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: htx GET https://api.huobi.pro/v1/common/symbols; kucoinfutures fetchOrderBook() limit argument must be 20 or 100

Dataset Stats

Current feature and label inventory.

Total feature snapshots: 15207
Total labels: 45621
Pending labels: 26138
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 09:10:34.445119+02:00
Recent trades snapshots: 15206
Micro candles: 304120
Avg data quality: 75.9377918064049451
Latest latency: 16180 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 31 of 1521 · 15207 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 08:17:42.274861+02:00	binance	VELVET/USDT:USDT	0.47795	80	6330 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 08:17:35.814105+02:00	mexc	VELVET/USDT:USDT	0.47645	78	4635 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 08:17:31.120798+02:00	htx	VELVET/USDT:USDT	0.47194	80	5502 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 08:17:09.876309+02:00	gate	VELVET/USDT:USDT	0.476195	68	11757 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 08:16:58.017440+02:00	binance	VELVET/USDT:USDT	0.4763	80	5976 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 08:16:51.915321+02:00	mexc	VELVET/USDT:USDT	0.47615	78	4461 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 08:16:47.393747+02:00	htx	VELVET/USDT:USDT	0.471615	80	5738 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 08:16:30.430194+02:00	gate	VELVET/USDT:USDT	0.47654	68	10081 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 08:16:20.231706+02:00	binance	VELVET/USDT:USDT	0.47685	80	5968 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 08:16:14.168641+02:00	mexc	VELVET/USDT:USDT	0.47675	78	4963 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4779
Best ask: 0.478
Spread: 0.0001
Spread %: 0.020923
Mid price: 0.47795
Last price: 0.4771
Mark price: -
Index price: -

Order Book

Bid depth 5: 2844
Ask depth 5: 5341
Bid depth 10: 11919
Ask depth 10: 13654
Bid depth 20: 26083
Ask depth 20: 49086
Imbalance 5: -0.30507
Imbalance 10: -0.067845
Imbalance 20: -0.306017
Top bid size: 11
Top ask size: 56
Bid wall score: 0.000422
Ask wall score: 0.001141

Dynamics

Bid depth 5 delta: -1636
Ask depth 5 delta: 1246
Imbalance 5 delta: -0.349968
Bid depth 10 delta: -4068
Ask depth 10 delta: 2085
Imbalance 10 delta: -0.228173
Spread delta: -0.0001
Mid price delta: 0.00165
Wall shift score: -0.003595

Tape

Buy volume: 12266
Sell volume: 16637
Buy/sell delta: -4371
Buy/sell ratio: 0.737272
Avg trade size: 289.03
Large trade count: 5
Largest trade size: 6038

Candle

Return 1: 0.419815
Return 3: -0.104406
Volume 1: 15760
Volume avg 5: 25736
Momentum 5: 0.314531

Cross Exchange

Mid avg: 0.47522125
Mid median: 0.4762475
Price deviation %: 0.574206
Spread %: 0.949032

Funding / OI / Volume

Funding rate: 0.00015665
Funding delta: -0.00000073
Funding abs: 0.00015665
Funding pressure: 0.00015738
Open interest: 25873177
Volume 24h: 79147653
Quote volume 24h: 37788509.05507
Price change 24h %: -4.081

Quality

Capture latency ms: 6330
Order book timestamp: 2026-06-23 08:17:40.002000+02:00
Ticker timestamp: 2026-06-23 08:17:31.868000+02:00
Trades timestamp: 2026-06-23 08:17:41.196000+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: 0.4764
Best ask: 0.4765
Spread: 0.0001
Spread %: 0.020989
Mid price: 0.47645
Last price: 0.4773
Mark price: -
Index price: 0.4762

Order Book

Bid depth 5: 901
Ask depth 5: 1731
Bid depth 10: 3314
Ask depth 10: 4658
Bid depth 20: 7624
Ask depth 20: 10085
Imbalance 5: -0.31535
Imbalance 10: -0.16859
Imbalance 20: -0.138969
Top bid size: 6
Top ask size: 27
Bid wall score: 0.000787
Ask wall score: 0.002677

Dynamics

Bid depth 5 delta: -957
Ask depth 5 delta: 616
Imbalance 5 delta: -0.565265
Bid depth 10 delta: -401
Ask depth 10 delta: 1632
Imbalance 10 delta: -0.2708
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: -0.152135

Tape

Buy volume: 2257
Sell volume: 1477
Buy/sell delta: 780
Buy/sell ratio: 1.528097
Avg trade size: 37.34
Large trade count: 8
Largest trade size: 348

Candle

Return 1: 0.336346
Return 3: -0.313283
Volume 1: 398
Volume avg 5: 519.6
Momentum 5: 0.104866

Cross Exchange

Mid avg: 0.47514625
Mid median: 0.4761725
Price deviation %: 0.274389
Spread %: 0.917612

Funding / OI / Volume

Funding rate: 0.000157
Funding delta: 0
Funding abs: 0.000157
Funding pressure: 0.000157
Open interest: -
Volume 24h: 4330478
Quote volume 24h: 21126777.741
Price change 24h %: 8.92

Quality

Capture latency ms: 4635
Order book timestamp: 2026-06-23 08:17:33.190000+02:00
Ticker timestamp: 2026-06-23 08:17:32.681000+02:00
Trades timestamp: 2026-06-23 08:17:30.172000+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: 0.46568
Best ask: 0.4782
Spread: 0.01252
Spread %: 2.65288
Mid price: 0.47194
Last price: 0.47695
Mark price: -
Index price: -

Order Book

Bid depth 5: 188
Ask depth 5: 549
Bid depth 10: 1321
Ask depth 10: 2038
Bid depth 20: 37704
Ask depth 20: 2827
Imbalance 5: -0.489824
Imbalance 10: -0.213456
Imbalance 20: 0.860502
Top bid size: 126
Top ask size: 287
Bid wall score: 0.003342
Ask wall score: 0.101521

Dynamics

Bid depth 5 delta: -543
Ask depth 5 delta: -929
Imbalance 5 delta: -0.151662
Bid depth 10 delta: -22114
Ask depth 10 delta: -633
Imbalance 10 delta: -1.008829
Spread delta: 0.00065
Mid price delta: 0.000325
Wall shift score: -0.098526

Tape

Buy volume: 4798
Sell volume: 5436
Buy/sell delta: -638
Buy/sell ratio: 0.882634
Avg trade size: 102.34
Large trade count: 0
Largest trade size: 214

Candle

Return 1: -0.102631
Return 3: 0.189056
Volume 1: 2
Volume avg 5: 42.4
Momentum 5: 0.189056

Cross Exchange

Mid avg: 0.475065
Mid median: 0.4761725
Price deviation %: -0.657805
Spread %: 0.986181

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73657
Volume 24h: 270876
Quote volume 24h: 270876
Price change 24h %: 8.188726

Quality

Capture latency ms: 5502
Order book timestamp: 2026-06-23 08:17:29.340000+02:00
Ticker timestamp: 2026-06-23 08:17:30.053000+02:00
Trades timestamp: 2026-06-23 08:17:19.873000+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: 0.47584
Best ask: 0.47655
Spread: 0.00071
Spread %: 0.149099
Mid price: 0.476195
Last price: 0.47571
Mark price: 0.47584
Index price: 0.475922

Order Book

Bid depth 5: 9
Ask depth 5: 9
Bid depth 10: 21
Ask depth 10: 20
Bid depth 20: 43
Ask depth 20: 44
Imbalance 5: 0
Imbalance 10: 0.02439
Imbalance 20: -0.011494
Top bid size: 2
Top ask size: 1
Bid wall score: 0.046512
Ask wall score: 0.022727

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -2
Imbalance 5 delta: -0.083333
Bid depth 10 delta: -8
Ask depth 10 delta: -2
Imbalance 10 delta: -0.112865
Spread delta: 0.00017
Mid price delta: -0.000345
Wall shift score: 0.045523

Tape

Buy volume: 181
Sell volume: 124
Buy/sell delta: 57
Buy/sell ratio: 1.459677
Avg trade size: 3.05
Large trade count: 4
Largest trade size: 21

Candle

Return 1: 0
Return 3: -0.487407
Volume 1: 0
Volume avg 5: 8.2
Momentum 5: -0.174172

Cross Exchange

Mid avg: 0.47515125
Mid median: 0.476225
Price deviation %: 0.219667
Spread %: 1.036512

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2982100
Quote volume 24h: 1413571
Price change 24h %: -4.23

Quality

Capture latency ms: 11757
Order book timestamp: 2026-06-23 08:17:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:15.368000+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: 0.4762
Best ask: 0.4764
Spread: 0.0002
Spread %: 0.04199
Mid price: 0.4763
Last price: 0.4761
Mark price: -
Index price: -

Order Book

Bid depth 5: 4480
Ask depth 5: 4095
Bid depth 10: 15987
Ask depth 10: 11569
Bid depth 20: 35538
Ask depth 20: 39226
Imbalance 5: 0.044898
Imbalance 10: 0.160328
Imbalance 20: -0.049329
Top bid size: 133
Top ask size: 34
Bid wall score: 0.003742
Ask wall score: 0.000867

Dynamics

Bid depth 5 delta: -2063
Ask depth 5 delta: 668
Imbalance 5 delta: -0.26764
Bid depth 10 delta: -4243
Ask depth 10 delta: 957
Imbalance 10 delta: -0.151519
Spread delta: 0.0001
Mid price delta: -0.00055
Wall shift score: -0.002085

Tape

Buy volume: 5647
Sell volume: 19080
Buy/sell delta: -13433
Buy/sell ratio: 0.295964
Avg trade size: 247.27
Large trade count: 6
Largest trade size: 6038

Candle

Return 1: -0.146751
Return 3: -0.480568
Volume 1: 22888
Volume avg 5: 26610.4
Momentum 5: 0.273684

Cross Exchange

Mid avg: 0.47528875
Mid median: 0.476345
Price deviation %: 0.212765
Spread %: 1.101436

Funding / OI / Volume

Funding rate: 0.00015738
Funding delta: 0
Funding abs: 0.00015738
Funding pressure: 0.00015738
Open interest: 25870902
Volume 24h: 79155031
Quote volume 24h: 37792429.00087
Price change 24h %: -4.417

Quality

Capture latency ms: 5976
Order book timestamp: 2026-06-23 08:16:55.857000+02:00
Ticker timestamp: 2026-06-23 08:16:50.073000+02:00
Trades timestamp: 2026-06-23 08:16:56.086000+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: 0.4761
Best ask: 0.4762
Spread: 0.0001
Spread %: 0.021002
Mid price: 0.47615
Last price: 0.4765
Mark price: -
Index price: 0.4759

Order Book

Bid depth 5: 1858
Ask depth 5: 1115
Bid depth 10: 3715
Ask depth 10: 3026
Bid depth 20: 8558
Ask depth 20: 7469
Imbalance 5: 0.249916
Imbalance 10: 0.10221
Imbalance 20: 0.067948
Top bid size: 1311
Top ask size: 22
Bid wall score: 0.15319
Ask wall score: 0.002946

Dynamics

Bid depth 5 delta: 995
Ask depth 5 delta: -538
Imbalance 5 delta: 0.563906
Bid depth 10 delta: 1831
Ask depth 10 delta: -308
Imbalance 10 delta: 0.380095
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: 0.150431

Tape

Buy volume: 1819
Sell volume: 2050
Buy/sell delta: -231
Buy/sell ratio: 0.887317
Avg trade size: 38.69
Large trade count: 8
Largest trade size: 345

Candle

Return 1: -0.083875
Return 3: -0.43878
Volume 1: 23
Volume avg 5: 671.6
Momentum 5: 0.336913

Cross Exchange

Mid avg: 0.47543875
Mid median: 0.476645
Price deviation %: 0.149599
Spread %: 1.101088

Funding / OI / Volume

Funding rate: 0.000157
Funding delta: 0
Funding abs: 0.000157
Funding pressure: 0.000157
Open interest: -
Volume 24h: 4330037
Quote volume 24h: 21124674.166
Price change 24h %: 8.74

Quality

Capture latency ms: 4461
Order book timestamp: 2026-06-23 08:16:49.634000+02:00
Ticker timestamp: 2026-06-23 08:16:47.850000+02:00
Trades timestamp: 2026-06-23 08:16:43.284000+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: 0.46568
Best ask: 0.47755
Spread: 0.01187
Spread %: 2.516883
Mid price: 0.471615
Last price: 0.47744
Mark price: -
Index price: -

Order Book

Bid depth 5: 731
Ask depth 5: 1478
Bid depth 10: 23435
Ask depth 10: 2671
Bid depth 20: 64997
Ask depth 20: 43982
Imbalance 5: -0.338162
Imbalance 10: 0.795373
Imbalance 20: 0.192835
Top bid size: 126
Top ask size: 70
Bid wall score: 0.001939
Ask wall score: 0.001592

Dynamics

Bid depth 5 delta: 543
Ask depth 5 delta: 301
Imbalance 5 delta: 0.38638
Bid depth 10 delta: 22115
Ask depth 10 delta: 352
Imbalance 10 delta: 1.069899
Spread delta: 0.00018
Mid price delta: 0.00009
Wall shift score: 0.007367

Tape

Buy volume: 5006
Sell volume: 5436
Buy/sell delta: -430
Buy/sell ratio: 0.920898
Avg trade size: 104.42
Large trade count: 0
Largest trade size: 214

Candle

Return 1: 0
Return 3: 0.291986
Volume 1: 0
Volume avg 5: 84
Momentum 5: 2.965343

Cross Exchange

Mid avg: 0.47541625
Mid median: 0.476645
Price deviation %: -0.799562
Spread %: 1.120071

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73657
Volume 24h: 270914
Quote volume 24h: 270914
Price change 24h %: 8.299875

Quality

Capture latency ms: 5738
Order book timestamp: 2026-06-23 08:16:45.940000+02:00
Ticker timestamp: 2026-06-23 08:16:46.366000+02:00
Trades timestamp: 2026-06-23 08:15:02.631000+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: 0.47627
Best ask: 0.47681
Spread: 0.00054
Spread %: 0.113317
Mid price: 0.47654
Last price: 0.47571
Mark price: 0.47607
Index price: 0.47623

Order Book

Bid depth 5: 13
Ask depth 5: 11
Bid depth 10: 29
Ask depth 10: 22
Bid depth 20: 46
Ask depth 20: 46
Imbalance 5: 0.083333
Imbalance 10: 0.137255
Imbalance 20: 0
Top bid size: 2
Top ask size: 3
Bid wall score: 0.043478
Ask wall score: 0.065217

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -6
Imbalance 5 delta: 0.145833
Bid depth 10 delta: 2
Ask depth 10 delta: -7
Imbalance 10 delta: 0.172969
Spread delta: -0.0002
Mid price delta: 0.00051
Wall shift score: 0.014451

Tape

Buy volume: 181
Sell volume: 124
Buy/sell delta: 57
Buy/sell ratio: 1.459677
Avg trade size: 3.05
Large trade count: 4
Largest trade size: 21

Candle

Return 1: -0.058825
Return 3: -0.603845
Volume 1: 9
Volume avg 5: 16
Momentum 5: 0.280366

Cross Exchange

Mid avg: 0.47528875
Mid median: 0.47639
Price deviation %: 0.263261
Spread %: 1.120372

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2982100
Quote volume 24h: 1413571
Price change 24h %: -4.23

Quality

Capture latency ms: 10081
Order book timestamp: 2026-06-23 08:16:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:15.368000+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: 0.4768
Best ask: 0.4769
Spread: 0.0001
Spread %: 0.020971
Mid price: 0.47685
Last price: 0.477
Mark price: -
Index price: -

Order Book

Bid depth 5: 6543
Ask depth 5: 3427
Bid depth 10: 20230
Ask depth 10: 10612
Bid depth 20: 38230
Ask depth 20: 42120
Imbalance 5: 0.312538
Imbalance 10: 0.311847
Imbalance 20: -0.048413
Top bid size: 245
Top ask size: 61
Bid wall score: 0.006409
Ask wall score: 0.001448

Dynamics

Bid depth 5 delta: 4250
Ask depth 5 delta: -158
Imbalance 5 delta: 0.53234
Bid depth 10 delta: 9094
Ask depth 10 delta: -5027
Imbalance 10 delta: 0.480027
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: 0.003905

Tape

Buy volume: 6650
Sell volume: 26448
Buy/sell delta: -19798
Buy/sell ratio: 0.251437
Avg trade size: 330.98
Large trade count: 10
Largest trade size: 2980

Candle

Return 1: 0.020964
Return 3: -0.313414
Volume 1: 3705
Volume avg 5: 22773.8
Momentum 5: 0.442105

Cross Exchange

Mid avg: 0.47543875
Mid median: 0.47639
Price deviation %: 0.296831
Spread %: 1.246217

Funding / OI / Volume

Funding rate: 0.00015738
Funding delta: 0
Funding abs: 0.00015738
Funding pressure: 0.00015738
Open interest: 25870636
Volume 24h: 79144986
Quote volume 24h: 37787642.28457
Price change 24h %: -4.236

Quality

Capture latency ms: 5968
Order book timestamp: 2026-06-23 08:16:17.917000+02:00
Ticker timestamp: 2026-06-23 08:16:10.093000+02:00
Trades timestamp: 2026-06-23 08:16:19.130000+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: 0.4767
Best ask: 0.4768
Spread: 0.0001
Spread %: 0.020975
Mid price: 0.47675
Last price: 0.4763
Mark price: -
Index price: 0.4764

Order Book

Bid depth 5: 863
Ask depth 5: 1653
Bid depth 10: 1884
Ask depth 10: 3334
Bid depth 20: 8080
Ask depth 20: 8459
Imbalance 5: -0.31399
Imbalance 10: -0.277884
Imbalance 20: -0.022916
Top bid size: 9
Top ask size: 11
Bid wall score: 0.001114
Ask wall score: 0.0013

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 722
Imbalance 5 delta: -0.276665
Bid depth 10 delta: -2038
Ask depth 10 delta: 401
Imbalance 10 delta: -0.422158
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: 0.000772

Tape

Buy volume: 1817
Sell volume: 2291
Buy/sell delta: -474
Buy/sell ratio: 0.793103
Avg trade size: 41.08
Large trade count: 7
Largest trade size: 345

Candle

Return 1: -0.125813
Return 3: -0.480568
Volume 1: 4
Volume avg 5: 667.8
Momentum 5: 0.294799

Cross Exchange

Mid avg: 0.47551375
Mid median: 0.47654
Price deviation %: 0.259982
Spread %: 1.246021

Funding / OI / Volume

Funding rate: 0.000157
Funding delta: 0.000007
Funding abs: 0.000157
Funding pressure: 0.000164
Open interest: -
Volume 24h: 4330020
Quote volume 24h: 21124592.633
Price change 24h %: 8.69

Quality

Capture latency ms: 4963
Order book timestamp: 2026-06-23 08:16:12.468000+02:00
Ticker timestamp: 2026-06-23 08:16:11.880000+02:00
Trades timestamp: 2026-06-23 08:16:06.124000+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: 3810
gate: 3808
htx: 3783
mexc: 3806

By Symbol

VELVET/USDT:USDT: 15207

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.