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: 51665
Total labels: 154995
Pending labels: 135512
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 16:02:33.595361+02:00
Recent trades snapshots: 51663
Micro candles: 1033180
Avg data quality: 75.9828123487854447
Latest latency: 4719 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 113 of 5167 · 51665 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 12:50:27.781926+02:00	htx	VELVET/USDT:USDT	1.18611	90	4893 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 12:50:11.560475+02:00	gate	VELVET/USDT:USDT	1.217495	68	11282 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 12:49:59.989149+02:00	binance	VELVET/USDT:USDT	1.19905	80	6261 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 12:49:53.611517+02:00	mexc	VELVET/USDT:USDT	1.2099	68	5522 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 12:49:47.972804+02:00	htx	VELVET/USDT:USDT	1.163775	80	5732 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 12:49:31.526354+02:00	gate	VELVET/USDT:USDT	1.200585	68	9534 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 12:49:21.876460+02:00	binance	VELVET/USDT:USDT	1.19145	80	7862 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 12:49:13.821965+02:00	mexc	VELVET/USDT:USDT	1.18435	68	5950 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 12:49:07.769343+02:00	htx	VELVET/USDT:USDT	1.159435	80	5808 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 12:48:51.926109+02:00	gate	VELVET/USDT:USDT	1.182145	68	9486 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.15557
Best ask: 1.21665
Spread: 0.06108
Spread %: 5.149607
Mid price: 1.18611
Last price: 1.21675
Mark price: -
Index price: -

Order Book

Bid depth 5: 1836
Ask depth 5: 1327
Bid depth 10: 4631
Ask depth 10: 2885
Bid depth 20: 9147
Ask depth 20: 5857
Imbalance 5: 0.160923
Imbalance 10: 0.232304
Imbalance 20: 0.219275
Top bid size: 672
Top ask size: 82
Bid wall score: 0.073467
Ask wall score: 0.014

Dynamics

Bid depth 5 delta: 461
Ask depth 5 delta: 220
Imbalance 5 delta: 0.052946
Bid depth 10 delta: 347
Ask depth 10 delta: 503
Imbalance 10 delta: -0.053024
Spread delta: 0.02501
Mid price delta: 0.022335
Wall shift score: 0.032874

Tape

Buy volume: 22632
Sell volume: 7312
Buy/sell delta: 15320
Buy/sell ratio: 3.095186
Avg trade size: 299.44
Large trade count: 3
Largest trade size: 14622

Candle

Return 1: 5.34632
Return 3: 5.34632
Volume 1: 2432
Volume avg 5: 3445.2
Momentum 5: 4.366808

Cross Exchange

Mid avg: 1.197555
Mid median: 1.204475
Price deviation %: -0.955697
Spread %: 4.485806

Funding / OI / Volume

Funding rate: -0.00018196
Funding delta: -0.00001949
Funding abs: 0.00018196
Funding pressure: 0.00020145
Open interest: 93770
Volume 24h: 508778
Quote volume 24h: 508778
Price change 24h %: 92.569439

Quality

Capture latency ms: 4893
Order book timestamp: 2026-06-27 12:50:26.238000+02:00
Ticker timestamp: 2026-06-27 12:50:26.542000+02:00
Trades timestamp: 2026-06-27 12:50:22.774000+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: 1.2167
Best ask: 1.21829
Spread: 0.00159
Spread %: 0.130596
Mid price: 1.217495
Last price: 1.21572
Mark price: 1.21098
Index price: 1.207033

Order Book

Bid depth 5: 29
Ask depth 5: 13
Bid depth 10: 60
Ask depth 10: 39
Bid depth 20: 140
Ask depth 20: 104
Imbalance 5: 0.380952
Imbalance 10: 0.212121
Imbalance 20: 0.147541
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007143
Ask wall score: 0.009615

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: -2
Imbalance 5 delta: 0.150183
Bid depth 10 delta: 0
Ask depth 10 delta: -12
Imbalance 10 delta: 0.13104
Spread delta: -0.0001
Mid price delta: 0.01691
Wall shift score: 0.007819

Tape

Buy volume: 156
Sell volume: 67
Buy/sell delta: 89
Buy/sell ratio: 2.328358
Avg trade size: 2.23
Large trade count: 4
Largest trade size: 39

Candle

Return 1: 2.548474
Return 3: 4.686833
Volume 1: 432
Volume avg 5: 855.2
Momentum 5: 2.513331

Cross Exchange

Mid avg: 1.1933275
Mid median: 1.1998175
Price deviation %: 2.025219
Spread %: 3.865242

Funding / OI / Volume

Funding rate: 0.000608
Funding delta: -0.000019
Funding abs: 0.000608
Funding pressure: 0.000627
Open interest: -
Volume 24h: 30826000
Quote volume 24h: 27887909
Price change 24h %: 136.18

Quality

Capture latency ms: 11282
Order book timestamp: 2026-06-27 12:50:09+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:17.409000+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: 1.1989
Best ask: 1.1992
Spread: 0.0003
Spread %: 0.02502
Mid price: 1.19905
Last price: 1.204
Mark price: -
Index price: -

Order Book

Bid depth 5: 2334
Ask depth 5: 1457
Bid depth 10: 27343
Ask depth 10: 2950
Bid depth 20: 29580
Ask depth 20: 7277
Imbalance 5: 0.231337
Imbalance 10: 0.805236
Imbalance 20: 0.605123
Top bid size: 5
Top ask size: 40
Bid wall score: 0.000169
Ask wall score: 0.005497

Dynamics

Bid depth 5 delta: 853
Ask depth 5 delta: 800
Imbalance 5 delta: -0.15407
Bid depth 10 delta: 23277
Ask depth 10 delta: 475
Imbalance 10 delta: 0.562001
Spread delta: 0
Mid price delta: 0.0076
Wall shift score: -0.008632

Tape

Buy volume: 10717
Sell volume: 5734
Buy/sell delta: 4983
Buy/sell ratio: 1.869027
Avg trade size: 164.51
Large trade count: 8
Largest trade size: 1013

Candle

Return 1: 1.916391
Return 3: 0.275321
Volume 1: 1537695
Volume avg 5: 1846800.2
Momentum 5: -4.154705

Cross Exchange

Mid avg: 1.1914275
Mid median: 1.1960175
Price deviation %: 0.639779
Spread %: 3.871406

Funding / OI / Volume

Funding rate: 0.00057009
Funding delta: 0
Funding abs: 0.00057009
Funding pressure: 0.00057009
Open interest: 31933008
Volume 24h: 515213757
Quote volume 24h: 452672031.00289
Price change 24h %: 133.243

Quality

Capture latency ms: 6261
Order book timestamp: 2026-06-27 12:49:57.857000+02:00
Ticker timestamp: 2026-06-27 12:49:52.728000+02:00
Trades timestamp: 2026-06-27 12:49:59.554000+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: 1.2097
Best ask: 1.2101
Spread: 0.0004
Spread %: 0.033061
Mid price: 1.2099
Last price: 1.2117
Mark price: -
Index price: 1.2082

Order Book

Bid depth 5: 713
Ask depth 5: 161
Bid depth 10: 1377
Ask depth 10: 405
Bid depth 20: 4043
Ask depth 20: 1102
Imbalance 5: 0.631579
Imbalance 10: 0.545455
Imbalance 20: 0.571623
Top bid size: 66
Top ask size: 12
Bid wall score: 0.016325
Ask wall score: 0.010889

Dynamics

Bid depth 5 delta: -468
Ask depth 5 delta: -230
Imbalance 5 delta: 0.129034
Bid depth 10 delta: -583
Ask depth 10 delta: -260
Imbalance 10 delta: 0.052121
Spread delta: 0.0003
Mid price delta: 0.02555
Wall shift score: 0.006158

Tape

Buy volume: 86
Sell volume: 3011
Buy/sell delta: -2925
Buy/sell ratio: 0.028562
Avg trade size: 30.97
Large trade count: 6
Largest trade size: 404

Candle

Return 1: 2.010519
Return 3: 0.367248
Volume 1: 36668
Volume avg 5: 46096.6
Momentum 5: -4.152718

Cross Exchange

Mid avg: 1.18504
Mid median: 1.1879
Price deviation %: 2.097819
Spread %: 3.106224

Funding / OI / Volume

Funding rate: 0.000585
Funding delta: 0
Funding abs: 0.000585
Funding pressure: 0.000585
Open interest: -
Volume 24h: 12343368
Quote volume 24h: 107929378.5741
Price change 24h %: 91.84

Quality

Capture latency ms: 5522
Order book timestamp: 2026-06-27 12:49:51.415000+02:00
Ticker timestamp: 2026-06-27 12:49:49.777000+02:00
Trades timestamp: 2026-06-27 12:49:52.737000+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: 1.14574
Best ask: 1.18181
Spread: 0.03607
Spread %: 3.099396
Mid price: 1.163775
Last price: 1.155
Mark price: -
Index price: -

Order Book

Bid depth 5: 1375
Ask depth 5: 1107
Bid depth 10: 4284
Ask depth 10: 2382
Bid depth 20: 8878
Ask depth 20: 4709
Imbalance 5: 0.107977
Imbalance 10: 0.285329
Imbalance 20: 0.306837
Top bid size: 402
Top ask size: 88
Bid wall score: 0.04528
Ask wall score: 0.018688

Dynamics

Bid depth 5 delta: -265
Ask depth 5 delta: 143
Imbalance 5 delta: -0.151623
Bid depth 10 delta: 193
Ask depth 10 delta: -216
Imbalance 10 delta: 0.062126
Spread delta: -0.00686
Mid price delta: 0.00434
Wall shift score: -0.022788

Tape

Buy volume: 21168
Sell volume: 7426
Buy/sell delta: 13742
Buy/sell ratio: 2.850525
Avg trade size: 285.94
Large trade count: 4
Largest trade size: 14622

Candle

Return 1: 0
Return 3: -0.929802
Volume 1: 0
Volume avg 5: 3189.2
Momentum 5: -5.206658

Cross Exchange

Mid avg: 1.183955
Mid median: 1.1879
Price deviation %: -1.704457
Spread %: 3.475639

Funding / OI / Volume

Funding rate: -0.00016247
Funding delta: -0.00000685
Funding abs: 0.00016247
Funding pressure: 0.00016932
Open interest: 93770
Volume 24h: 506346
Quote volume 24h: 506346
Price change 24h %: 82.79655

Quality

Capture latency ms: 5732
Order book timestamp: 2026-06-27 12:49:46.538000+02:00
Ticker timestamp: 2026-06-27 12:49:46.844000+02:00
Trades timestamp: 2026-06-27 12:48:25.585000+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: 1.19974
Best ask: 1.20143
Spread: 0.00169
Spread %: 0.140765
Mid price: 1.200585
Last price: 1.1991
Mark price: 1.19507
Index price: 1.19177

Order Book

Bid depth 5: 24
Ask depth 5: 15
Bid depth 10: 60
Ask depth 10: 51
Bid depth 20: 135
Ask depth 20: 113
Imbalance 5: 0.230769
Imbalance 10: 0.081081
Imbalance 20: 0.08871
Top bid size: 1
Top ask size: 2
Bid wall score: 0.007407
Ask wall score: 0.017699

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: -13
Imbalance 5 delta: 0.179922
Bid depth 10 delta: 5
Ask depth 10 delta: -21
Imbalance 10 delta: 0.214939
Spread delta: 0.00018
Mid price delta: 0.01844
Wall shift score: -0.051624

Tape

Buy volume: 158
Sell volume: 32
Buy/sell delta: 126
Buy/sell ratio: 4.9375
Avg trade size: 1.9
Large trade count: 8
Largest trade size: 21

Candle

Return 1: 1.916271
Return 3: 0.251273
Volume 1: 528
Volume avg 5: 1139.2
Momentum 5: -4.228306

Cross Exchange

Mid avg: 1.179345
Mid median: 1.1832475
Price deviation %: 1.801
Spread %: 2.714642

Funding / OI / Volume

Funding rate: 0.000627
Funding delta: -0.000011
Funding abs: 0.000627
Funding pressure: 0.000638
Open interest: -
Volume 24h: 30749200
Quote volume 24h: 27795439
Price change 24h %: 133.29

Quality

Capture latency ms: 9534
Order book timestamp: 2026-06-27 12:49:30+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:17.371000+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: 1.1913
Best ask: 1.1916
Spread: 0.0003
Spread %: 0.025179
Mid price: 1.19145
Last price: 1.1892
Mark price: -
Index price: -

Order Book

Bid depth 5: 1481
Ask depth 5: 657
Bid depth 10: 4066
Ask depth 10: 2475
Bid depth 20: 13379
Ask depth 20: 7485
Imbalance 5: 0.385407
Imbalance 10: 0.243235
Imbalance 20: 0.282496
Top bid size: 130
Top ask size: 48
Bid wall score: 0.009717
Ask wall score: 0.006413

Dynamics

Bid depth 5 delta: 468
Ask depth 5 delta: -760
Imbalance 5 delta: 0.551662
Bid depth 10 delta: 296
Ask depth 10 delta: -3294
Imbalance 10 delta: 0.452796
Spread delta: -0.0001
Mid price delta: 0.00685
Wall shift score: -0.003268

Tape

Buy volume: 3444
Sell volume: 7556
Buy/sell delta: -4112
Buy/sell ratio: 0.455797
Avg trade size: 110
Large trade count: 9
Largest trade size: 1594

Candle

Return 1: 0.941236
Return 3: -0.684131
Volume 1: 389627
Volume avg 5: 1617186.6
Momentum 5: -5.07177

Cross Exchange

Mid avg: 1.1776325
Mid median: 1.1832475
Price deviation %: 1.173329
Spread %: 2.136915

Funding / OI / Volume

Funding rate: 0.00057009
Funding delta: -0.00001589
Funding abs: 0.00057009
Funding pressure: 0.00058598
Open interest: 31979738
Volume 24h: 514117517
Quote volume 24h: 451352026.08709
Price change 24h %: 130.376

Quality

Capture latency ms: 7862
Order book timestamp: 2026-06-27 12:49:19.744000+02:00
Ticker timestamp: 2026-06-27 12:49:16.638000+02:00
Trades timestamp: 2026-06-27 12:49:21.427000+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: 1.1843
Best ask: 1.1844
Spread: 0.0001
Spread %: 0.008443
Mid price: 1.18435
Last price: 1.1844
Mark price: -
Index price: 1.1802

Order Book

Bid depth 5: 1181
Ask depth 5: 391
Bid depth 10: 1960
Ask depth 10: 665
Bid depth 20: 3141
Ask depth 20: 2505
Imbalance 5: 0.502545
Imbalance 10: 0.493333
Imbalance 20: 0.112646
Top bid size: 4
Top ask size: 5
Bid wall score: 0.001273
Ask wall score: 0.001996

Dynamics

Bid depth 5 delta: 1026
Ask depth 5 delta: 127
Imbalance 5 delta: 0.762688
Bid depth 10 delta: 1083
Ask depth 10 delta: -517
Imbalance 10 delta: 0.641463
Spread delta: -0.0002
Mid price delta: 0.0039
Wall shift score: -0.000656

Tape

Buy volume: 2585
Sell volume: 587
Buy/sell delta: 1998
Buy/sell ratio: 4.403748
Avg trade size: 31.72
Large trade count: 8
Largest trade size: 200

Candle

Return 1: 0.593824
Return 3: -1.026625
Volume 1: 5925
Volume avg 5: 39948
Momentum 5: -5.48382

Cross Exchange

Mid avg: 1.1766575
Mid median: 1.1812975
Price deviation %: 0.653759
Spread %: 2.138685

Funding / OI / Volume

Funding rate: 0.000585
Funding delta: 0
Funding abs: 0.000585
Funding pressure: 0.000585
Open interest: -
Volume 24h: 12317727
Quote volume 24h: 107620939.2609
Price change 24h %: 87.52

Quality

Capture latency ms: 5950
Order book timestamp: 2026-06-27 12:49:12.220000+02:00
Ticker timestamp: 2026-06-27 12:49:10.844000+02:00
Trades timestamp: 2026-06-27 12:49:12.814000+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: 1.13797
Best ask: 1.1809
Spread: 0.04293
Spread %: 3.702666
Mid price: 1.159435
Last price: 1.155
Mark price: -
Index price: -

Order Book

Bid depth 5: 1640
Ask depth 5: 964
Bid depth 10: 4091
Ask depth 10: 2598
Bid depth 20: 8982
Ask depth 20: 4766
Imbalance 5: 0.259601
Imbalance 10: 0.223202
Imbalance 20: 0.306663
Top bid size: 730
Top ask size: 152
Bid wall score: 0.081274
Ask wall score: 0.031893

Dynamics

Bid depth 5 delta: 20
Ask depth 5 delta: -971
Imbalance 5 delta: 0.348208
Bid depth 10 delta: 9
Ask depth 10 delta: -436
Imbalance 10 delta: 0.075929
Spread delta: 0.02578
Mid price delta: 0.01301
Wall shift score: 0.151628

Tape

Buy volume: 21168
Sell volume: 7426
Buy/sell delta: 13742
Buy/sell ratio: 2.850525
Avg trade size: 285.94
Large trade count: 4
Largest trade size: 14622

Candle

Return 1: 0
Return 3: -0.929802
Volume 1: 0
Volume avg 5: 3189.2
Momentum 5: -5.206658

Cross Exchange

Mid avg: 1.173405
Mid median: 1.1812975
Price deviation %: -1.190552
Spread %: 3.253352

Funding / OI / Volume

Funding rate: -0.00015562
Funding delta: -0.00003328
Funding abs: 0.00015562
Funding pressure: 0.0001889
Open interest: 93770
Volume 24h: 506346
Quote volume 24h: 506346
Price change 24h %: 82.79655

Quality

Capture latency ms: 5808
Order book timestamp: 2026-06-27 12:49:05.838000+02:00
Ticker timestamp: 2026-06-27 12:49:06.150000+02:00
Trades timestamp: 2026-06-27 12:48:25.585000+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: 1.18139
Best ask: 1.1829
Spread: 0.00151
Spread %: 0.127734
Mid price: 1.182145
Last price: 1.18185
Mark price: 1.18289
Index price: 1.18032

Order Book

Bid depth 5: 31
Ask depth 5: 28
Bid depth 10: 55
Ask depth 10: 72
Bid depth 20: 131
Ask depth 20: 152
Imbalance 5: 0.050847
Imbalance 10: -0.133858
Imbalance 20: -0.074205
Top bid size: 8
Top ask size: 3
Bid wall score: 0.061069
Ask wall score: 0.019737

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 4
Imbalance 5 delta: -0.09201
Bid depth 10 delta: -17
Ask depth 10 delta: 17
Imbalance 10 delta: -0.267717
Spread delta: -0.00109
Mid price delta: 0.005015
Wall shift score: -0.003274

Tape

Buy volume: 83
Sell volume: 111
Buy/sell delta: -28
Buy/sell ratio: 0.747748
Avg trade size: 1.94
Large trade count: 3
Largest trade size: 6

Candle

Return 1: 0.824528
Return 3: -1.268785
Volume 1: 501
Volume avg 5: 1087.8
Momentum 5: -5.465255

Cross Exchange

Mid avg: 1.17215125
Mid median: 1.17879
Price deviation %: 0.852599
Spread %: 3.256832

Funding / OI / Volume

Funding rate: 0.000638
Funding delta: 0
Funding abs: 0.000638
Funding pressure: 0.000638
Open interest: -
Volume 24h: 30708700
Quote volume 24h: 27747468
Price change 24h %: 129.15

Quality

Capture latency ms: 9486
Order book timestamp: 2026-06-27 12:48:50+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:17.330000+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: 12940
gate: 12941
htx: 12846
mexc: 12938

By Symbol

VELVET/USDT:USDT: 51665

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.