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: 44149
Total labels: 132450
Pending labels: 112967
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 18:49:00.091810+02:00
Recent trades snapshots: 44149
Micro candles: 882900
Avg data quality: 75.9294677236693092
Latest latency: 7367 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 96 of 4415 · 44149 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 16:01:13.445606+02:00	mexc	VELVET/USDT:USDT	0.605	78	4427 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 16:01:08.952383+02:00	htx	VELVET/USDT:USDT	0.592755	80	5718 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 16:00:48.581665+02:00	gate	VELVET/USDT:USDT	0.60495	68	10008 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 16:00:38.472312+02:00	binance	VELVET/USDT:USDT	0.60835	80	7653 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 16:00:30.684992+02:00	mexc	VELVET/USDT:USDT	0.60705	78	4435 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 16:00:26.178329+02:00	htx	VELVET/USDT:USDT	0.59241	80	5773 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 16:00:06.649863+02:00	gate	VELVET/USDT:USDT	0.606905	68	10876 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 15:59:55.680910+02:00	binance	VELVET/USDT:USDT	0.6107	80	6785 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 15:59:48.783948+02:00	mexc	VELVET/USDT:USDT	0.61035	78	3951 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 15:59:44.755524+02:00	htx	VELVET/USDT:USDT	0.604615	80	6239 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.6048
Best ask: 0.6052
Spread: 0.0004
Spread %: 0.066116
Mid price: 0.605
Last price: 0.6041
Mark price: -
Index price: 0.6011

Order Book

Bid depth 5: 662
Ask depth 5: 348
Bid depth 10: 1671
Ask depth 10: 792
Bid depth 20: 4654
Ask depth 20: 2540
Imbalance 5: 0.310891
Imbalance 10: 0.356882
Imbalance 20: 0.293856
Top bid size: 45
Top ask size: 30
Bid wall score: 0.009669
Ask wall score: 0.011811

Dynamics

Bid depth 5 delta: 484
Ask depth 5 delta: -298
Imbalance 5 delta: 0.878852
Bid depth 10 delta: 792
Ask depth 10 delta: -576
Imbalance 10 delta: 0.574505
Spread delta: 0.0001
Mid price delta: -0.00205
Wall shift score: 0.000354

Tape

Buy volume: 3214
Sell volume: 810
Buy/sell delta: 2404
Buy/sell ratio: 3.967901
Avg trade size: 40.24
Large trade count: 7
Largest trade size: 312

Candle

Return 1: 0.083126
Return 3: -1.650057
Volume 1: 5876
Volume avg 5: 4920.2
Momentum 5: -1.698236

Cross Exchange

Mid avg: 0.60327625
Mid median: 0.606
Price deviation %: 0.285731
Spread %: 2.585051

Funding / OI / Volume

Funding rate: 0.000385
Funding delta: 0.000002
Funding abs: 0.000385
Funding pressure: 0.000387
Open interest: -
Volume 24h: 1394532
Quote volume 24h: 7909482.086
Price change 24h %: 26.06

Quality

Capture latency ms: 4427
Order book timestamp: 2026-06-26 16:01:11.824000+02:00
Ticker timestamp: 2026-06-26 16:01:09.829000+02:00
Trades timestamp: 2026-06-26 16:01:12.737000+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: 0.5801
Best ask: 0.60541
Spread: 0.02531
Spread %: 4.269892
Mid price: 0.592755
Last price: 0.58006
Mark price: -
Index price: -

Order Book

Bid depth 5: 3580
Ask depth 5: 5633
Bid depth 10: 4465
Ask depth 10: 8599
Bid depth 20: 25165
Ask depth 20: 10013
Imbalance 5: -0.222837
Imbalance 10: -0.316442
Imbalance 20: 0.430724
Top bid size: 180
Top ask size: 205
Bid wall score: 0.007153
Ask wall score: 0.020473

Dynamics

Bid depth 5 delta: -491
Ask depth 5 delta: 157
Imbalance 5 delta: -0.075671
Bid depth 10 delta: -19346
Ask depth 10 delta: 231
Imbalance 10 delta: -0.796351
Spread delta: 0.00055
Mid price delta: 0.000345
Wall shift score: 0.211009

Tape

Buy volume: 13800
Sell volume: 10074
Buy/sell delta: 3726
Buy/sell ratio: 1.369863
Avg trade size: 238.74
Large trade count: 7
Largest trade size: 2480

Candle

Return 1: 0
Return 3: -2.198617
Volume 1: 0
Volume avg 5: 413.2
Momentum 5: -4.11439

Cross Exchange

Mid avg: 0.60319
Mid median: 0.606
Price deviation %: -1.729969
Spread %: 2.642617

Funding / OI / Volume

Funding rate: -0.00016951
Funding delta: 0.00000336
Funding abs: 0.00016951
Funding pressure: 0.00017287
Open interest: 80028
Volume 24h: 127686
Quote volume 24h: 127686
Price change 24h %: 23.191607

Quality

Capture latency ms: 5718
Order book timestamp: 2026-06-26 16:01:07.438000+02:00
Ticker timestamp: 2026-06-26 16:01:07.809000+02:00
Trades timestamp: 2026-06-26 16:00:44.271000+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: 0.60439
Best ask: 0.60551
Spread: 0.00112
Spread %: 0.185139
Mid price: 0.60495
Last price: 0.60602
Mark price: 0.60574
Index price: 0.605548

Order Book

Bid depth 5: 23
Ask depth 5: 21
Bid depth 10: 38
Ask depth 10: 44
Bid depth 20: 112
Ask depth 20: 90
Imbalance 5: 0.045455
Imbalance 10: -0.073171
Imbalance 20: 0.108911
Top bid size: 1
Top ask size: 1
Bid wall score: 0.008929
Ask wall score: 0.011111

Dynamics

Bid depth 5 delta: 18
Ask depth 5 delta: -17
Imbalance 5 delta: 0.812896
Bid depth 10 delta: 12
Ask depth 10 delta: -35
Imbalance 10 delta: 0.431591
Spread delta: 0.00075
Mid price delta: -0.001955
Wall shift score: 0.040209

Tape

Buy volume: 62
Sell volume: 118
Buy/sell delta: -56
Buy/sell ratio: 0.525424
Avg trade size: 1.8
Large trade count: 8
Largest trade size: 15

Candle

Return 1: -0.526895
Return 3: -0.933418
Volume 1: 155
Volume avg 5: 153.6
Momentum 5: -0.200909

Cross Exchange

Mid avg: 0.60367875
Mid median: 0.6069775
Price deviation %: 0.210584
Spread %: 2.640477

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5551100
Quote volume 24h: 3071507
Price change 24h %: 26.88

Quality

Capture latency ms: 10008
Order book timestamp: 2026-06-26 16:00:47+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:02.448000+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: 0.6083
Best ask: 0.6084
Spread: 0.0001
Spread %: 0.016438
Mid price: 0.60835
Last price: 0.6066
Mark price: -
Index price: -

Order Book

Bid depth 5: 1374
Ask depth 5: 786
Bid depth 10: 4183
Ask depth 10: 4845
Bid depth 20: 8133
Ask depth 20: 13516
Imbalance 5: 0.272222
Imbalance 10: -0.073327
Imbalance 20: -0.248649
Top bid size: 120
Top ask size: 9
Bid wall score: 0.014755
Ask wall score: 0.000666

Dynamics

Bid depth 5 delta: 106
Ask depth 5 delta: -1371
Imbalance 5 delta: 0.531784
Bid depth 10 delta: 234
Ask depth 10 delta: 737
Imbalance 10 delta: -0.053593
Spread delta: -0.0001
Mid price delta: -0.00235
Wall shift score: 0.002978

Tape

Buy volume: 5820
Sell volume: 8062
Buy/sell delta: -2242
Buy/sell ratio: 0.721905
Avg trade size: 138.82
Large trade count: 5
Largest trade size: 1491

Candle

Return 1: -0.27878
Return 3: -0.783162
Volume 1: 242000
Volume avg 5: 209608.6
Momentum 5: -0.04931

Cross Exchange

Mid avg: 0.60426625
Mid median: 0.6069775
Price deviation %: 0.67582
Spread %: 3.026811

Funding / OI / Volume

Funding rate: 0.00038574
Funding delta: 0.00000272
Funding abs: 0.00038574
Funding pressure: 0.00038846
Open interest: 24249824
Volume 24h: 76931459
Quote volume 24h: 43452122.15927
Price change 24h %: 28.137

Quality

Capture latency ms: 7653
Order book timestamp: 2026-06-26 16:00:36.326000+02:00
Ticker timestamp: 2026-06-26 16:00:28.112000+02:00
Trades timestamp: 2026-06-26 16:00:37.999000+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: 0.6069
Best ask: 0.6072
Spread: 0.0003
Spread %: 0.049419
Mid price: 0.60705
Last price: 0.6065
Mark price: -
Index price: 0.6054

Order Book

Bid depth 5: 178
Ask depth 5: 646
Bid depth 10: 879
Ask depth 10: 1368
Bid depth 20: 2337
Ask depth 20: 3090
Imbalance 5: -0.567961
Imbalance 10: -0.217623
Imbalance 20: -0.138751
Top bid size: 4
Top ask size: 13
Bid wall score: 0.001712
Ask wall score: 0.004207

Dynamics

Bid depth 5 delta: -123
Ask depth 5 delta: 101
Imbalance 5 delta: -0.279545
Bid depth 10 delta: -106
Ask depth 10 delta: -153
Imbalance 10 delta: -0.003737
Spread delta: 0
Mid price delta: -0.0033
Wall shift score: 0.005473

Tape

Buy volume: 1072
Sell volume: 1878
Buy/sell delta: -806
Buy/sell ratio: 0.57082
Avg trade size: 29.5
Large trade count: 4
Largest trade size: 159

Candle

Return 1: -0.556829
Return 3: -0.881489
Volume 1: 4917
Volume avg 5: 5377.4
Momentum 5: 0.181488

Cross Exchange

Mid avg: 0.60509125
Mid median: 0.6086275
Price deviation %: 0.323712
Spread %: 3.022685

Funding / OI / Volume

Funding rate: 0.000383
Funding delta: 0
Funding abs: 0.000383
Funding pressure: 0.000383
Open interest: -
Volume 24h: 1386101
Quote volume 24h: 7858596.045
Price change 24h %: 26.56

Quality

Capture latency ms: 4435
Order book timestamp: 2026-06-26 16:00:28.906000+02:00
Ticker timestamp: 2026-06-26 16:00:27.847000+02:00
Trades timestamp: 2026-06-26 16:00:29.277000+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: 0.58003
Best ask: 0.60479
Spread: 0.02476
Spread %: 4.179538
Mid price: 0.59241
Last price: 0.5974
Mark price: -
Index price: -

Order Book

Bid depth 5: 4071
Ask depth 5: 5476
Bid depth 10: 23811
Ask depth 10: 8368
Bid depth 20: 28732
Ask depth 20: 9762
Imbalance 5: -0.147167
Imbalance 10: 0.479909
Imbalance 20: 0.492804
Top bid size: 118
Top ask size: 2230
Bid wall score: 0.004107
Ask wall score: 0.228437

Dynamics

Bid depth 5 delta: -2996
Ask depth 5 delta: 3930
Imbalance 5 delta: -0.788174
Bid depth 10 delta: -83
Ask depth 10 delta: 940
Imbalance 10 delta: -0.045792
Spread delta: 0.01033
Mid price delta: -0.012205
Wall shift score: -0.2877

Tape

Buy volume: 13980
Sell volume: 9812
Buy/sell delta: 4168
Buy/sell ratio: 1.424786
Avg trade size: 237.92
Large trade count: 7
Largest trade size: 2480

Candle

Return 1: 0
Return 3: -1.236609
Volume 1: 0
Volume avg 5: 320.8
Momentum 5: -1.248037

Cross Exchange

Mid avg: 0.6081425
Mid median: 0.6086275
Price deviation %: -2.586976
Spread %: 1.000588

Funding / OI / Volume

Funding rate: -0.00017287
Funding delta: 0.00000389
Funding abs: 0.00017287
Funding pressure: 0.00017676
Open interest: 79968
Volume 24h: 127224
Quote volume 24h: 127224
Price change 24h %: 26.87423

Quality

Capture latency ms: 5773
Order book timestamp: 2026-06-26 16:00:24.338000+02:00
Ticker timestamp: 2026-06-26 16:00:25.004000+02:00
Trades timestamp: 2026-06-26 15:59:36.076000+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: 0.60672
Best ask: 0.60709
Spread: 0.00037
Spread %: 0.060965
Mid price: 0.606905
Last price: 0.607
Mark price: 0.60932
Index price: 0.609305

Order Book

Bid depth 5: 5
Ask depth 5: 38
Bid depth 10: 26
Ask depth 10: 79
Bid depth 20: 94
Ask depth 20: 132
Imbalance 5: -0.767442
Imbalance 10: -0.504762
Imbalance 20: -0.168142
Top bid size: 1
Top ask size: 7
Bid wall score: 0.010638
Ask wall score: 0.05303

Dynamics

Bid depth 5 delta: -18
Ask depth 5 delta: 23
Imbalance 5 delta: -0.977968
Bid depth 10 delta: -24
Ask depth 10 delta: 41
Imbalance 10 delta: -0.641126
Spread delta: -0.00081
Mid price delta: -0.005975
Wall shift score: -0.039614

Tape

Buy volume: 91
Sell volume: 101
Buy/sell delta: -10
Buy/sell ratio: 0.90099
Avg trade size: 1.92
Large trade count: 9
Largest trade size: 12

Candle

Return 1: -0.411995
Return 3: -0.818989
Volume 1: 70
Volume avg 5: 136.6
Momentum 5: -0.085633

Cross Exchange

Mid avg: 0.60963625
Mid median: 0.610525
Price deviation %: -0.448013
Spread %: 1.355726

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 5535600
Quote volume 24h: 3062109
Price change 24h %: 27.09

Quality

Capture latency ms: 10876
Order book timestamp: 2026-06-26 16:00:05+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:02.405000+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: 0.6106
Best ask: 0.6108
Spread: 0.0002
Spread %: 0.032749
Mid price: 0.6107
Last price: 0.611
Mark price: -
Index price: -

Order Book

Bid depth 5: 1268
Ask depth 5: 2157
Bid depth 10: 3949
Ask depth 10: 4108
Bid depth 20: 10898
Ask depth 20: 12953
Imbalance 5: -0.259562
Imbalance 10: -0.019734
Imbalance 20: -0.08616
Top bid size: 164
Top ask size: 51
Bid wall score: 0.015049
Ask wall score: 0.003937

Dynamics

Bid depth 5 delta: -286
Ask depth 5 delta: -2625
Imbalance 5 delta: 0.249908
Bid depth 10 delta: -379
Ask depth 10 delta: -6351
Imbalance 10 delta: 0.394887
Spread delta: -0.0002
Mid price delta: -0.0031
Wall shift score: 0.034823

Tape

Buy volume: 6061
Sell volume: 7976
Buy/sell delta: -1915
Buy/sell ratio: 0.759905
Avg trade size: 140.37
Large trade count: 6
Largest trade size: 2523

Candle

Return 1: -0.065456
Return 3: -0.342689
Volume 1: 146017
Volume avg 5: 226798.4
Momentum 5: 0.526749

Cross Exchange

Mid avg: 0.61041125
Mid median: 0.611615
Price deviation %: 0.047304
Spread %: 1.504723

Funding / OI / Volume

Funding rate: 0.00038302
Funding delta: 0
Funding abs: 0.00038302
Funding pressure: 0.00038302
Open interest: 24261789
Volume 24h: 76750492
Quote volume 24h: 43337368.3219
Price change 24h %: 28.74

Quality

Capture latency ms: 6785
Order book timestamp: 2026-06-26 15:59:53.513000+02:00
Ticker timestamp: 2026-06-26 15:59:48.016000+02:00
Trades timestamp: 2026-06-26 15:59:54.505000+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: 0.6102
Best ask: 0.6105
Spread: 0.0003
Spread %: 0.049152
Mid price: 0.61035
Last price: 0.6102
Mark price: -
Index price: 0.6108

Order Book

Bid depth 5: 301
Ask depth 5: 545
Bid depth 10: 985
Ask depth 10: 1521
Bid depth 20: 4061
Ask depth 20: 3070
Imbalance 5: -0.288416
Imbalance 10: -0.213887
Imbalance 20: 0.138971
Top bid size: 6
Top ask size: 29
Bid wall score: 0.001477
Ask wall score: 0.009446

Dynamics

Bid depth 5 delta: -262
Ask depth 5 delta: -126
Imbalance 5 delta: -0.200896
Bid depth 10 delta: -323
Ask depth 10 delta: -263
Imbalance 10 delta: -0.059941
Spread delta: -0.0002
Mid price delta: 0.0001
Wall shift score: -0.005844

Tape

Buy volume: 1052
Sell volume: 1690
Buy/sell delta: -638
Buy/sell ratio: 0.622485
Avg trade size: 27.42
Large trade count: 5
Largest trade size: 161

Candle

Return 1: -0.179709
Return 3: -0.228609
Volume 1: 2621
Volume avg 5: 5913.2
Momentum 5: 0.361367

Cross Exchange

Mid avg: 0.61038625
Mid median: 0.611565
Price deviation %: -0.005939
Spread %: 1.504785

Funding / OI / Volume

Funding rate: 0.000383
Funding delta: 0
Funding abs: 0.000383
Funding pressure: 0.000383
Open interest: -
Volume 24h: 1423533
Quote volume 24h: 8032323.008
Price change 24h %: 27.33

Quality

Capture latency ms: 3951
Order book timestamp: 2026-06-26 15:59:47.406000+02:00
Ticker timestamp: 2026-06-26 15:59:45.889000+02:00
Trades timestamp: 2026-06-26 15:59:47.660000+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: 0.5974
Best ask: 0.61183
Spread: 0.01443
Spread %: 2.386643
Mid price: 0.604615
Last price: 0.5974
Mark price: -
Index price: -

Order Book

Bid depth 5: 7067
Ask depth 5: 1546
Bid depth 10: 23894
Ask depth 10: 7428
Bid depth 20: 28815
Ask depth 20: 8830
Imbalance 5: 0.641008
Imbalance 10: 0.525701
Imbalance 20: 0.530881
Top bid size: 2495
Top ask size: 205
Bid wall score: 0.086587
Ask wall score: 0.023216

Dynamics

Bid depth 5 delta: -525
Ask depth 5 delta: -959
Imbalance 5 delta: 0.137195
Bid depth 10 delta: -525
Ask depth 10 delta: -836
Imbalance 10 delta: 0.031407
Spread delta: 0.00023
Mid price delta: 0.000115
Wall shift score: -0.035773

Tape

Buy volume: 13980
Sell volume: 9812
Buy/sell delta: 4168
Buy/sell ratio: 1.424786
Avg trade size: 237.92
Large trade count: 7
Largest trade size: 2480

Candle

Return 1: 0.725004
Return 3: -1.248037
Volume 1: 1010
Volume avg 5: 354
Momentum 5: -0.433333

Cross Exchange

Mid avg: 0.6103575
Mid median: 0.611565
Price deviation %: -0.940842
Spread %: 1.523697

Funding / OI / Volume

Funding rate: -0.00017676
Funding delta: 0.00000629
Funding abs: 0.00017676
Funding pressure: 0.00018305
Open interest: 79463
Volume 24h: 127438
Quote volume 24h: 127438
Price change 24h %: 26.87423

Quality

Capture latency ms: 6239
Order book timestamp: 2026-06-26 15:59:42.738000+02:00
Ticker timestamp: 2026-06-26 15:59:43.006000+02:00
Trades timestamp: 2026-06-26 15:59:36.076000+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: 11060
gate: 11060
htx: 10972
mexc: 11058

By Symbol

VELVET/USDT:USDT: 44150

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.