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: 26313
Total labels: 78939
Pending labels: 59456
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 16:02:35.983315+02:00
Recent trades snapshots: 26312
Micro candles: 526220
Avg data quality: 75.9009615019192034
Latest latency: 9622 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 54 of 2632 · 26313 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 14:29:40.572315+02:00	gate	VELVET/USDT:USDT	0.467105	68	9604 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 14:29:30.861936+02:00	binance	VELVET/USDT:USDT	0.46745	80	5805 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 14:29:24.958307+02:00	mexc	VELVET/USDT:USDT	0.46735	68	5228 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 14:29:19.603856+02:00	htx	VELVET/USDT:USDT	0.4574	80	6134 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 14:29:02.784938+02:00	gate	VELVET/USDT:USDT	0.46833	68	9972 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 14:28:52.711385+02:00	binance	VELVET/USDT:USDT	0.47025	80	7027 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 14:28:45.488362+02:00	mexc	VELVET/USDT:USDT	0.47025	68	5920 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 14:28:39.503328+02:00	htx	VELVET/USDT:USDT	0.46323	80	5760 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 14:28:23.632964+02:00	gate	VELVET/USDT:USDT	0.469535	68	9676 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 14:28:13.805832+02:00	binance	VELVET/USDT:USDT	0.47	80	5774 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.46698
Best ask: 0.46723
Spread: 0.00025
Spread %: 0.053521
Mid price: 0.467105
Last price: 0.4667
Mark price: 0.46636
Index price: 0.466372

Order Book

Bid depth 5: 8
Ask depth 5: 5
Bid depth 10: 22
Ask depth 10: 10
Bid depth 20: 76
Ask depth 20: 37
Imbalance 5: 0.230769
Imbalance 10: 0.375
Imbalance 20: 0.345133
Top bid size: 2
Top ask size: 1
Bid wall score: 0.026316
Ask wall score: 0.027027

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 0
Imbalance 5 delta: 0.230769
Bid depth 10 delta: 7
Ask depth 10 delta: -2
Imbalance 10 delta: 0.263889
Spread delta: 0.00003
Mid price delta: -0.001225
Wall shift score: 0.006547

Tape

Buy volume: 41
Sell volume: 69
Buy/sell delta: -28
Buy/sell ratio: 0.594203
Avg trade size: 1.1
Large trade count: 0
Largest trade size: 3

Candle

Return 1: -0.354428
Return 3: -0.58791
Volume 1: 58
Volume avg 5: 38.8
Momentum 5: -0.754918

Cross Exchange

Mid avg: 0.4651325
Mid median: 0.4674
Price deviation %: 0.424073
Spread %: 2.349868

Funding / OI / Volume

Funding rate: -0.000027
Funding delta: 0
Funding abs: 0.000027
Funding pressure: 0.000027
Open interest: -
Volume 24h: 2403300
Quote volume 24h: 1106733
Price change 24h %: -4.12

Quality

Capture latency ms: 9604
Order book timestamp: 2026-06-24 14:29:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:04.174000+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: 0.4674
Best ask: 0.4675
Spread: 0.0001
Spread %: 0.021393
Mid price: 0.46745
Last price: 0.4674
Mark price: -
Index price: -

Order Book

Bid depth 5: 2241
Ask depth 5: 2270
Bid depth 10: 10756
Ask depth 10: 13855
Bid depth 20: 24765
Ask depth 20: 22014
Imbalance 5: -0.006429
Imbalance 10: -0.125919
Imbalance 20: 0.058808
Top bid size: 362
Top ask size: 201
Bid wall score: 0.014617
Ask wall score: 0.009131

Dynamics

Bid depth 5 delta: -599
Ask depth 5 delta: -1153
Imbalance 5 delta: 0.086658
Bid depth 10 delta: -1478
Ask depth 10 delta: 2051
Imbalance 10 delta: -0.143808
Spread delta: 0
Mid price delta: -0.0028
Wall shift score: -0.001342

Tape

Buy volume: 5913
Sell volume: 47526
Buy/sell delta: -41613
Buy/sell ratio: 0.124416
Avg trade size: 534.39
Large trade count: 6
Largest trade size: 7318

Candle

Return 1: -0.490092
Return 3: -0.722789
Volume 1: 57817
Volume avg 5: 41218.4
Momentum 5: -0.849257

Cross Exchange

Mid avg: 0.4658325
Mid median: 0.46784
Price deviation %: 0.347228
Spread %: 2.758502

Funding / OI / Volume

Funding rate: 0.00019529
Funding delta: 0
Funding abs: 0.00019529
Funding pressure: 0.00019529
Open interest: 24638506
Volume 24h: 31860028
Quote volume 24h: 14719868.13968
Price change 24h %: -4.123

Quality

Capture latency ms: 5805
Order book timestamp: 2026-06-24 14:29:28.736000+02:00
Ticker timestamp: 2026-06-24 14:29:22.285000+02:00
Trades timestamp: 2026-06-24 14:29:29.928000+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: 0.4673
Best ask: 0.4674
Spread: 0.0001
Spread %: 0.021397
Mid price: 0.46735
Last price: 0.4672
Mark price: -
Index price: 0.4668

Order Book

Bid depth 5: 753
Ask depth 5: 1048
Bid depth 10: 2360
Ask depth 10: 3666
Bid depth 20: 6572
Ask depth 20: 6341
Imbalance 5: -0.163798
Imbalance 10: -0.216728
Imbalance 20: 0.017889
Top bid size: 12
Top ask size: 55
Bid wall score: 0.001826
Ask wall score: 0.008674

Dynamics

Bid depth 5 delta: -231
Ask depth 5 delta: 117
Imbalance 5 delta: -0.191474
Bid depth 10 delta: -986
Ask depth 10 delta: 504
Imbalance 10 delta: -0.245
Spread delta: 0
Mid price delta: -0.0029
Wall shift score: -0.008753

Tape

Buy volume: 4732
Sell volume: 2882
Buy/sell delta: 1850
Buy/sell ratio: 1.641915
Avg trade size: 76.14
Large trade count: 6
Largest trade size: 707

Candle

Return 1: -0.57459
Return 3: -0.61689
Volume 1: 2826
Volume avg 5: 1694.8
Momentum 5: -0.764656

Cross Exchange

Mid avg: 0.4665575
Mid median: 0.46929
Price deviation %: 0.169861
Spread %: 2.754216

Funding / OI / Volume

Funding rate: 0.000195
Funding delta: -0.000002
Funding abs: 0.000195
Funding pressure: 0.000197
Open interest: -
Volume 24h: 1309258
Quote volume 24h: 6116394.687
Price change 24h %: -1.74

Quality

Capture latency ms: 5228
Order book timestamp: 2026-06-24 14:29:23.026000+02:00
Ticker timestamp: 2026-06-24 14:29:21.977000+02:00
Trades timestamp: 2026-06-24 14:29:23.158000+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: 0.44963
Best ask: 0.46517
Spread: 0.01554
Spread %: 3.397464
Mid price: 0.4574
Last price: 0.46845
Mark price: -
Index price: -

Order Book

Bid depth 5: 134
Ask depth 5: 1671
Bid depth 10: 1949
Ask depth 10: 3483
Bid depth 20: 59143
Ask depth 20: 45716
Imbalance 5: -0.851524
Imbalance 10: -0.282401
Imbalance 20: 0.128048
Top bid size: 9
Top ask size: 107
Bid wall score: 0.000152
Ask wall score: 0.002341

Dynamics

Bid depth 5 delta: -1687
Ask depth 5 delta: 209
Imbalance 5 delta: -0.960875
Bid depth 10 delta: -31431
Ask depth 10 delta: -59
Imbalance 10 delta: -1.090537
Spread delta: 0.00506
Mid price delta: -0.00583
Wall shift score: -0.000157

Tape

Buy volume: 14116
Sell volume: 5424
Buy/sell delta: 8692
Buy/sell ratio: 2.602507
Avg trade size: 195.4
Large trade count: 6
Largest trade size: 1644

Candle

Return 1: 0
Return 3: 0.036303
Volume 1: 0
Volume avg 5: 86
Momentum 5: 0.064082

Cross Exchange

Mid avg: 0.468015
Mid median: 0.46929
Price deviation %: -2.26809
Spread %: 1.499952

Funding / OI / Volume

Funding rate: -0.00002123
Funding delta: 0.00002463
Funding abs: 0.00002123
Funding pressure: 0.00004586
Open interest: 73703
Volume 24h: 111806
Quote volume 24h: 111806
Price change 24h %: -1.782157

Quality

Capture latency ms: 6134
Order book timestamp: 2026-06-24 14:29:17.940000+02:00
Ticker timestamp: 2026-06-24 14:29:18.244000+02:00
Trades timestamp: 2026-06-24 14:28:36.928000+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: 0.46822
Best ask: 0.46844
Spread: 0.00022
Spread %: 0.046975
Mid price: 0.46833
Last price: 0.46836
Mark price: 0.46941
Index price: 0.469603

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 15
Ask depth 10: 12
Bid depth 20: 40
Ask depth 20: 31
Imbalance 5: 0
Imbalance 10: 0.111111
Imbalance 20: 0.126761
Top bid size: 1
Top ask size: 1
Bid wall score: 0.025
Ask wall score: 0.032258

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 0
Imbalance 5 delta: -0.090909
Bid depth 10 delta: -6
Ask depth 10 delta: -2
Imbalance 10 delta: -0.088889
Spread delta: 0.00005
Mid price delta: -0.001205
Wall shift score: -0.032899

Tape

Buy volume: 49
Sell volume: 72
Buy/sell delta: -23
Buy/sell ratio: 0.680556
Avg trade size: 1.21
Large trade count: 2
Largest trade size: 8

Candle

Return 1: 0
Return 3: -0.234312
Volume 1: 0
Volume avg 5: 27.2
Momentum 5: -0.401914

Cross Exchange

Mid avg: 0.46831625
Mid median: 0.4698925
Price deviation %: 0.002936
Spread %: 1.498987

Funding / OI / Volume

Funding rate: -0.000027
Funding delta: -0.000036
Funding abs: 0.000027
Funding pressure: 0.000063
Open interest: -
Volume 24h: 2397100
Quote volume 24h: 1103840
Price change 24h %: -3.78

Quality

Capture latency ms: 9972
Order book timestamp: 2026-06-24 14:29:01+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:04.138000+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: 0.4702
Best ask: 0.4703
Spread: 0.0001
Spread %: 0.021265
Mid price: 0.47025
Last price: 0.4702
Mark price: -
Index price: -

Order Book

Bid depth 5: 2840
Ask depth 5: 3423
Bid depth 10: 12234
Ask depth 10: 11804
Bid depth 20: 24728
Ask depth 20: 24493
Imbalance 5: -0.093086
Imbalance 10: 0.017888
Imbalance 20: 0.004774
Top bid size: 184
Top ask size: 15
Bid wall score: 0.007441
Ask wall score: 0.000612

Dynamics

Bid depth 5 delta: -210
Ask depth 5 delta: 866
Imbalance 5 delta: -0.181012
Bid depth 10 delta: 449
Ask depth 10 delta: -117
Imbalance 10 delta: 0.023625
Spread delta: -0.0001
Mid price delta: 0.00025
Wall shift score: -0.000748

Tape

Buy volume: 7206
Sell volume: 8071
Buy/sell delta: -865
Buy/sell ratio: 0.892826
Avg trade size: 152.77
Large trade count: 6
Largest trade size: 3225

Candle

Return 1: -0.042535
Return 3: 0
Volume 1: 3710
Volume avg 5: 28613.6
Momentum 5: 0.042571

Cross Exchange

Mid avg: 0.46825375
Mid median: 0.4697675
Price deviation %: 0.426318
Spread %: 1.499187

Funding / OI / Volume

Funding rate: 0.00019529
Funding delta: 0
Funding abs: 0.00019529
Funding pressure: 0.00019529
Open interest: 24660279
Volume 24h: 31816111
Quote volume 24h: 14700248.0554
Price change 24h %: -3.39

Quality

Capture latency ms: 7027
Order book timestamp: 2026-06-24 14:28:50.569000+02:00
Ticker timestamp: 2026-06-24 14:28:45.394000+02:00
Trades timestamp: 2026-06-24 14:28:45.977000+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: 0.4702
Best ask: 0.4703
Spread: 0.0001
Spread %: 0.021265
Mid price: 0.47025
Last price: 0.4703
Mark price: -
Index price: 0.4695

Order Book

Bid depth 5: 984
Ask depth 5: 931
Bid depth 10: 3346
Ask depth 10: 3162
Bid depth 20: 6742
Ask depth 20: 6595
Imbalance 5: 0.027676
Imbalance 10: 0.028273
Imbalance 20: 0.011022
Top bid size: 20
Top ask size: 7
Bid wall score: 0.002966
Ask wall score: 0.001061

Dynamics

Bid depth 5 delta: -241
Ask depth 5 delta: 42
Imbalance 5 delta: -0.131264
Bid depth 10 delta: -561
Ask depth 10 delta: 56
Imbalance 10 delta: -0.085944
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.008145

Tape

Buy volume: 2201
Sell volume: 2183
Buy/sell delta: 18
Buy/sell ratio: 1.008246
Avg trade size: 43.84
Large trade count: 7
Largest trade size: 277

Candle

Return 1: 0
Return 3: -0.042508
Volume 1: 41
Volume avg 5: 756
Momentum 5: 0.021268

Cross Exchange

Mid avg: 0.46825375
Mid median: 0.4697675
Price deviation %: 0.426318
Spread %: 1.499187

Funding / OI / Volume

Funding rate: 0.000197
Funding delta: 0
Funding abs: 0.000197
Funding pressure: 0.000197
Open interest: -
Volume 24h: 1307032
Quote volume 24h: 6105944.073
Price change 24h %: -1.09

Quality

Capture latency ms: 5920
Order book timestamp: 2026-06-24 14:28:43.605000+02:00
Ticker timestamp: 2026-06-24 14:28:42.965000+02:00
Trades timestamp: 2026-06-24 14:28:33.357000+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: 0.45799
Best ask: 0.46847
Spread: 0.01048
Spread %: 2.262375
Mid price: 0.46323
Last price: 0.46845
Mark price: -
Index price: -

Order Book

Bid depth 5: 1821
Ask depth 5: 1462
Bid depth 10: 33380
Ask depth 10: 3542
Bid depth 20: 67426
Ask depth 20: 45533
Imbalance 5: 0.109351
Imbalance 10: 0.808136
Imbalance 20: 0.193814
Top bid size: 20
Top ask size: 106
Bid wall score: 0.000297
Ask wall score: 0.002328

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 13
Imbalance 5 delta: -0.003868
Bid depth 10 delta: -16113
Ask depth 10 delta: 11
Imbalance 10 delta: -0.058679
Spread delta: 0.00057
Mid price delta: 0.000285
Wall shift score: 0.000033

Tape

Buy volume: 14116
Sell volume: 5424
Buy/sell delta: 8692
Buy/sell ratio: 2.602507
Avg trade size: 195.4
Large trade count: 6
Largest trade size: 1644

Candle

Return 1: 0.036303
Return 3: 0.036303
Volume 1: 214
Volume avg 5: 86
Momentum 5: 0.064082

Cross Exchange

Mid avg: 0.4681825
Mid median: 0.4697675
Price deviation %: -1.057814
Spread %: 1.560289

Funding / OI / Volume

Funding rate: -0.00004586
Funding delta: 0.00002302
Funding abs: 0.00004586
Funding pressure: 0.00006888
Open interest: 73596
Volume 24h: 111806
Quote volume 24h: 111806
Price change 24h %: -1.782157

Quality

Capture latency ms: 5760
Order book timestamp: 2026-06-24 14:28:37.998000+02:00
Ticker timestamp: 2026-06-24 14:28:38.294000+02:00
Trades timestamp: 2026-06-24 14:28:36.928000+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: 0.46945
Best ask: 0.46962
Spread: 0.00017
Spread %: 0.036206
Mid price: 0.469535
Last price: 0.4696
Mark price: 0.46962
Index price: 0.469665

Order Book

Bid depth 5: 6
Ask depth 5: 5
Bid depth 10: 21
Ask depth 10: 14
Bid depth 20: 39
Ask depth 20: 39
Imbalance 5: 0.090909
Imbalance 10: 0.2
Imbalance 20: 0
Top bid size: 2
Top ask size: 1
Bid wall score: 0.051282
Ask wall score: 0.025641

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 1
Ask depth 10 delta: -3
Imbalance 10 delta: 0.118919
Spread delta: 0.00003
Mid price delta: 0.000395
Wall shift score: 0.000389

Tape

Buy volume: 52
Sell volume: 69
Buy/sell delta: -17
Buy/sell ratio: 0.753623
Avg trade size: 1.21
Large trade count: 2
Largest trade size: 8

Candle

Return 1: 0.04687
Return 3: 0.095918
Volume 1: 6
Volume avg 5: 27
Momentum 5: 0.012778

Cross Exchange

Mid avg: 0.46808375
Mid median: 0.46957
Price deviation %: 0.310041
Spread %: 1.560618

Funding / OI / Volume

Funding rate: 0.000009
Funding delta: 0.000015
Funding abs: 0.000009
Funding pressure: 0.000024
Open interest: -
Volume 24h: 2396600
Quote volume 24h: 1103605
Price change 24h %: -3.53

Quality

Capture latency ms: 9676
Order book timestamp: 2026-06-24 14:28:22+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:04.102000+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: 0.4699
Best ask: 0.4701
Spread: 0.0002
Spread %: 0.042553
Mid price: 0.47
Last price: 0.4703
Mark price: -
Index price: -

Order Book

Bid depth 5: 3050
Ask depth 5: 2557
Bid depth 10: 11785
Ask depth 10: 11921
Bid depth 20: 22533
Ask depth 20: 22765
Imbalance 5: 0.087926
Imbalance 10: -0.005737
Imbalance 20: -0.005122
Top bid size: 337
Top ask size: 168
Bid wall score: 0.014956
Ask wall score: 0.00738

Dynamics

Bid depth 5 delta: 220
Ask depth 5 delta: 755
Imbalance 5 delta: -0.134009
Bid depth 10 delta: -731
Ask depth 10 delta: 1431
Imbalance 10 delta: -0.093801
Spread delta: 0.0001
Mid price delta: 0.00005
Wall shift score: -0.01915

Tape

Buy volume: 7640
Sell volume: 8877
Buy/sell delta: -1237
Buy/sell ratio: 0.860651
Avg trade size: 165.17
Large trade count: 7
Largest trade size: 3225

Candle

Return 1: 0
Return 3: 0.042553
Volume 1: 1215
Volume avg 5: 28114.6
Momentum 5: 0.085143

Cross Exchange

Mid avg: 0.46807125
Mid median: 0.469545
Price deviation %: 0.412063
Spread %: 1.56066

Funding / OI / Volume

Funding rate: 0.00019529
Funding delta: -0.00000184
Funding abs: 0.00019529
Funding pressure: 0.00019713
Open interest: 24659895
Volume 24h: 31812719
Quote volume 24h: 14698653.2947
Price change 24h %: -3.37

Quality

Capture latency ms: 5774
Order book timestamp: 2026-06-24 14:28:11.521000+02:00
Ticker timestamp: 2026-06-24 14:28:00.792000+02:00
Trades timestamp: 2026-06-24 14:28:12.665000+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: 6593
gate: 6591
htx: 6541
mexc: 6588

By Symbol

VELVET/USDT:USDT: 26313

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.