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: 46160
Total labels: 138480
Pending labels: 118997
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: 2026-06-27 00:35:18.684756+02:00
Recent trades snapshots: 46158
Micro candles: 923100
Avg data quality: 75.9389948006932409
Latest latency: 4519 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 101 of 4616 · 46160 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 21:44:55.981301+02:00	htx	VELVET/USDT:USDT	0.67154	80	5642 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 21:44:38.347196+02:00	gate	VELVET/USDT:USDT	0.693005	68	12127 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 21:44:26.099117+02:00	binance	VELVET/USDT:USDT	0.6956	80	6969 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 21:44:18.997728+02:00	mexc	VELVET/USDT:USDT	0.69505	68	5184 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 21:44:13.746196+02:00	htx	VELVET/USDT:USDT	0.67534	80	5301 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 21:43:57.152592+02:00	gate	VELVET/USDT:USDT	0.6997	68	9732 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 21:43:47.319163+02:00	binance	VELVET/USDT:USDT	0.6999	80	6122 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 21:43:41.059272+02:00	mexc	VELVET/USDT:USDT	0.69835	68	5192 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 21:43:35.783290+02:00	htx	VELVET/USDT:USDT	0.678505	80	5949 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 21:43:19.693561+02:00	gate	VELVET/USDT:USDT	0.70155	68	10098 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.6614
Best ask: 0.68168
Spread: 0.02028
Spread %: 3.019924
Mid price: 0.67154
Last price: 0.68623
Mark price: -
Index price: -

Order Book

Bid depth 5: 1832
Ask depth 5: 270
Bid depth 10: 11290
Ask depth 10: 1233
Bid depth 20: 24740
Ask depth 20: 2390
Imbalance 5: 0.743102
Imbalance 10: 0.803082
Imbalance 20: 0.823811
Top bid size: 730
Top ask size: 40
Bid wall score: 0.029507
Ask wall score: 0.016736

Dynamics

Bid depth 5 delta: -2549
Ask depth 5 delta: 0
Imbalance 5 delta: -0.140794
Bid depth 10 delta: 60
Ask depth 10 delta: 0
Imbalance 10 delta: 0.000948
Spread delta: 0.00482
Mid price delta: -0.0038
Wall shift score: -0.00091

Tape

Buy volume: 9902
Sell volume: 16834
Buy/sell delta: -6932
Buy/sell ratio: 0.588214
Avg trade size: 267.36
Large trade count: 3
Largest trade size: 9428

Candle

Return 1: 0
Return 3: -1.598841
Volume 1: 0
Volume avg 5: 30
Momentum 5: -1.601663

Cross Exchange

Mid avg: 0.68974875
Mid median: 0.6940275
Price deviation %: -2.639911
Spread %: 2.937301

Funding / OI / Volume

Funding rate: -0.00004088
Funding delta: 0.00000363
Funding abs: 0.00004088
Funding pressure: 0.0000445
Open interest: 75230
Volume 24h: 175094
Quote volume 24h: 175094
Price change 24h %: 8.606473

Quality

Capture latency ms: 5642
Order book timestamp: 2026-06-26 21:44:54.396000+02:00
Ticker timestamp: 2026-06-26 21:44:54.908000+02:00
Trades timestamp: 2026-06-26 21:43:17.481000+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: 0.69239
Best ask: 0.69362
Spread: 0.00123
Spread %: 0.177488
Mid price: 0.693005
Last price: 0.69251
Mark price: 0.69375
Index price: 0.694065

Order Book

Bid depth 5: 13
Ask depth 5: 17
Bid depth 10: 27
Ask depth 10: 31
Bid depth 20: 74
Ask depth 20: 78
Imbalance 5: -0.133333
Imbalance 10: -0.068966
Imbalance 20: -0.026316
Top bid size: 3
Top ask size: 4
Bid wall score: 0.040541
Ask wall score: 0.051282

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 7
Imbalance 5 delta: -0.333333
Bid depth 10 delta: -2
Ask depth 10 delta: -7
Imbalance 10 delta: 0.065363
Spread delta: 0.00015
Mid price delta: -0.006695
Wall shift score: -0.055941

Tape

Buy volume: 60
Sell volume: 138
Buy/sell delta: -78
Buy/sell ratio: 0.434783
Avg trade size: 1.98
Large trade count: 8
Largest trade size: 15

Candle

Return 1: -1.103907
Return 3: -2.677216
Volume 1: 59
Volume avg 5: 45.2
Momentum 5: -2.441395

Cross Exchange

Mid avg: 0.6914225
Mid median: 0.695325
Price deviation %: 0.228876
Spread %: 3.523171

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8682400
Quote volume 24h: 5192895
Price change 24h %: 41.93

Quality

Capture latency ms: 12127
Order book timestamp: 2026-06-26 21:44:37+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:23.071000+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: 0.6955
Best ask: 0.6957
Spread: 0.0002
Spread %: 0.028752
Mid price: 0.6956
Last price: 0.6941
Mark price: -
Index price: -

Order Book

Bid depth 5: 1686
Ask depth 5: 2201
Bid depth 10: 9543
Ask depth 10: 6075
Bid depth 20: 16703
Ask depth 20: 13712
Imbalance 5: -0.132493
Imbalance 10: 0.222051
Imbalance 20: 0.09834
Top bid size: 8
Top ask size: 54
Bid wall score: 0.000479
Ask wall score: 0.003938

Dynamics

Bid depth 5 delta: 214
Ask depth 5 delta: 1217
Imbalance 5 delta: -0.33119
Bid depth 10 delta: 3122
Ask depth 10 delta: 520
Imbalance 10 delta: 0.14974
Spread delta: 0
Mid price delta: -0.0043
Wall shift score: 0.000556

Tape

Buy volume: 9579
Sell volume: 6928
Buy/sell delta: 2651
Buy/sell ratio: 1.38265
Avg trade size: 165.07
Large trade count: 10
Largest trade size: 1980

Candle

Return 1: -0.68591
Return 3: -2.264098
Volume 1: 214048
Volume avg 5: 196408.8
Momentum 5: -2.140242

Cross Exchange

Mid avg: 0.6924975
Mid median: 0.697375
Price deviation %: 0.448016
Spread %: 3.546583

Funding / OI / Volume

Funding rate: 0.00033836
Funding delta: -0.00000984
Funding abs: 0.00033836
Funding pressure: 0.0003482
Open interest: 26104241
Volume 24h: 151063824
Quote volume 24h: 92970386.72523
Price change 24h %: 41.856

Quality

Capture latency ms: 6969
Order book timestamp: 2026-06-26 21:44:23.961000+02:00
Ticker timestamp: 2026-06-26 21:44:18.929000+02:00
Trades timestamp: 2026-06-26 21:44:25.591000+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: 0.6949
Best ask: 0.6952
Spread: 0.0003
Spread %: 0.043162
Mid price: 0.69505
Last price: 0.6908
Mark price: -
Index price: 0.6931

Order Book

Bid depth 5: 956
Ask depth 5: 330
Bid depth 10: 1948
Ask depth 10: 1378
Bid depth 20: 5023
Ask depth 20: 3835
Imbalance 5: 0.486781
Imbalance 10: 0.171377
Imbalance 20: 0.134116
Top bid size: 147
Top ask size: 5
Bid wall score: 0.029265
Ask wall score: 0.001304

Dynamics

Bid depth 5 delta: -402
Ask depth 5 delta: -32
Imbalance 5 delta: -0.092289
Bid depth 10 delta: -1006
Ask depth 10 delta: 336
Imbalance 10 delta: -0.307101
Spread delta: -0.0002
Mid price delta: -0.0033
Wall shift score: -0.021793

Tape

Buy volume: 1335
Sell volume: 873
Buy/sell delta: 462
Buy/sell ratio: 1.52921
Avg trade size: 22.08
Large trade count: 7
Largest trade size: 148

Candle

Return 1: -0.827389
Return 3: -2.19471
Volume 1: 2089
Volume avg 5: 6821.4
Momentum 5: -2.153413

Cross Exchange

Mid avg: 0.6933225
Mid median: 0.699025
Price deviation %: 0.249163
Spread %: 3.542363

Funding / OI / Volume

Funding rate: 0.000348
Funding delta: -0.000002
Funding abs: 0.000348
Funding pressure: 0.00035
Open interest: -
Volume 24h: 3331593
Quote volume 24h: 20824281.118
Price change 24h %: 9.37

Quality

Capture latency ms: 5184
Order book timestamp: 2026-06-26 21:44:17.368000+02:00
Ticker timestamp: 2026-06-26 21:44:14.741000+02:00
Trades timestamp: 2026-06-26 21:44:17.778000+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: 0.66761
Best ask: 0.68307
Spread: 0.01546
Spread %: 2.289217
Mid price: 0.67534
Last price: 0.68623
Mark price: -
Index price: -

Order Book

Bid depth 5: 4381
Ask depth 5: 270
Bid depth 10: 11230
Ask depth 10: 1233
Bid depth 20: 24679
Ask depth 20: 2390
Imbalance 5: 0.883896
Imbalance 10: 0.802134
Imbalance 20: 0.823414
Top bid size: 730
Top ask size: 38
Bid wall score: 0.02958
Ask wall score: 0.0159

Dynamics

Bid depth 5 delta: -59
Ask depth 5 delta: -54
Imbalance 5 delta: 0.019916
Bid depth 10 delta: 185
Ask depth 10 delta: -395
Imbalance 10 delta: 0.059058
Spread delta: -0.00003
Mid price delta: -0.003165
Wall shift score: -0.015806

Tape

Buy volume: 9902
Sell volume: 16834
Buy/sell delta: -6932
Buy/sell ratio: 0.588214
Avg trade size: 267.36
Large trade count: 3
Largest trade size: 9428

Candle

Return 1: 0
Return 3: -1.598841
Volume 1: 0
Volume avg 5: 30
Momentum 5: -1.601663

Cross Exchange

Mid avg: 0.69411375
Mid median: 0.699025
Price deviation %: -2.704708
Spread %: 3.082348

Funding / OI / Volume

Funding rate: -0.0000445
Funding delta: 0.00000325
Funding abs: 0.0000445
Funding pressure: 0.00004776
Open interest: 75230
Volume 24h: 175094
Quote volume 24h: 175094
Price change 24h %: 8.606473

Quality

Capture latency ms: 5301
Order book timestamp: 2026-06-26 21:44:12.138000+02:00
Ticker timestamp: 2026-06-26 21:44:12.539000+02:00
Trades timestamp: 2026-06-26 21:43:17.481000+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: 0.69916
Best ask: 0.70024
Spread: 0.00108
Spread %: 0.154352
Mid price: 0.6997
Last price: 0.69988
Mark price: 0.69972
Index price: 0.699725

Order Book

Bid depth 5: 15
Ask depth 5: 10
Bid depth 10: 29
Ask depth 10: 38
Bid depth 20: 55
Ask depth 20: 107
Imbalance 5: 0.2
Imbalance 10: -0.134328
Imbalance 20: -0.320988
Top bid size: 3
Top ask size: 1
Bid wall score: 0.054545
Ask wall score: 0.009346

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -25
Imbalance 5 delta: 0.658333
Bid depth 10 delta: 3
Ask depth 10 delta: -9
Imbalance 10 delta: 0.153343
Spread delta: -0.00028
Mid price delta: -0.00185
Wall shift score: -0.009396

Tape

Buy volume: 83
Sell volume: 154
Buy/sell delta: -71
Buy/sell ratio: 0.538961
Avg trade size: 2.37
Large trade count: 8
Largest trade size: 15

Candle

Return 1: -0.619107
Return 3: -1.584757
Volume 1: 101
Volume avg 5: 38.6
Momentum 5: -1.623491

Cross Exchange

Mid avg: 0.69457625
Mid median: 0.699125
Price deviation %: 0.73768
Spread %: 3.31785

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8675100
Quote volume 24h: 5187807
Price change 24h %: 43.22

Quality

Capture latency ms: 9732
Order book timestamp: 2026-06-26 21:43:56+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:23.034000+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: 0.6998
Best ask: 0.7
Spread: 0.0002
Spread %: 0.028576
Mid price: 0.6999
Last price: 0.6982
Mark price: -
Index price: -

Order Book

Bid depth 5: 1472
Ask depth 5: 984
Bid depth 10: 6421
Ask depth 10: 5555
Bid depth 20: 22922
Ask depth 20: 14684
Imbalance 5: 0.198697
Imbalance 10: 0.072311
Imbalance 20: 0.219061
Top bid size: 75
Top ask size: 107
Bid wall score: 0.003272
Ask wall score: 0.007287

Dynamics

Bid depth 5 delta: -12014
Ask depth 5 delta: -465
Imbalance 5 delta: -0.607262
Bid depth 10 delta: -14424
Ask depth 10 delta: 1175
Imbalance 10 delta: -0.580414
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: -0.003693

Tape

Buy volume: 4433
Sell volume: 15641
Buy/sell delta: -11208
Buy/sell ratio: 0.283422
Avg trade size: 200.74
Large trade count: 8
Largest trade size: 2435

Candle

Return 1: -0.652945
Return 3: -1.947324
Volume 1: 195482
Volume avg 5: 177872
Momentum 5: -1.727043

Cross Exchange

Mid avg: 0.69465125
Mid median: 0.699275
Price deviation %: 0.755595
Spread %: 3.317492

Funding / OI / Volume

Funding rate: 0.0003482
Funding delta: 0
Funding abs: 0.0003482
Funding pressure: 0.0003482
Open interest: 26138332
Volume 24h: 150832053
Quote volume 24h: 92806356.64553
Price change 24h %: 42.403

Quality

Capture latency ms: 6122
Order book timestamp: 2026-06-26 21:43:45.190000+02:00
Ticker timestamp: 2026-06-26 21:43:41.055000+02:00
Trades timestamp: 2026-06-26 21:43:46.895000+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: 0.6981
Best ask: 0.6986
Spread: 0.0005
Spread %: 0.071597
Mid price: 0.69835
Last price: 0.6986
Mark price: -
Index price: 0.7007

Order Book

Bid depth 5: 1358
Ask depth 5: 362
Bid depth 10: 2954
Ask depth 10: 1042
Bid depth 20: 6522
Ask depth 20: 2528
Imbalance 5: 0.57907
Imbalance 10: 0.478478
Imbalance 20: 0.441326
Top bid size: 389
Top ask size: 25
Bid wall score: 0.059644
Ask wall score: 0.009889

Dynamics

Bid depth 5 delta: 741
Ask depth 5 delta: -323
Imbalance 5 delta: 0.631297
Bid depth 10 delta: 280
Ask depth 10 delta: -266
Imbalance 10 delta: 0.135435
Spread delta: -0.0002
Mid price delta: -0.0033
Wall shift score: 0.057551

Tape

Buy volume: 375
Sell volume: 5048
Buy/sell delta: -4673
Buy/sell ratio: 0.074287
Avg trade size: 54.23
Large trade count: 7
Largest trade size: 677

Candle

Return 1: -0.83783
Return 3: -2.239955
Volume 1: 6146
Volume avg 5: 7474
Momentum 5: -1.924157

Cross Exchange

Mid avg: 0.69547625
Mid median: 0.700875
Price deviation %: 0.413206
Spread %: 3.327935

Funding / OI / Volume

Funding rate: 0.00035
Funding delta: 0
Funding abs: 0.00035
Funding pressure: 0.00035
Open interest: -
Volume 24h: 3328703
Quote volume 24h: 20804160.483
Price change 24h %: 10.6

Quality

Capture latency ms: 5192
Order book timestamp: 2026-06-26 21:43:39.405000+02:00
Ticker timestamp: 2026-06-26 21:43:38.867000+02:00
Trades timestamp: 2026-06-26 21:43:39.290000+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: 0.67076
Best ask: 0.68625
Spread: 0.01549
Spread %: 2.28296
Mid price: 0.678505
Last price: 0.68623
Mark price: -
Index price: -

Order Book

Bid depth 5: 4440
Ask depth 5: 324
Bid depth 10: 11045
Ask depth 10: 1628
Bid depth 20: 24409
Ask depth 20: 2376
Imbalance 5: 0.86398
Imbalance 10: 0.743076
Imbalance 20: 0.822587
Top bid size: 730
Top ask size: 1
Bid wall score: 0.029907
Ask wall score: 0.000421

Dynamics

Bid depth 5 delta: 2616
Ask depth 5 delta: 54
Imbalance 5 delta: 0.12186
Bid depth 10 delta: -237
Ask depth 10 delta: 407
Imbalance 10 delta: -0.061611
Spread delta: -0.00111
Mid price delta: -0.004185
Wall shift score: 0.015974

Tape

Buy volume: 9902
Sell volume: 16834
Buy/sell delta: -6932
Buy/sell ratio: 0.588214
Avg trade size: 267.36
Large trade count: 3
Largest trade size: 9428

Candle

Return 1: -1.598841
Return 3: -1.598841
Volume 1: 6
Volume avg 5: 38
Momentum 5: -1.601663

Cross Exchange

Mid avg: 0.6965225
Mid median: 0.700875
Price deviation %: -2.586779
Spread %: 2.722094

Funding / OI / Volume

Funding rate: -0.00004776
Funding delta: 0.00000287
Funding abs: 0.00004776
Funding pressure: 0.00005063
Open interest: 75227
Volume 24h: 175162
Quote volume 24h: 175162
Price change 24h %: 8.606473

Quality

Capture latency ms: 5949
Order book timestamp: 2026-06-26 21:43:33.938000+02:00
Ticker timestamp: 2026-06-26 21:43:34.260000+02:00
Trades timestamp: 2026-06-26 21:43:17.481000+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: 0.70087
Best ask: 0.70223
Spread: 0.00136
Spread %: 0.193856
Mid price: 0.70155
Last price: 0.70135
Mark price: 0.70089
Index price: 0.70089

Order Book

Bid depth 5: 13
Ask depth 5: 35
Bid depth 10: 26
Ask depth 10: 47
Bid depth 20: 64
Ask depth 20: 85
Imbalance 5: -0.458333
Imbalance 10: -0.287671
Imbalance 20: -0.14094
Top bid size: 5
Top ask size: 2
Bid wall score: 0.078125
Ask wall score: 0.023529

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 21
Imbalance 5 delta: -0.38141
Bid depth 10 delta: -3
Ask depth 10 delta: 20
Imbalance 10 delta: -0.323386
Spread delta: 0.0001
Mid price delta: -0.00195
Wall shift score: 0.126427

Tape

Buy volume: 59
Sell volume: 140
Buy/sell delta: -81
Buy/sell ratio: 0.421429
Avg trade size: 1.99
Large trade count: 8
Largest trade size: 14

Candle

Return 1: -0.410371
Return 3: -1.37805
Volume 1: 56
Volume avg 5: 29.6
Momentum 5: -1.416865

Cross Exchange

Mid avg: 0.69701
Mid median: 0.700925
Price deviation %: 0.651354
Spread %: 2.98561

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8669400
Quote volume 24h: 5183819
Price change 24h %: 43.52

Quality

Capture latency ms: 10098
Order book timestamp: 2026-06-26 21:43:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:22.997000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 11562
gate: 11563
htx: 11474
mexc: 11561

By Symbol

VELVET/USDT:USDT: 46160

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.