ML Training | FuturesML

Dataset Training Mode

Collect feature snapshots, label future movement, and train an offline baseline model.

running

Session: Training session 2026-06-21 14:20:29
Started: 2026-06-21 16:20:29.845126+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: 6434
Total labels: 19302
Pending labels: 207
Labeled snapshots: 19095
Labels with advanced TP/SL: 97
Avg long MFE 30s: -
Avg long MAE 30s: -
Avg short MFE 30s: -
Avg short MAE 30s: -
Long labels: 7570
Short labels: 7209
Flat labels: 4316
Latest snapshot: 2026-06-22 08:45:55.031636+02:00
Recent trades snapshots: 6434
Micro candles: 128680
Avg data quality: 75.5166304009947156
Latest latency: 10831 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 12 of 644 · 6434 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-22 08:30:25.011942+02:00	mexc	VELVET/USDT:USDT	0.4919	78	4475 ms	10s long 0.15247 30s long 0.15247 60s long 0.050823	pending
2026-06-22 08:30:20.463341+02:00	htx	VELVET/USDT:USDT	0.486205	80	6186 ms	10s long 0.228299 30s long 0.228299 60s long 0.099752	pending
2026-06-22 08:30:08.219220+02:00	gate	VELVET/USDT:USDT	0.491005	68	11746 ms	10s long 0.317716 30s long 0.317716 60s long 0.403255	pending
2026-06-22 08:29:56.382329+02:00	binance	VELVET/USDT:USDT	0.48995	80	5936 ms	10s long 0.408205 30s long 0.408205 60s long 0.632718	pending
2026-06-22 08:29:50.331032+02:00	mexc	VELVET/USDT:USDT	0.49015	78	4612 ms	10s long 0.357034 30s long 0.357034 60s long 0.510048	pending
2026-06-22 08:29:45.645783+02:00	htx	VELVET/USDT:USDT	0.48483	80	5872 ms	10s long 0.283605 30s long 0.283605 60s long 0.512551	pending
2026-06-22 08:29:33.929108+02:00	gate	VELVET/USDT:USDT	0.490145	68	10458 ms	10s long 0.175458 30s long 0.175458 60s long 0.493731	pending
2026-06-22 08:29:23.372640+02:00	binance	VELVET/USDT:USDT	0.49215	80	6344 ms	10s short -0.447018 30s short -0.447018 60s flat -0.040638	pending
2026-06-22 08:29:16.911639+02:00	mexc	VELVET/USDT:USDT	0.49185	78	4289 ms	10s short -0.345634 30s short -0.345634 60s flat 0.010166	pending
2026-06-22 08:29:12.432358+02:00	htx	VELVET/USDT:USDT	0.48624	80	5128 ms	10s short -0.28998 30s short -0.28998 60s flat -0.007198	pending

Price

Best bid: 0.4918
Best ask: 0.492
Spread: 0.0002
Spread %: 0.040659
Mid price: 0.4919
Last price: 0.492
Mark price: -
Index price: 0.4907

Order Book

Bid depth 5: 2129
Ask depth 5: 1506
Bid depth 10: 5261
Ask depth 10: 4127
Bid depth 20: 10640
Ask depth 20: 10392
Imbalance 5: 0.171389
Imbalance 10: 0.120793
Imbalance 20: 0.011792
Top bid size: 7
Top ask size: 45
Bid wall score: 0.000658
Ask wall score: 0.00433

Dynamics

Bid depth 5 delta: -1716
Ask depth 5 delta: -103
Imbalance 5 delta: -0.238585
Bid depth 10 delta: -4845
Ask depth 10 delta: -46
Imbalance 10 delta: -0.294713
Spread delta: -0.0001
Mid price delta: 0.00175
Wall shift score: -0.00337

Tape

Buy volume: 698
Sell volume: 4084
Buy/sell delta: -3386
Buy/sell ratio: 0.170911
Avg trade size: 47.82
Large trade count: 4
Largest trade size: 1832

Candle

Return 1: 0.408163
Return 3: -0.303951
Volume 1: 201
Volume avg 5: 1302
Momentum 5: -0.806452

Cross Exchange

Mid avg: 0.4893275
Mid median: 0.49005
Price deviation %: 0.525722
Spread %: 0.980938

Funding / OI / Volume

Funding rate: 0.000349
Funding delta: -0.000004
Funding abs: 0.000349
Funding pressure: 0.000353
Open interest: -
Volume 24h: 2005323
Quote volume 24h: 9763929.84
Price change 24h %: -4.35

Quality

Capture latency ms: 4475
Order book timestamp: 2026-06-22 08:30:23.019000+02:00
Ticker timestamp: 2026-06-22 08:30:22.901000+02:00
Trades timestamp: 2026-06-22 08:30:16.680000+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	long	0.15247	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
30s	long	0.15247	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
60s	long	0.050823	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes

Price

Best bid: 0.47933
Best ask: 0.49308
Spread: 0.01375
Spread %: 2.828025
Mid price: 0.486205
Last price: 0.4924
Mark price: -
Index price: -

Order Book

Bid depth 5: 588
Ask depth 5: 1088
Bid depth 10: 1686
Ask depth 10: 2456
Bid depth 20: 52849
Ask depth 20: 3399
Imbalance 5: -0.298329
Imbalance 10: -0.185901
Imbalance 20: 0.879142
Top bid size: 10
Top ask size: 507
Bid wall score: 0.000189
Ask wall score: 0.149162

Dynamics

Bid depth 5 delta: -43
Ask depth 5 delta: 198
Imbalance 5 delta: -0.128047
Bid depth 10 delta: -6
Ask depth 10 delta: -38
Imbalance 10 delta: 0.00569
Spread delta: 0.00021
Mid price delta: 0.001375
Wall shift score: -0.097935

Tape

Buy volume: 4710
Sell volume: 7740
Buy/sell delta: -3030
Buy/sell ratio: 0.608527
Avg trade size: 124.5
Large trade count: 1
Largest trade size: 526

Candle

Return 1: 0
Return 3: -0.795809
Volume 1: 0
Volume avg 5: 81.6
Momentum 5: -1.219708

Cross Exchange

Mid avg: 0.48898375
Mid median: 0.49005
Price deviation %: -0.56827
Spread %: 1.262823

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73571
Volume 24h: 134700
Quote volume 24h: 134700
Price change 24h %: -4.360493

Quality

Capture latency ms: 6186
Order book timestamp: 2026-06-22 08:30:18.639000+02:00
Ticker timestamp: 2026-06-22 08:30:18.898000+02:00
Trades timestamp: 2026-06-22 08:28:52.706000+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	long	0.228299	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
30s	long	0.228299	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
60s	long	0.099752	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes

Price

Best bid: 0.49072
Best ask: 0.49129
Spread: 0.00057
Spread %: 0.116088
Mid price: 0.491005
Last price: 0.49014
Mark price: 0.48947
Index price: 0.489463

Order Book

Bid depth 5: 5
Ask depth 5: 20
Bid depth 10: 30
Ask depth 10: 33
Bid depth 20: 91
Ask depth 20: 93
Imbalance 5: -0.6
Imbalance 10: -0.047619
Imbalance 20: -0.01087
Top bid size: 1
Top ask size: 1
Bid wall score: 0.010989
Ask wall score: 0.010753

Dynamics

Bid depth 5 delta: -12
Ask depth 5 delta: 8
Imbalance 5 delta: -0.772414
Bid depth 10 delta: -10
Ask depth 10 delta: 9
Imbalance 10 delta: -0.297619
Spread delta: 0.00028
Mid price delta: 0.00086
Wall shift score: -0.028973

Tape

Buy volume: 98
Sell volume: 162
Buy/sell delta: -64
Buy/sell ratio: 0.604938
Avg trade size: 2.6
Large trade count: 8
Largest trade size: 33

Candle

Return 1: 0.1287
Return 3: -0.535736
Volume 1: 22
Volume avg 5: 20.4
Momentum 5: -1.051782

Cross Exchange

Mid avg: 0.48876875
Mid median: 0.4900475
Price deviation %: 0.457527
Spread %: 1.088449

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2219600
Quote volume 24h: 1085559
Price change 24h %: 0.37

Quality

Capture latency ms: 11746
Order book timestamp: 2026-06-22 08:30:07+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:01:49.804000+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	long	0.317716	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
30s	long	0.317716	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
60s	long	0.403255	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes

Price

Best bid: 0.4899
Best ask: 0.49
Spread: 0.0001
Spread %: 0.02041
Mid price: 0.48995
Last price: 0.4903
Mark price: -
Index price: -

Order Book

Bid depth 5: 6936
Ask depth 5: 6984
Bid depth 10: 24575
Ask depth 10: 15128
Bid depth 20: 55493
Ask depth 20: 36034
Imbalance 5: -0.003448
Imbalance 10: 0.237942
Imbalance 20: 0.212604
Top bid size: 158
Top ask size: 114
Bid wall score: 0.002847
Ask wall score: 0.003164

Dynamics

Bid depth 5 delta: 1103
Ask depth 5 delta: 2337
Imbalance 5 delta: -0.116616
Bid depth 10 delta: 9358
Ask depth 10 delta: 498
Imbalance 10 delta: 0.218275
Spread delta: 0
Mid price delta: -0.0022
Wall shift score: -0.011773

Tape

Buy volume: 18580
Sell volume: 17099
Buy/sell delta: 1481
Buy/sell ratio: 1.086613
Avg trade size: 356.79
Large trade count: 12
Largest trade size: 2548

Candle

Return 1: -0.446882
Return 3: -0.949879
Volume 1: 130895
Volume avg 5: 56226.6
Momentum 5: -1.38833

Cross Exchange

Mid avg: 0.48931875
Mid median: 0.4901475
Price deviation %: 0.129006
Spread %: 1.495957

Funding / OI / Volume

Funding rate: 0.00034965
Funding delta: 0
Funding abs: 0.00034965
Funding pressure: 0.00034965
Open interest: 27046812
Volume 24h: 66235355
Quote volume 24h: 32335775.2998
Price change 24h %: -0.487

Quality

Capture latency ms: 5936
Order book timestamp: 2026-06-22 08:29:54.271000+02:00
Ticker timestamp: 2026-06-22 08:29:48.163000+02:00
Trades timestamp: 2026-06-22 08:29:55.378000+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	long	0.408205	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
30s	long	0.408205	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
60s	long	0.632718	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes

Price

Best bid: 0.49
Best ask: 0.4903
Spread: 0.0003
Spread %: 0.061206
Mid price: 0.49015
Last price: 0.4906
Mark price: -
Index price: 0.4899

Order Book

Bid depth 5: 3845
Ask depth 5: 1609
Bid depth 10: 10106
Ask depth 10: 4173
Bid depth 20: 19937
Ask depth 20: 12231
Imbalance 5: 0.409974
Imbalance 10: 0.415505
Imbalance 20: 0.239555
Top bid size: 82
Top ask size: 54
Bid wall score: 0.004113
Ask wall score: 0.004415

Dynamics

Bid depth 5 delta: 1940
Ask depth 5 delta: -1363
Imbalance 5 delta: 0.628756
Bid depth 10 delta: 2619
Ask depth 10 delta: -1487
Imbalance 10 delta: 0.276538
Spread delta: 0.0002
Mid price delta: -0.0017
Wall shift score: 0.001944

Tape

Buy volume: 457
Sell volume: 1023
Buy/sell delta: -566
Buy/sell ratio: 0.446725
Avg trade size: 14.8
Large trade count: 8
Largest trade size: 399

Candle

Return 1: -0.426569
Return 3: -0.909642
Volume 1: 974
Volume avg 5: 647
Momentum 5: -1.407884

Cross Exchange

Mid avg: 0.48974375
Mid median: 0.4909975
Price deviation %: 0.082952
Spread %: 1.494659

Funding / OI / Volume

Funding rate: 0.000353
Funding delta: 0
Funding abs: 0.000353
Funding pressure: 0.000353
Open interest: -
Volume 24h: 2002270
Quote volume 24h: 9748981.55
Price change 24h %: -4.62

Quality

Capture latency ms: 4612
Order book timestamp: 2026-06-22 08:29:48.550000+02:00
Ticker timestamp: 2026-06-22 08:29:46.931000+02:00
Trades timestamp: 2026-06-22 08:29:47.515000+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	long	0.357034	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
30s	long	0.357034	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
60s	long	0.510048	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes

Price

Best bid: 0.47806
Best ask: 0.4916
Spread: 0.01354
Spread %: 2.792731
Mid price: 0.48483
Last price: 0.4924
Mark price: -
Index price: -

Order Book

Bid depth 5: 631
Ask depth 5: 890
Bid depth 10: 1692
Ask depth 10: 2494
Bid depth 20: 53004
Ask depth 20: 6017
Imbalance 5: -0.170283
Imbalance 10: -0.191591
Imbalance 20: 0.796106
Top bid size: 8
Top ask size: 308
Bid wall score: 0.000151
Ask wall score: 0.051188

Dynamics

Bid depth 5 delta: -468
Ask depth 5 delta: -1562
Imbalance 5 delta: 0.210737
Bid depth 10 delta: -26084
Ask depth 10 delta: -898
Imbalance 10 delta: -0.973932
Spread delta: -0.00292
Mid price delta: -0.00141
Wall shift score: -0.044178

Tape

Buy volume: 4710
Sell volume: 7740
Buy/sell delta: -3030
Buy/sell ratio: 0.608527
Avg trade size: 124.5
Large trade count: 1
Largest trade size: 526

Candle

Return 1: 0
Return 3: -0.795809
Volume 1: 0
Volume avg 5: 81.6
Momentum 5: -1.219708

Cross Exchange

Mid avg: 0.49009625
Mid median: 0.4909975
Price deviation %: -1.074534
Spread %: 1.205886

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73571
Volume 24h: 134700
Quote volume 24h: 134700
Price change 24h %: -4.360493

Quality

Capture latency ms: 5872
Order book timestamp: 2026-06-22 08:29:44.139000+02:00
Ticker timestamp: 2026-06-22 08:29:44.416000+02:00
Trades timestamp: 2026-06-22 08:28:52.706000+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	long	0.283605	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
30s	long	0.283605	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
60s	long	0.512551	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes

Price

Best bid: 0.49
Best ask: 0.49029
Spread: 0.00029
Spread %: 0.059166
Mid price: 0.490145
Last price: 0.49087
Mark price: 0.49087
Index price: 0.491047

Order Book

Bid depth 5: 17
Ask depth 5: 12
Bid depth 10: 40
Ask depth 10: 24
Bid depth 20: 104
Ask depth 20: 53
Imbalance 5: 0.172414
Imbalance 10: 0.25
Imbalance 20: 0.324841
Top bid size: 5
Top ask size: 1
Bid wall score: 0.048077
Ask wall score: 0.018868

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 5
Imbalance 5 delta: -0.218891
Bid depth 10 delta: 7
Ask depth 10 delta: 7
Imbalance 10 delta: -0.07
Spread delta: -0.00014
Mid price delta: -0.00161
Wall shift score: 0.036506

Tape

Buy volume: 100
Sell volume: 158
Buy/sell delta: -58
Buy/sell ratio: 0.632911
Avg trade size: 2.58
Large trade count: 8
Largest trade size: 33

Candle

Return 1: -0.387597
Return 3: -0.874394
Volume 1: 9
Volume avg 5: 13.8
Momentum 5: -1.362403

Cross Exchange

Mid avg: 0.49049875
Mid median: 0.4918025
Price deviation %: -0.07212
Spread %: 1.204896

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2215700
Quote volume 24h: 1083648
Price change 24h %: 0.67

Quality

Capture latency ms: 10458
Order book timestamp: 2026-06-22 08:29:32+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:01:49.766000+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	long	0.175458	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
30s	long	0.175458	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
60s	long	0.493731	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes

Price

Best bid: 0.4921
Best ask: 0.4922
Spread: 0.0001
Spread %: 0.020319
Mid price: 0.49215
Last price: 0.4921
Mark price: -
Index price: -

Order Book

Bid depth 5: 5833
Ask depth 5: 4647
Bid depth 10: 15217
Ask depth 10: 14630
Bid depth 20: 60408
Ask depth 20: 31620
Imbalance 5: 0.113168
Imbalance 10: 0.019667
Imbalance 20: 0.312818
Top bid size: 736
Top ask size: 23
Bid wall score: 0.012184
Ask wall score: 0.000727

Dynamics

Bid depth 5 delta: -1804
Ask depth 5 delta: -254
Imbalance 5 delta: -0.105049
Bid depth 10 delta: -11485
Ask depth 10 delta: -688
Imbalance 10 delta: -0.251252
Spread delta: -0.0002
Mid price delta: 0.0002
Wall shift score: 0.014858

Tape

Buy volume: 9938
Sell volume: 41552
Buy/sell delta: -31614
Buy/sell ratio: 0.23917
Avg trade size: 514.9
Large trade count: 10
Largest trade size: 3042

Candle

Return 1: -0.060938
Return 3: -0.565885
Volume 1: 34529
Volume avg 5: 36953.4
Momentum 5: -1.006036

Cross Exchange

Mid avg: 0.49044875
Mid median: 0.4918025
Price deviation %: 0.346876
Spread %: 1.16424

Funding / OI / Volume

Funding rate: 0.00034965
Funding delta: -0.00000429
Funding abs: 0.00034965
Funding pressure: 0.00035394
Open interest: 27053118
Volume 24h: 66140351
Quote volume 24h: 32289168.716
Price change 24h %: -0.122

Quality

Capture latency ms: 6344
Order book timestamp: 2026-06-22 08:29:21.237000+02:00
Ticker timestamp: 2026-06-22 08:29:14.183000+02:00
Trades timestamp: 2026-06-22 08:29:22.799000+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	short	-0.447018	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
30s	short	-0.447018	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
60s	flat	-0.040638	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes

Price

Best bid: 0.4918
Best ask: 0.4919
Spread: 0.0001
Spread %: 0.020331
Mid price: 0.49185
Last price: 0.4922
Mark price: -
Index price: 0.492

Order Book

Bid depth 5: 1905
Ask depth 5: 2972
Bid depth 10: 7487
Ask depth 10: 5660
Bid depth 20: 19704
Ask depth 20: 12981
Imbalance 5: -0.218782
Imbalance 10: 0.138967
Imbalance 20: 0.205691
Top bid size: 62
Top ask size: 70
Bid wall score: 0.003147
Ask wall score: 0.005392

Dynamics

Bid depth 5 delta: -238
Ask depth 5 delta: 1438
Imbalance 5 delta: -0.384406
Bid depth 10 delta: 1653
Ask depth 10 delta: 1090
Imbalance 10 delta: 0.017475
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: 0.003151

Tape

Buy volume: 1862
Sell volume: 409
Buy/sell delta: 1453
Buy/sell ratio: 4.552567
Avg trade size: 22.71
Large trade count: 6
Largest trade size: 419

Candle

Return 1: -0.101564
Return 3: -0.586214
Volume 1: 130
Volume avg 5: 478.2
Momentum 5: -1.086082

Cross Exchange

Mid avg: 0.49052375
Mid median: 0.4918525
Price deviation %: 0.270374
Spread %: 1.204835

Funding / OI / Volume

Funding rate: 0.000353
Funding delta: 0
Funding abs: 0.000353
Funding pressure: 0.000353
Open interest: -
Volume 24h: 2001435
Quote volume 24h: 9744882.98
Price change 24h %: -4.31

Quality

Capture latency ms: 4289
Order book timestamp: 2026-06-22 08:29:15.206000+02:00
Ticker timestamp: 2026-06-22 08:29:13.746000+02:00
Trades timestamp: 2026-06-22 08:29:15.326000+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	short	-0.345634	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
30s	short	-0.345634	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
60s	flat	0.010166	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes

Price

Best bid: 0.47801
Best ask: 0.49447
Spread: 0.01646
Spread %: 3.38516
Mid price: 0.48624
Last price: 0.4924
Mark price: -
Index price: -

Order Book

Bid depth 5: 1099
Ask depth 5: 2452
Bid depth 10: 27776
Ask depth 10: 3392
Bid depth 20: 54053
Ask depth 20: 42932
Imbalance 5: -0.381019
Imbalance 10: 0.782341
Imbalance 20: 0.114667
Top bid size: 17
Top ask size: 308
Bid wall score: 0.000315
Ask wall score: 0.007174

Dynamics

Bid depth 5 delta: 289
Ask depth 5 delta: 1308
Imbalance 5 delta: -0.210088
Bid depth 10 delta: 26431
Ask depth 10 delta: 434
Imbalance 10 delta: 1.157196
Spread delta: 0.00268
Mid price delta: -0.00017
Wall shift score: 0.134707

Tape

Buy volume: 4710
Sell volume: 7740
Buy/sell delta: -3030
Buy/sell ratio: 0.608527
Avg trade size: 124.5
Large trade count: 1
Largest trade size: 526

Candle

Return 1: 0
Return 3: -0.795809
Volume 1: 0
Volume avg 5: 81.6
Momentum 5: -1.219708

Cross Exchange

Mid avg: 0.49056625
Mid median: 0.4918525
Price deviation %: -0.881889
Spread %: 1.170076

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73673
Volume 24h: 134700
Quote volume 24h: 134700
Price change 24h %: -4.360493

Quality

Capture latency ms: 5128
Order book timestamp: 2026-06-22 08:29:10.639000+02:00
Ticker timestamp: 2026-06-22 08:29:10.928000+02:00
Trades timestamp: 2026-06-22 08:28:52.706000+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	short	-0.28998	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
30s	short	-0.28998	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes
60s	flat	-0.007198	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 1613
gate: 1612
htx: 1598
mexc: 1611

By Symbol

VELVET/USDT:USDT: 6434

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.