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: 12285
Total labels: 36855
Pending labels: 17372
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: 2026-06-23 01:12:45.338583+02:00
Recent trades snapshots: 12284
Micro candles: 245680
Avg data quality: 75.8349206349206349
Latest latency: 6465 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 25 of 1229 · 12285 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 00:33:52.345429+02:00	htx	VELVET/USDT:USDT	0.50134	80	5594 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 00:33:35.992434+02:00	gate	VELVET/USDT:USDT	0.50669	68	9727 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 00:33:26.165842+02:00	binance	VELVET/USDT:USDT	0.50545	80	5744 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 00:33:20.324317+02:00	mexc	VELVET/USDT:USDT	0.506	78	4345 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 00:33:15.920109+02:00	htx	VELVET/USDT:USDT	0.51197	80	6067 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 00:32:58.220529+02:00	gate	VELVET/USDT:USDT	0.504155	68	9696 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 00:32:48.427832+02:00	binance	VELVET/USDT:USDT	0.50335	80	6204 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 00:32:42.129936+02:00	mexc	VELVET/USDT:USDT	0.50315	68	5579 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 00:32:36.493057+02:00	htx	VELVET/USDT:USDT	0.49998	80	6135 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 00:32:17.898050+02:00	gate	VELVET/USDT:USDT	0.502815	68	9826 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.49455
Best ask: 0.50813
Spread: 0.01358
Spread %: 2.708741
Mid price: 0.50134
Last price: 0.50735
Mark price: -
Index price: -

Order Book

Bid depth 5: 696
Ask depth 5: 1408
Bid depth 10: 19417
Ask depth 10: 2124
Bid depth 20: 61739
Ask depth 20: 41418
Imbalance 5: -0.338403
Imbalance 10: 0.802795
Imbalance 20: 0.196991
Top bid size: 2
Top ask size: 492
Bid wall score: 0.000032
Ask wall score: 0.011879

Dynamics

Bid depth 5 delta: -4892
Ask depth 5 delta: -8180
Imbalance 5 delta: -0.074829
Bid depth 10 delta: -97
Ask depth 10 delta: -7465
Imbalance 10 delta: 0.461765
Spread delta: -0.02126
Mid price delta: -0.01063
Wall shift score: 0.064201

Tape

Buy volume: 2458
Sell volume: 11852
Buy/sell delta: -9394
Buy/sell ratio: 0.207391
Avg trade size: 143.1
Large trade count: 6
Largest trade size: 1006

Candle

Return 1: 0.495197
Return 3: 0.975221
Volume 1: 616
Volume avg 5: 126
Momentum 5: 0.975221

Cross Exchange

Mid avg: 0.5075275
Mid median: 0.506345
Price deviation %: -1.219146
Spread %: 1.284659

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74321
Volume 24h: 215850
Quote volume 24h: 215850
Price change 24h %: 15.084496

Quality

Capture latency ms: 5594
Order book timestamp: 2026-06-23 00:33:50.539000+02:00
Ticker timestamp: 2026-06-23 00:33:51.194000+02:00
Trades timestamp: 2026-06-23 00:33:50.036000+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: 0.50631
Best ask: 0.50707
Spread: 0.00076
Spread %: 0.149993
Mid price: 0.50669
Last price: 0.5058
Mark price: 0.50479
Index price: 0.50419

Order Book

Bid depth 5: 9
Ask depth 5: 10
Bid depth 10: 19
Ask depth 10: 20
Bid depth 20: 41
Ask depth 20: 74
Imbalance 5: -0.052632
Imbalance 10: -0.025641
Imbalance 20: -0.286957
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02439
Ask wall score: 0.013514

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.05848
Bid depth 10 delta: 5
Ask depth 10 delta: 2
Imbalance 10 delta: 0.099359
Spread delta: 0.00007
Mid price delta: 0.002535
Wall shift score: -0.002066

Tape

Buy volume: 130
Sell volume: 35
Buy/sell delta: 95
Buy/sell ratio: 3.714286
Avg trade size: 1.65
Large trade count: 4
Largest trade size: 32

Candle

Return 1: 0.542668
Return 3: 0.578655
Volume 1: 64
Volume avg 5: 19.6
Momentum 5: 0.548664

Cross Exchange

Mid avg: 0.50689375
Mid median: 0.505725
Price deviation %: -0.040196
Spread %: 1.541743

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3076300
Quote volume 24h: 1460589
Price change 24h %: 6.09

Quality

Capture latency ms: 9727
Order book timestamp: 2026-06-23 00:33:34+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:47.612000+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: 0.5054
Best ask: 0.5055
Spread: 0.0001
Spread %: 0.019784
Mid price: 0.50545
Last price: 0.5055
Mark price: -
Index price: -

Order Book

Bid depth 5: 3763
Ask depth 5: 2350
Bid depth 10: 12774
Ask depth 10: 15004
Bid depth 20: 28917
Ask depth 20: 49924
Imbalance 5: 0.231147
Imbalance 10: -0.080279
Imbalance 20: -0.266448
Top bid size: 187
Top ask size: 53
Bid wall score: 0.006467
Ask wall score: 0.001062

Dynamics

Bid depth 5 delta: 599
Ask depth 5 delta: 291
Imbalance 5 delta: 0.019583
Bid depth 10 delta: -3031
Ask depth 10 delta: 4533
Imbalance 10 delta: -0.283278
Spread delta: 0
Mid price delta: 0.0021
Wall shift score: 0.000988

Tape

Buy volume: 17593
Sell volume: 5686
Buy/sell delta: 11907
Buy/sell ratio: 3.094091
Avg trade size: 232.79
Large trade count: 8
Largest trade size: 2733

Candle

Return 1: 0.198216
Return 3: 0.397219
Volume 1: 19198
Volume avg 5: 39587.6
Momentum 5: 0.556992

Cross Exchange

Mid avg: 0.50636875
Mid median: 0.5050775
Price deviation %: -0.181439
Spread %: 1.702317

Funding / OI / Volume

Funding rate: 0.00050845
Funding delta: 0.0000032
Funding abs: 0.00050845
Funding pressure: 0.00051165
Open interest: 26122176
Volume 24h: 76019603
Quote volume 24h: 36145588.7917
Price change 24h %: 6.086

Quality

Capture latency ms: 5744
Order book timestamp: 2026-06-23 00:33:23.937000+02:00
Ticker timestamp: 2026-06-23 00:33:20.041000+02:00
Trades timestamp: 2026-06-23 00:33:21.811000+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: 0.5059
Best ask: 0.5061
Spread: 0.0002
Spread %: 0.039526
Mid price: 0.506
Last price: 0.5062
Mark price: -
Index price: 0.5042

Order Book

Bid depth 5: 1106
Ask depth 5: 1550
Bid depth 10: 3927
Ask depth 10: 5148
Bid depth 20: 7852
Ask depth 20: 11965
Imbalance 5: -0.167169
Imbalance 10: -0.134545
Imbalance 20: -0.207549
Top bid size: 83
Top ask size: 79
Bid wall score: 0.010571
Ask wall score: 0.006603

Dynamics

Bid depth 5 delta: 396
Ask depth 5 delta: 576
Imbalance 5 delta: -0.010399
Bid depth 10 delta: 712
Ask depth 10 delta: 1731
Imbalance 10 delta: -0.104087
Spread delta: 0.0001
Mid price delta: 0.00285
Wall shift score: 0.004499

Tape

Buy volume: 4050
Sell volume: 3869
Buy/sell delta: 181
Buy/sell ratio: 1.046782
Avg trade size: 79.19
Large trade count: 7
Largest trade size: 1007

Candle

Return 1: 0.198216
Return 3: 0.397219
Volume 1: 512
Volume avg 5: 3165.6
Momentum 5: 0.637069

Cross Exchange

Mid avg: 0.50565625
Mid median: 0.5037525
Price deviation %: 0.067981
Spread %: 1.744268

Funding / OI / Volume

Funding rate: 0.000505
Funding delta: 0
Funding abs: 0.000505
Funding pressure: 0.000505
Open interest: -
Volume 24h: 3672634
Quote volume 24h: 17848039.525
Price change 24h %: 15.51

Quality

Capture latency ms: 4345
Order book timestamp: 2026-06-23 00:33:18.817000+02:00
Ticker timestamp: 2026-06-23 00:33:16.801000+02:00
Trades timestamp: 2026-06-23 00:33:16.198000+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: 0.49455
Best ask: 0.52939
Spread: 0.03484
Spread %: 6.805086
Mid price: 0.51197
Last price: 0.50485
Mark price: -
Index price: -

Order Book

Bid depth 5: 5588
Ask depth 5: 9588
Bid depth 10: 19514
Ask depth 10: 9589
Bid depth 20: 24532
Ask depth 20: 9589
Imbalance 5: -0.263574
Imbalance 10: 0.34103
Imbalance 20: 0.437941
Top bid size: 2
Top ask size: 730
Bid wall score: 0.000082
Ask wall score: 0.076129

Dynamics

Bid depth 5 delta: 5037
Ask depth 5 delta: 8270
Imbalance 5 delta: 0.146806
Bid depth 10 delta: 18434
Ask depth 10 delta: 7448
Imbalance 10 delta: 0.670431
Spread delta: 0.02398
Mid price delta: 0.01199
Wall shift score: 0.04554

Tape

Buy volume: 2042
Sell volume: 13260
Buy/sell delta: -11218
Buy/sell ratio: 0.153997
Avg trade size: 153.02
Large trade count: 7
Largest trade size: 1006

Candle

Return 1: 0
Return 3: 0.477659
Volume 1: 0
Volume avg 5: 2.8
Momentum 5: 0.477659

Cross Exchange

Mid avg: 0.50265875
Mid median: 0.50325
Price deviation %: 1.8524
Spread %: 0.830583

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74321
Volume 24h: 215234
Quote volume 24h: 215234
Price change 24h %: 14.51741

Quality

Capture latency ms: 6067
Order book timestamp: 2026-06-23 00:33:14.097000+02:00
Ticker timestamp: 2026-06-23 00:33:14.435000+02:00
Trades timestamp: 2026-06-23 00:31:09.992000+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: 0.50381
Best ask: 0.5045
Spread: 0.00069
Spread %: 0.136863
Mid price: 0.504155
Last price: 0.50307
Mark price: 0.50307
Index price: 0.502628

Order Book

Bid depth 5: 8
Ask depth 5: 10
Bid depth 10: 14
Ask depth 10: 18
Bid depth 20: 37
Ask depth 20: 71
Imbalance 5: -0.111111
Imbalance 10: -0.125
Imbalance 20: -0.314815
Top bid size: 1
Top ask size: 1
Bid wall score: 0.027027
Ask wall score: 0.014085

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -2
Imbalance 5 delta: -0.067633
Bid depth 10 delta: -6
Ask depth 10 delta: -5
Imbalance 10 delta: -0.055233
Spread delta: -0.00008
Mid price delta: 0.00134
Wall shift score: 0.00212

Tape

Buy volume: 142
Sell volume: 42
Buy/sell delta: 100
Buy/sell ratio: 3.380952
Avg trade size: 1.84
Large trade count: 2
Largest trade size: 60

Candle

Return 1: -0.200365
Return 3: -0.055627
Volume 1: 12
Volume avg 5: 12.6
Momentum 5: 0.33707

Cross Exchange

Mid avg: 0.50232375
Mid median: 0.5029825
Price deviation %: 0.364556
Spread %: 0.670882

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3075800
Quote volume 24h: 1460337
Price change 24h %: 5.65

Quality

Capture latency ms: 9696
Order book timestamp: 2026-06-23 00:32:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:47.548000+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: 0.5033
Best ask: 0.5034
Spread: 0.0001
Spread %: 0.019867
Mid price: 0.50335
Last price: 0.5031
Mark price: -
Index price: -

Order Book

Bid depth 5: 3164
Ask depth 5: 2059
Bid depth 10: 15805
Ask depth 10: 10471
Bid depth 20: 31199
Ask depth 20: 38074
Imbalance 5: 0.211564
Imbalance 10: 0.202999
Imbalance 20: -0.099245
Top bid size: 146
Top ask size: 10
Bid wall score: 0.00468
Ask wall score: 0.000263

Dynamics

Bid depth 5 delta: -55
Ask depth 5 delta: -1287
Imbalance 5 delta: 0.230909
Bid depth 10 delta: 4151
Ask depth 10 delta: -475
Imbalance 10 delta: 0.171672
Spread delta: 0
Mid price delta: -0.0012
Wall shift score: -0.00006

Tape

Buy volume: 16925
Sell volume: 13363
Buy/sell delta: 3562
Buy/sell ratio: 1.266557
Avg trade size: 302.88
Large trade count: 12
Largest trade size: 2487

Candle

Return 1: -0.297147
Return 3: 0.398963
Volume 1: 38939
Volume avg 5: 41661.6
Momentum 5: 0.338915

Cross Exchange

Mid avg: 0.50262375
Mid median: 0.5029825
Price deviation %: 0.144492
Spread %: 0.909229

Funding / OI / Volume

Funding rate: 0.00050525
Funding delta: 0
Funding abs: 0.00050525
Funding pressure: 0.00050525
Open interest: 26128098
Volume 24h: 76026156
Quote volume 24h: 36148052.9591
Price change 24h %: 5.671

Quality

Capture latency ms: 6204
Order book timestamp: 2026-06-23 00:32:45.906000+02:00
Ticker timestamp: 2026-06-23 00:32:36.949000+02:00
Trades timestamp: 2026-06-23 00:32:45.209000+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: 0.5031
Best ask: 0.5032
Spread: 0.0001
Spread %: 0.019875
Mid price: 0.50315
Last price: 0.5032
Mark price: -
Index price: 0.5024

Order Book

Bid depth 5: 710
Ask depth 5: 974
Bid depth 10: 3215
Ask depth 10: 3417
Bid depth 20: 7216
Ask depth 20: 9805
Imbalance 5: -0.15677
Imbalance 10: -0.030458
Imbalance 20: -0.152106
Top bid size: 5
Top ask size: 12
Bid wall score: 0.000693
Ask wall score: 0.001224

Dynamics

Bid depth 5 delta: -300
Ask depth 5 delta: -669
Imbalance 5 delta: 0.081828
Bid depth 10 delta: -358
Ask depth 10 delta: -1776
Imbalance 10 delta: 0.154347
Spread delta: 0
Mid price delta: -0.0018
Wall shift score: -0.002021

Tape

Buy volume: 3690
Sell volume: 4116
Buy/sell delta: -426
Buy/sell ratio: 0.896501
Avg trade size: 78.06
Large trade count: 6
Largest trade size: 1007

Candle

Return 1: -0.356436
Return 3: 0.278996
Volume 1: 4368
Volume avg 5: 5751.2
Momentum 5: 0.278996

Cross Exchange

Mid avg: 0.50307375
Mid median: 0.5036825
Price deviation %: 0.015157
Spread %: 0.987927

Funding / OI / Volume

Funding rate: 0.000505
Funding delta: 0.000002
Funding abs: 0.000505
Funding pressure: 0.000507
Open interest: -
Volume 24h: 3671812
Quote volume 24h: 17843890.796
Price change 24h %: 14.83

Quality

Capture latency ms: 5579
Order book timestamp: 2026-06-23 00:32:40.711000+02:00
Ticker timestamp: 2026-06-23 00:32:37.728000+02:00
Trades timestamp: 2026-06-23 00:32:30.886000+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: 0.49455
Best ask: 0.50541
Spread: 0.01086
Spread %: 2.172087
Mid price: 0.49998
Last price: 0.50485
Mark price: -
Index price: -

Order Book

Bid depth 5: 551
Ask depth 5: 1318
Bid depth 10: 1080
Ask depth 10: 2141
Bid depth 20: 44493
Ask depth 20: 6495
Imbalance 5: -0.41038
Imbalance 10: -0.329401
Imbalance 20: 0.745234
Top bid size: 2
Top ask size: 790
Bid wall score: 0.000045
Ask wall score: 0.121632

Dynamics

Bid depth 5 delta: -147
Ask depth 5 delta: -158
Imbalance 5 delta: -0.052514
Bid depth 10 delta: -21325
Ask depth 10 delta: -204
Imbalance 10 delta: -1.139906
Spread delta: -0.00063
Mid price delta: -0.000315
Wall shift score: -0.113151

Tape

Buy volume: 2042
Sell volume: 13260
Buy/sell delta: -11218
Buy/sell ratio: 0.153997
Avg trade size: 153.02
Large trade count: 7
Largest trade size: 1006

Candle

Return 1: 0
Return 3: 0.477659
Volume 1: 0
Volume avg 5: 42.8
Momentum 5: 0.51767

Cross Exchange

Mid avg: 0.5031525
Mid median: 0.5036825
Price deviation %: -0.630525
Spread %: 0.925167

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74321
Volume 24h: 215234
Quote volume 24h: 215234
Price change 24h %: 14.51741

Quality

Capture latency ms: 6135
Order book timestamp: 2026-06-23 00:32:34.497000+02:00
Ticker timestamp: 2026-06-23 00:32:34.795000+02:00
Trades timestamp: 2026-06-23 00:31:09.992000+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: 0.50243
Best ask: 0.5032
Spread: 0.00077
Spread %: 0.153138
Mid price: 0.502815
Last price: 0.5048
Mark price: 0.50395
Index price: 0.503325

Order Book

Bid depth 5: 11
Ask depth 5: 12
Bid depth 10: 20
Ask depth 10: 23
Bid depth 20: 42
Ask depth 20: 77
Imbalance 5: -0.043478
Imbalance 10: -0.069767
Imbalance 20: -0.294118
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02381
Ask wall score: 0.012987

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 4
Imbalance 5 delta: -0.102302
Bid depth 10 delta: 3
Ask depth 10 delta: 1
Imbalance 10 delta: 0.058438
Spread delta: 0.00019
Mid price delta: -0.001605
Wall shift score: -0.003797

Tape

Buy volume: 142
Sell volume: 42
Buy/sell delta: 100
Buy/sell ratio: 3.380952
Avg trade size: 1.84
Large trade count: 2
Largest trade size: 60

Candle

Return 1: 0.142834
Return 3: 0.28807
Volume 1: 2
Volume avg 5: 10.6
Momentum 5: 0.682117

Cross Exchange

Mid avg: 0.50355375
Mid median: 0.504485
Price deviation %: -0.146707
Spread %: 0.92443

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3074600
Quote volume 24h: 1459733
Price change 24h %: 6.02

Quality

Capture latency ms: 9826
Order book timestamp: 2026-06-23 00:32:16+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:47.527000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 3078
gate: 3076
htx: 3056
mexc: 3075

By Symbol

VELVET/USDT:USDT: 12285

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.