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: 49406
Total labels: 148218
Pending labels: 128735
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 09:36:01.455256+02:00
Recent trades snapshots: 49404
Micro candles: 988020
Avg data quality: 75.9825932073027568
Latest latency: 6009 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 108 of 4941 · 49406 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 06:37:56.077495+02:00	binance	VELVET/USDT:USDT	0.8485	80	6463 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 06:37:49.497282+02:00	mexc	VELVET/USDT:USDT	0.84855	78	4438 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 06:37:44.941769+02:00	htx	VELVET/USDT:USDT	0.834655	90	4749 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 06:37:29.786183+02:00	gate	VELVET/USDT:USDT	0.84681	68	9481 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 06:37:20.199205+02:00	binance	VELVET/USDT:USDT	0.84525	80	6777 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 06:37:13.284953+02:00	mexc	VELVET/USDT:USDT	0.84555	78	4353 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 06:37:08.863530+02:00	htx	VELVET/USDT:USDT	0.83465	80	5866 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 06:36:51.310767+02:00	gate	VELVET/USDT:USDT	0.84413	68	9974 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 06:36:41.217921+02:00	binance	VELVET/USDT:USDT	0.84635	80	6972 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 06:36:34.133991+02:00	mexc	VELVET/USDT:USDT	0.8461	78	4666 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.8483
Best ask: 0.8487
Spread: 0.0004
Spread %: 0.047142
Mid price: 0.8485
Last price: 0.8485
Mark price: -
Index price: -

Order Book

Bid depth 5: 3003
Ask depth 5: 2910
Bid depth 10: 14996
Ask depth 10: 9784
Bid depth 20: 20736
Ask depth 20: 58600
Imbalance 5: 0.015728
Imbalance 10: 0.210331
Imbalance 20: -0.477261
Top bid size: 54
Top ask size: 131
Bid wall score: 0.002604
Ask wall score: 0.002235

Dynamics

Bid depth 5 delta: 1378
Ask depth 5 delta: 2033
Imbalance 5 delta: -0.283233
Bid depth 10 delta: 6751
Ask depth 10 delta: 5757
Imbalance 10 delta: -0.133378
Spread delta: 0.0003
Mid price delta: 0.00325
Wall shift score: -0.009981

Tape

Buy volume: 8553
Sell volume: 13014
Buy/sell delta: -4461
Buy/sell ratio: 0.657215
Avg trade size: 215.67
Large trade count: 9
Largest trade size: 1150

Candle

Return 1: 0.378474
Return 3: 0.295438
Volume 1: 169004
Volume avg 5: 230300.2
Momentum 5: 1.409965

Cross Exchange

Mid avg: 0.84381625
Mid median: 0.84603
Price deviation %: 0.555068
Spread %: 1.646686

Funding / OI / Volume

Funding rate: 0.0004805
Funding delta: 0
Funding abs: 0.0004805
Funding pressure: 0.0004805
Open interest: 28385682
Volume 24h: 222514977
Quote volume 24h: 149426067.57931
Price change 24h %: 74.123

Quality

Capture latency ms: 6463
Order book timestamp: 2026-06-27 06:37:53.512000+02:00
Ticker timestamp: 2026-06-27 06:37:50.547000+02:00
Trades timestamp: 2026-06-27 06:37:55.015000+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: 0.8484
Best ask: 0.8487
Spread: 0.0003
Spread %: 0.035354
Mid price: 0.84855
Last price: 0.8485
Mark price: -
Index price: 0.8468

Order Book

Bid depth 5: 365
Ask depth 5: 619
Bid depth 10: 1229
Ask depth 10: 1540
Bid depth 20: 3029
Ask depth 20: 7334
Imbalance 5: -0.25813
Imbalance 10: -0.112315
Imbalance 20: -0.41542
Top bid size: 25
Top ask size: 23
Bid wall score: 0.008254
Ask wall score: 0.003136

Dynamics

Bid depth 5 delta: -213
Ask depth 5 delta: -116
Imbalance 5 delta: -0.138557
Bid depth 10 delta: -356
Ask depth 10 delta: -424
Imbalance 10 delta: -0.005524
Spread delta: -0.0002
Mid price delta: 0.003
Wall shift score: 0.02693

Tape

Buy volume: 4354
Sell volume: 2427
Buy/sell delta: 1927
Buy/sell ratio: 1.793984
Avg trade size: 67.81
Large trade count: 6
Largest trade size: 402

Candle

Return 1: 0.212741
Return 3: 0.153555
Volume 1: 10038
Volume avg 5: 8652.2
Momentum 5: 1.30227

Cross Exchange

Mid avg: 0.84306625
Mid median: 0.8454
Price deviation %: 0.650453
Spread %: 1.441761

Funding / OI / Volume

Funding rate: 0.00048
Funding delta: 0
Funding abs: 0.00048
Funding pressure: 0.00048
Open interest: -
Volume 24h: 5396670
Quote volume 24h: 36539584.5879
Price change 24h %: 34.34

Quality

Capture latency ms: 4438
Order book timestamp: 2026-06-27 06:37:47.956000+02:00
Ticker timestamp: 2026-06-27 06:37:46.740000+02:00
Trades timestamp: 2026-06-27 06:37:47.738000+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: 0.82263
Best ask: 0.84668
Spread: 0.02405
Spread %: 2.88143
Mid price: 0.834655
Last price: 0.84
Mark price: -
Index price: -

Order Book

Bid depth 5: 5575
Ask depth 5: 353
Bid depth 10: 6159
Ask depth 10: 3100
Bid depth 20: 23166
Ask depth 20: 3330
Imbalance 5: 0.880904
Imbalance 10: 0.330381
Imbalance 20: 0.748641
Top bid size: 19
Top ask size: 11
Bid wall score: 0.00082
Ask wall score: 0.003303

Dynamics

Bid depth 5 delta: -288
Ask depth 5 delta: -1952
Imbalance 5 delta: 0.445302
Bid depth 10 delta: -240
Ask depth 10 delta: -220
Imbalance 10 delta: 0.013579
Spread delta: -0.00001
Mid price delta: 0.000005
Wall shift score: 0.009216

Tape

Buy volume: 6028
Sell volume: 7022
Buy/sell delta: -994
Buy/sell ratio: 0.858445
Avg trade size: 130.5
Large trade count: 6
Largest trade size: 1358

Candle

Return 1: 0
Return 3: -0.041649
Volume 1: 0
Volume avg 5: 199.6
Momentum 5: -0.041649

Cross Exchange

Mid avg: 0.843065
Mid median: 0.8454
Price deviation %: -0.997551
Spread %: 1.442356

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 81037
Volume 24h: 238234
Quote volume 24h: 238234
Price change 24h %: 32.942945

Quality

Capture latency ms: 4749
Order book timestamp: 2026-06-27 06:37:43.696000+02:00
Ticker timestamp: 2026-06-27 06:37:44.019000+02:00
Trades timestamp: 2026-06-27 06:35:49.755000+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: 0.8466
Best ask: 0.84702
Spread: 0.00042
Spread %: 0.049598
Mid price: 0.84681
Last price: 0.84658
Mark price: 0.84447
Index price: 0.84375

Order Book

Bid depth 5: 5
Ask depth 5: 9
Bid depth 10: 10
Ask depth 10: 22
Bid depth 20: 26
Ask depth 20: 42
Imbalance 5: -0.285714
Imbalance 10: -0.375
Imbalance 20: -0.235294
Top bid size: 1
Top ask size: 1
Bid wall score: 0.038462
Ask wall score: 0.02381

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -3
Imbalance 5 delta: -0.022556
Bid depth 10 delta: -4
Ask depth 10 delta: 1
Imbalance 10 delta: -0.175
Spread delta: -0.00064
Mid price delta: 0.00268
Wall shift score: -0.006777

Tape

Buy volume: 187
Sell volume: 42
Buy/sell delta: 145
Buy/sell ratio: 4.452381
Avg trade size: 2.29
Large trade count: 9
Largest trade size: 25

Candle

Return 1: 0.100505
Return 3: 0.143133
Volume 1: 51
Volume avg 5: 188.8
Momentum 5: 1.28857

Cross Exchange

Mid avg: 0.842395
Mid median: 0.84469
Price deviation %: 0.524101
Spread %: 1.29393

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 11034900
Quote volume 24h: 7311797
Price change 24h %: 73.82

Quality

Capture latency ms: 9481
Order book timestamp: 2026-06-27 06:37:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:55.047000+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: 0.8452
Best ask: 0.8453
Spread: 0.0001
Spread %: 0.011831
Mid price: 0.84525
Last price: 0.8451
Mark price: -
Index price: -

Order Book

Bid depth 5: 1625
Ask depth 5: 877
Bid depth 10: 8245
Ask depth 10: 4027
Bid depth 20: 23717
Ask depth 20: 15117
Imbalance 5: 0.298961
Imbalance 10: 0.343709
Imbalance 20: 0.221455
Top bid size: 269
Top ask size: 15
Bid wall score: 0.011342
Ask wall score: 0.000992

Dynamics

Bid depth 5 delta: 138
Ask depth 5 delta: -2443
Imbalance 5 delta: 0.68028
Bid depth 10 delta: 2047
Ask depth 10 delta: -4017
Imbalance 10 delta: 0.473326
Spread delta: -0.0002
Mid price delta: -0.0011
Wall shift score: 0.014494

Tape

Buy volume: 7724
Sell volume: 11519
Buy/sell delta: -3795
Buy/sell ratio: 0.670544
Avg trade size: 192.43
Large trade count: 8
Largest trade size: 1597

Candle

Return 1: -0.153755
Return 3: -0.236351
Volume 1: 19923
Volume avg 5: 200484
Momentum 5: 0.872267

Cross Exchange

Mid avg: 0.84267
Mid median: 0.84484
Price deviation %: 0.30617
Spread %: 1.388444

Funding / OI / Volume

Funding rate: 0.0004805
Funding delta: 0
Funding abs: 0.0004805
Funding pressure: 0.0004805
Open interest: 28367942
Volume 24h: 222375696
Quote volume 24h: 149308020.24841
Price change 24h %: 73.425

Quality

Capture latency ms: 6777
Order book timestamp: 2026-06-27 06:37:18.063000+02:00
Ticker timestamp: 2026-06-27 06:37:12.345000+02:00
Trades timestamp: 2026-06-27 06:37:19.321000+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: 0.8453
Best ask: 0.8458
Spread: 0.0005
Spread %: 0.059133
Mid price: 0.84555
Last price: 0.8459
Mark price: -
Index price: 0.8444

Order Book

Bid depth 5: 578
Ask depth 5: 735
Bid depth 10: 1585
Ask depth 10: 1964
Bid depth 20: 4191
Ask depth 20: 5303
Imbalance 5: -0.119573
Imbalance 10: -0.106791
Imbalance 20: -0.117127
Top bid size: 5
Top ask size: 122
Bid wall score: 0.001193
Ask wall score: 0.023006

Dynamics

Bid depth 5 delta: -141
Ask depth 5 delta: 534
Imbalance 5 delta: -0.682617
Bid depth 10 delta: -219
Ask depth 10 delta: 1275
Imbalance 10 delta: -0.554043
Spread delta: 0.0003
Mid price delta: -0.00055
Wall shift score: -0.026123

Tape

Buy volume: 1039
Sell volume: 3227
Buy/sell delta: -2188
Buy/sell ratio: 0.321971
Avg trade size: 42.66
Large trade count: 5
Largest trade size: 345

Candle

Return 1: -0.130008
Return 3: -0.188991
Volume 1: 2226
Volume avg 5: 7089.8
Momentum 5: 0.955795

Cross Exchange

Mid avg: 0.8428075
Mid median: 0.845115
Price deviation %: 0.325401
Spread %: 1.388217

Funding / OI / Volume

Funding rate: 0.00048
Funding delta: 0.000001
Funding abs: 0.00048
Funding pressure: 0.000481
Open interest: -
Volume 24h: 5389672
Quote volume 24h: 36480224.9106
Price change 24h %: 33.92

Quality

Capture latency ms: 4353
Order book timestamp: 2026-06-27 06:37:11.468000+02:00
Ticker timestamp: 2026-06-27 06:37:10.925000+02:00
Trades timestamp: 2026-06-27 06:37:12.150000+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: 0.82262
Best ask: 0.84668
Spread: 0.02406
Spread %: 2.882645
Mid price: 0.83465
Last price: 0.84
Mark price: -
Index price: -

Order Book

Bid depth 5: 5863
Ask depth 5: 2305
Bid depth 10: 6399
Ask depth 10: 3320
Bid depth 20: 23218
Ask depth 20: 3320
Imbalance 5: 0.435602
Imbalance 10: 0.316802
Imbalance 20: 0.749793
Top bid size: 127
Top ask size: 57
Bid wall score: 0.00547
Ask wall score: 0.017169

Dynamics

Bid depth 5 delta: 2503
Ask depth 5 delta: 9
Imbalance 5 delta: 0.247484
Bid depth 10 delta: 172
Ask depth 10 delta: 195
Imbalance 10 delta: -0.014892
Spread delta: -0.00021
Mid price delta: -0.002005
Wall shift score: 0.570924

Tape

Buy volume: 6028
Sell volume: 7022
Buy/sell delta: -994
Buy/sell ratio: 0.858445
Avg trade size: 130.5
Large trade count: 6
Largest trade size: 1358

Candle

Return 1: 0
Return 3: -0.041649
Volume 1: 0
Volume avg 5: 199.6
Momentum 5: -0.041649

Cross Exchange

Mid avg: 0.84330875
Mid median: 0.845115
Price deviation %: -1.026759
Spread %: 1.149638

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 81037
Volume 24h: 238234
Quote volume 24h: 238234
Price change 24h %: 32.942945

Quality

Capture latency ms: 5866
Order book timestamp: 2026-06-27 06:37:07.538000+02:00
Ticker timestamp: 2026-06-27 06:37:07.828000+02:00
Trades timestamp: 2026-06-27 06:35:49.755000+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: 0.8436
Best ask: 0.84466
Spread: 0.00106
Spread %: 0.125573
Mid price: 0.84413
Last price: 0.84401
Mark price: 0.84439
Index price: 0.844363

Order Book

Bid depth 5: 7
Ask depth 5: 12
Bid depth 10: 14
Ask depth 10: 21
Bid depth 20: 40
Ask depth 20: 35
Imbalance 5: -0.263158
Imbalance 10: -0.2
Imbalance 20: 0.066667
Top bid size: 2
Top ask size: 1
Bid wall score: 0.05
Ask wall score: 0.028571

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 5
Imbalance 5 delta: -0.096491
Bid depth 10 delta: 4
Ask depth 10 delta: 4
Imbalance 10 delta: 0.059259
Spread delta: 0.00013
Mid price delta: -0.002985
Wall shift score: 0.014724

Tape

Buy volume: 168
Sell volume: 67
Buy/sell delta: 101
Buy/sell ratio: 2.507463
Avg trade size: 2.35
Large trade count: 5
Largest trade size: 25

Candle

Return 1: -0.137332
Return 3: 0.655116
Volume 1: 156
Volume avg 5: 190
Momentum 5: 0.691162

Cross Exchange

Mid avg: 0.844055
Mid median: 0.846225
Price deviation %: 0.008886
Spread %: 1.239256

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 11030000
Quote volume 24h: 7307656
Price change 24h %: 73.34

Quality

Capture latency ms: 9974
Order book timestamp: 2026-06-27 06:36:50+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:55.005000+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: 0.8462
Best ask: 0.8465
Spread: 0.0003
Spread %: 0.035446
Mid price: 0.84635
Last price: 0.8473
Mark price: -
Index price: -

Order Book

Bid depth 5: 1487
Ask depth 5: 3320
Bid depth 10: 6198
Ask depth 10: 8044
Bid depth 20: 16673
Ask depth 20: 19320
Imbalance 5: -0.381319
Imbalance 10: -0.129617
Imbalance 20: -0.073542
Top bid size: 50
Top ask size: 138
Bid wall score: 0.002999
Ask wall score: 0.007143

Dynamics

Bid depth 5 delta: 755
Ask depth 5 delta: 1643
Imbalance 5 delta: 0.01096
Bid depth 10 delta: 1621
Ask depth 10 delta: -3770
Imbalance 10 delta: 0.311906
Spread delta: 0.0001
Mid price delta: 0.00085
Wall shift score: 0.008356

Tape

Buy volume: 4222
Sell volume: 15868
Buy/sell delta: -11646
Buy/sell ratio: 0.26607
Avg trade size: 200.9
Large trade count: 11
Largest trade size: 1326

Candle

Return 1: 0.070947
Return 3: 0.810006
Volume 1: 99705
Volume avg 5: 216312
Momentum 5: 0.810006

Cross Exchange

Mid avg: 0.8438425
Mid median: 0.8458
Price deviation %: 0.297153
Spread %: 1.239568

Funding / OI / Volume

Funding rate: 0.0004805
Funding delta: 0.00000098
Funding abs: 0.0004805
Funding pressure: 0.00048148
Open interest: 28354028
Volume 24h: 222293038
Quote volume 24h: 149236369.06101
Price change 24h %: 73.556

Quality

Capture latency ms: 6972
Order book timestamp: 2026-06-27 06:36:39.086000+02:00
Ticker timestamp: 2026-06-27 06:36:34.413000+02:00
Trades timestamp: 2026-06-27 06:36:40.718000+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: 0.846
Best ask: 0.8462
Spread: 0.0002
Spread %: 0.023638
Mid price: 0.8461
Last price: 0.8464
Mark price: -
Index price: 0.8447

Order Book

Bid depth 5: 719
Ask depth 5: 201
Bid depth 10: 1804
Ask depth 10: 689
Bid depth 20: 4004
Ask depth 20: 3410
Imbalance 5: 0.563043
Imbalance 10: 0.447252
Imbalance 20: 0.080119
Top bid size: 29
Top ask size: 10
Bid wall score: 0.007243
Ask wall score: 0.002933

Dynamics

Bid depth 5 delta: 167
Ask depth 5 delta: -674
Imbalance 5 delta: 0.789392
Bid depth 10 delta: 973
Ask depth 10 delta: -1513
Imbalance 10 delta: 0.89928
Spread delta: -0.0003
Mid price delta: -0.00105
Wall shift score: 0.006208

Tape

Buy volume: 1798
Sell volume: 1946
Buy/sell delta: -148
Buy/sell ratio: 0.923947
Avg trade size: 37.44
Large trade count: 8
Largest trade size: 296

Candle

Return 1: 0.070939
Return 3: 0.882002
Volume 1: 2536
Volume avg 5: 6392.2
Momentum 5: 0.942159

Cross Exchange

Mid avg: 0.844105
Mid median: 0.8463075
Price deviation %: 0.236345
Spread %: 1.243329

Funding / OI / Volume

Funding rate: 0.000479
Funding delta: -0.000002
Funding abs: 0.000479
Funding pressure: 0.000481
Open interest: -
Volume 24h: 5384720
Quote volume 24h: 36438363.4626
Price change 24h %: 34

Quality

Capture latency ms: 4666
Order book timestamp: 2026-06-27 06:36:32.027000+02:00
Ticker timestamp: 2026-06-27 06:36:31.773000+02:00
Trades timestamp: 2026-06-27 06:36:33.218000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 12375
gate: 12375
htx: 12283
mexc: 12373

By Symbol

VELVET/USDT:USDT: 49406

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.