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: 48970
Total labels: 146910
Pending labels: 127427
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 08:23:08.881674+02:00
Recent trades snapshots: 48968
Micro candles: 979300
Avg data quality: 75.9794568102920155
Latest latency: 6055 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 107 of 4897 · 48970 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 05:27:40.498604+02:00	gate	VELVET/USDT:USDT	0.80472	68	10014 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 05:27:30.373871+02:00	binance	VELVET/USDT:USDT	0.80605	80	5949 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 05:27:24.309055+02:00	mexc	VELVET/USDT:USDT	0.806	68	26488 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 05:26:57.762014+02:00	htx	VELVET/USDT:USDT	0.78193	90	4956 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 05:26:42.502583+02:00	gate	VELVET/USDT:USDT	0.803535	68	10311 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 05:26:32.086692+02:00	binance	VELVET/USDT:USDT	0.80235	80	6014 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 05:26:25.869334+02:00	mexc	VELVET/USDT:USDT	0.8002	78	4467 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 05:26:21.331994+02:00	htx	VELVET/USDT:USDT	0.7818	80	5970 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 05:26:05.094533+02:00	gate	VELVET/USDT:USDT	0.802085	68	9769 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 05:25:55.215680+02:00	binance	VELVET/USDT:USDT	0.8054	80	7714 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.80434
Best ask: 0.8051
Spread: 0.00076
Spread %: 0.094443
Mid price: 0.80472
Last price: 0.80467
Mark price: 0.80379
Index price: 0.80329

Order Book

Bid depth 5: 7
Ask depth 5: 5
Bid depth 10: 16
Ask depth 10: 11
Bid depth 20: 32
Ask depth 20: 27
Imbalance 5: 0.166667
Imbalance 10: 0.185185
Imbalance 20: 0.084746
Top bid size: 2
Top ask size: 1
Bid wall score: 0.0625
Ask wall score: 0.037037

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -3
Imbalance 5 delta: 0.233333
Bid depth 10 delta: 2
Ask depth 10 delta: -4
Imbalance 10 delta: 0.219668
Spread delta: -0.00023
Mid price delta: 0.001185
Wall shift score: 0.028309

Tape

Buy volume: 49
Sell volume: 91
Buy/sell delta: -42
Buy/sell ratio: 0.538462
Avg trade size: 1.4
Large trade count: 5
Largest trade size: 10

Candle

Return 1: -0.191017
Return 3: 0.370463
Volume 1: 68
Volume avg 5: 103.6
Momentum 5: 1.236727

Cross Exchange

Mid avg: 0.79937875
Mid median: 0.8047675
Price deviation %: 0.668175
Spread %: 3.017343

Funding / OI / Volume

Funding rate: 0.00032
Funding delta: 0.000011
Funding abs: 0.00032
Funding pressure: 0.000331
Open interest: -
Volume 24h: 10091200
Quote volume 24h: 6489534
Price change 24h %: 64.11

Quality

Capture latency ms: 10014
Order book timestamp: 2026-06-27 05:27:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:50.859000+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: 0.8059
Best ask: 0.8062
Spread: 0.0003
Spread %: 0.037219
Mid price: 0.80605
Last price: 0.806
Mark price: -
Index price: -

Order Book

Bid depth 5: 2211
Ask depth 5: 4649
Bid depth 10: 8843
Ask depth 10: 9722
Bid depth 20: 22427
Ask depth 20: 24650
Imbalance 5: -0.355394
Imbalance 10: -0.047347
Imbalance 20: -0.047221
Top bid size: 475
Top ask size: 2330
Bid wall score: 0.02118
Ask wall score: 0.094523

Dynamics

Bid depth 5 delta: -67
Ask depth 5 delta: 3671
Imbalance 5 delta: -0.754656
Bid depth 10 delta: 2391
Ask depth 10 delta: 4471
Imbalance 10 delta: -0.14997
Spread delta: 0.0002
Mid price delta: 0.0037
Wall shift score: -0.077297

Tape

Buy volume: 8084
Sell volume: 8432
Buy/sell delta: -348
Buy/sell ratio: 0.958729
Avg trade size: 165.16
Large trade count: 6
Largest trade size: 2323

Candle

Return 1: -0.099219
Return 3: 0.398853
Volume 1: 77408
Volume avg 5: 216626.2
Momentum 5: 1.282535

Cross Exchange

Mid avg: 0.79845375
Mid median: 0.8029425
Price deviation %: 0.95137
Spread %: 3.014577

Funding / OI / Volume

Funding rate: 0.00052887
Funding delta: -0.00000123
Funding abs: 0.00052887
Funding pressure: 0.0005301
Open interest: 27681349
Volume 24h: 205210806
Quote volume 24h: 134625464.55913
Price change 24h %: 63.988

Quality

Capture latency ms: 5949
Order book timestamp: 2026-06-27 05:27:28.199000+02:00
Ticker timestamp: 2026-06-27 05:27:19.743000+02:00
Trades timestamp: 2026-06-27 05:27:29.605000+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: 0.8059
Best ask: 0.8061
Spread: 0.0002
Spread %: 0.024814
Mid price: 0.806
Last price: 0.8058
Mark price: -
Index price: 0.8026

Order Book

Bid depth 5: 588
Ask depth 5: 670
Bid depth 10: 1765
Ask depth 10: 1817
Bid depth 20: 4344
Ask depth 20: 3816
Imbalance 5: -0.065183
Imbalance 10: -0.014517
Imbalance 20: 0.064706
Top bid size: 5
Top ask size: 14
Bid wall score: 0.001151
Ask wall score: 0.003669

Dynamics

Bid depth 5 delta: -492
Ask depth 5 delta: 250
Imbalance 5 delta: -0.505183
Bid depth 10 delta: -324
Ask depth 10 delta: 511
Imbalance 10 delta: -0.24515
Spread delta: 0
Mid price delta: 0.0058
Wall shift score: -0.008021

Tape

Buy volume: 708
Sell volume: 2179
Buy/sell delta: -1471
Buy/sell ratio: 0.32492
Avg trade size: 28.87
Large trade count: 6
Largest trade size: 179

Candle

Return 1: 0
Return 3: 0.436191
Volume 1: 1428
Volume avg 5: 5195.6
Momentum 5: 1.35832

Cross Exchange

Mid avg: 0.79700375
Mid median: 0.801275
Price deviation %: 1.128759
Spread %: 2.710778

Funding / OI / Volume

Funding rate: 0.00053
Funding delta: 0.000005
Funding abs: 0.00053
Funding pressure: 0.000535
Open interest: -
Volume 24h: 5011525
Quote volume 24h: 33323907.8691
Price change 24h %: 27.58

Quality

Capture latency ms: 26488
Order book timestamp: 2026-06-27 05:27:22.679000+02:00
Ticker timestamp: 2026-06-27 05:27:19.804000+02:00
Trades timestamp: 2026-06-27 05:27:23.270000+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: 0.76986
Best ask: 0.794
Spread: 0.02414
Spread %: 3.087233
Mid price: 0.78193
Last price: 0.79398
Mark price: -
Index price: -

Order Book

Bid depth 5: 3949
Ask depth 5: 2279
Bid depth 10: 7045
Ask depth 10: 6018
Bid depth 20: 23943
Ask depth 20: 6018
Imbalance 5: 0.268144
Imbalance 10: 0.078619
Imbalance 20: 0.598278
Top bid size: 294
Top ask size: 15
Bid wall score: 0.012279
Ask wall score: 0.002493

Dynamics

Bid depth 5 delta: 337
Ask depth 5 delta: 1612
Imbalance 5 delta: -0.420101
Bid depth 10 delta: -5127
Ask depth 10 delta: 3
Imbalance 10 delta: -0.25992
Spread delta: -0.00026
Mid price delta: 0.00013
Wall shift score: 0.006677

Tape

Buy volume: 4408
Sell volume: 15008
Buy/sell delta: -10600
Buy/sell ratio: 0.29371
Avg trade size: 194.16
Large trade count: 3
Largest trade size: 10888

Candle

Return 1: 0.50507
Return 3: 0.511431
Volume 1: 110
Volume avg 5: 260.8
Momentum 5: 0.515249

Cross Exchange

Mid avg: 0.79697125
Mid median: 0.801275
Price deviation %: -1.887301
Spread %: 2.7272

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 80475
Volume 24h: 227196
Quote volume 24h: 227196
Price change 24h %: 25.659571

Quality

Capture latency ms: 4956
Order book timestamp: 2026-06-27 05:26:56.396000+02:00
Ticker timestamp: 2026-06-27 05:26:56.736000+02:00
Trades timestamp: 2026-06-27 05:26:00.685000+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: 0.80304
Best ask: 0.80403
Spread: 0.00099
Spread %: 0.123206
Mid price: 0.803535
Last price: 0.80369
Mark price: 0.80192
Index price: 0.800903

Order Book

Bid depth 5: 7
Ask depth 5: 8
Bid depth 10: 14
Ask depth 10: 15
Bid depth 20: 34
Ask depth 20: 31
Imbalance 5: -0.066667
Imbalance 10: -0.034483
Imbalance 20: 0.046154
Top bid size: 1
Top ask size: 1
Bid wall score: 0.029412
Ask wall score: 0.032258

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: 3
Imbalance 5 delta: -0.511111
Bid depth 10 delta: -11
Ask depth 10 delta: 5
Imbalance 10 delta: -0.463054
Spread delta: 0.00012
Mid price delta: 0.00145
Wall shift score: -0.117983

Tape

Buy volume: 66
Sell volume: 138
Buy/sell delta: -72
Buy/sell ratio: 0.478261
Avg trade size: 2.04
Large trade count: 7
Largest trade size: 13

Candle

Return 1: 0.039832
Return 3: 0.421082
Volume 1: 42
Volume avg 5: 112.6
Momentum 5: 1.302057

Cross Exchange

Mid avg: 0.79660875
Mid median: 0.8011425
Price deviation %: 0.869467
Spread %: 2.579685

Funding / OI / Volume

Funding rate: 0.000309
Funding delta: 0
Funding abs: 0.000309
Funding pressure: 0.000309
Open interest: -
Volume 24h: 10086200
Quote volume 24h: 6485518
Price change 24h %: 63.75

Quality

Capture latency ms: 10311
Order book timestamp: 2026-06-27 05:26:41+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:50.797000+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

Price

Best bid: 0.8023
Best ask: 0.8024
Spread: 0.0001
Spread %: 0.012463
Mid price: 0.80235
Last price: 0.8002
Mark price: -
Index price: -

Order Book

Bid depth 5: 2278
Ask depth 5: 978
Bid depth 10: 6452
Ask depth 10: 5251
Bid depth 20: 21515
Ask depth 20: 16787
Imbalance 5: 0.399263
Imbalance 10: 0.102623
Imbalance 20: 0.12344
Top bid size: 103
Top ask size: 14
Bid wall score: 0.004787
Ask wall score: 0.000834

Dynamics

Bid depth 5 delta: -297
Ask depth 5 delta: -2857
Imbalance 5 delta: 0.595831
Bid depth 10 delta: -923
Ask depth 10 delta: -2010
Imbalance 10 delta: 0.094834
Spread delta: -0.0001
Mid price delta: -0.00305
Wall shift score: 0.004226

Tape

Buy volume: 14496
Sell volume: 6173
Buy/sell delta: 8323
Buy/sell ratio: 2.348291
Avg trade size: 206.69
Large trade count: 10
Largest trade size: 2330

Candle

Return 1: -0.707459
Return 3: -0.199601
Volume 1: 101589
Volume avg 5: 214411
Momentum 5: 0.844573

Cross Exchange

Mid avg: 0.79737125
Mid median: 0.8011425
Price deviation %: 0.624395
Spread %: 2.959725

Funding / OI / Volume

Funding rate: 0.0005301
Funding delta: 0.0000051
Funding abs: 0.0005301
Funding pressure: 0.0005352
Open interest: 27614091
Volume 24h: 204989808
Quote volume 24h: 134443596.70713
Price change 24h %: 62.477

Quality

Capture latency ms: 6014
Order book timestamp: 2026-06-27 05:26:29.960000+02:00
Ticker timestamp: 2026-06-27 05:26:26.059000+02:00
Trades timestamp: 2026-06-27 05:26:31.408000+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: 0.8001
Best ask: 0.8003
Spread: 0.0002
Spread %: 0.024994
Mid price: 0.8002
Last price: 0.8011
Mark price: -
Index price: 0.7997

Order Book

Bid depth 5: 1080
Ask depth 5: 420
Bid depth 10: 2089
Ask depth 10: 1306
Bid depth 20: 4614
Ask depth 20: 3492
Imbalance 5: 0.44
Imbalance 10: 0.230633
Imbalance 20: 0.138416
Top bid size: 32
Top ask size: 5
Bid wall score: 0.006935
Ask wall score: 0.001432

Dynamics

Bid depth 5 delta: 269
Ask depth 5 delta: 15
Imbalance 5 delta: 0.106118
Bid depth 10 delta: -888
Ask depth 10 delta: -479
Imbalance 10 delta: -0.019682
Spread delta: -0.0005
Mid price delta: -0.00535
Wall shift score: -0.009686

Tape

Buy volume: 1441
Sell volume: 1530
Buy/sell delta: -89
Buy/sell ratio: 0.94183
Avg trade size: 29.71
Large trade count: 5
Largest trade size: 406

Candle

Return 1: -0.571429
Return 3: -0.137243
Volume 1: 1391
Volume avg 5: 6074.4
Momentum 5: 0.945895

Cross Exchange

Mid avg: 0.79870875
Mid median: 0.8037425
Price deviation %: 0.186708
Spread %: 2.973549

Funding / OI / Volume

Funding rate: 0.000525
Funding delta: 0.000006
Funding abs: 0.000525
Funding pressure: 0.000531
Open interest: -
Volume 24h: 5007780
Quote volume 24h: 33293790.189
Price change 24h %: 26.83

Quality

Capture latency ms: 4467
Order book timestamp: 2026-06-27 05:26:24.328000+02:00
Ticker timestamp: 2026-06-27 05:26:22.794000+02:00
Trades timestamp: 2026-06-27 05:26:24.507000+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: 0.7696
Best ask: 0.794
Spread: 0.0244
Spread %: 3.121003
Mid price: 0.7818
Last price: 0.79398
Mark price: -
Index price: -

Order Book

Bid depth 5: 3612
Ask depth 5: 667
Bid depth 10: 12172
Ask depth 10: 6015
Bid depth 20: 26411
Ask depth 20: 6015
Imbalance 5: 0.688245
Imbalance 10: 0.338539
Imbalance 20: 0.629001
Top bid size: 148
Top ask size: 15
Bid wall score: 0.005604
Ask wall score: 0.002494

Dynamics

Bid depth 5 delta: -2420
Ask depth 5 delta: -4959
Imbalance 5 delta: 0.653419
Bid depth 10 delta: 12
Ask depth 10 delta: -497
Imbalance 10 delta: 0.036054
Spread delta: 0.00722
Mid price delta: 0.0004
Wall shift score: 0.068869

Tape

Buy volume: 4408
Sell volume: 15008
Buy/sell delta: -10600
Buy/sell ratio: 0.29371
Avg trade size: 194.16
Large trade count: 3
Largest trade size: 10888

Candle

Return 1: 0.50507
Return 3: 0.511431
Volume 1: 110
Volume avg 5: 260.8
Momentum 5: 0.515249

Cross Exchange

Mid avg: 0.79860875
Mid median: 0.8037425
Price deviation %: -2.104754
Spread %: 3.024009

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 80475
Volume 24h: 227196
Quote volume 24h: 227196
Price change 24h %: 25.659571

Quality

Capture latency ms: 5970
Order book timestamp: 2026-06-27 05:26:19.196000+02:00
Ticker timestamp: 2026-06-27 05:26:19.537000+02:00
Trades timestamp: 2026-06-27 05:26:00.685000+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: 0.80165
Best ask: 0.80252
Spread: 0.00087
Spread %: 0.108467
Mid price: 0.802085
Last price: 0.80235
Mark price: 0.80403
Index price: 0.804

Order Book

Bid depth 5: 13
Ask depth 5: 5
Bid depth 10: 25
Ask depth 10: 10
Bid depth 20: 46
Ask depth 20: 27
Imbalance 5: 0.444444
Imbalance 10: 0.428571
Imbalance 20: 0.260274
Top bid size: 7
Top ask size: 1
Bid wall score: 0.152174
Ask wall score: 0.037037

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: -2
Imbalance 5 delta: 0.444444
Bid depth 10 delta: 11
Ask depth 10 delta: -6
Imbalance 10 delta: 0.495238
Spread delta: -0.00004
Mid price delta: -0.00305
Wall shift score: 0.148104

Tape

Buy volume: 76
Sell volume: 139
Buy/sell delta: -63
Buy/sell ratio: 0.546763
Avg trade size: 2.15
Large trade count: 8
Largest trade size: 13

Candle

Return 1: -0.126965
Return 3: 0.253649
Volume 1: 10
Volume avg 5: 106.2
Momentum 5: 1.133155

Cross Exchange

Mid avg: 0.79937125
Mid median: 0.8052675
Price deviation %: 0.339486
Spread %: 3.021124

Funding / OI / Volume

Funding rate: 0.000309
Funding delta: -0.000003
Funding abs: 0.000309
Funding pressure: 0.000312
Open interest: -
Volume 24h: 10071100
Quote volume 24h: 6473379
Price change 24h %: 63.47

Quality

Capture latency ms: 9769
Order book timestamp: 2026-06-27 05:26:04+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:50.763000+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: 0.8053
Best ask: 0.8055
Spread: 0.0002
Spread %: 0.024832
Mid price: 0.8054
Last price: 0.8052
Mark price: -
Index price: -

Order Book

Bid depth 5: 2575
Ask depth 5: 3835
Bid depth 10: 7375
Ask depth 10: 7261
Bid depth 20: 21666
Ask depth 20: 22493
Imbalance 5: -0.196568
Imbalance 10: 0.007789
Imbalance 20: -0.018728
Top bid size: 49
Top ask size: 57
Bid wall score: 0.002262
Ask wall score: 0.002534

Dynamics

Bid depth 5 delta: 135
Ask depth 5 delta: 2770
Imbalance 5 delta: -0.588865
Bid depth 10 delta: 596
Ask depth 10 delta: 975
Imbalance 10 delta: -0.029945
Spread delta: 0.0001
Mid price delta: 0.00095
Wall shift score: -0.010348

Tape

Buy volume: 8352
Sell volume: 11588
Buy/sell delta: -3236
Buy/sell ratio: 0.720746
Avg trade size: 199.4
Large trade count: 9
Largest trade size: 1107

Candle

Return 1: 0.361461
Return 3: 1.244813
Volume 1: 261860
Volume avg 5: 209435.8
Momentum 5: 1.283019

Cross Exchange

Mid avg: 0.79913375
Mid median: 0.8047925
Price deviation %: 0.78413
Spread %: 3.022022

Funding / OI / Volume

Funding rate: 0.000525
Funding delta: 0
Funding abs: 0.000525
Funding pressure: 0.000525
Open interest: 27600902
Volume 24h: 204863331
Quote volume 24h: 134340650.20063
Price change 24h %: 63.393

Quality

Capture latency ms: 7714
Order book timestamp: 2026-06-27 05:25:53.099000+02:00
Ticker timestamp: 2026-06-27 05:25:49.989000+02:00
Trades timestamp: 2026-06-27 05:25:54.714000+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: 12266
gate: 12266
htx: 12174
mexc: 12264

By Symbol

VELVET/USDT:USDT: 48970

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.