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: 50353
Total labels: 151059
Pending labels: 131576
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 12:18:47.116614+02:00
Recent trades snapshots: 50351
Micro candles: 1006960
Avg data quality: 75.9857012352543989
Latest latency: 5817 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 110 of 5036 · 50353 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 09:12:44.191628+02:00	htx	VELVET/USDT:USDT	0.925345	80	5347 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 09:12:28.634951+02:00	gate	VELVET/USDT:USDT	0.939655	68	9714 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 09:12:18.801039+02:00	binance	VELVET/USDT:USDT	0.94315	80	5868 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 09:12:12.846474+02:00	mexc	VELVET/USDT:USDT	0.94395	68	25500 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 09:11:47.281478+02:00	htx	VELVET/USDT:USDT	0.92229	90	4917 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 09:11:31.834641+02:00	gate	VELVET/USDT:USDT	0.936305	68	9624 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 09:11:22.106622+02:00	binance	VELVET/USDT:USDT	0.94075	80	7123 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 09:11:14.852256+02:00	mexc	VELVET/USDT:USDT	0.94035	78	4358 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 09:11:10.430429+02:00	htx	VELVET/USDT:USDT	0.92226	80	6073 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 09:10:53.018474+02:00	gate	VELVET/USDT:USDT	0.93393	68	10431 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.91693
Best ask: 0.93376
Spread: 0.01683
Spread %: 1.818781
Mid price: 0.925345
Last price: 0.93374
Mark price: -
Index price: -

Order Book

Bid depth 5: 3151
Ask depth 5: 3284
Bid depth 10: 5939
Ask depth 10: 4080
Bid depth 20: 23149
Ask depth 20: 7697
Imbalance 5: -0.020668
Imbalance 10: 0.185547
Imbalance 20: 0.50094
Top bid size: 522
Top ask size: 6
Bid wall score: 0.02255
Ask wall score: 0.00078

Dynamics

Bid depth 5 delta: -478
Ask depth 5 delta: 2853
Imbalance 5 delta: -0.808353
Bid depth 10 delta: -295
Ask depth 10 delta: 2744
Imbalance 10 delta: -0.46148
Spread delta: -0.00611
Mid price delta: 0.003055
Wall shift score: -0.050167

Tape

Buy volume: 3828
Sell volume: 6354
Buy/sell delta: -2526
Buy/sell ratio: 0.602455
Avg trade size: 101.82
Large trade count: 7
Largest trade size: 784

Candle

Return 1: 0
Return 3: 1.313976
Volume 1: 0
Volume avg 5: 65.6
Momentum 5: 1.483551

Cross Exchange

Mid avg: 0.93726125
Mid median: 0.9414025
Price deviation %: -1.27139
Spread %: 2.310989

Funding / OI / Volume

Funding rate: -0.00002909
Funding delta: 0.00000346
Funding abs: 0.00002909
Funding pressure: 0.00003254
Open interest: 86718
Volume 24h: 320014
Quote volume 24h: 320014
Price change 24h %: 47.778745

Quality

Capture latency ms: 5347
Order book timestamp: 2026-06-27 09:12:42.996000+02:00
Ticker timestamp: 2026-06-27 09:12:43.333000+02:00
Trades timestamp: 2026-06-27 09:11:56.457000+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: 0.9391
Best ask: 0.94021
Spread: 0.00111
Spread %: 0.118128
Mid price: 0.939655
Last price: 0.93837
Mark price: 0.9408
Index price: 0.940775

Order Book

Bid depth 5: 16
Ask depth 5: 8
Bid depth 10: 24
Ask depth 10: 15
Bid depth 20: 44
Ask depth 20: 28
Imbalance 5: 0.333333
Imbalance 10: 0.230769
Imbalance 20: 0.222222
Top bid size: 1
Top ask size: 1
Bid wall score: 0.022727
Ask wall score: 0.035714

Dynamics

Bid depth 5 delta: 9
Ask depth 5 delta: -1
Imbalance 5 delta: 0.458333
Bid depth 10 delta: 8
Ask depth 10 delta: -1
Imbalance 10 delta: 0.230769
Spread delta: 0.00058
Mid price delta: 0.00335
Wall shift score: 0.026623

Tape

Buy volume: 78
Sell volume: 37
Buy/sell delta: 41
Buy/sell ratio: 2.108108
Avg trade size: 1.15
Large trade count: 1
Largest trade size: 5

Candle

Return 1: 0.108703
Return 3: 0.445899
Volume 1: 43
Volume avg 5: 172.2
Momentum 5: 0.089503

Cross Exchange

Mid avg: 0.93642375
Mid median: 0.9397275
Price deviation %: 0.345063
Spread %: 2.313055

Funding / OI / Volume

Funding rate: 0.000168
Funding delta: 0
Funding abs: 0.000168
Funding pressure: 0.000168
Open interest: -
Volume 24h: 15993900
Quote volume 24h: 11887271
Price change 24h %: 89.27

Quality

Capture latency ms: 9714
Order book timestamp: 2026-06-27 09:12:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:04.347000+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: 0.943
Best ask: 0.9433
Spread: 0.0003
Spread %: 0.031808
Mid price: 0.94315
Last price: 0.9428
Mark price: -
Index price: -

Order Book

Bid depth 5: 1121
Ask depth 5: 1886
Bid depth 10: 4724
Ask depth 10: 8036
Bid depth 20: 12379
Ask depth 20: 16606
Imbalance 5: -0.254406
Imbalance 10: -0.259561
Imbalance 20: -0.145834
Top bid size: 18
Top ask size: 48
Bid wall score: 0.001454
Ask wall score: 0.002891

Dynamics

Bid depth 5 delta: -1194
Ask depth 5 delta: 197
Imbalance 5 delta: -0.41075
Bid depth 10 delta: 1
Ask depth 10 delta: 3083
Imbalance 10 delta: -0.235791
Spread delta: 0
Mid price delta: 0.0024
Wall shift score: -0.001421

Tape

Buy volume: 7645
Sell volume: 17047
Buy/sell delta: -9402
Buy/sell ratio: 0.448466
Avg trade size: 246.92
Large trade count: 9
Largest trade size: 3283

Candle

Return 1: 0.265506
Return 3: 0.790007
Volume 1: 77506
Volume avg 5: 288185.6
Momentum 5: 0.404126

Cross Exchange

Mid avg: 0.93582375
Mid median: 0.9385275
Price deviation %: 0.782866
Spread %: 2.314538

Funding / OI / Volume

Funding rate: 0.00037452
Funding delta: 0
Funding abs: 0.00037452
Funding pressure: 0.00037452
Open interest: 30673930
Volume 24h: 293810396
Quote volume 24h: 215377908.03771
Price change 24h %: 90.311

Quality

Capture latency ms: 5868
Order book timestamp: 2026-06-27 09:12:16.644000+02:00
Ticker timestamp: 2026-06-27 09:12:06.674000+02:00
Trades timestamp: 2026-06-27 09:12:18.356000+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: 0.9438
Best ask: 0.9441
Spread: 0.0003
Spread %: 0.031781
Mid price: 0.94395
Last price: 0.9436
Mark price: -
Index price: 0.9394

Order Book

Bid depth 5: 428
Ask depth 5: 266
Bid depth 10: 1565
Ask depth 10: 942
Bid depth 20: 3193
Ask depth 20: 2846
Imbalance 5: 0.233429
Imbalance 10: 0.248504
Imbalance 20: 0.05746
Top bid size: 9
Top ask size: 64
Bid wall score: 0.002819
Ask wall score: 0.022488

Dynamics

Bid depth 5 delta: 11
Ask depth 5 delta: -235
Imbalance 5 delta: 0.324933
Bid depth 10 delta: 292
Ask depth 10 delta: -222
Imbalance 10 delta: 0.203777
Spread delta: 0.0002
Mid price delta: 0.0036
Wall shift score: -0.030449

Tape

Buy volume: 1551
Sell volume: 1279
Buy/sell delta: 272
Buy/sell ratio: 1.212666
Avg trade size: 28.3
Large trade count: 8
Largest trade size: 179

Candle

Return 1: 0.446144
Return 3: 0.917823
Volume 1: 946
Volume avg 5: 11480.6
Momentum 5: 0.595745

Cross Exchange

Mid avg: 0.93492375
Mid median: 0.9383275
Price deviation %: 0.965453
Spread %: 1.974493

Funding / OI / Volume

Funding rate: 0.000374
Funding delta: 0
Funding abs: 0.000374
Funding pressure: 0.000374
Open interest: -
Volume 24h: 7263050
Quote volume 24h: 53774613.8442
Price change 24h %: 49.39

Quality

Capture latency ms: 25500
Order book timestamp: 2026-06-27 09:12:11.224000+02:00
Ticker timestamp: 2026-06-27 09:12:10.911000+02:00
Trades timestamp: 2026-06-27 09:12:11.736000+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: 0.91082
Best ask: 0.93376
Spread: 0.02294
Spread %: 2.487287
Mid price: 0.92229
Last price: 0.93374
Mark price: -
Index price: -

Order Book

Bid depth 5: 3629
Ask depth 5: 431
Bid depth 10: 6234
Ask depth 10: 1336
Bid depth 20: 13683
Ask depth 20: 7683
Imbalance 5: 0.787685
Imbalance 10: 0.647028
Imbalance 20: 0.28082
Top bid size: 995
Top ask size: 6
Bid wall score: 0.072718
Ask wall score: 0.000781

Dynamics

Bid depth 5 delta: 2217
Ask depth 5 delta: -372
Imbalance 5 delta: 0.512741
Bid depth 10 delta: 2605
Ask depth 10 delta: -3329
Imbalance 10 delta: 0.771937
Spread delta: -0.00046
Mid price delta: 0.00003
Wall shift score: 0.04434

Tape

Buy volume: 4208
Sell volume: 6246
Buy/sell delta: -2038
Buy/sell ratio: 0.673711
Avg trade size: 104.54
Large trade count: 7
Largest trade size: 784

Candle

Return 1: 1.313976
Return 3: 1.483551
Volume 1: 2
Volume avg 5: 254.8
Momentum 5: 1.536521

Cross Exchange

Mid avg: 0.93491625
Mid median: 0.9383275
Price deviation %: -1.350522
Spread %: 1.977717

Funding / OI / Volume

Funding rate: -0.00003254
Funding delta: 0.00000287
Funding abs: 0.00003254
Funding pressure: 0.00003541
Open interest: 86773
Volume 24h: 320110
Quote volume 24h: 320110
Price change 24h %: 47.778745

Quality

Capture latency ms: 4917
Order book timestamp: 2026-06-27 09:11:45.938000+02:00
Ticker timestamp: 2026-06-27 09:11:46.227000+02:00
Trades timestamp: 2026-06-27 09:11:27.873000+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: 0.93604
Best ask: 0.93657
Spread: 0.00053
Spread %: 0.056605
Mid price: 0.936305
Last price: 0.93634
Mark price: 0.93746
Index price: 0.93743

Order Book

Bid depth 5: 7
Ask depth 5: 9
Bid depth 10: 16
Ask depth 10: 16
Bid depth 20: 35
Ask depth 20: 44
Imbalance 5: -0.125
Imbalance 10: 0
Imbalance 20: -0.113924
Top bid size: 1
Top ask size: 3
Bid wall score: 0.028571
Ask wall score: 0.068182

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -11
Imbalance 5 delta: 0.25431
Bid depth 10 delta: -3
Ask depth 10 delta: -11
Imbalance 10 delta: 0.173913
Spread delta: -0.00065
Mid price delta: 0.002375
Wall shift score: -0.053537

Tape

Buy volume: 67
Sell volume: 79
Buy/sell delta: -12
Buy/sell ratio: 0.848101
Avg trade size: 1.46
Large trade count: 3
Largest trade size: 17

Candle

Return 1: 0.451801
Return 3: -0.009591
Volume 1: 88
Volume avg 5: 218.6
Momentum 5: 0.147297

Cross Exchange

Mid avg: 0.9343225
Mid median: 0.93714
Price deviation %: 0.212186
Spread %: 1.978974

Funding / OI / Volume

Funding rate: 0.000168
Funding delta: -0.000004
Funding abs: 0.000168
Funding pressure: 0.000172
Open interest: -
Volume 24h: 15979900
Quote volume 24h: 11874131
Price change 24h %: 89.39

Quality

Capture latency ms: 9624
Order book timestamp: 2026-06-27 09:11:30+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:04.291000+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: 0.9406
Best ask: 0.9409
Spread: 0.0003
Spread %: 0.031889
Mid price: 0.94075
Last price: 0.9405
Mark price: -
Index price: -

Order Book

Bid depth 5: 2315
Ask depth 5: 1689
Bid depth 10: 4723
Ask depth 10: 4953
Bid depth 20: 12082
Ask depth 20: 11522
Imbalance 5: 0.156344
Imbalance 10: -0.02377
Imbalance 20: 0.023725
Top bid size: 47
Top ask size: 45
Bid wall score: 0.00389
Ask wall score: 0.003906

Dynamics

Bid depth 5 delta: -1755
Ask depth 5 delta: -2932
Imbalance 5 delta: 0.219743
Bid depth 10 delta: -2585
Ask depth 10 delta: -5362
Imbalance 10 delta: 0.146859
Spread delta: 0.0001
Mid price delta: 0.00355
Wall shift score: 0.014819

Tape

Buy volume: 19755
Sell volume: 7864
Buy/sell delta: 11891
Buy/sell ratio: 2.51208
Avg trade size: 276.19
Large trade count: 6
Largest trade size: 4688

Candle

Return 1: 0.373453
Return 3: -0.095582
Volume 1: 91397
Volume avg 5: 322959.6
Momentum 5: 0.202386

Cross Exchange

Mid avg: 0.933435
Mid median: 0.935565
Price deviation %: 0.783665
Spread %: 1.938003

Funding / OI / Volume

Funding rate: 0.00037452
Funding delta: -0.00000015
Funding abs: 0.00037452
Funding pressure: 0.00037467
Open interest: 30655463
Volume 24h: 293625144
Quote volume 24h: 215202246.17661
Price change 24h %: 89.502

Quality

Capture latency ms: 7123
Order book timestamp: 2026-06-27 09:11:19.950000+02:00
Ticker timestamp: 2026-06-27 09:11:12.889000+02:00
Trades timestamp: 2026-06-27 09:11:21.600000+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: 0.9403
Best ask: 0.9404
Spread: 0.0001
Spread %: 0.010634
Mid price: 0.94035
Last price: 0.9425
Mark price: -
Index price: 0.9401

Order Book

Bid depth 5: 417
Ask depth 5: 501
Bid depth 10: 1273
Ask depth 10: 1164
Bid depth 20: 2775
Ask depth 20: 2736
Imbalance 5: -0.091503
Imbalance 10: 0.044727
Imbalance 20: 0.007077
Top bid size: 36
Top ask size: 6
Bid wall score: 0.012973
Ask wall score: 0.002193

Dynamics

Bid depth 5 delta: -423
Ask depth 5 delta: 135
Imbalance 5 delta: -0.484538
Bid depth 10 delta: -320
Ask depth 10 delta: -268
Imbalance 10 delta: -0.008496
Spread delta: -0.0002
Mid price delta: 0.0031
Wall shift score: -0.061556

Tape

Buy volume: 6548
Sell volume: 1407
Buy/sell delta: 5141
Buy/sell ratio: 4.653873
Avg trade size: 79.55
Large trade count: 5
Largest trade size: 332

Candle

Return 1: 0.309399
Return 3: 0.095816
Volume 1: 7571
Volume avg 5: 12877.8
Momentum 5: 0.18114

Cross Exchange

Mid avg: 0.93266
Mid median: 0.935565
Price deviation %: 0.824523
Spread %: 1.607231

Funding / OI / Volume

Funding rate: 0.000374
Funding delta: 0.000002
Funding abs: 0.000374
Funding pressure: 0.000376
Open interest: -
Volume 24h: 7257812
Quote volume 24h: 53725352.0067
Price change 24h %: 49.22

Quality

Capture latency ms: 4358
Order book timestamp: 2026-06-27 09:11:13.284000+02:00
Ticker timestamp: 2026-06-27 09:11:10.859000+02:00
Trades timestamp: 2026-06-27 09:11:12.783000+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: 0.91056
Best ask: 0.93396
Spread: 0.0234
Spread %: 2.537245
Mid price: 0.92226
Last price: 0.92163
Mark price: -
Index price: -

Order Book

Bid depth 5: 1412
Ask depth 5: 803
Bid depth 10: 3629
Ask depth 10: 4665
Bid depth 20: 12551
Ask depth 20: 7708
Imbalance 5: 0.274944
Imbalance 10: -0.12491
Imbalance 20: 0.239054
Top bid size: 348
Top ask size: 1
Bid wall score: 0.027727
Ask wall score: 0.00013

Dynamics

Bid depth 5 delta: -1034
Ask depth 5 delta: -522
Imbalance 5 delta: -0.022325
Bid depth 10 delta: -33
Ask depth 10 delta: -957
Imbalance 10 delta: 0.086206
Spread delta: 0.00503
Mid price delta: -0.004505
Wall shift score: 0.003571

Tape

Buy volume: 4210
Sell volume: 6246
Buy/sell delta: -2036
Buy/sell ratio: 0.674031
Avg trade size: 104.56
Large trade count: 7
Largest trade size: 784

Candle

Return 1: 0
Return 3: 0.167375
Volume 1: 0
Volume avg 5: 254.4
Momentum 5: 0.219658

Cross Exchange

Mid avg: 0.93378625
Mid median: 0.935565
Price deviation %: -1.234356
Spread %: 1.122848

Funding / OI / Volume

Funding rate: -0.00003541
Funding delta: 0.00000326
Funding abs: 0.00003541
Funding pressure: 0.00003867
Open interest: 86773
Volume 24h: 320108
Quote volume 24h: 320108
Price change 24h %: 45.862151

Quality

Capture latency ms: 6073
Order book timestamp: 2026-06-27 09:11:09.038000+02:00
Ticker timestamp: 2026-06-27 09:11:09.365000+02:00
Trades timestamp: 2026-06-27 09:09:23.503000+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: 0.93334
Best ask: 0.93452
Spread: 0.00118
Spread %: 0.126348
Mid price: 0.93393
Last price: 0.93371
Mark price: 0.93396
Index price: 0.933928

Order Book

Bid depth 5: 9
Ask depth 5: 20
Bid depth 10: 19
Ask depth 10: 27
Bid depth 20: 53
Ask depth 20: 42
Imbalance 5: -0.37931
Imbalance 10: -0.173913
Imbalance 20: 0.115789
Top bid size: 2
Top ask size: 1
Bid wall score: 0.037736
Ask wall score: 0.02381

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 11
Imbalance 5 delta: -0.320487
Bid depth 10 delta: 1
Ask depth 10 delta: 11
Imbalance 10 delta: -0.232737
Spread delta: -0.00019
Mid price delta: -0.003435
Wall shift score: 0.059212

Tape

Buy volume: 70
Sell volume: 49
Buy/sell delta: 21
Buy/sell ratio: 1.428571
Avg trade size: 1.19
Large trade count: 3
Largest trade size: 4

Candle

Return 1: -0.158257
Return 3: -0.512509
Volume 1: 157
Volume avg 5: 255.6
Momentum 5: -0.03212

Cross Exchange

Mid avg: 0.934645
Mid median: 0.937225
Price deviation %: -0.0765
Spread %: 1.13412

Funding / OI / Volume

Funding rate: 0.000172
Funding delta: -0.000017
Funding abs: 0.000172
Funding pressure: 0.000189
Open interest: -
Volume 24h: 15973200
Quote volume 24h: 11867848
Price change 24h %: 88.86

Quality

Capture latency ms: 10431
Order book timestamp: 2026-06-27 09:10:51+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:04.250000+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: 12612
gate: 12613
htx: 12519
mexc: 12610

By Symbol

VELVET/USDT:USDT: 50354

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.