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: 25913
Total labels: 77739
Pending labels: 58256
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 14:52:54.407062+02:00
Recent trades snapshots: 25912
Micro candles: 518220
Avg data quality: 75.9161810674178984
Latest latency: 6152 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 53 of 2592 · 25913 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 13:24:46.619371+02:00	mexc	VELVET/USDT:USDT	0.45285	66	4793 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 13:24:41.743544+02:00	htx	VELVET/USDT:USDT	0.445065	90	4815 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 13:24:26.715463+02:00	gate	VELVET/USDT:USDT	0.452425	68	9829 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 13:24:16.713501+02:00	binance	VELVET/USDT:USDT	0.45295	80	8225 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 13:24:08.398184+02:00	mexc	VELVET/USDT:USDT	0.45295	68	5810 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 13:24:02.445449+02:00	htx	VELVET/USDT:USDT	0.44478	80	5484 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 13:23:46.553773+02:00	gate	VELVET/USDT:USDT	0.451385	68	9391 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 13:23:37.072315+02:00	binance	VELVET/USDT:USDT	0.45235	80	6152 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 13:23:30.807617+02:00	mexc	VELVET/USDT:USDT	0.45255	78	4783 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 13:23:25.959429+02:00	htx	VELVET/USDT:USDT	0.44486	80	6066 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4528
Best ask: 0.4529
Spread: 0.0001
Spread %: 0.022082
Mid price: 0.45285
Last price: -
Mark price: -
Index price: -

Order Book

Bid depth 5: 591
Ask depth 5: 926
Bid depth 10: 2643
Ask depth 10: 3934
Bid depth 20: 5958
Ask depth 20: 8550
Imbalance 5: -0.220831
Imbalance 10: -0.19629
Imbalance 20: -0.17866
Top bid size: 20
Top ask size: 64
Bid wall score: 0.003357
Ask wall score: 0.007485

Dynamics

Bid depth 5 delta: -337
Ask depth 5 delta: -363
Imbalance 5 delta: -0.057998
Bid depth 10 delta: 162
Ask depth 10 delta: 688
Imbalance 10 delta: -0.062712
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: -0.00254

Tape

Buy volume: 1251
Sell volume: 3473
Buy/sell delta: -2222
Buy/sell ratio: 0.360207
Avg trade size: 47.24
Large trade count: 7
Largest trade size: 794

Candle

Return 1: 0.243417
Return 3: 0.088378
Volume 1: 120
Volume avg 5: 61.8
Momentum 5: 0.287802

Cross Exchange

Mid avg: 0.4508475
Mid median: 0.4526875
Price deviation %: 0.444163
Spread %: 1.748928

Funding / OI / Volume

Funding rate: 0.000112
Funding delta: 0
Funding abs: 0.000112
Funding pressure: 0.000112
Open interest: -
Volume 24h: -
Quote volume 24h: -
Price change 24h %: -

Quality

Capture latency ms: 4793
Order book timestamp: 2026-06-24 13:24:43.133000+02:00
Ticker timestamp: -
Trades timestamp: 2026-06-24 13:24:37.882000+02:00
Data quality score: 66
Missing fields count: 2

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: 0.44114
Best ask: 0.44899
Spread: 0.00785
Spread %: 1.763787
Mid price: 0.445065
Last price: 0.44897
Mark price: -
Index price: -

Order Book

Bid depth 5: 627
Ask depth 5: 1066
Bid depth 10: 24670
Ask depth 10: 6579
Bid depth 20: 72485
Ask depth 20: 14721
Imbalance 5: -0.259303
Imbalance 10: 0.578931
Imbalance 20: 0.662386
Top bid size: 16
Top ask size: 27
Bid wall score: 0.000221
Ask wall score: 0.001834

Dynamics

Bid depth 5 delta: -1269
Ask depth 5 delta: 0
Imbalance 5 delta: -0.539519
Bid depth 10 delta: -9351
Ask depth 10 delta: 3171
Imbalance 10 delta: -0.238965
Spread delta: -0.00057
Mid price delta: 0.000285
Wall shift score: -0.001316

Tape

Buy volume: 7478
Sell volume: 7248
Buy/sell delta: 230
Buy/sell ratio: 1.031733
Avg trade size: 147.26
Large trade count: 2
Largest trade size: 666

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 44.8
Momentum 5: 0

Cross Exchange

Mid avg: 0.45077625
Mid median: 0.4526875
Price deviation %: -1.266981
Spread %: 1.812429

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73670
Volume 24h: 104312
Quote volume 24h: 104312
Price change 24h %: -5.866443

Quality

Capture latency ms: 4815
Order book timestamp: 2026-06-24 13:24:40.540000+02:00
Ticker timestamp: 2026-06-24 13:24:40.789000+02:00
Trades timestamp: 2026-06-24 13:22:03.377000+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

Price

Best bid: 0.45215
Best ask: 0.4527
Spread: 0.00055
Spread %: 0.121567
Mid price: 0.452425
Last price: 0.45227
Mark price: 0.45221
Index price: 0.45221

Order Book

Bid depth 5: 11
Ask depth 5: 14
Bid depth 10: 24
Ask depth 10: 27
Bid depth 20: 83
Ask depth 20: 51
Imbalance 5: -0.12
Imbalance 10: -0.058824
Imbalance 20: 0.238806
Top bid size: 1
Top ask size: 1
Bid wall score: 0.012048
Ask wall score: 0.019608

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -2
Imbalance 5 delta: 0.213333
Bid depth 10 delta: 1
Ask depth 10 delta: 0
Imbalance 10 delta: 0.021176
Spread delta: -0.00008
Mid price delta: 0.00104
Wall shift score: -0.009782

Tape

Buy volume: 149
Sell volume: 141
Buy/sell delta: 8
Buy/sell ratio: 1.056738
Avg trade size: 2.9
Large trade count: 8
Largest trade size: 28

Candle

Return 1: 0.12619
Return 3: 0.261589
Volume 1: 1
Volume avg 5: 0.8
Momentum 5: 0.261589

Cross Exchange

Mid avg: 0.45051625
Mid median: 0.4521675
Price deviation %: 0.423681
Spread %: 1.813475

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2350600
Quote volume 24h: 1086237
Price change 24h %: -6.37

Quality

Capture latency ms: 9829
Order book timestamp: 2026-06-24 13:24:25+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:00.244000+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: 0.4529
Best ask: 0.453
Spread: 0.0001
Spread %: 0.022077
Mid price: 0.45295
Last price: 0.4529
Mark price: -
Index price: -

Order Book

Bid depth 5: 3446
Ask depth 5: 4178
Bid depth 10: 11777
Ask depth 10: 15118
Bid depth 20: 23033
Ask depth 20: 24391
Imbalance 5: -0.096013
Imbalance 10: -0.124224
Imbalance 20: -0.028635
Top bid size: 131
Top ask size: 92
Bid wall score: 0.005687
Ask wall score: 0.003772

Dynamics

Bid depth 5 delta: 1762
Ask depth 5 delta: -191
Imbalance 5 delta: 0.347569
Bid depth 10 delta: 5100
Ask depth 10 delta: 1930
Imbalance 10 delta: 0.203539
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: 0.004656

Tape

Buy volume: 19794
Sell volume: 17357
Buy/sell delta: 2437
Buy/sell ratio: 1.140404
Avg trade size: 371.51
Large trade count: 7
Largest trade size: 8885

Candle

Return 1: 0.132626
Return 3: 0.066269
Volume 1: 9067
Volume avg 5: 12909.2
Momentum 5: 0.310009

Cross Exchange

Mid avg: 0.45036625
Mid median: 0.4518675
Price deviation %: 0.5737
Spread %: 1.814079

Funding / OI / Volume

Funding rate: 0.00011154
Funding delta: -0.00000046
Funding abs: 0.00011154
Funding pressure: 0.000112
Open interest: 24785587
Volume 24h: 31568466
Quote volume 24h: 14636893.95856
Price change 24h %: -6.329

Quality

Capture latency ms: 8225
Order book timestamp: 2026-06-24 13:24:14.530000+02:00
Ticker timestamp: 2026-06-24 13:24:07.435000+02:00
Trades timestamp: 2026-06-24 13:24:16.101000+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: 0.4529
Best ask: 0.453
Spread: 0.0001
Spread %: 0.022077
Mid price: 0.45295
Last price: 0.4519
Mark price: -
Index price: 0.452

Order Book

Bid depth 5: 928
Ask depth 5: 1289
Bid depth 10: 2481
Ask depth 10: 3246
Bid depth 20: 6699
Ask depth 20: 8096
Imbalance 5: -0.162833
Imbalance 10: -0.133578
Imbalance 20: -0.094424
Top bid size: 63
Top ask size: 89
Bid wall score: 0.009404
Ask wall score: 0.010993

Dynamics

Bid depth 5 delta: 474
Ask depth 5 delta: -268
Imbalance 5 delta: 0.385651
Bid depth 10 delta: -230
Ask depth 10 delta: -1339
Imbalance 10 delta: 0.123275
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: 0.010443

Tape

Buy volume: 647
Sell volume: 4734
Buy/sell delta: -4087
Buy/sell ratio: 0.136671
Avg trade size: 53.81
Large trade count: 8
Largest trade size: 794

Candle

Return 1: 0.221288
Return 3: 0.066284
Volume 1: 2
Volume avg 5: 38.2
Momentum 5: 0.265663

Cross Exchange

Mid avg: 0.45026625
Mid median: 0.4518675
Price deviation %: 0.596036
Spread %: 1.725646

Funding / OI / Volume

Funding rate: 0.000112
Funding delta: -0.000002
Funding abs: 0.000112
Funding pressure: 0.000114
Open interest: -
Volume 24h: 1336507
Quote volume 24h: 6264141.766
Price change 24h %: -4.96

Quality

Capture latency ms: 5810
Order book timestamp: 2026-06-24 13:24:06.522000+02:00
Ticker timestamp: 2026-06-24 13:24:05.743000+02:00
Trades timestamp: 2026-06-24 13:24:06.358000+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: 0.44057
Best ask: 0.44899
Spread: 0.00842
Spread %: 1.893071
Mid price: 0.44478
Last price: 0.44897
Mark price: -
Index price: -

Order Book

Bid depth 5: 1896
Ask depth 5: 1066
Bid depth 10: 34021
Ask depth 10: 3408
Bid depth 20: 72335
Ask depth 20: 49426
Imbalance 5: 0.280216
Imbalance 10: 0.817895
Imbalance 20: 0.188147
Top bid size: 18
Top ask size: 27
Bid wall score: 0.000249
Ask wall score: 0.000546

Dynamics

Bid depth 5 delta: 8
Ask depth 5 delta: 87
Imbalance 5 delta: -0.03684
Bid depth 10 delta: 8486
Ask depth 10 delta: 327
Imbalance 10 delta: 0.033229
Spread delta: 0.00016
Mid price delta: -0.00008
Wall shift score: 0.000034

Tape

Buy volume: 7478
Sell volume: 7248
Buy/sell delta: 230
Buy/sell ratio: 1.031733
Avg trade size: 147.26
Large trade count: 2
Largest trade size: 666

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 44.8
Momentum 5: 0

Cross Exchange

Mid avg: 0.45028625
Mid median: 0.4518675
Price deviation %: -1.222833
Spread %: 1.707803

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73670
Volume 24h: 104312
Quote volume 24h: 104312
Price change 24h %: -5.866443

Quality

Capture latency ms: 5484
Order book timestamp: 2026-06-24 13:24:00.940000+02:00
Ticker timestamp: 2026-06-24 13:24:01.297000+02:00
Trades timestamp: 2026-06-24 13:22:03.377000+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: 0.4517
Spread: 0.00063
Spread %: 0.13957
Mid price: 0.451385
Last price: 0.4517
Mark price: 0.45162
Index price: 0.451618

Order Book

Bid depth 5: 8
Ask depth 5: 16
Bid depth 10: 23
Ask depth 10: 27
Bid depth 20: 45
Ask depth 20: 50
Imbalance 5: -0.333333
Imbalance 10: -0.08
Imbalance 20: -0.052632
Top bid size: 1
Top ask size: 1
Bid wall score: 0.022222
Ask wall score: 0.02

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 3
Imbalance 5 delta: -0.095238
Bid depth 10 delta: 3
Ask depth 10 delta: 4
Imbalance 10 delta: -0.010233
Spread delta: 0.00022
Mid price delta: -0.00122
Wall shift score: -0.002354

Tape

Buy volume: 149
Sell volume: 141
Buy/sell delta: 8
Buy/sell ratio: 1.056738
Avg trade size: 2.9
Large trade count: 8
Largest trade size: 28

Candle

Return 1: 0
Return 3: 0.135228
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: 0.164094

Cross Exchange

Mid avg: 0.45059125
Mid median: 0.45245
Price deviation %: 0.176157
Spread %: 1.718853

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2350500
Quote volume 24h: 1086192
Price change 24h %: -6.47

Quality

Capture latency ms: 9391
Order book timestamp: 2026-06-24 13:23:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:00.159000+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: 0.4523
Best ask: 0.4524
Spread: 0.0001
Spread %: 0.022107
Mid price: 0.45235
Last price: 0.4525
Mark price: -
Index price: -

Order Book

Bid depth 5: 1684
Ask depth 5: 4369
Bid depth 10: 6677
Ask depth 10: 13188
Bid depth 20: 22055
Ask depth 20: 27188
Imbalance 5: -0.443582
Imbalance 10: -0.327762
Imbalance 20: -0.104238
Top bid size: 492
Top ask size: 681
Bid wall score: 0.022308
Ask wall score: 0.025048

Dynamics

Bid depth 5 delta: -1557
Ask depth 5 delta: -921
Imbalance 5 delta: -0.203399
Bid depth 10 delta: -5454
Ask depth 10 delta: -1833
Imbalance 10 delta: -0.221325
Spread delta: -0.0002
Mid price delta: 0.0002
Wall shift score: -0.031937

Tape

Buy volume: 11301
Sell volume: 14934
Buy/sell delta: -3633
Buy/sell ratio: 0.75673
Avg trade size: 262.35
Large trade count: 4
Largest trade size: 8885

Candle

Return 1: -0.044179
Return 3: -0.022095
Volume 1: 17626
Volume avg 5: 10792.8
Momentum 5: 0.177109

Cross Exchange

Mid avg: 0.45054125
Mid median: 0.45235
Price deviation %: 0.401462
Spread %: 1.719043

Funding / OI / Volume

Funding rate: 0.000112
Funding delta: -0.00000209
Funding abs: 0.000112
Funding pressure: 0.00011409
Open interest: 24782213
Volume 24h: 31561935
Quote volume 24h: 14634105.41306
Price change 24h %: -6.682

Quality

Capture latency ms: 6152
Order book timestamp: 2026-06-24 13:23:34.945000+02:00
Ticker timestamp: 2026-06-24 13:23:27.802000+02:00
Trades timestamp: 2026-06-24 13:23:35.025000+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: 0.4525
Best ask: 0.4526
Spread: 0.0001
Spread %: 0.022097
Mid price: 0.45255
Last price: 0.4526
Mark price: -
Index price: 0.4522

Order Book

Bid depth 5: 454
Ask depth 5: 1557
Bid depth 10: 2711
Ask depth 10: 4585
Bid depth 20: 7656
Ask depth 20: 8091
Imbalance 5: -0.548483
Imbalance 10: -0.256853
Imbalance 20: -0.027624
Top bid size: 29
Top ask size: 128
Bid wall score: 0.003788
Ask wall score: 0.01582

Dynamics

Bid depth 5 delta: -178
Ask depth 5 delta: -370
Imbalance 5 delta: -0.042426
Bid depth 10 delta: -227
Ask depth 10 delta: -58
Imbalance 10 delta: -0.031949
Spread delta: 0
Mid price delta: 0.0004
Wall shift score: -0.01537

Tape

Buy volume: 651
Sell volume: 4854
Buy/sell delta: -4203
Buy/sell ratio: 0.134116
Avg trade size: 55.05
Large trade count: 8
Largest trade size: 794

Candle

Return 1: 0.132743
Return 3: -0.04417
Volume 1: 50
Volume avg 5: 59.6
Momentum 5: 0.199247

Cross Exchange

Mid avg: 0.45044125
Mid median: 0.45215
Price deviation %: 0.468152
Spread %: 1.719425

Funding / OI / Volume

Funding rate: 0.000114
Funding delta: -0.000001
Funding abs: 0.000114
Funding pressure: 0.000115
Open interest: -
Volume 24h: 1336496
Quote volume 24h: 6264092.92
Price change 24h %: -4.81

Quality

Capture latency ms: 4783
Order book timestamp: 2026-06-24 13:23:28.251000+02:00
Ticker timestamp: 2026-06-24 13:23:26.946000+02:00
Trades timestamp: 2026-06-24 13:23:21.083000+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: 0.44073
Best ask: 0.44899
Spread: 0.00826
Spread %: 1.856764
Mid price: 0.44486
Last price: 0.44897
Mark price: -
Index price: -

Order Book

Bid depth 5: 1888
Ask depth 5: 979
Bid depth 10: 25535
Ask depth 10: 3081
Bid depth 20: 73169
Ask depth 20: 49084
Imbalance 5: 0.317056
Imbalance 10: 0.784666
Imbalance 20: 0.197009
Top bid size: 16
Top ask size: 27
Bid wall score: 0.000219
Ask wall score: 0.00055

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: -87
Imbalance 5 delta: 0.037326
Bid depth 10 delta: -26
Ask depth 10 delta: -327
Imbalance 10 delta: 0.019952
Spread delta: -0.00056
Mid price delta: 0.00028
Wall shift score: -0.000018

Tape

Buy volume: 7478
Sell volume: 7248
Buy/sell delta: 230
Buy/sell ratio: 1.031733
Avg trade size: 147.26
Large trade count: 2
Largest trade size: 666

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 49.6
Momentum 5: 0

Cross Exchange

Mid avg: 0.45037125
Mid median: 0.45215
Price deviation %: -1.223713
Spread %: 1.781863

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73670
Volume 24h: 104518
Quote volume 24h: 104518
Price change 24h %: -5.866443

Quality

Capture latency ms: 6066
Order book timestamp: 2026-06-24 13:23:24.140000+02:00
Ticker timestamp: 2026-06-24 13:23:24.429000+02:00
Trades timestamp: 2026-06-24 13:22:03.377000+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: 6493
gate: 6490
htx: 6442
mexc: 6488

By Symbol

VELVET/USDT:USDT: 25913

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.