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: 15647
Total labels: 46941
Pending labels: 27458
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 10:33:06.816176+02:00
Recent trades snapshots: 15646
Micro candles: 312900
Avg data quality: 75.9181951811848917
Latest latency: 25432 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 32 of 1565 · 15647 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 09:34:58.354722+02:00	gate	VELVET/USDT:USDT	0.48163	68	10555 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 09:34:47.672145+02:00	binance	VELVET/USDT:USDT	0.48225	80	6834 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 09:34:40.671553+02:00	mexc	VELVET/USDT:USDT	0.48235	78	4507 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 09:34:36.079977+02:00	htx	VELVET/USDT:USDT	0.47752	80	5239 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 09:34:19.335649+02:00	gate	VELVET/USDT:USDT	0.482	68	10851 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 09:34:08.227835+02:00	binance	VELVET/USDT:USDT	0.48105	80	6761 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 09:34:01.327714+02:00	mexc	VELVET/USDT:USDT	0.48105	78	4933 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 09:33:56.330491+02:00	htx	VELVET/USDT:USDT	0.477025	80	5677 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 09:33:35.064839+02:00	gate	VELVET/USDT:USDT	0.480135	68	11809 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 09:33:23.087980+02:00	binance	VELVET/USDT:USDT	0.48145	80	7103 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4814
Best ask: 0.48186
Spread: 0.00046
Spread %: 0.095509
Mid price: 0.48163
Last price: 0.48145
Mark price: 0.48167
Index price: 0.48167

Order Book

Bid depth 5: 16
Ask depth 5: 18
Bid depth 10: 28
Ask depth 10: 34
Bid depth 20: 91
Ask depth 20: 62
Imbalance 5: -0.058824
Imbalance 10: -0.096774
Imbalance 20: 0.189542
Top bid size: 2
Top ask size: 2
Bid wall score: 0.021978
Ask wall score: 0.032258

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 2
Imbalance 5 delta: -0.117647
Bid depth 10 delta: -7
Ask depth 10 delta: 0
Imbalance 10 delta: -0.111267
Spread delta: 0
Mid price delta: -0.00037
Wall shift score: -0.011167

Tape

Buy volume: 113
Sell volume: 226
Buy/sell delta: -113
Buy/sell ratio: 0.5
Avg trade size: 3.39
Large trade count: 6
Largest trade size: 21

Candle

Return 1: 0.178947
Return 3: 0.178947
Volume 1: 3
Volume avg 5: 3.2
Momentum 5: -0.192794

Cross Exchange

Mid avg: 0.48103
Mid median: 0.482125
Price deviation %: 0.124732
Spread %: 1.004095

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3099200
Quote volume 24h: 1470838
Price change 24h %: 2.54

Quality

Capture latency ms: 10555
Order book timestamp: 2026-06-23 09:34:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:20.049000+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: 0.4822
Best ask: 0.4823
Spread: 0.0001
Spread %: 0.020736
Mid price: 0.48225
Last price: 0.4823
Mark price: -
Index price: -

Order Book

Bid depth 5: 1900
Ask depth 5: 2278
Bid depth 10: 13630
Ask depth 10: 12293
Bid depth 20: 42505
Ask depth 20: 43863
Imbalance 5: -0.090474
Imbalance 10: 0.051576
Imbalance 20: -0.015723
Top bid size: 55
Top ask size: 11
Bid wall score: 0.001294
Ask wall score: 0.000251

Dynamics

Bid depth 5 delta: -534
Ask depth 5 delta: -379
Imbalance 5 delta: -0.046671
Bid depth 10 delta: -1931
Ask depth 10 delta: 1291
Imbalance 10 delta: -0.120054
Spread delta: 0
Mid price delta: 0.0012
Wall shift score: 0.000229

Tape

Buy volume: 18051
Sell volume: 5182
Buy/sell delta: 12869
Buy/sell ratio: 3.483404
Avg trade size: 232.33
Large trade count: 10
Largest trade size: 1766

Candle

Return 1: 0.249428
Return 3: 0.228595
Volume 1: 14761
Volume avg 5: 9981.2
Momentum 5: 0.062241

Cross Exchange

Mid avg: 0.48073
Mid median: 0.481525
Price deviation %: 0.316186
Spread %: 1.004722

Funding / OI / Volume

Funding rate: 0.00023023
Funding delta: 0
Funding abs: 0.00023023
Funding pressure: 0.00023023
Open interest: 25894835
Volume 24h: 77513963
Quote volume 24h: 36988287.84791
Price change 24h %: 3.012

Quality

Capture latency ms: 6834
Order book timestamp: 2026-06-23 09:34:45.351000+02:00
Ticker timestamp: 2026-06-23 09:34:37.721000+02:00
Trades timestamp: 2026-06-23 09:34:46.585000+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: 0.4823
Best ask: 0.4824
Spread: 0.0001
Spread %: 0.020732
Mid price: 0.48235
Last price: 0.4823
Mark price: -
Index price: 0.4816

Order Book

Bid depth 5: 1219
Ask depth 5: 807
Bid depth 10: 4057
Ask depth 10: 2952
Bid depth 20: 9617
Ask depth 20: 6778
Imbalance 5: 0.203356
Imbalance 10: 0.157654
Imbalance 20: 0.173163
Top bid size: 38
Top ask size: 8
Bid wall score: 0.003951
Ask wall score: 0.00118

Dynamics

Bid depth 5 delta: -23
Ask depth 5 delta: 15
Imbalance 5 delta: -0.017883
Bid depth 10 delta: 500
Ask depth 10 delta: 195
Imbalance 10 delta: 0.030952
Spread delta: 0
Mid price delta: 0.0013
Wall shift score: -0.013967

Tape

Buy volume: 1497
Sell volume: 2561
Buy/sell delta: -1064
Buy/sell ratio: 0.584537
Avg trade size: 40.58
Large trade count: 8
Largest trade size: 318

Candle

Return 1: 0.083005
Return 3: 0.228595
Volume 1: 54
Volume avg 5: 340.2
Momentum 5: 0.166147

Cross Exchange

Mid avg: 0.480405
Mid median: 0.48105
Price deviation %: 0.404867
Spread %: 0.932546

Funding / OI / Volume

Funding rate: 0.00023
Funding delta: 0
Funding abs: 0.00023
Funding pressure: 0.00023
Open interest: -
Volume 24h: 4379601
Quote volume 24h: 21350835.372
Price change 24h %: 10.06

Quality

Capture latency ms: 4507
Order book timestamp: 2026-06-23 09:34:39.165000+02:00
Ticker timestamp: 2026-06-23 09:34:38.811000+02:00
Trades timestamp: 2026-06-23 09:34:37.284000+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: 0.47172
Best ask: 0.48332
Spread: 0.0116
Spread %: 2.429218
Mid price: 0.47752
Last price: 0.48095
Mark price: -
Index price: -

Order Book

Bid depth 5: 607
Ask depth 5: 531
Bid depth 10: 20168
Ask depth 10: 2000
Bid depth 20: 64617
Ask depth 20: 2952
Imbalance 5: 0.066784
Imbalance 10: 0.81956
Imbalance 20: 0.912623
Top bid size: 23
Top ask size: 40
Bid wall score: 0.000356
Ask wall score: 0.01355

Dynamics

Bid depth 5 delta: -13
Ask depth 5 delta: -25
Imbalance 5 delta: 0.012362
Bid depth 10 delta: -3257
Ask depth 10 delta: -597
Imbalance 10 delta: 0.01916
Spread delta: 0.00099
Mid price delta: 0.000495
Wall shift score: -0.01263

Tape

Buy volume: 4270
Sell volume: 5850
Buy/sell delta: -1580
Buy/sell ratio: 0.729915
Avg trade size: 101.2
Large trade count: 0
Largest trade size: 212

Candle

Return 1: 0
Return 3: -0.228192
Volume 1: 0
Volume avg 5: 38.8
Momentum 5: -0.228192

Cross Exchange

Mid avg: 0.48028125
Mid median: 0.48105
Price deviation %: -0.574924
Spread %: 1.035851

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73627
Volume 24h: 269634
Quote volume 24h: 269634
Price change 24h %: 9.096064

Quality

Capture latency ms: 5239
Order book timestamp: 2026-06-23 09:34:34.640000+02:00
Ticker timestamp: 2026-06-23 09:34:34.936000+02:00
Trades timestamp: 2026-06-23 09:32:36.778000+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: 0.48177
Best ask: 0.48223
Spread: 0.00046
Spread %: 0.095436
Mid price: 0.482
Last price: 0.48145
Mark price: 0.48138
Index price: 0.481327

Order Book

Bid depth 5: 18
Ask depth 5: 16
Bid depth 10: 35
Ask depth 10: 34
Bid depth 20: 93
Ask depth 20: 97
Imbalance 5: 0.058824
Imbalance 10: 0.014493
Imbalance 20: -0.021053
Top bid size: 2
Top ask size: 2
Bid wall score: 0.021505
Ask wall score: 0.020619

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -3
Imbalance 5 delta: 0.144538
Bid depth 10 delta: 5
Ask depth 10 delta: 3
Imbalance 10 delta: 0.030886
Spread delta: 0.00003
Mid price delta: 0.001865
Wall shift score: 0.01422

Tape

Buy volume: 113
Sell volume: 226
Buy/sell delta: -113
Buy/sell ratio: 0.5
Avg trade size: 3.39
Large trade count: 6
Largest trade size: 21

Candle

Return 1: 0.178947
Return 3: 0.178947
Volume 1: 3
Volume avg 5: 3.2
Momentum 5: -0.192794

Cross Exchange

Mid avg: 0.479815
Mid median: 0.4805925
Price deviation %: 0.455384
Spread %: 0.838865

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3098900
Quote volume 24h: 1470694
Price change 24h %: 2.54

Quality

Capture latency ms: 10851
Order book timestamp: 2026-06-23 09:34:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:20.049000+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: 0.481
Best ask: 0.4811
Spread: 0.0001
Spread %: 0.020788
Mid price: 0.48105
Last price: 0.481
Mark price: -
Index price: -

Order Book

Bid depth 5: 2434
Ask depth 5: 2657
Bid depth 10: 15561
Ask depth 10: 11002
Bid depth 20: 48737
Ask depth 20: 30066
Imbalance 5: -0.043803
Imbalance 10: 0.17163
Imbalance 20: 0.236933
Top bid size: 64
Top ask size: 15
Bid wall score: 0.001313
Ask wall score: 0.000499

Dynamics

Bid depth 5 delta: -261
Ask depth 5 delta: -192
Imbalance 5 delta: -0.016025
Bid depth 10 delta: 6011
Ask depth 10 delta: -2801
Imbalance 10 delta: 0.353748
Spread delta: 0
Mid price delta: -0.0004
Wall shift score: -0.000863

Tape

Buy volume: 8933
Sell volume: 8817
Buy/sell delta: 116
Buy/sell ratio: 1.013156
Avg trade size: 177.5
Large trade count: 9
Largest trade size: 1192

Candle

Return 1: -0.020786
Return 3: -0.041563
Volume 1: 50
Volume avg 5: 7039
Momentum 5: -0.207469

Cross Exchange

Mid avg: 0.479915
Mid median: 0.4805925
Price deviation %: 0.2365
Spread %: 0.922038

Funding / OI / Volume

Funding rate: 0.00023023
Funding delta: -0.00000007
Funding abs: 0.00023023
Funding pressure: 0.0002303
Open interest: 25888721
Volume 24h: 77499213
Quote volume 24h: 36981176.51401
Price change 24h %: 2.734

Quality

Capture latency ms: 6761
Order book timestamp: 2026-06-23 09:34:06.031000+02:00
Ticker timestamp: 2026-06-23 09:34:00.630000+02:00
Trades timestamp: 2026-06-23 09:34:07.403000+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: 0.481
Best ask: 0.4811
Spread: 0.0001
Spread %: 0.020788
Mid price: 0.48105
Last price: 0.4815
Mark price: -
Index price: 0.4805

Order Book

Bid depth 5: 1242
Ask depth 5: 792
Bid depth 10: 3557
Ask depth 10: 2757
Bid depth 20: 9153
Ask depth 20: 8079
Imbalance 5: 0.221239
Imbalance 10: 0.126703
Imbalance 20: 0.062326
Top bid size: 160
Top ask size: 6
Bid wall score: 0.017481
Ask wall score: 0.000743

Dynamics

Bid depth 5 delta: 170
Ask depth 5 delta: -242
Imbalance 5 delta: 0.203195
Bid depth 10 delta: -213
Ask depth 10 delta: -127
Imbalance 10 delta: -0.00645
Spread delta: -0.0001
Mid price delta: 0.00015
Wall shift score: 0.006498

Tape

Buy volume: 1480
Sell volume: 2752
Buy/sell delta: -1272
Buy/sell ratio: 0.537791
Avg trade size: 42.32
Large trade count: 8
Largest trade size: 318

Candle

Return 1: 0.187266
Return 3: 0.083143
Volume 1: 146
Volume avg 5: 678.8
Momentum 5: -0.783021

Cross Exchange

Mid avg: 0.4798775
Mid median: 0.4805175
Price deviation %: 0.244333
Spread %: 0.92211

Funding / OI / Volume

Funding rate: 0.00023
Funding delta: 0
Funding abs: 0.00023
Funding pressure: 0.00023
Open interest: -
Volume 24h: 4378797
Quote volume 24h: 21346963.383
Price change 24h %: 9.88

Quality

Capture latency ms: 4933
Order book timestamp: 2026-06-23 09:33:56.473000+02:00
Ticker timestamp: 2026-06-23 09:33:56.740000+02:00
Trades timestamp: 2026-06-23 09:33:53.396000+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: 0.47172
Best ask: 0.48233
Spread: 0.01061
Spread %: 2.224202
Mid price: 0.477025
Last price: 0.48095
Mark price: -
Index price: -

Order Book

Bid depth 5: 620
Ask depth 5: 556
Bid depth 10: 23425
Ask depth 10: 2597
Bid depth 20: 64598
Ask depth 20: 43472
Imbalance 5: 0.054422
Imbalance 10: 0.8004
Imbalance 20: 0.195484
Top bid size: 23
Top ask size: 40
Bid wall score: 0.000356
Ask wall score: 0.00092

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -881
Imbalance 5 delta: 0.453643
Bid depth 10 delta: 273
Ask depth 10 delta: -18
Imbalance 10 delta: 0.003372
Spread delta: 0.00026
Mid price delta: 0.00013
Wall shift score: -0.000003

Tape

Buy volume: 4270
Sell volume: 5850
Buy/sell delta: -1580
Buy/sell ratio: 0.729915
Avg trade size: 101.2
Large trade count: 0
Largest trade size: 212

Candle

Return 1: 0
Return 3: -0.228192
Volume 1: 0
Volume avg 5: 80.8
Momentum 5: -0.341898

Cross Exchange

Mid avg: 0.479845
Mid median: 0.4805175
Price deviation %: -0.58769
Spread %: 0.949265

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73627
Volume 24h: 269634
Quote volume 24h: 269634
Price change 24h %: 9.096064

Quality

Capture latency ms: 5677
Order book timestamp: 2026-06-23 09:33:54.840000+02:00
Ticker timestamp: 2026-06-23 09:33:55.259000+02:00
Trades timestamp: 2026-06-23 09:32:36.778000+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: 0.47992
Best ask: 0.48035
Spread: 0.00043
Spread %: 0.089558
Mid price: 0.480135
Last price: 0.48059
Mark price: 0.4804
Index price: 0.480155

Order Book

Bid depth 5: 16
Ask depth 5: 19
Bid depth 10: 30
Ask depth 10: 31
Bid depth 20: 100
Ask depth 20: 60
Imbalance 5: -0.085714
Imbalance 10: -0.016393
Imbalance 20: 0.25
Top bid size: 2
Top ask size: 2
Bid wall score: 0.02
Ask wall score: 0.033333

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: 5
Imbalance 5 delta: -0.285714
Bid depth 10 delta: -10
Ask depth 10 delta: 5
Imbalance 10 delta: -0.228515
Spread delta: 0.00002
Mid price delta: 0.00037
Wall shift score: -0.002172

Tape

Buy volume: 110
Sell volume: 238
Buy/sell delta: -128
Buy/sell ratio: 0.462185
Avg trade size: 3.48
Large trade count: 6
Largest trade size: 21

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 27.8
Momentum 5: -0.892931

Cross Exchange

Mid avg: 0.4797525
Mid median: 0.4803325
Price deviation %: 0.079729
Spread %: 0.949448

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3098900
Quote volume 24h: 1470694
Price change 24h %: 2.73

Quality

Capture latency ms: 11809
Order book timestamp: 2026-06-23 09:33:33+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:19.804000+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: 0.4814
Best ask: 0.4815
Spread: 0.0001
Spread %: 0.020771
Mid price: 0.48145
Last price: 0.481
Mark price: -
Index price: -

Order Book

Bid depth 5: 2695
Ask depth 5: 2849
Bid depth 10: 9550
Ask depth 10: 13803
Bid depth 20: 37222
Ask depth 20: 32229
Imbalance 5: -0.027778
Imbalance 10: -0.182118
Imbalance 20: 0.071892
Top bid size: 104
Top ask size: 36
Bid wall score: 0.002794
Ask wall score: 0.001117

Dynamics

Bid depth 5 delta: 768
Ask depth 5 delta: -926
Imbalance 5 delta: 0.296319
Bid depth 10 delta: -3082
Ask depth 10 delta: 3033
Imbalance 10 delta: -0.261684
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: 0.02121

Tape

Buy volume: 9783
Sell volume: 5633
Buy/sell delta: 4150
Buy/sell ratio: 1.73673
Avg trade size: 154.16
Large trade count: 10
Largest trade size: 1152

Candle

Return 1: 0.145621
Return 3: 0.124792
Volume 1: 2943
Volume avg 5: 12122.6
Momentum 5: -0.783182

Cross Exchange

Mid avg: 0.4796525
Mid median: 0.4803325
Price deviation %: 0.37475
Spread %: 0.866252

Funding / OI / Volume

Funding rate: 0.0002303
Funding delta: 0
Funding abs: 0.0002303
Funding pressure: 0.0002303
Open interest: 25888556
Volume 24h: 77709641
Quote volume 24h: 37079898.42229
Price change 24h %: 1.777

Quality

Capture latency ms: 7103
Order book timestamp: 2026-06-23 09:33:20.891000+02:00
Ticker timestamp: 2026-06-23 09:33:11.664000+02:00
Trades timestamp: 2026-06-23 09:33:19.699000+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: 3920
gate: 3918
htx: 3892
mexc: 3917

By Symbol

VELVET/USDT:USDT: 15647

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.