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: 21569
Total labels: 64707
Pending labels: 45224
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: 2026-06-24 02:53:26.061487+02:00
Recent trades snapshots: 21568
Micro candles: 431340
Avg data quality: 75.9101488247021188
Latest latency: 5630 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 44 of 2157 · 21569 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 01:43:30.199784+02:00	binance	VELVET/USDT:USDT	0.46305	80	6202 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 01:43:23.902817+02:00	mexc	VELVET/USDT:USDT	0.46325	78	4192 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 01:43:19.658934+02:00	htx	VELVET/USDT:USDT	0.45931	80	6330 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 01:43:03.185238+02:00	gate	VELVET/USDT:USDT	0.46176	68	9966 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 01:42:53.128747+02:00	binance	VELVET/USDT:USDT	0.46265	80	6492 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 01:42:46.547327+02:00	mexc	VELVET/USDT:USDT	0.46265	66	3956 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 01:42:42.544554+02:00	htx	VELVET/USDT:USDT	0.4594	80	6522 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 01:42:26.274777+02:00	gate	VELVET/USDT:USDT	0.46212	68	9739 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 01:42:16.409036+02:00	binance	VELVET/USDT:USDT	0.46375	80	7136 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 01:42:09.162993+02:00	mexc	VELVET/USDT:USDT	0.46335	78	4357 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.463
Best ask: 0.4631
Spread: 0.0001
Spread %: 0.021596
Mid price: 0.46305
Last price: 0.4633
Mark price: -
Index price: -

Order Book

Bid depth 5: 4379
Ask depth 5: 8342
Bid depth 10: 14163
Ask depth 10: 22509
Bid depth 20: 36729
Ask depth 20: 71353
Imbalance 5: -0.311532
Imbalance 10: -0.227585
Imbalance 20: -0.320349
Top bid size: 205
Top ask size: 181
Bid wall score: 0.005581
Ask wall score: 0.002537

Dynamics

Bid depth 5 delta: 2161
Ask depth 5 delta: -431
Imbalance 5 delta: 0.284865
Bid depth 10 delta: -362
Ask depth 10 delta: 3265
Imbalance 10 delta: -0.087842
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: 0.036352

Tape

Buy volume: 11907
Sell volume: 12543
Buy/sell delta: -636
Buy/sell ratio: 0.949294
Avg trade size: 244.5
Large trade count: 6
Largest trade size: 4635

Candle

Return 1: 0.172973
Return 3: 0.237992
Volume 1: 11297
Volume avg 5: 7007
Momentum 5: 0.237992

Cross Exchange

Mid avg: 0.4617425
Mid median: 0.462205
Price deviation %: 0.283166
Spread %: 0.853289

Funding / OI / Volume

Funding rate: 0.00019602
Funding delta: -0.00000432
Funding abs: 0.00019602
Funding pressure: 0.00020034
Open interest: 25272994
Volume 24h: 42861958
Quote volume 24h: 20624166.40146
Price change 24h %: -10.921

Quality

Capture latency ms: 6202
Order book timestamp: 2026-06-24 01:43:28.021000+02:00
Ticker timestamp: 2026-06-24 01:43:21.228000+02:00
Trades timestamp: 2026-06-24 01:43:26.779000+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: 0.4632
Best ask: 0.4633
Spread: 0.0001
Spread %: 0.021587
Mid price: 0.46325
Last price: 0.463
Mark price: -
Index price: 0.462

Order Book

Bid depth 5: 1351
Ask depth 5: 2147
Bid depth 10: 2892
Ask depth 10: 7487
Bid depth 20: 8063
Ask depth 20: 15794
Imbalance 5: -0.227559
Imbalance 10: -0.442721
Imbalance 20: -0.324056
Top bid size: 179
Top ask size: 10
Bid wall score: 0.0222
Ask wall score: 0.000633

Dynamics

Bid depth 5 delta: 673
Ask depth 5 delta: -202
Imbalance 5 delta: 0.324473
Bid depth 10 delta: -388
Ask depth 10 delta: 2237
Imbalance 10 delta: -0.211771
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: 0.048757

Tape

Buy volume: 2040
Sell volume: 477
Buy/sell delta: 1563
Buy/sell ratio: 4.27673
Avg trade size: 25.17
Large trade count: 9
Largest trade size: 281

Candle

Return 1: 0.086468
Return 3: 0.173085
Volume 1: 67
Volume avg 5: 33.6
Momentum 5: 0.151417

Cross Exchange

Mid avg: 0.4615925
Mid median: 0.462205
Price deviation %: 0.359083
Spread %: 0.723582

Funding / OI / Volume

Funding rate: 0.0002
Funding delta: -0.000006
Funding abs: 0.0002
Funding pressure: 0.000206
Open interest: -
Volume 24h: 2366167
Quote volume 24h: 11478549.834
Price change 24h %: -2.62

Quality

Capture latency ms: 4192
Order book timestamp: 2026-06-24 01:43:22.516000+02:00
Ticker timestamp: 2026-06-24 01:43:19.830000+02:00
Trades timestamp: 2026-06-24 01:43:19.213000+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: 0.45517
Best ask: 0.46345
Spread: 0.00828
Spread %: 1.802704
Mid price: 0.45931
Last price: 0.46205
Mark price: -
Index price: -

Order Book

Bid depth 5: 563
Ask depth 5: 1082
Bid depth 10: 24234
Ask depth 10: 6043
Bid depth 20: 66885
Ask depth 20: 48625
Imbalance 5: -0.315502
Imbalance 10: 0.600819
Imbalance 20: 0.158082
Top bid size: 168
Top ask size: 95
Bid wall score: 0.002512
Ask wall score: 0.001954

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -11
Imbalance 5 delta: 0.00375
Bid depth 10 delta: 3
Ask depth 10 delta: -14
Imbalance 10 delta: 0.000779
Spread delta: -0.00018
Mid price delta: -0.00009
Wall shift score: 0.000009

Tape

Buy volume: 4416
Sell volume: 8008
Buy/sell delta: -3592
Buy/sell ratio: 0.551449
Avg trade size: 124.24
Large trade count: 0
Largest trade size: 220

Candle

Return 1: 0
Return 3: -0.064886
Volume 1: 0
Volume avg 5: 16
Momentum 5: -0.064886

Cross Exchange

Mid avg: 0.461615
Mid median: 0.462205
Price deviation %: -0.499334
Spread %: 0.70405

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73647
Volume 24h: 144088
Quote volume 24h: 144088
Price change 24h %: -3.124017

Quality

Capture latency ms: 6330
Order book timestamp: 2026-06-24 01:43:17.798000+02:00
Ticker timestamp: 2026-06-24 01:43:18.602000+02:00
Trades timestamp: 2026-06-24 01:41:07.410000+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: 0.4616
Best ask: 0.46192
Spread: 0.00032
Spread %: 0.0693
Mid price: 0.46176
Last price: 0.46262
Mark price: 0.46262
Index price: 0.463378

Order Book

Bid depth 5: 16
Ask depth 5: 5
Bid depth 10: 35
Ask depth 10: 20
Bid depth 20: 111
Ask depth 20: 60
Imbalance 5: 0.52381
Imbalance 10: 0.272727
Imbalance 20: 0.298246
Top bid size: 5
Top ask size: 1
Bid wall score: 0.045045
Ask wall score: 0.016667

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 0
Imbalance 5 delta: -0.021645
Bid depth 10 delta: 5
Ask depth 10 delta: -2
Imbalance 10 delta: 0.118881
Spread delta: 0.00006
Mid price delta: -0.00036
Wall shift score: -0.063125

Tape

Buy volume: 85
Sell volume: 112
Buy/sell delta: -27
Buy/sell ratio: 0.758929
Avg trade size: 1.97
Large trade count: 8
Largest trade size: 29

Candle

Return 1: 0
Return 3: 0.218799
Volume 1: 0
Volume avg 5: 2.6
Momentum 5: 0.355764

Cross Exchange

Mid avg: 0.461705
Mid median: 0.462385
Price deviation %: 0.011912
Spread %: 0.703913

Funding / OI / Volume

Funding rate: 0.000004
Funding delta: -0.00001
Funding abs: 0.000004
Funding pressure: 0.000014
Open interest: -
Volume 24h: 2933500
Quote volume 24h: 1405674
Price change 24h %: -10.75

Quality

Capture latency ms: 9966
Order book timestamp: 2026-06-24 01:43:02+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:18.126000+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: 0.4626
Best ask: 0.4627
Spread: 0.0001
Spread %: 0.021615
Mid price: 0.46265
Last price: 0.4625
Mark price: -
Index price: -

Order Book

Bid depth 5: 2218
Ask depth 5: 8773
Bid depth 10: 14525
Ask depth 10: 19244
Bid depth 20: 37761
Ask depth 20: 59670
Imbalance 5: -0.596397
Imbalance 10: -0.139744
Imbalance 20: -0.224867
Top bid size: 175
Top ask size: 2264
Bid wall score: 0.004634
Ask wall score: 0.037942

Dynamics

Bid depth 5 delta: -4309
Ask depth 5 delta: 1663
Imbalance 5 delta: -0.553646
Bid depth 10 delta: -3002
Ask depth 10 delta: -3829
Imbalance 10 delta: -0.003143
Spread delta: 0
Mid price delta: -0.0011
Wall shift score: -0.039367

Tape

Buy volume: 12216
Sell volume: 9605
Buy/sell delta: 2611
Buy/sell ratio: 1.271838
Avg trade size: 218.21
Large trade count: 5
Largest trade size: 5515

Candle

Return 1: -0.021617
Return 3: 0.151581
Volume 1: 7368
Volume avg 5: 11728.2
Momentum 5: 0.238405

Cross Exchange

Mid avg: 0.46198
Mid median: 0.462385
Price deviation %: 0.145028
Spread %: 0.941599

Funding / OI / Volume

Funding rate: 0.00020034
Funding delta: 0
Funding abs: 0.00020034
Funding pressure: 0.00020034
Open interest: 25274669
Volume 24h: 42853330
Quote volume 24h: 20622313.38136
Price change 24h %: -10.852

Quality

Capture latency ms: 6492
Order book timestamp: 2026-06-24 01:42:50.500000+02:00
Ticker timestamp: 2026-06-24 01:42:29.863000+02:00
Trades timestamp: 2026-06-24 01:42:29.863000+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: 0.4626
Best ask: 0.4627
Spread: 0.0001
Spread %: 0.021615
Mid price: 0.46265
Last price: -
Mark price: -
Index price: -

Order Book

Bid depth 5: 678
Ask depth 5: 2349
Bid depth 10: 3280
Ask depth 10: 5250
Bid depth 20: 8186
Ask depth 20: 14995
Imbalance 5: -0.552032
Imbalance 10: -0.23095
Imbalance 20: -0.293732
Top bid size: 28
Top ask size: 459
Bid wall score: 0.00342
Ask wall score: 0.03061

Dynamics

Bid depth 5 delta: -69
Ask depth 5 delta: -59
Imbalance 5 delta: -0.025566
Bid depth 10 delta: 69
Ask depth 10 delta: -692
Imbalance 10 delta: 0.067423
Spread delta: 0
Mid price delta: -0.0007
Wall shift score: -0.036059

Tape

Buy volume: 2007
Sell volume: 465
Buy/sell delta: 1542
Buy/sell ratio: 4.316129
Avg trade size: 24.72
Large trade count: 10
Largest trade size: 281

Candle

Return 1: 0.108178
Return 3: 0.216591
Volume 1: 32
Volume avg 5: 50.6
Momentum 5: 0.30349

Cross Exchange

Mid avg: 0.462155
Mid median: 0.462735
Price deviation %: 0.107107
Spread %: 0.941243

Funding / OI / Volume

Funding rate: 0.000206
Funding delta: 0
Funding abs: 0.000206
Funding pressure: 0.000206
Open interest: -
Volume 24h: -
Quote volume 24h: -
Price change 24h %: -

Quality

Capture latency ms: 3956
Order book timestamp: 2026-06-24 01:42:44.920000+02:00
Ticker timestamp: -
Trades timestamp: 2026-06-24 01:42:34.358000+02:00
Data quality score: 66
Missing fields count: 2

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: 0.45517
Best ask: 0.46363
Spread: 0.00846
Spread %: 1.841532
Mid price: 0.4594
Last price: 0.46205
Mark price: -
Index price: -

Order Book

Bid depth 5: 564
Ask depth 5: 1093
Bid depth 10: 24231
Ask depth 10: 6057
Bid depth 20: 67176
Ask depth 20: 48681
Imbalance 5: -0.319252
Imbalance 10: 0.60004
Imbalance 20: 0.159636
Top bid size: 168
Top ask size: 95
Bid wall score: 0.002501
Ask wall score: 0.001951

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: -533
Imbalance 5 delta: 0.168397
Bid depth 10 delta: -1073
Ask depth 10 delta: 48
Imbalance 10 delta: -0.016158
Spread delta: 0.00061
Mid price delta: 0.000305
Wall shift score: 0.001856

Tape

Buy volume: 4416
Sell volume: 8008
Buy/sell delta: -3592
Buy/sell ratio: 0.551449
Avg trade size: 124.24
Large trade count: 0
Largest trade size: 220

Candle

Return 1: 0
Return 3: -0.064886
Volume 1: 0
Volume avg 5: 59.2
Momentum 5: 0.043304

Cross Exchange

Mid avg: 0.46207875
Mid median: 0.462735
Price deviation %: -0.579717
Spread %: 1.007404

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73647
Volume 24h: 144088
Quote volume 24h: 144088
Price change 24h %: -3.124017

Quality

Capture latency ms: 6522
Order book timestamp: 2026-06-24 01:42:40.440000+02:00
Ticker timestamp: 2026-06-24 01:42:41.010000+02:00
Trades timestamp: 2026-06-24 01:41:07.410000+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: 0.46199
Best ask: 0.46225
Spread: 0.00026
Spread %: 0.056262
Mid price: 0.46212
Last price: 0.46262
Mark price: 0.46262
Index price: 0.463565

Order Book

Bid depth 5: 17
Ask depth 5: 5
Bid depth 10: 30
Ask depth 10: 22
Bid depth 20: 63
Ask depth 20: 51
Imbalance 5: 0.545455
Imbalance 10: 0.153846
Imbalance 20: 0.105263
Top bid size: 7
Top ask size: 1
Bid wall score: 0.111111
Ask wall score: 0.019608

Dynamics

Bid depth 5 delta: 12
Ask depth 5 delta: -6
Imbalance 5 delta: 0.920455
Bid depth 10 delta: 20
Ask depth 10 delta: -7
Imbalance 10 delta: 0.641026
Spread delta: -0.00002
Mid price delta: 0.00042
Wall shift score: 0.083567

Tape

Buy volume: 85
Sell volume: 112
Buy/sell delta: -27
Buy/sell ratio: 0.758929
Avg trade size: 1.97
Large trade count: 8
Largest trade size: 29

Candle

Return 1: 0.212287
Return 3: 0.355764
Volume 1: 10
Volume avg 5: 13
Momentum 5: 0.283974

Cross Exchange

Mid avg: 0.46197375
Mid median: 0.462525
Price deviation %: 0.031658
Spread %: 1.007633

Funding / OI / Volume

Funding rate: 0.000014
Funding delta: -0.000007
Funding abs: 0.000014
Funding pressure: 0.000021
Open interest: -
Volume 24h: 2933500
Quote volume 24h: 1405674
Price change 24h %: -10.75

Quality

Capture latency ms: 9739
Order book timestamp: 2026-06-24 01:42:25+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:18.126000+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: 0.4637
Best ask: 0.4638
Spread: 0.0001
Spread %: 0.021563
Mid price: 0.46375
Last price: 0.4637
Mark price: -
Index price: -

Order Book

Bid depth 5: 6527
Ask depth 5: 7110
Bid depth 10: 17527
Ask depth 10: 23073
Bid depth 20: 41406
Ask depth 20: 70017
Imbalance 5: -0.042751
Imbalance 10: -0.136601
Imbalance 20: -0.256778
Top bid size: 339
Top ask size: 149
Bid wall score: 0.008187
Ask wall score: 0.002128

Dynamics

Bid depth 5 delta: 2488
Ask depth 5 delta: 2120
Imbalance 5 delta: 0.062576
Bid depth 10 delta: 3135
Ask depth 10 delta: 7520
Imbalance 10 delta: -0.09783
Spread delta: 0
Mid price delta: 0.0014
Wall shift score: 0.000637

Tape

Buy volume: 13098
Sell volume: 5236
Buy/sell delta: 7862
Buy/sell ratio: 2.501528
Avg trade size: 183.34
Large trade count: 3
Largest trade size: 5515

Candle

Return 1: 0.237786
Return 3: 0.411434
Volume 1: 1514
Volume avg 5: 10557.4
Momentum 5: 0.498483

Cross Exchange

Mid avg: 0.46162375
Mid median: 0.462025
Price deviation %: 0.460602
Spread %: 0.921746

Funding / OI / Volume

Funding rate: 0.00020034
Funding delta: -0.00000642
Funding abs: 0.00020034
Funding pressure: 0.00020676
Open interest: 25274948
Volume 24h: 42905284
Quote volume 24h: 20647677.90546
Price change 24h %: -10.621

Quality

Capture latency ms: 7136
Order book timestamp: 2026-06-24 01:42:14.200000+02:00
Ticker timestamp: 2026-06-24 01:42:10.058000+02:00
Trades timestamp: 2026-06-24 01:42:11.958000+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: 0.4633
Best ask: 0.4634
Spread: 0.0001
Spread %: 0.021582
Mid price: 0.46335
Last price: 0.4626
Mark price: -
Index price: 0.4619

Order Book

Bid depth 5: 747
Ask depth 5: 2408
Bid depth 10: 3211
Ask depth 10: 5942
Bid depth 20: 7777
Ask depth 20: 12601
Imbalance 5: -0.526466
Imbalance 10: -0.298372
Imbalance 20: -0.236726
Top bid size: 77
Top ask size: 13
Bid wall score: 0.009901
Ask wall score: 0.001032

Dynamics

Bid depth 5 delta: -349
Ask depth 5 delta: 488
Imbalance 5 delta: -0.253256
Bid depth 10 delta: -984
Ask depth 10 delta: 1469
Imbalance 10 delta: -0.2663
Spread delta: 0
Mid price delta: 0.001
Wall shift score: 0.008761

Tape

Buy volume: 1996
Sell volume: 469
Buy/sell delta: 1527
Buy/sell ratio: 4.255864
Avg trade size: 24.65
Large trade count: 10
Largest trade size: 281

Candle

Return 1: 0.173085
Return 3: 0.281568
Volume 1: 16
Volume avg 5: 47.4
Momentum 5: 0.368524

Cross Exchange

Mid avg: 0.46137375
Mid median: 0.462025
Price deviation %: 0.42834
Spread %: 0.705502

Funding / OI / Volume

Funding rate: 0.000206
Funding delta: 0
Funding abs: 0.000206
Funding pressure: 0.000206
Open interest: -
Volume 24h: 2366081
Quote volume 24h: 11478150.081
Price change 24h %: -2.71

Quality

Capture latency ms: 4357
Order book timestamp: 2026-06-24 01:42:07.265000+02:00
Ticker timestamp: 2026-06-24 01:42:04.809000+02:00
Trades timestamp: 2026-06-24 01:42:06.302000+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: 5404
gate: 5401
htx: 5365
mexc: 5399

By Symbol

VELVET/USDT:USDT: 21569

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.