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: 23053
Total labels: 69159
Pending labels: 49676
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 06:53:54.562323+02:00
Recent trades snapshots: 23052
Micro candles: 461020
Avg data quality: 75.9460373920964733
Latest latency: 9768 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 47 of 2306 · 23053 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 05:37:37.457256+02:00	htx	VELVET/USDT:USDT	0.45297	80	5253 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 05:37:22.643217+02:00	gate	VELVET/USDT:USDT	0.455	68	9744 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 05:37:12.800279+02:00	binance	VELVET/USDT:USDT	0.4562	80	6165 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 05:37:06.532629+02:00	mexc	VELVET/USDT:USDT	0.4556	78	4472 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 05:37:01.989883+02:00	htx	VELVET/USDT:USDT	0.4529	80	5686 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 05:36:46.703588+02:00	gate	VELVET/USDT:USDT	0.455295	68	9644 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 05:36:36.955261+02:00	binance	VELVET/USDT:USDT	0.45575	80	5755 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 05:36:31.127094+02:00	mexc	VELVET/USDT:USDT	0.45595	78	4187 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 05:36:26.888034+02:00	htx	VELVET/USDT:USDT	0.45306	80	5812 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 05:36:11.370973+02:00	gate	VELVET/USDT:USDT	0.45554	68	10367 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.44914
Best ask: 0.4568
Spread: 0.00766
Spread %: 1.691061
Mid price: 0.45297
Last price: 0.4559
Mark price: -
Index price: -

Order Book

Bid depth 5: 571
Ask depth 5: 912
Bid depth 10: 24579
Ask depth 10: 6073
Bid depth 20: 59081
Ask depth 20: 49272
Imbalance 5: -0.229939
Imbalance 10: 0.603745
Imbalance 20: 0.090528
Top bid size: 170
Top ask size: 36
Bid wall score: 0.002877
Ask wall score: 0.000731

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -1143
Imbalance 5 delta: 0.332798
Bid depth 10 delta: 95
Ask depth 10 delta: -1152
Imbalance 10 delta: 0.059452
Spread delta: 0.00014
Mid price delta: 0.00007
Wall shift score: 0.004248

Tape

Buy volume: 5798
Sell volume: 6910
Buy/sell delta: -1112
Buy/sell ratio: 0.839074
Avg trade size: 127.08
Large trade count: 3
Largest trade size: 514

Candle

Return 1: -0.010966
Return 3: -0.010966
Volume 1: 2
Volume avg 5: 44.4
Momentum 5: -0.010966

Cross Exchange

Mid avg: 0.454925
Mid median: 0.4553
Price deviation %: -0.429741
Spread %: 0.725394

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73750
Volume 24h: 106856
Quote volume 24h: 106856
Price change 24h %: -4.413461

Quality

Capture latency ms: 5253
Order book timestamp: 2026-06-24 05:37:36.140000+02:00
Ticker timestamp: 2026-06-24 05:37:36.438000+02:00
Trades timestamp: 2026-06-24 05:37:19.872000+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: 0.45478
Best ask: 0.45522
Spread: 0.00044
Spread %: 0.096703
Mid price: 0.455
Last price: 0.45603
Mark price: 0.45546
Index price: 0.455465

Order Book

Bid depth 5: 5
Ask depth 5: 17
Bid depth 10: 17
Ask depth 10: 29
Bid depth 20: 45
Ask depth 20: 105
Imbalance 5: -0.545455
Imbalance 10: -0.26087
Imbalance 20: -0.4
Top bid size: 1
Top ask size: 1
Bid wall score: 0.022222
Ask wall score: 0.009524

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: -7
Imbalance 5 delta: -0.212121
Bid depth 10 delta: -8
Ask depth 10 delta: -14
Imbalance 10 delta: 0.003836
Spread delta: -0.00005
Mid price delta: -0.000295
Wall shift score: 0.004638

Tape

Buy volume: 199
Sell volume: 191
Buy/sell delta: 8
Buy/sell ratio: 1.041885
Avg trade size: 3.9
Large trade count: 6
Largest trade size: 25

Candle

Return 1: 0
Return 3: 0.094381
Volume 1: 0
Volume avg 5: 12.4
Momentum 5: -0.137958

Cross Exchange

Mid avg: 0.45499875
Mid median: 0.4554475
Price deviation %: 0.000275
Spread %: 0.725277

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2992800
Quote volume 24h: 1425172
Price change 24h %: -3.22

Quality

Capture latency ms: 9744
Order book timestamp: 2026-06-24 05:37:21+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:32.163000+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: 0.4561
Best ask: 0.4563
Spread: 0.0002
Spread %: 0.04384
Mid price: 0.4562
Last price: 0.4556
Mark price: -
Index price: -

Order Book

Bid depth 5: 2398
Ask depth 5: 3495
Bid depth 10: 10736
Ask depth 10: 15930
Bid depth 20: 26789
Ask depth 20: 29040
Imbalance 5: -0.186153
Imbalance 10: -0.19478
Imbalance 20: -0.04032
Top bid size: 329
Top ask size: 67
Bid wall score: 0.012281
Ask wall score: 0.002307

Dynamics

Bid depth 5 delta: -1245
Ask depth 5 delta: 2102
Imbalance 5 delta: -0.632936
Bid depth 10 delta: -6893
Ask depth 10 delta: 4033
Imbalance 10 delta: -0.388914
Spread delta: 0.0001
Mid price delta: 0.00045
Wall shift score: 0.000363

Tape

Buy volume: 12069
Sell volume: 9748
Buy/sell delta: 2321
Buy/sell ratio: 1.2381
Avg trade size: 218.17
Large trade count: 10
Largest trade size: 2611

Candle

Return 1: 0.175631
Return 3: 0.02192
Volume 1: 3553
Volume avg 5: 7014.2
Momentum 5: 0.065789

Cross Exchange

Mid avg: 0.45488625
Mid median: 0.4554475
Price deviation %: 0.288808
Spread %: 0.62653

Funding / OI / Volume

Funding rate: 0.00013352
Funding delta: -0.00000105
Funding abs: 0.00013352
Funding pressure: 0.00013457
Open interest: 25006149
Volume 24h: 36164034
Quote volume 24h: 17246988.40435
Price change 24h %: -3.311

Quality

Capture latency ms: 6165
Order book timestamp: 2026-06-24 05:37:10.188000+02:00
Ticker timestamp: 2026-06-24 05:37:05.774000+02:00
Trades timestamp: 2026-06-24 05:37:10.610000+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: 0.4555
Best ask: 0.4557
Spread: 0.0002
Spread %: 0.043898
Mid price: 0.4556
Last price: 0.4557
Mark price: -
Index price: 0.455

Order Book

Bid depth 5: 1446
Ask depth 5: 988
Bid depth 10: 4548
Ask depth 10: 2262
Bid depth 20: 8725
Ask depth 20: 5431
Imbalance 5: 0.188168
Imbalance 10: 0.335683
Imbalance 20: 0.232693
Top bid size: 45
Top ask size: 70
Bid wall score: 0.005158
Ask wall score: 0.012889

Dynamics

Bid depth 5 delta: 345
Ask depth 5 delta: 415
Imbalance 5 delta: -0.127245
Bid depth 10 delta: 144
Ask depth 10 delta: -434
Imbalance 10 delta: 0.095119
Spread delta: 0.0001
Mid price delta: -0.00035
Wall shift score: -0.004945

Tape

Buy volume: 858
Sell volume: 2432
Buy/sell delta: -1574
Buy/sell ratio: 0.352796
Avg trade size: 32.9
Large trade count: 6
Largest trade size: 1153

Candle

Return 1: 0
Return 3: -0.153374
Volume 1: 12
Volume avg 5: 28.4
Momentum 5: -0.0877

Cross Exchange

Mid avg: 0.45497375
Mid median: 0.4555225
Price deviation %: 0.137645
Spread %: 0.670368

Funding / OI / Volume

Funding rate: 0.000134
Funding delta: -0.000004
Funding abs: 0.000134
Funding pressure: 0.000138
Open interest: -
Volume 24h: 1726186
Quote volume 24h: 8280515.33
Price change 24h %: -4.16

Quality

Capture latency ms: 4472
Order book timestamp: 2026-06-24 05:37:04.382000+02:00
Ticker timestamp: 2026-06-24 05:37:03.751000+02:00
Trades timestamp: 2026-06-24 05:37:01.167000+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: 0.44914
Best ask: 0.45666
Spread: 0.00752
Spread %: 1.660411
Mid price: 0.4529
Last price: 0.45595
Mark price: -
Index price: -

Order Book

Bid depth 5: 575
Ask depth 5: 2055
Bid depth 10: 24484
Ask depth 10: 7225
Bid depth 20: 67483
Ask depth 20: 50426
Imbalance 5: -0.562738
Imbalance 10: 0.544293
Imbalance 20: 0.144662
Top bid size: 170
Top ask size: 233
Bid wall score: 0.002519
Ask wall score: 0.004621

Dynamics

Bid depth 5 delta: 10
Ask depth 5 delta: -491
Imbalance 5 delta: 0.074035
Bid depth 10 delta: -71
Ask depth 10 delta: 1231
Imbalance 10 delta: -0.063288
Spread delta: -0.00032
Mid price delta: -0.00016
Wall shift score: 0.000142

Tape

Buy volume: 5796
Sell volume: 7128
Buy/sell delta: -1332
Buy/sell ratio: 0.813131
Avg trade size: 129.24
Large trade count: 3
Largest trade size: 514

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 44
Momentum 5: 0

Cross Exchange

Mid avg: 0.45501375
Mid median: 0.4555225
Price deviation %: -0.464546
Spread %: 0.635146

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73750
Volume 24h: 106854
Quote volume 24h: 106854
Price change 24h %: -4.402977

Quality

Capture latency ms: 5686
Order book timestamp: 2026-06-24 05:37:00.598000+02:00
Ticker timestamp: 2026-06-24 05:37:00.892000+02:00
Trades timestamp: 2026-06-24 05:35:09.737000+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: 0.45505
Best ask: 0.45554
Spread: 0.00049
Spread %: 0.107623
Mid price: 0.455295
Last price: 0.45603
Mark price: 0.4554
Index price: 0.455398

Order Book

Bid depth 5: 12
Ask depth 5: 24
Bid depth 10: 25
Ask depth 10: 43
Bid depth 20: 61
Ask depth 20: 120
Imbalance 5: -0.333333
Imbalance 10: -0.264706
Imbalance 20: -0.325967
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016393
Ask wall score: 0.008333

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -7
Imbalance 5 delta: 0.108527
Bid depth 10 delta: 0
Ask depth 10 delta: -7
Imbalance 10 delta: 0.068627
Spread delta: 0.00003
Mid price delta: -0.000245
Wall shift score: -0.002584

Tape

Buy volume: 199
Sell volume: 191
Buy/sell delta: 8
Buy/sell ratio: 1.041885
Avg trade size: 3.9
Large trade count: 6
Largest trade size: 25

Candle

Return 1: 0.094381
Return 3: 0.25061
Volume 1: 18
Volume avg 5: 12.4
Momentum 5: -0.137958

Cross Exchange

Mid avg: 0.455075
Mid median: 0.455645
Price deviation %: 0.048344
Spread %: 0.63506

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2992800
Quote volume 24h: 1425172
Price change 24h %: -3.08

Quality

Capture latency ms: 9644
Order book timestamp: 2026-06-24 05:36:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:32.163000+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: 0.4557
Best ask: 0.4558
Spread: 0.0001
Spread %: 0.021942
Mid price: 0.45575
Last price: 0.4559
Mark price: -
Index price: -

Order Book

Bid depth 5: 3643
Ask depth 5: 1393
Bid depth 10: 17629
Ask depth 10: 11897
Bid depth 20: 33926
Ask depth 20: 27267
Imbalance 5: 0.446783
Imbalance 10: 0.194134
Imbalance 20: 0.10882
Top bid size: 341
Top ask size: 12
Bid wall score: 0.010051
Ask wall score: 0.00044

Dynamics

Bid depth 5 delta: -616
Ask depth 5 delta: -2540
Imbalance 5 delta: 0.406988
Bid depth 10 delta: 3227
Ask depth 10 delta: -1171
Imbalance 10 delta: 0.145572
Spread delta: -0.0002
Mid price delta: 0.0002
Wall shift score: 0.030573

Tape

Buy volume: 11091
Sell volume: 7302
Buy/sell delta: 3789
Buy/sell ratio: 1.518899
Avg trade size: 183.93
Large trade count: 10
Largest trade size: 1601

Candle

Return 1: 0.065847
Return 3: 0.087816
Volume 1: 4135
Volume avg 5: 7541.2
Momentum 5: -0.109553

Cross Exchange

Mid avg: 0.455025
Mid median: 0.455545
Price deviation %: 0.159332
Spread %: 0.63513

Funding / OI / Volume

Funding rate: 0.00013457
Funding delta: -0.00000365
Funding abs: 0.00013457
Funding pressure: 0.00013822
Open interest: 25001775
Volume 24h: 36173055
Quote volume 24h: 17251359.02815
Price change 24h %: -3.35

Quality

Capture latency ms: 5755
Order book timestamp: 2026-06-24 05:36:34.794000+02:00
Ticker timestamp: 2026-06-24 05:36:33.752000+02:00
Trades timestamp: 2026-06-24 05:36:35.582000+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: 0.4559
Best ask: 0.456
Spread: 0.0001
Spread %: 0.021932
Mid price: 0.45595
Last price: 0.4559
Mark price: -
Index price: 0.4553

Order Book

Bid depth 5: 1101
Ask depth 5: 573
Bid depth 10: 4404
Ask depth 10: 2696
Bid depth 20: 9286
Ask depth 20: 6261
Imbalance 5: 0.315412
Imbalance 10: 0.240563
Imbalance 20: 0.194571
Top bid size: 29
Top ask size: 37
Bid wall score: 0.003123
Ask wall score: 0.00591

Dynamics

Bid depth 5 delta: -348
Ask depth 5 delta: -139
Imbalance 5 delta: -0.025634
Bid depth 10 delta: 581
Ask depth 10 delta: 213
Imbalance 10 delta: 0.028067
Spread delta: -0.0001
Mid price delta: 0.00045
Wall shift score: 0.012128

Tape

Buy volume: 847
Sell volume: 2439
Buy/sell delta: -1592
Buy/sell ratio: 0.347273
Avg trade size: 32.86
Large trade count: 6
Largest trade size: 1153

Candle

Return 1: 0.065847
Return 3: 0.021939
Volume 1: 7
Volume avg 5: 234.8
Momentum 5: -0.087662

Cross Exchange

Mid avg: 0.4549125
Mid median: 0.45552
Price deviation %: 0.228066
Spread %: 0.547358

Funding / OI / Volume

Funding rate: 0.000138
Funding delta: 0
Funding abs: 0.000138
Funding pressure: 0.000138
Open interest: -
Volume 24h: 1726113
Quote volume 24h: 8280183.163
Price change 24h %: -4.12

Quality

Capture latency ms: 4187
Order book timestamp: 2026-06-24 05:36:29.280000+02:00
Ticker timestamp: 2026-06-24 05:36:27.835000+02:00
Trades timestamp: 2026-06-24 05:36:25.359000+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: 0.44914
Best ask: 0.45698
Spread: 0.00784
Spread %: 1.730455
Mid price: 0.45306
Last price: 0.45595
Mark price: -
Index price: -

Order Book

Bid depth 5: 565
Ask depth 5: 2546
Bid depth 10: 24555
Ask depth 10: 5994
Bid depth 20: 68045
Ask depth 20: 49141
Imbalance 5: -0.636773
Imbalance 10: 0.607581
Imbalance 20: 0.161316
Top bid size: 170
Top ask size: 233
Bid wall score: 0.002498
Ask wall score: 0.004741

Dynamics

Bid depth 5 delta: -10
Ask depth 5 delta: 1031
Imbalance 5 delta: -0.187012
Bid depth 10 delta: 75
Ask depth 10 delta: -68
Imbalance 10 delta: 0.004543
Spread delta: 0.00034
Mid price delta: 0.00017
Wall shift score: 0.000035

Tape

Buy volume: 5796
Sell volume: 7128
Buy/sell delta: -1332
Buy/sell ratio: 0.813131
Avg trade size: 129.24
Large trade count: 3
Largest trade size: 514

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 88
Momentum 5: -0.899824

Cross Exchange

Mid avg: 0.45487
Mid median: 0.45552
Price deviation %: -0.397916
Spread %: 0.584782

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73750
Volume 24h: 106866
Quote volume 24h: 106866
Price change 24h %: -4.402977

Quality

Capture latency ms: 5812
Order book timestamp: 2026-06-24 05:36:25.440000+02:00
Ticker timestamp: 2026-06-24 05:36:25.853000+02:00
Trades timestamp: 2026-06-24 05:35:09.737000+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: 0.45531
Best ask: 0.45577
Spread: 0.00046
Spread %: 0.100979
Mid price: 0.45554
Last price: 0.45603
Mark price: 0.45576
Index price: 0.455758

Order Book

Bid depth 5: 12
Ask depth 5: 31
Bid depth 10: 25
Ask depth 10: 50
Bid depth 20: 54
Ask depth 20: 127
Imbalance 5: -0.44186
Imbalance 10: -0.333333
Imbalance 20: -0.403315
Top bid size: 1
Top ask size: 1
Bid wall score: 0.018519
Ask wall score: 0.007874

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 14
Imbalance 5 delta: -0.269447
Bid depth 10 delta: -3
Ask depth 10 delta: 14
Imbalance 10 delta: -0.208333
Spread delta: 0.00017
Mid price delta: -0.000135
Wall shift score: 0.002525

Tape

Buy volume: 199
Sell volume: 191
Buy/sell delta: 8
Buy/sell ratio: 1.041885
Avg trade size: 3.9
Large trade count: 6
Largest trade size: 25

Candle

Return 1: 0.094381
Return 3: 0.25061
Volume 1: 18
Volume avg 5: 12.4
Momentum 5: -0.137958

Cross Exchange

Mid avg: 0.45490375
Mid median: 0.455525
Price deviation %: 0.139865
Spread %: 0.612217

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2991000
Quote volume 24h: 1424352
Price change 24h %: -3.08

Quality

Capture latency ms: 10367
Order book timestamp: 2026-06-24 05:36:10+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:32.163000+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: 5776
gate: 5774
htx: 5732
mexc: 5771

By Symbol

VELVET/USDT:USDT: 23053

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.