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: 9527
Total labels: 28581
Pending labels: 9098
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 17:36:09.603935+02:00
Recent trades snapshots: 9526
Micro candles: 190540
Avg data quality: 75.6895140128057101
Latest latency: 7393 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 19 of 953 · 9527 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-22 17:06:13.774685+02:00	mexc	VELVET/USDT:USDT	0.436	78	4852 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 17:06:08.851020+02:00	htx	VELVET/USDT:USDT	0.437095	80	6407 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 17:05:51.950030+02:00	gate	VELVET/USDT:USDT	0.437255	68	10260 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 17:05:41.583577+02:00	binance	VELVET/USDT:USDT	0.43855	80	7220 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 17:05:34.270233+02:00	mexc	VELVET/USDT:USDT	0.43865	68	5569 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 17:05:28.635534+02:00	htx	VELVET/USDT:USDT	0.43775	80	6439 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 17:05:12.071416+02:00	gate	VELVET/USDT:USDT	0.43716	68	10184 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 17:05:01.714482+02:00	binance	VELVET/USDT:USDT	0.43885	80	6133 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 17:04:55.458816+02:00	mexc	VELVET/USDT:USDT	0.43895	78	4312 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 17:04:51.072468+02:00	htx	VELVET/USDT:USDT	0.43795	90	4582 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4358
Best ask: 0.4362
Spread: 0.0004
Spread %: 0.091743
Mid price: 0.436
Last price: 0.4375
Mark price: -
Index price: 0.4377

Order Book

Bid depth 5: 4039
Ask depth 5: 1151
Bid depth 10: 10171
Ask depth 10: 3999
Bid depth 20: 18359
Ask depth 20: 9872
Imbalance 5: 0.556455
Imbalance 10: 0.435568
Imbalance 20: 0.300627
Top bid size: 89
Top ask size: 20
Bid wall score: 0.004848
Ask wall score: 0.002026

Dynamics

Bid depth 5 delta: 2910
Ask depth 5 delta: -2064
Imbalance 5 delta: 1.036657
Bid depth 10 delta: 4958
Ask depth 10 delta: -1808
Imbalance 10 delta: 0.48947
Spread delta: 0.0003
Mid price delta: -0.00265
Wall shift score: 0.038857

Tape

Buy volume: 5270
Sell volume: 3875
Buy/sell delta: 1395
Buy/sell ratio: 1.36
Avg trade size: 91.45
Large trade count: 10
Largest trade size: 482

Candle

Return 1: -0.297143
Return 3: -1.312217
Volume 1: 3576
Volume avg 5: 1877
Momentum 5: -1.468263

Cross Exchange

Mid avg: 0.4378875
Mid median: 0.4379025
Price deviation %: -0.431047
Spread %: 0.355114

Funding / OI / Volume

Funding rate: 0.000101
Funding delta: -0.000004
Funding abs: 0.000101
Funding pressure: 0.000105
Open interest: -
Volume 24h: 1827690
Quote volume 24h: 8777594.069
Price change 24h %: -14.94

Quality

Capture latency ms: 4852
Order book timestamp: 2026-06-22 17:06:12.225000+02:00
Ticker timestamp: 2026-06-22 17:06:09.901000+02:00
Trades timestamp: 2026-06-22 17:06:12.467000+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: 0.436
Best ask: 0.43819
Spread: 0.00219
Spread %: 0.501035
Mid price: 0.437095
Last price: 0.43855
Mark price: -
Index price: -

Order Book

Bid depth 5: 3352
Ask depth 5: 2027
Bid depth 10: 27593
Ask depth 10: 3448
Bid depth 20: 72597
Ask depth 20: 49538
Imbalance 5: 0.246328
Imbalance 10: 0.777842
Imbalance 20: 0.188799
Top bid size: 275
Top ask size: 344
Bid wall score: 0.003788
Ask wall score: 0.006944

Dynamics

Bid depth 5 delta: 148
Ask depth 5 delta: 608
Imbalance 5 delta: -0.139785
Bid depth 10 delta: 18310
Ask depth 10 delta: 100
Imbalance 10 delta: 0.307967
Spread delta: -0.00131
Mid price delta: -0.000655
Wall shift score: 0.0024

Tape

Buy volume: 13830
Sell volume: 7992
Buy/sell delta: 5838
Buy/sell ratio: 1.73048
Avg trade size: 218.22
Large trade count: 7
Largest trade size: 1134

Candle

Return 1: 0
Return 3: -0.453978
Volume 1: 0
Volume avg 5: 90.8
Momentum 5: -1.27195

Cross Exchange

Mid avg: 0.43805125
Mid median: 0.43815
Price deviation %: -0.218296
Spread %: 0.318456

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 79663
Volume 24h: 143758
Quote volume 24h: 143758
Price change 24h %: -14.81985

Quality

Capture latency ms: 6407
Order book timestamp: 2026-06-22 17:06:06.139000+02:00
Ticker timestamp: 2026-06-22 17:06:06.590000+02:00
Trades timestamp: 2026-06-22 17:05:15.985000+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: 0.43692
Best ask: 0.43759
Spread: 0.00067
Spread %: 0.153229
Mid price: 0.437255
Last price: 0.43771
Mark price: 0.43771
Index price: 0.43844

Order Book

Bid depth 5: 18
Ask depth 5: 16
Bid depth 10: 31
Ask depth 10: 31
Bid depth 20: 52
Ask depth 20: 59
Imbalance 5: 0.058824
Imbalance 10: 0
Imbalance 20: -0.063063
Top bid size: 5
Top ask size: 1
Bid wall score: 0.096154
Ask wall score: 0.016949

Dynamics

Bid depth 5 delta: 8
Ask depth 5 delta: -2
Imbalance 5 delta: 0.344538
Bid depth 10 delta: 8
Ask depth 10 delta: 2
Imbalance 10 delta: 0.115385
Spread delta: 0.00019
Mid price delta: 0.000095
Wall shift score: 0.141915

Tape

Buy volume: 125
Sell volume: 75
Buy/sell delta: 50
Buy/sell ratio: 1.666667
Avg trade size: 2
Large trade count: 3
Largest trade size: 18

Candle

Return 1: -0.871909
Return 3: -0.202918
Volume 1: 1
Volume avg 5: 26.2
Momentum 5: -1.066835

Cross Exchange

Mid avg: 0.4380275
Mid median: 0.43815
Price deviation %: -0.176359
Spread %: 0.340161

Funding / OI / Volume

Funding rate: -0.000079
Funding delta: 0
Funding abs: 0.000079
Funding pressure: 0.000079
Open interest: -
Volume 24h: 2623900
Quote volume 24h: 1246921
Price change 24h %: -12.24

Quality

Capture latency ms: 10260
Order book timestamp: 2026-06-22 17:05:50+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:20.704000+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: 0.4385
Best ask: 0.4386
Spread: 0.0001
Spread %: 0.022802
Mid price: 0.43855
Last price: 0.4387
Mark price: -
Index price: -

Order Book

Bid depth 5: 4129
Ask depth 5: 11156
Bid depth 10: 17671
Ask depth 10: 20969
Bid depth 20: 65218
Ask depth 20: 57142
Imbalance 5: -0.459732
Imbalance 10: -0.085352
Imbalance 20: 0.066002
Top bid size: 72
Top ask size: 674
Bid wall score: 0.001104
Ask wall score: 0.011795

Dynamics

Bid depth 5 delta: 314
Ask depth 5 delta: 5208
Imbalance 5 delta: -0.241254
Bid depth 10 delta: 2853
Ask depth 10 delta: 2861
Imbalance 10 delta: 0.014569
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: -0.008667

Tape

Buy volume: 13265
Sell volume: 10189
Buy/sell delta: 3076
Buy/sell ratio: 1.301894
Avg trade size: 234.54
Large trade count: 10
Largest trade size: 2562

Candle

Return 1: -0.068337
Return 3: -0.182025
Volume 1: 11613
Volume avg 5: 66620
Momentum 5: -0.791497

Cross Exchange

Mid avg: 0.4381025
Mid median: 0.4382
Price deviation %: 0.102145
Spread %: 0.385754

Funding / OI / Volume

Funding rate: 0.00010106
Funding delta: -0.00000448
Funding abs: 0.00010106
Funding pressure: 0.00010554
Open interest: 26291070
Volume 24h: 69041483
Quote volume 24h: 33057969.64067
Price change 24h %: -11.713

Quality

Capture latency ms: 7220
Order book timestamp: 2026-06-22 17:05:39.441000+02:00
Ticker timestamp: 2026-06-22 17:05:31.369000+02:00
Trades timestamp: 2026-06-22 17:05:40.170000+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: 0.4386
Best ask: 0.4387
Spread: 0.0001
Spread %: 0.022797
Mid price: 0.43865
Last price: 0.4385
Mark price: -
Index price: 0.4384

Order Book

Bid depth 5: 1129
Ask depth 5: 3215
Bid depth 10: 5213
Ask depth 10: 5807
Bid depth 20: 17846
Ask depth 20: 14071
Imbalance 5: -0.480203
Imbalance 10: -0.053902
Imbalance 20: 0.118276
Top bid size: 57
Top ask size: 552
Bid wall score: 0.003194
Ask wall score: 0.03923

Dynamics

Bid depth 5 delta: -513
Ask depth 5 delta: 1401
Imbalance 5 delta: -0.430434
Bid depth 10 delta: -2410
Ask depth 10 delta: 937
Imbalance 10 delta: -0.274265
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: -0.040155

Tape

Buy volume: 3824
Sell volume: 1931
Buy/sell delta: 1893
Buy/sell ratio: 1.980321
Avg trade size: 57.55
Large trade count: 9
Largest trade size: 482

Candle

Return 1: -0.068368
Return 3: -0.318254
Volume 1: 719
Volume avg 5: 1077.6
Momentum 5: -0.859145

Cross Exchange

Mid avg: 0.4381775
Mid median: 0.4383
Price deviation %: 0.107833
Spread %: 0.40851

Funding / OI / Volume

Funding rate: 0.000105
Funding delta: -0.000005
Funding abs: 0.000105
Funding pressure: 0.00011
Open interest: -
Volume 24h: 1825897
Quote volume 24h: 8769752.2
Price change 24h %: -14.75

Quality

Capture latency ms: 5569
Order book timestamp: 2026-06-22 17:05:32.278000+02:00
Ticker timestamp: 2026-06-22 17:05:30.754000+02:00
Trades timestamp: 2026-06-22 17:05:23.779000+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: 0.436
Best ask: 0.4395
Spread: 0.0035
Spread %: 0.799543
Mid price: 0.43775
Last price: 0.43855
Mark price: -
Index price: -

Order Book

Bid depth 5: 3204
Ask depth 5: 1419
Bid depth 10: 9283
Ask depth 10: 3348
Bid depth 20: 71927
Ask depth 20: 49043
Imbalance 5: 0.386113
Imbalance 10: 0.469876
Imbalance 20: 0.189171
Top bid size: 275
Top ask size: 460
Bid wall score: 0.003823
Ask wall score: 0.00938

Dynamics

Bid depth 5 delta: -140
Ask depth 5 delta: -709
Imbalance 5 delta: 0.163891
Bid depth 10 delta: 5747
Ask depth 10 delta: 7
Imbalance 10 delta: 0.44152
Spread delta: -0.0004
Mid price delta: -0.0002
Wall shift score: 0.018337

Tape

Buy volume: 13830
Sell volume: 7992
Buy/sell delta: 5838
Buy/sell ratio: 1.73048
Avg trade size: 218.22
Large trade count: 7
Largest trade size: 1134

Candle

Return 1: -0.453978
Return 3: -0.453978
Volume 1: 228
Volume avg 5: 90.8
Momentum 5: -1.27195

Cross Exchange

Mid avg: 0.4382275
Mid median: 0.4384
Price deviation %: -0.108962
Spread %: 0.408464

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 79663
Volume 24h: 143802
Quote volume 24h: 143802
Price change 24h %: -14.81985

Quality

Capture latency ms: 6439
Order book timestamp: 2026-06-22 17:05:26.597000+02:00
Ticker timestamp: 2026-06-22 17:05:26.927000+02:00
Trades timestamp: 2026-06-22 17:05:15.985000+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: 0.43692
Best ask: 0.4374
Spread: 0.00048
Spread %: 0.1098
Mid price: 0.43716
Last price: 0.43771
Mark price: 0.43816
Index price: 0.439108

Order Book

Bid depth 5: 10
Ask depth 5: 18
Bid depth 10: 23
Ask depth 10: 29
Bid depth 20: 88
Ask depth 20: 54
Imbalance 5: -0.285714
Imbalance 10: -0.115385
Imbalance 20: 0.239437
Top bid size: 1
Top ask size: 4
Bid wall score: 0.011364
Ask wall score: 0.074074

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -1
Imbalance 5 delta: 0.024631
Bid depth 10 delta: 3
Ask depth 10 delta: -3
Imbalance 10 delta: 0.115385
Spread delta: -0.0002
Mid price delta: -0.00113
Wall shift score: -0.019933

Tape

Buy volume: 125
Sell volume: 75
Buy/sell delta: 50
Buy/sell ratio: 1.666667
Avg trade size: 2
Large trade count: 3
Largest trade size: 18

Candle

Return 1: -0.871909
Return 3: -0.202918
Volume 1: 1
Volume avg 5: 26.2
Momentum 5: -1.066835

Cross Exchange

Mid avg: 0.43851
Mid median: 0.43857
Price deviation %: -0.307861
Spread %: 0.228045

Funding / OI / Volume

Funding rate: -0.000079
Funding delta: -0.000006
Funding abs: 0.000079
Funding pressure: 0.000085
Open interest: -
Volume 24h: 2623800
Quote volume 24h: 1246877
Price change 24h %: -12.24

Quality

Capture latency ms: 10184
Order book timestamp: 2026-06-22 17:05:10+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:20.704000+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: 0.4388
Best ask: 0.4389
Spread: 0.0001
Spread %: 0.022787
Mid price: 0.43885
Last price: 0.439
Mark price: -
Index price: -

Order Book

Bid depth 5: 3815
Ask depth 5: 5948
Bid depth 10: 14818
Ask depth 10: 18108
Bid depth 20: 56608
Ask depth 20: 30443
Imbalance 5: -0.218478
Imbalance 10: -0.099921
Imbalance 20: 0.300571
Top bid size: 129
Top ask size: 131
Bid wall score: 0.002279
Ask wall score: 0.004303

Dynamics

Bid depth 5 delta: 452
Ask depth 5 delta: -1176
Imbalance 5 delta: 0.140157
Bid depth 10 delta: -3576
Ask depth 10 delta: 2963
Imbalance 10 delta: -0.196793
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: 0.053849

Tape

Buy volume: 9781
Sell volume: 11209
Buy/sell delta: -1428
Buy/sell ratio: 0.872602
Avg trade size: 209.9
Large trade count: 8
Largest trade size: 1888

Candle

Return 1: -0.521424
Return 3: -0.903342
Volume 1: 19419
Volume avg 5: 66776.4
Momentum 5: -1.215669

Cross Exchange

Mid avg: 0.438535
Mid median: 0.43862
Price deviation %: 0.07183
Spread %: 0.228032

Funding / OI / Volume

Funding rate: 0.00010554
Funding delta: 0
Funding abs: 0.00010554
Funding pressure: 0.00010554
Open interest: 26288711
Volume 24h: 69133881
Quote volume 24h: 33104739.60451
Price change 24h %: -11.706

Quality

Capture latency ms: 6133
Order book timestamp: 2026-06-22 17:04:59.260000+02:00
Ticker timestamp: 2026-06-22 17:04:52.613000+02:00
Trades timestamp: 2026-06-22 17:05:00.823000+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: 0.4389
Best ask: 0.439
Spread: 0.0001
Spread %: 0.022782
Mid price: 0.43895
Last price: 0.4389
Mark price: -
Index price: 0.4389

Order Book

Bid depth 5: 1642
Ask depth 5: 1814
Bid depth 10: 7623
Ask depth 10: 4870
Bid depth 20: 20747
Ask depth 20: 10244
Imbalance 5: -0.049769
Imbalance 10: 0.220363
Imbalance 20: 0.338905
Top bid size: 128
Top ask size: 21
Bid wall score: 0.00617
Ask wall score: 0.00205

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 93
Imbalance 5 delta: -0.028404
Bid depth 10 delta: 2254
Ask depth 10 delta: 125
Imbalance 10 delta: 0.158667
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.014491

Tape

Buy volume: 3409
Sell volume: 1686
Buy/sell delta: 1723
Buy/sell ratio: 2.021945
Avg trade size: 50.95
Large trade count: 8
Largest trade size: 482

Candle

Return 1: -0.701357
Return 3: -0.858369
Volume 1: 98
Volume avg 5: 998.6
Momentum 5: -1.193156

Cross Exchange

Mid avg: 0.438535
Mid median: 0.43862
Price deviation %: 0.094633
Spread %: 0.228032

Funding / OI / Volume

Funding rate: 0.00011
Funding delta: 0
Funding abs: 0.00011
Funding pressure: 0.00011
Open interest: -
Volume 24h: 1825249
Quote volume 24h: 8766911.171
Price change 24h %: -14.67

Quality

Capture latency ms: 4312
Order book timestamp: 2026-06-22 17:04:53.423000+02:00
Ticker timestamp: 2026-06-22 17:04:51.703000+02:00
Trades timestamp: 2026-06-22 17:04:40.297000+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: 0.436
Best ask: 0.4399
Spread: 0.0039
Spread %: 0.890513
Mid price: 0.43795
Last price: 0.44055
Mark price: -
Index price: -

Order Book

Bid depth 5: 3344
Ask depth 5: 2128
Bid depth 10: 3536
Ask depth 10: 3341
Bid depth 20: 43007
Ask depth 20: 11358
Imbalance 5: 0.222222
Imbalance 10: 0.028355
Imbalance 20: 0.582158
Top bid size: 275
Top ask size: 344
Bid wall score: 0.006394
Ask wall score: 0.030287

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: -737
Imbalance 5 delta: 0.144037
Bid depth 10 delta: -5776
Ask depth 10 delta: -189
Imbalance 10 delta: -0.421886
Spread delta: -0.00047
Mid price delta: -0.000235
Wall shift score: -0.01837

Tape

Buy volume: 13602
Sell volume: 8054
Buy/sell delta: 5548
Buy/sell ratio: 1.68885
Avg trade size: 216.56
Large trade count: 7
Largest trade size: 1134

Candle

Return 1: 0
Return 3: -0.821702
Volume 1: 0
Volume avg 5: 45.2
Momentum 5: -0.821702

Cross Exchange

Mid avg: 0.43859375
Mid median: 0.43862
Price deviation %: -0.146776
Spread %: 0.174421

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 79663
Volume 24h: 143574
Quote volume 24h: 143574
Price change 24h %: -14.431388

Quality

Capture latency ms: 4582
Order book timestamp: 2026-06-22 17:04:49.697000+02:00
Ticker timestamp: 2026-06-22 17:04:50.041000+02:00
Trades timestamp: 2026-06-22 17:02:36.011000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 2388
gate: 2385
htx: 2369
mexc: 2385

By Symbol

VELVET/USDT:USDT: 9527

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.