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: 26740
Total labels: 80220
Pending labels: 60737
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 17:14:32.010127+02:00
Recent trades snapshots: 26739
Micro candles: 534760
Avg data quality: 75.8918474195961107
Latest latency: 9485 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 55 of 2674 · 26740 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 15:44:01.721883+02:00	binance	VELVET/USDT:USDT	0.4693	80	6342 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 15:43:55.280353+02:00	mexc	VELVET/USDT:USDT	0.46955	68	5443 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 15:43:49.784896+02:00	htx	VELVET/USDT:USDT	0.46246	80	5582 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 15:43:16.462411+02:00	gate	VELVET/USDT:USDT	0.46971	68	10108 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 15:43:06.265623+02:00	binance	VELVET/USDT:USDT	0.46995	80	6812 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 15:42:59.355056+02:00	mexc	VELVET/USDT:USDT	0.46965	68	7619 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 15:42:51.681871+02:00	htx	VELVET/USDT:USDT	0.46231	80	6071 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 15:42:33.857529+02:00	gate	VELVET/USDT:USDT	0.469885	68	9867 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 15:42:23.887945+02:00	binance	VELVET/USDT:USDT	0.47005	80	5879 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 15:42:17.910707+02:00	mexc	VELVET/USDT:USDT	0.4701	68	6868 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4692
Best ask: 0.4694
Spread: 0.0002
Spread %: 0.042617
Mid price: 0.4693
Last price: 0.4699
Mark price: -
Index price: -

Order Book

Bid depth 5: 2111
Ask depth 5: 2872
Bid depth 10: 7873
Ask depth 10: 11969
Bid depth 20: 18157
Ask depth 20: 23895
Imbalance 5: -0.152719
Imbalance 10: -0.206431
Imbalance 20: -0.13645
Top bid size: 97
Top ask size: 218
Bid wall score: 0.005342
Ask wall score: 0.009123

Dynamics

Bid depth 5 delta: -98
Ask depth 5 delta: 1279
Imbalance 5 delta: -0.314739
Bid depth 10 delta: 472
Ask depth 10 delta: 1416
Imbalance 10 delta: -0.030871
Spread delta: 0.0001
Mid price delta: -0.00065
Wall shift score: -0.018378

Tape

Buy volume: 7436
Sell volume: 8484
Buy/sell delta: -1048
Buy/sell ratio: 0.876473
Avg trade size: 159.2
Large trade count: 9
Largest trade size: 4283

Candle

Return 1: -0.063843
Return 3: 0.149286
Volume 1: 11709
Volume avg 5: 35381.2
Momentum 5: -0.445198

Cross Exchange

Mid avg: 0.4679175
Mid median: 0.46963
Price deviation %: 0.295458
Spread %: 1.60071

Funding / OI / Volume

Funding rate: 0.00018208
Funding delta: 0
Funding abs: 0.00018208
Funding pressure: 0.00018208
Open interest: 24562473
Volume 24h: 32160390
Quote volume 24h: 14840068.99366
Price change 24h %: -1.488

Quality

Capture latency ms: 6342
Order book timestamp: 2026-06-24 15:43:59.020000+02:00
Ticker timestamp: 2026-06-24 15:43:48.816000+02:00
Trades timestamp: 2026-06-24 15:44:00.802000+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: 0.4695
Best ask: 0.4696
Spread: 0.0001
Spread %: 0.021297
Mid price: 0.46955
Last price: 0.4694
Mark price: -
Index price: 0.469

Order Book

Bid depth 5: 912
Ask depth 5: 975
Bid depth 10: 2938
Ask depth 10: 2782
Bid depth 20: 5122
Ask depth 20: 7015
Imbalance 5: -0.033386
Imbalance 10: 0.027273
Imbalance 20: -0.155969
Top bid size: 42
Top ask size: 56
Bid wall score: 0.0082
Ask wall score: 0.007983

Dynamics

Bid depth 5 delta: -89
Ask depth 5 delta: -375
Imbalance 5 delta: 0.115061
Bid depth 10 delta: -182
Ask depth 10 delta: 62
Imbalance 10 delta: -0.04122
Spread delta: -0.0002
Mid price delta: -0.0001
Wall shift score: -0.005551

Tape

Buy volume: 2727
Sell volume: 915
Buy/sell delta: 1812
Buy/sell ratio: 2.980328
Avg trade size: 36.42
Large trade count: 9
Largest trade size: 367

Candle

Return 1: -0.148904
Return 3: 0.106633
Volume 1: 14
Volume avg 5: 380.6
Momentum 5: -0.445387

Cross Exchange

Mid avg: 0.4679425
Mid median: 0.46968
Price deviation %: 0.343525
Spread %: 1.600624

Funding / OI / Volume

Funding rate: 0.000182
Funding delta: -0.000001
Funding abs: 0.000182
Funding pressure: 0.000183
Open interest: -
Volume 24h: 1257553
Quote volume 24h: 5852425.252
Price change 24h %: -1.28

Quality

Capture latency ms: 5443
Order book timestamp: 2026-06-24 15:43:52.981000+02:00
Ticker timestamp: 2026-06-24 15:43:52.977000+02:00
Trades timestamp: 2026-06-24 15:43:44.357000+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: 0.45731
Best ask: 0.46761
Spread: 0.0103
Spread %: 2.22722
Mid price: 0.46246
Last price: 0.46761
Mark price: -
Index price: -

Order Book

Bid depth 5: 1704
Ask depth 5: 2103
Bid depth 10: 25502
Ask depth 10: 4359
Bid depth 20: 69432
Ask depth 20: 46396
Imbalance 5: -0.104807
Imbalance 10: 0.708047
Imbalance 20: 0.198881
Top bid size: 19
Top ask size: 106
Bid wall score: 0.000274
Ask wall score: 0.002285

Dynamics

Bid depth 5 delta: -231
Ask depth 5 delta: -34
Imbalance 5 delta: -0.0552
Bid depth 10 delta: 9641
Ask depth 10 delta: -884
Imbalance 10 delta: 0.20492
Spread delta: -0.00028
Mid price delta: 0.00015
Wall shift score: -0.022255

Tape

Buy volume: 9702
Sell volume: 34350
Buy/sell delta: -24648
Buy/sell ratio: 0.282445
Avg trade size: 440.52
Large trade count: 4
Largest trade size: 17014

Candle

Return 1: 0.126333
Return 3: 0.126333
Volume 1: 38
Volume avg 5: 50.8
Momentum 5: -0.500043

Cross Exchange

Mid avg: 0.467905
Mid median: 0.46968
Price deviation %: -1.163698
Spread %: 1.63281

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73442
Volume 24h: 140558
Quote volume 24h: 140558
Price change 24h %: -1.958277

Quality

Capture latency ms: 5582
Order book timestamp: 2026-06-24 15:43:48.440000+02:00
Ticker timestamp: 2026-06-24 15:43:48.753000+02:00
Trades timestamp: 2026-06-24 15:43:26.686000+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: 0.46953
Best ask: 0.46989
Spread: 0.00036
Spread %: 0.076643
Mid price: 0.46971
Last price: 0.46921
Mark price: 0.46923
Index price: 0.469478

Order Book

Bid depth 5: 11
Ask depth 5: 9
Bid depth 10: 25
Ask depth 10: 22
Bid depth 20: 88
Ask depth 20: 80
Imbalance 5: 0.1
Imbalance 10: 0.06383
Imbalance 20: 0.047619
Top bid size: 2
Top ask size: 1
Bid wall score: 0.022727
Ask wall score: 0.0125

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: 3
Imbalance 5 delta: 0.190909
Bid depth 10 delta: 7
Ask depth 10 delta: 7
Imbalance 10 delta: -0.027079
Spread delta: 0.00015
Mid price delta: -0.000175
Wall shift score: 0.013141

Tape

Buy volume: 145
Sell volume: 132
Buy/sell delta: 13
Buy/sell ratio: 1.098485
Avg trade size: 2.77
Large trade count: 8
Largest trade size: 22

Candle

Return 1: 0
Return 3: 0.117356
Volume 1: 0
Volume avg 5: 29
Momentum 5: -0.46035

Cross Exchange

Mid avg: 0.46794875
Mid median: 0.4697675
Price deviation %: 0.376377
Spread %: 1.632657

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2517800
Quote volume 24h: 1159618
Price change 24h %: -1.39

Quality

Capture latency ms: 10108
Order book timestamp: 2026-06-24 15:43:15+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:08.576000+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: 0.47
Spread: 0.0001
Spread %: 0.021279
Mid price: 0.46995
Last price: 0.4695
Mark price: -
Index price: -

Order Book

Bid depth 5: 2209
Ask depth 5: 1593
Bid depth 10: 7401
Ask depth 10: 10553
Bid depth 20: 19480
Ask depth 20: 23384
Imbalance 5: 0.16202
Imbalance 10: -0.17556
Imbalance 20: -0.091079
Top bid size: 326
Top ask size: 50
Bid wall score: 0.016735
Ask wall score: 0.002138

Dynamics

Bid depth 5 delta: -353
Ask depth 5 delta: -1419
Imbalance 5 delta: 0.242752
Bid depth 10 delta: -909
Ask depth 10 delta: -798
Imbalance 10 delta: -0.020888
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: 0.020592

Tape

Buy volume: 4389
Sell volume: 2367
Buy/sell delta: 2022
Buy/sell ratio: 1.854246
Avg trade size: 67.56
Large trade count: 10
Largest trade size: 728

Candle

Return 1: 0.021281
Return 3: 0.234592
Volume 1: 166
Volume avg 5: 33072.6
Momentum 5: -0.360399

Cross Exchange

Mid avg: 0.46797375
Mid median: 0.4697675
Price deviation %: 0.422299
Spread %: 1.653939

Funding / OI / Volume

Funding rate: 0.00018208
Funding delta: 0
Funding abs: 0.00018208
Funding pressure: 0.00018208
Open interest: 24556281
Volume 24h: 32151440
Quote volume 24h: 14836140.13556
Price change 24h %: -1.737

Quality

Capture latency ms: 6812
Order book timestamp: 2026-06-24 15:43:03.574000+02:00
Ticker timestamp: 2026-06-24 15:42:57.449000+02:00
Trades timestamp: 2026-06-24 15:43:04.130000+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: 0.4695
Best ask: 0.4698
Spread: 0.0003
Spread %: 0.063877
Mid price: 0.46965
Last price: 0.47
Mark price: -
Index price: 0.4691

Order Book

Bid depth 5: 1001
Ask depth 5: 1350
Bid depth 10: 3120
Ask depth 10: 2720
Bid depth 20: 5310
Ask depth 20: 7773
Imbalance 5: -0.148447
Imbalance 10: 0.068493
Imbalance 20: -0.18826
Top bid size: 129
Top ask size: 144
Bid wall score: 0.024294
Ask wall score: 0.018526

Dynamics

Bid depth 5 delta: 94
Ask depth 5 delta: -216
Imbalance 5 delta: 0.11803
Bid depth 10 delta: 163
Ask depth 10 delta: -1408
Imbalance 10 delta: 0.233772
Spread delta: -0.0001
Mid price delta: -0.00045
Wall shift score: 0.007205

Tape

Buy volume: 2758
Sell volume: 910
Buy/sell delta: 1848
Buy/sell ratio: 3.030769
Avg trade size: 36.68
Large trade count: 9
Largest trade size: 367

Candle

Return 1: 0.085179
Return 3: 0.21322
Volume 1: 457
Volume avg 5: 400.2
Momentum 5: -0.508044

Cross Exchange

Mid avg: 0.46808625
Mid median: 0.4699675
Price deviation %: 0.334073
Spread %: 1.664223

Funding / OI / Volume

Funding rate: 0.000183
Funding delta: 0
Funding abs: 0.000183
Funding pressure: 0.000183
Open interest: -
Volume 24h: 1257516
Quote volume 24h: 5852251.824
Price change 24h %: -1.15

Quality

Capture latency ms: 7619
Order book timestamp: 2026-06-24 15:42:57.627000+02:00
Ticker timestamp: 2026-06-24 15:42:56.802000+02:00
Trades timestamp: 2026-06-24 15:42:55.088000+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: 0.45702
Best ask: 0.4676
Spread: 0.01058
Spread %: 2.288508
Mid price: 0.46231
Last price: 0.46702
Mark price: -
Index price: -

Order Book

Bid depth 5: 1935
Ask depth 5: 2137
Bid depth 10: 15861
Ask depth 10: 5243
Bid depth 20: 48173
Ask depth 20: 42983
Imbalance 5: -0.049607
Imbalance 10: 0.503127
Imbalance 20: 0.056935
Top bid size: 1094
Top ask size: 106
Bid wall score: 0.02271
Ask wall score: 0.002466

Dynamics

Bid depth 5 delta: 111
Ask depth 5 delta: 666
Imbalance 5 delta: -0.156739
Bid depth 10 delta: -5731
Ask depth 10 delta: 1696
Imbalance 10 delta: -0.214682
Spread delta: -0.00138
Mid price delta: -0.00168
Wall shift score: 0.022345

Tape

Buy volume: 9676
Sell volume: 34552
Buy/sell delta: -24876
Buy/sell ratio: 0.280042
Avg trade size: 442.28
Large trade count: 4
Largest trade size: 17014

Candle

Return 1: 0
Return 3: -0.625585
Volume 1: 0
Volume avg 5: 86
Momentum 5: 2.188088

Cross Exchange

Mid avg: 0.46850625
Mid median: 0.4699675
Price deviation %: -1.322554
Spread %: 1.304145

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73442
Volume 24h: 140732
Quote volume 24h: 140732
Price change 24h %: -2.081979

Quality

Capture latency ms: 6071
Order book timestamp: 2026-06-24 15:42:49.840000+02:00
Ticker timestamp: 2026-06-24 15:42:50.148000+02:00
Trades timestamp: 2026-06-24 15:40:44.464000+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: 0.46978
Best ask: 0.46999
Spread: 0.00021
Spread %: 0.044692
Mid price: 0.469885
Last price: 0.46973
Mark price: 0.46905
Index price: 0.46904

Order Book

Bid depth 5: 5
Ask depth 5: 6
Bid depth 10: 18
Ask depth 10: 15
Bid depth 20: 44
Ask depth 20: 78
Imbalance 5: -0.090909
Imbalance 10: 0.090909
Imbalance 20: -0.278689
Top bid size: 1
Top ask size: 2
Bid wall score: 0.022727
Ask wall score: 0.025641

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 0
Imbalance 5 delta: -0.424242
Bid depth 10 delta: -4
Ask depth 10 delta: -3
Imbalance 10 delta: -0.009091
Spread delta: -0.00007
Mid price delta: 0.000875
Wall shift score: 0.00383

Tape

Buy volume: 180
Sell volume: 190
Buy/sell delta: -10
Buy/sell ratio: 0.947368
Avg trade size: 3.7
Large trade count: 10
Largest trade size: 26

Candle

Return 1: 0.260372
Return 3: 0.356754
Volume 1: 4
Volume avg 5: 23
Momentum 5: -0.339429

Cross Exchange

Mid avg: 0.4682875
Mid median: 0.46953
Price deviation %: 0.341137
Spread %: 1.304754

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2514500
Quote volume 24h: 1158072
Price change 24h %: -1.56

Quality

Capture latency ms: 9867
Order book timestamp: 2026-06-24 15:42:32+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:08.552000+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: 0.47
Best ask: 0.4701
Spread: 0.0001
Spread %: 0.021274
Mid price: 0.47005
Last price: 0.4702
Mark price: -
Index price: -

Order Book

Bid depth 5: 2562
Ask depth 5: 3012
Bid depth 10: 8310
Ask depth 10: 11351
Bid depth 20: 19857
Ask depth 20: 23288
Imbalance 5: -0.080732
Imbalance 10: -0.154672
Imbalance 20: -0.079523
Top bid size: 37
Top ask size: 183
Bid wall score: 0.001863
Ask wall score: 0.007858

Dynamics

Bid depth 5 delta: 477
Ask depth 5 delta: -686
Imbalance 5 delta: 0.198189
Bid depth 10 delta: 2050
Ask depth 10 delta: 1447
Imbalance 10 delta: 0.070768
Spread delta: 0
Mid price delta: 0.0012
Wall shift score: -0.002116

Tape

Buy volume: 5781
Sell volume: 6192
Buy/sell delta: -411
Buy/sell ratio: 0.933624
Avg trade size: 119.73
Large trade count: 9
Largest trade size: 1598

Candle

Return 1: 0.127823
Return 3: 0.21322
Volume 1: 6158
Volume avg 5: 26910
Momentum 5: -0.402628

Cross Exchange

Mid avg: 0.4679875
Mid median: 0.46893
Price deviation %: 0.440717
Spread %: 1.30559

Funding / OI / Volume

Funding rate: 0.00018208
Funding delta: -0.00000188
Funding abs: 0.00018208
Funding pressure: 0.00018396
Open interest: 24560641
Volume 24h: 32116802
Quote volume 24h: 14819755.14296
Price change 24h %: -1.591

Quality

Capture latency ms: 5879
Order book timestamp: 2026-06-24 15:42:21.680000+02:00
Ticker timestamp: 2026-06-24 15:42:13.468000+02:00
Trades timestamp: 2026-06-24 15:42:21.280000+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: 0.4699
Best ask: 0.4703
Spread: 0.0004
Spread %: 0.085088
Mid price: 0.4701
Last price: 0.4703
Mark price: -
Index price: 0.4688

Order Book

Bid depth 5: 907
Ask depth 5: 1566
Bid depth 10: 2957
Ask depth 10: 4128
Bid depth 20: 5778
Ask depth 20: 7667
Imbalance 5: -0.266478
Imbalance 10: -0.165279
Imbalance 20: -0.140498
Top bid size: 107
Top ask size: 153
Bid wall score: 0.018519
Ask wall score: 0.019956

Dynamics

Bid depth 5 delta: 151
Ask depth 5 delta: 623
Imbalance 5 delta: -0.156413
Bid depth 10 delta: 773
Ask depth 10 delta: 1275
Imbalance 10 delta: -0.032462
Spread delta: 0.0003
Mid price delta: 0.00125
Wall shift score: -0.01416

Tape

Buy volume: 2869
Sell volume: 762
Buy/sell delta: 2107
Buy/sell ratio: 3.765092
Avg trade size: 36.31
Large trade count: 9
Largest trade size: 367

Candle

Return 1: 0.149063
Return 3: 0.277186
Volume 1: 45
Volume avg 5: 317.8
Momentum 5: -0.444539

Cross Exchange

Mid avg: 0.467675
Mid median: 0.46885
Price deviation %: 0.518522
Spread %: 1.073395

Funding / OI / Volume

Funding rate: 0.000183
Funding delta: -0.000006
Funding abs: 0.000183
Funding pressure: 0.000189
Open interest: -
Volume 24h: 1257146
Quote volume 24h: 5850509.424
Price change 24h %: -1.09

Quality

Capture latency ms: 6868
Order book timestamp: 2026-06-24 15:42:16.094000+02:00
Ticker timestamp: 2026-06-24 15:42:13.867000+02:00
Trades timestamp: 2026-06-24 15:42:10.994000+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: 6700
gate: 6698
htx: 6647
mexc: 6695

By Symbol

VELVET/USDT:USDT: 26740

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.