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: 19132
Total labels: 57396
Pending labels: 37913
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 20:13:11.827618+02:00
Recent trades snapshots: 19131
Micro candles: 382600
Avg data quality: 75.8857411666318210
Latest latency: 9954 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 39 of 1914 · 19132 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 19:10:19.939339+02:00	gate	VELVET/USDT:USDT	0.48713	68	9680 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 19:10:10.148964+02:00	binance	VELVET/USDT:USDT	0.48795	80	7326 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 19:10:02.687205+02:00	mexc	VELVET/USDT:USDT	0.488	68	5167 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 19:09:57.470910+02:00	htx	VELVET/USDT:USDT	0.482155	80	6081 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 19:09:41.603716+02:00	gate	VELVET/USDT:USDT	0.486645	68	9657 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 19:09:31.824652+02:00	binance	VELVET/USDT:USDT	0.48745	80	5688 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 19:09:26.028545+02:00	mexc	VELVET/USDT:USDT	0.4881	78	4373 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 19:09:21.601353+02:00	htx	VELVET/USDT:USDT	0.482605	90	4642 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 19:09:06.475840+02:00	gate	VELVET/USDT:USDT	0.48685	68	9791 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 19:08:56.582811+02:00	binance	VELVET/USDT:USDT	0.4871	80	8229 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.48689
Best ask: 0.48737
Spread: 0.00048
Spread %: 0.098536
Mid price: 0.48713
Last price: 0.48699
Mark price: 0.4872
Index price: 0.487188

Order Book

Bid depth 5: 9
Ask depth 5: 15
Bid depth 10: 19
Ask depth 10: 25
Bid depth 20: 40
Ask depth 20: 44
Imbalance 5: -0.25
Imbalance 10: -0.136364
Imbalance 20: -0.047619
Top bid size: 1
Top ask size: 3
Bid wall score: 0.025
Ask wall score: 0.068182

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 6
Imbalance 5 delta: -0.302632
Bid depth 10 delta: -5
Ask depth 10 delta: 7
Imbalance 10 delta: -0.279221
Spread delta: -0.00001
Mid price delta: 0.000485
Wall shift score: -0.038882

Tape

Buy volume: 103
Sell volume: 160
Buy/sell delta: -57
Buy/sell ratio: 0.64375
Avg trade size: 2.63
Large trade count: 8
Largest trade size: 26

Candle

Return 1: 0
Return 3: 0.084262
Volume 1: 0
Volume avg 5: 17.8
Momentum 5: -0.063616

Cross Exchange

Mid avg: 0.4861875
Mid median: 0.4872975
Price deviation %: 0.193855
Spread %: 1.202211

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3225100
Quote volume 24h: 1576825
Price change 24h %: 9.12

Quality

Capture latency ms: 9680
Order book timestamp: 2026-06-23 19:10:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:54.596000+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: 0.4878
Best ask: 0.4881
Spread: 0.0003
Spread %: 0.061482
Mid price: 0.48795
Last price: 0.4875
Mark price: -
Index price: -

Order Book

Bid depth 5: 4352
Ask depth 5: 4750
Bid depth 10: 15834
Ask depth 10: 17891
Bid depth 20: 50757
Ask depth 20: 64452
Imbalance 5: -0.043727
Imbalance 10: -0.060993
Imbalance 20: -0.118871
Top bid size: 108
Top ask size: 302
Bid wall score: 0.002128
Ask wall score: 0.004686

Dynamics

Bid depth 5 delta: 762
Ask depth 5 delta: 133
Imbalance 5 delta: 0.08141
Bid depth 10 delta: -400
Ask depth 10 delta: 2684
Imbalance 10 delta: -0.093658
Spread delta: 0.0002
Mid price delta: 0.0005
Wall shift score: 0.001578

Tape

Buy volume: 3666
Sell volume: 2281
Buy/sell delta: 1385
Buy/sell ratio: 1.60719
Avg trade size: 59.47
Large trade count: 16
Largest trade size: 564

Candle

Return 1: 0.082018
Return 3: 0.308261
Volume 1: 407
Volume avg 5: 15319.4
Momentum 5: 0.123077

Cross Exchange

Mid avg: 0.4860625
Mid median: 0.4870475
Price deviation %: 0.388325
Spread %: 1.20252

Funding / OI / Volume

Funding rate: 0.00017471
Funding delta: 0.00000106
Funding abs: 0.00017471
Funding pressure: 0.00017577
Open interest: 25848023
Volume 24h: 60793074
Quote volume 24h: 30002920.5471
Price change 24h %: 8.696

Quality

Capture latency ms: 7326
Order book timestamp: 2026-06-23 19:10:08.042000+02:00
Ticker timestamp: 2026-06-23 19:09:58.560000+02:00
Trades timestamp: 2026-06-23 19:10:09.039000+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: 0.4879
Best ask: 0.4881
Spread: 0.0002
Spread %: 0.040984
Mid price: 0.488
Last price: 0.4876
Mark price: -
Index price: 0.4867

Order Book

Bid depth 5: 1570
Ask depth 5: 940
Bid depth 10: 3789
Ask depth 10: 4360
Bid depth 20: 11415
Ask depth 20: 12008
Imbalance 5: 0.250996
Imbalance 10: -0.07007
Imbalance 20: -0.025317
Top bid size: 7
Top ask size: 8
Bid wall score: 0.000613
Ask wall score: 0.000666

Dynamics

Bid depth 5 delta: -563
Ask depth 5 delta: 256
Imbalance 5 delta: -0.263381
Bid depth 10 delta: -2958
Ask depth 10 delta: -469
Imbalance 10 delta: -0.235758
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: -0.010065

Tape

Buy volume: 14967
Sell volume: 815
Buy/sell delta: 14152
Buy/sell ratio: 18.364417
Avg trade size: 157.82
Large trade count: 9
Largest trade size: 1191

Candle

Return 1: 0.061602
Return 3: -0.24565
Volume 1: 103
Volume avg 5: 3615.2
Momentum 5: -0.041026

Cross Exchange

Mid avg: 0.4860875
Mid median: 0.4870475
Price deviation %: 0.393448
Spread %: 1.223031

Funding / OI / Volume

Funding rate: 0.000173
Funding delta: -0.000002
Funding abs: 0.000173
Funding pressure: 0.000175
Open interest: -
Volume 24h: 4181869
Quote volume 24h: 20760040.512
Price change 24h %: 2.54

Quality

Capture latency ms: 5167
Order book timestamp: 2026-06-23 19:10:00.736000+02:00
Ticker timestamp: 2026-06-23 19:09:57.952000+02:00
Trades timestamp: 2026-06-23 19:09:58.358000+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: 0.47591
Best ask: 0.4884
Spread: 0.01249
Spread %: 2.590453
Mid price: 0.482155
Last price: 0.48665
Mark price: -
Index price: -

Order Book

Bid depth 5: 423
Ask depth 5: 827
Bid depth 10: 22256
Ask depth 10: 2656
Bid depth 20: 62941
Ask depth 20: 3274
Imbalance 5: -0.3232
Imbalance 10: 0.786769
Imbalance 20: 0.90111
Top bid size: 50
Top ask size: 88
Bid wall score: 0.000794
Ask wall score: 0.026878

Dynamics

Bid depth 5 delta: -345
Ask depth 5 delta: -306
Imbalance 5 delta: -0.131196
Bid depth 10 delta: -664
Ask depth 10 delta: -218
Imbalance 10 delta: 0.009612
Spread delta: -0.001
Mid price delta: -0.00045
Wall shift score: -0.025654

Tape

Buy volume: 4256
Sell volume: 8708
Buy/sell delta: -4452
Buy/sell ratio: 0.488746
Avg trade size: 129.64
Large trade count: 2
Largest trade size: 1072

Candle

Return 1: 0
Return 3: -0.164119
Volume 1: 0
Volume avg 5: 82.4
Momentum 5: 0.412669

Cross Exchange

Mid avg: 0.4862
Mid median: 0.4870475
Price deviation %: -0.831962
Spread %: 1.130193

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73687
Volume 24h: 227306
Quote volume 24h: 227306
Price change 24h %: 2.033756

Quality

Capture latency ms: 6081
Order book timestamp: 2026-06-23 19:09:55.398000+02:00
Ticker timestamp: 2026-06-23 19:09:55.790000+02:00
Trades timestamp: 2026-06-23 19:08:51.991000+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: 0.4864
Best ask: 0.48689
Spread: 0.00049
Spread %: 0.100689
Mid price: 0.486645
Last price: 0.48691
Mark price: 0.48697
Index price: 0.486953

Order Book

Bid depth 5: 10
Ask depth 5: 9
Bid depth 10: 24
Ask depth 10: 18
Bid depth 20: 44
Ask depth 20: 37
Imbalance 5: 0.052632
Imbalance 10: 0.142857
Imbalance 20: 0.08642
Top bid size: 1
Top ask size: 1
Bid wall score: 0.022727
Ask wall score: 0.027027

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -3
Imbalance 5 delta: 0.195489
Bid depth 10 delta: 0
Ask depth 10 delta: -3
Imbalance 10 delta: 0.07619
Spread delta: 0.00015
Mid price delta: -0.000205
Wall shift score: -0.011887

Tape

Buy volume: 78
Sell volume: 160
Buy/sell delta: -82
Buy/sell ratio: 0.4875
Avg trade size: 2.38
Large trade count: 7
Largest trade size: 22

Candle

Return 1: 0.242933
Return 3: -0.237671
Volume 1: 25
Volume avg 5: 24.6
Momentum 5: 0.298686

Cross Exchange

Mid avg: 0.48625125
Mid median: 0.48715
Price deviation %: 0.080977
Spread %: 1.130074

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3219900
Quote volume 24h: 1574293
Price change 24h %: 8.54

Quality

Capture latency ms: 9657
Order book timestamp: 2026-06-23 19:09:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:54.579000+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: 0.4874
Best ask: 0.4875
Spread: 0.0001
Spread %: 0.020515
Mid price: 0.48745
Last price: 0.4882
Mark price: -
Index price: -

Order Book

Bid depth 5: 3590
Ask depth 5: 4617
Bid depth 10: 16234
Ask depth 10: 15207
Bid depth 20: 50049
Ask depth 20: 48884
Imbalance 5: -0.125137
Imbalance 10: 0.032664
Imbalance 20: 0.011776
Top bid size: 50
Top ask size: 251
Bid wall score: 0.000999
Ask wall score: 0.005135

Dynamics

Bid depth 5 delta: -1281
Ask depth 5 delta: 961
Imbalance 5 delta: -0.267626
Bid depth 10 delta: -2760
Ask depth 10 delta: -311
Imbalance 10 delta: -0.068054
Spread delta: -0.0001
Mid price delta: 0.00035
Wall shift score: -0.005866

Tape

Buy volume: 4672
Sell volume: 2112
Buy/sell delta: 2560
Buy/sell ratio: 2.212121
Avg trade size: 67.84
Large trade count: 8
Largest trade size: 692

Candle

Return 1: 0.041042
Return 3: -0.225133
Volume 1: 4216
Volume avg 5: 16453.2
Momentum 5: 0.020517

Cross Exchange

Mid avg: 0.48616375
Mid median: 0.486975
Price deviation %: 0.264571
Spread %: 1.130278

Funding / OI / Volume

Funding rate: 0.00017365
Funding delta: -0.00000202
Funding abs: 0.00017365
Funding pressure: 0.00017567
Open interest: 25847706
Volume 24h: 60847918
Quote volume 24h: 30029552.0219
Price change 24h %: 8.852

Quality

Capture latency ms: 5688
Order book timestamp: 2026-06-23 19:09:29.696000+02:00
Ticker timestamp: 2026-06-23 19:09:23.149000+02:00
Trades timestamp: 2026-06-23 19:09:30.653000+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: 0.488
Best ask: 0.4882
Spread: 0.0002
Spread %: 0.040975
Mid price: 0.4881
Last price: 0.4883
Mark price: -
Index price: 0.4865

Order Book

Bid depth 5: 2133
Ask depth 5: 684
Bid depth 10: 6747
Ask depth 10: 4829
Bid depth 20: 13827
Ask depth 20: 12099
Imbalance 5: 0.514377
Imbalance 10: 0.165688
Imbalance 20: 0.066651
Top bid size: 175
Top ask size: 32
Bid wall score: 0.012656
Ask wall score: 0.002645

Dynamics

Bid depth 5 delta: 1257
Ask depth 5 delta: -708
Imbalance 5 delta: 0.74189
Bid depth 10 delta: 3005
Ask depth 10 delta: -536
Imbalance 10 delta: 0.343902
Spread delta: 0.0001
Mid price delta: 0.00135
Wall shift score: 0.007008

Tape

Buy volume: 15262
Sell volume: 812
Buy/sell delta: 14450
Buy/sell ratio: 18.795567
Avg trade size: 160.74
Large trade count: 9
Largest trade size: 1191

Candle

Return 1: 0.26694
Return 3: -0.040942
Volume 1: 95
Volume avg 5: 3613.6
Momentum 5: 0.164103

Cross Exchange

Mid avg: 0.48582625
Mid median: 0.4868
Price deviation %: 0.468017
Spread %: 0.925228

Funding / OI / Volume

Funding rate: 0.000175
Funding delta: 0.000008
Funding abs: 0.000175
Funding pressure: 0.000183
Open interest: -
Volume 24h: 4181865
Quote volume 24h: 20760018.572
Price change 24h %: 2.69

Quality

Capture latency ms: 4373
Order book timestamp: 2026-06-23 19:09:24.430000+02:00
Ticker timestamp: 2026-06-23 19:09:21.821000+02:00
Trades timestamp: 2026-06-23 19:09:18.363000+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: 0.47586
Best ask: 0.48935
Spread: 0.01349
Spread %: 2.795247
Mid price: 0.482605
Last price: 0.48665
Mark price: -
Index price: -

Order Book

Bid depth 5: 768
Ask depth 5: 1133
Bid depth 10: 22920
Ask depth 10: 2874
Bid depth 20: 63111
Ask depth 20: 43358
Imbalance 5: -0.192004
Imbalance 10: 0.777157
Imbalance 20: 0.185528
Top bid size: 181
Top ask size: 143
Bid wall score: 0.002868
Ask wall score: 0.003298

Dynamics

Bid depth 5 delta: 532
Ask depth 5 delta: 302
Imbalance 5 delta: 0.365634
Bid depth 10 delta: 22136
Ask depth 10 delta: 210
Imbalance 10 delta: 1.322401
Spread delta: 0.00232
Mid price delta: 0.0008
Wall shift score: 0.061748

Tape

Buy volume: 4256
Sell volume: 8708
Buy/sell delta: -4452
Buy/sell ratio: 0.488746
Avg trade size: 129.64
Large trade count: 2
Largest trade size: 1072

Candle

Return 1: 0
Return 3: -0.164119
Volume 1: 0
Volume avg 5: 82.4
Momentum 5: 0.412669

Cross Exchange

Mid avg: 0.48562625
Mid median: 0.4868
Price deviation %: -0.622135
Spread %: 1.090345

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73687
Volume 24h: 227306
Quote volume 24h: 227306
Price change 24h %: 2.033756

Quality

Capture latency ms: 4642
Order book timestamp: 2026-06-23 19:09:20.140000+02:00
Ticker timestamp: 2026-06-23 19:09:20.455000+02:00
Trades timestamp: 2026-06-23 19:08:51.991000+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: 0.48668
Best ask: 0.48702
Spread: 0.00034
Spread %: 0.069837
Mid price: 0.48685
Last price: 0.48573
Mark price: 0.48652
Index price: 0.486508

Order Book

Bid depth 5: 9
Ask depth 5: 12
Bid depth 10: 24
Ask depth 10: 21
Bid depth 20: 49
Ask depth 20: 78
Imbalance 5: -0.142857
Imbalance 10: 0.066667
Imbalance 20: -0.228346
Top bid size: 1
Top ask size: 1
Bid wall score: 0.020408
Ask wall score: 0.012821

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 1
Imbalance 5 delta: 0.079365
Bid depth 10 delta: 4
Ask depth 10 delta: 3
Imbalance 10 delta: 0.014035
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: -0.006106

Tape

Buy volume: 81
Sell volume: 135
Buy/sell delta: -54
Buy/sell ratio: 0.6
Avg trade size: 2.16
Large trade count: 6
Largest trade size: 22

Candle

Return 1: 0
Return 3: -0.479439
Volume 1: 0
Volume avg 5: 19.6
Momentum 5: 0.055617

Cross Exchange

Mid avg: 0.48547625
Mid median: 0.4865
Price deviation %: 0.28297
Spread %: 1.090682

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3219900
Quote volume 24h: 1574293
Price change 24h %: 8.28

Quality

Capture latency ms: 9791
Order book timestamp: 2026-06-23 19:09:05+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:54.515000+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: 0.487
Best ask: 0.4872
Spread: 0.0002
Spread %: 0.041059
Mid price: 0.4871
Last price: 0.4865
Mark price: -
Index price: -

Order Book

Bid depth 5: 4871
Ask depth 5: 3656
Bid depth 10: 18994
Ask depth 10: 15518
Bid depth 20: 49065
Ask depth 20: 49681
Imbalance 5: 0.142489
Imbalance 10: 0.100719
Imbalance 20: -0.006238
Top bid size: 155
Top ask size: 71
Bid wall score: 0.003159
Ask wall score: 0.001429

Dynamics

Bid depth 5 delta: 605
Ask depth 5 delta: 1134
Imbalance 5 delta: -0.114435
Bid depth 10 delta: -21
Ask depth 10 delta: 4402
Imbalance 10 delta: -0.161437
Spread delta: 0.0001
Mid price delta: 0.00135
Wall shift score: 0.000808

Tape

Buy volume: 4856
Sell volume: 4743
Buy/sell delta: 113
Buy/sell ratio: 1.023825
Avg trade size: 95.99
Large trade count: 10
Largest trade size: 850

Candle

Return 1: 0.020551
Return 3: -0.164103
Volume 1: 15695
Volume avg 5: 18039.2
Momentum 5: 0.288481

Cross Exchange

Mid avg: 0.48513875
Mid median: 0.486
Price deviation %: 0.404266
Spread %: 1.019296

Funding / OI / Volume

Funding rate: 0.00017567
Funding delta: 0
Funding abs: 0.00017567
Funding pressure: 0.00017567
Open interest: 25847771
Volume 24h: 60892887
Quote volume 24h: 30049467.1073
Price change 24h %: 8.837

Quality

Capture latency ms: 8229
Order book timestamp: 2026-06-23 19:08:54.440000+02:00
Ticker timestamp: 2026-06-23 19:08:47.204000+02:00
Trades timestamp: 2026-06-23 19:08:55.902000+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: 4793
gate: 4791
htx: 4760
mexc: 4788

By Symbol

VELVET/USDT:USDT: 19132

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.