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: 11238
Total labels: 33714
Pending labels: 14231
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 22:24:59.117070+02:00
Recent trades snapshots: 11237
Micro candles: 224740
Avg data quality: 75.7437266417512013
Latest latency: 9651 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 23 of 1124 · 11238 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-22 21:48:40.199751+02:00	binance	VELVET/USDT:USDT	0.5023	80	7018 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 21:48:33.068690+02:00	mexc	VELVET/USDT:USDT	0.5066	78	4474 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 21:48:28.534319+02:00	htx	VELVET/USDT:USDT	0.50156	90	4374 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 21:48:13.299603+02:00	gate	VELVET/USDT:USDT	0.50866	68	10539 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 21:48:02.654708+02:00	binance	VELVET/USDT:USDT	0.5076	80	8151 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 21:47:54.345422+02:00	mexc	VELVET/USDT:USDT	0.5068	78	4635 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 21:47:49.637537+02:00	htx	VELVET/USDT:USDT	0.50042	80	5737 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 21:47:31.558171+02:00	gate	VELVET/USDT:USDT	0.503175	68	10861 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 21:47:20.596689+02:00	binance	VELVET/USDT:USDT	0.50595	80	6320 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-22 21:47:14.129767+02:00	mexc	VELVET/USDT:USDT	0.50575	78	4544 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.5022
Best ask: 0.5024
Spread: 0.0002
Spread %: 0.039817
Mid price: 0.5023
Last price: 0.5066
Mark price: -
Index price: -

Order Book

Bid depth 5: 2699
Ask depth 5: 2142
Bid depth 10: 8929
Ask depth 10: 8647
Bid depth 20: 20472
Ask depth 20: 21249
Imbalance 5: 0.115059
Imbalance 10: 0.016045
Imbalance 20: -0.018624
Top bid size: 259
Top ask size: 29
Bid wall score: 0.012651
Ask wall score: 0.001365

Dynamics

Bid depth 5 delta: 485
Ask depth 5 delta: -1890
Imbalance 5 delta: 0.406125
Bid depth 10 delta: 882
Ask depth 10 delta: -7564
Imbalance 10 delta: 0.352593
Spread delta: 0
Mid price delta: -0.0053
Wall shift score: 0.013691

Tape

Buy volume: 10529
Sell volume: 8157
Buy/sell delta: 2372
Buy/sell ratio: 1.290793
Avg trade size: 186.86
Large trade count: 7
Largest trade size: 976

Candle

Return 1: -0.985028
Return 3: 0.359425
Volume 1: 147065
Volume avg 5: 129472.6
Momentum 5: 0

Cross Exchange

Mid avg: 0.506105
Mid median: 0.5071
Price deviation %: -0.75182
Spread %: 1.402871

Funding / OI / Volume

Funding rate: 0.00037617
Funding delta: 0.00000557
Funding abs: 0.00037617
Funding pressure: 0.00038174
Open interest: 25579700
Volume 24h: 66583429
Quote volume 24h: 31124748.89743
Price change 24h %: 1.952

Quality

Capture latency ms: 7018
Order book timestamp: 2026-06-22 21:48:38.004000+02:00
Ticker timestamp: 2026-06-22 21:48:28.373000+02:00
Trades timestamp: 2026-06-22 21:48:39.644000+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: 0.5064
Best ask: 0.5068
Spread: 0.0004
Spread %: 0.078958
Mid price: 0.5066
Last price: 0.5073
Mark price: -
Index price: 0.5073

Order Book

Bid depth 5: 1037
Ask depth 5: 1807
Bid depth 10: 2616
Ask depth 10: 3195
Bid depth 20: 5350
Ask depth 20: 6527
Imbalance 5: -0.270745
Imbalance 10: -0.099639
Imbalance 20: -0.099099
Top bid size: 90
Top ask size: 149
Bid wall score: 0.016822
Ask wall score: 0.022828

Dynamics

Bid depth 5 delta: -193
Ask depth 5 delta: -230
Imbalance 5 delta: -0.02373
Bid depth 10 delta: -12
Ask depth 10 delta: -3222
Imbalance 10 delta: 0.319267
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: -0.014642

Tape

Buy volume: 706
Sell volume: 2396
Buy/sell delta: -1690
Buy/sell ratio: 0.294658
Avg trade size: 31.02
Large trade count: 8
Largest trade size: 215

Candle

Return 1: -0.256006
Return 3: 1.138179
Volume 1: 3127
Volume avg 5: 7934.8
Momentum 5: 0.775965

Cross Exchange

Mid avg: 0.506155
Mid median: 0.5072
Price deviation %: 0.087918
Spread %: 1.402732

Funding / OI / Volume

Funding rate: 0.00037
Funding delta: 0
Funding abs: 0.00037
Funding pressure: 0.00037
Open interest: -
Volume 24h: 2487888
Quote volume 24h: 11688670.462
Price change 24h %: 15.76

Quality

Capture latency ms: 4474
Order book timestamp: 2026-06-22 21:48:31.689000+02:00
Ticker timestamp: 2026-06-22 21:48:29.023000+02:00
Trades timestamp: 2026-06-22 21:48:31.483000+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: 0.49457
Best ask: 0.50855
Spread: 0.01398
Spread %: 2.787304
Mid price: 0.50156
Last price: 0.50695
Mark price: -
Index price: -

Order Book

Bid depth 5: 788
Ask depth 5: 1258
Bid depth 10: 9318
Ask depth 10: 2035
Bid depth 20: 54740
Ask depth 20: 5623
Imbalance 5: -0.229717
Imbalance 10: 0.641504
Imbalance 20: 0.813694
Top bid size: 9
Top ask size: 84
Bid wall score: 0.000164
Ask wall score: 0.014939

Dynamics

Bid depth 5 delta: 85
Ask depth 5 delta: 186
Imbalance 5 delta: -0.021829
Bid depth 10 delta: -12483
Ask depth 10 delta: -435
Imbalance 10 delta: -0.15496
Spread delta: 0.00068
Mid price delta: 0.00114
Wall shift score: -0.007451

Tape

Buy volume: 18104
Sell volume: 6180
Buy/sell delta: 11924
Buy/sell ratio: 2.92945
Avg trade size: 242.84
Large trade count: 8
Largest trade size: 2722

Candle

Return 1: 0
Return 3: 1.177527
Volume 1: 0
Volume avg 5: 80.4
Momentum 5: -0.31462

Cross Exchange

Mid avg: 0.50587
Mid median: 0.5072
Price deviation %: -0.851998
Spread %: 1.628877

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 76614
Volume 24h: 182552
Quote volume 24h: 182552
Price change 24h %: 14.993762

Quality

Capture latency ms: 4374
Order book timestamp: 2026-06-22 21:48:27.139000+02:00
Ticker timestamp: 2026-06-22 21:48:27.434000+02:00
Trades timestamp: 2026-06-22 21:47:53.573000+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: 0.50837
Best ask: 0.50895
Spread: 0.00058
Spread %: 0.114025
Mid price: 0.50866
Last price: 0.50759
Mark price: 0.50749
Index price: 0.507285

Order Book

Bid depth 5: 12
Ask depth 5: 8
Bid depth 10: 22
Ask depth 10: 24
Bid depth 20: 80
Ask depth 20: 74
Imbalance 5: 0.2
Imbalance 10: -0.043478
Imbalance 20: 0.038961
Top bid size: 1
Top ask size: 1
Bid wall score: 0.0125
Ask wall score: 0.013514

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -2
Imbalance 5 delta: 0.033333
Bid depth 10 delta: -1
Ask depth 10 delta: 3
Imbalance 10 delta: -0.088933
Spread delta: -0.00019
Mid price delta: 0.005485
Wall shift score: -0.033968

Tape

Buy volume: 107
Sell volume: 151
Buy/sell delta: -44
Buy/sell ratio: 0.708609
Avg trade size: 2.58
Large trade count: 7
Largest trade size: 23

Candle

Return 1: 0.868407
Return 3: 1.424689
Volume 1: 1
Volume avg 5: 50.4
Momentum 5: 1.15183

Cross Exchange

Mid avg: 0.50449875
Mid median: 0.5049875
Price deviation %: 0.824829
Spread %: 1.423195

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2757300
Quote volume 24h: 1291489
Price change 24h %: 2.07

Quality

Capture latency ms: 10539
Order book timestamp: 2026-06-22 21:48:12+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:37.681000+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: 0.5075
Best ask: 0.5077
Spread: 0.0002
Spread %: 0.039401
Mid price: 0.5076
Last price: 0.507
Mark price: -
Index price: -

Order Book

Bid depth 5: 2214
Ask depth 5: 4032
Bid depth 10: 8047
Ask depth 10: 16211
Bid depth 20: 19394
Ask depth 20: 44774
Imbalance 5: -0.291066
Imbalance 10: -0.336549
Imbalance 20: -0.395524
Top bid size: 53
Top ask size: 230
Bid wall score: 0.002733
Ask wall score: 0.005137

Dynamics

Bid depth 5 delta: 528
Ask depth 5 delta: 1376
Imbalance 5 delta: -0.067667
Bid depth 10 delta: 456
Ask depth 10 delta: -15962
Imbalance 10 delta: 0.281649
Spread delta: 0.0001
Mid price delta: 0.00165
Wall shift score: -0.002589

Tape

Buy volume: 45863
Sell volume: 5425
Buy/sell delta: 40438
Buy/sell ratio: 8.454009
Avg trade size: 512.88
Large trade count: 4
Largest trade size: 19771

Candle

Return 1: 0.355802
Return 3: 1.398043
Volume 1: 81124
Volume avg 5: 191864.6
Momentum 5: 0.157822

Cross Exchange

Mid avg: 0.50408625
Mid median: 0.5045625
Price deviation %: 0.697053
Spread %: 1.265656

Funding / OI / Volume

Funding rate: 0.0003706
Funding delta: 0
Funding abs: 0.0003706
Funding pressure: 0.0003706
Open interest: 25581065
Volume 24h: 66539922
Quote volume 24h: 31102120.36903
Price change 24h %: 1.481

Quality

Capture latency ms: 8151
Order book timestamp: 2026-06-22 21:48:00.428000+02:00
Ticker timestamp: 2026-06-22 21:47:52.790000+02:00
Trades timestamp: 2026-06-22 21:48:02.102000+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: 0.5066
Best ask: 0.507
Spread: 0.0004
Spread %: 0.078927
Mid price: 0.5068
Last price: 0.5062
Mark price: -
Index price: 0.5045

Order Book

Bid depth 5: 1230
Ask depth 5: 2037
Bid depth 10: 2628
Ask depth 10: 6417
Bid depth 20: 5691
Ask depth 20: 13346
Imbalance 5: -0.247016
Imbalance 10: -0.418905
Imbalance 20: -0.402112
Top bid size: 79
Top ask size: 70
Bid wall score: 0.013882
Ask wall score: 0.005245

Dynamics

Bid depth 5 delta: 327
Ask depth 5 delta: 1138
Imbalance 5 delta: -0.249235
Bid depth 10 delta: 595
Ask depth 10 delta: 4134
Imbalance 10 delta: -0.360981
Spread delta: 0.0003
Mid price delta: 0.00105
Wall shift score: 0.028284

Tape

Buy volume: 2374
Sell volume: 3821
Buy/sell delta: -1447
Buy/sell ratio: 0.621303
Avg trade size: 61.95
Large trade count: 10
Largest trade size: 479

Candle

Return 1: 0.177971
Return 3: 1.117764
Volume 1: 9718
Volume avg 5: 11084.4
Momentum 5: -0.0986

Cross Exchange

Mid avg: 0.50382375
Mid median: 0.5044625
Price deviation %: 0.590732
Spread %: 1.097606

Funding / OI / Volume

Funding rate: 0.00037
Funding delta: 0
Funding abs: 0.00037
Funding pressure: 0.00037
Open interest: -
Volume 24h: 2483011
Quote volume 24h: 11663890.082
Price change 24h %: 15.51

Quality

Capture latency ms: 4635
Order book timestamp: 2026-06-22 21:47:52.626000+02:00
Ticker timestamp: 2026-06-22 21:47:50.807000+02:00
Trades timestamp: 2026-06-22 21:47:51.547000+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: 0.49377
Best ask: 0.50707
Spread: 0.0133
Spread %: 2.657767
Mid price: 0.50042
Last price: 0.50565
Mark price: -
Index price: -

Order Book

Bid depth 5: 703
Ask depth 5: 1072
Bid depth 10: 21801
Ask depth 10: 2470
Bid depth 20: 53131
Ask depth 20: 43124
Imbalance 5: -0.207887
Imbalance 10: 0.796465
Imbalance 20: 0.103963
Top bid size: 15
Top ask size: 328
Bid wall score: 0.000282
Ask wall score: 0.007606

Dynamics

Bid depth 5 delta: -34
Ask depth 5 delta: 198
Imbalance 5 delta: -0.122847
Bid depth 10 delta: 20538
Ask depth 10 delta: 104
Imbalance 10 delta: 1.100405
Spread delta: -0.00074
Mid price delta: 0.00101
Wall shift score: 0.057586

Tape

Buy volume: 17906
Sell volume: 6400
Buy/sell delta: 11506
Buy/sell ratio: 2.797812
Avg trade size: 243.06
Large trade count: 8
Largest trade size: 2722

Candle

Return 1: 0.918072
Return 3: -0.570249
Volume 1: 2
Volume avg 5: 40.8
Momentum 5: -0.570249

Cross Exchange

Mid avg: 0.50357125
Mid median: 0.5044625
Price deviation %: -0.62578
Spread %: 1.298724

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 76713
Volume 24h: 182354
Quote volume 24h: 182354
Price change 24h %: 14.698877

Quality

Capture latency ms: 5737
Order book timestamp: 2026-06-22 21:47:47.739000+02:00
Ticker timestamp: 2026-06-22 21:47:48.084000+02:00
Trades timestamp: 2026-06-22 21:47:19.870000+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: 0.50279
Best ask: 0.50356
Spread: 0.00077
Spread %: 0.153028
Mid price: 0.503175
Last price: 0.50322
Mark price: 0.50454
Index price: 0.504488

Order Book

Bid depth 5: 14
Ask depth 5: 10
Bid depth 10: 23
Ask depth 10: 21
Bid depth 20: 44
Ask depth 20: 80
Imbalance 5: 0.166667
Imbalance 10: 0.045455
Imbalance 20: -0.290323
Top bid size: 2
Top ask size: 1
Bid wall score: 0.045455
Ask wall score: 0.0125

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -2
Imbalance 5 delta: 0.02381
Bid depth 10 delta: -8
Ask depth 10 delta: -4
Imbalance 10 delta: -0.061688
Spread delta: -0.00008
Mid price delta: -0.00222
Wall shift score: 0.036726

Tape

Buy volume: 106
Sell volume: 152
Buy/sell delta: -46
Buy/sell ratio: 0.697368
Avg trade size: 2.58
Large trade count: 7
Largest trade size: 23

Candle

Return 1: -0.214158
Return 3: 0.52538
Volume 1: 4
Volume avg 5: 95.4
Momentum 5: -0.559233

Cross Exchange

Mid avg: 0.50412625
Mid median: 0.5055725
Price deviation %: -0.188693
Spread %: 1.297294

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2757100
Quote volume 24h: 1291388
Price change 24h %: 1.19

Quality

Capture latency ms: 10861
Order book timestamp: 2026-06-22 21:47:30+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:37.646000+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: 0.5059
Best ask: 0.506
Spread: 0.0001
Spread %: 0.019765
Mid price: 0.50595
Last price: 0.5059
Mark price: -
Index price: -

Order Book

Bid depth 5: 1686
Ask depth 5: 2656
Bid depth 10: 7591
Ask depth 10: 32173
Bid depth 20: 20606
Ask depth 20: 60377
Imbalance 5: -0.223399
Imbalance 10: -0.618197
Imbalance 20: -0.491103
Top bid size: 155
Top ask size: 443
Bid wall score: 0.007522
Ask wall score: 0.007337

Dynamics

Bid depth 5 delta: -1663
Ask depth 5 delta: -101
Imbalance 5 delta: -0.320353
Bid depth 10 delta: -1733
Ask depth 10 delta: 20020
Imbalance 10 delta: -0.486475
Spread delta: -0.0001
Mid price delta: 0.00125
Wall shift score: 0.005211

Tape

Buy volume: 9816
Sell volume: 11647
Buy/sell delta: -1831
Buy/sell ratio: 0.842792
Avg trade size: 214.63
Large trade count: 7
Largest trade size: 1931

Candle

Return 1: 0.0593
Return 3: 1.098462
Volume 1: 21357
Volume avg 5: 179911.2
Momentum 5: -0.138094

Cross Exchange

Mid avg: 0.50381375
Mid median: 0.5050475
Price deviation %: 0.424016
Spread %: 1.258402

Funding / OI / Volume

Funding rate: 0.0003706
Funding delta: 0
Funding abs: 0.0003706
Funding pressure: 0.0003706
Open interest: 25541364
Volume 24h: 66481515
Quote volume 24h: 31072573.96043
Price change 24h %: 1.261

Quality

Capture latency ms: 6320
Order book timestamp: 2026-06-22 21:47:18.426000+02:00
Ticker timestamp: 2026-06-22 21:47:09.151000+02:00
Trades timestamp: 2026-06-22 21:47:19.813000+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: 0.5057
Best ask: 0.5058
Spread: 0.0001
Spread %: 0.019773
Mid price: 0.50575
Last price: 0.506
Mark price: -
Index price: 0.5042

Order Book

Bid depth 5: 903
Ask depth 5: 899
Bid depth 10: 2033
Ask depth 10: 2283
Bid depth 20: 5169
Ask depth 20: 6487
Imbalance 5: 0.00222
Imbalance 10: -0.057924
Imbalance 20: -0.113075
Top bid size: 10
Top ask size: 140
Bid wall score: 0.001935
Ask wall score: 0.021582

Dynamics

Bid depth 5 delta: 378
Ask depth 5 delta: 170
Imbalance 5 delta: 0.164899
Bid depth 10 delta: 208
Ask depth 10 delta: -189
Imbalance 10 delta: 0.092646
Spread delta: -0.0001
Mid price delta: 0.00185
Wall shift score: -0.020821

Tape

Buy volume: 2071
Sell volume: 4493
Buy/sell delta: -2422
Buy/sell ratio: 0.460939
Avg trade size: 65.64
Large trade count: 4
Largest trade size: 385

Candle

Return 1: 0.019775
Return 3: 0.958084
Volume 1: 603
Volume avg 5: 9261.4
Momentum 5: -0.25636

Cross Exchange

Mid avg: 0.50335125
Mid median: 0.5043
Price deviation %: 0.476556
Spread %: 1.189031

Funding / OI / Volume

Funding rate: 0.00037
Funding delta: -0.000003
Funding abs: 0.00037
Funding pressure: 0.000373
Open interest: -
Volume 24h: 2475093
Quote volume 24h: 11623949.892
Price change 24h %: 15.47

Quality

Capture latency ms: 4544
Order book timestamp: 2026-06-22 21:47:12.541000+02:00
Ticker timestamp: 2026-06-22 21:47:11.907000+02:00
Trades timestamp: 2026-06-22 21:47:12.954000+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: 2816
gate: 2814
htx: 2795
mexc: 2813

By Symbol

VELVET/USDT:USDT: 11238

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.