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: 24381
Total labels: 73143
Pending labels: 53660
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 10:34:57.977380+02:00
Recent trades snapshots: 24380
Micro candles: 487580
Avg data quality: 75.9502071285017021
Latest latency: 5814 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 50 of 2439 · 24381 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 09:12:35.437047+02:00	binance	VELVET/USDT:USDT	0.44015	80	7118 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 09:12:28.238577+02:00	mexc	VELVET/USDT:USDT	0.44015	68	5019 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 09:12:23.169261+02:00	htx	VELVET/USDT:USDT	0.434935	80	5703 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 09:12:07.212160+02:00	gate	VELVET/USDT:USDT	0.439165	68	10289 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 09:11:56.819997+02:00	binance	VELVET/USDT:USDT	0.44025	80	5773 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 09:11:50.943742+02:00	mexc	VELVET/USDT:USDT	0.44035	78	4692 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 09:11:46.199538+02:00	htx	VELVET/USDT:USDT	0.435425	80	6120 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 09:11:29.623677+02:00	gate	VELVET/USDT:USDT	0.43941	68	9622 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 09:11:19.920396+02:00	binance	VELVET/USDT:USDT	0.44025	80	5794 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 09:11:14.031003+02:00	mexc	VELVET/USDT:USDT	0.4402	78	4769 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4401
Best ask: 0.4402
Spread: 0.0001
Spread %: 0.02272
Mid price: 0.44015
Last price: 0.4401
Mark price: -
Index price: -

Order Book

Bid depth 5: 6751
Ask depth 5: 3878
Bid depth 10: 14337
Ask depth 10: 22843
Bid depth 20: 36300
Ask depth 20: 41061
Imbalance 5: 0.270298
Imbalance 10: -0.228779
Imbalance 20: -0.061543
Top bid size: 879
Top ask size: 168
Bid wall score: 0.024215
Ask wall score: 0.004091

Dynamics

Bid depth 5 delta: 2856
Ask depth 5 delta: -1180
Imbalance 5 delta: 0.400199
Bid depth 10 delta: 237
Ask depth 10 delta: 4407
Imbalance 10 delta: -0.095511
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: 0.029334

Tape

Buy volume: 19932
Sell volume: 11479
Buy/sell delta: 8453
Buy/sell ratio: 1.736388
Avg trade size: 314.11
Large trade count: 9
Largest trade size: 3537

Candle

Return 1: 0.022727
Return 3: 0.068213
Volume 1: 581
Volume avg 5: 18266
Momentum 5: -0.045424

Cross Exchange

Mid avg: 0.438625
Mid median: 0.4396575
Price deviation %: 0.347677
Spread %: 1.211741

Funding / OI / Volume

Funding rate: 0.00007119
Funding delta: 0.00000359
Funding abs: 0.00007119
Funding pressure: 0.00007478
Open interest: 24982239
Volume 24h: 33059764
Quote volume 24h: 15643356.54084
Price change 24h %: -8.389

Quality

Capture latency ms: 7118
Order book timestamp: 2026-06-24 09:12:32.422000+02:00
Ticker timestamp: 2026-06-24 09:12:22.645000+02:00
Trades timestamp: 2026-06-24 09:12:32.306000+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: 0.4401
Best ask: 0.4402
Spread: 0.0001
Spread %: 0.02272
Mid price: 0.44015
Last price: 0.4401
Mark price: -
Index price: 0.4394

Order Book

Bid depth 5: 1705
Ask depth 5: 2810
Bid depth 10: 4077
Ask depth 10: 6222
Bid depth 20: 10216
Ask depth 20: 11143
Imbalance 5: -0.24474
Imbalance 10: -0.208273
Imbalance 20: -0.043401
Top bid size: 121
Top ask size: 67
Bid wall score: 0.011844
Ask wall score: 0.006013

Dynamics

Bid depth 5 delta: 966
Ask depth 5 delta: 16
Imbalance 5 delta: 0.336919
Bid depth 10 delta: 1149
Ask depth 10 delta: 747
Imbalance 10 delta: 0.094833
Spread delta: -0.0002
Mid price delta: -0.0002
Wall shift score: 0.028721

Tape

Buy volume: 3211
Sell volume: 5856
Buy/sell delta: -2645
Buy/sell ratio: 0.548327
Avg trade size: 90.67
Large trade count: 9
Largest trade size: 799

Candle

Return 1: -0.045424
Return 3: 0.045465
Volume 1: 638
Volume avg 5: 862.8
Momentum 5: -0.045424

Cross Exchange

Mid avg: 0.438675
Mid median: 0.4397075
Price deviation %: 0.33624
Spread %: 1.234399

Funding / OI / Volume

Funding rate: 0.000067
Funding delta: 0
Funding abs: 0.000067
Funding pressure: 0.000067
Open interest: -
Volume 24h: 1645314
Quote volume 24h: 7844429.784
Price change 24h %: -7.44

Quality

Capture latency ms: 5019
Order book timestamp: 2026-06-24 09:12:26.512000+02:00
Ticker timestamp: 2026-06-24 09:12:24.891000+02:00
Trades timestamp: 2026-06-24 09:12:15.375000+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: 0.42868
Best ask: 0.44119
Spread: 0.01251
Spread %: 2.876292
Mid price: 0.434935
Last price: 0.44025
Mark price: -
Index price: -

Order Book

Bid depth 5: 899
Ask depth 5: 2747
Bid depth 10: 26053
Ask depth 10: 3209
Bid depth 20: 70119
Ask depth 20: 42688
Imbalance 5: -0.506857
Imbalance 10: 0.780671
Imbalance 20: 0.243168
Top bid size: 64
Top ask size: 346
Bid wall score: 0.000913
Ask wall score: 0.008105

Dynamics

Bid depth 5 delta: 208
Ask depth 5 delta: 1192
Imbalance 5 delta: -0.122173
Bid depth 10 delta: 759
Ask depth 10 delta: 155
Imbalance 10 delta: -0.003864
Spread delta: 0
Mid price delta: -0.00049
Wall shift score: -0.005675

Tape

Buy volume: 2994
Sell volume: 9460
Buy/sell delta: -6466
Buy/sell ratio: 0.31649
Avg trade size: 124.54
Large trade count: 1
Largest trade size: 990

Candle

Return 1: 0
Return 3: 0.125085
Volume 1: 0
Volume avg 5: 91.6
Momentum 5: -0.176859

Cross Exchange

Mid avg: 0.4387975
Mid median: 0.4397075
Price deviation %: -0.880247
Spread %: 1.122386

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73755
Volume 24h: 107946
Quote volume 24h: 107946
Price change 24h %: -7.694727

Quality

Capture latency ms: 5703
Order book timestamp: 2026-06-24 09:12:21.840000+02:00
Ticker timestamp: 2026-06-24 09:12:22.106000+02:00
Trades timestamp: 2026-06-24 09:11:11.578000+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: 0.43912
Best ask: 0.43921
Spread: 0.00009
Spread %: 0.020493
Mid price: 0.439165
Last price: 0.43935
Mark price: 0.43935
Index price: 0.439445

Order Book

Bid depth 5: 13
Ask depth 5: 5
Bid depth 10: 25
Ask depth 10: 10
Bid depth 20: 80
Ask depth 20: 27
Imbalance 5: 0.444444
Imbalance 10: 0.428571
Imbalance 20: 0.495327
Top bid size: 1
Top ask size: 1
Bid wall score: 0.0125
Ask wall score: 0.037037

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.03268
Bid depth 10 delta: 5
Ask depth 10 delta: 0
Imbalance 10 delta: 0.095238
Spread delta: -0.00007
Mid price delta: -0.000245
Wall shift score: -0.004024

Tape

Buy volume: 78
Sell volume: 50
Buy/sell delta: 28
Buy/sell ratio: 1.56
Avg trade size: 1.28
Large trade count: 4
Largest trade size: 11

Candle

Return 1: 0
Return 3: 0.111653
Volume 1: 0
Volume avg 5: 11.8
Momentum 5: 0.159581

Cross Exchange

Mid avg: 0.43885875
Mid median: 0.43983
Price deviation %: 0.069783
Spread %: 1.122229

Funding / OI / Volume

Funding rate: -0.000026
Funding delta: 0.000003
Funding abs: 0.000026
Funding pressure: 0.000029
Open interest: -
Volume 24h: 2486900
Quote volume 24h: 1174892
Price change 24h %: -8.52

Quality

Capture latency ms: 10289
Order book timestamp: 2026-06-24 09:12:06+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:45.106000+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: 0.4402
Best ask: 0.4403
Spread: 0.0001
Spread %: 0.022714
Mid price: 0.44025
Last price: 0.4403
Mark price: -
Index price: -

Order Book

Bid depth 5: 3895
Ask depth 5: 5058
Bid depth 10: 14100
Ask depth 10: 18436
Bid depth 20: 36087
Ask depth 20: 38372
Imbalance 5: -0.129901
Imbalance 10: -0.133268
Imbalance 20: -0.030688
Top bid size: 183
Top ask size: 548
Bid wall score: 0.005071
Ask wall score: 0.014281

Dynamics

Bid depth 5 delta: 436
Ask depth 5 delta: -4662
Imbalance 5 delta: 0.345173
Bid depth 10 delta: 3232
Ask depth 10 delta: -7701
Imbalance 10 delta: 0.279352
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.002337

Tape

Buy volume: 22313
Sell volume: 13875
Buy/sell delta: 8438
Buy/sell ratio: 1.608144
Avg trade size: 361.88
Large trade count: 12
Largest trade size: 2712

Candle

Return 1: -0.068104
Return 3: 0.204871
Volume 1: 11878
Volume avg 5: 23332.4
Momentum 5: 0.182066

Cross Exchange

Mid avg: 0.43885875
Mid median: 0.43983
Price deviation %: 0.317015
Spread %: 1.122229

Funding / OI / Volume

Funding rate: 0.0000676
Funding delta: 0
Funding abs: 0.0000676
Funding pressure: 0.0000676
Open interest: 24982251
Volume 24h: 33086643
Quote volume 24h: 15656374.19734
Price change 24h %: -8.099

Quality

Capture latency ms: 5773
Order book timestamp: 2026-06-24 09:11:54.431000+02:00
Ticker timestamp: 2026-06-24 09:11:46.032000+02:00
Trades timestamp: 2026-06-24 09:11:56.099000+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: 0.4402
Best ask: 0.4405
Spread: 0.0003
Spread %: 0.068128
Mid price: 0.44035
Last price: 0.4404
Mark price: -
Index price: 0.4394

Order Book

Bid depth 5: 739
Ask depth 5: 2794
Bid depth 10: 2928
Ask depth 10: 5475
Bid depth 20: 8589
Ask depth 20: 10223
Imbalance 5: -0.581659
Imbalance 10: -0.303106
Imbalance 20: -0.086859
Top bid size: 21
Top ask size: 259
Bid wall score: 0.002445
Ask wall score: 0.025335

Dynamics

Bid depth 5 delta: -438
Ask depth 5 delta: 250
Imbalance 5 delta: -0.214284
Bid depth 10 delta: -283
Ask depth 10 delta: -1627
Imbalance 10 delta: 0.074185
Spread delta: 0.0001
Mid price delta: 0.00015
Wall shift score: -0.015592

Tape

Buy volume: 3631
Sell volume: 6263
Buy/sell delta: -2632
Buy/sell ratio: 0.579754
Avg trade size: 98.94
Large trade count: 8
Largest trade size: 920

Candle

Return 1: 0
Return 3: 0.273224
Volume 1: 975
Volume avg 5: 797.8
Momentum 5: 0.204778

Cross Exchange

Mid avg: 0.43882125
Mid median: 0.439805
Price deviation %: 0.348376
Spread %: 1.099537

Funding / OI / Volume

Funding rate: 0.000067
Funding delta: 0
Funding abs: 0.000067
Funding pressure: 0.000067
Open interest: -
Volume 24h: 1645077
Quote volume 24h: 7843387.509
Price change 24h %: -7.38

Quality

Capture latency ms: 4692
Order book timestamp: 2026-06-24 09:11:48.192000+02:00
Ticker timestamp: 2026-06-24 09:11:48.852000+02:00
Trades timestamp: 2026-06-24 09:11:47.971000+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: 0.42917
Best ask: 0.44168
Spread: 0.01251
Spread %: 2.873055
Mid price: 0.435425
Last price: 0.44025
Mark price: -
Index price: -

Order Book

Bid depth 5: 691
Ask depth 5: 1555
Bid depth 10: 25294
Ask depth 10: 3054
Bid depth 20: 69736
Ask depth 20: 50896
Imbalance 5: -0.384684
Imbalance 10: 0.784535
Imbalance 20: 0.156177
Top bid size: 49
Top ask size: 113
Bid wall score: 0.000703
Ask wall score: 0.00222

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -1075
Imbalance 5 delta: 0.200131
Bid depth 10 delta: 50
Ask depth 10 delta: -33
Imbalance 10 delta: 0.002459
Spread delta: -0.00008
Mid price delta: 0.00045
Wall shift score: 0.002355

Tape

Buy volume: 2994
Sell volume: 9460
Buy/sell delta: -6466
Buy/sell ratio: 0.31649
Avg trade size: 124.54
Large trade count: 1
Largest trade size: 990

Candle

Return 1: 0.125085
Return 3: 0.125085
Volume 1: 228
Volume avg 5: 111.6
Momentum 5: 3.030658

Cross Exchange

Mid avg: 0.43870875
Mid median: 0.439805
Price deviation %: -0.748503
Spread %: 1.202392

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73641
Volume 24h: 107968
Quote volume 24h: 107968
Price change 24h %: -7.694727

Quality

Capture latency ms: 6120
Order book timestamp: 2026-06-24 09:11:44.340000+02:00
Ticker timestamp: 2026-06-24 09:11:44.703000+02:00
Trades timestamp: 2026-06-24 09:11:11.578000+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: 0.43933
Best ask: 0.43949
Spread: 0.00016
Spread %: 0.036412
Mid price: 0.43941
Last price: 0.44024
Mark price: 0.43978
Index price: 0.439788

Order Book

Bid depth 5: 12
Ask depth 5: 5
Bid depth 10: 20
Ask depth 10: 10
Bid depth 20: 78
Ask depth 20: 30
Imbalance 5: 0.411765
Imbalance 10: 0.333333
Imbalance 20: 0.444444
Top bid size: 1
Top ask size: 1
Bid wall score: 0.012821
Ask wall score: 0.033333

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -1
Imbalance 5 delta: -0.016807
Bid depth 10 delta: -3
Ask depth 10 delta: -5
Imbalance 10 delta: 0.122807
Spread delta: -0.00006
Mid price delta: -0.00053
Wall shift score: 0.018574

Tape

Buy volume: 77
Sell volume: 44
Buy/sell delta: 33
Buy/sell ratio: 1.75
Avg trade size: 1.21
Large trade count: 3
Largest trade size: 11

Candle

Return 1: 0
Return 3: 0.303023
Volume 1: 0
Volume avg 5: 10
Momentum 5: 0.405966

Cross Exchange

Mid avg: 0.43884125
Mid median: 0.44007
Price deviation %: 0.129603
Spread %: 1.202029

Funding / OI / Volume

Funding rate: -0.000029
Funding delta: 0.000003
Funding abs: 0.000029
Funding pressure: 0.000032
Open interest: -
Volume 24h: 2485900
Quote volume 24h: 1174452
Price change 24h %: -8.32

Quality

Capture latency ms: 9622
Order book timestamp: 2026-06-24 09:11:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:45.042000+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: 0.4402
Best ask: 0.4403
Spread: 0.0001
Spread %: 0.022714
Mid price: 0.44025
Last price: 0.4403
Mark price: -
Index price: -

Order Book

Bid depth 5: 3459
Ask depth 5: 9720
Bid depth 10: 10868
Ask depth 10: 26137
Bid depth 20: 32466
Ask depth 20: 45307
Imbalance 5: -0.475074
Imbalance 10: -0.41262
Imbalance 20: -0.165109
Top bid size: 808
Top ask size: 1439
Bid wall score: 0.024888
Ask wall score: 0.031761

Dynamics

Bid depth 5 delta: 523
Ask depth 5 delta: 1412
Imbalance 5 delta: 0.002692
Bid depth 10 delta: -1819
Ask depth 10 delta: -1903
Imbalance 10 delta: -0.035646
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: -0.010254

Tape

Buy volume: 23800
Sell volume: 9104
Buy/sell delta: 14696
Buy/sell ratio: 2.614236
Avg trade size: 329.04
Large trade count: 9
Largest trade size: 2712

Candle

Return 1: -0.045403
Return 3: 0.227635
Volume 1: 864
Volume avg 5: 21129.6
Momentum 5: 0.204825

Cross Exchange

Mid avg: 0.43889125
Mid median: 0.44007
Price deviation %: 0.309587
Spread %: 1.247462

Funding / OI / Volume

Funding rate: 0.0000676
Funding delta: 0
Funding abs: 0.0000676
Funding pressure: 0.0000676
Open interest: 24982061
Volume 24h: 33068966
Quote volume 24h: 15648524.15314
Price change 24h %: -8.099

Quality

Capture latency ms: 5794
Order book timestamp: 2026-06-24 09:11:17.686000+02:00
Ticker timestamp: 2026-06-24 09:11:09.241000+02:00
Trades timestamp: 2026-06-24 09:11:15.381000+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: 0.4401
Best ask: 0.4403
Spread: 0.0002
Spread %: 0.045434
Mid price: 0.4402
Last price: 0.4405
Mark price: -
Index price: 0.4396

Order Book

Bid depth 5: 1177
Ask depth 5: 2544
Bid depth 10: 3211
Ask depth 10: 7102
Bid depth 20: 8065
Ask depth 20: 12616
Imbalance 5: -0.367374
Imbalance 10: -0.377291
Imbalance 20: -0.220057
Top bid size: 30
Top ask size: 139
Bid wall score: 0.00372
Ask wall score: 0.011018

Dynamics

Bid depth 5 delta: 145
Ask depth 5 delta: 1146
Imbalance 5 delta: -0.216757
Bid depth 10 delta: -803
Ask depth 10 delta: 494
Imbalance 10 delta: -0.133081
Spread delta: 0.0001
Mid price delta: -0.00025
Wall shift score: -0.019545

Tape

Buy volume: 3413
Sell volume: 6664
Buy/sell delta: -3251
Buy/sell ratio: 0.512155
Avg trade size: 100.77
Large trade count: 8
Largest trade size: 920

Candle

Return 1: -0.06812
Return 3: 0.204918
Volume 1: 901
Volume avg 5: 783
Momentum 5: 0.136519

Cross Exchange

Mid avg: 0.43895375
Mid median: 0.440195
Price deviation %: 0.283914
Spread %: 1.247284

Funding / OI / Volume

Funding rate: 0.000067
Funding delta: -0.000001
Funding abs: 0.000067
Funding pressure: 0.000068
Open interest: -
Volume 24h: 1644216
Quote volume 24h: 7839592.054
Price change 24h %: -7.36

Quality

Capture latency ms: 4769
Order book timestamp: 2026-06-24 09:11:12.263000+02:00
Ticker timestamp: 2026-06-24 09:11:09.793000+02:00
Trades timestamp: 2026-06-24 09:11:02.099000+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: 6109
gate: 6106
htx: 6062
mexc: 6104

By Symbol

VELVET/USDT:USDT: 24381

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.