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: 9070
Total labels: 27210
Pending labels: 7727
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 16:20:39.030214+02:00
Recent trades snapshots: 9069
Micro candles: 181400
Avg data quality: 75.6641675854465270
Latest latency: 5706 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 18 of 907 · 9070 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-22 15:50:38.226338+02:00	binance	VELVET/USDT:USDT	0.44965	80	6755 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 15:50:31.351069+02:00	mexc	VELVET/USDT:USDT	0.44965	68	5064 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 15:50:26.199158+02:00	htx	VELVET/USDT:USDT	0.44623	80	5789 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 15:50:09.460359+02:00	gate	VELVET/USDT:USDT	0.44931	68	10729 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 15:49:58.642339+02:00	binance	VELVET/USDT:USDT	0.44995	80	6520 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 15:49:52.028522+02:00	mexc	VELVET/USDT:USDT	0.4499	78	4405 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 15:49:47.558687+02:00	htx	VELVET/USDT:USDT	0.44619	80	5356 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 15:49:31.916753+02:00	gate	VELVET/USDT:USDT	0.44906	68	10410 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 15:49:21.403565+02:00	binance	VELVET/USDT:USDT	0.4493	80	5941 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 15:49:15.351080+02:00	mexc	VELVET/USDT:USDT	0.4493	68	5813 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4496
Best ask: 0.4497
Spread: 0.0001
Spread %: 0.02224
Mid price: 0.44965
Last price: 0.4497
Mark price: -
Index price: -

Order Book

Bid depth 5: 5053
Ask depth 5: 5477
Bid depth 10: 13837
Ask depth 10: 16156
Bid depth 20: 39351
Ask depth 20: 27884
Imbalance 5: -0.040266
Imbalance 10: -0.077318
Imbalance 20: 0.170551
Top bid size: 149
Top ask size: 1734
Bid wall score: 0.003786
Ask wall score: 0.062186

Dynamics

Bid depth 5 delta: 2878
Ask depth 5 delta: -2208
Imbalance 5 delta: 0.518558
Bid depth 10 delta: 2254
Ask depth 10 delta: -3746
Imbalance 10 delta: 0.186903
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: -0.029408

Tape

Buy volume: 8486
Sell volume: 16186
Buy/sell delta: -7700
Buy/sell ratio: 0.52428
Avg trade size: 246.72
Large trade count: 8
Largest trade size: 2080

Candle

Return 1: -0.044454
Return 3: 0.379464
Volume 1: 11805
Volume avg 5: 21787.8
Momentum 5: -0.066667

Cross Exchange

Mid avg: 0.448785
Mid median: 0.44948
Price deviation %: 0.192743
Spread %: 0.828905

Funding / OI / Volume

Funding rate: 0.0001091
Funding delta: -0.00000033
Funding abs: 0.0001091
Funding pressure: 0.00010943
Open interest: 26451798
Volume 24h: 71028411
Quote volume 24h: 34136877.39426
Price change 24h %: -6.058

Quality

Capture latency ms: 6755
Order book timestamp: 2026-06-22 15:50:35.400000+02:00
Ticker timestamp: 2026-06-22 15:50:26.931000+02:00
Trades timestamp: 2026-06-22 15:50:37.185000+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: 0.4496
Best ask: 0.4497
Spread: 0.0001
Spread %: 0.02224
Mid price: 0.44965
Last price: 0.4502
Mark price: -
Index price: 0.4494

Order Book

Bid depth 5: 1271
Ask depth 5: 1182
Bid depth 10: 4693
Ask depth 10: 3468
Bid depth 20: 14265
Ask depth 20: 8600
Imbalance 5: 0.036282
Imbalance 10: 0.150104
Imbalance 20: 0.247759
Top bid size: 39
Top ask size: 76
Bid wall score: 0.002734
Ask wall score: 0.008837

Dynamics

Bid depth 5 delta: 54
Ask depth 5 delta: -1280
Imbalance 5 delta: 0.374689
Bid depth 10 delta: 518
Ask depth 10 delta: -2996
Imbalance 10 delta: 0.365256
Spread delta: -0.0001
Mid price delta: -0.00025
Wall shift score: 0.05558

Tape

Buy volume: 3698
Sell volume: 10848
Buy/sell delta: -7150
Buy/sell ratio: 0.340892
Avg trade size: 145.46
Large trade count: 13
Largest trade size: 1540

Candle

Return 1: 0.044444
Return 3: 0.356665
Volume 1: 10
Volume avg 5: 3889.8
Momentum 5: 0

Cross Exchange

Mid avg: 0.4488475
Mid median: 0.449605
Price deviation %: 0.178791
Spread %: 0.828789

Funding / OI / Volume

Funding rate: 0.000109
Funding delta: -0.000003
Funding abs: 0.000109
Funding pressure: 0.000112
Open interest: -
Volume 24h: 1893993
Quote volume 24h: 9124385.039
Price change 24h %: -12.48

Quality

Capture latency ms: 5064
Order book timestamp: 2026-06-22 15:50:29.501000+02:00
Ticker timestamp: 2026-06-22 15:50:27.933000+02:00
Trades timestamp: 2026-06-22 15:50:23.287000+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: 0.44136
Best ask: 0.4511
Spread: 0.00974
Spread %: 2.182731
Mid price: 0.44623
Last price: 0.44975
Mark price: -
Index price: -

Order Book

Bid depth 5: 1275
Ask depth 5: 2686
Bid depth 10: 7300
Ask depth 10: 2981
Bid depth 20: 70566
Ask depth 20: 48218
Imbalance 5: -0.356223
Imbalance 10: 0.420095
Imbalance 20: 0.18814
Top bid size: 344
Top ask size: 344
Bid wall score: 0.004875
Ask wall score: 0.007134

Dynamics

Bid depth 5 delta: -84
Ask depth 5 delta: 1246
Imbalance 5 delta: -0.327284
Bid depth 10 delta: 3864
Ask depth 10 delta: -346
Imbalance 10 delta: 0.403978
Spread delta: -0.00006
Mid price delta: 0.00004
Wall shift score: -0.003207

Tape

Buy volume: 4308
Sell volume: 14028
Buy/sell delta: -9720
Buy/sell ratio: 0.3071
Avg trade size: 183.36
Large trade count: 5
Largest trade size: 2230

Candle

Return 1: -0.279373
Return 3: 0.077882
Volume 1: 224
Volume avg 5: 96.8
Momentum 5: -0.543995

Cross Exchange

Mid avg: 0.4488375
Mid median: 0.449605
Price deviation %: -0.580945
Spread %: 0.83772

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 75023
Volume 24h: 132368
Quote volume 24h: 132368
Price change 24h %: -12.64446

Quality

Capture latency ms: 5789
Order book timestamp: 2026-06-22 15:50:24.739000+02:00
Ticker timestamp: 2026-06-22 15:50:25.095000+02:00
Trades timestamp: 2026-06-22 15:50:13.472000+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: 0.44898
Best ask: 0.44964
Spread: 0.00066
Spread %: 0.146892
Mid price: 0.44931
Last price: 0.44825
Mark price: 0.44899
Index price: 0.44952

Order Book

Bid depth 5: 10
Ask depth 5: 12
Bid depth 10: 24
Ask depth 10: 29
Bid depth 20: 89
Ask depth 20: 52
Imbalance 5: -0.090909
Imbalance 10: -0.09434
Imbalance 20: 0.262411
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011236
Ask wall score: 0.019231

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 1
Imbalance 5 delta: 0.066986
Bid depth 10 delta: 3
Ask depth 10 delta: 6
Imbalance 10 delta: -0.048885
Spread delta: 0.00014
Mid price delta: 0.00025
Wall shift score: -0.007995

Tape

Buy volume: 184
Sell volume: 67
Buy/sell delta: 117
Buy/sell ratio: 2.746269
Avg trade size: 2.51
Large trade count: 8
Largest trade size: 24

Candle

Return 1: 0
Return 3: -0.31357
Volume 1: 0
Volume avg 5: 6.8
Momentum 5: -0.614163

Cross Exchange

Mid avg: 0.448775
Mid median: 0.44948
Price deviation %: 0.119213
Spread %: 0.837836

Funding / OI / Volume

Funding rate: 0.000018
Funding delta: 0.000003
Funding abs: 0.000018
Funding pressure: 0.000021
Open interest: -
Volume 24h: 2867100
Quote volume 24h: 1371926
Price change 24h %: -6.17

Quality

Capture latency ms: 10729
Order book timestamp: 2026-06-22 15:50:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:16.103000+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: 0.4499
Best ask: 0.45
Spread: 0.0001
Spread %: 0.022225
Mid price: 0.44995
Last price: 0.4499
Mark price: -
Index price: -

Order Book

Bid depth 5: 2175
Ask depth 5: 7685
Bid depth 10: 11583
Ask depth 10: 19902
Bid depth 20: 36205
Ask depth 20: 37431
Imbalance 5: -0.558824
Imbalance 10: -0.264221
Imbalance 20: -0.016649
Top bid size: 142
Top ask size: 1232
Bid wall score: 0.003922
Ask wall score: 0.032914

Dynamics

Bid depth 5 delta: -3343
Ask depth 5 delta: 2475
Imbalance 5 delta: -0.587533
Bid depth 10 delta: 1175
Ask depth 10 delta: 2013
Imbalance 10 delta: 0.000153
Spread delta: -0.0001
Mid price delta: 0.00065
Wall shift score: -0.018014

Tape

Buy volume: 18610
Sell volume: 5348
Buy/sell delta: 13262
Buy/sell ratio: 3.479806
Avg trade size: 239.58
Large trade count: 4
Largest trade size: 7344

Candle

Return 1: 0.155833
Return 3: 0.022232
Volume 1: 9637
Volume avg 5: 25059.4
Momentum 5: -0.221779

Cross Exchange

Mid avg: 0.4486125
Mid median: 0.44918
Price deviation %: 0.298141
Spread %: 0.826994

Funding / OI / Volume

Funding rate: 0.00010943
Funding delta: 0
Funding abs: 0.00010943
Funding pressure: 0.00010943
Open interest: 26457011
Volume 24h: 71055281
Quote volume 24h: 34150100.66016
Price change 24h %: -6.016

Quality

Capture latency ms: 6520
Order book timestamp: 2026-06-22 15:49:56.361000+02:00
Ticker timestamp: 2026-06-22 15:49:51.286000+02:00
Trades timestamp: 2026-06-22 15:49:56.066000+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: 0.4498
Best ask: 0.45
Spread: 0.0002
Spread %: 0.044454
Mid price: 0.4499
Last price: 0.4504
Mark price: -
Index price: 0.4495

Order Book

Bid depth 5: 1217
Ask depth 5: 2462
Bid depth 10: 4175
Ask depth 10: 6464
Bid depth 20: 10693
Ask depth 20: 10668
Imbalance 5: -0.338407
Imbalance 10: -0.215152
Imbalance 20: 0.00117
Top bid size: 14
Top ask size: 672
Bid wall score: 0.001309
Ask wall score: 0.062992

Dynamics

Bid depth 5 delta: 525
Ask depth 5 delta: 306
Imbalance 5 delta: 0.175638
Bid depth 10 delta: 1715
Ask depth 10 delta: 128
Imbalance 10 delta: 0.225503
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: -0.054705

Tape

Buy volume: 4202
Sell volume: 10848
Buy/sell delta: -6646
Buy/sell ratio: 0.387353
Avg trade size: 150.5
Large trade count: 12
Largest trade size: 1540

Candle

Return 1: 0.289468
Return 3: 0.133393
Volume 1: 607
Volume avg 5: 4003.2
Momentum 5: -0.177305

Cross Exchange

Mid avg: 0.4484625
Mid median: 0.44918
Price deviation %: 0.32054
Spread %: 0.693481

Funding / OI / Volume

Funding rate: 0.000112
Funding delta: 0
Funding abs: 0.000112
Funding pressure: 0.000112
Open interest: -
Volume 24h: 1893981
Quote volume 24h: 9124332.378
Price change 24h %: -12.44

Quality

Capture latency ms: 4405
Order book timestamp: 2026-06-22 15:49:49.974000+02:00
Ticker timestamp: 2026-06-22 15:49:49.725000+02:00
Trades timestamp: 2026-06-22 15:49:45.491000+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: 0.44129
Best ask: 0.45109
Spread: 0.0098
Spread %: 2.196374
Mid price: 0.44619
Last price: 0.4494
Mark price: -
Index price: -

Order Book

Bid depth 5: 1359
Ask depth 5: 1440
Bid depth 10: 3436
Ask depth 10: 3327
Bid depth 20: 70631
Ask depth 20: 40191
Imbalance 5: -0.028939
Imbalance 10: 0.016117
Imbalance 20: 0.274675
Top bid size: 566
Top ask size: 284
Bid wall score: 0.008013
Ask wall score: 0.007066

Dynamics

Bid depth 5 delta: -142
Ask depth 5 delta: -1533
Imbalance 5 delta: 0.300073
Bid depth 10 delta: -2878
Ask depth 10 delta: -318
Imbalance 10 delta: -0.251882
Spread delta: 0.00063
Mid price delta: 0.000365
Wall shift score: 0.007421

Tape

Buy volume: 4274
Sell volume: 14032
Buy/sell delta: -9758
Buy/sell ratio: 0.30459
Avg trade size: 183.06
Large trade count: 5
Largest trade size: 2230

Candle

Return 1: 0
Return 3: -0.621393
Volume 1: 0
Volume avg 5: 125.2
Momentum 5: 0.205137

Cross Exchange

Mid avg: 0.44837125
Mid median: 0.44918
Price deviation %: -0.486483
Spread %: 0.775027

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 75023
Volume 24h: 132110
Quote volume 24h: 132110
Price change 24h %: -12.712441

Quality

Capture latency ms: 5356
Order book timestamp: 2026-06-22 15:49:46.139000+02:00
Ticker timestamp: 2026-06-22 15:49:46.460000+02:00
Trades timestamp: 2026-06-22 15:47:31.544000+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: 0.4488
Best ask: 0.44932
Spread: 0.00052
Spread %: 0.115797
Mid price: 0.44906
Last price: 0.44825
Mark price: 0.44837
Index price: 0.448905

Order Book

Bid depth 5: 8
Ask depth 5: 11
Bid depth 10: 21
Ask depth 10: 23
Bid depth 20: 47
Ask depth 20: 47
Imbalance 5: -0.157895
Imbalance 10: -0.045455
Imbalance 20: 0
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021277
Ask wall score: 0.021277

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -2
Imbalance 5 delta: -0.02746
Bid depth 10 delta: -2
Ask depth 10 delta: -3
Imbalance 10 delta: 0.01577
Spread delta: -0.00005
Mid price delta: 0.000355
Wall shift score: 0.001603

Tape

Buy volume: 184
Sell volume: 67
Buy/sell delta: 117
Buy/sell ratio: 2.746269
Avg trade size: 2.51
Large trade count: 8
Largest trade size: 24

Candle

Return 1: 0
Return 3: -0.31357
Volume 1: 0
Volume avg 5: 7.2
Momentum 5: -0.368963

Cross Exchange

Mid avg: 0.4482825
Mid median: 0.4490025
Price deviation %: 0.17344
Spread %: 0.775181

Funding / OI / Volume

Funding rate: 0.000015
Funding delta: 0.000004
Funding abs: 0.000015
Funding pressure: 0.000019
Open interest: -
Volume 24h: 2867100
Quote volume 24h: 1371926
Price change 24h %: -6.17

Quality

Capture latency ms: 10410
Order book timestamp: 2026-06-22 15:49:30+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:16.103000+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: 0.4492
Best ask: 0.4494
Spread: 0.0002
Spread %: 0.044514
Mid price: 0.4493
Last price: 0.4491
Mark price: -
Index price: -

Order Book

Bid depth 5: 5518
Ask depth 5: 5210
Bid depth 10: 10408
Ask depth 10: 17889
Bid depth 20: 34293
Ask depth 20: 28530
Imbalance 5: 0.02871
Imbalance 10: -0.264374
Imbalance 20: 0.091734
Top bid size: 13
Top ask size: 324
Bid wall score: 0.000379
Ask wall score: 0.011356

Dynamics

Bid depth 5 delta: 1893
Ask depth 5 delta: 143
Imbalance 5 delta: 0.19461
Bid depth 10 delta: 1081
Ask depth 10 delta: 5247
Imbalance 10 delta: -0.11348
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: -0.008889

Tape

Buy volume: 51926
Sell volume: 11665
Buy/sell delta: 40261
Buy/sell ratio: 4.451436
Avg trade size: 635.91
Large trade count: 12
Largest trade size: 10540

Candle

Return 1: 0.044524
Return 3: -0.088928
Volume 1: 928
Volume avg 5: 23317.6
Momentum 5: -0.332668

Cross Exchange

Mid avg: 0.4483075
Mid median: 0.4490025
Price deviation %: 0.221388
Spread %: 0.797444

Funding / OI / Volume

Funding rate: 0.00010943
Funding delta: -0.00000328
Funding abs: 0.00010943
Funding pressure: 0.00011271
Open interest: 26456485
Volume 24h: 71046753
Quote volume 24h: 34146262.37116
Price change 24h %: -6.183

Quality

Capture latency ms: 5941
Order book timestamp: 2026-06-22 15:49:19.213000+02:00
Ticker timestamp: 2026-06-22 15:49:12.443000+02:00
Trades timestamp: 2026-06-22 15:49:19.724000+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: 0.4492
Best ask: 0.4494
Spread: 0.0002
Spread %: 0.044514
Mid price: 0.4493
Last price: 0.4493
Mark price: -
Index price: 0.4488

Order Book

Bid depth 5: 692
Ask depth 5: 2156
Bid depth 10: 2460
Ask depth 10: 6336
Bid depth 20: 7785
Ask depth 20: 9714
Imbalance 5: -0.514045
Imbalance 10: -0.440655
Imbalance 20: -0.110235
Top bid size: 17
Top ask size: 89
Bid wall score: 0.002184
Ask wall score: 0.009162

Dynamics

Bid depth 5 delta: -367
Ask depth 5 delta: 992
Imbalance 5 delta: -0.466811
Bid depth 10 delta: -381
Ask depth 10 delta: 2968
Imbalance 10 delta: -0.355778
Spread delta: 0.0001
Mid price delta: -0.00025
Wall shift score: -0.017118

Tape

Buy volume: 6005
Sell volume: 10314
Buy/sell delta: -4309
Buy/sell ratio: 0.582218
Avg trade size: 163.19
Large trade count: 11
Largest trade size: 1540

Candle

Return 1: 0.089067
Return 3: -0.066696
Volume 1: 19
Volume avg 5: 3885.6
Momentum 5: -0.376773

Cross Exchange

Mid avg: 0.44837
Mid median: 0.4490525
Price deviation %: 0.207418
Spread %: 0.830787

Funding / OI / Volume

Funding rate: 0.000112
Funding delta: 0
Funding abs: 0.000112
Funding pressure: 0.000112
Open interest: -
Volume 24h: 1893448
Quote volume 24h: 9121938.002
Price change 24h %: -12.65

Quality

Capture latency ms: 5813
Order book timestamp: 2026-06-22 15:49:13.368000+02:00
Ticker timestamp: 2026-06-22 15:49:11.968000+02:00
Trades timestamp: 2026-06-22 15:49:12.283000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 2273
gate: 2271
htx: 2256
mexc: 2270

By Symbol

VELVET/USDT:USDT: 9070

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.