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: 20050
Total labels: 60150
Pending labels: 40667
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 22:46:06.723605+02:00
Recent trades snapshots: 20049
Micro candles: 400960
Avg data quality: 75.8847880299251870
Latest latency: 6928 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 41 of 2005 · 20050 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-23 21:39:40.694833+02:00	binance	VELVET/USDT:USDT	0.46935	80	7009 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 21:39:33.593763+02:00	mexc	VELVET/USDT:USDT	0.4693	78	4816 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 21:39:28.725102+02:00	htx	VELVET/USDT:USDT	0.462925	80	6115 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 21:39:11.875425+02:00	gate	VELVET/USDT:USDT	0.46751	68	9792 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 21:39:01.900258+02:00	binance	VELVET/USDT:USDT	0.46885	80	7377 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 21:38:54.433075+02:00	mexc	VELVET/USDT:USDT	0.46915	78	4795 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 21:38:49.575454+02:00	htx	VELVET/USDT:USDT	0.46375	90	4910 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 21:38:34.424992+02:00	gate	VELVET/USDT:USDT	0.46857	68	9462 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 21:38:24.874562+02:00	binance	VELVET/USDT:USDT	0.46905	80	6959 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-23 21:38:17.830798+02:00	mexc	VELVET/USDT:USDT	0.4691	78	4393 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4693
Best ask: 0.4694
Spread: 0.0001
Spread %: 0.021306
Mid price: 0.46935
Last price: 0.4693
Mark price: -
Index price: -

Order Book

Bid depth 5: 2618
Ask depth 5: 2196
Bid depth 10: 7166
Ask depth 10: 11348
Bid depth 20: 17192
Ask depth 20: 44455
Imbalance 5: 0.087661
Imbalance 10: -0.225883
Imbalance 20: -0.442244
Top bid size: 205
Top ask size: 96
Bid wall score: 0.011924
Ask wall score: 0.002159

Dynamics

Bid depth 5 delta: 948
Ask depth 5 delta: 223
Imbalance 5 delta: 0.170834
Bid depth 10 delta: -2593
Ask depth 10 delta: 2248
Imbalance 10 delta: -0.260827
Spread delta: 0
Mid price delta: 0.0005
Wall shift score: 0.014449

Tape

Buy volume: 7484
Sell volume: 4348
Buy/sell delta: 3136
Buy/sell ratio: 1.721251
Avg trade size: 118.32
Large trade count: 9
Largest trade size: 1131

Candle

Return 1: 0.127986
Return 3: 0.234892
Volume 1: 9039
Volume avg 5: 26857.6
Momentum 5: -0.106406

Cross Exchange

Mid avg: 0.46714625
Mid median: 0.46818
Price deviation %: 0.471747
Spread %: 1.364669

Funding / OI / Volume

Funding rate: 0.00015729
Funding delta: 0
Funding abs: 0.00015729
Funding pressure: 0.00015729
Open interest: 25645315
Volume 24h: 56465271
Quote volume 24h: 27903751.60083
Price change 24h %: -7.235

Quality

Capture latency ms: 7009
Order book timestamp: 2026-06-23 21:39:38.526000+02:00
Ticker timestamp: 2026-06-23 21:39:29.287000+02:00
Trades timestamp: 2026-06-23 21:39:38.628000+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: 0.4692
Best ask: 0.4694
Spread: 0.0002
Spread %: 0.042617
Mid price: 0.4693
Last price: 0.4692
Mark price: -
Index price: 0.4678

Order Book

Bid depth 5: 1466
Ask depth 5: 763
Bid depth 10: 2817
Ask depth 10: 5502
Bid depth 20: 5721
Ask depth 20: 11528
Imbalance 5: 0.315388
Imbalance 10: -0.322755
Imbalance 20: -0.336657
Top bid size: 139
Top ask size: 15
Bid wall score: 0.024296
Ask wall score: 0.001301

Dynamics

Bid depth 5 delta: 422
Ask depth 5 delta: -306
Imbalance 5 delta: 0.32722
Bid depth 10 delta: -159
Ask depth 10 delta: 1960
Imbalance 10 delta: -0.235919
Spread delta: 0.0001
Mid price delta: 0.00015
Wall shift score: 0.020477

Tape

Buy volume: 3082
Sell volume: 2542
Buy/sell delta: 540
Buy/sell ratio: 1.212431
Avg trade size: 56.24
Large trade count: 6
Largest trade size: 368

Candle

Return 1: 0.042644
Return 3: 0.149413
Volume 1: 650
Volume avg 5: 1410
Momentum 5: -0.148968

Cross Exchange

Mid avg: 0.46710875
Mid median: 0.46818
Price deviation %: 0.469109
Spread %: 1.332666

Funding / OI / Volume

Funding rate: 0.000157
Funding delta: 0.000003
Funding abs: 0.000157
Funding pressure: 0.00016
Open interest: -
Volume 24h: 3921799
Quote volume 24h: 19542893.677
Price change 24h %: -1.32

Quality

Capture latency ms: 4816
Order book timestamp: 2026-06-23 21:39:28.922000+02:00
Ticker timestamp: 2026-06-23 21:39:28.777000+02:00
Trades timestamp: 2026-06-23 21:39:28.751000+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: 0.45624
Best ask: 0.46961
Spread: 0.01337
Spread %: 2.888157
Mid price: 0.462925
Last price: 0.4693
Mark price: -
Index price: -

Order Book

Bid depth 5: 524
Ask depth 5: 845
Bid depth 10: 1703
Ask depth 10: 2750
Bid depth 20: 65126
Ask depth 20: 3388
Imbalance 5: -0.234478
Imbalance 10: -0.235122
Imbalance 20: 0.901101
Top bid size: 16
Top ask size: 287
Bid wall score: 0.000246
Ask wall score: 0.084711

Dynamics

Bid depth 5 delta: 12
Ask depth 5 delta: -1606
Imbalance 5 delta: 0.419927
Bid depth 10 delta: -18517
Ask depth 10 delta: -340
Imbalance 10 delta: -0.97
Spread delta: 0.00067
Mid price delta: -0.000825
Wall shift score: -0.081363

Tape

Buy volume: 4756
Sell volume: 7318
Buy/sell delta: -2562
Buy/sell ratio: 0.649904
Avg trade size: 120.74
Large trade count: 0
Largest trade size: 216

Candle

Return 1: 0
Return 3: 0.632572
Volume 1: 0
Volume avg 5: 54.8
Momentum 5: -0.20202

Cross Exchange

Mid avg: 0.467315
Mid median: 0.46818
Price deviation %: -0.939409
Spread %: 1.155537

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73604
Volume 24h: 208578
Quote volume 24h: 208578
Price change 24h %: -1.603942

Quality

Capture latency ms: 6115
Order book timestamp: 2026-06-23 21:39:26.698000+02:00
Ticker timestamp: 2026-06-23 21:39:27.161000+02:00
Trades timestamp: 2026-06-23 21:38:28.795000+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: 0.46731
Best ask: 0.46771
Spread: 0.0004
Spread %: 0.08556
Mid price: 0.46751
Last price: 0.46744
Mark price: 0.46811
Index price: 0.46813

Order Book

Bid depth 5: 7
Ask depth 5: 15
Bid depth 10: 16
Ask depth 10: 28
Bid depth 20: 77
Ask depth 20: 50
Imbalance 5: -0.363636
Imbalance 10: -0.272727
Imbalance 20: 0.212598
Top bid size: 1
Top ask size: 3
Bid wall score: 0.012987
Ask wall score: 0.06

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 4
Imbalance 5 delta: -0.363636
Bid depth 10 delta: -4
Ask depth 10 delta: 3
Imbalance 10 delta: -0.161616
Spread delta: -0.00026
Mid price delta: -0.00106
Wall shift score: -0.047959

Tape

Buy volume: 50
Sell volume: 215
Buy/sell delta: -165
Buy/sell ratio: 0.232558
Avg trade size: 2.65
Large trade count: 6
Largest trade size: 35

Candle

Return 1: 0
Return 3: 0.064221
Volume 1: 0
Volume avg 5: 13.6
Momentum 5: -0.170853

Cross Exchange

Mid avg: 0.46758
Mid median: 0.46871
Price deviation %: -0.014971
Spread %: 1.154883

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3112400
Quote volume 24h: 1518058
Price change 24h %: -7.67

Quality

Capture latency ms: 9792
Order book timestamp: 2026-06-23 21:39:10+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:03.496000+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: 0.4688
Best ask: 0.4689
Spread: 0.0001
Spread %: 0.021329
Mid price: 0.46885
Last price: 0.4689
Mark price: -
Index price: -

Order Book

Bid depth 5: 1670
Ask depth 5: 1973
Bid depth 10: 9759
Ask depth 10: 9100
Bid depth 20: 17754
Ask depth 20: 36052
Imbalance 5: -0.083173
Imbalance 10: 0.034944
Imbalance 20: -0.340074
Top bid size: 36
Top ask size: 242
Bid wall score: 0.002028
Ask wall score: 0.006713

Dynamics

Bid depth 5 delta: -378
Ask depth 5 delta: -108
Imbalance 5 delta: -0.075181
Bid depth 10 delta: 1260
Ask depth 10 delta: -3347
Imbalance 10 delta: 0.223428
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: -0.023521

Tape

Buy volume: 5442
Sell volume: 19369
Buy/sell delta: -13927
Buy/sell ratio: 0.280964
Avg trade size: 248.11
Large trade count: 10
Largest trade size: 2647

Candle

Return 1: 0
Return 3: 0.492928
Volume 1: 19329
Volume avg 5: 25982.6
Momentum 5: -0.085233

Cross Exchange

Mid avg: 0.46763
Mid median: 0.46881
Price deviation %: 0.26089
Spread %: 1.154759

Funding / OI / Volume

Funding rate: 0.00015729
Funding delta: 0
Funding abs: 0.00015729
Funding pressure: 0.00015729
Open interest: 25644513
Volume 24h: 56487576
Quote volume 24h: 27915346.03343
Price change 24h %: -7.277

Quality

Capture latency ms: 7377
Order book timestamp: 2026-06-23 21:38:59.724000+02:00
Ticker timestamp: 2026-06-23 21:38:57.712000+02:00
Trades timestamp: 2026-06-23 21:39:01.089000+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: 0.4691
Best ask: 0.4692
Spread: 0.0001
Spread %: 0.021315
Mid price: 0.46915
Last price: 0.4691
Mark price: -
Index price: 0.4679

Order Book

Bid depth 5: 1044
Ask depth 5: 1069
Bid depth 10: 2976
Ask depth 10: 3542
Bid depth 20: 6634
Ask depth 20: 10538
Imbalance 5: -0.011832
Imbalance 10: -0.086836
Imbalance 20: -0.227347
Top bid size: 23
Top ask size: 10
Bid wall score: 0.003467
Ask wall score: 0.000949

Dynamics

Bid depth 5 delta: -97
Ask depth 5 delta: -68
Imbalance 5 delta: -0.013587
Bid depth 10 delta: -1443
Ask depth 10 delta: -1094
Imbalance 10 delta: -0.062872
Spread delta: -0.0001
Mid price delta: 0.00005
Wall shift score: 0.003929

Tape

Buy volume: 3398
Sell volume: 2512
Buy/sell delta: 886
Buy/sell ratio: 1.352707
Avg trade size: 59.1
Large trade count: 6
Largest trade size: 368

Candle

Return 1: -0.063925
Return 3: 0.514359
Volume 1: 794
Volume avg 5: 1311.6
Momentum 5: -0.106496

Cross Exchange

Mid avg: 0.4676175
Mid median: 0.46881
Price deviation %: 0.327725
Spread %: 1.144097

Funding / OI / Volume

Funding rate: 0.000154
Funding delta: 0
Funding abs: 0.000154
Funding pressure: 0.000154
Open interest: -
Volume 24h: 3921154
Quote volume 24h: 19539868.435
Price change 24h %: -1.34

Quality

Capture latency ms: 4795
Order book timestamp: 2026-06-23 21:38:52.732000+02:00
Ticker timestamp: 2026-06-23 21:38:52.894000+02:00
Trades timestamp: 2026-06-23 21:38:45.673000+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: 0.4574
Best ask: 0.4701
Spread: 0.0127
Spread %: 2.738544
Mid price: 0.46375
Last price: 0.4693
Mark price: -
Index price: -

Order Book

Bid depth 5: 512
Ask depth 5: 2451
Bid depth 10: 20220
Ask depth 10: 3090
Bid depth 20: 65919
Ask depth 20: 44524
Imbalance 5: -0.654404
Imbalance 10: 0.734878
Imbalance 20: 0.19372
Top bid size: 99
Top ask size: 205
Bid wall score: 0.001502
Ask wall score: 0.004604

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: -294
Imbalance 5 delta: 0.027581
Bid depth 10 delta: -17
Ask depth 10 delta: -296
Imbalance 10 delta: 0.021548
Spread delta: -0.00034
Mid price delta: 0.00002
Wall shift score: 0.005341

Tape

Buy volume: 4756
Sell volume: 7318
Buy/sell delta: -2562
Buy/sell ratio: 0.649904
Avg trade size: 120.74
Large trade count: 0
Largest trade size: 216

Candle

Return 1: 0.632572
Return 3: 0.632572
Volume 1: 56
Volume avg 5: 54.8
Momentum 5: -0.20202

Cross Exchange

Mid avg: 0.4676125
Mid median: 0.46881
Price deviation %: -0.826004
Spread %: 1.148387

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73604
Volume 24h: 208778
Quote volume 24h: 208778
Price change 24h %: -1.603942

Quality

Capture latency ms: 4910
Order book timestamp: 2026-06-23 21:38:48.240000+02:00
Ticker timestamp: 2026-06-23 21:38:48.577000+02:00
Trades timestamp: 2026-06-23 21:38:28.795000+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: 0.46824
Best ask: 0.4689
Spread: 0.00066
Spread %: 0.140854
Mid price: 0.46857
Last price: 0.46744
Mark price: 0.46826
Index price: 0.468333

Order Book

Bid depth 5: 11
Ask depth 5: 11
Bid depth 10: 20
Ask depth 10: 25
Bid depth 20: 45
Ask depth 20: 47
Imbalance 5: 0
Imbalance 10: -0.111111
Imbalance 20: -0.021739
Top bid size: 1
Top ask size: 1
Bid wall score: 0.022222
Ask wall score: 0.021277

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: 4
Imbalance 5 delta: -0.391304
Bid depth 10 delta: -4
Ask depth 10 delta: 8
Imbalance 10 delta: -0.281843
Spread delta: 0.00014
Mid price delta: 0.00073
Wall shift score: -0.084494

Tape

Buy volume: 50
Sell volume: 215
Buy/sell delta: -165
Buy/sell ratio: 0.232558
Avg trade size: 2.65
Large trade count: 6
Largest trade size: 35

Candle

Return 1: 0.064221
Return 3: 0.487994
Volume 1: 7
Volume avg 5: 13.6
Momentum 5: -0.170853

Cross Exchange

Mid avg: 0.46743
Mid median: 0.468445
Price deviation %: 0.243887
Spread %: 1.148835

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3112400
Quote volume 24h: 1518058
Price change 24h %: -7.67

Quality

Capture latency ms: 9462
Order book timestamp: 2026-06-23 21:38:33+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:03.496000+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: 0.469
Best ask: 0.4691
Spread: 0.0001
Spread %: 0.02132
Mid price: 0.46905
Last price: 0.4684
Mark price: -
Index price: -

Order Book

Bid depth 5: 2048
Ask depth 5: 2081
Bid depth 10: 8499
Ask depth 10: 12447
Bid depth 20: 22562
Ask depth 20: 47135
Imbalance 5: -0.007992
Imbalance 10: -0.188485
Imbalance 20: -0.352569
Top bid size: 436
Top ask size: 23
Bid wall score: 0.019325
Ask wall score: 0.000488

Dynamics

Bid depth 5 delta: -700
Ask depth 5 delta: 103
Imbalance 5 delta: -0.170921
Bid depth 10 delta: -200
Ask depth 10 delta: -1920
Imbalance 10 delta: 0.057245
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: 0.008959

Tape

Buy volume: 5739
Sell volume: 18791
Buy/sell delta: -13052
Buy/sell ratio: 0.305412
Avg trade size: 245.3
Large trade count: 10
Largest trade size: 2647

Candle

Return 1: -0.106633
Return 3: 0.385769
Volume 1: 11085
Volume avg 5: 24333.8
Momentum 5: -0.191775

Cross Exchange

Mid avg: 0.46738
Mid median: 0.468345
Price deviation %: 0.357311
Spread %: 1.148958

Funding / OI / Volume

Funding rate: 0.00015729
Funding delta: 0.00000318
Funding abs: 0.00015729
Funding pressure: 0.00016047
Open interest: 25645958
Volume 24h: 56479398
Quote volume 24h: 27911513.08403
Price change 24h %: -7.376

Quality

Capture latency ms: 6959
Order book timestamp: 2026-06-23 21:38:22.295000+02:00
Ticker timestamp: 2026-06-23 21:38:16.882000+02:00
Trades timestamp: 2026-06-23 21:38:24.017000+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: 0.469
Best ask: 0.4692
Spread: 0.0002
Spread %: 0.042635
Mid price: 0.4691
Last price: 0.4691
Mark price: -
Index price: 0.4677

Order Book

Bid depth 5: 1141
Ask depth 5: 1137
Bid depth 10: 4419
Ask depth 10: 4636
Bid depth 20: 7635
Ask depth 20: 11388
Imbalance 5: 0.001756
Imbalance 10: -0.023965
Imbalance 20: -0.197287
Top bid size: 8
Top ask size: 28
Bid wall score: 0.001048
Ask wall score: 0.002459

Dynamics

Bid depth 5 delta: 17
Ask depth 5 delta: -2
Imbalance 5 delta: 0.008384
Bid depth 10 delta: 1220
Ask depth 10 delta: 667
Imbalance 10 delta: 0.083457
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: 0.006707

Tape

Buy volume: 3105
Sell volume: 2542
Buy/sell delta: 563
Buy/sell ratio: 1.221479
Avg trade size: 56.47
Large trade count: 6
Largest trade size: 368

Candle

Return 1: -0.170467
Return 3: 0.407201
Volume 1: 34
Volume avg 5: 1159.6
Momentum 5: -0.212993

Cross Exchange

Mid avg: 0.46733
Mid median: 0.468345
Price deviation %: 0.378747
Spread %: 1.106285

Funding / OI / Volume

Funding rate: 0.000154
Funding delta: -0.000001
Funding abs: 0.000154
Funding pressure: 0.000155
Open interest: -
Volume 24h: 3920511
Quote volume 24h: 19536853.319
Price change 24h %: -1.34

Quality

Capture latency ms: 4393
Order book timestamp: 2026-06-23 21:38:15.535000+02:00
Ticker timestamp: 2026-06-23 21:38:13.769000+02:00
Trades timestamp: 2026-06-23 21:38:05.880000+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: 5023
gate: 5020
htx: 4989
mexc: 5018

By Symbol

VELVET/USDT:USDT: 20050

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.