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: 10787
Total labels: 32361
Pending labels: 12878
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 21:09:18.675459+02:00
Recent trades snapshots: 10786
Micro candles: 215720
Avg data quality: 75.7293037916010012
Latest latency: 10408 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 22 of 1079 · 10787 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-22 20:33:59.148641+02:00	mexc	VELVET/USDT:USDT	0.4667	68	6325 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 20:33:52.773678+02:00	htx	VELVET/USDT:USDT	0.46079	80	5120 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 20:33:37.511272+02:00	gate	VELVET/USDT:USDT	0.46733	68	10400 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 20:33:27.013550+02:00	binance	VELVET/USDT:USDT	0.46785	80	7546 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 20:33:19.371590+02:00	mexc	VELVET/USDT:USDT	0.4676	78	4703 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 20:33:14.524845+02:00	htx	VELVET/USDT:USDT	0.461525	80	5805 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 20:32:47.149576+02:00	gate	VELVET/USDT:USDT	0.466465	68	10288 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 20:32:36.773149+02:00	binance	VELVET/USDT:USDT	0.46705	80	8656 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 20:32:28.035207+02:00	mexc	VELVET/USDT:USDT	0.46685	68	29106 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 20:31:58.863575+02:00	htx	VELVET/USDT:USDT	0.46115	80	5731 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4666
Best ask: 0.4668
Spread: 0.0002
Spread %: 0.042854
Mid price: 0.4667
Last price: 0.467
Mark price: -
Index price: 0.4664

Order Book

Bid depth 5: 1439
Ask depth 5: 1562
Bid depth 10: 4896
Ask depth 10: 5208
Bid depth 20: 9225
Ask depth 20: 11498
Imbalance 5: -0.040986
Imbalance 10: -0.030879
Imbalance 20: -0.109685
Top bid size: 30
Top ask size: 28
Bid wall score: 0.003252
Ask wall score: 0.002435

Dynamics

Bid depth 5 delta: 434
Ask depth 5 delta: -362
Imbalance 5 delta: 0.272773
Bid depth 10 delta: 1331
Ask depth 10 delta: -4142
Imbalance 10 delta: 0.41705
Spread delta: 0
Mid price delta: -0.0009
Wall shift score: 0.000061

Tape

Buy volume: 835
Sell volume: 4164
Buy/sell delta: -3329
Buy/sell ratio: 0.200528
Avg trade size: 49.99
Large trade count: 9
Largest trade size: 324

Candle

Return 1: -0.021409
Return 3: -0.447666
Volume 1: 1818
Volume avg 5: 3004.6
Momentum 5: 0.711667

Cross Exchange

Mid avg: 0.4658925
Mid median: 0.467465
Price deviation %: 0.173323
Spread %: 1.515371

Funding / OI / Volume

Funding rate: 0.000203
Funding delta: 0
Funding abs: 0.000203
Funding pressure: 0.000203
Open interest: -
Volume 24h: 1980145
Quote volume 24h: 9215708.334
Price change 24h %: 6.57

Quality

Capture latency ms: 6325
Order book timestamp: 2026-06-22 20:33:57.470000+02:00
Ticker timestamp: 2026-06-22 20:33:56.932000+02:00
Trades timestamp: 2026-06-22 20:33:54.073000+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: 0.45389
Best ask: 0.46769
Spread: 0.0138
Spread %: 2.994857
Mid price: 0.46079
Last price: 0.46767
Mark price: -
Index price: -

Order Book

Bid depth 5: 1162
Ask depth 5: 1021
Bid depth 10: 24929
Ask depth 10: 2829
Bid depth 20: 66541
Ask depth 20: 46607
Imbalance 5: 0.06459
Imbalance 10: 0.796167
Imbalance 20: 0.176176
Top bid size: 550
Top ask size: 19
Bid wall score: 0.008266
Ask wall score: 0.000408

Dynamics

Bid depth 5 delta: 284
Ask depth 5 delta: -5
Imbalance 5 delta: 0.142321
Bid depth 10 delta: 3803
Ask depth 10 delta: -6
Imbalance 10 delta: 0.032801
Spread delta: 0.00147
Mid price delta: -0.000735
Wall shift score: 0.008024

Tape

Buy volume: 6238
Sell volume: 10644
Buy/sell delta: -4406
Buy/sell ratio: 0.586058
Avg trade size: 168.82
Large trade count: 6
Largest trade size: 1120

Candle

Return 1: -0.166507
Return 3: -0.166507
Volume 1: 218
Volume avg 5: 86.8
Momentum 5: 1.172526

Cross Exchange

Mid avg: 0.46607625
Mid median: 0.467465
Price deviation %: -1.134203
Spread %: 1.357074

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 80899
Volume 24h: 164004
Quote volume 24h: 164004
Price change 24h %: 6.083702

Quality

Capture latency ms: 5120
Order book timestamp: 2026-06-22 20:33:51.439000+02:00
Ticker timestamp: 2026-06-22 20:33:51.751000+02:00
Trades timestamp: 2026-06-22 20:33:29.266000+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: 0.46704
Best ask: 0.46762
Spread: 0.00058
Spread %: 0.124109
Mid price: 0.46733
Last price: 0.46709
Mark price: 0.4665
Index price: 0.466515

Order Book

Bid depth 5: 16
Ask depth 5: 13
Bid depth 10: 35
Ask depth 10: 25
Bid depth 20: 63
Ask depth 20: 93
Imbalance 5: 0.103448
Imbalance 10: 0.166667
Imbalance 20: -0.192308
Top bid size: 2
Top ask size: 2
Bid wall score: 0.031746
Ask wall score: 0.021505

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 0
Imbalance 5 delta: -0.108673
Bid depth 10 delta: -2
Ask depth 10 delta: 1
Imbalance 10 delta: -0.046448
Spread delta: 0.00015
Mid price delta: 0.000865
Wall shift score: 0.030588

Tape

Buy volume: 135
Sell volume: 84
Buy/sell delta: 51
Buy/sell ratio: 1.607143
Avg trade size: 2.19
Large trade count: 4
Largest trade size: 42

Candle

Return 1: 0.096434
Return 3: -0.194444
Volume 1: 20
Volume avg 5: 23.2
Momentum 5: 0.929147

Cross Exchange

Mid avg: 0.46586
Mid median: 0.4670325
Price deviation %: 0.315545
Spread %: 1.357704

Funding / OI / Volume

Funding rate: -0.000049
Funding delta: 0.000004
Funding abs: 0.000049
Funding pressure: 0.000053
Open interest: -
Volume 24h: 2552900
Quote volume 24h: 1191706
Price change 24h %: -5.41

Quality

Capture latency ms: 10400
Order book timestamp: 2026-06-22 20:33:36+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:33.216000+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: 0.4678
Best ask: 0.4679
Spread: 0.0001
Spread %: 0.021374
Mid price: 0.46785
Last price: 0.4674
Mark price: -
Index price: -

Order Book

Bid depth 5: 4214
Ask depth 5: 5074
Bid depth 10: 15979
Ask depth 10: 16752
Bid depth 20: 30809
Ask depth 20: 40541
Imbalance 5: -0.092593
Imbalance 10: -0.023617
Imbalance 20: -0.136398
Top bid size: 438
Top ask size: 50
Bid wall score: 0.014217
Ask wall score: 0.001233

Dynamics

Bid depth 5 delta: 1216
Ask depth 5 delta: 2752
Imbalance 5 delta: -0.21966
Bid depth 10 delta: 1795
Ask depth 10 delta: 6657
Imbalance 10 delta: -0.192034
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: 0.00654

Tape

Buy volume: 6337
Sell volume: 4174
Buy/sell delta: 2163
Buy/sell ratio: 1.518208
Avg trade size: 105.11
Large trade count: 9
Largest trade size: 881

Candle

Return 1: 0.064185
Return 3: -0.234642
Volume 1: 4711
Volume avg 5: 44424.4
Momentum 5: 0.819142

Cross Exchange

Mid avg: 0.46566
Mid median: 0.4667575
Price deviation %: 0.4703
Spread %: 1.3046

Funding / OI / Volume

Funding rate: 0.00020378
Funding delta: 0
Funding abs: 0.00020378
Funding pressure: 0.00020378
Open interest: 25644168
Volume 24h: 62434904
Quote volume 24h: 29104844.21239
Price change 24h %: -5.404

Quality

Capture latency ms: 7546
Order book timestamp: 2026-06-22 20:33:24.855000+02:00
Ticker timestamp: 2026-06-22 20:33:16.693000+02:00
Trades timestamp: 2026-06-22 20:33:24.484000+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: 0.4675
Best ask: 0.4677
Spread: 0.0002
Spread %: 0.042772
Mid price: 0.4676
Last price: 0.4677
Mark price: -
Index price: 0.4662

Order Book

Bid depth 5: 1005
Ask depth 5: 1924
Bid depth 10: 3565
Ask depth 10: 9350
Bid depth 20: 11549
Ask depth 20: 18924
Imbalance 5: -0.313759
Imbalance 10: -0.447929
Imbalance 20: -0.242018
Top bid size: 13
Top ask size: 7
Bid wall score: 0.001126
Ask wall score: 0.00037

Dynamics

Bid depth 5 delta: -748
Ask depth 5 delta: -206
Imbalance 5 delta: -0.216669
Bid depth 10 delta: -708
Ask depth 10 delta: 4630
Imbalance 10 delta: -0.398223
Spread delta: 0.0001
Mid price delta: 0.00075
Wall shift score: -0.005354

Tape

Buy volume: 1301
Sell volume: 3664
Buy/sell delta: -2363
Buy/sell ratio: 0.355076
Avg trade size: 49.65
Large trade count: 9
Largest trade size: 324

Candle

Return 1: 0.085635
Return 3: -0.341079
Volume 1: 33
Volume avg 5: 2647.6
Momentum 5: 0.819495

Cross Exchange

Mid avg: 0.4654725
Mid median: 0.4666575
Price deviation %: 0.457062
Spread %: 1.186966

Funding / OI / Volume

Funding rate: 0.000203
Funding delta: 0
Funding abs: 0.000203
Funding pressure: 0.000203
Open interest: -
Volume 24h: 1978513
Quote volume 24h: 9208069.566
Price change 24h %: 6.73

Quality

Capture latency ms: 4703
Order book timestamp: 2026-06-22 20:33:17.345000+02:00
Ticker timestamp: 2026-06-22 20:33:17.863000+02:00
Trades timestamp: 2026-06-22 20:33:08.310000+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: 0.45536
Best ask: 0.46769
Spread: 0.01233
Spread %: 2.671578
Mid price: 0.461525
Last price: 0.46845
Mark price: -
Index price: -

Order Book

Bid depth 5: 878
Ask depth 5: 1026
Bid depth 10: 21126
Ask depth 10: 2835
Bid depth 20: 66365
Ask depth 20: 46623
Imbalance 5: -0.077731
Imbalance 10: 0.763365
Imbalance 20: 0.174727
Top bid size: 16
Top ask size: 19
Bid wall score: 0.000241
Ask wall score: 0.000408

Dynamics

Bid depth 5 delta: 273
Ask depth 5 delta: -680
Imbalance 5 delta: 0.398686
Bid depth 10 delta: 1662
Ask depth 10 delta: -41
Imbalance 10 delta: 0.020841
Spread delta: 0.00015
Mid price delta: 0.000375
Wall shift score: 0.01056

Tape

Buy volume: 6470
Sell volume: 10426
Buy/sell delta: -3956
Buy/sell ratio: 0.620564
Avg trade size: 168.96
Large trade count: 6
Largest trade size: 1120

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 43.2
Momentum 5: 1.341266

Cross Exchange

Mid avg: 0.46537875
Mid median: 0.4666575
Price deviation %: -0.828089
Spread %: 1.267785

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 80899
Volume 24h: 163786
Quote volume 24h: 163786
Price change 24h %: 6.260633

Quality

Capture latency ms: 5805
Order book timestamp: 2026-06-22 20:33:12.939000+02:00
Ticker timestamp: 2026-06-22 20:33:13.223000+02:00
Trades timestamp: 2026-06-22 20:30:49.014000+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: 0.46625
Best ask: 0.46668
Spread: 0.00043
Spread %: 0.092183
Mid price: 0.466465
Last price: 0.46664
Mark price: 0.46651
Index price: 0.46652

Order Book

Bid depth 5: 20
Ask depth 5: 13
Bid depth 10: 37
Ask depth 10: 24
Bid depth 20: 106
Ask depth 20: 51
Imbalance 5: 0.212121
Imbalance 10: 0.213115
Imbalance 20: 0.350318
Top bid size: 2
Top ask size: 2
Bid wall score: 0.018868
Ask wall score: 0.039216

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: 0
Imbalance 5 delta: 0.108673
Bid depth 10 delta: 5
Ask depth 10 delta: -5
Imbalance 10 delta: 0.163934
Spread delta: -0.0001
Mid price delta: 0.00106
Wall shift score: -0.020894

Tape

Buy volume: 140
Sell volume: 73
Buy/sell delta: 67
Buy/sell ratio: 1.917808
Avg trade size: 2.13
Large trade count: 4
Largest trade size: 42

Candle

Return 1: 0.21691
Return 3: 0.66008
Volume 1: 4
Volume avg 5: 19.6
Momentum 5: 1.14225

Cross Exchange

Mid avg: 0.46511375
Mid median: 0.4661275
Price deviation %: 0.29052
Spread %: 1.268507

Funding / OI / Volume

Funding rate: -0.000053
Funding delta: -0.000003
Funding abs: 0.000053
Funding pressure: 0.000056
Open interest: -
Volume 24h: 2552900
Quote volume 24h: 1191706
Price change 24h %: -5.34

Quality

Capture latency ms: 10288
Order book timestamp: 2026-06-22 20:32:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:33.126000+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: 0.467
Best ask: 0.4671
Spread: 0.0001
Spread %: 0.021411
Mid price: 0.46705
Last price: 0.4674
Mark price: -
Index price: -

Order Book

Bid depth 5: 2998
Ask depth 5: 2322
Bid depth 10: 14184
Ask depth 10: 10095
Bid depth 20: 31143
Ask depth 20: 41009
Imbalance 5: 0.127068
Imbalance 10: 0.168417
Imbalance 20: -0.136739
Top bid size: 247
Top ask size: 61
Bid wall score: 0.007931
Ask wall score: 0.001487

Dynamics

Bid depth 5 delta: -2797
Ask depth 5 delta: -872
Imbalance 5 delta: -0.162286
Bid depth 10 delta: -14435
Ask depth 10 delta: 577
Imbalance 10 delta: -0.332435
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: 0.006348

Tape

Buy volume: 7622
Sell volume: 6668
Buy/sell delta: 954
Buy/sell ratio: 1.143071
Avg trade size: 142.9
Large trade count: 7
Largest trade size: 2327

Candle

Return 1: 0.214454
Return 3: 0.473017
Volume 1: 14631
Volume avg 5: 44889.4
Momentum 5: 1.081549

Cross Exchange

Mid avg: 0.46493875
Mid median: 0.4658775
Price deviation %: 0.454092
Spread %: 1.225968

Funding / OI / Volume

Funding rate: 0.00020378
Funding delta: -0.00000012
Funding abs: 0.00020378
Funding pressure: 0.0002039
Open interest: 25644746
Volume 24h: 62472659
Quote volume 24h: 29123711.39989
Price change 24h %: -5.538

Quality

Capture latency ms: 8656
Order book timestamp: 2026-06-22 20:32:34.649000+02:00
Ticker timestamp: 2026-06-22 20:32:30.023000+02:00
Trades timestamp: 2026-06-22 20:32:35.329000+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: 0.4668
Best ask: 0.4669
Spread: 0.0001
Spread %: 0.02142
Mid price: 0.46685
Last price: 0.467
Mark price: -
Index price: 0.4661

Order Book

Bid depth 5: 1753
Ask depth 5: 2130
Bid depth 10: 4273
Ask depth 10: 4720
Bid depth 20: 10294
Ask depth 20: 11435
Imbalance 5: -0.09709
Imbalance 10: -0.049705
Imbalance 20: -0.05251
Top bid size: 71
Top ask size: 9
Bid wall score: 0.006897
Ask wall score: 0.000787

Dynamics

Bid depth 5 delta: 627
Ask depth 5 delta: -131
Imbalance 5 delta: 0.238015
Bid depth 10 delta: 820
Ask depth 10 delta: -98
Imbalance 10 delta: 0.115329
Spread delta: -0.0002
Mid price delta: 0.0005
Wall shift score: 0.008746

Tape

Buy volume: 5685
Sell volume: 2860
Buy/sell delta: 2825
Buy/sell ratio: 1.987762
Avg trade size: 85.45
Large trade count: 10
Largest trade size: 931

Candle

Return 1: 0.150182
Return 3: 0.387097
Volume 1: 389
Volume avg 5: 2558.8
Momentum 5: 0.951557

Cross Exchange

Mid avg: 0.46481375
Mid median: 0.4658775
Price deviation %: 0.438079
Spread %: 1.118728

Funding / OI / Volume

Funding rate: 0.000203
Funding delta: 0.000008
Funding abs: 0.000203
Funding pressure: 0.000211
Open interest: -
Volume 24h: 1977684
Quote volume 24h: 9204198.128
Price change 24h %: 6.57

Quality

Capture latency ms: 29106
Order book timestamp: 2026-06-22 20:32:26.223000+02:00
Ticker timestamp: 2026-06-22 20:32:23.752000+02:00
Trades timestamp: 2026-06-22 20:32:26.998000+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: 0.45506
Best ask: 0.46724
Spread: 0.01218
Spread %: 2.641223
Mid price: 0.46115
Last price: 0.46845
Mark price: -
Index price: -

Order Book

Bid depth 5: 605
Ask depth 5: 1706
Bid depth 10: 19464
Ask depth 10: 2876
Bid depth 20: 57290
Ask depth 20: 44328
Imbalance 5: -0.476417
Imbalance 10: 0.742525
Imbalance 20: 0.127556
Top bid size: 11
Top ask size: 484
Bid wall score: 0.000192
Ask wall score: 0.010919

Dynamics

Bid depth 5 delta: 90
Ask depth 5 delta: 715
Imbalance 5 delta: -0.160348
Bid depth 10 delta: 17970
Ask depth 10 delta: 282
Imbalance 10 delta: 1.011605
Spread delta: -0.00011
Mid price delta: -0.000055
Wall shift score: 0.003156

Tape

Buy volume: 6470
Sell volume: 10426
Buy/sell delta: -3956
Buy/sell ratio: 0.620564
Avg trade size: 168.96
Large trade count: 6
Largest trade size: 1120

Candle

Return 1: 0
Return 3: 1.341266
Volume 1: 0
Volume avg 5: 50.8
Momentum 5: 1.385131

Cross Exchange

Mid avg: 0.4648275
Mid median: 0.4658775
Price deviation %: -0.791154
Spread %: 1.106862

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 80899
Volume 24h: 163786
Quote volume 24h: 163786
Price change 24h %: 6.260633

Quality

Capture latency ms: 5731
Order book timestamp: 2026-06-22 20:31:57.539000+02:00
Ticker timestamp: 2026-06-22 20:31:57.815000+02:00
Trades timestamp: 2026-06-22 20:30:49.014000+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: 2703
gate: 2701
htx: 2683
mexc: 2700

By Symbol

VELVET/USDT:USDT: 10787

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.