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: 10403
Total labels: 31209
Pending labels: 11726
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 20:03:23.770153+02:00
Recent trades snapshots: 10402
Micro candles: 208060
Avg data quality: 75.7358454292031145
Latest latency: 10386 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 21 of 1041 · 10403 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-22 19:27:58.347829+02:00	binance	VELVET/USDT:USDT	0.45485	80	6530 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 19:27:51.668333+02:00	mexc	VELVET/USDT:USDT	0.45395	68	5543 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 19:27:46.015149+02:00	htx	VELVET/USDT:USDT	0.448555	80	5321 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 19:27:27.976659+02:00	gate	VELVET/USDT:USDT	0.454745	68	10662 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 19:27:17.105362+02:00	binance	VELVET/USDT:USDT	0.45495	80	6788 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 19:27:10.211384+02:00	mexc	VELVET/USDT:USDT	0.45485	78	4599 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 19:27:05.539748+02:00	htx	VELVET/USDT:USDT	0.44964	80	5867 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 19:26:47.032007+02:00	gate	VELVET/USDT:USDT	0.45544	68	10606 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 19:26:36.150816+02:00	binance	VELVET/USDT:USDT	0.45485	80	7369 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 19:26:28.658473+02:00	mexc	VELVET/USDT:USDT	0.4548	78	4755 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4548
Best ask: 0.4549
Spread: 0.0001
Spread %: 0.021985
Mid price: 0.45485
Last price: 0.4539
Mark price: -
Index price: -

Order Book

Bid depth 5: 3796
Ask depth 5: 3419
Bid depth 10: 14135
Ask depth 10: 11073
Bid depth 20: 29426
Ask depth 20: 40375
Imbalance 5: 0.052252
Imbalance 10: 0.121469
Imbalance 20: -0.15686
Top bid size: 628
Top ask size: 7
Bid wall score: 0.021342
Ask wall score: 0.000173

Dynamics

Bid depth 5 delta: -93
Ask depth 5 delta: 156
Imbalance 5 delta: -0.035276
Bid depth 10 delta: -539
Ask depth 10 delta: -10973
Imbalance 10 delta: 0.322232
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: 0.01528

Tape

Buy volume: 4646
Sell volume: 29454
Buy/sell delta: -24808
Buy/sell ratio: 0.157737
Avg trade size: 341
Large trade count: 12
Largest trade size: 3265

Candle

Return 1: -0.350877
Return 3: -0.241493
Volume 1: 33485
Volume avg 5: 27697.2
Momentum 5: 0.044033

Cross Exchange

Mid avg: 0.45305
Mid median: 0.4543475
Price deviation %: 0.397307
Spread %: 1.411544

Funding / OI / Volume

Funding rate: 0.00023636
Funding delta: 0
Funding abs: 0.00023636
Funding pressure: 0.00023636
Open interest: 25725877
Volume 24h: 65878924
Quote volume 24h: 30903305.56314
Price change 24h %: -12.239

Quality

Capture latency ms: 6530
Order book timestamp: 2026-06-22 19:27:56.225000+02:00
Ticker timestamp: 2026-06-22 19:27:50.186000+02:00
Trades timestamp: 2026-06-22 19:27:56.404000+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: 0.4539
Best ask: 0.454
Spread: 0.0001
Spread %: 0.022029
Mid price: 0.45395
Last price: 0.4537
Mark price: -
Index price: 0.4542

Order Book

Bid depth 5: 1804
Ask depth 5: 1405
Bid depth 10: 5301
Ask depth 10: 4834
Bid depth 20: 13069
Ask depth 20: 12350
Imbalance 5: 0.124338
Imbalance 10: 0.046078
Imbalance 20: 0.028286
Top bid size: 119
Top ask size: 58
Bid wall score: 0.009106
Ask wall score: 0.004696

Dynamics

Bid depth 5 delta: 132
Ask depth 5 delta: 444
Imbalance 5 delta: -0.145696
Bid depth 10 delta: 1399
Ask depth 10 delta: 1400
Imbalance 10 delta: -0.017717
Spread delta: 0
Mid price delta: -0.0009
Wall shift score: -0.019359

Tape

Buy volume: 1319
Sell volume: 4204
Buy/sell delta: -2885
Buy/sell ratio: 0.313749
Avg trade size: 55.23
Large trade count: 6
Largest trade size: 416

Candle

Return 1: -0.548005
Return 3: -0.417032
Volume 1: 1169
Volume avg 5: 1187.8
Momentum 5: -0.110084

Cross Exchange

Mid avg: 0.453275
Mid median: 0.4547975
Price deviation %: 0.148916
Spread %: 1.410843

Funding / OI / Volume

Funding rate: 0.000239
Funding delta: 0
Funding abs: 0.000239
Funding pressure: 0.000239
Open interest: -
Volume 24h: 2086745
Quote volume 24h: 9791718.456
Price change 24h %: 3.53

Quality

Capture latency ms: 5543
Order book timestamp: 2026-06-22 19:27:49.164000+02:00
Ticker timestamp: 2026-06-22 19:27:48.886000+02:00
Trades timestamp: 2026-06-22 19:27:44.403000+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: 0.4421
Best ask: 0.45501
Spread: 0.01291
Spread %: 2.878131
Mid price: 0.448555
Last price: 0.45549
Mark price: -
Index price: -

Order Book

Bid depth 5: 630
Ask depth 5: 1144
Bid depth 10: 1818
Ask depth 10: 2629
Bid depth 20: 49510
Ask depth 20: 10731
Imbalance 5: -0.289741
Imbalance 10: -0.18237
Imbalance 20: 0.643731
Top bid size: 8
Top ask size: 111
Bid wall score: 0.000162
Ask wall score: 0.010344

Dynamics

Bid depth 5 delta: -1814
Ask depth 5 delta: 101
Imbalance 5 delta: -0.691519
Bid depth 10 delta: -29055
Ask depth 10 delta: -279
Imbalance 10 delta: -1.010202
Spread delta: 0.00117
Mid price delta: -0.001085
Wall shift score: -0.010161

Tape

Buy volume: 9270
Sell volume: 11384
Buy/sell delta: -2114
Buy/sell ratio: 0.814301
Avg trade size: 206.54
Large trade count: 7
Largest trade size: 1652

Candle

Return 1: 0
Return 3: 0.140706
Volume 1: 0
Volume avg 5: 88.8
Momentum 5: 0.272977

Cross Exchange

Mid avg: 0.45354625
Mid median: 0.4547975
Price deviation %: -1.100494
Spread %: 1.170774

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 81034
Volume 24h: 162318
Quote volume 24h: 162318
Price change 24h %: 3.320857

Quality

Capture latency ms: 5321
Order book timestamp: 2026-06-22 19:27:44.497000+02:00
Ticker timestamp: 2026-06-22 19:27:44.868000+02:00
Trades timestamp: 2026-06-22 19:26:50.103000+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: 0.45456
Best ask: 0.45493
Spread: 0.00037
Spread %: 0.081364
Mid price: 0.454745
Last price: 0.45555
Mark price: 0.45489
Index price: 0.454723

Order Book

Bid depth 5: 5
Ask depth 5: 11
Bid depth 10: 16
Ask depth 10: 25
Bid depth 20: 42
Ask depth 20: 93
Imbalance 5: -0.375
Imbalance 10: -0.219512
Imbalance 20: -0.377778
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02381
Ask wall score: 0.010753

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -2
Imbalance 5 delta: 0.069444
Bid depth 10 delta: 1
Ask depth 10 delta: -2
Imbalance 10 delta: 0.066202
Spread delta: 0.00003
Mid price delta: -0.000695
Wall shift score: -0.005366

Tape

Buy volume: 80
Sell volume: 116
Buy/sell delta: -36
Buy/sell ratio: 0.689655
Avg trade size: 1.96
Large trade count: 2
Largest trade size: 21

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 1.4
Momentum 5: 0.518535

Cross Exchange

Mid avg: 0.45372
Mid median: 0.4549
Price deviation %: 0.22591
Spread %: 1.278321

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2622200
Quote volume 24h: 1227971
Price change 24h %: -11.98

Quality

Capture latency ms: 10662
Order book timestamp: 2026-06-22 19:27:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:29.052000+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: 0.4549
Best ask: 0.455
Spread: 0.0001
Spread %: 0.02198
Mid price: 0.45495
Last price: 0.4548
Mark price: -
Index price: -

Order Book

Bid depth 5: 3889
Ask depth 5: 3263
Bid depth 10: 14674
Ask depth 10: 22046
Bid depth 20: 31053
Ask depth 20: 47859
Imbalance 5: 0.087528
Imbalance 10: -0.200763
Imbalance 20: -0.212971
Top bid size: 190
Top ask size: 11
Bid wall score: 0.006119
Ask wall score: 0.00023

Dynamics

Bid depth 5 delta: -183
Ask depth 5 delta: -84
Imbalance 5 delta: -0.010194
Bid depth 10 delta: 217
Ask depth 10 delta: 12862
Imbalance 10 delta: -0.423807
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: -0.020214

Tape

Buy volume: 5259
Sell volume: 8044
Buy/sell delta: -2785
Buy/sell ratio: 0.653779
Avg trade size: 133.03
Large trade count: 8
Largest trade size: 1625

Candle

Return 1: -0.219298
Return 3: -0.109769
Volume 1: 3199
Volume avg 5: 21640
Momentum 5: 0.176134

Cross Exchange

Mid avg: 0.453695
Mid median: 0.45485
Price deviation %: 0.276618
Spread %: 1.278392

Funding / OI / Volume

Funding rate: 0.00023636
Funding delta: -0.00000281
Funding abs: 0.00023636
Funding pressure: 0.00023917
Open interest: 25725063
Volume 24h: 65876268
Quote volume 24h: 30902097.69394
Price change 24h %: -12.065

Quality

Capture latency ms: 6788
Order book timestamp: 2026-06-22 19:27:14.898000+02:00
Ticker timestamp: 2026-06-22 19:27:08.203000+02:00
Trades timestamp: 2026-06-22 19:27:14.633000+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: 0.4548
Best ask: 0.4549
Spread: 0.0001
Spread %: 0.021985
Mid price: 0.45485
Last price: 0.4558
Mark price: -
Index price: 0.4551

Order Book

Bid depth 5: 1672
Ask depth 5: 961
Bid depth 10: 3902
Ask depth 10: 3434
Bid depth 20: 7948
Ask depth 20: 8964
Imbalance 5: 0.270034
Imbalance 10: 0.063795
Imbalance 20: -0.060076
Top bid size: 196
Top ask size: 8
Bid wall score: 0.02466
Ask wall score: 0.000892

Dynamics

Bid depth 5 delta: 447
Ask depth 5 delta: -971
Imbalance 5 delta: 0.493981
Bid depth 10 delta: -814
Ask depth 10 delta: -1477
Imbalance 10 delta: 0.084051
Spread delta: -0.0001
Mid price delta: 0.00005
Wall shift score: 0.030226

Tape

Buy volume: 1646
Sell volume: 3210
Buy/sell delta: -1564
Buy/sell ratio: 0.512773
Avg trade size: 48.56
Large trade count: 8
Largest trade size: 416

Candle

Return 1: -0.263043
Return 3: -0.131694
Volume 1: 16
Volume avg 5: 957.2
Momentum 5: 0.176134

Cross Exchange

Mid avg: 0.4536825
Mid median: 0.454825
Price deviation %: 0.257339
Spread %: 1.278427

Funding / OI / Volume

Funding rate: 0.000239
Funding delta: 0.000006
Funding abs: 0.000239
Funding pressure: 0.000245
Open interest: -
Volume 24h: 2085699
Quote volume 24h: 9786969.458
Price change 24h %: 4.01

Quality

Capture latency ms: 4599
Order book timestamp: 2026-06-22 19:27:08.426000+02:00
Ticker timestamp: 2026-06-22 19:27:06.792000+02:00
Trades timestamp: 2026-06-22 19:27:07.679000+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: 0.44377
Best ask: 0.45551
Spread: 0.01174
Spread %: 2.610978
Mid price: 0.44964
Last price: 0.45549
Mark price: -
Index price: -

Order Book

Bid depth 5: 2444
Ask depth 5: 1043
Bid depth 10: 30873
Ask depth 10: 2908
Bid depth 20: 62600
Ask depth 20: 47783
Imbalance 5: 0.401778
Imbalance 10: 0.827832
Imbalance 20: 0.134233
Top bid size: 17
Top ask size: 14
Bid wall score: 0.000272
Ask wall score: 0.000293

Dynamics

Bid depth 5 delta: 1257
Ask depth 5 delta: -7
Imbalance 5 delta: 0.340535
Bid depth 10 delta: 5919
Ask depth 10 delta: -6
Imbalance 10 delta: 0.036961
Spread delta: -0.00088
Mid price delta: 0.00044
Wall shift score: -0.000024

Tape

Buy volume: 9270
Sell volume: 11384
Buy/sell delta: -2114
Buy/sell ratio: 0.814301
Avg trade size: 206.54
Large trade count: 7
Largest trade size: 1652

Candle

Return 1: 0
Return 3: 0.140706
Volume 1: 0
Volume avg 5: 88.8
Momentum 5: 0.272977

Cross Exchange

Mid avg: 0.4535725
Mid median: 0.454825
Price deviation %: -0.867006
Spread %: 1.375745

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 80923
Volume 24h: 162318
Quote volume 24h: 162318
Price change 24h %: 3.320857

Quality

Capture latency ms: 5867
Order book timestamp: 2026-06-22 19:27:04.197000+02:00
Ticker timestamp: 2026-06-22 19:27:04.489000+02:00
Trades timestamp: 2026-06-22 19:26:50.103000+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: 0.45527
Best ask: 0.45561
Spread: 0.00034
Spread %: 0.074653
Mid price: 0.45544
Last price: 0.45555
Mark price: 0.45503
Index price: 0.45468

Order Book

Bid depth 5: 5
Ask depth 5: 13
Bid depth 10: 15
Ask depth 10: 27
Bid depth 20: 34
Ask depth 20: 91
Imbalance 5: -0.444444
Imbalance 10: -0.285714
Imbalance 20: -0.456
Top bid size: 1
Top ask size: 1
Bid wall score: 0.029412
Ask wall score: 0.010989

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: -5
Ask depth 10 delta: -2
Imbalance 10 delta: -0.102041
Spread delta: 0
Mid price delta: 0.00143
Wall shift score: 0.015575

Tape

Buy volume: 80
Sell volume: 116
Buy/sell delta: -36
Buy/sell ratio: 0.689655
Avg trade size: 1.96
Large trade count: 2
Largest trade size: 21

Candle

Return 1: 0
Return 3: 0.396694
Volume 1: 0
Volume avg 5: 1.4
Momentum 5: 0.518535

Cross Exchange

Mid avg: 0.453215
Mid median: 0.454405
Price deviation %: 0.490937
Spread %: 1.246649

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2622200
Quote volume 24h: 1227971
Price change 24h %: -11.77

Quality

Capture latency ms: 10606
Order book timestamp: 2026-06-22 19:26:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:29.052000+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: 0.4548
Best ask: 0.4549
Spread: 0.0001
Spread %: 0.021985
Mid price: 0.45485
Last price: 0.4549
Mark price: -
Index price: -

Order Book

Bid depth 5: 4072
Ask depth 5: 3347
Bid depth 10: 14457
Ask depth 10: 9184
Bid depth 20: 28538
Ask depth 20: 45638
Imbalance 5: 0.097722
Imbalance 10: 0.223045
Imbalance 20: -0.230533
Top bid size: 880
Top ask size: 216
Bid wall score: 0.030836
Ask wall score: 0.004733

Dynamics

Bid depth 5 delta: 619
Ask depth 5 delta: -3323
Imbalance 5 delta: 0.415513
Bid depth 10 delta: 871
Ask depth 10 delta: -5389
Imbalance 10 delta: 0.258096
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.024144

Tape

Buy volume: 11152
Sell volume: 7293
Buy/sell delta: 3859
Buy/sell ratio: 1.529138
Avg trade size: 184.45
Large trade count: 7
Largest trade size: 4207

Candle

Return 1: 0.066007
Return 3: 0
Volume 1: 7007
Volume avg 5: 27649.4
Momentum 5: 0.26455

Cross Exchange

Mid avg: 0.453215
Mid median: 0.454405
Price deviation %: 0.360756
Spread %: 1.246649

Funding / OI / Volume

Funding rate: 0.00023917
Funding delta: 0.00000564
Funding abs: 0.00023917
Funding pressure: 0.00024481
Open interest: 25726852
Volume 24h: 65964499
Quote volume 24h: 30948328.94104
Price change 24h %: -12.097

Quality

Capture latency ms: 7369
Order book timestamp: 2026-06-22 19:26:33.488000+02:00
Ticker timestamp: 2026-06-22 19:26:27.081000+02:00
Trades timestamp: 2026-06-22 19:26:34.441000+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: 0.4547
Best ask: 0.4549
Spread: 0.0002
Spread %: 0.043975
Mid price: 0.4548
Last price: 0.4547
Mark price: -
Index price: 0.4542

Order Book

Bid depth 5: 1225
Ask depth 5: 1932
Bid depth 10: 4716
Ask depth 10: 4911
Bid depth 20: 9715
Ask depth 20: 16916
Imbalance 5: -0.223947
Imbalance 10: -0.020256
Imbalance 20: -0.270399
Top bid size: 28
Top ask size: 158
Bid wall score: 0.002882
Ask wall score: 0.00934

Dynamics

Bid depth 5 delta: 119
Ask depth 5 delta: -47
Imbalance 5 delta: 0.059035
Bid depth 10 delta: 4
Ask depth 10 delta: -49
Imbalance 10 delta: 0.005385
Spread delta: 0.0001
Mid price delta: 0.00005
Wall shift score: -0.017341

Tape

Buy volume: 3541
Sell volume: 3117
Buy/sell delta: 424
Buy/sell ratio: 1.136028
Avg trade size: 66.58
Large trade count: 7
Largest trade size: 1537

Candle

Return 1: -0.021988
Return 3: 0
Volume 1: 71
Volume avg 5: 891.2
Momentum 5: 0.308846

Cross Exchange

Mid avg: 0.4532025
Mid median: 0.45438
Price deviation %: 0.352491
Spread %: 1.246683

Funding / OI / Volume

Funding rate: 0.000233
Funding delta: 0
Funding abs: 0.000233
Funding pressure: 0.000233
Open interest: -
Volume 24h: 2085226
Quote volume 24h: 9784811.088
Price change 24h %: 3.76

Quality

Capture latency ms: 4755
Order book timestamp: 2026-06-22 19:26:26.274000+02:00
Ticker timestamp: 2026-06-22 19:26:24.876000+02:00
Trades timestamp: 2026-06-22 19:26:21.286000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 2607
gate: 2605
htx: 2587
mexc: 2604

By Symbol

VELVET/USDT:USDT: 10403

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.