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: 16685
Total labels: 50055
Pending labels: 30572
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 13:29:19.912430+02:00
Recent trades snapshots: 16684
Micro candles: 333660
Avg data quality: 75.9023074617920288
Latest latency: 5689 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 34 of 1669 · 16685 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 12:34:32.587739+02:00	binance	VELVET/USDT:USDT	0.4823	80	6674 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 12:34:25.821692+02:00	mexc	VELVET/USDT:USDT	0.48275	78	4464 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 12:34:21.308761+02:00	htx	VELVET/USDT:USDT	0.477495	80	5740 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 12:34:04.487172+02:00	gate	VELVET/USDT:USDT	0.482495	68	10202 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 12:33:54.181325+02:00	binance	VELVET/USDT:USDT	0.4829	80	5778 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 12:33:48.311164+02:00	mexc	VELVET/USDT:USDT	0.48265	78	4768 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 12:33:43.489929+02:00	htx	VELVET/USDT:USDT	0.4775	90	4290 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 12:33:28.976584+02:00	gate	VELVET/USDT:USDT	0.48324	68	9566 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 12:33:19.313138+02:00	binance	VELVET/USDT:USDT	0.4832	80	5971 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 12:33:13.241369+02:00	mexc	VELVET/USDT:USDT	0.48315	68	5287 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4822
Best ask: 0.4824
Spread: 0.0002
Spread %: 0.041468
Mid price: 0.4823
Last price: 0.4828
Mark price: -
Index price: -

Order Book

Bid depth 5: 5395
Ask depth 5: 3581
Bid depth 10: 15073
Ask depth 10: 50933
Bid depth 20: 43402
Ask depth 20: 65329
Imbalance 5: 0.202094
Imbalance 10: -0.543284
Imbalance 20: -0.201663
Top bid size: 377
Top ask size: 22
Bid wall score: 0.008686
Ask wall score: 0.000337

Dynamics

Bid depth 5 delta: 2261
Ask depth 5 delta: -37614
Imbalance 5 delta: 1.060697
Bid depth 10 delta: 5396
Ask depth 10 delta: 2808
Imbalance 10 delta: 0.121883
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: 0.482196

Tape

Buy volume: 12946
Sell volume: 39426
Buy/sell delta: -26480
Buy/sell ratio: 0.328362
Avg trade size: 523.72
Large trade count: 10
Largest trade size: 4478

Candle

Return 1: -0.144928
Return 3: -0.124249
Volume 1: 5775
Volume avg 5: 24705.4
Momentum 5: -0.371824

Cross Exchange

Mid avg: 0.48141
Mid median: 0.4826225
Price deviation %: 0.184874
Spread %: 1.122744

Funding / OI / Volume

Funding rate: 0.00018354
Funding delta: -0.00000274
Funding abs: 0.00018354
Funding pressure: 0.00018628
Open interest: 25821507
Volume 24h: 69051661
Quote volume 24h: 33397459.45491
Price change 24h %: 8.837

Quality

Capture latency ms: 6674
Order book timestamp: 2026-06-23 12:34:30.462000+02:00
Ticker timestamp: 2026-06-23 12:34:24.910000+02:00
Trades timestamp: 2026-06-23 12:34:32.091000+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: 0.4827
Best ask: 0.4828
Spread: 0.0001
Spread %: 0.020715
Mid price: 0.48275
Last price: 0.4826
Mark price: -
Index price: 0.4825

Order Book

Bid depth 5: 1920
Ask depth 5: 1926
Bid depth 10: 3766
Ask depth 10: 3869
Bid depth 20: 8671
Ask depth 20: 10194
Imbalance 5: -0.00156
Imbalance 10: -0.013491
Imbalance 20: -0.080732
Top bid size: 162
Top ask size: 31
Bid wall score: 0.018683
Ask wall score: 0.003041

Dynamics

Bid depth 5 delta: -59
Ask depth 5 delta: -1960
Imbalance 5 delta: 0.323589
Bid depth 10 delta: -1340
Ask depth 10 delta: -1211
Imbalance 10 delta: -0.016043
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.022478

Tape

Buy volume: 3544
Sell volume: 2853
Buy/sell delta: 691
Buy/sell ratio: 1.242201
Avg trade size: 63.97
Large trade count: 4
Largest trade size: 435

Candle

Return 1: -0.082816
Return 3: -0.248036
Volume 1: 213
Volume avg 5: 1671.4
Momentum 5: -0.268651

Cross Exchange

Mid avg: 0.481385
Mid median: 0.4825725
Price deviation %: 0.283557
Spread %: 1.122802

Funding / OI / Volume

Funding rate: 0.000186
Funding delta: 0
Funding abs: 0.000186
Funding pressure: 0.000186
Open interest: -
Volume 24h: 4379643
Quote volume 24h: 21451731.774
Price change 24h %: 10.13

Quality

Capture latency ms: 4464
Order book timestamp: 2026-06-23 12:34:24.394000+02:00
Ticker timestamp: 2026-06-23 12:34:22.732000+02:00
Trades timestamp: 2026-06-23 12:34:19.898000+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: 0.47262
Best ask: 0.48237
Spread: 0.00975
Spread %: 2.041906
Mid price: 0.477495
Last price: 0.48375
Mark price: -
Index price: -

Order Book

Bid depth 5: 636
Ask depth 5: 1106
Bid depth 10: 19404
Ask depth 10: 2853
Bid depth 20: 60500
Ask depth 20: 43632
Imbalance 5: -0.269805
Imbalance 10: 0.743631
Imbalance 20: 0.161987
Top bid size: 47
Top ask size: 12
Bid wall score: 0.000777
Ask wall score: 0.000275

Dynamics

Bid depth 5 delta: 7
Ask depth 5 delta: -1386
Imbalance 5 delta: 0.327119
Bid depth 10 delta: -3782
Ask depth 10 delta: 108
Imbalance 10 delta: -0.044653
Spread delta: -0.00001
Mid price delta: -0.000005
Wall shift score: 0.006716

Tape

Buy volume: 3510
Sell volume: 5564
Buy/sell delta: -2054
Buy/sell ratio: 0.630841
Avg trade size: 90.74
Large trade count: 0
Largest trade size: 210

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 84.4
Momentum 5: 0.269458

Cross Exchange

Mid avg: 0.48138625
Mid median: 0.4825725
Price deviation %: -0.808343
Spread %: 1.12176

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73768
Volume 24h: 267352
Quote volume 24h: 267352
Price change 24h %: 9.731201

Quality

Capture latency ms: 5740
Order book timestamp: 2026-06-23 12:34:19.798000+02:00
Ticker timestamp: 2026-06-23 12:34:20.075000+02:00
Trades timestamp: 2026-06-23 12:31:46.558000+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: 0.48215
Best ask: 0.48284
Spread: 0.00069
Spread %: 0.143007
Mid price: 0.482495
Last price: 0.48222
Mark price: 0.48222
Index price: 0.48202

Order Book

Bid depth 5: 44
Ask depth 5: 19
Bid depth 10: 55
Ask depth 10: 29
Bid depth 20: 78
Ask depth 20: 56
Imbalance 5: 0.396825
Imbalance 10: 0.309524
Imbalance 20: 0.164179
Top bid size: 1
Top ask size: 7
Bid wall score: 0.012821
Ask wall score: 0.125

Dynamics

Bid depth 5 delta: -467
Ask depth 5 delta: 3
Imbalance 5 delta: -0.542454
Bid depth 10 delta: -468
Ask depth 10 delta: -1
Imbalance 10 delta: -0.581977
Spread delta: 0.00003
Mid price delta: -0.000745
Wall shift score: -0.077833

Tape

Buy volume: 79
Sell volume: 581
Buy/sell delta: -502
Buy/sell ratio: 0.135972
Avg trade size: 6.6
Large trade count: 4
Largest trade size: 265

Candle

Return 1: 0
Return 3: -0.012441
Volume 1: 0
Volume avg 5: 123.8
Momentum 5: 0.083019

Cross Exchange

Mid avg: 0.4815725
Mid median: 0.482775
Price deviation %: 0.19156
Spread %: 1.191929

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3071200
Quote volume 24h: 1483257
Price change 24h %: 9.03

Quality

Capture latency ms: 10202
Order book timestamp: 2026-06-23 12:34:03+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:30.820000+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: 0.4828
Best ask: 0.483
Spread: 0.0002
Spread %: 0.041416
Mid price: 0.4829
Last price: 0.4827
Mark price: -
Index price: -

Order Book

Bid depth 5: 3134
Ask depth 5: 41195
Bid depth 10: 9677
Ask depth 10: 48125
Bid depth 20: 31597
Ask depth 20: 78276
Imbalance 5: -0.858603
Imbalance 10: -0.665167
Imbalance 20: -0.424845
Top bid size: 277
Top ask size: 37777
Bid wall score: 0.008767
Ask wall score: 0.482613

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 34709
Imbalance 5 delta: -0.510022
Bid depth 10 delta: -3974
Ask depth 10 delta: 29762
Imbalance 10 delta: -0.517982
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: -0.479584

Tape

Buy volume: 31273
Sell volume: 21970
Buy/sell delta: 9303
Buy/sell ratio: 1.423441
Avg trade size: 532.43
Large trade count: 9
Largest trade size: 4478

Candle

Return 1: 0.062163
Return 3: -0.474031
Volume 1: 42383
Volume avg 5: 27131.8
Momentum 5: 0.082902

Cross Exchange

Mid avg: 0.4816475
Mid median: 0.482925
Price deviation %: 0.260045
Spread %: 1.191743

Funding / OI / Volume

Funding rate: 0.00018628
Funding delta: 0
Funding abs: 0.00018628
Funding pressure: 0.00018628
Open interest: 25821155
Volume 24h: 69054065
Quote volume 24h: 33398238.77441
Price change 24h %: 8.839

Quality

Capture latency ms: 5778
Order book timestamp: 2026-06-23 12:33:52.042000+02:00
Ticker timestamp: 2026-06-23 12:33:49.042000+02:00
Trades timestamp: 2026-06-23 12:33:49.273000+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: 0.4826
Best ask: 0.4827
Spread: 0.0001
Spread %: 0.020719
Mid price: 0.48265
Last price: 0.483
Mark price: -
Index price: 0.4823

Order Book

Bid depth 5: 1979
Ask depth 5: 3886
Bid depth 10: 5106
Ask depth 10: 5080
Bid depth 20: 11905
Ask depth 20: 9893
Imbalance 5: -0.325149
Imbalance 10: 0.002553
Imbalance 20: 0.092302
Top bid size: 57
Top ask size: 115
Bid wall score: 0.004788
Ask wall score: 0.011624

Dynamics

Bid depth 5 delta: 1101
Ask depth 5 delta: 2416
Imbalance 5 delta: -0.07302
Bid depth 10 delta: 2662
Ask depth 10 delta: 1635
Imbalance 10 delta: 0.17253
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: -0.008116

Tape

Buy volume: 3349
Sell volume: 2928
Buy/sell delta: 421
Buy/sell ratio: 1.143784
Avg trade size: 62.77
Large trade count: 4
Largest trade size: 435

Candle

Return 1: 0.145138
Return 3: -0.473934
Volume 1: 2379
Volume avg 5: 1585.4
Momentum 5: 0.228263

Cross Exchange

Mid avg: 0.4817725
Mid median: 0.483175
Price deviation %: 0.18214
Spread %: 1.191434

Funding / OI / Volume

Funding rate: 0.000186
Funding delta: 0
Funding abs: 0.000186
Funding pressure: 0.000186
Open interest: -
Volume 24h: 4378501
Quote volume 24h: 21446220.223
Price change 24h %: 10.22

Quality

Capture latency ms: 4768
Order book timestamp: 2026-06-23 12:33:46.400000+02:00
Ticker timestamp: 2026-06-23 12:33:44.738000+02:00
Trades timestamp: 2026-06-23 12:33:40.423000+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: 0.47262
Best ask: 0.48238
Spread: 0.00976
Spread %: 2.043979
Mid price: 0.4775
Last price: 0.48375
Mark price: -
Index price: -

Order Book

Bid depth 5: 629
Ask depth 5: 2492
Bid depth 10: 23186
Ask depth 10: 2745
Bid depth 20: 64267
Ask depth 20: 43767
Imbalance 5: -0.596924
Imbalance 10: 0.788284
Imbalance 20: 0.189755
Top bid size: 47
Top ask size: 304
Bid wall score: 0.000731
Ask wall score: 0.006946

Dynamics

Bid depth 5 delta: -8
Ask depth 5 delta: 1818
Imbalance 5 delta: -0.568701
Bid depth 10 delta: -4181
Ask depth 10 delta: 223
Imbalance 10 delta: -0.042958
Spread delta: -0.00003
Mid price delta: -0.000015
Wall shift score: 0.009845

Tape

Buy volume: 3510
Sell volume: 5564
Buy/sell delta: -2054
Buy/sell ratio: 0.630841
Avg trade size: 90.74
Large trade count: 0
Largest trade size: 210

Candle

Return 1: 0
Return 3: 0.26738
Volume 1: 0
Volume avg 5: 126
Momentum 5: -0.037195

Cross Exchange

Mid avg: 0.48177625
Mid median: 0.483175
Price deviation %: -0.887601
Spread %: 1.188311

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73768
Volume 24h: 267352
Quote volume 24h: 267352
Price change 24h %: 9.731201

Quality

Capture latency ms: 4290
Order book timestamp: 2026-06-23 12:33:42.198000+02:00
Ticker timestamp: 2026-06-23 12:33:42.623000+02:00
Trades timestamp: 2026-06-23 12:31:46.558000+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: 0.48291
Best ask: 0.48357
Spread: 0.00066
Spread %: 0.136578
Mid price: 0.48324
Last price: 0.48335
Mark price: 0.48235
Index price: 0.482003

Order Book

Bid depth 5: 511
Ask depth 5: 16
Bid depth 10: 523
Ask depth 10: 30
Bid depth 20: 590
Ask depth 20: 53
Imbalance 5: 0.939279
Imbalance 10: 0.891501
Imbalance 20: 0.835148
Top bid size: 2
Top ask size: 2
Bid wall score: 0.00339
Ask wall score: 0.037736

Dynamics

Bid depth 5 delta: 501
Ask depth 5 delta: 1
Imbalance 5 delta: 1.139279
Bid depth 10 delta: 503
Ask depth 10 delta: 2
Imbalance 10 delta: 1.058168
Spread delta: 0.00001
Mid price delta: 0.001645
Wall shift score: -0.040585

Tape

Buy volume: 81
Sell volume: 111
Buy/sell delta: -30
Buy/sell ratio: 0.72973
Avg trade size: 1.92
Large trade count: 3
Largest trade size: 15

Candle

Return 1: 0.190701
Return 3: -0.053762
Volume 1: 41
Volume avg 5: 22.8
Momentum 5: 0.342537

Cross Exchange

Mid avg: 0.481365
Mid median: 0.4823725
Price deviation %: 0.389517
Spread %: 1.181016

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3016600
Quote volume 24h: 1456896
Price change 24h %: 9.28

Quality

Capture latency ms: 9566
Order book timestamp: 2026-06-23 12:33:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:30.802000+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: 0.4831
Best ask: 0.4833
Spread: 0.0002
Spread %: 0.041391
Mid price: 0.4832
Last price: 0.4831
Mark price: -
Index price: -

Order Book

Bid depth 5: 3133
Ask depth 5: 6486
Bid depth 10: 13651
Ask depth 10: 18363
Bid depth 20: 32732
Ask depth 20: 46526
Imbalance 5: -0.348581
Imbalance 10: -0.147186
Imbalance 20: -0.174039
Top bid size: 306
Top ask size: 168
Bid wall score: 0.009349
Ask wall score: 0.003611

Dynamics

Bid depth 5 delta: -570
Ask depth 5 delta: 2787
Imbalance 5 delta: -0.349121
Bid depth 10 delta: 843
Ask depth 10 delta: 5216
Imbalance 10 delta: -0.134125
Spread delta: 0.0001
Mid price delta: 0.00095
Wall shift score: 0.001784

Tape

Buy volume: 28989
Sell volume: 11972
Buy/sell delta: 17017
Buy/sell ratio: 2.4214
Avg trade size: 409.61
Large trade count: 9
Largest trade size: 4327

Candle

Return 1: 0.103605
Return 3: -0.432811
Volume 1: 6760
Volume avg 5: 20007.2
Momentum 5: 0.124352

Cross Exchange

Mid avg: 0.4811275
Mid median: 0.4819225
Price deviation %: 0.430759
Spread %: 1.171207

Funding / OI / Volume

Funding rate: 0.00018628
Funding delta: 0
Funding abs: 0.00018628
Funding pressure: 0.00018628
Open interest: 25815789
Volume 24h: 68961654
Quote volume 24h: 33353448.25151
Price change 24h %: 8.929

Quality

Capture latency ms: 5971
Order book timestamp: 2026-06-23 12:33:17.208000+02:00
Ticker timestamp: 2026-06-23 12:33:12.096000+02:00
Trades timestamp: 2026-06-23 12:33:18.322000+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: 0.4831
Best ask: 0.4832
Spread: 0.0001
Spread %: 0.020698
Mid price: 0.48315
Last price: 0.483
Mark price: -
Index price: 0.4822

Order Book

Bid depth 5: 878
Ask depth 5: 1470
Bid depth 10: 2444
Ask depth 10: 3445
Bid depth 20: 7226
Ask depth 20: 8477
Imbalance 5: -0.252129
Imbalance 10: -0.169978
Imbalance 20: -0.079666
Top bid size: 28
Top ask size: 22
Bid wall score: 0.003875
Ask wall score: 0.002595

Dynamics

Bid depth 5 delta: -1339
Ask depth 5 delta: -254
Imbalance 5 delta: -0.377225
Bid depth 10 delta: -4341
Ask depth 10 delta: -655
Imbalance 10 delta: -0.416648
Spread delta: -0.0003
Mid price delta: 0.00165
Wall shift score: 0.007502

Tape

Buy volume: 2629
Sell volume: 3153
Buy/sell delta: -524
Buy/sell ratio: 0.833809
Avg trade size: 57.82
Large trade count: 3
Largest trade size: 435

Candle

Return 1: 0.20734
Return 3: -0.412116
Volume 1: 1330
Volume avg 5: 1375.6
Momentum 5: 0.290517

Cross Exchange

Mid avg: 0.480715
Mid median: 0.4815475
Price deviation %: 0.506537
Spread %: 0.984991

Funding / OI / Volume

Funding rate: 0.000186
Funding delta: 0.00001
Funding abs: 0.000186
Funding pressure: 0.000196
Open interest: -
Volume 24h: 4377439
Quote volume 24h: 21441085.993
Price change 24h %: 10.22

Quality

Capture latency ms: 5287
Order book timestamp: 2026-06-23 12:33:11.564000+02:00
Ticker timestamp: 2026-06-23 12:33:08.870000+02:00
Trades timestamp: 2026-06-23 12:33:11.713000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 4180
gate: 4178
htx: 4151
mexc: 4176

By Symbol

VELVET/USDT:USDT: 16685

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.