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: 7840
Total labels: 23520
Pending labels: 4037
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 12:46:18.820705+02:00
Recent trades snapshots: 7839
Micro candles: 156800
Avg data quality: 75.6061224489795918
Latest latency: 10791 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 15 of 784 · 7840 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-22 12:21:46.571200+02:00	gate	VELVET/USDT:USDT	0.449535	68	10111 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 12:21:36.359050+02:00	binance	VELVET/USDT:USDT	0.45055	80	5979 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 12:21:30.280804+02:00	mexc	VELVET/USDT:USDT	0.45055	68	5844 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 12:21:24.372276+02:00	htx	VELVET/USDT:USDT	0.44523	80	6071 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 12:21:07.268673+02:00	gate	VELVET/USDT:USDT	0.449595	68	11770 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 12:20:55.391721+02:00	binance	VELVET/USDT:USDT	0.45045	80	5921 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 12:20:49.303361+02:00	mexc	VELVET/USDT:USDT	0.45045	78	4453 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 12:20:44.739064+02:00	htx	VELVET/USDT:USDT	0.445115	90	4738 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 12:20:27.913570+02:00	gate	VELVET/USDT:USDT	0.449425	68	11082 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 12:20:16.723496+02:00	binance	VELVET/USDT:USDT	0.44955	80	6617 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.44929
Best ask: 0.44978
Spread: 0.00049
Spread %: 0.109002
Mid price: 0.449535
Last price: 0.45006
Mark price: 0.4497
Index price: 0.449733

Order Book

Bid depth 5: 15
Ask depth 5: 18
Bid depth 10: 29
Ask depth 10: 28
Bid depth 20: 59
Ask depth 20: 51
Imbalance 5: -0.090909
Imbalance 10: 0.017544
Imbalance 20: 0.072727
Top bid size: 2
Top ask size: 2
Bid wall score: 0.033898
Ask wall score: 0.039216

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 1
Imbalance 5 delta: 0.005865
Bid depth 10 delta: 6
Ask depth 10 delta: 0
Imbalance 10 delta: 0.115583
Spread delta: -0.00008
Mid price delta: -0.00006
Wall shift score: -0.001538

Tape

Buy volume: 98
Sell volume: 74
Buy/sell delta: 24
Buy/sell ratio: 1.324324
Avg trade size: 1.72
Large trade count: 1
Largest trade size: 8

Candle

Return 1: 0
Return 3: 0.10454
Volume 1: 0
Volume avg 5: 1.8
Momentum 5: -0.179653

Cross Exchange

Mid avg: 0.44898125
Mid median: 0.4500725
Price deviation %: 0.123335
Spread %: 1.184905

Funding / OI / Volume

Funding rate: -0.000132
Funding delta: 0
Funding abs: 0.000132
Funding pressure: 0.000132
Open interest: -
Volume 24h: 2936100
Quote volume 24h: 1407660
Price change 24h %: -3.34

Quality

Capture latency ms: 10111
Order book timestamp: 2026-06-22 12:21:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:03.598000+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: 0.4505
Best ask: 0.4506
Spread: 0.0001
Spread %: 0.022195
Mid price: 0.45055
Last price: 0.4506
Mark price: -
Index price: -

Order Book

Bid depth 5: 3306
Ask depth 5: 5016
Bid depth 10: 19964
Ask depth 10: 12399
Bid depth 20: 33439
Ask depth 20: 25359
Imbalance 5: -0.205479
Imbalance 10: 0.233755
Imbalance 20: 0.13742
Top bid size: 66
Top ask size: 98
Bid wall score: 0.001974
Ask wall score: 0.003865

Dynamics

Bid depth 5 delta: -2910
Ask depth 5 delta: -159
Imbalance 5 delta: -0.296867
Bid depth 10 delta: 4392
Ask depth 10 delta: 780
Imbalance 10 delta: 0.088376
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: -0.00804

Tape

Buy volume: 4993
Sell volume: 4616
Buy/sell delta: 377
Buy/sell ratio: 1.081672
Avg trade size: 96.09
Large trade count: 8
Largest trade size: 1187

Candle

Return 1: 0
Return 3: 0.177896
Volume 1: 8784
Volume avg 5: 35311.2
Momentum 5: -0.265663

Cross Exchange

Mid avg: 0.44895625
Mid median: 0.4500225
Price deviation %: 0.35499
Spread %: 1.184971

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 26744163
Volume 24h: 73479105
Quote volume 24h: 35409115.95076
Price change 24h %: -3.882

Quality

Capture latency ms: 5979
Order book timestamp: 2026-06-22 12:21:34.188000+02:00
Ticker timestamp: 2026-06-22 12:21:27.867000+02:00
Trades timestamp: 2026-06-22 12:21:35.667000+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: 0.4505
Best ask: 0.4506
Spread: 0.0001
Spread %: 0.022195
Mid price: 0.45055
Last price: 0.4505
Mark price: -
Index price: 0.4493

Order Book

Bid depth 5: 1392
Ask depth 5: 1556
Bid depth 10: 5776
Ask depth 10: 4068
Bid depth 20: 10689
Ask depth 20: 7542
Imbalance 5: -0.055631
Imbalance 10: 0.173507
Imbalance 20: 0.172618
Top bid size: 17
Top ask size: 8
Bid wall score: 0.00159
Ask wall score: 0.001061

Dynamics

Bid depth 5 delta: -585
Ask depth 5 delta: -68
Imbalance 5 delta: -0.153659
Bid depth 10 delta: 1373
Ask depth 10 delta: -174
Imbalance 10 delta: 0.154883
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.012647

Tape

Buy volume: 5471
Sell volume: 1166
Buy/sell delta: 4305
Buy/sell ratio: 4.69211
Avg trade size: 66.37
Large trade count: 10
Largest trade size: 618

Candle

Return 1: 0
Return 3: 0.222469
Volume 1: 8
Volume avg 5: 772.4
Momentum 5: -0.110865

Cross Exchange

Mid avg: 0.44893125
Mid median: 0.4500225
Price deviation %: 0.360579
Spread %: 1.162762

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2012677
Quote volume 24h: 9713165.508
Price change 24h %: -12.42

Quality

Capture latency ms: 5844
Order book timestamp: 2026-06-22 12:21:28.467000+02:00
Ticker timestamp: 2026-06-22 12:21:27.861000+02:00
Trades timestamp: 2026-06-22 12:21:27.293000+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: 0.43901
Best ask: 0.45145
Spread: 0.01244
Spread %: 2.794061
Mid price: 0.44523
Last price: 0.44995
Mark price: -
Index price: -

Order Book

Bid depth 5: 869
Ask depth 5: 1538
Bid depth 10: 11579
Ask depth 10: 2772
Bid depth 20: 61376
Ask depth 20: 45993
Imbalance 5: -0.277939
Imbalance 10: 0.613685
Imbalance 20: 0.143272
Top bid size: 569
Top ask size: 344
Bid wall score: 0.009271
Ask wall score: 0.007479

Dynamics

Bid depth 5 delta: 661
Ask depth 5 delta: -814
Imbalance 5 delta: 0.559561
Bid depth 10 delta: -8077
Ask depth 10 delta: 198
Imbalance 10 delta: -0.154736
Spread delta: -0.00037
Mid price delta: 0.000115
Wall shift score: 0.005763

Tape

Buy volume: 6668
Sell volume: 10158
Buy/sell delta: -3490
Buy/sell ratio: 0.656428
Avg trade size: 168.26
Large trade count: 5
Largest trade size: 1146

Candle

Return 1: 0
Return 3: -0.299136
Volume 1: 0
Volume avg 5: 41.2
Momentum 5: 0.303172

Cross Exchange

Mid avg: 0.4489025
Mid median: 0.4500225
Price deviation %: -0.818106
Spread %: 1.188454

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 75017
Volume 24h: 126792
Quote volume 24h: 126792
Price change 24h %: -12.605613

Quality

Capture latency ms: 6071
Order book timestamp: 2026-06-22 12:21:22.939000+02:00
Ticker timestamp: 2026-06-22 12:21:23.309000+02:00
Trades timestamp: 2026-06-22 12:20:27.461000+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: 0.44931
Best ask: 0.44988
Spread: 0.00057
Spread %: 0.126781
Mid price: 0.449595
Last price: 0.45006
Mark price: 0.44965
Index price: 0.449685

Order Book

Bid depth 5: 14
Ask depth 5: 17
Bid depth 10: 23
Ask depth 10: 28
Bid depth 20: 54
Ask depth 20: 49
Imbalance 5: -0.096774
Imbalance 10: -0.098039
Imbalance 20: 0.048544
Top bid size: 2
Top ask size: 2
Bid wall score: 0.037037
Ask wall score: 0.040816

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 3
Imbalance 5 delta: -0.019851
Bid depth 10 delta: -2
Ask depth 10 delta: 2
Imbalance 10 delta: -0.078431
Spread delta: 0.00004
Mid price delta: 0.00017
Wall shift score: -0.023224

Tape

Buy volume: 98
Sell volume: 74
Buy/sell delta: 24
Buy/sell ratio: 1.324324
Avg trade size: 1.72
Large trade count: 1
Largest trade size: 8

Candle

Return 1: 0
Return 3: 0.10454
Volume 1: 0
Volume avg 5: 1.8
Momentum 5: -0.179653

Cross Exchange

Mid avg: 0.44886
Mid median: 0.4499375
Price deviation %: 0.163748
Spread %: 1.188567

Funding / OI / Volume

Funding rate: -0.000132
Funding delta: 0.000005
Funding abs: 0.000132
Funding pressure: 0.000137
Open interest: -
Volume 24h: 2936100
Quote volume 24h: 1407660
Price change 24h %: -3.69

Quality

Capture latency ms: 11770
Order book timestamp: 2026-06-22 12:21:05+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:03.598000+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: 0.4504
Best ask: 0.4505
Spread: 0.0001
Spread %: 0.0222
Mid price: 0.45045
Last price: 0.4505
Mark price: -
Index price: -

Order Book

Bid depth 5: 6216
Ask depth 5: 5175
Bid depth 10: 15572
Ask depth 10: 11619
Bid depth 20: 34532
Ask depth 20: 25548
Imbalance 5: 0.091388
Imbalance 10: 0.145379
Imbalance 20: 0.149534
Top bid size: 311
Top ask size: 73
Bid wall score: 0.009006
Ask wall score: 0.002857

Dynamics

Bid depth 5 delta: 550
Ask depth 5 delta: 2558
Imbalance 5 delta: -0.276715
Bid depth 10 delta: 910
Ask depth 10 delta: 2720
Imbalance 10 delta: -0.09922
Spread delta: 0
Mid price delta: 0.0009
Wall shift score: 0.020176

Tape

Buy volume: 5613
Sell volume: 3876
Buy/sell delta: 1737
Buy/sell ratio: 1.448142
Avg trade size: 94.89
Large trade count: 7
Largest trade size: 1134

Candle

Return 1: -0.177226
Return 3: 0
Volume 1: 75151
Volume avg 5: 43569.8
Momentum 5: 0.378703

Cross Exchange

Mid avg: 0.448635
Mid median: 0.4494875
Price deviation %: 0.404561
Spread %: 1.189163

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 26741875
Volume 24h: 73605205
Quote volume 24h: 35468159.49576
Price change 24h %: -3.285

Quality

Capture latency ms: 5921
Order book timestamp: 2026-06-22 12:20:53.263000+02:00
Ticker timestamp: 2026-06-22 12:20:45.321000+02:00
Trades timestamp: 2026-06-22 12:20:54.601000+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: 0.4504
Best ask: 0.4505
Spread: 0.0001
Spread %: 0.0222
Mid price: 0.45045
Last price: 0.4504
Mark price: -
Index price: 0.4495

Order Book

Bid depth 5: 1977
Ask depth 5: 1624
Bid depth 10: 4403
Ask depth 10: 4242
Bid depth 20: 9973
Ask depth 20: 8129
Imbalance 5: 0.098028
Imbalance 10: 0.018623
Imbalance 20: 0.101867
Top bid size: 73
Top ask size: 158
Bid wall score: 0.00732
Ask wall score: 0.019437

Dynamics

Bid depth 5 delta: 584
Ask depth 5 delta: -1887
Imbalance 5 delta: 0.529921
Bid depth 10 delta: 638
Ask depth 10 delta: -1963
Imbalance 10 delta: 0.263358
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: -0.016126

Tape

Buy volume: 5649
Sell volume: 1160
Buy/sell delta: 4489
Buy/sell ratio: 4.869828
Avg trade size: 68.09
Large trade count: 9
Largest trade size: 618

Candle

Return 1: -0.155176
Return 3: -0.155176
Volume 1: 854
Volume avg 5: 1410.8
Momentum 5: 0.33415

Cross Exchange

Mid avg: 0.448535
Mid median: 0.4494875
Price deviation %: 0.426946
Spread %: 1.100249

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2012667
Quote volume 24h: 9713120.908
Price change 24h %: -12.44

Quality

Capture latency ms: 4453
Order book timestamp: 2026-06-22 12:20:47.565000+02:00
Ticker timestamp: 2026-06-22 12:20:45.920000+02:00
Trades timestamp: 2026-06-22 12:20:45.472000+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: 0.43871
Best ask: 0.45152
Spread: 0.01281
Spread %: 2.877908
Mid price: 0.445115
Last price: 0.44995
Mark price: -
Index price: -

Order Book

Bid depth 5: 208
Ask depth 5: 2352
Bid depth 10: 19656
Ask depth 10: 2574
Bid depth 20: 60576
Ask depth 20: 46056
Imbalance 5: -0.8375
Imbalance 10: 0.768421
Imbalance 20: 0.136169
Top bid size: 8
Top ask size: 189
Bid wall score: 0.000132
Ask wall score: 0.004104

Dynamics

Bid depth 5 delta: -684
Ask depth 5 delta: 1039
Imbalance 5 delta: -0.64657
Bid depth 10 delta: 18363
Ask depth 10 delta: -236
Imbalance 10 delta: 1.138151
Spread delta: 0.00027
Mid price delta: -0.000835
Wall shift score: 0.003555

Tape

Buy volume: 6668
Sell volume: 10158
Buy/sell delta: -3490
Buy/sell ratio: 0.656428
Avg trade size: 168.26
Large trade count: 5
Largest trade size: 1146

Candle

Return 1: -0.299136
Return 3: -0.299136
Volume 1: 38
Volume avg 5: 46
Momentum 5: 0.42406

Cross Exchange

Mid avg: 0.44874375
Mid median: 0.4494875
Price deviation %: -0.808646
Spread %: 0.913662

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 75017
Volume 24h: 126792
Quote volume 24h: 126792
Price change 24h %: -12.605613

Quality

Capture latency ms: 4738
Order book timestamp: 2026-06-22 12:20:43.239000+02:00
Ticker timestamp: 2026-06-22 12:20:43.646000+02:00
Trades timestamp: 2026-06-22 12:20:27.461000+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: 0.44916
Best ask: 0.44969
Spread: 0.00053
Spread %: 0.117928
Mid price: 0.449425
Last price: 0.45006
Mark price: 0.44942
Index price: 0.44945

Order Book

Bid depth 5: 12
Ask depth 5: 14
Bid depth 10: 25
Ask depth 10: 26
Bid depth 20: 48
Ask depth 20: 90
Imbalance 5: -0.076923
Imbalance 10: -0.019608
Imbalance 20: -0.304348
Top bid size: 2
Top ask size: 2
Bid wall score: 0.041667
Ask wall score: 0.022222

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: 1
Imbalance 5 delta: -0.210256
Bid depth 10 delta: -6
Ask depth 10 delta: -1
Imbalance 10 delta: -0.088573
Spread delta: 0.0001
Mid price delta: 0.00039
Wall shift score: 0.004879

Tape

Buy volume: 98
Sell volume: 74
Buy/sell delta: 24
Buy/sell ratio: 1.324324
Avg trade size: 1.72
Large trade count: 1
Largest trade size: 8

Candle

Return 1: 0
Return 3: 0.108993
Volume 1: 0
Volume avg 5: 2.4
Momentum 5: 0.792798

Cross Exchange

Mid avg: 0.44864625
Mid median: 0.4492925
Price deviation %: 0.173578
Spread %: 0.91386

Funding / OI / Volume

Funding rate: -0.000137
Funding delta: 0.000009
Funding abs: 0.000137
Funding pressure: 0.000146
Open interest: -
Volume 24h: 2936100
Quote volume 24h: 1407660
Price change 24h %: -3.69

Quality

Capture latency ms: 11082
Order book timestamp: 2026-06-22 12:20:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:03.598000+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: 0.4495
Best ask: 0.4496
Spread: 0.0001
Spread %: 0.022244
Mid price: 0.44955
Last price: 0.4492
Mark price: -
Index price: -

Order Book

Bid depth 5: 5666
Ask depth 5: 2617
Bid depth 10: 14662
Ask depth 10: 8899
Bid depth 20: 34863
Ask depth 20: 22302
Imbalance 5: 0.368103
Imbalance 10: 0.244599
Imbalance 20: 0.219732
Top bid size: 155
Top ask size: 412
Bid wall score: 0.004446
Ask wall score: 0.018474

Dynamics

Bid depth 5 delta: -14080
Ask depth 5 delta: -1111
Imbalance 5 delta: -0.314269
Bid depth 10 delta: -11345
Ask depth 10 delta: -1767
Imbalance 10 delta: -0.17372
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: -0.005382

Tape

Buy volume: 22150
Sell volume: 29346
Buy/sell delta: -7196
Buy/sell ratio: 0.754788
Avg trade size: 514.96
Large trade count: 8
Largest trade size: 14595

Candle

Return 1: -0.398759
Return 3: -0.221926
Volume 1: 66676
Volume avg 5: 41874.8
Momentum 5: 0.155937

Cross Exchange

Mid avg: 0.44867125
Mid median: 0.4493425
Price deviation %: 0.195856
Spread %: 0.913809

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 26729776
Volume 24h: 73580393
Quote volume 24h: 35457000.81176
Price change 24h %: -3.564

Quality

Capture latency ms: 6617
Order book timestamp: 2026-06-22 12:20:14.512000+02:00
Ticker timestamp: 2026-06-22 12:20:09.843000+02:00
Trades timestamp: 2026-06-22 12:20:16.101000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 1965
gate: 1964
htx: 1949
mexc: 1962

By Symbol

VELVET/USDT:USDT: 7840

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.