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: 13287
Total labels: 39861
Pending labels: 20378
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 03:49:46.408264+02:00
Recent trades snapshots: 13286
Micro candles: 265720
Avg data quality: 75.9069767441860465
Latest latency: 10178 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 27 of 1329 · 13287 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 03:09:16.385224+02:00	gate	VELVET/USDT:USDT	0.484165	68	10357 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 03:09:05.840205+02:00	binance	VELVET/USDT:USDT	0.48435	80	6668 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 03:08:59.072767+02:00	mexc	VELVET/USDT:USDT	0.4829	78	4229 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 03:08:54.769778+02:00	htx	VELVET/USDT:USDT	0.481185	80	5122 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 03:08:39.827527+02:00	gate	VELVET/USDT:USDT	0.48345	68	9743 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 03:08:29.979925+02:00	binance	VELVET/USDT:USDT	0.48475	80	5860 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 03:08:24.010549+02:00	mexc	VELVET/USDT:USDT	0.4847	78	4125 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 03:08:19.834849+02:00	htx	VELVET/USDT:USDT	0.483575	80	6805 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 03:08:01.771615+02:00	gate	VELVET/USDT:USDT	0.48541	68	9708 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 03:07:51.967959+02:00	binance	VELVET/USDT:USDT	0.48615	80	5864 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4839
Best ask: 0.48443
Spread: 0.00053
Spread %: 0.109467
Mid price: 0.484165
Last price: 0.48316
Mark price: 0.48371
Index price: 0.483693

Order Book

Bid depth 5: 14
Ask depth 5: 18
Bid depth 10: 33
Ask depth 10: 29
Bid depth 20: 59
Ask depth 20: 56
Imbalance 5: -0.125
Imbalance 10: 0.064516
Imbalance 20: 0.026087
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016949
Ask wall score: 0.017857

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 1
Imbalance 5 delta: 0.047414
Bid depth 10 delta: 8
Ask depth 10 delta: -6
Imbalance 10 delta: 0.231183
Spread delta: -0.00005
Mid price delta: 0.000715
Wall shift score: 0.003846

Tape

Buy volume: 139
Sell volume: 67
Buy/sell delta: 72
Buy/sell ratio: 2.074627
Avg trade size: 2.06
Large trade count: 8
Largest trade size: 13

Candle

Return 1: 0
Return 3: -1.13362
Volume 1: 0
Volume avg 5: 3
Momentum 5: -1.170021

Cross Exchange

Mid avg: 0.48297125
Mid median: 0.483175
Price deviation %: 0.247168
Spread %: 0.655319

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3187400
Quote volume 24h: 1520504
Price change 24h %: 3.07

Quality

Capture latency ms: 10357
Order book timestamp: 2026-06-23 03:09:15+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:56.922000+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: 0.4843
Best ask: 0.4844
Spread: 0.0001
Spread %: 0.020646
Mid price: 0.48435
Last price: 0.4828
Mark price: -
Index price: -

Order Book

Bid depth 5: 3696
Ask depth 5: 3708
Bid depth 10: 14817
Ask depth 10: 10623
Bid depth 20: 46936
Ask depth 20: 25036
Imbalance 5: -0.001621
Imbalance 10: 0.164858
Imbalance 20: 0.304285
Top bid size: 172
Top ask size: 398
Bid wall score: 0.003665
Ask wall score: 0.015897

Dynamics

Bid depth 5 delta: 800
Ask depth 5 delta: 724
Imbalance 5 delta: 0.013345
Bid depth 10 delta: -4408
Ask depth 10 delta: 1973
Imbalance 10 delta: -0.214514
Spread delta: 0
Mid price delta: -0.0004
Wall shift score: -0.009866

Tape

Buy volume: 14265
Sell volume: 14777
Buy/sell delta: -512
Buy/sell ratio: 0.965352
Avg trade size: 290.42
Large trade count: 6
Largest trade size: 2217

Candle

Return 1: 0.206868
Return 3: -1.001431
Volume 1: 5189
Volume avg 5: 34138.8
Momentum 5: -1.041879

Cross Exchange

Mid avg: 0.48307125
Mid median: 0.483175
Price deviation %: 0.264713
Spread %: 0.737986

Funding / OI / Volume

Funding rate: 0.00037069
Funding delta: -0.00000718
Funding abs: 0.00037069
Funding pressure: 0.00037787
Open interest: 26003228
Volume 24h: 79183008
Quote volume 24h: 37903438.06395
Price change 24h %: 2.767

Quality

Capture latency ms: 6668
Order book timestamp: 2026-06-23 03:09:03.528000+02:00
Ticker timestamp: 2026-06-23 03:08:57.070000+02:00
Trades timestamp: 2026-06-23 03:09:05.123000+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: 0.4828
Best ask: 0.483
Spread: 0.0002
Spread %: 0.041416
Mid price: 0.4829
Last price: 0.483
Mark price: -
Index price: 0.4835

Order Book

Bid depth 5: 2340
Ask depth 5: 1901
Bid depth 10: 5634
Ask depth 10: 3930
Bid depth 20: 11925
Ask depth 20: 8066
Imbalance 5: 0.103513
Imbalance 10: 0.178168
Imbalance 20: 0.193037
Top bid size: 161
Top ask size: 114
Bid wall score: 0.013501
Ask wall score: 0.014133

Dynamics

Bid depth 5 delta: 313
Ask depth 5 delta: 410
Imbalance 5 delta: -0.048846
Bid depth 10 delta: 378
Ask depth 10 delta: 391
Imbalance 10 delta: -0.017056
Spread delta: 0
Mid price delta: -0.0018
Wall shift score: -0.001966

Tape

Buy volume: 2508
Sell volume: 2651
Buy/sell delta: -143
Buy/sell ratio: 0.946058
Avg trade size: 51.59
Large trade count: 15
Largest trade size: 397

Candle

Return 1: -0.699013
Return 3: -1.368185
Volume 1: 2852
Volume avg 5: 3075.6
Momentum 5: -1.226994

Cross Exchange

Mid avg: 0.48352125
Mid median: 0.484075
Price deviation %: -0.128485
Spread %: 0.7373

Funding / OI / Volume

Funding rate: 0.000379
Funding delta: 0
Funding abs: 0.000379
Funding pressure: 0.000379
Open interest: -
Volume 24h: 4093893
Quote volume 24h: 20015656.994
Price change 24h %: 10.22

Quality

Capture latency ms: 4229
Order book timestamp: 2026-06-23 03:08:56.765000+02:00
Ticker timestamp: 2026-06-23 03:08:54.815000+02:00
Trades timestamp: 2026-06-23 03:08:55.309000+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: 0.4782
Best ask: 0.48417
Spread: 0.00597
Spread %: 1.240687
Mid price: 0.481185
Last price: 0.48465
Mark price: -
Index price: -

Order Book

Bid depth 5: 313
Ask depth 5: 1093
Bid depth 10: 4383
Ask depth 10: 2932
Bid depth 20: 45313
Ask depth 20: 3555
Imbalance 5: -0.554765
Imbalance 10: 0.19836
Imbalance 20: 0.854506
Top bid size: 98
Top ask size: 287
Bid wall score: 0.002163
Ask wall score: 0.080731

Dynamics

Bid depth 5 delta: -3054
Ask depth 5 delta: -359
Imbalance 5 delta: -0.952151
Bid depth 10 delta: -4435
Ask depth 10 delta: 198
Imbalance 10 delta: -0.328303
Spread delta: 0.0002
Mid price delta: -0.00239
Wall shift score: -0.072954

Tape

Buy volume: 2610
Sell volume: 8866
Buy/sell delta: -6256
Buy/sell ratio: 0.294383
Avg trade size: 114.76
Large trade count: 8
Largest trade size: 984

Candle

Return 1: 0
Return 3: 0
Volume 1: 332
Volume avg 5: 76.8
Momentum 5: -1.990009

Cross Exchange

Mid avg: 0.48411875
Mid median: 0.4841375
Price deviation %: -0.605998
Spread %: 0.268529

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74174
Volume 24h: 268012
Quote volume 24h: 268012
Price change 24h %: 9.935352

Quality

Capture latency ms: 5122
Order book timestamp: 2026-06-23 03:08:53.497000+02:00
Ticker timestamp: 2026-06-23 03:08:53.756000+02:00
Trades timestamp: 2026-06-23 03:08:20.506000+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: 0.48316
Best ask: 0.48374
Spread: 0.00058
Spread %: 0.119971
Mid price: 0.48345
Last price: 0.48425
Mark price: 0.48447
Index price: 0.484453

Order Book

Bid depth 5: 12
Ask depth 5: 17
Bid depth 10: 25
Ask depth 10: 35
Bid depth 20: 82
Ask depth 20: 59
Imbalance 5: -0.172414
Imbalance 10: -0.166667
Imbalance 20: 0.163121
Top bid size: 1
Top ask size: 1
Bid wall score: 0.012195
Ask wall score: 0.016949

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 1
Imbalance 5 delta: -0.105747
Bid depth 10 delta: -4
Ask depth 10 delta: 6
Imbalance 10 delta: -0.166667
Spread delta: -0.0002
Mid price delta: -0.00196
Wall shift score: -0.003521

Tape

Buy volume: 139
Sell volume: 77
Buy/sell delta: 62
Buy/sell ratio: 1.805195
Avg trade size: 2.16
Large trade count: 9
Largest trade size: 13

Candle

Return 1: -0.304696
Return 3: -0.910579
Volume 1: 1
Volume avg 5: 9.6
Momentum 5: -0.778609

Cross Exchange

Mid avg: 0.48460875
Mid median: 0.484725
Price deviation %: -0.23911
Spread %: 0.378656

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3187300
Quote volume 24h: 1520456
Price change 24h %: 3.14

Quality

Capture latency ms: 9743
Order book timestamp: 2026-06-23 03:08:38+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:56.900000+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: 0.4847
Best ask: 0.4848
Spread: 0.0001
Spread %: 0.020629
Mid price: 0.48475
Last price: 0.4849
Mark price: -
Index price: -

Order Book

Bid depth 5: 2896
Ask depth 5: 2984
Bid depth 10: 19225
Ask depth 10: 8650
Bid depth 20: 44617
Ask depth 20: 24108
Imbalance 5: -0.014966
Imbalance 10: 0.379372
Imbalance 20: 0.298421
Top bid size: 135
Top ask size: 130
Bid wall score: 0.003026
Ask wall score: 0.005392

Dynamics

Bid depth 5 delta: 164
Ask depth 5 delta: -605
Imbalance 5 delta: 0.120614
Bid depth 10 delta: 2766
Ask depth 10 delta: -196
Imbalance 10 delta: 0.078523
Spread delta: 0
Mid price delta: -0.0014
Wall shift score: -0.000254

Tape

Buy volume: 2628
Sell volume: 12872
Buy/sell delta: -10244
Buy/sell ratio: 0.204164
Avg trade size: 155
Large trade count: 6
Largest trade size: 1168

Candle

Return 1: -0.226337
Return 3: -1.000408
Volume 1: 9872
Volume avg 5: 40875.4
Momentum 5: -0.878986

Cross Exchange

Mid avg: 0.48495875
Mid median: 0.485055
Price deviation %: -0.043045
Spread %: 0.530973

Funding / OI / Volume

Funding rate: 0.00037787
Funding delta: -0.00000167
Funding abs: 0.00037787
Funding pressure: 0.00037954
Open interest: 26008687
Volume 24h: 79160470
Quote volume 24h: 37892534.01089
Price change 24h %: 3.214

Quality

Capture latency ms: 5860
Order book timestamp: 2026-06-23 03:08:27.746000+02:00
Ticker timestamp: 2026-06-23 03:08:23.204000+02:00
Trades timestamp: 2026-06-23 03:08:27.450000+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: 0.4846
Best ask: 0.4848
Spread: 0.0002
Spread %: 0.041263
Mid price: 0.4847
Last price: 0.485
Mark price: -
Index price: 0.4846

Order Book

Bid depth 5: 2027
Ask depth 5: 1491
Bid depth 10: 5256
Ask depth 10: 3539
Bid depth 20: 11421
Ask depth 20: 7025
Imbalance 5: 0.152359
Imbalance 10: 0.195225
Imbalance 20: 0.238317
Top bid size: 51
Top ask size: 22
Bid wall score: 0.004465
Ask wall score: 0.003132

Dynamics

Bid depth 5 delta: 537
Ask depth 5 delta: -482
Imbalance 5 delta: 0.291834
Bid depth 10 delta: 1430
Ask depth 10 delta: -52
Imbalance 10 delta: 0.163541
Spread delta: -0.0001
Mid price delta: -0.00155
Wall shift score: 0.002547

Tape

Buy volume: 6333
Sell volume: 2606
Buy/sell delta: 3727
Buy/sell ratio: 2.430161
Avg trade size: 89.39
Large trade count: 11
Largest trade size: 503

Candle

Return 1: -0.287829
Return 3: -0.959771
Volume 1: 2743
Volume avg 5: 3053.8
Momentum 5: -0.817996

Cross Exchange

Mid avg: 0.48534625
Mid median: 0.48578
Price deviation %: -0.133152
Spread %: 0.551153

Funding / OI / Volume

Funding rate: 0.000379
Funding delta: 0
Funding abs: 0.000379
Funding pressure: 0.000379
Open interest: -
Volume 24h: 4093803
Quote volume 24h: 20015221.13
Price change 24h %: 10.68

Quality

Capture latency ms: 4125
Order book timestamp: 2026-06-23 03:08:21.965000+02:00
Ticker timestamp: 2026-06-23 03:08:21.752000+02:00
Trades timestamp: 2026-06-23 03:08:11.878000+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: 0.48069
Best ask: 0.48646
Spread: 0.00577
Spread %: 1.193197
Mid price: 0.483575
Last price: 0.48069
Mark price: -
Index price: -

Order Book

Bid depth 5: 3367
Ask depth 5: 1452
Bid depth 10: 8818
Ask depth 10: 2734
Bid depth 20: 66486
Ask depth 20: 43735
Imbalance 5: 0.397385
Imbalance 10: 0.526662
Imbalance 20: 0.206413
Top bid size: 63
Top ask size: 287
Bid wall score: 0.000948
Ask wall score: 0.006562

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -369
Imbalance 5 delta: 0.099119
Bid depth 10 delta: 7
Ask depth 10 delta: -367
Imbalance 10 delta: 0.047313
Spread delta: -0.00001
Mid price delta: -0.000005
Wall shift score: 0.003334

Tape

Buy volume: 2610
Sell volume: 8548
Buy/sell delta: -5938
Buy/sell ratio: 0.305335
Avg trade size: 111.58
Large trade count: 8
Largest trade size: 984

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 10.4
Momentum 5: -1.990009

Cross Exchange

Mid avg: 0.4853475
Mid median: 0.48578
Price deviation %: -0.365202
Spread %: 0.550121

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 74277
Volume 24h: 267806
Quote volume 24h: 267806
Price change 24h %: 9.037087

Quality

Capture latency ms: 6805
Order book timestamp: 2026-06-23 03:08:17.439000+02:00
Ticker timestamp: 2026-06-23 03:08:17.722000+02:00
Trades timestamp: 2026-06-23 03:05:41.096000+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: 0.48502
Best ask: 0.4858
Spread: 0.00078
Spread %: 0.160689
Mid price: 0.48541
Last price: 0.48573
Mark price: 0.48521
Index price: 0.484898

Order Book

Bid depth 5: 14
Ask depth 5: 16
Bid depth 10: 29
Ask depth 10: 29
Bid depth 20: 59
Ask depth 20: 55
Imbalance 5: -0.066667
Imbalance 10: 0
Imbalance 20: 0.035088
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016949
Ask wall score: 0.018182

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 0
Imbalance 5 delta: 0.118519
Bid depth 10 delta: 2
Ask depth 10 delta: 4
Imbalance 10 delta: -0.038462
Spread delta: -0.00002
Mid price delta: -0.00141
Wall shift score: -0.002859

Tape

Buy volume: 138
Sell volume: 78
Buy/sell delta: 60
Buy/sell ratio: 1.769231
Avg trade size: 2.16
Large trade count: 9
Largest trade size: 13

Candle

Return 1: 0
Return 3: -0.607735
Volume 1: 0
Volume avg 5: 9.4
Momentum 5: -0.475361

Cross Exchange

Mid avg: 0.4857
Mid median: 0.4862
Price deviation %: -0.059708
Spread %: 0.667078

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3187200
Quote volume 24h: 1520407
Price change 24h %: 3.46

Quality

Capture latency ms: 9708
Order book timestamp: 2026-06-23 03:08:00+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:02:56.854000+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: 0.4861
Best ask: 0.4862
Spread: 0.0001
Spread %: 0.02057
Mid price: 0.48615
Last price: 0.4856
Mark price: -
Index price: -

Order Book

Bid depth 5: 2732
Ask depth 5: 3589
Bid depth 10: 16459
Ask depth 10: 8846
Bid depth 20: 39381
Ask depth 20: 24260
Imbalance 5: -0.13558
Imbalance 10: 0.30085
Imbalance 20: 0.237598
Top bid size: 71
Top ask size: 95
Bid wall score: 0.001803
Ask wall score: 0.003916

Dynamics

Bid depth 5 delta: -855
Ask depth 5 delta: 1174
Imbalance 5 delta: -0.330848
Bid depth 10 delta: 1629
Ask depth 10 delta: -6859
Imbalance 10 delta: 0.329505
Spread delta: 0
Mid price delta: -0.0024
Wall shift score: -0.000765

Tape

Buy volume: 4092
Sell volume: 17288
Buy/sell delta: -13196
Buy/sell ratio: 0.236696
Avg trade size: 213.8
Large trade count: 10
Largest trade size: 2004

Candle

Return 1: -0.653996
Return 3: -0.694586
Volume 1: 34376
Volume avg 5: 59450.6
Momentum 5: -0.876835

Cross Exchange

Mid avg: 0.4863
Mid median: 0.486535
Price deviation %: -0.030845
Spread %: 1.022003

Funding / OI / Volume

Funding rate: 0.00037954
Funding delta: 0
Funding abs: 0.00037954
Funding pressure: 0.00037954
Open interest: 26010909
Volume 24h: 79171525
Quote volume 24h: 37897511.49749
Price change 24h %: 3.253

Quality

Capture latency ms: 5864
Order book timestamp: 2026-06-23 03:07:49.852000+02:00
Ticker timestamp: 2026-06-23 03:07:42.738000+02:00
Trades timestamp: 2026-06-23 03:07:51.163000+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: 3329
gate: 3327
htx: 3305
mexc: 3326

By Symbol

VELVET/USDT:USDT: 13287

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.