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: 50759
Total labels: 152277
Pending labels: 132794
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 13:26:29.573479+02:00
Recent trades snapshots: 50757
Micro candles: 1015080
Avg data quality: 75.9842789598108747
Latest latency: 9419 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 111 of 5076 · 50759 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 10:19:07.124396+02:00	htx	VELVET/USDT:USDT	0.874045	80	5609 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 10:18:51.220717+02:00	gate	VELVET/USDT:USDT	0.879965	68	10150 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 10:18:40.958199+02:00	binance	VELVET/USDT:USDT	0.88315	80	6056 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 10:18:34.784085+02:00	mexc	VELVET/USDT:USDT	0.8826	68	5052 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 10:18:29.653174+02:00	htx	VELVET/USDT:USDT	0.87079	90	4638 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 10:18:13.810803+02:00	gate	VELVET/USDT:USDT	0.881495	68	11009 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 10:18:02.650785+02:00	binance	VELVET/USDT:USDT	0.88095	80	6677 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 10:17:55.820463+02:00	mexc	VELVET/USDT:USDT	0.8815	78	4017 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 10:17:51.688945+02:00	htx	VELVET/USDT:USDT	0.873915	80	5782 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 10:17:33.009263+02:00	gate	VELVET/USDT:USDT	0.88781	68	10305 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.86337
Best ask: 0.88472
Spread: 0.02135
Spread %: 2.442666
Mid price: 0.874045
Last price: 0.87773
Mark price: -
Index price: -

Order Book

Bid depth 5: 3650
Ask depth 5: 1424
Bid depth 10: 4649
Ask depth 10: 4996
Bid depth 20: 9897
Ask depth 20: 7467
Imbalance 5: 0.438707
Imbalance 10: -0.035977
Imbalance 20: 0.139945
Top bid size: 25
Top ask size: 57
Bid wall score: 0.002526
Ask wall score: 0.007634

Dynamics

Bid depth 5 delta: -184
Ask depth 5 delta: 250
Imbalance 5 delta: -0.092443
Bid depth 10 delta: -567
Ask depth 10 delta: 3001
Imbalance 10 delta: -0.482656
Spread delta: 0.00651
Mid price delta: 0.003255
Wall shift score: -0.003723

Tape

Buy volume: 2338
Sell volume: 21556
Buy/sell delta: -19218
Buy/sell ratio: 0.108462
Avg trade size: 238.94
Large trade count: 6
Largest trade size: 3780

Candle

Return 1: 0
Return 3: 1.366209
Volume 1: 0
Volume avg 5: 69.6
Momentum 5: -0.495409

Cross Exchange

Mid avg: 0.87912625
Mid median: 0.8812825
Price deviation %: -0.577989
Spread %: 1.405941

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 81985
Volume 24h: 365376
Quote volume 24h: 365376
Price change 24h %: 38.914299

Quality

Capture latency ms: 5609
Order book timestamp: 2026-06-27 10:19:05.838000+02:00
Ticker timestamp: 2026-06-27 10:19:06.092000+02:00
Trades timestamp: 2026-06-27 10:18:43.704000+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: 0.87957
Best ask: 0.88036
Spread: 0.00079
Spread %: 0.089776
Mid price: 0.879965
Last price: 0.88064
Mark price: 0.88102
Index price: 0.880988

Order Book

Bid depth 5: 6
Ask depth 5: 9
Bid depth 10: 12
Ask depth 10: 16
Bid depth 20: 47
Ask depth 20: 39
Imbalance 5: -0.2
Imbalance 10: -0.142857
Imbalance 20: 0.093023
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021277
Ask wall score: 0.025641

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 4
Imbalance 5 delta: -0.290909
Bid depth 10 delta: -3
Ask depth 10 delta: 4
Imbalance 10 delta: -0.253968
Spread delta: 0.0004
Mid price delta: -0.00153
Wall shift score: 0.000199

Tape

Buy volume: 60
Sell volume: 98
Buy/sell delta: -38
Buy/sell ratio: 0.612245
Avg trade size: 1.58
Large trade count: 6
Largest trade size: 7

Candle

Return 1: 0.067006
Return 3: -0.614736
Volume 1: 378
Volume avg 5: 289.8
Momentum 5: -0.519357

Cross Exchange

Mid avg: 0.87950875
Mid median: 0.8820475
Price deviation %: 0.051876
Spread %: 1.40533

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 19405600
Quote volume 24h: 14830655
Price change 24h %: 80.67

Quality

Capture latency ms: 10150
Order book timestamp: 2026-06-27 10:18:50+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:08.329000+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: 0.8831
Best ask: 0.8832
Spread: 0.0001
Spread %: 0.011323
Mid price: 0.88315
Last price: 0.8826
Mark price: -
Index price: -

Order Book

Bid depth 5: 1962
Ask depth 5: 4422
Bid depth 10: 8122
Ask depth 10: 8322
Bid depth 20: 17094
Ask depth 20: 17069
Imbalance 5: -0.385338
Imbalance 10: -0.012162
Imbalance 20: 0.000732
Top bid size: 52
Top ask size: 19
Bid wall score: 0.003042
Ask wall score: 0.001113

Dynamics

Bid depth 5 delta: -1314
Ask depth 5 delta: 514
Imbalance 5 delta: -0.297365
Bid depth 10 delta: -6130
Ask depth 10 delta: 1656
Imbalance 10 delta: -0.374817
Spread delta: -0.0002
Mid price delta: 0.0022
Wall shift score: 0.008909

Tape

Buy volume: 27374
Sell volume: 6218
Buy/sell delta: 21156
Buy/sell ratio: 4.40238
Avg trade size: 335.92
Large trade count: 4
Largest trade size: 12285

Candle

Return 1: 0
Return 3: -0.440678
Volume 1: 394060
Volume avg 5: 532651.8
Momentum 5: -0.553047

Cross Exchange

Mid avg: 0.87895875
Mid median: 0.8812225
Price deviation %: 0.476843
Spread %: 1.343635

Funding / OI / Volume

Funding rate: 0.00039308
Funding delta: -0.00000039
Funding abs: 0.00039308
Funding pressure: 0.00039347
Open interest: 30856492
Volume 24h: 342008050
Quote volume 24h: 257231258.52704
Price change 24h %: 81.493

Quality

Capture latency ms: 6056
Order book timestamp: 2026-06-27 10:18:38.797000+02:00
Ticker timestamp: 2026-06-27 10:18:32.991000+02:00
Trades timestamp: 2026-06-27 10:18:40.446000+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: 0.8825
Best ask: 0.8827
Spread: 0.0002
Spread %: 0.02266
Mid price: 0.8826
Last price: 0.8796
Mark price: -
Index price: 0.8775

Order Book

Bid depth 5: 682
Ask depth 5: 384
Bid depth 10: 2155
Ask depth 10: 2095
Bid depth 20: 5359
Ask depth 20: 4017
Imbalance 5: 0.27955
Imbalance 10: 0.014118
Imbalance 20: 0.143131
Top bid size: 22
Top ask size: 85
Bid wall score: 0.004105
Ask wall score: 0.02116

Dynamics

Bid depth 5 delta: 130
Ask depth 5 delta: -6
Imbalance 5 delta: 0.107575
Bid depth 10 delta: 765
Ask depth 10 delta: 1045
Imbalance 10 delta: -0.125227
Spread delta: -0.0002
Mid price delta: 0.0011
Wall shift score: -0.00957

Tape

Buy volume: 1756
Sell volume: 2841
Buy/sell delta: -1085
Buy/sell ratio: 0.618092
Avg trade size: 45.97
Large trade count: 7
Largest trade size: 429

Candle

Return 1: 0.170319
Return 3: -0.440131
Volume 1: 6533
Volume avg 5: 14172.8
Momentum 5: -0.350164

Cross Exchange

Mid avg: 0.87868375
Mid median: 0.8812225
Price deviation %: 0.445695
Spread %: 1.218869

Funding / OI / Volume

Funding rate: 0.000393
Funding delta: 0
Funding abs: 0.000393
Funding pressure: 0.000393
Open interest: -
Volume 24h: 8309683
Quote volume 24h: 62872342.3962
Price change 24h %: 39.26

Quality

Capture latency ms: 5052
Order book timestamp: 2026-06-27 10:18:33.270000+02:00
Ticker timestamp: 2026-06-27 10:18:31.851000+02:00
Trades timestamp: 2026-06-27 10:18:33.478000+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: 0.86337
Best ask: 0.87821
Spread: 0.01484
Spread %: 1.7042
Mid price: 0.87079
Last price: 0.8659
Mark price: -
Index price: -

Order Book

Bid depth 5: 3834
Ask depth 5: 1174
Bid depth 10: 5216
Ask depth 10: 1995
Bid depth 20: 9904
Ask depth 20: 6396
Imbalance 5: 0.53115
Imbalance 10: 0.446679
Imbalance 20: 0.215215
Top bid size: 25
Top ask size: 25
Bid wall score: 0.002524
Ask wall score: 0.003909

Dynamics

Bid depth 5 delta: 191
Ask depth 5 delta: 437
Imbalance 5 delta: -0.13232
Bid depth 10 delta: -485
Ask depth 10 delta: -2333
Imbalance 10 delta: 0.309776
Spread delta: -0.00625
Mid price delta: -0.003125
Wall shift score: 0.004954

Tape

Buy volume: 2510
Sell volume: 21556
Buy/sell delta: -19046
Buy/sell ratio: 0.116441
Avg trade size: 240.66
Large trade count: 6
Largest trade size: 3780

Candle

Return 1: 0
Return 3: -1.836526
Volume 1: 0
Volume avg 5: 637.6
Momentum 5: -1.836526

Cross Exchange

Mid avg: 0.879465
Mid median: 0.8812225
Price deviation %: -0.986395
Spread %: 0.862456

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 81985
Volume 24h: 365262
Quote volume 24h: 365262
Price change 24h %: 37.042019

Quality

Capture latency ms: 4638
Order book timestamp: 2026-06-27 10:18:28.038000+02:00
Ticker timestamp: 2026-06-27 10:18:28.633000+02:00
Trades timestamp: 2026-06-27 10:16:01.939000+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: 0.8813
Best ask: 0.88169
Spread: 0.00039
Spread %: 0.044243
Mid price: 0.881495
Last price: 0.88109
Mark price: 0.88197
Index price: 0.881933

Order Book

Bid depth 5: 6
Ask depth 5: 5
Bid depth 10: 15
Ask depth 10: 12
Bid depth 20: 59
Ask depth 20: 26
Imbalance 5: 0.090909
Imbalance 10: 0.111111
Imbalance 20: 0.388235
Top bid size: 2
Top ask size: 1
Bid wall score: 0.033898
Ask wall score: 0.038462

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -2
Imbalance 5 delta: 0.257576
Bid depth 10 delta: 3
Ask depth 10 delta: -1
Imbalance 10 delta: 0.151111
Spread delta: -0.00037
Mid price delta: -0.006315
Wall shift score: -0.003723

Tape

Buy volume: 65
Sell volume: 223
Buy/sell delta: -158
Buy/sell ratio: 0.29148
Avg trade size: 2.88
Large trade count: 6
Largest trade size: 46

Candle

Return 1: 0.064734
Return 3: -0.616992
Volume 1: 79
Volume avg 5: 230
Momentum 5: -0.521615

Cross Exchange

Mid avg: 0.88104375
Mid median: 0.881225
Price deviation %: 0.051218
Spread %: 1.577107

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: -0.000096
Funding abs: 0.00005
Funding pressure: 0.000146
Open interest: -
Volume 24h: 19371200
Quote volume 24h: 14800404
Price change 24h %: 80.76

Quality

Capture latency ms: 11009
Order book timestamp: 2026-06-27 10:18:12+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:08.292000+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: 0.8808
Best ask: 0.8811
Spread: 0.0003
Spread %: 0.034054
Mid price: 0.88095
Last price: 0.8819
Mark price: -
Index price: -

Order Book

Bid depth 5: 3276
Ask depth 5: 3908
Bid depth 10: 14252
Ask depth 10: 6666
Bid depth 20: 25170
Ask depth 20: 15269
Imbalance 5: -0.087973
Imbalance 10: 0.362654
Imbalance 20: 0.244838
Top bid size: 154
Top ask size: 200
Bid wall score: 0.006118
Ask wall score: 0.013098

Dynamics

Bid depth 5 delta: 316
Ask depth 5 delta: 2202
Imbalance 5 delta: -0.356726
Bid depth 10 delta: 4600
Ask depth 10 delta: 390
Imbalance 10 delta: 0.1507
Spread delta: 0
Mid price delta: -0.0077
Wall shift score: -0.010758

Tape

Buy volume: 10897
Sell volume: 8123
Buy/sell delta: 2774
Buy/sell ratio: 1.341499
Avg trade size: 190.2
Large trade count: 8
Largest trade size: 1726

Candle

Return 1: -1.221562
Return 3: -1.077441
Volume 1: 433809
Volume avg 5: 632811.6
Momentum 5: 0.045403

Cross Exchange

Mid avg: 0.88296875
Mid median: 0.884655
Price deviation %: -0.228632
Spread %: 1.668802

Funding / OI / Volume

Funding rate: 0.00039347
Funding delta: 0
Funding abs: 0.00039347
Funding pressure: 0.00039347
Open interest: 30834531
Volume 24h: 341602032
Quote volume 24h: 256873392.36604
Price change 24h %: 81.014

Quality

Capture latency ms: 6677
Order book timestamp: 2026-06-27 10:18:00.401000+02:00
Ticker timestamp: 2026-06-27 10:17:55.697000+02:00
Trades timestamp: 2026-06-27 10:18:01.992000+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: 0.8813
Best ask: 0.8817
Spread: 0.0004
Spread %: 0.045377
Mid price: 0.8815
Last price: 0.8816
Mark price: -
Index price: 0.8831

Order Book

Bid depth 5: 552
Ask depth 5: 390
Bid depth 10: 1390
Ask depth 10: 1050
Bid depth 20: 3745
Ask depth 20: 3275
Imbalance 5: 0.171975
Imbalance 10: 0.139344
Imbalance 20: 0.066952
Top bid size: 28
Top ask size: 49
Bid wall score: 0.007477
Ask wall score: 0.014962

Dynamics

Bid depth 5 delta: 154
Ask depth 5 delta: -530
Imbalance 5 delta: 0.568029
Bid depth 10 delta: -1086
Ask depth 10 delta: -1270
Imbalance 10 delta: 0.106817
Spread delta: 0
Mid price delta: -0.0088
Wall shift score: -0.008219

Tape

Buy volume: 1092
Sell volume: 1368
Buy/sell delta: -276
Buy/sell ratio: 0.798246
Avg trade size: 24.6
Large trade count: 8
Largest trade size: 143

Candle

Return 1: -1.232631
Return 3: -1.144011
Volume 1: 9176
Volume avg 5: 18013.2
Momentum 5: 0.05676

Cross Exchange

Mid avg: 0.88516875
Mid median: 0.88823
Price deviation %: -0.414469
Spread %: 1.851059

Funding / OI / Volume

Funding rate: 0.000393
Funding delta: 0
Funding abs: 0.000393
Funding pressure: 0.000393
Open interest: -
Volume 24h: 8303287
Quote volume 24h: 62816086.5696
Price change 24h %: 39.58

Quality

Capture latency ms: 4017
Order book timestamp: 2026-06-27 10:17:54.308000+02:00
Ticker timestamp: 2026-06-27 10:17:52.835000+02:00
Trades timestamp: 2026-06-27 10:17:54.481000+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: 0.86337
Best ask: 0.88446
Spread: 0.02109
Spread %: 2.413278
Mid price: 0.873915
Last price: 0.8659
Mark price: -
Index price: -

Order Book

Bid depth 5: 3643
Ask depth 5: 737
Bid depth 10: 5701
Ask depth 10: 4328
Bid depth 20: 10239
Ask depth 20: 7745
Imbalance 5: 0.66347
Imbalance 10: 0.136903
Imbalance 20: 0.138679
Top bid size: 25
Top ask size: 68
Bid wall score: 0.002442
Ask wall score: 0.00878

Dynamics

Bid depth 5 delta: -726
Ask depth 5 delta: -189
Imbalance 5 delta: 0.013234
Bid depth 10 delta: 296
Ask depth 10 delta: 2263
Imbalance 10 delta: -0.310219
Spread delta: -0.00332
Mid price delta: -0.00102
Wall shift score: 0.00741

Tape

Buy volume: 2510
Sell volume: 21556
Buy/sell delta: -19046
Buy/sell ratio: 0.116441
Avg trade size: 240.66
Large trade count: 6
Largest trade size: 3780

Candle

Return 1: 0
Return 3: -1.836526
Volume 1: 0
Volume avg 5: 4105.6
Momentum 5: 1.852614

Cross Exchange

Mid avg: 0.88542375
Mid median: 0.88823
Price deviation %: -1.299801
Spread %: 1.735327

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 81985
Volume 24h: 365442
Quote volume 24h: 365442
Price change 24h %: 37.042019

Quality

Capture latency ms: 5782
Order book timestamp: 2026-06-27 10:17:50.338000+02:00
Ticker timestamp: 2026-06-27 10:17:50.620000+02:00
Trades timestamp: 2026-06-27 10:16:01.939000+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: 0.88743
Best ask: 0.88819
Spread: 0.00076
Spread %: 0.085604
Mid price: 0.88781
Last price: 0.88716
Mark price: 0.88891
Index price: 0.888538

Order Book

Bid depth 5: 5
Ask depth 5: 7
Bid depth 10: 12
Ask depth 10: 13
Bid depth 20: 35
Ask depth 20: 34
Imbalance 5: -0.166667
Imbalance 10: -0.04
Imbalance 20: 0.014493
Top bid size: 1
Top ask size: 1
Bid wall score: 0.028571
Ask wall score: 0.029412

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -4
Imbalance 5 delta: -0.066667
Bid depth 10 delta: -3
Ask depth 10 delta: -3
Imbalance 10 delta: -0.007742
Spread delta: 0.00005
Mid price delta: 0.002875
Wall shift score: -0.001515

Tape

Buy volume: 106
Sell volume: 108
Buy/sell delta: -2
Buy/sell ratio: 0.981481
Avg trade size: 2.14
Large trade count: 6
Largest trade size: 30

Candle

Return 1: -0.282892
Return 3: -0.178678
Volume 1: 191
Volume avg 5: 273
Momentum 5: 0.927146

Cross Exchange

Mid avg: 0.884705
Mid median: 0.8867925
Price deviation %: 0.350964
Spread %: 1.736737

Funding / OI / Volume

Funding rate: 0.000146
Funding delta: 0.000096
Funding abs: 0.000146
Funding pressure: 0.000242
Open interest: -
Volume 24h: 19331400
Quote volume 24h: 14765179
Price change 24h %: 82.08

Quality

Capture latency ms: 10305
Order book timestamp: 2026-06-27 10:17:31+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:08.252000+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: 12714
gate: 12715
htx: 12619
mexc: 12712

By Symbol

VELVET/USDT:USDT: 50760

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.