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: 19623
Total labels: 58869
Pending labels: 39386
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 21:35:07.813973+02:00
Recent trades snapshots: 19622
Micro candles: 392420
Avg data quality: 75.8850328695918055
Latest latency: 10468 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 40 of 1963 · 19623 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 20:29:58.823551+02:00	htx	VELVET/USDT:USDT	0.472165	90	4548 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 20:29:43.541648+02:00	gate	VELVET/USDT:USDT	0.47665	68	10228 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 20:29:33.213186+02:00	binance	VELVET/USDT:USDT	0.47735	80	6443 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 20:29:26.677357+02:00	mexc	VELVET/USDT:USDT	0.47705	78	4665 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 20:29:21.935559+02:00	htx	VELVET/USDT:USDT	0.47174	90	4337 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 20:29:07.311940+02:00	gate	VELVET/USDT:USDT	0.475875	68	9899 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 20:28:57.321520+02:00	binance	VELVET/USDT:USDT	0.4769	80	6489 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 20:28:50.736309+02:00	mexc	VELVET/USDT:USDT	0.4774	68	5276 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 20:28:45.416001+02:00	htx	VELVET/USDT:USDT	0.47159	80	5615 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 20:28:29.836028+02:00	gate	VELVET/USDT:USDT	0.47641	68	9705 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.46559
Best ask: 0.47874
Spread: 0.01315
Spread %: 2.785043
Mid price: 0.472165
Last price: 0.47735
Mark price: -
Index price: -

Order Book

Bid depth 5: 479
Ask depth 5: 2495
Bid depth 10: 23571
Ask depth 10: 3136
Bid depth 20: 65282
Ask depth 20: 43849
Imbalance 5: -0.677875
Imbalance 10: 0.765155
Imbalance 20: 0.196397
Top bid size: 99
Top ask size: 287
Bid wall score: 0.001516
Ask wall score: 0.006545

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 884
Imbalance 5 delta: -0.139193
Bid depth 10 delta: -32
Ask depth 10 delta: 210
Imbalance 10 delta: -0.014256
Spread delta: 0.00073
Mid price delta: 0.000425
Wall shift score: -0.001903

Tape

Buy volume: 5124
Sell volume: 7034
Buy/sell delta: -1910
Buy/sell ratio: 0.728462
Avg trade size: 121.58
Large trade count: 0
Largest trade size: 214

Candle

Return 1: 0
Return 3: 0.178384
Volume 1: 0
Volume avg 5: 79.6
Momentum 5: 0.399621

Cross Exchange

Mid avg: 0.4756975
Mid median: 0.47685
Price deviation %: -0.742594
Spread %: 1.179321

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73665
Volume 24h: 226734
Quote volume 24h: 226734
Price change 24h %: 0.083866

Quality

Capture latency ms: 4548
Order book timestamp: 2026-06-23 20:29:57.540000+02:00
Ticker timestamp: 2026-06-23 20:29:57.808000+02:00
Trades timestamp: 2026-06-23 20:28:48.923000+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: 0.47635
Best ask: 0.47695
Spread: 0.0006
Spread %: 0.125879
Mid price: 0.47665
Last price: 0.47555
Mark price: 0.47614
Index price: 0.476138

Order Book

Bid depth 5: 9
Ask depth 5: 13
Bid depth 10: 33
Ask depth 10: 20
Bid depth 20: 62
Ask depth 20: 47
Imbalance 5: -0.181818
Imbalance 10: 0.245283
Imbalance 20: 0.137615
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016129
Ask wall score: 0.021277

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: 8
Imbalance 5 delta: -0.681818
Bid depth 10 delta: 0
Ask depth 10 delta: 4
Imbalance 10 delta: -0.101656
Spread delta: 0.00011
Mid price delta: 0.000775
Wall shift score: -0.031892

Tape

Buy volume: 104
Sell volume: 148
Buy/sell delta: -44
Buy/sell ratio: 0.702703
Avg trade size: 2.52
Large trade count: 8
Largest trade size: 33

Candle

Return 1: 0
Return 3: -0.128108
Volume 1: 0
Volume avg 5: 11.8
Momentum 5: 0.035761

Cross Exchange

Mid avg: 0.47550375
Mid median: 0.4764625
Price deviation %: 0.24106
Spread %: 1.179801

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3217700
Quote volume 24h: 1573744
Price change 24h %: 2.36

Quality

Capture latency ms: 10228
Order book timestamp: 2026-06-23 20:29:42+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:59.291000+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: 0.4773
Best ask: 0.4774
Spread: 0.0001
Spread %: 0.020949
Mid price: 0.47735
Last price: 0.477
Mark price: -
Index price: -

Order Book

Bid depth 5: 3763
Ask depth 5: 3787
Bid depth 10: 18852
Ask depth 10: 15546
Bid depth 20: 40908
Ask depth 20: 61206
Imbalance 5: -0.003179
Imbalance 10: 0.09611
Imbalance 20: -0.198778
Top bid size: 206
Top ask size: 8
Bid wall score: 0.005036
Ask wall score: 0.000131

Dynamics

Bid depth 5 delta: -1918
Ask depth 5 delta: -2444
Imbalance 5 delta: 0.042993
Bid depth 10 delta: 1882
Ask depth 10 delta: -1052
Imbalance 10 delta: 0.085028
Spread delta: -0.0001
Mid price delta: 0.00045
Wall shift score: 0.007645

Tape

Buy volume: 10839
Sell volume: 5873
Buy/sell delta: 4966
Buy/sell ratio: 1.845564
Avg trade size: 167.12
Large trade count: 7
Largest trade size: 1148

Candle

Return 1: 0.125839
Return 3: 0.104844
Volume 1: 2444
Volume avg 5: 16038
Momentum 5: 0.462963

Cross Exchange

Mid avg: 0.47539125
Mid median: 0.4763875
Price deviation %: 0.412029
Spread %: 1.116975

Funding / OI / Volume

Funding rate: 0.00015203
Funding delta: -0.00000149
Funding abs: 0.00015203
Funding pressure: 0.00015352
Open interest: 25744956
Volume 24h: 60797303
Quote volume 24h: 30040596.7201
Price change 24h %: 2.824

Quality

Capture latency ms: 6443
Order book timestamp: 2026-06-23 20:29:31.064000+02:00
Ticker timestamp: 2026-06-23 20:29:26.454000+02:00
Trades timestamp: 2026-06-23 20:29:28.126000+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: 0.477
Best ask: 0.4771
Spread: 0.0001
Spread %: 0.020962
Mid price: 0.47705
Last price: 0.4771
Mark price: -
Index price: 0.4757

Order Book

Bid depth 5: 1430
Ask depth 5: 1659
Bid depth 10: 4663
Ask depth 10: 4732
Bid depth 20: 11548
Ask depth 20: 15284
Imbalance 5: -0.074134
Imbalance 10: -0.007344
Imbalance 20: -0.139237
Top bid size: 15
Top ask size: 21
Bid wall score: 0.001299
Ask wall score: 0.001374

Dynamics

Bid depth 5 delta: -37
Ask depth 5 delta: -1314
Imbalance 5 delta: 0.265055
Bid depth 10 delta: 401
Ask depth 10 delta: -2157
Imbalance 10 delta: 0.22824
Spread delta: -0.0001
Mid price delta: -0.00035
Wall shift score: 0.000386

Tape

Buy volume: 697
Sell volume: 514
Buy/sell delta: 183
Buy/sell ratio: 1.356031
Avg trade size: 12.11
Large trade count: 10
Largest trade size: 85

Candle

Return 1: 0.062919
Return 3: -0.08377
Volume 1: 135
Volume avg 5: 98.6
Momentum 5: 0.357594

Cross Exchange

Mid avg: 0.47547875
Mid median: 0.4763875
Price deviation %: 0.330456
Spread %: 1.190379

Funding / OI / Volume

Funding rate: 0.000153
Funding delta: 0
Funding abs: 0.000153
Funding pressure: 0.000153
Open interest: -
Volume 24h: 4165192
Quote volume 24h: 20707561.664
Price change 24h %: 0.33

Quality

Capture latency ms: 4665
Order book timestamp: 2026-06-23 20:29:25.152000+02:00
Ticker timestamp: 2026-06-23 20:29:24.795000+02:00
Trades timestamp: 2026-06-23 20:29:23.360000+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: 0.46553
Best ask: 0.47795
Spread: 0.01242
Spread %: 2.632806
Mid price: 0.47174
Last price: 0.47735
Mark price: -
Index price: -

Order Book

Bid depth 5: 483
Ask depth 5: 1611
Bid depth 10: 23603
Ask depth 10: 2926
Bid depth 20: 65083
Ask depth 20: 44115
Imbalance 5: -0.538682
Imbalance 10: 0.779411
Imbalance 20: 0.192018
Top bid size: 99
Top ask size: 205
Bid wall score: 0.001521
Ask wall score: 0.004647

Dynamics

Bid depth 5 delta: -5286
Ask depth 5 delta: -8028
Imbalance 5 delta: -0.287514
Bid depth 10 delta: 2990
Ask depth 10 delta: -7162
Imbalance 10 delta: 0.436589
Spread delta: 0.00008
Mid price delta: 0.00015
Wall shift score: 0.013286

Tape

Buy volume: 5124
Sell volume: 7034
Buy/sell delta: -1910
Buy/sell ratio: 0.728462
Avg trade size: 121.58
Large trade count: 0
Largest trade size: 214

Candle

Return 1: 0
Return 3: 0.178384
Volume 1: 0
Volume avg 5: 79.6
Momentum 5: 0.399621

Cross Exchange

Mid avg: 0.47544125
Mid median: 0.4763875
Price deviation %: -0.778487
Spread %: 1.222023

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73665
Volume 24h: 226734
Quote volume 24h: 226734
Price change 24h %: 0.083866

Quality

Capture latency ms: 4337
Order book timestamp: 2026-06-23 20:29:20.140000+02:00
Ticker timestamp: 2026-06-23 20:29:20.915000+02:00
Trades timestamp: 2026-06-23 20:28:48.923000+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: 0.47563
Best ask: 0.47612
Spread: 0.00049
Spread %: 0.102968
Mid price: 0.475875
Last price: 0.47555
Mark price: 0.47583
Index price: 0.475838

Order Book

Bid depth 5: 15
Ask depth 5: 5
Bid depth 10: 33
Ask depth 10: 16
Bid depth 20: 100
Ask depth 20: 43
Imbalance 5: 0.5
Imbalance 10: 0.346939
Imbalance 20: 0.398601
Top bid size: 5
Top ask size: 1
Bid wall score: 0.05
Ask wall score: 0.023256

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: -2
Imbalance 5 delta: 0.375
Bid depth 10 delta: 9
Ask depth 10 delta: -8
Imbalance 10 delta: 0.346939
Spread delta: -0.00025
Mid price delta: -0.000535
Wall shift score: 0.027107

Tape

Buy volume: 104
Sell volume: 148
Buy/sell delta: -44
Buy/sell ratio: 0.702703
Avg trade size: 2.52
Large trade count: 8
Largest trade size: 33

Candle

Return 1: 0
Return 3: -0.128108
Volume 1: 0
Volume avg 5: 11.8
Momentum 5: 0.035761

Cross Exchange

Mid avg: 0.475575
Mid median: 0.476655
Price deviation %: 0.063082
Spread %: 1.221679

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3217700
Quote volume 24h: 1573744
Price change 24h %: 2.55

Quality

Capture latency ms: 9899
Order book timestamp: 2026-06-23 20:29:06+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:59.291000+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: 0.477
Spread: 0.0002
Spread %: 0.041938
Mid price: 0.4769
Last price: 0.4769
Mark price: -
Index price: -

Order Book

Bid depth 5: 5681
Ask depth 5: 6231
Bid depth 10: 16970
Ask depth 10: 16598
Bid depth 20: 53896
Ask depth 20: 56362
Imbalance 5: -0.046172
Imbalance 10: 0.011082
Imbalance 20: -0.022366
Top bid size: 34
Top ask size: 190
Bid wall score: 0.000631
Ask wall score: 0.003371

Dynamics

Bid depth 5 delta: 613
Ask depth 5 delta: 3382
Imbalance 5 delta: -0.326455
Bid depth 10 delta: 1144
Ask depth 10 delta: -653
Imbalance 10 delta: 0.054163
Spread delta: 0.0001
Mid price delta: 0.00045
Wall shift score: 0.002008

Tape

Buy volume: 9452
Sell volume: 14701
Buy/sell delta: -5249
Buy/sell ratio: 0.642949
Avg trade size: 241.53
Large trade count: 6
Largest trade size: 3233

Candle

Return 1: 0.062946
Return 3: 0
Volume 1: 23421
Volume avg 5: 16559.4
Momentum 5: 0.315524

Cross Exchange

Mid avg: 0.4754625
Mid median: 0.47643
Price deviation %: 0.302337
Spread %: 1.221968

Funding / OI / Volume

Funding rate: 0.00015352
Funding delta: 0
Funding abs: 0.00015352
Funding pressure: 0.00015352
Open interest: 25745537
Volume 24h: 60804180
Quote volume 24h: 30043760.9577
Price change 24h %: 3.158

Quality

Capture latency ms: 6489
Order book timestamp: 2026-06-23 20:28:55.111000+02:00
Ticker timestamp: 2026-06-23 20:28:49.629000+02:00
Trades timestamp: 2026-06-23 20:28:54.824000+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: 0.4773
Best ask: 0.4775
Spread: 0.0002
Spread %: 0.041894
Mid price: 0.4774
Last price: 0.4774
Mark price: -
Index price: 0.4759

Order Book

Bid depth 5: 1467
Ask depth 5: 2973
Bid depth 10: 4262
Ask depth 10: 6889
Bid depth 20: 11120
Ask depth 20: 16100
Imbalance 5: -0.339189
Imbalance 10: -0.235584
Imbalance 20: -0.182954
Top bid size: 8
Top ask size: 19
Bid wall score: 0.000719
Ask wall score: 0.00118

Dynamics

Bid depth 5 delta: 577
Ask depth 5 delta: 1762
Imbalance 5 delta: -0.186405
Bid depth 10 delta: -55
Ask depth 10 delta: 2411
Imbalance 10 delta: -0.217278
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: -0.014867

Tape

Buy volume: 640
Sell volume: 503
Buy/sell delta: 137
Buy/sell ratio: 1.272366
Avg trade size: 11.43
Large trade count: 9
Largest trade size: 85

Candle

Return 1: 0.083857
Return 3: 0.146843
Volume 1: 47
Volume avg 5: 94.4
Momentum 5: 0.484109

Cross Exchange

Mid avg: 0.4752625
Mid median: 0.47643
Price deviation %: 0.449751
Spread %: 1.054154

Funding / OI / Volume

Funding rate: 0.000153
Funding delta: 0
Funding abs: 0.000153
Funding pressure: 0.000153
Open interest: -
Volume 24h: 4165067
Quote volume 24h: 20706964.935
Price change 24h %: 0.39

Quality

Capture latency ms: 5276
Order book timestamp: 2026-06-23 20:28:48.958000+02:00
Ticker timestamp: 2026-06-23 20:28:46.823000+02:00
Trades timestamp: 2026-06-23 20:28:45.550000+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: 0.46542
Best ask: 0.47776
Spread: 0.01234
Spread %: 2.61668
Mid price: 0.47159
Last price: 0.4765
Mark price: -
Index price: -

Order Book

Bid depth 5: 5769
Ask depth 5: 9639
Bid depth 10: 20613
Ask depth 10: 10088
Bid depth 20: 25321
Ask depth 20: 10088
Imbalance 5: -0.251168
Imbalance 10: 0.342823
Imbalance 20: 0.430201
Top bid size: 99
Top ask size: 205
Bid wall score: 0.00391
Ask wall score: 0.020321

Dynamics

Bid depth 5 delta: 5284
Ask depth 5 delta: 8032
Imbalance 5 delta: 0.285161
Bid depth 10 delta: 839
Ask depth 10 delta: 7165
Imbalance 10 delta: -0.39961
Spread delta: -0.00009
Mid price delta: 0.000035
Wall shift score: -0.013295

Tape

Buy volume: 4938
Sell volume: 7162
Buy/sell delta: -2224
Buy/sell ratio: 0.689472
Avg trade size: 121
Large trade count: 0
Largest trade size: 214

Candle

Return 1: 0
Return 3: 0.220843
Volume 1: 0
Volume avg 5: 42.4
Momentum 5: 0.220843

Cross Exchange

Mid avg: 0.47525375
Mid median: 0.47643
Price deviation %: -0.770904
Spread %: 1.061538

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73572
Volume 24h: 226548
Quote volume 24h: 226548
Price change 24h %: -0.09435

Quality

Capture latency ms: 5615
Order book timestamp: 2026-06-23 20:28:43.598000+02:00
Ticker timestamp: 2026-06-23 20:28:43.920000+02:00
Trades timestamp: 2026-06-23 20:26:07.382000+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: 0.47604
Best ask: 0.47678
Spread: 0.00074
Spread %: 0.155328
Mid price: 0.47641
Last price: 0.47555
Mark price: 0.47569
Index price: 0.47575

Order Book

Bid depth 5: 9
Ask depth 5: 7
Bid depth 10: 24
Ask depth 10: 24
Bid depth 20: 53
Ask depth 20: 52
Imbalance 5: 0.125
Imbalance 10: 0
Imbalance 20: 0.009524
Top bid size: 1
Top ask size: 1
Bid wall score: 0.018868
Ask wall score: 0.019231

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -4
Imbalance 5 delta: 0.125
Bid depth 10 delta: -2
Ask depth 10 delta: -2
Imbalance 10 delta: 0
Spread delta: 0.00015
Mid price delta: -0.000155
Wall shift score: 0.006949

Tape

Buy volume: 104
Sell volume: 148
Buy/sell delta: -44
Buy/sell ratio: 0.702703
Avg trade size: 2.52
Large trade count: 8
Largest trade size: 33

Candle

Return 1: 0.042074
Return 3: -0.033634
Volume 1: 2
Volume avg 5: 11.8
Momentum 5: 0.035761

Cross Exchange

Mid avg: 0.4752925
Mid median: 0.4765075
Price deviation %: 0.235118
Spread %: 1.061452

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3217700
Quote volume 24h: 1573744
Price change 24h %: 2.55

Quality

Capture latency ms: 9705
Order book timestamp: 2026-06-23 20:28:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:03:59.291000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 4916
gate: 4914
htx: 4882
mexc: 4911

By Symbol

VELVET/USDT:USDT: 19623

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.