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: 22084
Total labels: 66252
Pending labels: 46769
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 04:17:23.650706+02:00
Recent trades snapshots: 22083
Micro candles: 441640
Avg data quality: 75.9235645716355733
Latest latency: 7777 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 45 of 2209 · 22084 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 03:05:45.760248+02:00	mexc	VELVET/USDT:USDT	0.46055	78	3965 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 03:05:41.735057+02:00	htx	VELVET/USDT:USDT	0.45663	80	5520 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 03:05:27.188621+02:00	gate	VELVET/USDT:USDT	0.460125	68	9425 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 03:05:17.675069+02:00	binance	VELVET/USDT:USDT	0.46105	80	6073 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 03:05:11.504316+02:00	mexc	VELVET/USDT:USDT	0.4611	78	4261 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 03:05:07.193243+02:00	htx	VELVET/USDT:USDT	0.45671	80	5628 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 03:04:51.152560+02:00	gate	VELVET/USDT:USDT	0.460455	68	9503 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 03:04:41.562776+02:00	binance	VELVET/USDT:USDT	0.4611	80	5684 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 03:04:35.790159+02:00	mexc	VELVET/USDT:USDT	0.46115	78	4172 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 03:04:31.561566+02:00	htx	VELVET/USDT:USDT	0.456855	80	6276 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4605
Best ask: 0.4606
Spread: 0.0001
Spread %: 0.021713
Mid price: 0.46055
Last price: 0.4607
Mark price: -
Index price: 0.4606

Order Book

Bid depth 5: 638
Ask depth 5: 2035
Bid depth 10: 2882
Ask depth 10: 4649
Bid depth 20: 7336
Ask depth 20: 12066
Imbalance 5: -0.522634
Imbalance 10: -0.23463
Imbalance 20: -0.243789
Top bid size: 10
Top ask size: 118
Bid wall score: 0.001363
Ask wall score: 0.00978

Dynamics

Bid depth 5 delta: -460
Ask depth 5 delta: 103
Imbalance 5 delta: -0.247386
Bid depth 10 delta: -2034
Ask depth 10 delta: -311
Imbalance 10 delta: -0.230175
Spread delta: -0.0001
Mid price delta: -0.00055
Wall shift score: -0.006366

Tape

Buy volume: 630
Sell volume: 398
Buy/sell delta: 232
Buy/sell ratio: 1.582915
Avg trade size: 10.28
Large trade count: 10
Largest trade size: 160

Candle

Return 1: -0.065076
Return 3: -0.108413
Volume 1: 7
Volume avg 5: 126.4
Momentum 5: -0.108413

Cross Exchange

Mid avg: 0.45972625
Mid median: 0.4605875
Price deviation %: 0.179183
Spread %: 0.972318

Funding / OI / Volume

Funding rate: 0.000142
Funding delta: 0
Funding abs: 0.000142
Funding pressure: 0.000142
Open interest: -
Volume 24h: 1921628
Quote volume 24h: 9225100.193
Price change 24h %: -3.11

Quality

Capture latency ms: 3965
Order book timestamp: 2026-06-24 03:05:44.062000+02:00
Ticker timestamp: 2026-06-24 03:05:43.786000+02:00
Trades timestamp: 2026-06-24 03:05:30.358000+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: 0.4516
Best ask: 0.46166
Spread: 0.01006
Spread %: 2.203097
Mid price: 0.45663
Last price: 0.46075
Mark price: -
Index price: -

Order Book

Bid depth 5: 685
Ask depth 5: 705
Bid depth 10: 24453
Ask depth 10: 3007
Bid depth 20: 67258
Ask depth 20: 30776
Imbalance 5: -0.014388
Imbalance 10: 0.780991
Imbalance 20: 0.372136
Top bid size: 285
Top ask size: 277
Bid wall score: 0.004237
Ask wall score: 0.009001

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: -388
Imbalance 5 delta: 0.219246
Bid depth 10 delta: 151
Ask depth 10 delta: -3055
Imbalance 10 delta: 0.180279
Spread delta: -0.00016
Mid price delta: -0.00008
Wall shift score: -0.00709

Tape

Buy volume: 5040
Sell volume: 7560
Buy/sell delta: -2520
Buy/sell ratio: 0.666667
Avg trade size: 126
Large trade count: 2
Largest trade size: 514

Candle

Return 1: -0.065069
Return 3: -0.130053
Volume 1: 2
Volume avg 5: 44
Momentum 5: -0.130053

Cross Exchange

Mid avg: 0.45974625
Mid median: 0.4605875
Price deviation %: -0.67782
Spread %: 0.954875

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73566
Volume 24h: 111532
Quote volume 24h: 111532
Price change 24h %: -3.396582

Quality

Capture latency ms: 5520
Order book timestamp: 2026-06-24 03:05:40.040000+02:00
Ticker timestamp: 2026-06-24 03:05:40.724000+02:00
Trades timestamp: 2026-06-24 03:05:19.870000+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: 0.46009
Best ask: 0.46016
Spread: 0.00007
Spread %: 0.015213
Mid price: 0.460125
Last price: 0.46024
Mark price: 0.46049
Index price: 0.46087

Order Book

Bid depth 5: 35
Ask depth 5: 14
Bid depth 10: 43
Ask depth 10: 23
Bid depth 20: 71
Ask depth 20: 45
Imbalance 5: 0.428571
Imbalance 10: 0.30303
Imbalance 20: 0.224138
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014085
Ask wall score: 0.022222

Dynamics

Bid depth 5 delta: 30
Ask depth 5 delta: 6
Imbalance 5 delta: 0.659341
Bid depth 10 delta: 2
Ask depth 10 delta: 0
Imbalance 10 delta: 0.02178
Spread delta: -0.00006
Mid price delta: -0.00033
Wall shift score: -0.000891

Tape

Buy volume: 142
Sell volume: 216
Buy/sell delta: -74
Buy/sell ratio: 0.657407
Avg trade size: 3.58
Large trade count: 9
Largest trade size: 37

Candle

Return 1: 0
Return 3: 0.030428
Volume 1: 0
Volume avg 5: 21.8
Momentum 5: 0.0413

Cross Exchange

Mid avg: 0.45982875
Mid median: 0.4607525
Price deviation %: 0.064426
Spread %: 0.954703

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2837100
Quote volume 24h: 1355456
Price change 24h %: -5.71

Quality

Capture latency ms: 9425
Order book timestamp: 2026-06-24 03:05:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:23.031000+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: 0.461
Best ask: 0.4611
Spread: 0.0001
Spread %: 0.02169
Mid price: 0.46105
Last price: 0.4612
Mark price: -
Index price: -

Order Book

Bid depth 5: 2739
Ask depth 5: 5961
Bid depth 10: 18926
Ask depth 10: 19481
Bid depth 20: 41217
Ask depth 20: 58984
Imbalance 5: -0.370345
Imbalance 10: -0.01445
Imbalance 20: -0.177314
Top bid size: 27
Top ask size: 409
Bid wall score: 0.000655
Ask wall score: 0.006934

Dynamics

Bid depth 5 delta: -2102
Ask depth 5 delta: 718
Imbalance 5 delta: -0.33048
Bid depth 10 delta: -2529
Ask depth 10 delta: 3680
Imbalance 10 delta: -0.166211
Spread delta: -0.0001
Mid price delta: -0.00005
Wall shift score: -0.009201

Tape

Buy volume: 6073
Sell volume: 6400
Buy/sell delta: -327
Buy/sell ratio: 0.948906
Avg trade size: 124.73
Large trade count: 8
Largest trade size: 2071

Candle

Return 1: 0
Return 3: 0
Volume 1: 277
Volume avg 5: 11159
Momentum 5: -0.173235

Cross Exchange

Mid avg: 0.45984125
Mid median: 0.4607775
Price deviation %: 0.262862
Spread %: 0.954677

Funding / OI / Volume

Funding rate: 0.00013874
Funding delta: -0.00000365
Funding abs: 0.00013874
Funding pressure: 0.00014239
Open interest: 25204075
Volume 24h: 38283187
Quote volume 24h: 18290896.30129
Price change 24h %: -5.801

Quality

Capture latency ms: 6073
Order book timestamp: 2026-06-24 03:05:15.288000+02:00
Ticker timestamp: 2026-06-24 03:05:09.077000+02:00
Trades timestamp: 2026-06-24 03:05:11.090000+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: 0.461
Best ask: 0.4612
Spread: 0.0002
Spread %: 0.043375
Mid price: 0.4611
Last price: 0.461
Mark price: -
Index price: 0.4608

Order Book

Bid depth 5: 1098
Ask depth 5: 1932
Bid depth 10: 4916
Ask depth 10: 4960
Bid depth 20: 10460
Ask depth 20: 13224
Imbalance 5: -0.275248
Imbalance 10: -0.004455
Imbalance 20: -0.116703
Top bid size: 45
Top ask size: 84
Bid wall score: 0.004302
Ask wall score: 0.006352

Dynamics

Bid depth 5 delta: 134
Ask depth 5 delta: 408
Imbalance 5 delta: -0.050167
Bid depth 10 delta: 557
Ask depth 10 delta: 249
Imbalance 10 delta: 0.034354
Spread delta: 0.0001
Mid price delta: -0.00005
Wall shift score: -0.001586

Tape

Buy volume: 626
Sell volume: 406
Buy/sell delta: 220
Buy/sell ratio: 1.541872
Avg trade size: 10.32
Large trade count: 10
Largest trade size: 160

Candle

Return 1: 0
Return 3: 0.086843
Volume 1: 65
Volume avg 5: 141.2
Momentum 5: 0.021697

Cross Exchange

Mid avg: 0.45985375
Mid median: 0.4607775
Price deviation %: 0.27101
Spread %: 0.965524

Funding / OI / Volume

Funding rate: 0.000142
Funding delta: 0
Funding abs: 0.000142
Funding pressure: 0.000142
Open interest: -
Volume 24h: 1921622
Quote volume 24h: 9225071.158
Price change 24h %: -3.04

Quality

Capture latency ms: 4261
Order book timestamp: 2026-06-24 03:05:09.951000+02:00
Ticker timestamp: 2026-06-24 03:05:07.823000+02:00
Trades timestamp: 2026-06-24 03:04:56.357000+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: 0.4516
Best ask: 0.46182
Spread: 0.01022
Spread %: 2.237744
Mid price: 0.45671
Last price: 0.46105
Mark price: -
Index price: -

Order Book

Bid depth 5: 679
Ask depth 5: 1093
Bid depth 10: 24302
Ask depth 10: 6062
Bid depth 20: 66659
Ask depth 20: 48764
Imbalance 5: -0.233634
Imbalance 10: 0.600711
Imbalance 20: 0.155038
Top bid size: 285
Top ask size: 95
Bid wall score: 0.004275
Ask wall score: 0.001948

Dynamics

Bid depth 5 delta: -3898
Ask depth 5 delta: 2
Imbalance 5 delta: -0.848666
Bid depth 10 delta: -837
Ask depth 10 delta: 2
Imbalance 10 delta: -0.010815
Spread delta: -0.00029
Mid price delta: -0.000145
Wall shift score: 0.003784

Tape

Buy volume: 5038
Sell volume: 7776
Buy/sell delta: -2738
Buy/sell ratio: 0.647891
Avg trade size: 128.14
Large trade count: 2
Largest trade size: 514

Candle

Return 1: 0
Return 3: -0.065027
Volume 1: 0
Volume avg 5: 43.6
Momentum 5: -0.065027

Cross Exchange

Mid avg: 0.45989
Mid median: 0.4607775
Price deviation %: -0.69147
Spread %: 0.933919

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73566
Volume 24h: 111530
Quote volume 24h: 111530
Price change 24h %: -3.333683

Quality

Capture latency ms: 5628
Order book timestamp: 2026-06-24 03:05:05.798000+02:00
Ticker timestamp: 2026-06-24 03:05:06.166000+02:00
Trades timestamp: 2026-06-24 03:03:18.183000+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: 0.46039
Best ask: 0.46052
Spread: 0.00013
Spread %: 0.028233
Mid price: 0.460455
Last price: 0.46024
Mark price: 0.46056
Index price: 0.460938

Order Book

Bid depth 5: 5
Ask depth 5: 8
Bid depth 10: 41
Ask depth 10: 23
Bid depth 20: 69
Ask depth 20: 46
Imbalance 5: -0.230769
Imbalance 10: 0.28125
Imbalance 20: 0.2
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014493
Ask wall score: 0.021739

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -3
Imbalance 5 delta: 0.144231
Bid depth 10 delta: -10
Ask depth 10 delta: -3
Imbalance 10 delta: -0.043425
Spread delta: -0.00012
Mid price delta: -0.00008
Wall shift score: -0.001712

Tape

Buy volume: 142
Sell volume: 216
Buy/sell delta: -74
Buy/sell ratio: 0.657407
Avg trade size: 3.58
Large trade count: 9
Largest trade size: 37

Candle

Return 1: 0
Return 3: -0.221133
Volume 1: 0
Volume avg 5: 35
Momentum 5: -0.065141

Cross Exchange

Mid avg: 0.45991
Mid median: 0.4608175
Price deviation %: 0.118501
Spread %: 0.933878

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2837100
Quote volume 24h: 1355456
Price change 24h %: -5.61

Quality

Capture latency ms: 9503
Order book timestamp: 2026-06-24 03:04:50+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:23.031000+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: 0.461
Best ask: 0.4612
Spread: 0.0002
Spread %: 0.043375
Mid price: 0.4611
Last price: 0.4611
Mark price: -
Index price: -

Order Book

Bid depth 5: 4841
Ask depth 5: 5243
Bid depth 10: 21455
Ask depth 10: 15801
Bid depth 20: 56094
Ask depth 20: 55199
Imbalance 5: -0.039865
Imbalance 10: 0.151761
Imbalance 20: 0.008042
Top bid size: 295
Top ask size: 129
Bid wall score: 0.005259
Ask wall score: 0.002337

Dynamics

Bid depth 5 delta: 106
Ask depth 5 delta: 766
Imbalance 5 delta: -0.067872
Bid depth 10 delta: 2115
Ask depth 10 delta: 325
Imbalance 10 delta: 0.040777
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: -0.005617

Tape

Buy volume: 6997
Sell volume: 6353
Buy/sell delta: 644
Buy/sell ratio: 1.101369
Avg trade size: 133.5
Large trade count: 8
Largest trade size: 2071

Candle

Return 1: 0.10853
Return 3: -0.129926
Volume 1: 2857
Volume avg 5: 18907.8
Momentum 5: 0.043384

Cross Exchange

Mid avg: 0.459935
Mid median: 0.4608425
Price deviation %: 0.253297
Spread %: 0.944699

Funding / OI / Volume

Funding rate: 0.00014239
Funding delta: 0
Funding abs: 0.00014239
Funding pressure: 0.00014239
Open interest: 25204197
Volume 24h: 38408641
Quote volume 24h: 18352063.40097
Price change 24h %: -5.744

Quality

Capture latency ms: 5684
Order book timestamp: 2026-06-24 03:04:39.415000+02:00
Ticker timestamp: 2026-06-24 03:04:33.977000+02:00
Trades timestamp: 2026-06-24 03:04:40.120000+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: 0.4611
Best ask: 0.4612
Spread: 0.0001
Spread %: 0.021685
Mid price: 0.46115
Last price: 0.4611
Mark price: -
Index price: 0.4609

Order Book

Bid depth 5: 964
Ask depth 5: 1524
Bid depth 10: 4359
Ask depth 10: 4711
Bid depth 20: 10992
Ask depth 20: 14751
Imbalance 5: -0.22508
Imbalance 10: -0.038809
Imbalance 20: -0.14602
Top bid size: 56
Top ask size: 82
Bid wall score: 0.005095
Ask wall score: 0.005559

Dynamics

Bid depth 5 delta: -295
Ask depth 5 delta: -425
Imbalance 5 delta: -0.009993
Bid depth 10 delta: 475
Ask depth 10 delta: 333
Imbalance 10 delta: 0.020983
Spread delta: -0.0001
Mid price delta: 0.00045
Wall shift score: 0.016369

Tape

Buy volume: 627
Sell volume: 405
Buy/sell delta: 222
Buy/sell ratio: 1.548148
Avg trade size: 10.32
Large trade count: 10
Largest trade size: 160

Candle

Return 1: 0.021692
Return 3: 0.108554
Volume 1: 59
Volume avg 5: 140
Momentum 5: 0.043393

Cross Exchange

Mid avg: 0.4598225
Mid median: 0.4606175
Price deviation %: 0.288698
Spread %: 0.94493

Funding / OI / Volume

Funding rate: 0.000142
Funding delta: -0.000003
Funding abs: 0.000142
Funding pressure: 0.000145
Open interest: -
Volume 24h: 1921617
Quote volume 24h: 9225046.265
Price change 24h %: -3.02

Quality

Capture latency ms: 4172
Order book timestamp: 2026-06-24 03:04:33.939000+02:00
Ticker timestamp: 2026-06-24 03:04:31.739000+02:00
Trades timestamp: 2026-06-24 03:04:27.360000+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: 0.4516
Best ask: 0.46211
Spread: 0.01051
Spread %: 2.300511
Mid price: 0.456855
Last price: 0.46105
Mark price: -
Index price: -

Order Book

Bid depth 5: 4577
Ask depth 5: 1091
Bid depth 10: 25139
Ask depth 10: 6060
Bid depth 20: 67467
Ask depth 20: 48762
Imbalance 5: 0.615032
Imbalance 10: 0.611526
Imbalance 20: 0.160932
Top bid size: 285
Top ask size: 277
Bid wall score: 0.004224
Ask wall score: 0.005681

Dynamics

Bid depth 5 delta: 3487
Ask depth 5 delta: 187
Imbalance 5 delta: 0.521752
Bid depth 10 delta: -4662
Ask depth 10 delta: -256
Imbalance 10 delta: -0.038722
Spread delta: 0.00032
Mid price delta: 0.00016
Wall shift score: -0.003754

Tape

Buy volume: 5038
Sell volume: 7776
Buy/sell delta: -2738
Buy/sell ratio: 0.647891
Avg trade size: 128.14
Large trade count: 2
Largest trade size: 514

Candle

Return 1: 0
Return 3: -0.065027
Volume 1: 0
Volume avg 5: 87.2
Momentum 5: -0.021685

Cross Exchange

Mid avg: 0.4597825
Mid median: 0.4606175
Price deviation %: -0.636714
Spread %: 0.979811

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73566
Volume 24h: 111582
Quote volume 24h: 111582
Price change 24h %: -3.333683

Quality

Capture latency ms: 6276
Order book timestamp: 2026-06-24 03:04:29.798000+02:00
Ticker timestamp: 2026-06-24 03:04:30.055000+02:00
Trades timestamp: 2026-06-24 03:03:18.183000+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: 5533
gate: 5530
htx: 5493
mexc: 5528

By Symbol

VELVET/USDT:USDT: 22084

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.