02:00
Trades timestamp: 2026-06-26 14:46:32.429000+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: 0.51971
Best ask: 0.58751
Spread: 0.0678
Spread %: 12.246889
Mid price: 0.55361
Last price: 0.5929
Mark price: -
Index price: -

Order Book

Bid depth 5: 14894
Ask depth 5: 5189
Bid depth 10: 19038
Ask depth 10: 6088
Bid depth 20: 19138
Ask depth 20: 6088
Imbalance 5: 0.483245
Imbalance 10: 0.515402
Imbalance 20: 0.517323
Top bid size: 723
Top ask size: 1477
Bid wall score: 0.037778
Ask wall score: 0.242608

Dynamics

Bid depth 5 delta: 864
Ask depth 5 delta: 271
Imbalance 5 delta: 0.002349
Bid depth 10 delta: 3552
Ask depth 10 delta: 351
Imbalance 10 delta: 0.056042
Spread delta: 0.0352
Mid price delta: -0.02698
Wall shift score: 0.008434

Tape

Buy volume: 2868
Sell volume: 11056
Buy/sell delta: -8188
Buy/sell ratio: 0.259407
Avg trade size: 139.24
Large trade count: 5
Largest trade size: 1126

Candle

Return 1: -2.024481
Return 3: -1.268503
Volume 1: 112
Volume avg 5: 151.2
Momentum 5: 3.855781

Cross Exchange

Mid avg: 0.5890025
Mid median: 0.591035
Price deviation %: -6.008888
Spread %: 2.166375

Funding / OI / Volume

Funding rate: -0.0002789
Funding delta: -0.00001327
Funding abs: 0.0002789
Funding pressure: 0.00029217
Open interest: 73354
Volume 24h: 103000
Quote volume 24h: 103000
Price change 24h %: 25.918532

Quality

Capture latency ms: 4992
Order book timestamp: 2026-06-26 14:46:27.638000+02:00
Ticker timestamp: 2026-06-26 14:46:27.987000+02:00
Trades timestamp: 2026-06-26 14:46:02.476000+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: 0.58964
Best ask: 0.5907
Spread: 0.00106
Spread %: 0.179609
Mid price: 0.59017
Last price: 0.58853
Mark price: 0.59252
Index price: 0.592498

Order Book

Bid depth 5: 14
Ask depth 5: 14
Bid depth 10: 28
Ask depth 10: 27
Bid depth 20: 70
Ask depth 20: 73
Imbalance 5: 0
Imbalance 10: 0.018182
Imbalance 20: -0.020979
Top bid size: 4
Top ask size: 3
Bid wall score: 0.057143
Ask wall score: 0.041096

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 0
Imbalance 5 delta: -0.125
Bid depth 10 delta: -1
Ask depth 10 delta: 2
Imbalance 10 delta: -0.055892
Spread delta: -0.00033
Mid price delta: 0.002845
Wall shift score: 0.031289

Tape

Buy volume: 89
Sell volume: 150
Buy/sell delta: -61
Buy/sell ratio: 0.593333
Avg trade size: 2.39
Large trade count: 5
Largest trade size: 30

Candle

Return 1: -0.335303
Return 3: -0.247462
Volume 1: 16
Volume avg 5: 84
Momentum 5: 0.829207

Cross Exchange

Mid avg: 0.58829125
Mid median: 0.5896125
Price deviation %: 0.319357
Spread %: 2.168994

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3647200
Quote volume 24h: 1819977
Price change 24h %: 21.13

Quality

Capture latency ms: 14603
Order book timestamp: 2026-06-26 14:46:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:57.971000+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: 0.5932
Best ask: 0.5935
Spread: 0.0003
Spread %: 0.05056
Mid price: 0.59335
Last price: 0.594
Mark price: -
Index price: -

Order Book

Bid depth 5: 3261
Ask depth 5: 1361
Bid depth 10: 9128
Ask depth 10: 25488
Bid depth 20: 19726
Ask depth 20: 34540
Imbalance 5: 0.411077
Imbalance 10: -0.472614
Imbalance 20: -0.272989
Top bid size: 161
Top ask size: 19
Bid wall score: 0.008162
Ask wall score: 0.00055

Dynamics

Bid depth 5 delta: 1406
Ask depth 5 delta: -511
Imbalance 5 delta: 0.415639
Bid depth 10 delta: 2483
Ask depth 10 delta: 16060
Imbalance 10 delta: -0.299466
Spread delta: 0.0002
Mid price delta: 0.0039
Wall shift score: 0.004175

Tape

Buy volume: 12986
Sell volume: 15301
Buy/sell delta: -2315
Buy/sell ratio: 0.848703
Avg trade size: 282.87
Large trade count: 7
Largest trade size: 2589

Candle

Return 1: 0.610687
Return 3: 1.07362
Volume 1: 462292
Volume avg 5: 372845
Momentum 5: 1.575612

Cross Exchange

Mid avg: 0.58731625
Mid median: 0.5883875
Price deviation %: 1.027343
Spread %: 1.925709

Funding / OI / Volume

Funding rate: 0.00019993
Funding delta: 0
Funding abs: 0.00019993
Funding pressure: 0.00019993
Open interest: 23009960
Volume 24h: 39835668
Quote volume 24h: 20220852.6832
Price change 24h %: 21.871

Quality

Capture latency ms: 6316
Order book timestamp: 2026-06-26 14:45:55.222000+02:00
Ticker timestamp: 2026-06-26 14:45:46.619000+02:00
Trades timestamp: 2026-06-26 14:45:56.682000+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: 0.5918
Best ask: 0.592
Spread: 0.0002
Spread %: 0.033789
Mid price: 0.5919
Last price: 0.5934
Mark price: -
Index price: 0.5917

Order Book

Bid depth 5: 1180
Ask depth 5: 257
Bid depth 10: 2252
Ask depth 10: 1328
Bid depth 20: 4719
Ask depth 20: 3896
Imbalance 5: 0.64231
Imbalance 10: 0.258101
Imbalance 20: 0.095531
Top bid size: 459
Top ask size: 37
Bid wall score: 0.097266
Ask wall score: 0.009497

Dynamics

Bid depth 5 delta: 628
Ask depth 5 delta: -367
Imbalance 5 delta: 0.703535
Bid depth 10 delta: -123
Ask depth 10 delta: -666
Imbalance 10 delta: 0.170895
Spread delta: -0.0001
Mid price delta: 0.00145
Wall shift score: 0.093179

Tape

Buy volume: 1915
Sell volume: 1764
Buy/sell delta: 151
Buy/sell ratio: 1.085601
Avg trade size: 36.79
Large trade count: 6
Largest trade size: 160

Candle

Return 1: 0.729927
Return 3: 0.576271
Volume 1: 4734
Volume avg 5: 8455.4
Momentum 5: 1.748971

Cross Exchange

Mid avg: 0.58695375
Mid median: 0.5883875
Price deviation %: 0.842698
Spread %: 1.67986

Funding / OI / Volume

Funding rate: 0.000199
Funding delta: 0
Funding abs: 0.000199
Funding pressure: 0.000199
Open interest: -
Volume 24h: 770169
Quote volume 24h: 3913690.07
Price change 24h %: 23.83

Quality

Capture latency ms: 4957
Order book timestamp: 2026-06-26 14:45:49.300000+02:00
Ticker timestamp: 2026-06-26 14:45:48.820000+02:00
Trades timestamp: 2026-06-26 14:45:47.913000+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: 0.56429
Best ask: 0.59689
Spread: 0.0326
Spread %: 5.614978
Mid price: 0.58059
Last price: 0.5879
Mark price: -
Index price: -

Order Book

Bid depth 5: 14030
Ask depth 5: 4918
Bid depth 10: 15486
Ask depth 10: 5737
Bid depth 20: 18572
Ask depth 20: 5737
Imbalance 5: 0.480895
Imbalance 10: 0.45936
Imbalance 20: 0.527994
Top bid size: 730
Top ask size: 1449
Bid wall score: 0.039306
Ask wall score: 0.252571

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -47
Imbalance 5 delta: 0.003637
Bid depth 10 delta: -1
Ask depth 10 delta: 83
Imbalance 10 delta: -0.005755
Spread delta: 0.00193
Mid price delta: 0.004755
Wall shift score: 0.00371

Tape

Buy volume: 2868
Sell volume: 11148
Buy/sell delta: -8280
Buy/sell ratio: 0.257266
Avg trade size: 140.16
Large trade count: 5
Largest trade size: 1126

Candle

Return 1: 0.7716
Return 3: 6.001767
Volume 1: 4
Volume avg 5: 128.8
Momentum 5: 6.001767

Cross Exchange

Mid avg: 0.585765
Mid median: 0.5883875
Price deviation %: -0.88346
Spread %: 2.495028

Funding / OI / Volume

Funding rate: -0.00026563
Funding delta: 0.00002581
Funding abs: 0.00026563
Funding pressure: 0.00029144
Open interest: 73354
Volume 24h: 102942
Quote volume 24h: 102942
Price change 24h %: 24.856645

Quality

Capture latency ms: 5400
Order book timestamp: 2026-06-26 14:45:43.938000+02:00
Ticker timestamp: 2026-06-26 14:45:44.214000+02:00
Trades timestamp: 2026-06-26 14:45:26.906000+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: 0.58663
Best ask: 0.58802
Spread: 0.00139
Spread %: 0.236666
Mid price: 0.587325
Last price: 0.58726
Mark price: 0.58764
Index price: 0.58762

Order Book

Bid depth 5: 18
Ask depth 5: 14
Bid depth 10: 29
Ask depth 10: 25
Bid depth 20: 73
Ask depth 20: 71
Imbalance 5: 0.125
Imbalance 10: 0.074074
Imbalance 20: 0.013889
Top bid size: 3
Top ask size: 4
Bid wall score: 0.041096
Ask wall score: 0.056338

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: 2
Imbalance 5 delta: 0.085
Bid depth 10 delta: 2
Ask depth 10 delta: 1
Imbalance 10 delta: 0.015251
Spread delta: 0.0003
Mid price delta: -0.00111
Wall shift score: -0.012567

Tape

Buy volume: 131
Sell volume: 88
Buy/sell delta: 43
Buy/sell ratio: 1.488636
Avg trade size: 2.19
Large trade count: 4
Largest trade size: 30

Candle

Return 1: -0.328853
Return 3: 0.097034
Volume 1: 10
Volume avg 5: 91.2
Momentum 5: 0.766041

Cross Exchange

Mid avg: 0.5860425
Mid median: 0.5889425
Price deviation %: 0.218841
Spread %: 2.493846

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3638100
Quote volume 24h: 1814595
Price change 24h %: 20.67

Quality

Capture latency ms: 11398
Order book timestamp: 2026-06-26 14:45:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:57.927000+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: 0.5894
Best ask: 0.5895
Spread: 0.0001
Spread %: 0.016965
Mid price: 0.58945
Last price: 0.5905
Mark price: -
Index price: -

Order Book

Bid depth 5: 1855
Ask depth 5: 1872
Bid depth 10: 6645
Ask depth 10: 9428
Bid depth 20: 36454
Ask depth 20: 29526
Imbalance 5: -0.004561
Imbalance 10: -0.173148
Imbalance 20: 0.105002
Top bid size: 187
Top ask size: 50
Bid wall score: 0.00513
Ask wall score: 0.001693

Dynamics

Bid depth 5 delta: 445
Ask depth 5 delta: 449
Imbalance 5 delta: 0.000027
Bid depth 10 delta: 1649
Ask depth 10 delta: 3275
Imbalance 10 delta: -0.069371
Spread delta: -0.0001
Mid price delta: 0.00225
Wall shift score: -0.01202

Tape

Buy volume: 14108
Sell volume: 15010
Buy/sell delta: -902
Buy/sell ratio: 0.939907
Avg trade size: 291.18
Large trade count: 10
Largest trade size: 2445

Candle

Return 1: 0
Return 3: 0.460123
Volume 1: 45369
Volume avg 5: 289460.4
Momentum 5: 0.959068

Cross Exchange

Mid avg: 0.58548
Mid median: 0.5878175
Price deviation %: 0.678076
Spread %: 2.496242

Funding / OI / Volume

Funding rate: 0.00019993
Funding delta: 0
Funding abs: 0.00019993
Funding pressure: 0.00019993
Open interest: 22980354
Volume 24h: 39470559
Quote volume 24h: 20004988.64266
Price change 24h %: 21.153

Quality

Capture latency ms: 9127
Order book timestamp: 2026-06-26 14:45:14.275000+02:00
Ticker timestamp: 2026-06-26 14:45:08.562000+02:00
Trades timestamp: 2026-06-26 14:45:16.386000+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: 0.5903
Best ask: 0.5906
Spread: 0.0003
Spread %: 0.050809
Mid price: 0.59045
Last price: 0.5903
Mark price: -
Index price: 0.5885

Order Book

Bid depth 5: 552
Ask depth 5: 624
Bid depth 10: 2375
Ask depth 10: 1994
Bid depth 20: 5579
Ask depth 20: 6014
Imbalance 5: -0.061224
Imbalance 10: 0.087205
Imbalance 20: -0.037523
Top bid size: 6
Top ask size: 39
Bid wall score: 0.001075
Ask wall score: 0.006485

Dynamics

Bid depth 5 delta: -14
Ask depth 5 delta: 119
Imbalance 5 delta: -0.118181
Bid depth 10 delta: 277
Ask depth 10 delta: 34
Imbalance 10 delta: 0.053198
Spread delta: -0.0001
Mid price delta: 0.00155
Wall shift score: 0.001247

Tape

Buy volume: 3054
Sell volume: 2201
Buy/sell delta: 853
Buy/sell ratio: 1.387551
Avg trade size: 52.55
Large trade count: 4
Largest trade size: 317

Candle

Return 1: 0.220676
Return 3: 0.067797
Volume 1: 447
Volume avg 5: 7598
Momentum 5: 1.234568

Cross Exchange

Mid avg: 0.5850925
Mid median: 0.5878175
Price deviation %: 0.915667
Spread %: 2.23298

Funding / OI / Volume

Funding rate: 0.000199
Funding delta: 0.000001
Funding abs: 0.000199
Funding pressure: 0.0002
Open interest: -
Volume 24h: 766183
Quote volume 24h: 3890101.269
Price change 24h %: 23.18

Quality

Capture latency ms: 4276
Order book timestamp: 2026-06-26 14:45:05.937000+02:00
Ticker timestamp: 2026-06-26 14:45:03.863000+02:00
Trades timestamp: 2026-06-26 14:45:05.483000+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: 0.5605
Best ask: 0.59117
Spread: 0.03067
Spread %: 5.326179
Mid price: 0.575835
Last price: 0.57154
Mark price: -
Index price: -

Order Book

Bid depth 5: 14031
Ask depth 5: 4965
Bid depth 10: 15487
Ask depth 10: 5654
Bid depth 20: 18573
Ask depth 20: 5654
Imbalance 5: 0.477258
Imbalance 10: 0.465115
Imbalance 20: 0.533248
Top bid size: 730
Top ask size: 1449
Bid wall score: 0.039304
Ask wall score: 0.256279

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 4160
Imbalance 5 delta: -0.414214
Bid depth 10 delta: 1
Ask depth 10 delta: 1098
Imbalance 10 delta: -0.08024
Spread delta: -0.00005
Mid price delta: -0.000025
Wall shift score: -0.237844

Tape

Buy volume: 2868
Sell volume: 11344
Buy/sell delta: -8476
Buy/sell ratio: 0.252821
Avg trade size: 142.12
Large trade count: 5
Largest trade size: 1126

Candle

Return 1: 0
Return 3: 5.19012
Volume 1: 0
Volume avg 5: 128
Momentum 5: 5.19012

Cross Exchange

Mid avg: 0.58509875
Mid median: 0.5878175
Price deviation %: -1.58328
Spread %: 2.228684

Funding / OI / Volume

Funding rate: -0.00029144
Funding delta: 0.00002098
Funding abs: 0.00029144
Funding pressure: 0.00031242
Open interest: 73355
Volume 24h: 102940
Quote volume 24h: 102940
Price change 24h %: 21.382152

Quality

Capture latency ms: 6631
Order book timestamp: 2026-06-26 14:45:00.896000+02:00
Ticker timestamp: 2026-06-26 14:45:01.313000+02:00
Trades timestamp: 2026-06-26 14:43:21.130000+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: 10949
gate: 10950
htx: 10863
mexc: 10947

By Symbol

VELVET/USDT:USDT: 43709

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.