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: 44931
Total labels: 134793
Pending labels: 115310
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 21:04:53.369138+02:00
Recent trades snapshots: 44929
Micro candles: 898520
Avg data quality: 75.9368364826066636
Latest latency: 12687 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 98 of 4494 · 44931 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 18:17:19.442981+02:00	mexc	VELVET/USDT:USDT	0.65045	68	6244 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 18:17:13.135393+02:00	htx	VELVET/USDT:USDT	0.64685	90	4901 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 18:16:56.526997+02:00	gate	VELVET/USDT:USDT	0.64626	68	10306 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 18:16:46.111033+02:00	binance	VELVET/USDT:USDT	0.6412	80	6200 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 18:16:39.813212+02:00	mexc	VELVET/USDT:USDT	0.6414	68	5126 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 18:16:34.613564+02:00	htx	VELVET/USDT:USDT	0.62528	80	5099 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 18:16:15.807264+02:00	gate	VELVET/USDT:USDT	0.64214	68	12222 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 18:16:03.376575+02:00	binance	VELVET/USDT:USDT	0.6388	80	6669 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 18:15:56.599521+02:00	mexc	VELVET/USDT:USDT	0.6391	68	5283 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 18:15:51.256642+02:00	htx	VELVET/USDT:USDT	0.621975	80	6032 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.6503
Best ask: 0.6506
Spread: 0.0003
Spread %: 0.046122
Mid price: 0.65045
Last price: 0.6483
Mark price: -
Index price: 0.6459

Order Book

Bid depth 5: 293
Ask depth 5: 543
Bid depth 10: 1021
Ask depth 10: 1818
Bid depth 20: 2546
Ask depth 20: 5725
Imbalance 5: -0.299043
Imbalance 10: -0.280733
Imbalance 20: -0.384355
Top bid size: 35
Top ask size: 7
Bid wall score: 0.013747
Ask wall score: 0.001223

Dynamics

Bid depth 5 delta: -17
Ask depth 5 delta: 54
Imbalance 5 delta: -0.075013
Bid depth 10 delta: -228
Ask depth 10 delta: 389
Imbalance 10 delta: -0.213518
Spread delta: 0.0001
Mid price delta: 0.00905
Wall shift score: 0.012956

Tape

Buy volume: 3211
Sell volume: 1073
Buy/sell delta: 2138
Buy/sell ratio: 2.992544
Avg trade size: 42.84
Large trade count: 9
Largest trade size: 298

Candle

Return 1: 0.478838
Return 3: 1.087801
Volume 1: 1511
Volume avg 5: 6288.4
Momentum 5: 0.04614

Cross Exchange

Mid avg: 0.6439275
Mid median: 0.64383
Price deviation %: 1.012925
Spread %: 0.877428

Funding / OI / Volume

Funding rate: 0.000336
Funding delta: -0.000005
Funding abs: 0.000336
Funding pressure: 0.000341
Open interest: -
Volume 24h: 1976509
Quote volume 24h: 11524269.741
Price change 24h %: 2.64

Quality

Capture latency ms: 6244
Order book timestamp: 2026-06-26 18:17:17.901000+02:00
Ticker timestamp: 2026-06-26 18:17:14.791000+02:00
Trades timestamp: 2026-06-26 18:17:16.130000+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: 0.64684
Best ask: 0.64686
Spread: 0.00002
Spread %: 0.003092
Mid price: 0.64685
Last price: 0.64684
Mark price: -
Index price: -

Order Book

Bid depth 5: 1566
Ask depth 5: 1936
Bid depth 10: 21105
Ask depth 10: 3089
Bid depth 20: 24969
Ask depth 20: 3849
Imbalance 5: -0.105654
Imbalance 10: 0.744647
Imbalance 20: 0.732875
Top bid size: 79
Top ask size: 1616
Bid wall score: 0.003164
Ask wall score: 0.419849

Dynamics

Bid depth 5 delta: 338
Ask depth 5 delta: -421
Imbalance 5 delta: 0.209269
Bid depth 10 delta: -71
Ask depth 10 delta: -560
Imbalance 10 delta: 0.038625
Spread delta: -0.03792
Mid price delta: 0.02157
Wall shift score: -0.429916

Tape

Buy volume: 5152
Sell volume: 7626
Buy/sell delta: -2474
Buy/sell ratio: 0.675584
Avg trade size: 127.78
Large trade count: 3
Largest trade size: 1510

Candle

Return 1: 5.95944
Return 3: 1.027707
Volume 1: 158
Volume avg 5: 93.2
Momentum 5: 1.027707

Cross Exchange

Mid avg: 0.638535
Mid median: 0.6413
Price deviation %: 1.3022
Spread %: 3.285646

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 80111
Volume 24h: 135198
Quote volume 24h: 135198
Price change 24h %: 2.372399

Quality

Capture latency ms: 4901
Order book timestamp: 2026-06-26 18:17:11.596000+02:00
Ticker timestamp: 2026-06-26 18:17:11.858000+02:00
Trades timestamp: 2026-06-26 18:17:11.533000+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: 0.64564
Best ask: 0.64688
Spread: 0.00124
Spread %: 0.191873
Mid price: 0.64626
Last price: 0.64763
Mark price: 0.645
Index price: 0.644515

Order Book

Bid depth 5: 20
Ask depth 5: 12
Bid depth 10: 44
Ask depth 10: 32
Bid depth 20: 87
Ask depth 20: 66
Imbalance 5: 0.25
Imbalance 10: 0.157895
Imbalance 20: 0.137255
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011494
Ask wall score: 0.015152

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: 7
Imbalance 5 delta: -0.25
Bid depth 10 delta: 5
Ask depth 10 delta: 10
Imbalance 10 delta: -0.120794
Spread delta: 0.00006
Mid price delta: 0.00412
Wall shift score: 0.008847

Tape

Buy volume: 162
Sell volume: 122
Buy/sell delta: 40
Buy/sell ratio: 1.327869
Avg trade size: 2.84
Large trade count: 6
Largest trade size: 19

Candle

Return 1: 1.310911
Return 3: 0.546491
Volume 1: 154
Volume avg 5: 208.8
Momentum 5: -1.439681

Cross Exchange

Mid avg: 0.637505
Mid median: 0.6413
Price deviation %: 1.373323
Spread %: 2.644685

Funding / OI / Volume

Funding rate: 0.000342
Funding delta: 0
Funding abs: 0.000342
Funding pressure: 0.000342
Open interest: -
Volume 24h: 7236300
Quote volume 24h: 4134693
Price change 24h %: 35.18

Quality

Capture latency ms: 10306
Order book timestamp: 2026-06-26 18:16:55+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:10.606000+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: 0.6411
Best ask: 0.6413
Spread: 0.0002
Spread %: 0.031192
Mid price: 0.6412
Last price: 0.6421
Mark price: -
Index price: -

Order Book

Bid depth 5: 2659
Ask depth 5: 3138
Bid depth 10: 5959
Ask depth 10: 6551
Bid depth 20: 22728
Ask depth 20: 18754
Imbalance 5: -0.082629
Imbalance 10: -0.047322
Imbalance 20: 0.095801
Top bid size: 153
Top ask size: 580
Bid wall score: 0.006732
Ask wall score: 0.030927

Dynamics

Bid depth 5 delta: -70
Ask depth 5 delta: -10714
Imbalance 5 delta: 0.588199
Bid depth 10 delta: -6982
Ask depth 10 delta: -10453
Imbalance 10 delta: 0.08836
Spread delta: 0
Mid price delta: 0.0024
Wall shift score: -0.026218

Tape

Buy volume: 25028
Sell volume: 2187
Buy/sell delta: 22841
Buy/sell ratio: 11.443987
Avg trade size: 272.15
Large trade count: 6
Largest trade size: 6746

Candle

Return 1: 0.422601
Return 3: -0.357198
Volume 1: 118741
Volume avg 5: 220890.4
Momentum 5: -2.43309

Cross Exchange

Mid avg: 0.636905
Mid median: 0.6401
Price deviation %: 0.674355
Spread %: 2.647177

Funding / OI / Volume

Funding rate: 0.00033661
Funding delta: 0
Funding abs: 0.00033661
Funding pressure: 0.00033661
Open interest: 24822193
Volume 24h: 105164381
Quote volume 24h: 61140500.94836
Price change 24h %: 33.743

Quality

Capture latency ms: 6200
Order book timestamp: 2026-06-26 18:16:43.827000+02:00
Ticker timestamp: 2026-06-26 18:16:36.111000+02:00
Trades timestamp: 2026-06-26 18:16:45.578000+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: 0.6413
Best ask: 0.6415
Spread: 0.0002
Spread %: 0.031182
Mid price: 0.6414
Last price: 0.6425
Mark price: -
Index price: 0.6414

Order Book

Bid depth 5: 310
Ask depth 5: 489
Bid depth 10: 1249
Ask depth 10: 1429
Bid depth 20: 3362
Ask depth 20: 3127
Imbalance 5: -0.22403
Imbalance 10: -0.067214
Imbalance 20: 0.036215
Top bid size: 5
Top ask size: 6
Bid wall score: 0.001487
Ask wall score: 0.001919

Dynamics

Bid depth 5 delta: -162
Ask depth 5 delta: 122
Imbalance 5 delta: -0.349179
Bid depth 10 delta: -856
Ask depth 10 delta: 487
Imbalance 10 delta: -0.448901
Spread delta: 0
Mid price delta: 0.0023
Wall shift score: -0.007114

Tape

Buy volume: 5812
Sell volume: 1384
Buy/sell delta: 4428
Buy/sell ratio: 4.199422
Avg trade size: 71.96
Large trade count: 7
Largest trade size: 909

Candle

Return 1: 0.500547
Return 3: -0.186422
Volume 1: 6880
Volume avg 5: 7015
Momentum 5: -2.414945

Cross Exchange

Mid avg: 0.63633
Mid median: 0.63895
Price deviation %: 0.796756
Spread %: 2.649569

Funding / OI / Volume

Funding rate: 0.000341
Funding delta: -0.000009
Funding abs: 0.000341
Funding pressure: 0.00035
Open interest: -
Volume 24h: 1973557
Quote volume 24h: 11505190.646
Price change 24h %: 1.72

Quality

Capture latency ms: 5126
Order book timestamp: 2026-06-26 18:16:38.243000+02:00
Ticker timestamp: 2026-06-26 18:16:35.766000+02:00
Trades timestamp: 2026-06-26 18:16:34.928000+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: 0.60631
Best ask: 0.64425
Spread: 0.03794
Spread %: 6.067682
Mid price: 0.62528
Last price: 0.64026
Mark price: -
Index price: -

Order Book

Bid depth 5: 1228
Ask depth 5: 2357
Bid depth 10: 21176
Ask depth 10: 3649
Bid depth 20: 24554
Ask depth 20: 4734
Imbalance 5: -0.314923
Imbalance 10: 0.706022
Imbalance 20: 0.676728
Top bid size: 662
Top ask size: 65
Bid wall score: 0.026961
Ask wall score: 0.01373

Dynamics

Bid depth 5 delta: -3085
Ask depth 5 delta: 344
Imbalance 5 delta: -0.678502
Bid depth 10 delta: 267
Ask depth 10 delta: 955
Imbalance 10 delta: -0.065702
Spread delta: 0.00057
Mid price delta: 0.003305
Wall shift score: 0.003459

Tape

Buy volume: 5320
Sell volume: 7480
Buy/sell delta: -2160
Buy/sell ratio: 0.71123
Avg trade size: 128
Large trade count: 3
Largest trade size: 1510

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 30.4
Momentum 5: 0

Cross Exchange

Mid avg: 0.63550375
Mid median: 0.63895
Price deviation %: -1.608763
Spread %: 3.173073

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 80111
Volume 24h: 134884
Quote volume 24h: 134884
Price change 24h %: 1.331012

Quality

Capture latency ms: 5099
Order book timestamp: 2026-06-26 18:16:33.196000+02:00
Ticker timestamp: 2026-06-26 18:16:33.542000+02:00
Trades timestamp: 2026-06-26 18:14:27.756000+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: 0.64155
Best ask: 0.64273
Spread: 0.00118
Spread %: 0.183761
Mid price: 0.64214
Last price: 0.64243
Mark price: 0.64062
Index price: 0.64015

Order Book

Bid depth 5: 15
Ask depth 5: 5
Bid depth 10: 39
Ask depth 10: 22
Bid depth 20: 114
Ask depth 20: 47
Imbalance 5: 0.5
Imbalance 10: 0.278689
Imbalance 20: 0.416149
Top bid size: 1
Top ask size: 1
Bid wall score: 0.008772
Ask wall score: 0.021277

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: -11
Imbalance 5 delta: 0.685185
Bid depth 10 delta: 11
Ask depth 10 delta: -11
Imbalance 10 delta: 0.360656
Spread delta: 0.00012
Mid price delta: 0.00158
Wall shift score: -0.003405

Tape

Buy volume: 137
Sell volume: 163
Buy/sell delta: -26
Buy/sell ratio: 0.840491
Avg trade size: 3
Large trade count: 7
Largest trade size: 19

Candle

Return 1: 0.497458
Return 3: -0.260825
Volume 1: 78
Volume avg 5: 193.6
Momentum 5: -2.231049

Cross Exchange

Mid avg: 0.63510875
Mid median: 0.63895
Price deviation %: 1.107094
Spread %: 2.926271

Funding / OI / Volume

Funding rate: 0.000342
Funding delta: -0.000079
Funding abs: 0.000342
Funding pressure: 0.000421
Open interest: -
Volume 24h: 7231300
Quote volume 24h: 4131487
Price change 24h %: 34.1

Quality

Capture latency ms: 12222
Order book timestamp: 2026-06-26 18:16:14+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:10.565000+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: 0.6387
Best ask: 0.6389
Spread: 0.0002
Spread %: 0.031309
Mid price: 0.6388
Last price: 0.6393
Mark price: -
Index price: -

Order Book

Bid depth 5: 2729
Ask depth 5: 13852
Bid depth 10: 12941
Ask depth 10: 17004
Bid depth 20: 55776
Ask depth 20: 25721
Imbalance 5: -0.670828
Imbalance 10: -0.135682
Imbalance 20: 0.368787
Top bid size: 321
Top ask size: 96
Bid wall score: 0.005755
Ask wall score: 0.003732

Dynamics

Bid depth 5 delta: 1026
Ask depth 5 delta: 11960
Imbalance 5 delta: -0.618255
Bid depth 10 delta: 7256
Ask depth 10 delta: 11639
Imbalance 10 delta: -0.164641
Spread delta: 0
Mid price delta: -0.0057
Wall shift score: 0.019772

Tape

Buy volume: 10641
Sell volume: 9872
Buy/sell delta: 769
Buy/sell ratio: 1.077897
Avg trade size: 205.13
Large trade count: 8
Largest trade size: 1900

Candle

Return 1: -0.513459
Return 3: -1.585347
Volume 1: 268505
Volume avg 5: 247398
Momentum 5: -2.797203

Cross Exchange

Mid avg: 0.63653375
Mid median: 0.63983
Price deviation %: 0.35603
Spread %: 3.538697

Funding / OI / Volume

Funding rate: 0.00033661
Funding delta: -0.0000051
Funding abs: 0.00033661
Funding pressure: 0.00034171
Open interest: 24820263
Volume 24h: 105078135
Quote volume 24h: 61079266.57276
Price change 24h %: 33.271

Quality

Capture latency ms: 6669
Order book timestamp: 2026-06-26 18:16:01.189000+02:00
Ticker timestamp: 2026-06-26 18:15:56.246000+02:00
Trades timestamp: 2026-06-26 18:16:02.658000+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: 0.639
Best ask: 0.6392
Spread: 0.0002
Spread %: 0.031294
Mid price: 0.6391
Last price: 0.6388
Mark price: -
Index price: 0.6393

Order Book

Bid depth 5: 472
Ask depth 5: 367
Bid depth 10: 2105
Ask depth 10: 942
Bid depth 20: 5095
Ask depth 20: 4575
Imbalance 5: 0.125149
Imbalance 10: 0.381687
Imbalance 20: 0.053775
Top bid size: 63
Top ask size: 26
Bid wall score: 0.012365
Ask wall score: 0.005683

Dynamics

Bid depth 5 delta: 342
Ask depth 5 delta: -241
Imbalance 5 delta: 0.772845
Bid depth 10 delta: 872
Ask depth 10 delta: -304
Imbalance 10 delta: 0.386931
Spread delta: 0.0001
Mid price delta: -0.00435
Wall shift score: 0.026767

Tape

Buy volume: 770
Sell volume: 2279
Buy/sell delta: -1509
Buy/sell ratio: 0.337867
Avg trade size: 30.49
Large trade count: 6
Largest trade size: 228

Candle

Return 1: -0.683761
Return 3: -1.707167
Volume 1: 3933
Volume avg 5: 6672.2
Momentum 5: -2.901854

Cross Exchange

Mid avg: 0.63762125
Mid median: 0.642005
Price deviation %: 0.231917
Spread %: 3.532661

Funding / OI / Volume

Funding rate: 0.00035
Funding delta: 0
Funding abs: 0.00035
Funding pressure: 0.00035
Open interest: -
Volume 24h: 1967221
Quote volume 24h: 11464480.93
Price change 24h %: 1.13

Quality

Capture latency ms: 5283
Order book timestamp: 2026-06-26 18:15:55.028000+02:00
Ticker timestamp: 2026-06-26 18:15:53.772000+02:00
Trades timestamp: 2026-06-26 18:15:55.157000+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: 0.60329
Best ask: 0.64066
Spread: 0.03737
Spread %: 6.00828
Mid price: 0.621975
Last price: 0.64026
Mark price: -
Index price: -

Order Book

Bid depth 5: 4313
Ask depth 5: 2013
Bid depth 10: 20909
Ask depth 10: 2694
Bid depth 20: 24300
Ask depth 20: 3779
Imbalance 5: 0.363579
Imbalance 10: 0.771724
Imbalance 20: 0.730831
Top bid size: 739
Top ask size: 78
Bid wall score: 0.030412
Ask wall score: 0.02064

Dynamics

Bid depth 5 delta: -565
Ask depth 5 delta: 135
Imbalance 5 delta: -0.080471
Bid depth 10 delta: -565
Ask depth 10 delta: 512
Imbalance 10 delta: -0.043799
Spread delta: 0.00295
Mid price delta: -0.001075
Wall shift score: 0.009001

Tape

Buy volume: 5320
Sell volume: 7480
Buy/sell delta: -2160
Buy/sell ratio: 0.71123
Avg trade size: 128
Large trade count: 3
Largest trade size: 1510

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 62.4
Momentum 5: -0.003124

Cross Exchange

Mid avg: 0.63789
Mid median: 0.642005
Price deviation %: -2.494944
Spread %: 3.362649

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 80111
Volume 24h: 135096
Quote volume 24h: 135096
Price change 24h %: 1.331012

Quality

Capture latency ms: 6032
Order book timestamp: 2026-06-26 18:15:49.496000+02:00
Ticker timestamp: 2026-06-26 18:15:49.775000+02:00
Trades timestamp: 2026-06-26 18:14:27.756000+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: 11255
gate: 11256
htx: 11167
mexc: 11253

By Symbol

VELVET/USDT:USDT: 44931

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.