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: 24917
Total labels: 74751
Pending labels: 55268
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 12:04:38.290889+02:00
Recent trades snapshots: 24916
Micro candles: 498300
Avg data quality: 75.9423686639643617
Latest latency: 9486 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 51 of 2492 · 24917 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 10:40:40.097040+02:00	binance	VELVET/USDT:USDT	0.43945	80	5816 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 10:40:34.131162+02:00	mexc	VELVET/USDT:USDT	0.43945	68	5939 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 10:40:28.117131+02:00	htx	VELVET/USDT:USDT	0.434205	80	6173 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 10:40:11.088006+02:00	gate	VELVET/USDT:USDT	0.43862	68	10546 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 10:40:00.411398+02:00	binance	VELVET/USDT:USDT	0.43955	80	5990 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 10:39:54.325132+02:00	mexc	VELVET/USDT:USDT	0.43955	78	4217 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 10:39:50.036386+02:00	htx	VELVET/USDT:USDT	0.43427	80	5742 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 10:39:34.619344+02:00	gate	VELVET/USDT:USDT	0.43857	68	9452 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 10:39:25.069468+02:00	binance	VELVET/USDT:USDT	0.43955	80	5662 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 10:39:19.286596+02:00	mexc	VELVET/USDT:USDT	0.4393	68	6407 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4394
Best ask: 0.4395
Spread: 0.0001
Spread %: 0.022756
Mid price: 0.43945
Last price: 0.4394
Mark price: -
Index price: -

Order Book

Bid depth 5: 4144
Ask depth 5: 8512
Bid depth 10: 13246
Ask depth 10: 17942
Bid depth 20: 31431
Ask depth 20: 30746
Imbalance 5: -0.345133
Imbalance 10: -0.150571
Imbalance 20: 0.011017
Top bid size: 455
Top ask size: 3040
Bid wall score: 0.014476
Ask wall score: 0.098875

Dynamics

Bid depth 5 delta: 301
Ask depth 5 delta: 209
Imbalance 5 delta: 0.022066
Bid depth 10 delta: 3238
Ask depth 10 delta: -747
Imbalance 10 delta: 0.151935
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: -0.091006

Tape

Buy volume: 7171
Sell volume: 23568
Buy/sell delta: -16397
Buy/sell ratio: 0.304268
Avg trade size: 307.39
Large trade count: 7
Largest trade size: 4933

Candle

Return 1: 0
Return 3: -0.113636
Volume 1: 5884
Volume avg 5: 19842
Momentum 5: 0.136705

Cross Exchange

Mid avg: 0.43795625
Mid median: 0.439035
Price deviation %: 0.341073
Spread %: 1.220442

Funding / OI / Volume

Funding rate: 0.00007021
Funding delta: 0
Funding abs: 0.00007021
Funding pressure: 0.00007021
Open interest: 24956295
Volume 24h: 32430068
Quote volume 24h: 15275220.55663
Price change 24h %: -7.592

Quality

Capture latency ms: 5816
Order book timestamp: 2026-06-24 10:40:37.849000+02:00
Ticker timestamp: 2026-06-24 10:40:28.877000+02:00
Trades timestamp: 2026-06-24 10:40:36.298000+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: 0.4394
Best ask: 0.4395
Spread: 0.0001
Spread %: 0.022756
Mid price: 0.43945
Last price: 0.4395
Mark price: -
Index price: 0.439

Order Book

Bid depth 5: 951
Ask depth 5: 2050
Bid depth 10: 3721
Ask depth 10: 4690
Bid depth 20: 8940
Ask depth 20: 8423
Imbalance 5: -0.366211
Imbalance 10: -0.115206
Imbalance 20: 0.029776
Top bid size: 58
Top ask size: 341
Bid wall score: 0.006488
Ask wall score: 0.040484

Dynamics

Bid depth 5 delta: -457
Ask depth 5 delta: 105
Imbalance 5 delta: -0.206056
Bid depth 10 delta: -5761
Ask depth 10 delta: 113
Imbalance 10 delta: -0.464093
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: -0.037437

Tape

Buy volume: 1631
Sell volume: 3507
Buy/sell delta: -1876
Buy/sell ratio: 0.46507
Avg trade size: 51.38
Large trade count: 6
Largest trade size: 782

Candle

Return 1: -0.022748
Return 3: -0.113636
Volume 1: 7
Volume avg 5: 295.2
Momentum 5: 0.068306

Cross Exchange

Mid avg: 0.43798125
Mid median: 0.439085
Price deviation %: 0.335345
Spread %: 1.220372

Funding / OI / Volume

Funding rate: 0.00007
Funding delta: 0
Funding abs: 0.00007
Funding pressure: 0.00007
Open interest: -
Volume 24h: 1573308
Quote volume 24h: 7480889.844
Price change 24h %: -7.57

Quality

Capture latency ms: 5939
Order book timestamp: 2026-06-24 10:40:32.600000+02:00
Ticker timestamp: 2026-06-24 10:40:30.958000+02:00
Trades timestamp: 2026-06-24 10:40:24.950000+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: 0.42801
Best ask: 0.4404
Spread: 0.01239
Spread %: 2.853491
Mid price: 0.434205
Last price: 0.43905
Mark price: -
Index price: -

Order Book

Bid depth 5: 5081
Ask depth 5: 1054
Bid depth 10: 29916
Ask depth 10: 3166
Bid depth 20: 74083
Ask depth 20: 42005
Imbalance 5: 0.656398
Imbalance 10: 0.808597
Imbalance 20: 0.276325
Top bid size: 200
Top ask size: 233
Bid wall score: 0.0027
Ask wall score: 0.005547

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 103
Imbalance 5 delta: -0.028284
Bid depth 10 delta: 4
Ask depth 10 delta: 111
Imbalance 10 delta: -0.006066
Spread delta: 0.00005
Mid price delta: -0.000065
Wall shift score: -0.002864

Tape

Buy volume: 2854
Sell volume: 10566
Buy/sell delta: -7712
Buy/sell ratio: 0.270112
Avg trade size: 134.2
Large trade count: 1
Largest trade size: 990

Candle

Return 1: 0
Return 3: -0.136472
Volume 1: 0
Volume avg 5: 92
Momentum 5: -0.136472

Cross Exchange

Mid avg: 0.4379975
Mid median: 0.439085
Price deviation %: -0.865873
Spread %: 1.205486

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73765
Volume 24h: 103722
Quote volume 24h: 103722
Price change 24h %: -7.946326

Quality

Capture latency ms: 6173
Order book timestamp: 2026-06-24 10:40:26.240000+02:00
Ticker timestamp: 2026-06-24 10:40:26.580000+02:00
Trades timestamp: 2026-06-24 10:39:13.705000+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: 0.43856
Best ask: 0.43868
Spread: 0.00012
Spread %: 0.027359
Mid price: 0.43862
Last price: 0.43827
Mark price: 0.43838
Index price: 0.438832

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 13
Ask depth 10: 13
Bid depth 20: 34
Ask depth 20: 39
Imbalance 5: 0
Imbalance 10: 0
Imbalance 20: -0.068493
Top bid size: 1
Top ask size: 1
Bid wall score: 0.029412
Ask wall score: 0.025641

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 0
Imbalance 5 delta: -0.090909
Bid depth 10 delta: -3
Ask depth 10 delta: -4
Imbalance 10 delta: 0.030303
Spread delta: -0.00002
Mid price delta: 0.00005
Wall shift score: -0.005294

Tape

Buy volume: 51
Sell volume: 101
Buy/sell delta: -50
Buy/sell ratio: 0.50495
Avg trade size: 1.52
Large trade count: 3
Largest trade size: 29

Candle

Return 1: 0
Return 3: -0.204932
Volume 1: 0
Volume avg 5: 29
Momentum 5: 0

Cross Exchange

Mid avg: 0.437985
Mid median: 0.43906
Price deviation %: 0.144982
Spread %: 1.205521

Funding / OI / Volume

Funding rate: -0.000089
Funding delta: 0.000018
Funding abs: 0.000089
Funding pressure: 0.000107
Open interest: -
Volume 24h: 2471200
Quote volume 24h: 1162552
Price change 24h %: -7.76

Quality

Capture latency ms: 10546
Order book timestamp: 2026-06-24 10:40:09+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:50.362000+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: 0.4395
Best ask: 0.4396
Spread: 0.0001
Spread %: 0.022751
Mid price: 0.43955
Last price: 0.4395
Mark price: -
Index price: -

Order Book

Bid depth 5: 3843
Ask depth 5: 8303
Bid depth 10: 10008
Ask depth 10: 18689
Bid depth 20: 26038
Ask depth 20: 30531
Imbalance 5: -0.367199
Imbalance 10: -0.302505
Imbalance 20: -0.079425
Top bid size: 236
Top ask size: 75
Bid wall score: 0.009064
Ask wall score: 0.002457

Dynamics

Bid depth 5 delta: 1252
Ask depth 5 delta: -675
Imbalance 5 delta: 0.18488
Bid depth 10 delta: -1697
Ask depth 10 delta: 4311
Imbalance 10 delta: -0.200025
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.022785

Tape

Buy volume: 11014
Sell volume: 19049
Buy/sell delta: -8035
Buy/sell ratio: 0.578193
Avg trade size: 300.63
Large trade count: 8
Largest trade size: 4933

Candle

Return 1: 0.159526
Return 3: 0.022758
Volume 1: 7064
Volume avg 5: 21392.2
Momentum 5: 0.045527

Cross Exchange

Mid avg: 0.437985
Mid median: 0.43906
Price deviation %: 0.357318
Spread %: 1.205521

Funding / OI / Volume

Funding rate: 0.00007021
Funding delta: 0
Funding abs: 0.00007021
Funding pressure: 0.00007021
Open interest: 24957529
Volume 24h: 32503656
Quote volume 24h: 15310178.35373
Price change 24h %: -7.59

Quality

Capture latency ms: 5990
Order book timestamp: 2026-06-24 10:39:57.487000+02:00
Ticker timestamp: 2026-06-24 10:39:48.072000+02:00
Trades timestamp: 2026-06-24 10:39:53.585000+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: 0.4395
Best ask: 0.4396
Spread: 0.0001
Spread %: 0.022751
Mid price: 0.43955
Last price: 0.4396
Mark price: -
Index price: 0.439

Order Book

Bid depth 5: 1408
Ask depth 5: 1945
Bid depth 10: 9482
Ask depth 10: 4577
Bid depth 20: 14139
Ask depth 20: 7870
Imbalance 5: -0.160155
Imbalance 10: 0.348887
Imbalance 20: 0.284838
Top bid size: 72
Top ask size: 13
Bid wall score: 0.005092
Ask wall score: 0.001652

Dynamics

Bid depth 5 delta: -11
Ask depth 5 delta: 418
Imbalance 5 delta: -0.123495
Bid depth 10 delta: 454
Ask depth 10 delta: 676
Imbalance 10 delta: -0.047664
Spread delta: -0.0001
Mid price delta: 0.00025
Wall shift score: -0.000616

Tape

Buy volume: 1645
Sell volume: 3503
Buy/sell delta: -1858
Buy/sell ratio: 0.469597
Avg trade size: 51.48
Large trade count: 6
Largest trade size: 782

Candle

Return 1: 0.15949
Return 3: -0.022743
Volume 1: 75
Volume avg 5: 302.2
Momentum 5: 0.091075

Cross Exchange

Mid avg: 0.4379225
Mid median: 0.438935
Price deviation %: 0.371641
Spread %: 1.205693

Funding / OI / Volume

Funding rate: 0.00007
Funding delta: 0
Funding abs: 0.00007
Funding pressure: 0.00007
Open interest: -
Volume 24h: 1573301
Quote volume 24h: 7480862.163
Price change 24h %: -7.54

Quality

Capture latency ms: 4217
Order book timestamp: 2026-06-24 10:39:52.715000+02:00
Ticker timestamp: 2026-06-24 10:39:51.948000+02:00
Trades timestamp: 2026-06-24 10:39:51.357000+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: 0.4281
Best ask: 0.44044
Spread: 0.01234
Spread %: 2.84155
Mid price: 0.43427
Last price: 0.43905
Mark price: -
Index price: -

Order Book

Bid depth 5: 5081
Ask depth 5: 951
Bid depth 10: 29912
Ask depth 10: 3055
Bid depth 20: 74397
Ask depth 20: 42300
Imbalance 5: 0.684682
Imbalance 10: 0.814663
Imbalance 20: 0.275046
Top bid size: 200
Top ask size: 113
Bid wall score: 0.002688
Ask wall score: 0.002671

Dynamics

Bid depth 5 delta: -10
Ask depth 5 delta: -103
Imbalance 5 delta: 0.027725
Bid depth 10 delta: -11
Ask depth 10 delta: -111
Imbalance 10 delta: 0.006026
Spread delta: 0.00061
Mid price delta: 0.000405
Wall shift score: -0.060872

Tape

Buy volume: 2854
Sell volume: 10566
Buy/sell delta: -7712
Buy/sell ratio: 0.270112
Avg trade size: 134.2
Large trade count: 1
Largest trade size: 990

Candle

Return 1: -0.136472
Return 3: -0.136472
Volume 1: 230
Volume avg 5: 92
Momentum 5: -0.136472

Cross Exchange

Mid avg: 0.43782125
Mid median: 0.438935
Price deviation %: -0.811119
Spread %: 1.298475

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73650
Volume 24h: 103722
Quote volume 24h: 103722
Price change 24h %: -7.946326

Quality

Capture latency ms: 5742
Order book timestamp: 2026-06-24 10:39:48.540000+02:00
Ticker timestamp: 2026-06-24 10:39:48.903000+02:00
Trades timestamp: 2026-06-24 10:39:13.705000+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: 0.4385
Best ask: 0.43864
Spread: 0.00014
Spread %: 0.031922
Mid price: 0.43857
Last price: 0.43827
Mark price: 0.43843
Index price: 0.438933

Order Book

Bid depth 5: 6
Ask depth 5: 5
Bid depth 10: 16
Ask depth 10: 17
Bid depth 20: 45
Ask depth 20: 76
Imbalance 5: 0.090909
Imbalance 10: -0.030303
Imbalance 20: -0.256198
Top bid size: 1
Top ask size: 1
Bid wall score: 0.022222
Ask wall score: 0.013158

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 0
Imbalance 5 delta: -0.075758
Bid depth 10 delta: -6
Ask depth 10 delta: 7
Imbalance 10 delta: -0.405303
Spread delta: -0.00003
Mid price delta: 0.000595
Wall shift score: -0.005436

Tape

Buy volume: 51
Sell volume: 101
Buy/sell delta: -50
Buy/sell ratio: 0.50495
Avg trade size: 1.52
Large trade count: 3
Largest trade size: 29

Candle

Return 1: 0.089065
Return 3: -0.17993
Volume 1: 2
Volume avg 5: 30.6
Momentum 5: -0.091185

Cross Exchange

Mid avg: 0.4376725
Mid median: 0.4386375
Price deviation %: 0.205062
Spread %: 1.298916

Funding / OI / Volume

Funding rate: -0.000107
Funding delta: -0.000016
Funding abs: 0.000107
Funding pressure: 0.000123
Open interest: -
Volume 24h: 2471100
Quote volume 24h: 1162508
Price change 24h %: -7.76

Quality

Capture latency ms: 9452
Order book timestamp: 2026-06-24 10:39:33+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:50.362000+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: 0.4395
Best ask: 0.4396
Spread: 0.0001
Spread %: 0.022751
Mid price: 0.43955
Last price: 0.4391
Mark price: -
Index price: -

Order Book

Bid depth 5: 2591
Ask depth 5: 8978
Bid depth 10: 11705
Ask depth 10: 14378
Bid depth 20: 27735
Ask depth 20: 27474
Imbalance 5: -0.552079
Imbalance 10: -0.102481
Imbalance 20: 0.004727
Top bid size: 156
Top ask size: 599
Bid wall score: 0.005625
Ask wall score: 0.021802

Dynamics

Bid depth 5 delta: -436
Ask depth 5 delta: 4152
Imbalance 5 delta: -0.322994
Bid depth 10 delta: 887
Ask depth 10 delta: 3306
Imbalance 10 delta: -0.090877
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: 0.013259

Tape

Buy volume: 11014
Sell volume: 18938
Buy/sell delta: -7924
Buy/sell ratio: 0.581582
Avg trade size: 299.52
Large trade count: 8
Largest trade size: 4933

Candle

Return 1: 0.068368
Return 3: -0.068275
Volume 1: 4041
Volume avg 5: 20787.6
Momentum 5: -0.045527

Cross Exchange

Mid avg: 0.4374725
Mid median: 0.4383625
Price deviation %: 0.474887
Spread %: 1.242364

Funding / OI / Volume

Funding rate: 0.00007021
Funding delta: -0.00000071
Funding abs: 0.00007021
Funding pressure: 0.00007092
Open interest: 24956958
Volume 24h: 32500907
Quote volume 24h: 15308970.29933
Price change 24h %: -7.675

Quality

Capture latency ms: 5662
Order book timestamp: 2026-06-24 10:39:22.855000+02:00
Ticker timestamp: 2026-06-24 10:39:17.653000+02:00
Trades timestamp: 2026-06-24 10:39:22.789000+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: 0.4392
Best ask: 0.4394
Spread: 0.0002
Spread %: 0.045527
Mid price: 0.4393
Last price: 0.439
Mark price: -
Index price: 0.4387

Order Book

Bid depth 5: 1419
Ask depth 5: 1527
Bid depth 10: 9028
Ask depth 10: 3901
Bid depth 20: 13605
Ask depth 20: 7743
Imbalance 5: -0.03666
Imbalance 10: 0.39655
Imbalance 20: 0.274592
Top bid size: 71
Top ask size: 9
Bid wall score: 0.005219
Ask wall score: 0.001162

Dynamics

Bid depth 5 delta: -438
Ask depth 5 delta: 96
Imbalance 5 delta: -0.166222
Bid depth 10 delta: 4925
Ask depth 10 delta: -139
Imbalance 10 delta: 0.388814
Spread delta: 0.0001
Mid price delta: 0.00035
Wall shift score: -0.003059

Tape

Buy volume: 1756
Sell volume: 3500
Buy/sell delta: -1744
Buy/sell ratio: 0.501714
Avg trade size: 52.56
Large trade count: 6
Largest trade size: 782

Candle

Return 1: 0.091137
Return 3: -0.090971
Volume 1: 7
Volume avg 5: 288.6
Momentum 5: 0.022769

Cross Exchange

Mid avg: 0.437385
Mid median: 0.4383625
Price deviation %: 0.437829
Spread %: 1.162591

Funding / OI / Volume

Funding rate: 0.00007
Funding delta: 0
Funding abs: 0.00007
Funding pressure: 0.00007
Open interest: -
Volume 24h: 1573236
Quote volume 24h: 7480573.506
Price change 24h %: -7.67

Quality

Capture latency ms: 6407
Order book timestamp: 2026-06-24 10:39:17.463000+02:00
Ticker timestamp: 2026-06-24 10:39:15.908000+02:00
Trades timestamp: 2026-06-24 10:39:10.281000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 6243
gate: 6241
htx: 6195
mexc: 6238

By Symbol

VELVET/USDT:USDT: 24917

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.