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: 47042
Total labels: 141126
Pending labels: 121643
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 03:01:28.524657+02:00
Recent trades snapshots: 47040
Micro candles: 940740
Avg data quality: 75.9523829769142468
Latest latency: 10803 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 103 of 4705 · 47042 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 00:13:44.396354+02:00	gate	VELVET/USDT:USDT	0.67567	68	9998 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 00:13:34.293230+02:00	binance	VELVET/USDT:USDT	0.67675	80	6705 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 00:13:27.487142+02:00	mexc	VELVET/USDT:USDT	0.67565	68	5333 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 00:13:22.099972+02:00	htx	VELVET/USDT:USDT	0.64927	80	25169 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 00:12:47.306502+02:00	gate	VELVET/USDT:USDT	0.67508	68	9590 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 00:12:37.625589+02:00	binance	VELVET/USDT:USDT	0.6736	80	6307 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 00:12:31.215620+02:00	mexc	VELVET/USDT:USDT	0.6734	78	4575 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 00:12:26.586355+02:00	htx	VELVET/USDT:USDT	0.64552	80	5683 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 00:12:11.213385+02:00	gate	VELVET/USDT:USDT	0.673385	68	9970 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 00:12:01.134878+02:00	binance	VELVET/USDT:USDT	0.6722	80	7251 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.67526
Best ask: 0.67608
Spread: 0.00082
Spread %: 0.121361
Mid price: 0.67567
Last price: 0.67561
Mark price: 0.67541
Index price: 0.674502

Order Book

Bid depth 5: 8
Ask depth 5: 8
Bid depth 10: 16
Ask depth 10: 19
Bid depth 20: 33
Ask depth 20: 37
Imbalance 5: 0
Imbalance 10: -0.085714
Imbalance 20: -0.057143
Top bid size: 1
Top ask size: 1
Bid wall score: 0.030303
Ask wall score: 0.027027

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 1
Imbalance 5 delta: 0.076923
Bid depth 10 delta: -1
Ask depth 10 delta: 4
Imbalance 10 delta: -0.148214
Spread delta: -0.00006
Mid price delta: 0.00059
Wall shift score: 0.002385

Tape

Buy volume: 69
Sell volume: 99
Buy/sell delta: -30
Buy/sell ratio: 0.69697
Avg trade size: 1.68
Large trade count: 6
Largest trade size: 15

Candle

Return 1: 0.311799
Return 3: 0.502804
Volume 1: 18
Volume avg 5: 16.2
Momentum 5: 0.481878

Cross Exchange

Mid avg: 0.6691875
Mid median: 0.675365
Price deviation %: 0.968712
Spread %: 4.106472

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8869000
Quote volume 24h: 5393952
Price change 24h %: 36.54

Quality

Capture latency ms: 9998
Order book timestamp: 2026-06-27 00:13:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:32.015000+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: 0.6767
Best ask: 0.6768
Spread: 0.0001
Spread %: 0.014777
Mid price: 0.67675
Last price: 0.6758
Mark price: -
Index price: -

Order Book

Bid depth 5: 1979
Ask depth 5: 1897
Bid depth 10: 6446
Ask depth 10: 7133
Bid depth 20: 20791
Ask depth 20: 25186
Imbalance 5: 0.021156
Imbalance 10: -0.050593
Imbalance 20: -0.095591
Top bid size: 133
Top ask size: 73
Bid wall score: 0.006397
Ask wall score: 0.002898

Dynamics

Bid depth 5 delta: 70
Ask depth 5 delta: -958
Imbalance 5 delta: 0.219728
Bid depth 10 delta: -487
Ask depth 10 delta: -1981
Imbalance 10 delta: 0.08532
Spread delta: -0.0001
Mid price delta: 0.00315
Wall shift score: -0.008691

Tape

Buy volume: 13227
Sell volume: 4790
Buy/sell delta: 8437
Buy/sell ratio: 2.761378
Avg trade size: 180.17
Large trade count: 12
Largest trade size: 1217

Candle

Return 1: 0.326071
Return 3: 1.165745
Volume 1: 46674
Volume avg 5: 120869.6
Momentum 5: 0.460077

Cross Exchange

Mid avg: 0.6684
Mid median: 0.67434
Price deviation %: 1.249252
Spread %: 3.946738

Funding / OI / Volume

Funding rate: 0.00026298
Funding delta: 0
Funding abs: 0.00026298
Funding pressure: 0.00026298
Open interest: 26584278
Volume 24h: 171050938
Quote volume 24h: 107317416.12235
Price change 24h %: 36.47

Quality

Capture latency ms: 6705
Order book timestamp: 2026-06-27 00:13:32.145000+02:00
Ticker timestamp: 2026-06-27 00:13:24.417000+02:00
Trades timestamp: 2026-06-27 00:13:33.173000+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: 0.6756
Best ask: 0.6757
Spread: 0.0001
Spread %: 0.014801
Mid price: 0.67565
Last price: 0.6757
Mark price: -
Index price: 0.6739

Order Book

Bid depth 5: 1207
Ask depth 5: 677
Bid depth 10: 2737
Ask depth 10: 1973
Bid depth 20: 4321
Ask depth 20: 4602
Imbalance 5: 0.281316
Imbalance 10: 0.162208
Imbalance 20: -0.031492
Top bid size: 76
Top ask size: 287
Bid wall score: 0.017589
Ask wall score: 0.062364

Dynamics

Bid depth 5 delta: -8
Ask depth 5 delta: 80
Imbalance 5 delta: -0.059743
Bid depth 10 delta: -9
Ask depth 10 delta: 46
Imbalance 10 delta: -0.013054
Spread delta: -0.0003
Mid price delta: 0.00225
Wall shift score: -0.05144

Tape

Buy volume: 2164
Sell volume: 1620
Buy/sell delta: 544
Buy/sell ratio: 1.335802
Avg trade size: 37.84
Large trade count: 7
Largest trade size: 239

Candle

Return 1: 0.118536
Return 3: 0.956223
Volume 1: 156
Volume avg 5: 2571
Momentum 5: 0.267102

Cross Exchange

Mid avg: 0.6678375
Mid median: 0.6735
Price deviation %: 1.169821
Spread %: 3.864713

Funding / OI / Volume

Funding rate: 0.000262
Funding delta: 0.000001
Funding abs: 0.000262
Funding pressure: 0.000263
Open interest: -
Volume 24h: 4092826
Quote volume 24h: 26294959.935
Price change 24h %: 6.98

Quality

Capture latency ms: 5333
Order book timestamp: 2026-06-27 00:13:24.733000+02:00
Ticker timestamp: 2026-06-27 00:13:25.847000+02:00
Trades timestamp: 2026-06-27 00:13:24.114000+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: 0.63742
Best ask: 0.66112
Spread: 0.0237
Spread %: 3.650253
Mid price: 0.64927
Last price: 0.6611
Mark price: -
Index price: -

Order Book

Bid depth 5: 9823
Ask depth 5: 1135
Bid depth 10: 11264
Ask depth 10: 1647
Bid depth 20: 24635
Ask depth 20: 2044
Imbalance 5: 0.792845
Imbalance 10: 0.744869
Imbalance 20: 0.846771
Top bid size: 730
Top ask size: 8
Bid wall score: 0.029633
Ask wall score: 0.003914

Dynamics

Bid depth 5 delta: 2938
Ask depth 5 delta: 423
Imbalance 5 delta: -0.019712
Bid depth 10 delta: 306
Ask depth 10 delta: -268
Imbalance 10 delta: 0.042391
Spread delta: -0.00006
Mid price delta: 0.00375
Wall shift score: 0.000016

Tape

Buy volume: 2184
Sell volume: 5488
Buy/sell delta: -3304
Buy/sell ratio: 0.397959
Avg trade size: 76.72
Large trade count: 0
Largest trade size: 200

Candle

Return 1: 0.47876
Return 3: 0.47876
Volume 1: 154
Volume avg 5: 43.6
Momentum 5: 0.552116

Cross Exchange

Mid avg: 0.6669
Mid median: 0.6735
Price deviation %: -2.643575
Spread %: 4.432449

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 75207
Volume 24h: 172930
Quote volume 24h: 172930
Price change 24h %: 4.629263

Quality

Capture latency ms: 25169
Order book timestamp: 2026-06-27 00:13:20.096000+02:00
Ticker timestamp: 2026-06-27 00:13:20.621000+02:00
Trades timestamp: 2026-06-27 00:13:01.264000+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: 0.67464
Best ask: 0.67552
Spread: 0.00088
Spread %: 0.130355
Mid price: 0.67508
Last price: 0.67295
Mark price: 0.67348
Index price: 0.673465

Order Book

Bid depth 5: 6
Ask depth 5: 7
Bid depth 10: 17
Ask depth 10: 15
Bid depth 20: 33
Ask depth 20: 34
Imbalance 5: -0.076923
Imbalance 10: 0.0625
Imbalance 20: -0.014925
Top bid size: 1
Top ask size: 1
Bid wall score: 0.030303
Ask wall score: 0.029412

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -3
Imbalance 5 delta: 0.099548
Bid depth 10 delta: 2
Ask depth 10 delta: -9
Imbalance 10 delta: 0.293269
Spread delta: -0.00017
Mid price delta: 0.001695
Wall shift score: 0.036815

Tape

Buy volume: 62
Sell volume: 114
Buy/sell delta: -52
Buy/sell ratio: 0.54386
Avg trade size: 1.76
Large trade count: 6
Largest trade size: 15

Candle

Return 1: 0.366251
Return 3: 0.282641
Volume 1: 13
Volume avg 5: 13.6
Momentum 5: 0.509907

Cross Exchange

Mid avg: 0.66647625
Mid median: 0.6733925
Price deviation %: 1.290931
Spread %: 4.213203

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8867000
Quote volume 24h: 5392603
Price change 24h %: 36.36

Quality

Capture latency ms: 9590
Order book timestamp: 2026-06-27 00:12:46+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:31.966000+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: 0.6735
Best ask: 0.6737
Spread: 0.0002
Spread %: 0.029691
Mid price: 0.6736
Last price: 0.6716
Mark price: -
Index price: -

Order Book

Bid depth 5: 1909
Ask depth 5: 2855
Bid depth 10: 6933
Ask depth 10: 9114
Bid depth 20: 22634
Ask depth 20: 22381
Imbalance 5: -0.198573
Imbalance 10: -0.135913
Imbalance 20: 0.00562
Top bid size: 284
Top ask size: 8
Bid wall score: 0.012547
Ask wall score: 0.000357

Dynamics

Bid depth 5 delta: -1529
Ask depth 5 delta: 436
Imbalance 5 delta: -0.372552
Bid depth 10 delta: -619
Ask depth 10 delta: -443
Imbalance 10 delta: -0.018723
Spread delta: 0
Mid price delta: 0.0014
Wall shift score: 0.000917

Tape

Buy volume: 11392
Sell volume: 4260
Buy/sell delta: 7132
Buy/sell ratio: 2.674178
Avg trade size: 156.52
Large trade count: 9
Largest trade size: 2450

Candle

Return 1: 0.267977
Return 3: 0.327722
Volume 1: 40398
Volume avg 5: 144627.4
Momentum 5: 0.133809

Cross Exchange

Mid avg: 0.66612625
Mid median: 0.6727925
Price deviation %: 1.121972
Spread %: 4.185393

Funding / OI / Volume

Funding rate: 0.00026298
Funding delta: 0.00000116
Funding abs: 0.00026298
Funding pressure: 0.00026414
Open interest: 26582265
Volume 24h: 170997349
Quote volume 24h: 107277148.84005
Price change 24h %: 35.732

Quality

Capture latency ms: 6307
Order book timestamp: 2026-06-27 00:12:35.490000+02:00
Ticker timestamp: 2026-06-27 00:12:26.067000+02:00
Trades timestamp: 2026-06-27 00:12:35.031000+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: 0.6732
Best ask: 0.6736
Spread: 0.0004
Spread %: 0.0594
Mid price: 0.6734
Last price: 0.6726
Mark price: -
Index price: 0.672

Order Book

Bid depth 5: 1215
Ask depth 5: 597
Bid depth 10: 2746
Ask depth 10: 1927
Bid depth 20: 4506
Ask depth 20: 4775
Imbalance 5: 0.34106
Imbalance 10: 0.175262
Imbalance 20: -0.028984
Top bid size: 64
Top ask size: 36
Bid wall score: 0.014203
Ask wall score: 0.007539

Dynamics

Bid depth 5 delta: 471
Ask depth 5 delta: 37
Imbalance 5 delta: 0.199955
Bid depth 10 delta: 897
Ask depth 10 delta: 259
Imbalance 10 delta: 0.123798
Spread delta: 0.0002
Mid price delta: 0.0001
Wall shift score: 0.003541

Tape

Buy volume: 2205
Sell volume: 1687
Buy/sell delta: 518
Buy/sell ratio: 1.307054
Avg trade size: 38.92
Large trade count: 5
Largest trade size: 204

Candle

Return 1: 0.163812
Return 3: 0.148898
Volume 1: 837
Volume avg 5: 2909.8
Momentum 5: 0

Cross Exchange

Mid avg: 0.66610125
Mid median: 0.67275
Price deviation %: 1.095742
Spread %: 4.183298

Funding / OI / Volume

Funding rate: 0.000261
Funding delta: -0.000001
Funding abs: 0.000261
Funding pressure: 0.000262
Open interest: -
Volume 24h: 4090501
Quote volume 24h: 26279299.4436
Price change 24h %: 6.49

Quality

Capture latency ms: 4575
Order book timestamp: 2026-06-27 00:12:29.681000+02:00
Ticker timestamp: 2026-06-27 00:12:28.855000+02:00
Trades timestamp: 2026-06-27 00:12:23.018000+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: 0.63364
Best ask: 0.6574
Spread: 0.02376
Spread %: 3.680754
Mid price: 0.64552
Last price: 0.65795
Mark price: -
Index price: -

Order Book

Bid depth 5: 6885
Ask depth 5: 712
Bid depth 10: 10958
Ask depth 10: 1915
Bid depth 20: 24653
Ask depth 20: 2047
Imbalance 5: 0.812558
Imbalance 10: 0.702478
Imbalance 20: 0.846667
Top bid size: 730
Top ask size: 8
Bid wall score: 0.029611
Ask wall score: 0.003908

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -220
Imbalance 5 delta: 0.051012
Bid depth 10 delta: -59
Ask depth 10 delta: 486
Imbalance 10 delta: -0.06789
Spread delta: -0.00433
Mid price delta: -0.005845
Wall shift score: 0.000073

Tape

Buy volume: 2036
Sell volume: 5488
Buy/sell delta: -3452
Buy/sell ratio: 0.370991
Avg trade size: 75.24
Large trade count: 0
Largest trade size: 200

Candle

Return 1: 0
Return 3: 0.073007
Volume 1: 0
Volume avg 5: 12.8
Momentum 5: 0.073007

Cross Exchange

Mid avg: 0.6675625
Mid median: 0.67275
Price deviation %: -3.301938
Spread %: 3.298568

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 75207
Volume 24h: 173358
Quote volume 24h: 173358
Price change 24h %: 4.130727

Quality

Capture latency ms: 5683
Order book timestamp: 2026-06-27 00:12:25.238000+02:00
Ticker timestamp: 2026-06-27 00:12:25.589000+02:00
Trades timestamp: 2026-06-27 00:10:24.094000+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: 0.67286
Best ask: 0.67391
Spread: 0.00105
Spread %: 0.155929
Mid price: 0.673385
Last price: 0.67308
Mark price: 0.67364
Index price: 0.673633

Order Book

Bid depth 5: 7
Ask depth 5: 10
Bid depth 10: 15
Ask depth 10: 24
Bid depth 20: 31
Ask depth 20: 44
Imbalance 5: -0.176471
Imbalance 10: -0.230769
Imbalance 20: -0.173333
Top bid size: 1
Top ask size: 3
Bid wall score: 0.032258
Ask wall score: 0.068182

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -3
Imbalance 5 delta: 0.061625
Bid depth 10 delta: -2
Ask depth 10 delta: 1
Imbalance 10 delta: -0.080769
Spread delta: -0.00019
Mid price delta: 0.002875
Wall shift score: 0.002965

Tape

Buy volume: 65
Sell volume: 129
Buy/sell delta: -64
Buy/sell ratio: 0.503876
Avg trade size: 1.94
Large trade count: 7
Largest trade size: 16

Candle

Return 1: 0.209925
Return 3: 0.126445
Volume 1: 7
Volume avg 5: 12.4
Momentum 5: 0.353357

Cross Exchange

Mid avg: 0.66684375
Mid median: 0.671355
Price deviation %: 0.980927
Spread %: 3.289376

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8865500
Quote volume 24h: 5391594
Price change 24h %: 36.38

Quality

Capture latency ms: 9970
Order book timestamp: 2026-06-27 00:12:10+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:31.922000+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: 0.6721
Best ask: 0.6723
Spread: 0.0002
Spread %: 0.029753
Mid price: 0.6722
Last price: 0.673
Mark price: -
Index price: -

Order Book

Bid depth 5: 3438
Ask depth 5: 2419
Bid depth 10: 7552
Ask depth 10: 9557
Bid depth 20: 18908
Ask depth 20: 17962
Imbalance 5: 0.17398
Imbalance 10: -0.11719
Imbalance 20: 0.025658
Top bid size: 230
Top ask size: 16
Bid wall score: 0.012164
Ask wall score: 0.000891

Dynamics

Bid depth 5 delta: 1047
Ask depth 5 delta: -719
Imbalance 5 delta: 0.309086
Bid depth 10 delta: -1957
Ask depth 10 delta: 188
Imbalance 10 delta: -0.124606
Spread delta: -0.0001
Mid price delta: 0.00175
Wall shift score: 0.001748

Tape

Buy volume: 8131
Sell volume: 27828
Buy/sell delta: -19697
Buy/sell ratio: 0.292188
Avg trade size: 359.59
Large trade count: 6
Largest trade size: 2716

Candle

Return 1: 0.538036
Return 3: -0.163253
Volume 1: 183825
Volume avg 5: 158856.8
Momentum 5: -0.399763

Cross Exchange

Mid avg: 0.66640625
Mid median: 0.67048
Price deviation %: 0.869402
Spread %: 3.291536

Funding / OI / Volume

Funding rate: 0.00026182
Funding delta: 0
Funding abs: 0.00026182
Funding pressure: 0.00026182
Open interest: 26566134
Volume 24h: 170955627
Quote volume 24h: 107245751.13945
Price change 24h %: 36.015

Quality

Capture latency ms: 7251
Order book timestamp: 2026-06-27 00:11:59.012000+02:00
Ticker timestamp: 2026-06-27 00:11:53.670000+02:00
Trades timestamp: 2026-06-27 00:12:00.572000+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: 11783
gate: 11784
htx: 11694
mexc: 11781

By Symbol

VELVET/USDT:USDT: 47042

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.