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: 25417
Total labels: 76251
Pending labels: 56768
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 13:28:39.582614+02:00
Recent trades snapshots: 25416
Micro candles: 508300
Avg data quality: 75.9318566313884408
Latest latency: 4898 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 52 of 2542 · 25417 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 12:03:06.319190+02:00	mexc	VELVET/USDT:USDT	0.45265	68	5305 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 12:03:00.963991+02:00	htx	VELVET/USDT:USDT	0.44749	80	5150 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 12:02:46.215647+02:00	gate	VELVET/USDT:USDT	0.451295	68	9530 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 12:02:36.582443+02:00	binance	VELVET/USDT:USDT	0.4525	80	6687 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 12:02:29.813120+02:00	mexc	VELVET/USDT:USDT	0.45265	68	7961 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 12:02:21.798378+02:00	htx	VELVET/USDT:USDT	0.44748	80	5604 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 12:02:06.185206+02:00	gate	VELVET/USDT:USDT	0.45125	68	9688 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 12:01:56.401061+02:00	binance	VELVET/USDT:USDT	0.45225	80	6504 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 12:01:49.792229+02:00	mexc	VELVET/USDT:USDT	0.45315	68	5020 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 12:01:44.711826+02:00	htx	VELVET/USDT:USDT	0.447665	90	4874 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4526
Best ask: 0.4527
Spread: 0.0001
Spread %: 0.022092
Mid price: 0.45265
Last price: 0.4526
Mark price: -
Index price: 0.4523

Order Book

Bid depth 5: 1330
Ask depth 5: 1722
Bid depth 10: 2724
Ask depth 10: 4018
Bid depth 20: 8421
Ask depth 20: 8546
Imbalance 5: -0.12844
Imbalance 10: -0.191931
Imbalance 20: -0.007367
Top bid size: 35
Top ask size: 18
Bid wall score: 0.004156
Ask wall score: 0.002106

Dynamics

Bid depth 5 delta: -244
Ask depth 5 delta: 744
Imbalance 5 delta: -0.361983
Bid depth 10 delta: -2209
Ask depth 10 delta: 1205
Imbalance 10 delta: -0.465621
Spread delta: -0.0004
Mid price delta: 0
Wall shift score: 0.007679

Tape

Buy volume: 2106
Sell volume: 3511
Buy/sell delta: -1405
Buy/sell ratio: 0.599829
Avg trade size: 56.17
Large trade count: 6
Largest trade size: 748

Candle

Return 1: 0.132743
Return 3: -0.30837
Volume 1: 2902
Volume avg 5: 731
Momentum 5: -0.418042

Cross Exchange

Mid avg: 0.45098375
Mid median: 0.4518975
Price deviation %: 0.36947
Spread %: 1.144165

Funding / OI / Volume

Funding rate: 0.000129
Funding delta: -0.000003
Funding abs: 0.000129
Funding pressure: 0.000132
Open interest: -
Volume 24h: 1379583
Quote volume 24h: 6509961.978
Price change 24h %: -4.81

Quality

Capture latency ms: 5305
Order book timestamp: 2026-06-24 12:03:04.487000+02:00
Ticker timestamp: 2026-06-24 12:03:04.774000+02:00
Trades timestamp: 2026-06-24 12:02:58.565000+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: 0.4391
Best ask: 0.45588
Spread: 0.01678
Spread %: 3.749804
Mid price: 0.44749
Last price: 0.45225
Mark price: -
Index price: -

Order Book

Bid depth 5: 6865
Ask depth 5: 4480
Bid depth 10: 12381
Ask depth 10: 5747
Bid depth 20: 17676
Ask depth 20: 5747
Imbalance 5: 0.210225
Imbalance 10: 0.365953
Imbalance 20: 0.509286
Top bid size: 195
Top ask size: 233
Bid wall score: 0.011032
Ask wall score: 0.040543

Dynamics

Bid depth 5 delta: -8033
Ask depth 5 delta: 0
Imbalance 5 delta: -0.327395
Bid depth 10 delta: -3683
Ask depth 10 delta: 0
Imbalance 10 delta: -0.107065
Spread delta: -0.00004
Mid price delta: 0.00001
Wall shift score: 0.001763

Tape

Buy volume: 3514
Sell volume: 9984
Buy/sell delta: -6470
Buy/sell ratio: 0.351963
Avg trade size: 134.98
Large trade count: 0
Largest trade size: 230

Candle

Return 1: 0
Return 3: -0.593472
Volume 1: 0
Volume avg 5: 57.2
Momentum 5: -0.527879

Cross Exchange

Mid avg: 0.45098125
Mid median: 0.4518975
Price deviation %: -0.774145
Spread %: 1.146389

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73710
Volume 24h: 103112
Quote volume 24h: 103112
Price change 24h %: -5.17874

Quality

Capture latency ms: 5150
Order book timestamp: 2026-06-24 12:02:59.140000+02:00
Ticker timestamp: 2026-06-24 12:02:59.435000+02:00
Trades timestamp: 2026-06-24 12:01:50.974000+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: 0.45117
Best ask: 0.45142
Spread: 0.00025
Spread %: 0.055396
Mid price: 0.451295
Last price: 0.45128
Mark price: 0.45162
Index price: 0.45225

Order Book

Bid depth 5: 14
Ask depth 5: 8
Bid depth 10: 22
Ask depth 10: 13
Bid depth 20: 84
Ask depth 20: 31
Imbalance 5: 0.272727
Imbalance 10: 0.257143
Imbalance 20: 0.46087
Top bid size: 2
Top ask size: 1
Bid wall score: 0.02381
Ask wall score: 0.032258

Dynamics

Bid depth 5 delta: 8
Ask depth 5 delta: 0
Imbalance 5 delta: 0.415584
Bid depth 10 delta: 11
Ask depth 10 delta: -8
Imbalance 10 delta: 0.569643
Spread delta: -0.00011
Mid price delta: 0.000045
Wall shift score: -0.035476

Tape

Buy volume: 59
Sell volume: 50
Buy/sell delta: 9
Buy/sell ratio: 1.18
Avg trade size: 1.09
Large trade count: 2
Largest trade size: 6

Candle

Return 1: -0.048726
Return 3: -0.414865
Volume 1: 30
Volume avg 5: 13.4
Momentum 5: -0.522429

Cross Exchange

Mid avg: 0.45097
Mid median: 0.451875
Price deviation %: 0.072067
Spread %: 1.146418

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2118800
Quote volume 24h: 985843
Price change 24h %: -7.9

Quality

Capture latency ms: 9530
Order book timestamp: 2026-06-24 12:02:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:55.360000+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: 0.4524
Best ask: 0.4526
Spread: 0.0002
Spread %: 0.044199
Mid price: 0.4525
Last price: 0.4525
Mark price: -
Index price: -

Order Book

Bid depth 5: 4983
Ask depth 5: 6052
Bid depth 10: 13831
Ask depth 10: 13020
Bid depth 20: 30081
Ask depth 20: 30483
Imbalance 5: -0.096874
Imbalance 10: 0.030204
Imbalance 20: -0.006638
Top bid size: 145
Top ask size: 243
Bid wall score: 0.00482
Ask wall score: 0.007972

Dynamics

Bid depth 5 delta: 2322
Ask depth 5 delta: -4706
Imbalance 5 delta: 0.506525
Bid depth 10 delta: -15
Ask depth 10 delta: -8144
Imbalance 10 delta: 0.23923
Spread delta: 0.0001
Mid price delta: 0.00025
Wall shift score: 0.063524

Tape

Buy volume: 17941
Sell volume: 13178
Buy/sell delta: 4763
Buy/sell ratio: 1.361436
Avg trade size: 311.19
Large trade count: 10
Largest trade size: 2652

Candle

Return 1: 0.088476
Return 3: -0.176484
Volume 1: 15381
Volume avg 5: 24303.2
Momentum 5: -0.461945

Cross Exchange

Mid avg: 0.4509075
Mid median: 0.45175
Price deviation %: 0.353177
Spread %: 1.146577

Funding / OI / Volume

Funding rate: 0.00012953
Funding delta: -0.00000262
Funding abs: 0.00012953
Funding pressure: 0.00013215
Open interest: 24975359
Volume 24h: 30210207
Quote volume 24h: 14116712.49624
Price change 24h %: -7.822

Quality

Capture latency ms: 6687
Order book timestamp: 2026-06-24 12:02:34.439000+02:00
Ticker timestamp: 2026-06-24 12:02:30.149000+02:00
Trades timestamp: 2026-06-24 12:02:32.517000+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: 0.4524
Best ask: 0.4529
Spread: 0.0005
Spread %: 0.110461
Mid price: 0.45265
Last price: 0.4521
Mark price: -
Index price: 0.4522

Order Book

Bid depth 5: 1574
Ask depth 5: 978
Bid depth 10: 4933
Ask depth 10: 2813
Bid depth 20: 11093
Ask depth 20: 6661
Imbalance 5: 0.233542
Imbalance 10: 0.27369
Imbalance 20: 0.249634
Top bid size: 229
Top ask size: 175
Bid wall score: 0.020644
Ask wall score: 0.026272

Dynamics

Bid depth 5 delta: 757
Ask depth 5 delta: -889
Imbalance 5 delta: 0.624749
Bid depth 10 delta: 1534
Ask depth 10 delta: -1038
Imbalance 10 delta: 0.336034
Spread delta: 0.0004
Mid price delta: -0.0005
Wall shift score: -0.000106

Tape

Buy volume: 2083
Sell volume: 3558
Buy/sell delta: -1475
Buy/sell ratio: 0.585441
Avg trade size: 56.41
Large trade count: 6
Largest trade size: 748

Candle

Return 1: 0.022124
Return 3: -0.418502
Volume 1: 2870
Volume avg 5: 724.6
Momentum 5: -0.528053

Cross Exchange

Mid avg: 0.4510325
Mid median: 0.45175
Price deviation %: 0.358622
Spread %: 1.257116

Funding / OI / Volume

Funding rate: 0.000132
Funding delta: -0.000002
Funding abs: 0.000132
Funding pressure: 0.000134
Open interest: -
Volume 24h: 1379554
Quote volume 24h: 6509831.634
Price change 24h %: -4.92

Quality

Capture latency ms: 7961
Order book timestamp: 2026-06-24 12:02:27.962000+02:00
Ticker timestamp: 2026-06-24 12:02:25.871000+02:00
Trades timestamp: 2026-06-24 12:02:23.248000+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: 0.43907
Best ask: 0.45589
Spread: 0.01682
Spread %: 3.758827
Mid price: 0.44748
Last price: 0.45225
Mark price: -
Index price: -

Order Book

Bid depth 5: 14898
Ask depth 5: 4480
Bid depth 10: 16064
Ask depth 10: 5747
Bid depth 20: 21037
Ask depth 20: 5747
Imbalance 5: 0.53762
Imbalance 10: 0.473018
Imbalance 20: 0.570863
Top bid size: 195
Top ask size: 233
Bid wall score: 0.009269
Ask wall score: 0.040543

Dynamics

Bid depth 5 delta: 3955
Ask depth 5 delta: -16
Imbalance 5 delta: 0.120041
Bid depth 10 delta: -395
Ask depth 10 delta: -16
Imbalance 10 delta: -0.008307
Spread delta: 0.00011
Mid price delta: -0.000185
Wall shift score: -0.023803

Tape

Buy volume: 3514
Sell volume: 9984
Buy/sell delta: -6470
Buy/sell ratio: 0.351963
Avg trade size: 134.98
Large trade count: 0
Largest trade size: 230

Candle

Return 1: 0
Return 3: -0.593472
Volume 1: 0
Volume avg 5: 57.2
Momentum 5: -0.527879

Cross Exchange

Mid avg: 0.45107875
Mid median: 0.45175
Price deviation %: -0.79781
Spread %: 1.215974

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73710
Volume 24h: 103112
Quote volume 24h: 103112
Price change 24h %: -5.17874

Quality

Capture latency ms: 5604
Order book timestamp: 2026-06-24 12:02:20.298000+02:00
Ticker timestamp: 2026-06-24 12:02:20.576000+02:00
Trades timestamp: 2026-06-24 12:01:50.974000+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: 0.45107
Best ask: 0.45143
Spread: 0.00036
Spread %: 0.079778
Mid price: 0.45125
Last price: 0.4515
Mark price: 0.45182
Index price: 0.452375

Order Book

Bid depth 5: 6
Ask depth 5: 8
Bid depth 10: 11
Ask depth 10: 21
Bid depth 20: 37
Ask depth 20: 37
Imbalance 5: -0.142857
Imbalance 10: -0.3125
Imbalance 20: 0
Top bid size: 2
Top ask size: 1
Bid wall score: 0.054054
Ask wall score: 0.027027

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 3
Imbalance 5 delta: -0.233766
Bid depth 10 delta: -8
Ask depth 10 delta: 7
Imbalance 10 delta: -0.464015
Spread delta: 0.00007
Mid price delta: -0.001065
Wall shift score: -0.006902

Tape

Buy volume: 53
Sell volume: 53
Buy/sell delta: 0
Buy/sell ratio: 1
Avg trade size: 1.06
Large trade count: 2
Largest trade size: 4

Candle

Return 1: 0
Return 3: -0.366317
Volume 1: 0
Volume avg 5: 7.4
Momentum 5: -0.473934

Cross Exchange

Mid avg: 0.451345
Mid median: 0.4522825
Price deviation %: -0.021048
Spread %: 1.215257

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2116200
Quote volume 24h: 984670
Price change 24h %: -8.13

Quality

Capture latency ms: 9688
Order book timestamp: 2026-06-24 12:02:05+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:04:55.316000+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: 0.4522
Best ask: 0.4523
Spread: 0.0001
Spread %: 0.022112
Mid price: 0.45225
Last price: 0.4523
Mark price: -
Index price: -

Order Book

Bid depth 5: 2661
Ask depth 5: 10758
Bid depth 10: 13846
Ask depth 10: 21164
Bid depth 20: 30662
Ask depth 20: 39604
Imbalance 5: -0.603398
Imbalance 10: -0.209026
Imbalance 20: -0.127259
Top bid size: 238
Top ask size: 2948
Bid wall score: 0.007762
Ask wall score: 0.074437

Dynamics

Bid depth 5 delta: -6811
Ask depth 5 delta: 6980
Imbalance 5 delta: -1.033134
Bid depth 10 delta: -5436
Ask depth 10 delta: 10847
Imbalance 10 delta: -0.511908
Spread delta: 0
Mid price delta: -0.0009
Wall shift score: -0.073488

Tape

Buy volume: 8363
Sell volume: 9541
Buy/sell delta: -1178
Buy/sell ratio: 0.876533
Avg trade size: 179.04
Large trade count: 7
Largest trade size: 2534

Candle

Return 1: -0.308642
Return 3: -0.702679
Volume 1: 18140
Volume avg 5: 24852
Momentum 5: -0.637223

Cross Exchange

Mid avg: 0.45157
Mid median: 0.4527325
Price deviation %: 0.150586
Spread %: 1.214651

Funding / OI / Volume

Funding rate: 0.00013215
Funding delta: 0
Funding abs: 0.00013215
Funding pressure: 0.00013215
Open interest: 24968600
Volume 24h: 30262286
Quote volume 24h: 14143100.76594
Price change 24h %: -8.497

Quality

Capture latency ms: 6504
Order book timestamp: 2026-06-24 12:01:54.186000+02:00
Ticker timestamp: 2026-06-24 12:01:49.767000+02:00
Trades timestamp: 2026-06-24 12:01:55.815000+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: 0.4531
Best ask: 0.4532
Spread: 0.0001
Spread %: 0.022068
Mid price: 0.45315
Last price: 0.4532
Mark price: -
Index price: 0.4527

Order Book

Bid depth 5: 817
Ask depth 5: 1867
Bid depth 10: 3399
Ask depth 10: 3851
Bid depth 20: 9415
Ask depth 20: 9632
Imbalance 5: -0.391207
Imbalance 10: -0.062345
Imbalance 20: -0.011393
Top bid size: 35
Top ask size: 89
Bid wall score: 0.003717
Ask wall score: 0.00924

Dynamics

Bid depth 5 delta: -519
Ask depth 5 delta: 341
Imbalance 5 delta: -0.32482
Bid depth 10 delta: -573
Ask depth 10 delta: -319
Imbalance 10 delta: -0.038026
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: -0.003389

Tape

Buy volume: 517
Sell volume: 2588
Buy/sell delta: -2071
Buy/sell ratio: 0.199768
Avg trade size: 31.05
Large trade count: 7
Largest trade size: 403

Candle

Return 1: -0.1985
Return 3: -0.614979
Volume 1: 33
Volume avg 5: 535.6
Momentum 5: -0.593146

Cross Exchange

Mid avg: 0.451695
Mid median: 0.4527325
Price deviation %: 0.32212
Spread %: 1.325009

Funding / OI / Volume

Funding rate: 0.000134
Funding delta: 0
Funding abs: 0.000134
Funding pressure: 0.000134
Open interest: -
Volume 24h: 1376957
Quote volume 24h: 6498101.997
Price change 24h %: -4.68

Quality

Capture latency ms: 5020
Order book timestamp: 2026-06-24 12:01:44.094000+02:00
Ticker timestamp: 2026-06-24 12:01:46.947000+02:00
Trades timestamp: 2026-06-24 12:01:48.438000+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: 0.43931
Best ask: 0.45602
Spread: 0.01671
Spread %: 3.732702
Mid price: 0.447665
Last price: 0.4532
Mark price: -
Index price: -

Order Book

Bid depth 5: 10943
Ask depth 5: 4496
Bid depth 10: 16459
Ask depth 10: 5763
Bid depth 20: 21754
Ask depth 20: 5763
Imbalance 5: 0.417579
Imbalance 10: 0.481325
Imbalance 20: 0.581132
Top bid size: 717
Top ask size: 233
Bid wall score: 0.032959
Ask wall score: 0.04043

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -28
Imbalance 5 delta: 0.002528
Bid depth 10 delta: -1
Ask depth 10 delta: -28
Imbalance 10 delta: 0.001841
Spread delta: 0.00033
Mid price delta: -0.000225
Wall shift score: -0.000194

Tape

Buy volume: 3514
Sell volume: 9946
Buy/sell delta: -6432
Buy/sell ratio: 0.353308
Avg trade size: 134.6
Large trade count: 0
Largest trade size: 230

Candle

Return 1: -0.384658
Return 3: -0.318927
Volume 1: 2
Volume avg 5: 44.8
Momentum 5: -0.318927

Cross Exchange

Mid avg: 0.45175125
Mid median: 0.4527325
Price deviation %: -0.904535
Spread %: 1.275038

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73710
Volume 24h: 103254
Quote volume 24h: 103254
Price change 24h %: -4.979558

Quality

Capture latency ms: 4874
Order book timestamp: 2026-06-24 12:01:43.340000+02:00
Ticker timestamp: 2026-06-24 12:01:43.672000+02:00
Trades timestamp: 2026-06-24 12:01:19.872000+02:00
Data quality score: 90
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: 6368
gate: 6366
htx: 6319
mexc: 6364

By Symbol

VELVET/USDT:USDT: 25417

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.