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: 6889
Total labels: 20667
Pending labels: 1184
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: 2026-06-22 10:02:30.581758+02:00
Recent trades snapshots: 6888
Micro candles: 137780
Avg data quality: 75.5485556684569604
Latest latency: 9786 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 13 of 689 · 6889 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-22 09:40:10.230937+02:00	gate	VELVET/USDT:USDT	0.46584	68	10866 ms	10s pending - 30s pending - 60s flat 0.013953	advanced ready
2026-06-22 09:39:58.950804+02:00	binance	VELVET/USDT:USDT	0.46805	80	6522 ms	10s pending - 30s pending - 60s short -0.299113	advanced ready
2026-06-22 09:39:52.259201+02:00	mexc	VELVET/USDT:USDT	0.4675	78	4709 ms	10s pending - 30s pending - 60s flat -0.042781	advanced ready
2026-06-22 09:39:47.430584+02:00	htx	VELVET/USDT:USDT	0.464525	80	5619 ms	10s pending - 30s pending - 60s short -0.066735	advanced ready
2026-06-22 09:39:27.183060+02:00	gate	VELVET/USDT:USDT	0.46796	68	10502 ms	10s pending - 30s pending - 60s short -0.45303	advanced ready
2026-06-22 09:39:16.353500+02:00	binance	VELVET/USDT:USDT	0.46795	80	7678 ms	10s pending - 30s pending - 60s flat 0.02137	advanced ready
2026-06-22 09:39:08.436477+02:00	mexc	VELVET/USDT:USDT	0.46765	78	4746 ms	10s pending - 30s pending - 60s flat -0.032075	advanced ready
2026-06-22 09:39:03.343836+02:00	htx	VELVET/USDT:USDT	0.46443	90	4829 ms	10s pending - 30s pending - 60s flat 0.020455	advanced ready
2026-06-22 09:38:44.768741+02:00	gate	VELVET/USDT:USDT	0.46627	68	10552 ms	10s pending - 30s pending - 60s long 0.362451	advanced ready
2026-06-22 09:38:34.070933+02:00	binance	VELVET/USDT:USDT	0.46635	80	6397 ms	10s pending - 30s pending - 60s long 0.34309	advanced ready

Price

Best bid: 0.46541
Best ask: 0.46627
Spread: 0.00086
Spread %: 0.184613
Mid price: 0.46584
Last price: 0.46735
Mark price: 0.46733
Index price: 0.467333

Order Book

Bid depth 5: 14
Ask depth 5: 15
Bid depth 10: 25
Ask depth 10: 32
Bid depth 20: 47
Ask depth 20: 54
Imbalance 5: -0.034483
Imbalance 10: -0.122807
Imbalance 20: -0.069307
Top bid size: 2
Top ask size: 2
Bid wall score: 0.042553
Ask wall score: 0.037037

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: -4
Imbalance 5 delta: -0.034483
Bid depth 10 delta: -14
Ask depth 10 delta: 5
Imbalance 10 delta: -0.304625
Spread delta: -0.00002
Mid price delta: -0.00212
Wall shift score: 0.017766

Tape

Buy volume: 301
Sell volume: 112
Buy/sell delta: 189
Buy/sell ratio: 2.6875
Avg trade size: 4.13
Large trade count: 7
Largest trade size: 21

Candle

Return 1: 0
Return 3: -0.307174
Volume 1: 0
Volume avg 5: 61
Momentum 5: -0.381549

Cross Exchange

Mid avg: 0.46700875
Mid median: 0.46773
Price deviation %: -0.250263
Spread %: 0.754804

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2487200
Quote volume 24h: 1213337
Price change 24h %: -4.25

Quality

Capture latency ms: 10866
Order book timestamp: 2026-06-22 09:40:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:01:53.984000+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	flat	0.013953	0.013953	0.013953	0.013953	0.013953	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.013953	0.013953	0.013953	0.013953	0.013953	-0.013953	yes

Price

Best bid: 0.468
Best ask: 0.4681
Spread: 0.0001
Spread %: 0.021365
Mid price: 0.46805
Last price: 0.4674
Mark price: -
Index price: -

Order Book

Bid depth 5: 1984
Ask depth 5: 7364
Bid depth 10: 10520
Ask depth 10: 15161
Bid depth 20: 30244
Ask depth 20: 41920
Imbalance 5: -0.575524
Imbalance 10: -0.180717
Imbalance 20: -0.161798
Top bid size: 116
Top ask size: 198
Bid wall score: 0.003835
Ask wall score: 0.004723

Dynamics

Bid depth 5 delta: -5141
Ask depth 5 delta: 3250
Imbalance 5 delta: -0.843431
Bid depth 10 delta: -4802
Ask depth 10 delta: -4686
Imbalance 10 delta: -0.052053
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: -0.012124

Tape

Buy volume: 23502
Sell volume: 13404
Buy/sell delta: 10098
Buy/sell ratio: 1.753357
Avg trade size: 369.06
Large trade count: 9
Largest trade size: 4295

Candle

Return 1: 0.171233
Return 3: -0.128041
Volume 1: 41018
Volume avg 5: 97470.8
Momentum 5: -0.742312

Cross Exchange

Mid avg: 0.46698375
Mid median: 0.467725
Price deviation %: 0.228327
Spread %: 0.735572

Funding / OI / Volume

Funding rate: 0.00027694
Funding delta: 0
Funding abs: 0.00027694
Funding pressure: 0.00027694
Open interest: 26956462
Volume 24h: 67530440
Quote volume 24h: 32918397.30204
Price change 24h %: -4.495

Quality

Capture latency ms: 6522
Order book timestamp: 2026-06-22 09:39:56.652000+02:00
Ticker timestamp: 2026-06-22 09:39:53.409000+02:00
Trades timestamp: 2026-06-22 09:39:57.998000+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	short	-0.299113	-0.299113	-0.299113	0.299113	0.299113	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.299113	0.299113	0.299113	0.299113	-0.299113	0.299113	yes

Price

Best bid: 0.4674
Best ask: 0.4676
Spread: 0.0002
Spread %: 0.042781
Mid price: 0.4675
Last price: 0.4678
Mark price: -
Index price: 0.4672

Order Book

Bid depth 5: 1082
Ask depth 5: 2797
Bid depth 10: 4264
Ask depth 10: 6150
Bid depth 20: 10000
Ask depth 20: 10874
Imbalance 5: -0.442124
Imbalance 10: -0.181102
Imbalance 20: -0.04187
Top bid size: 24
Top ask size: 545
Bid wall score: 0.0024
Ask wall score: 0.05012

Dynamics

Bid depth 5 delta: 431
Ask depth 5 delta: 1429
Imbalance 5 delta: -0.086998
Bid depth 10 delta: 2147
Ask depth 10 delta: 2464
Imbalance 10 delta: 0.089275
Spread delta: -0.0001
Mid price delta: -0.00015
Wall shift score: -0.051063

Tape

Buy volume: 11632
Sell volume: 3244
Buy/sell delta: 8388
Buy/sell ratio: 3.585697
Avg trade size: 148.76
Large trade count: 8
Largest trade size: 899

Candle

Return 1: 0.235697
Return 3: -0.19202
Volume 1: 1676
Volume avg 5: 11218.2
Momentum 5: -0.78473

Cross Exchange

Mid avg: 0.46702125
Mid median: 0.4678
Price deviation %: 0.102511
Spread %: 0.735513

Funding / OI / Volume

Funding rate: 0.000275
Funding delta: 0
Funding abs: 0.000275
Funding pressure: 0.000275
Open interest: -
Volume 24h: 2077410
Quote volume 24h: 10100020.176
Price change 24h %: -9.05

Quality

Capture latency ms: 4709
Order book timestamp: 2026-06-22 09:39:49.376000+02:00
Ticker timestamp: 2026-06-22 09:39:49.810000+02:00
Trades timestamp: 2026-06-22 09:39:44.670000+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	flat	-0.042781	-0.042781	-0.042781	0.042781	0.042781	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042781	0.042781	0.042781	0.042781	-0.042781	0.042781	yes

Price

Best bid: 0.46051
Best ask: 0.46854
Spread: 0.00803
Spread %: 1.728648
Mid price: 0.464525
Last price: 0.46748
Mark price: -
Index price: -

Order Book

Bid depth 5: 954
Ask depth 5: 1474
Bid depth 10: 1247
Ask depth 10: 3226
Bid depth 20: 30087
Ask depth 20: 11116
Imbalance 5: -0.214168
Imbalance 10: -0.442432
Imbalance 20: 0.460428
Top bid size: 542
Top ask size: 533
Bid wall score: 0.018014
Ask wall score: 0.047949

Dynamics

Bid depth 5 delta: -203
Ask depth 5 delta: 501
Imbalance 5 delta: -0.300553
Bid depth 10 delta: -146
Ask depth 10 delta: 656
Imbalance 10 delta: -0.145435
Spread delta: 0.00023
Mid price delta: 0.000095
Wall shift score: 0.001244

Tape

Buy volume: 3838
Sell volume: 8920
Buy/sell delta: -5082
Buy/sell ratio: 0.430269
Avg trade size: 127.58
Large trade count: 2
Largest trade size: 1054

Candle

Return 1: 0
Return 3: -0.63131
Volume 1: 0
Volume avg 5: 48.4
Momentum 5: -1.281808

Cross Exchange

Mid avg: 0.4669975
Mid median: 0.4678
Price deviation %: -0.529446
Spread %: 0.755893

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74570
Volume 24h: 136150
Quote volume 24h: 136150
Price change 24h %: -9.200738

Quality

Capture latency ms: 5619
Order book timestamp: 2026-06-22 09:39:45.439000+02:00
Ticker timestamp: 2026-06-22 09:39:45.756000+02:00
Trades timestamp: 2026-06-22 09:37:53.792000+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	short	-0.066735	-0.066735	-0.066735	0.066735	0.066735	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.066735	0.066735	0.066735	0.066735	-0.066735	0.066735	yes

Price

Best bid: 0.46752
Best ask: 0.4684
Spread: 0.00088
Spread %: 0.18805
Mid price: 0.46796
Last price: 0.4658
Mark price: 0.46677
Index price: 0.46703

Order Book

Bid depth 5: 19
Ask depth 5: 19
Bid depth 10: 39
Ask depth 10: 27
Bid depth 20: 66
Ask depth 20: 47
Imbalance 5: 0
Imbalance 10: 0.181818
Imbalance 20: 0.168142
Top bid size: 2
Top ask size: 2
Bid wall score: 0.030303
Ask wall score: 0.042553

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 6
Imbalance 5 delta: -0.16129
Bid depth 10 delta: 7
Ask depth 10 delta: 4
Imbalance 10 delta: 0.018182
Spread delta: 0.00014
Mid price delta: 0.00169
Wall shift score: -0.025116

Tape

Buy volume: 318
Sell volume: 81
Buy/sell delta: 237
Buy/sell ratio: 3.925926
Avg trade size: 3.99
Large trade count: 7
Largest trade size: 21

Candle

Return 1: 0
Return 3: -0.610251
Volume 1: 0
Volume avg 5: 60.6
Momentum 5: -0.950518

Cross Exchange

Mid avg: 0.466575
Mid median: 0.46696
Price deviation %: 0.296844
Spread %: 0.754434

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2483700
Quote volume 24h: 1211701
Price change 24h %: -4.57

Quality

Capture latency ms: 10502
Order book timestamp: 2026-06-22 09:39:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:01:53.908000+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	short	-0.45303	-0.45303	-0.45303	0.45303	0.45303	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.45303	0.45303	0.45303	0.45303	-0.45303	0.45303	yes

Price

Best bid: 0.4679
Best ask: 0.468
Spread: 0.0001
Spread %: 0.02137
Mid price: 0.46795
Last price: 0.4675
Mark price: -
Index price: -

Order Book

Bid depth 5: 7125
Ask depth 5: 4114
Bid depth 10: 15322
Ask depth 10: 19847
Bid depth 20: 30867
Ask depth 20: 42077
Imbalance 5: 0.267906
Imbalance 10: -0.128664
Imbalance 20: -0.15368
Top bid size: 473
Top ask size: 172
Bid wall score: 0.015324
Ask wall score: 0.004088

Dynamics

Bid depth 5 delta: 3652
Ask depth 5 delta: -3671
Imbalance 5 delta: 0.650923
Bid depth 10 delta: 3598
Ask depth 10 delta: 3264
Imbalance 10 delta: 0.042989
Spread delta: 0
Mid price delta: 0.0016
Wall shift score: 0.008627

Tape

Buy volume: 12914
Sell volume: 8293
Buy/sell delta: 4621
Buy/sell ratio: 1.557217
Avg trade size: 212.07
Large trade count: 8
Largest trade size: 2108

Candle

Return 1: 0.064212
Return 3: -0.234742
Volume 1: 5329
Volume avg 5: 90333
Momentum 5: -0.848356

Cross Exchange

Mid avg: 0.466175
Mid median: 0.46631
Price deviation %: 0.380758
Spread %: 0.690728

Funding / OI / Volume

Funding rate: 0.00027694
Funding delta: 0.00000153
Funding abs: 0.00027694
Funding pressure: 0.00027847
Open interest: 26946957
Volume 24h: 67504179
Quote volume 24h: 32906104.73294
Price change 24h %: -4.475

Quality

Capture latency ms: 7678
Order book timestamp: 2026-06-22 09:39:14.155000+02:00
Ticker timestamp: 2026-06-22 09:39:03.105000+02:00
Trades timestamp: 2026-06-22 09:39:15.259000+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	flat	0.02137	0.02137	0.02137	0.02137	0.02137	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.02137	0.02137	0.02137	0.02137	0.02137	-0.02137	yes

Price

Best bid: 0.4675
Best ask: 0.4678
Spread: 0.0003
Spread %: 0.064151
Mid price: 0.46765
Last price: 0.4676
Mark price: -
Index price: 0.4666

Order Book

Bid depth 5: 651
Ask depth 5: 1368
Bid depth 10: 2117
Ask depth 10: 3686
Bid depth 20: 10382
Ask depth 20: 10176
Imbalance 5: -0.355126
Imbalance 10: -0.270377
Imbalance 20: 0.01002
Top bid size: 150
Top ask size: 113
Bid wall score: 0.014448
Ask wall score: 0.011105

Dynamics

Bid depth 5 delta: -406
Ask depth 5 delta: 290
Imbalance 5 delta: -0.34529
Bid depth 10 delta: -1253
Ask depth 10 delta: 8
Imbalance 10 delta: -0.226677
Spread delta: 0.0001
Mid price delta: 0.00115
Wall shift score: 0.007292

Tape

Buy volume: 10922
Sell volume: 3926
Buy/sell delta: 6996
Buy/sell ratio: 2.781966
Avg trade size: 148.48
Large trade count: 9
Largest trade size: 899

Candle

Return 1: 0.192843
Return 3: -0.234692
Volume 1: 116
Volume avg 5: 10906.2
Momentum 5: -0.827147

Cross Exchange

Mid avg: 0.4658875
Mid median: 0.46631
Price deviation %: 0.37831
Spread %: 0.444313

Funding / OI / Volume

Funding rate: 0.000275
Funding delta: 0
Funding abs: 0.000275
Funding pressure: 0.000275
Open interest: -
Volume 24h: 2076006
Quote volume 24h: 10093453.054
Price change 24h %: -9.09

Quality

Capture latency ms: 4746
Order book timestamp: 2026-06-22 09:39:06.943000+02:00
Ticker timestamp: 2026-06-22 09:39:04.883000+02:00
Trades timestamp: 2026-06-22 09:39:03.085000+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	flat	-0.032075	-0.032075	-0.032075	0.032075	0.032075	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.032075	0.032075	0.032075	0.032075	-0.032075	0.032075	yes

Price

Best bid: 0.46053
Best ask: 0.46833
Spread: 0.0078
Spread %: 1.679478
Mid price: 0.46443
Last price: 0.46748
Mark price: -
Index price: -

Order Book

Bid depth 5: 1157
Ask depth 5: 973
Bid depth 10: 1393
Ask depth 10: 2570
Bid depth 20: 30092
Ask depth 20: 6494
Imbalance 5: 0.086385
Imbalance 10: -0.296997
Imbalance 20: 0.645001
Top bid size: 489
Top ask size: 308
Bid wall score: 0.01625
Ask wall score: 0.047428

Dynamics

Bid depth 5 delta: -620
Ask depth 5 delta: -722
Imbalance 5 delta: 0.062767
Bid depth 10 delta: -675
Ask depth 10 delta: -813
Imbalance 10 delta: -0.055757
Spread delta: -0.00368
Mid price delta: -0.00182
Wall shift score: 0.024194

Tape

Buy volume: 3838
Sell volume: 8920
Buy/sell delta: -5082
Buy/sell ratio: 0.430269
Avg trade size: 127.58
Large trade count: 2
Largest trade size: 1054

Candle

Return 1: 0
Return 3: -0.63131
Volume 1: 0
Volume avg 5: 48.4
Momentum 5: -1.281808

Cross Exchange

Mid avg: 0.4663425
Mid median: 0.46631
Price deviation %: -0.410106
Spread %: 0.053609

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74463
Volume 24h: 136150
Quote volume 24h: 136150
Price change 24h %: -9.200738

Quality

Capture latency ms: 4829
Order book timestamp: 2026-06-22 09:39:01.739000+02:00
Ticker timestamp: 2026-06-22 09:39:02.082000+02:00
Trades timestamp: 2026-06-22 09:37:53.792000+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	flat	0.020455	0.020455	0.020455	0.020455	0.020455	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.020455	0.020455	0.020455	0.020455	0.020455	-0.020455	yes

Price

Best bid: 0.4659
Best ask: 0.46664
Spread: 0.00074
Spread %: 0.158706
Mid price: 0.46627
Last price: 0.4658
Mark price: 0.4658
Index price: 0.465947

Order Book

Bid depth 5: 18
Ask depth 5: 13
Bid depth 10: 32
Ask depth 10: 23
Bid depth 20: 57
Ask depth 20: 45
Imbalance 5: 0.16129
Imbalance 10: 0.163636
Imbalance 20: 0.117647
Top bid size: 2
Top ask size: 1
Bid wall score: 0.035088
Ask wall score: 0.022222

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.027957
Bid depth 10 delta: 2
Ask depth 10 delta: -6
Imbalance 10 delta: 0.146687
Spread delta: 0.00007
Mid price delta: -0.001265
Wall shift score: 0.00151

Tape

Buy volume: 318
Sell volume: 81
Buy/sell delta: 237
Buy/sell ratio: 3.925926
Avg trade size: 3.99
Large trade count: 7
Largest trade size: 21

Candle

Return 1: -0.637812
Return 3: -0.711941
Volume 1: 63
Volume avg 5: 76
Momentum 5: -0.237733

Cross Exchange

Mid avg: 0.46665875
Mid median: 0.466425
Price deviation %: -0.083305
Spread %: 0.275362

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2483700
Quote volume 24h: 1211701
Price change 24h %: -4.75

Quality

Capture latency ms: 10552
Order book timestamp: 2026-06-22 09:38:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:01:53.908000+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	long	0.362451	0.362451	0.362451	0.362451	0.362451	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.362451	0.362451	0.362451	0.362451	0.362451	-0.362451	yes

Price

Best bid: 0.4663
Best ask: 0.4664
Spread: 0.0001
Spread %: 0.021443
Mid price: 0.46635
Last price: 0.4668
Mark price: -
Index price: -

Order Book

Bid depth 5: 3473
Ask depth 5: 7785
Bid depth 10: 11724
Ask depth 10: 16583
Bid depth 20: 30264
Ask depth 20: 33074
Imbalance 5: -0.383017
Imbalance 10: -0.171654
Imbalance 20: -0.044365
Top bid size: 100
Top ask size: 23
Bid wall score: 0.003304
Ask wall score: 0.000695

Dynamics

Bid depth 5 delta: -1207
Ask depth 5 delta: 843
Imbalance 5 delta: -0.188386
Bid depth 10 delta: -1466
Ask depth 10 delta: 982
Imbalance 10 delta: -0.087912
Spread delta: -0.0001
Mid price delta: -0.00245
Wall shift score: 0.032602

Tape

Buy volume: 18575
Sell volume: 22258
Buy/sell delta: -3683
Buy/sell ratio: 0.834531
Avg trade size: 408.33
Large trade count: 10
Largest trade size: 7561

Candle

Return 1: -0.596888
Return 3: -0.787234
Volume 1: 197804
Volume avg 5: 125966
Momentum 5: -0.448335

Cross Exchange

Mid avg: 0.46727125
Mid median: 0.4670175
Price deviation %: -0.197155
Spread %: 0.545722

Funding / OI / Volume

Funding rate: 0.00027541
Funding delta: 0
Funding abs: 0.00027541
Funding pressure: 0.00027541
Open interest: 26942343
Volume 24h: 67501043
Quote volume 24h: 32905030.74564
Price change 24h %: -4.501

Quality

Capture latency ms: 6397
Order book timestamp: 2026-06-22 09:38:31.864000+02:00
Ticker timestamp: 2026-06-22 09:38:24.526000+02:00
Trades timestamp: 2026-06-22 09:38:32.524000+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	long	0.34309	0.34309	0.34309	0.34309	0.34309	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.34309	0.34309	0.34309	0.34309	0.34309	-0.34309	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 1727
gate: 1726
htx: 1712
mexc: 1724

By Symbol

VELVET/USDT:USDT: 6889

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.