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: 47445
Total labels: 142335
Pending labels: 122852
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 04:08:04.361619+02:00
Recent trades snapshots: 47443
Micro candles: 948800
Avg data quality: 75.9575508483507219
Latest latency: 6423 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 104 of 4745 · 47445 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 01:18:11.783457+02:00	htx	VELVET/USDT:USDT	0.625305	80	5495 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 01:17:55.643988+02:00	gate	VELVET/USDT:USDT	0.67379	68	9725 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 01:17:45.795676+02:00	binance	VELVET/USDT:USDT	0.67445	80	6527 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 01:17:39.116232+02:00	mexc	VELVET/USDT:USDT	0.67475	78	4372 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 01:17:34.668053+02:00	htx	VELVET/USDT:USDT	0.62526	80	5783 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 01:17:17.567921+02:00	gate	VELVET/USDT:USDT	0.674995	68	9933 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 01:17:07.410883+02:00	binance	VELVET/USDT:USDT	0.67575	80	7489 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 01:16:59.826858+02:00	mexc	VELVET/USDT:USDT	0.67485	78	4360 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 01:16:55.403345+02:00	htx	VELVET/USDT:USDT	0.625205	90	4736 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 01:16:40.180192+02:00	gate	VELVET/USDT:USDT	0.674915	68	9910 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.59853
Best ask: 0.65208
Spread: 0.05355
Spread %: 8.563821
Mid price: 0.625305
Last price: 0.65206
Mark price: -
Index price: -

Order Book

Bid depth 5: 6840
Ask depth 5: 7
Bid depth 10: 10893
Ask depth 10: 5271
Bid depth 20: 24179
Ask depth 20: 6065
Imbalance 5: 0.997955
Imbalance 10: 0.34781
Imbalance 20: 0.598929
Top bid size: 84
Top ask size: 1
Bid wall score: 0.003474
Ask wall score: 0.000165

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 0
Imbalance 5 delta: -0
Bid depth 10 delta: -1
Ask depth 10 delta: -132
Imbalance 10 delta: 0.010877
Spread delta: -0.00009
Mid price delta: 0.000045
Wall shift score: -0.02672

Tape

Buy volume: 1850
Sell volume: 6740
Buy/sell delta: -4890
Buy/sell ratio: 0.274481
Avg trade size: 85.9
Large trade count: 1
Largest trade size: 298

Candle

Return 1: 0
Return 3: -1.125129
Volume 1: 0
Volume avg 5: 53.6
Momentum 5: -1.238943

Cross Exchange

Mid avg: 0.6620625
Mid median: 0.67412
Price deviation %: -5.551968
Spread %: 7.475125

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 75289
Volume 24h: 171682
Quote volume 24h: 171682
Price change 24h %: 3.198544

Quality

Capture latency ms: 5495
Order book timestamp: 2026-06-27 01:18:10.338000+02:00
Ticker timestamp: 2026-06-27 01:18:10.752000+02:00
Trades timestamp: 2026-06-27 01:17:11.192000+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: 0.67341
Best ask: 0.67417
Spread: 0.00076
Spread %: 0.112795
Mid price: 0.67379
Last price: 0.67395
Mark price: 0.67395
Index price: 0.673897

Order Book

Bid depth 5: 8
Ask depth 5: 9
Bid depth 10: 15
Ask depth 10: 18
Bid depth 20: 32
Ask depth 20: 33
Imbalance 5: -0.058824
Imbalance 10: -0.090909
Imbalance 20: -0.015385
Top bid size: 1
Top ask size: 2
Bid wall score: 0.03125
Ask wall score: 0.060606

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.066176
Bid depth 10 delta: 1
Ask depth 10 delta: -22
Imbalance 10 delta: 0.390572
Spread delta: -0.00005
Mid price delta: -0.001205
Wall shift score: -0.023945

Tape

Buy volume: 62
Sell volume: 43
Buy/sell delta: 19
Buy/sell ratio: 1.44186
Avg trade size: 1.05
Large trade count: 0
Largest trade size: 3

Candle

Return 1: -0.127443
Return 3: 0.129257
Volume 1: 15
Volume avg 5: 18.4
Momentum 5: -0.348952

Cross Exchange

Mid avg: 0.66236375
Mid median: 0.6746
Price deviation %: 1.725072
Spread %: 7.508714

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8861900
Quote volume 24h: 5433977
Price change 24h %: 31.35

Quality

Capture latency ms: 9725
Order book timestamp: 2026-06-27 01:17:54+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:35.854000+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: 0.6744
Best ask: 0.6745
Spread: 0.0001
Spread %: 0.014827
Mid price: 0.67445
Last price: 0.6748
Mark price: -
Index price: -

Order Book

Bid depth 5: 1225
Ask depth 5: 3242
Bid depth 10: 10293
Ask depth 10: 9542
Bid depth 20: 23162
Ask depth 20: 20955
Imbalance 5: -0.451533
Imbalance 10: 0.037862
Imbalance 20: 0.050026
Top bid size: 32
Top ask size: 150
Bid wall score: 0.001382
Ask wall score: 0.007158

Dynamics

Bid depth 5 delta: -624
Ask depth 5 delta: 1967
Imbalance 5 delta: -0.635272
Bid depth 10 delta: -1017
Ask depth 10 delta: 1121
Imbalance 10 delta: -0.108557
Spread delta: 0
Mid price delta: -0.0013
Wall shift score: -0.008228

Tape

Buy volume: 8793
Sell volume: 7358
Buy/sell delta: 1435
Buy/sell ratio: 1.195026
Avg trade size: 161.51
Large trade count: 10
Largest trade size: 1065

Candle

Return 1: -0.177489
Return 3: 0
Volume 1: 59748
Volume avg 5: 99265.8
Momentum 5: -0.192251

Cross Exchange

Mid avg: 0.66268875
Mid median: 0.6748725
Price deviation %: 1.774777
Spread %: 7.618961

Funding / OI / Volume

Funding rate: 0.00028771
Funding delta: 0
Funding abs: 0.00028771
Funding pressure: 0.00028771
Open interest: 26625656
Volume 24h: 174980185
Quote volume 24h: 110403835.32283
Price change 24h %: 30.851

Quality

Capture latency ms: 6527
Order book timestamp: 2026-06-27 01:17:43.618000+02:00
Ticker timestamp: 2026-06-27 01:17:37.444000+02:00
Trades timestamp: 2026-06-27 01:17:44.786000+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: 0.6747
Best ask: 0.6748
Spread: 0.0001
Spread %: 0.01482
Mid price: 0.67475
Last price: 0.6731
Mark price: -
Index price: 0.6733

Order Book

Bid depth 5: 956
Ask depth 5: 544
Bid depth 10: 3204
Ask depth 10: 2268
Bid depth 20: 7277
Ask depth 20: 5343
Imbalance 5: 0.274667
Imbalance 10: 0.171053
Imbalance 20: 0.153249
Top bid size: 48
Top ask size: 23
Bid wall score: 0.006596
Ask wall score: 0.004305

Dynamics

Bid depth 5 delta: -115
Ask depth 5 delta: 268
Imbalance 5 delta: -0.315534
Bid depth 10 delta: 983
Ask depth 10 delta: -83
Imbalance 10 delta: 0.199487
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: -0.003101

Tape

Buy volume: 2082
Sell volume: 2188
Buy/sell delta: -106
Buy/sell ratio: 0.951554
Avg trade size: 42.7
Large trade count: 3
Largest trade size: 244

Candle

Return 1: -0.05925
Return 3: -0.103642
Volume 1: 1585
Volume avg 5: 3013
Momentum 5: -0.295552

Cross Exchange

Mid avg: 0.66271375
Mid median: 0.6749225
Price deviation %: 1.816206
Spread %: 7.618674

Funding / OI / Volume

Funding rate: 0.000285
Funding delta: -0.000008
Funding abs: 0.000285
Funding pressure: 0.000293
Open interest: -
Volume 24h: 4233835
Quote volume 24h: 27356372.2926
Price change 24h %: 6.57

Quality

Capture latency ms: 4372
Order book timestamp: 2026-06-27 01:17:37.626000+02:00
Ticker timestamp: 2026-06-27 01:17:34.885000+02:00
Trades timestamp: 2026-06-27 01:17:37.230000+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: 0.59844
Best ask: 0.65208
Spread: 0.05364
Spread %: 8.578831
Mid price: 0.62526
Last price: 0.65206
Mark price: -
Index price: -

Order Book

Bid depth 5: 6841
Ask depth 5: 7
Bid depth 10: 10894
Ask depth 10: 5403
Bid depth 20: 24180
Ask depth 20: 6197
Imbalance 5: 0.997956
Imbalance 10: 0.336933
Imbalance 20: 0.591994
Top bid size: 730
Top ask size: 1
Bid wall score: 0.03019
Ask wall score: 0.000161

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 0
Imbalance 5 delta: -0
Bid depth 10 delta: -1
Ask depth 10 delta: 135
Imbalance 10 delta: -0.011208
Spread delta: -0.00011
Mid price delta: 0.000055
Wall shift score: 0.02672

Tape

Buy volume: 1850
Sell volume: 6740
Buy/sell delta: -4890
Buy/sell ratio: 0.274481
Avg trade size: 85.9
Large trade count: 1
Largest trade size: 298

Candle

Return 1: -1.125129
Return 3: -1.125129
Volume 1: 158
Volume avg 5: 53.6
Momentum 5: -1.238943

Cross Exchange

Mid avg: 0.6627
Mid median: 0.6749225
Price deviation %: -5.649615
Spread %: 7.627131

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 75368
Volume 24h: 171682
Quote volume 24h: 171682
Price change 24h %: 3.198544

Quality

Capture latency ms: 5783
Order book timestamp: 2026-06-27 01:17:33.196000+02:00
Ticker timestamp: 2026-06-27 01:17:33.688000+02:00
Trades timestamp: 2026-06-27 01:17:11.192000+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: 0.67459
Best ask: 0.6754
Spread: 0.00081
Spread %: 0.120001
Mid price: 0.674995
Last price: 0.67534
Mark price: 0.6745
Index price: 0.674423

Order Book

Bid depth 5: 7
Ask depth 5: 9
Bid depth 10: 14
Ask depth 10: 40
Bid depth 20: 33
Ask depth 20: 56
Imbalance 5: -0.125
Imbalance 10: -0.481481
Imbalance 20: -0.258427
Top bid size: 1
Top ask size: 2
Bid wall score: 0.030303
Ask wall score: 0.035714

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -2
Imbalance 5 delta: -0.025
Bid depth 10 delta: -2
Ask depth 10 delta: 21
Imbalance 10 delta: -0.395767
Spread delta: -0.00004
Mid price delta: 0.00008
Wall shift score: -0.095281

Tape

Buy volume: 59
Sell volume: 46
Buy/sell delta: 13
Buy/sell ratio: 1.282609
Avg trade size: 1.05
Large trade count: 0
Largest trade size: 3

Candle

Return 1: 0.078541
Return 3: 0.33577
Volume 1: 9
Volume avg 5: 17.2
Momentum 5: -0.143425

Cross Exchange

Mid avg: 0.66268
Mid median: 0.6748825
Price deviation %: 1.858363
Spread %: 7.627362

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8860900
Quote volume 24h: 5433303
Price change 24h %: 31.62

Quality

Capture latency ms: 9933
Order book timestamp: 2026-06-27 01:17:16+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:35.833000+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: 0.6757
Best ask: 0.6758
Spread: 0.0001
Spread %: 0.014798
Mid price: 0.67575
Last price: 0.6757
Mark price: -
Index price: -

Order Book

Bid depth 5: 1849
Ask depth 5: 1275
Bid depth 10: 11310
Ask depth 10: 8421
Bid depth 20: 22571
Ask depth 20: 20943
Imbalance 5: 0.183739
Imbalance 10: 0.146419
Imbalance 20: 0.037413
Top bid size: 120
Top ask size: 60
Bid wall score: 0.005317
Ask wall score: 0.002865

Dynamics

Bid depth 5 delta: -2635
Ask depth 5 delta: -1018
Imbalance 5 delta: -0.139561
Bid depth 10 delta: -4432
Ask depth 10 delta: -1819
Imbalance 10 delta: -0.065343
Spread delta: -0.0001
Mid price delta: 0.00185
Wall shift score: 0.00168

Tape

Buy volume: 15810
Sell volume: 11650
Buy/sell delta: 4160
Buy/sell ratio: 1.357082
Avg trade size: 274.6
Large trade count: 8
Largest trade size: 2457

Candle

Return 1: -0.059163
Return 3: 0.118536
Volume 1: 15999
Volume avg 5: 90516
Momentum 5: -0.073943

Cross Exchange

Mid avg: 0.6622175
Mid median: 0.674375
Price deviation %: 2.043513
Spread %: 7.506597

Funding / OI / Volume

Funding rate: 0.00028771
Funding delta: 0.00000174
Funding abs: 0.00028771
Funding pressure: 0.00028945
Open interest: 26632186
Volume 24h: 174948911
Quote volume 24h: 110378160.70263
Price change 24h %: 31.306

Quality

Capture latency ms: 7489
Order book timestamp: 2026-06-27 01:17:05.194000+02:00
Ticker timestamp: 2026-06-27 01:16:59.252000+02:00
Trades timestamp: 2026-06-27 01:17:06.211000+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: 0.6748
Best ask: 0.6749
Spread: 0.0001
Spread %: 0.014818
Mid price: 0.67485
Last price: 0.6756
Mark price: -
Index price: 0.6744

Order Book

Bid depth 5: 1071
Ask depth 5: 276
Bid depth 10: 2221
Ask depth 10: 2351
Bid depth 20: 5941
Ask depth 20: 5801
Imbalance 5: 0.5902
Imbalance 10: -0.028434
Imbalance 20: 0.011923
Top bid size: 73
Top ask size: 40
Bid wall score: 0.012287
Ask wall score: 0.006895

Dynamics

Bid depth 5 delta: 205
Ask depth 5 delta: -755
Imbalance 5 delta: 0.67718
Bid depth 10 delta: 60
Ask depth 10 delta: 571
Imbalance 10 delta: -0.12511
Spread delta: -0.0001
Mid price delta: 0.00025
Wall shift score: 0.032676

Tape

Buy volume: 2002
Sell volume: 1588
Buy/sell delta: 414
Buy/sell ratio: 1.260705
Avg trade size: 35.9
Large trade count: 8
Largest trade size: 179

Candle

Return 1: -0.147907
Return 3: -0.3101
Volume 1: 2515
Volume avg 5: 3371.6
Momentum 5: -0.764369

Cross Exchange

Mid avg: 0.662155
Mid median: 0.67425
Price deviation %: 1.917225
Spread %: 7.507306

Funding / OI / Volume

Funding rate: 0.000293
Funding delta: 0
Funding abs: 0.000293
Funding pressure: 0.000293
Open interest: -
Volume 24h: 4231703
Quote volume 24h: 27341974.9908
Price change 24h %: 6.96

Quality

Capture latency ms: 4360
Order book timestamp: 2026-06-27 01:16:58.156000+02:00
Ticker timestamp: 2026-06-27 01:16:55.853000+02:00
Trades timestamp: 2026-06-27 01:16:58.584000+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: 0.59833
Best ask: 0.65208
Spread: 0.05375
Spread %: 8.59718
Mid price: 0.625205
Last price: 0.65948
Mark price: -
Index price: -

Order Book

Bid depth 5: 6842
Ask depth 5: 7
Bid depth 10: 10895
Ask depth 10: 5268
Bid depth 20: 24181
Ask depth 20: 6064
Imbalance 5: 0.997956
Imbalance 10: 0.348141
Imbalance 20: 0.599008
Top bid size: 84
Top ask size: 1
Bid wall score: 0.003474
Ask wall score: 0.000165

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: -150
Imbalance 10 delta: 0.012396
Spread delta: -0.00008
Mid price delta: 0.00004
Wall shift score: -0.02672

Tape

Buy volume: 1996
Sell volume: 6582
Buy/sell delta: -4586
Buy/sell ratio: 0.303251
Avg trade size: 85.78
Large trade count: 1
Largest trade size: 298

Candle

Return 1: 0
Return 3: -0.11511
Volume 1: 0
Volume avg 5: 22
Momentum 5: -0.11511

Cross Exchange

Mid avg: 0.662145
Mid median: 0.67425
Price deviation %: -5.578838
Spread %: 7.51346

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 75368
Volume 24h: 171720
Quote volume 24h: 171720
Price change 24h %: 4.372873

Quality

Capture latency ms: 4736
Order book timestamp: 2026-06-27 01:16:53.996000+02:00
Ticker timestamp: 2026-06-27 01:16:54.347000+02:00
Trades timestamp: 2026-06-27 01:14:35.074000+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: 0.67449
Best ask: 0.67534
Spread: 0.00085
Spread %: 0.125942
Mid price: 0.674915
Last price: 0.67505
Mark price: 0.67372
Index price: 0.67372

Order Book

Bid depth 5: 9
Ask depth 5: 11
Bid depth 10: 16
Ask depth 10: 19
Bid depth 20: 34
Ask depth 20: 36
Imbalance 5: -0.1
Imbalance 10: -0.085714
Imbalance 20: -0.028571
Top bid size: 4
Top ask size: 1
Bid wall score: 0.117647
Ask wall score: 0.027778

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: 6
Imbalance 5 delta: -0.1
Bid depth 10 delta: 4
Ask depth 10 delta: 6
Imbalance 10 delta: -0.045714
Spread delta: 0.00036
Mid price delta: -0.00103
Wall shift score: 0.071699

Tape

Buy volume: 55
Sell volume: 51
Buy/sell delta: 4
Buy/sell ratio: 1.078431
Avg trade size: 1.06
Large trade count: 0
Largest trade size: 3

Candle

Return 1: 0.016298
Return 3: -0.136101
Volume 1: 24
Volume avg 5: 20.6
Momentum 5: -0.684125

Cross Exchange

Mid avg: 0.6624025
Mid median: 0.67425
Price deviation %: 1.888957
Spread %: 7.666034

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8859000
Quote volume 24h: 5432020
Price change 24h %: 30.99

Quality

Capture latency ms: 9910
Order book timestamp: 2026-06-27 01:16:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:35.797000+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: 11884
gate: 11884
htx: 11795
mexc: 11882

By Symbol

VELVET/USDT:USDT: 47445

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.