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: 45792
Total labels: 137376
Pending labels: 117896
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 23:35:05.916561+02:00
Recent trades snapshots: 45791
Micro candles: 915760
Avg data quality: 75.9345751534077261
Latest latency: 7026 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 100 of 4580 · 45792 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 20:42:52.711441+02:00	gate	VELVET/USDT:USDT	0.692615	68	10543 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 20:42:42.059590+02:00	binance	VELVET/USDT:USDT	0.6875	80	6457 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 20:42:35.443922+02:00	mexc	VELVET/USDT:USDT	0.69035	78	4724 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 20:42:30.640191+02:00	htx	VELVET/USDT:USDT	0.663335	80	6228 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 20:42:12.936147+02:00	gate	VELVET/USDT:USDT	0.6928	68	10964 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 20:42:01.496597+02:00	binance	VELVET/USDT:USDT	0.6878	80	7096 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 20:41:54.286591+02:00	mexc	VELVET/USDT:USDT	0.68705	78	4790 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 20:41:49.350270+02:00	htx	VELVET/USDT:USDT	0.659815	80	5170 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 20:41:32.064099+02:00	gate	VELVET/USDT:USDT	0.68396	68	11348 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 20:41:20.559558+02:00	binance	VELVET/USDT:USDT	0.6869	80	7291 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.69182
Best ask: 0.69341
Spread: 0.00159
Spread %: 0.229565
Mid price: 0.692615
Last price: 0.69266
Mark price: 0.69158
Index price: 0.691315

Order Book

Bid depth 5: 32
Ask depth 5: 39
Bid depth 10: 69
Ask depth 10: 66
Bid depth 20: 140
Ask depth 20: 139
Imbalance 5: -0.098592
Imbalance 10: 0.022222
Imbalance 20: 0.003584
Top bid size: 11
Top ask size: 11
Bid wall score: 0.078571
Ask wall score: 0.079137

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 2
Imbalance 5 delta: -0.026128
Bid depth 10 delta: 3
Ask depth 10 delta: 8
Imbalance 10 delta: -0.042294
Spread delta: 0.00011
Mid price delta: -0.000185
Wall shift score: 0.019919

Tape

Buy volume: 120
Sell volume: 120
Buy/sell delta: 0
Buy/sell ratio: 1
Avg trade size: 2.4
Large trade count: 9
Largest trade size: 13

Candle

Return 1: 0.834146
Return 3: 0.002888
Volume 1: 111
Volume avg 5: 77
Momentum 5: -1.545066

Cross Exchange

Mid avg: 0.68349625
Mid median: 0.688925
Price deviation %: 1.334133
Spread %: 4.310923

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8498800
Quote volume 24h: 5014535
Price change 24h %: 45.12

Quality

Capture latency ms: 10543
Order book timestamp: 2026-06-26 20:42:51+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:19.367000+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: 0.6874
Best ask: 0.6876
Spread: 0.0002
Spread %: 0.029091
Mid price: 0.6875
Last price: 0.6878
Mark price: -
Index price: -

Order Book

Bid depth 5: 1493
Ask depth 5: 2524
Bid depth 10: 5801
Ask depth 10: 6414
Bid depth 20: 17228
Ask depth 20: 13844
Imbalance 5: -0.256659
Imbalance 10: -0.050184
Imbalance 20: 0.108908
Top bid size: 27
Top ask size: 77
Bid wall score: 0.001567
Ask wall score: 0.005562

Dynamics

Bid depth 5 delta: -175
Ask depth 5 delta: 692
Imbalance 5 delta: -0.209802
Bid depth 10 delta: 907
Ask depth 10 delta: -1026
Imbalance 10 delta: 0.156237
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: -0.008018

Tape

Buy volume: 4308
Sell volume: 22661
Buy/sell delta: -18353
Buy/sell ratio: 0.190106
Avg trade size: 269.69
Large trade count: 6
Largest trade size: 7949

Candle

Return 1: -0.014548
Return 3: -0.808197
Volume 1: 228493
Volume avg 5: 301850.8
Momentum 5: -2.399886

Cross Exchange

Mid avg: 0.68357125
Mid median: 0.689075
Price deviation %: 0.574739
Spread %: 4.31045

Funding / OI / Volume

Funding rate: 0.000283
Funding delta: -0.00000534
Funding abs: 0.000283
Funding pressure: 0.00028834
Open interest: 25882204
Volume 24h: 138515513
Quote volume 24h: 83765901.24097
Price change 24h %: 43.381

Quality

Capture latency ms: 6457
Order book timestamp: 2026-06-26 20:42:39.944000+02:00
Ticker timestamp: 2026-06-26 20:42:37.192000+02:00
Trades timestamp: 2026-06-26 20:42:41.102000+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: 0.6903
Best ask: 0.6904
Spread: 0.0001
Spread %: 0.014485
Mid price: 0.69035
Last price: 0.6912
Mark price: -
Index price: 0.6897

Order Book

Bid depth 5: 785
Ask depth 5: 470
Bid depth 10: 1855
Ask depth 10: 1421
Bid depth 20: 4891
Ask depth 20: 3296
Imbalance 5: 0.250996
Imbalance 10: 0.132479
Imbalance 20: 0.194821
Top bid size: 173
Top ask size: 11
Bid wall score: 0.035371
Ask wall score: 0.003337

Dynamics

Bid depth 5 delta: 213
Ask depth 5 delta: -176
Imbalance 5 delta: 0.311751
Bid depth 10 delta: -731
Ask depth 10 delta: -374
Imbalance 10 delta: -0.048074
Spread delta: -0.0002
Mid price delta: 0.0033
Wall shift score: 0.032057

Tape

Buy volume: 3774
Sell volume: 524
Buy/sell delta: 3250
Buy/sell ratio: 7.20229
Avg trade size: 42.98
Large trade count: 5
Largest trade size: 363

Candle

Return 1: 0.34904
Return 3: -0.475984
Volume 1: 5000
Volume avg 5: 12376.8
Momentum 5: -1.918977

Cross Exchange

Mid avg: 0.68274625
Mid median: 0.687425
Price deviation %: 1.113701
Spread %: 4.315659

Funding / OI / Volume

Funding rate: 0.000288
Funding delta: -0.000008
Funding abs: 0.000288
Funding pressure: 0.000296
Open interest: -
Volume 24h: 2921852
Quote volume 24h: 17957113.111
Price change 24h %: 9.43

Quality

Capture latency ms: 4724
Order book timestamp: 2026-06-26 20:42:33.893000+02:00
Ticker timestamp: 2026-06-26 20:42:30.856000+02:00
Trades timestamp: 2026-06-26 20:42:32.870000+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: 0.65216
Best ask: 0.67451
Spread: 0.02235
Spread %: 3.369338
Mid price: 0.663335
Last price: 0.6733
Mark price: -
Index price: -

Order Book

Bid depth 5: 7528
Ask depth 5: 291
Bid depth 10: 8969
Ask depth 10: 1982
Bid depth 20: 28581
Ask depth 20: 1982
Imbalance 5: 0.925566
Imbalance 10: 0.638024
Imbalance 20: 0.870301
Top bid size: 730
Top ask size: 2
Bid wall score: 0.025541
Ask wall score: 0.001009

Dynamics

Bid depth 5 delta: -689
Ask depth 5 delta: -305
Imbalance 5 delta: 0.060821
Bid depth 10 delta: -6009
Ask depth 10 delta: -198
Imbalance 10 delta: -0.107867
Spread delta: -0.00466
Mid price delta: 0.00352
Wall shift score: -0.109852

Tape

Buy volume: 17618
Sell volume: 16806
Buy/sell delta: 812
Buy/sell ratio: 1.048316
Avg trade size: 344.24
Large trade count: 5
Largest trade size: 9428

Candle

Return 1: 0
Return 3: -2.496597
Volume 1: 0
Volume avg 5: 59.6
Momentum 5: -3.18638

Cross Exchange

Mid avg: 0.68186625
Mid median: 0.687425
Price deviation %: -2.717725
Spread %: 4.837459

Funding / OI / Volume

Funding rate: -0.00053033
Funding delta: 0.00000851
Funding abs: 0.00053033
Funding pressure: 0.00053885
Open interest: 75277
Volume 24h: 175350
Quote volume 24h: 175350
Price change 24h %: 6.560101

Quality

Capture latency ms: 6228
Order book timestamp: 2026-06-26 20:42:29.138000+02:00
Ticker timestamp: 2026-06-26 20:42:29.501000+02:00
Trades timestamp: 2026-06-26 20:41:37.153000+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: 0.69206
Best ask: 0.69354
Spread: 0.00148
Spread %: 0.213626
Mid price: 0.6928
Last price: 0.69267
Mark price: 0.69092
Index price: 0.690525

Order Book

Bid depth 5: 32
Ask depth 5: 37
Bid depth 10: 66
Ask depth 10: 58
Bid depth 20: 164
Ask depth 20: 153
Imbalance 5: -0.072464
Imbalance 10: 0.064516
Imbalance 20: 0.0347
Top bid size: 2
Top ask size: 5
Bid wall score: 0.012195
Ask wall score: 0.03268

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -12
Imbalance 5 delta: 0.122658
Bid depth 10 delta: -19
Ask depth 10 delta: -23
Imbalance 10 delta: 0.04042
Spread delta: 0.0006
Mid price delta: 0.00884
Wall shift score: 0.04626

Tape

Buy volume: 97
Sell volume: 111
Buy/sell delta: -14
Buy/sell ratio: 0.873874
Avg trade size: 2.08
Large trade count: 7
Largest trade size: 13

Candle

Return 1: 0.835602
Return 3: 0.004331
Volume 1: 62
Volume avg 5: 67.2
Momentum 5: -1.543644

Cross Exchange

Mid avg: 0.67965625
Mid median: 0.685505
Price deviation %: 1.933882
Spread %: 4.117523

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8492300
Quote volume 24h: 5010044
Price change 24h %: 45.12

Quality

Capture latency ms: 10964
Order book timestamp: 2026-06-26 20:42:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:19.327000+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: 0.6877
Best ask: 0.6879
Spread: 0.0002
Spread %: 0.029078
Mid price: 0.6878
Last price: 0.6875
Mark price: -
Index price: -

Order Book

Bid depth 5: 1668
Ask depth 5: 1832
Bid depth 10: 4894
Ask depth 10: 7440
Bid depth 20: 18458
Ask depth 20: 17220
Imbalance 5: -0.046857
Imbalance 10: -0.206421
Imbalance 20: 0.034699
Top bid size: 145
Top ask size: 66
Bid wall score: 0.007856
Ask wall score: 0.003833

Dynamics

Bid depth 5 delta: -451
Ask depth 5 delta: -527
Imbalance 5 delta: 0.006738
Bid depth 10 delta: -4454
Ask depth 10 delta: 1536
Imbalance 10 delta: -0.432228
Spread delta: -0.0002
Mid price delta: 0.0009
Wall shift score: 0.009177

Tape

Buy volume: 12026
Sell volume: 3835
Buy/sell delta: 8191
Buy/sell ratio: 3.135854
Avg trade size: 158.61
Large trade count: 8
Largest trade size: 929

Candle

Return 1: -0.318979
Return 3: -2.135231
Volume 1: 405646
Volume avg 5: 293960.8
Momentum 5: -2.413059

Cross Exchange

Mid avg: 0.67943125
Mid median: 0.68543
Price deviation %: 1.231729
Spread %: 4.0085

Funding / OI / Volume

Funding rate: 0.00028834
Funding delta: 0
Funding abs: 0.00028834
Funding pressure: 0.00028834
Open interest: 25871644
Volume 24h: 138309517
Quote volume 24h: 83615876.73597
Price change 24h %: 43.588

Quality

Capture latency ms: 7096
Order book timestamp: 2026-06-26 20:41:59.262000+02:00
Ticker timestamp: 2026-06-26 20:41:55.175000+02:00
Trades timestamp: 2026-06-26 20:42:00.710000+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: 0.6869
Best ask: 0.6872
Spread: 0.0003
Spread %: 0.043665
Mid price: 0.68705
Last price: 0.6866
Mark price: -
Index price: 0.6862

Order Book

Bid depth 5: 572
Ask depth 5: 646
Bid depth 10: 2586
Ask depth 10: 1795
Bid depth 20: 7250
Ask depth 20: 4703
Imbalance 5: -0.060755
Imbalance 10: 0.180552
Imbalance 20: 0.213085
Top bid size: 6
Top ask size: 4
Bid wall score: 0.000828
Ask wall score: 0.000851

Dynamics

Bid depth 5 delta: -223
Ask depth 5 delta: -21
Imbalance 5 delta: -0.148307
Bid depth 10 delta: 727
Ask depth 10 delta: -294
Imbalance 10 delta: 0.23881
Spread delta: -0.0003
Mid price delta: -0.00145
Wall shift score: -0.000901

Tape

Buy volume: 2352
Sell volume: 1124
Buy/sell delta: 1228
Buy/sell ratio: 2.092527
Avg trade size: 34.76
Large trade count: 6
Largest trade size: 205

Candle

Return 1: -0.492754
Return 3: -2.318964
Volume 1: 14067
Volume avg 5: 13794.2
Momentum 5: -2.720317

Cross Exchange

Mid avg: 0.67979375
Mid median: 0.68543
Price deviation %: 1.067419
Spread %: 4.219662

Funding / OI / Volume

Funding rate: 0.000296
Funding delta: 0
Funding abs: 0.000296
Funding pressure: 0.000296
Open interest: -
Volume 24h: 2916767
Quote volume 24h: 17921948.559
Price change 24h %: 8.7

Quality

Capture latency ms: 4790
Order book timestamp: 2026-06-26 20:41:52.662000+02:00
Ticker timestamp: 2026-06-26 20:41:51.926000+02:00
Trades timestamp: 2026-06-26 20:41:51.559000+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: 0.64631
Best ask: 0.67332
Spread: 0.02701
Spread %: 4.093572
Mid price: 0.659815
Last price: 0.6733
Mark price: -
Index price: -

Order Book

Bid depth 5: 8217
Ask depth 5: 596
Bid depth 10: 14978
Ask depth 10: 2180
Bid depth 20: 28264
Ask depth 20: 2195
Imbalance 5: 0.864745
Imbalance 10: 0.745891
Imbalance 20: 0.855872
Top bid size: 3824
Top ask size: 2
Bid wall score: 0.135296
Ask wall score: 0.000911

Dynamics

Bid depth 5 delta: 3438
Ask depth 5 delta: 213
Imbalance 5 delta: 0.013137
Bid depth 10 delta: 9013
Ask depth 10 delta: 0
Imbalance 10 delta: 0.281189
Spread delta: -0.00148
Mid price delta: -0.00508
Wall shift score: 0.106665

Tape

Buy volume: 17618
Sell volume: 16806
Buy/sell delta: 812
Buy/sell ratio: 1.048316
Avg trade size: 344.24
Large trade count: 5
Largest trade size: 9428

Candle

Return 1: -2.496597
Return 3: -2.496597
Volume 1: 152
Volume avg 5: 59.6
Momentum 5: -3.18638

Cross Exchange

Mid avg: 0.68106375
Mid median: 0.68543
Price deviation %: -3.119936
Spread %: 3.465902

Funding / OI / Volume

Funding rate: -0.00053885
Funding delta: 0.00000862
Funding abs: 0.00053885
Funding pressure: 0.00054746
Open interest: 75203
Volume 24h: 175562
Quote volume 24h: 175562
Price change 24h %: 6.560101

Quality

Capture latency ms: 5170
Order book timestamp: 2026-06-26 20:41:47.638000+02:00
Ticker timestamp: 2026-06-26 20:41:48.155000+02:00
Trades timestamp: 2026-06-26 20:41:37.153000+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: 0.68352
Best ask: 0.6844
Spread: 0.00088
Spread %: 0.128662
Mid price: 0.68396
Last price: 0.68352
Mark price: 0.68436
Index price: 0.684158

Order Book

Bid depth 5: 33
Ask depth 5: 49
Bid depth 10: 85
Ask depth 10: 81
Bid depth 20: 159
Ask depth 20: 178
Imbalance 5: -0.195122
Imbalance 10: 0.024096
Imbalance 20: -0.05638
Top bid size: 1
Top ask size: 13
Bid wall score: 0.006289
Ask wall score: 0.073034

Dynamics

Bid depth 5 delta: -10
Ask depth 5 delta: 15
Imbalance 5 delta: -0.312005
Bid depth 10 delta: 6
Ask depth 10 delta: -16
Imbalance 10 delta: 0.126369
Spread delta: -0.00024
Mid price delta: -0.00839
Wall shift score: -0.11792

Tape

Buy volume: 126
Sell volume: 95
Buy/sell delta: 31
Buy/sell ratio: 1.326316
Avg trade size: 2.21
Large trade count: 9
Largest trade size: 13

Candle

Return 1: -0.835655
Return 3: -2.524172
Volume 1: 12
Volume avg 5: 58.8
Momentum 5: -3.048184

Cross Exchange

Mid avg: 0.68316125
Mid median: 0.6877
Price deviation %: 0.11692
Spread %: 4.018817

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8490800
Quote volume 24h: 5009015
Price change 24h %: 42.84

Quality

Capture latency ms: 11348
Order book timestamp: 2026-06-26 20:41:30+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:19.290000+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: 0.6867
Best ask: 0.6871
Spread: 0.0004
Spread %: 0.058233
Mid price: 0.6869
Last price: 0.6865
Mark price: -
Index price: -

Order Book

Bid depth 5: 2119
Ask depth 5: 2359
Bid depth 10: 9348
Ask depth 10: 5904
Bid depth 20: 25494
Ask depth 20: 15528
Imbalance 5: -0.053595
Imbalance 10: 0.225806
Imbalance 20: 0.242943
Top bid size: 128
Top ask size: 158
Bid wall score: 0.005021
Ask wall score: 0.010175

Dynamics

Bid depth 5 delta: 288
Ask depth 5 delta: 434
Imbalance 5 delta: -0.028569
Bid depth 10 delta: 504
Ask depth 10 delta: -290
Imbalance 10 delta: 0.049586
Spread delta: 0.0001
Mid price delta: -0.00695
Wall shift score: 0.002508

Tape

Buy volume: 3058
Sell volume: 24657
Buy/sell delta: -21599
Buy/sell ratio: 0.124022
Avg trade size: 277.15
Large trade count: 9
Largest trade size: 2948

Candle

Return 1: -0.362476
Return 3: -2.177936
Volume 1: 132738
Volume avg 5: 239379.2
Momentum 5: -2.455642

Cross Exchange

Mid avg: 0.68489875
Mid median: 0.690425
Price deviation %: 0.292196
Spread %: 4.227632

Funding / OI / Volume

Funding rate: 0.00028834
Funding delta: -0.00000786
Funding abs: 0.00028834
Funding pressure: 0.0002962
Open interest: 25860796
Volume 24h: 138023180
Quote volume 24h: 83419568.37217
Price change 24h %: 43.379

Quality

Capture latency ms: 7291
Order book timestamp: 2026-06-26 20:41:18.352000+02:00
Ticker timestamp: 2026-06-26 20:41:15.155000+02:00
Trades timestamp: 2026-06-26 20:41:19.855000+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: 11471
gate: 11471
htx: 11382
mexc: 11469

By Symbol

VELVET/USDT:USDT: 45793

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.