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: 27174
Total labels: 81522
Pending labels: 62039
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 18:23:56.820988+02:00
Recent trades snapshots: 27173
Micro candles: 543440
Avg data quality: 75.8953411349083683
Latest latency: 4089 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 56 of 2718 · 27174 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 16:56:00.584063+02:00	gate	VELVET/USDT:USDT	0.474825	68	9572 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 16:55:50.852487+02:00	binance	VELVET/USDT:USDT	0.4751	80	6618 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 16:55:44.153135+02:00	mexc	VELVET/USDT:USDT	0.47515	68	5716 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 16:55:38.385481+02:00	htx	VELVET/USDT:USDT	0.467885	80	6023 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 16:55:22.202225+02:00	gate	VELVET/USDT:USDT	0.47435	68	9554 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 16:55:12.542588+02:00	binance	VELVET/USDT:USDT	0.47465	80	6894 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 16:55:05.545001+02:00	mexc	VELVET/USDT:USDT	0.47435	68	5905 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 16:54:59.579802+02:00	htx	VELVET/USDT:USDT	0.467865	80	5593 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 16:54:43.993163+02:00	gate	VELVET/USDT:USDT	0.473865	68	10076 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 16:54:33.835306+02:00	binance	VELVET/USDT:USDT	0.47455	80	8048 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4747
Best ask: 0.47495
Spread: 0.00025
Spread %: 0.052651
Mid price: 0.474825
Last price: 0.47494
Mark price: 0.47494
Index price: 0.474637

Order Book

Bid depth 5: 9
Ask depth 5: 12
Bid depth 10: 18
Ask depth 10: 21
Bid depth 20: 39
Ask depth 20: 41
Imbalance 5: -0.142857
Imbalance 10: -0.076923
Imbalance 20: -0.025
Top bid size: 1
Top ask size: 1
Bid wall score: 0.025641
Ask wall score: 0.02439

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 7
Imbalance 5 delta: -0.554622
Bid depth 10 delta: -6
Ask depth 10 delta: 0
Imbalance 10 delta: -0.14359
Spread delta: -0.00019
Mid price delta: 0.000475
Wall shift score: 0.001986

Tape

Buy volume: 133
Sell volume: 33
Buy/sell delta: 100
Buy/sell ratio: 4.030303
Avg trade size: 1.66
Large trade count: 4
Largest trade size: 22

Candle

Return 1: 0
Return 3: 0.213112
Volume 1: 0
Volume avg 5: 21.2
Momentum 5: 0.414394

Cross Exchange

Mid avg: 0.47312125
Mid median: 0.474725
Price deviation %: 0.360109
Spread %: 1.535547

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2580000
Quote volume 24h: 1187341
Price change 24h %: -1.35

Quality

Capture latency ms: 9572
Order book timestamp: 2026-06-24 16:55:59+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:12.948000+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: 0.475
Best ask: 0.4752
Spread: 0.0002
Spread %: 0.042096
Mid price: 0.4751
Last price: 0.4751
Mark price: -
Index price: -

Order Book

Bid depth 5: 5341
Ask depth 5: 2779
Bid depth 10: 16280
Ask depth 10: 11813
Bid depth 20: 27013
Ask depth 20: 26903
Imbalance 5: 0.315517
Imbalance 10: 0.159008
Imbalance 20: 0.00204
Top bid size: 1006
Top ask size: 189
Bid wall score: 0.037241
Ask wall score: 0.007025

Dynamics

Bid depth 5 delta: 740
Ask depth 5 delta: -1580
Imbalance 5 delta: 0.288508
Bid depth 10 delta: 7314
Ask depth 10 delta: -845
Imbalance 10 delta: 0.329744
Spread delta: 0.0001
Mid price delta: 0.00045
Wall shift score: -0.004692

Tape

Buy volume: 17087
Sell volume: 15469
Buy/sell delta: 1618
Buy/sell ratio: 1.104596
Avg trade size: 325.56
Large trade count: 7
Largest trade size: 3754

Candle

Return 1: 0.252951
Return 3: 0.422297
Volume 1: 25196
Volume avg 5: 23038.6
Momentum 5: 0.443506

Cross Exchange

Mid avg: 0.47300875
Mid median: 0.4745
Price deviation %: 0.442117
Spread %: 1.535912

Funding / OI / Volume

Funding rate: 0.00019091
Funding delta: 0
Funding abs: 0.00019091
Funding pressure: 0.00019091
Open interest: 24588241
Volume 24h: 32476922
Quote volume 24h: 14974215.71674
Price change 24h %: -1.329

Quality

Capture latency ms: 6618
Order book timestamp: 2026-06-24 16:55:48.664000+02:00
Ticker timestamp: 2026-06-24 16:55:42.343000+02:00
Trades timestamp: 2026-06-24 16:55:48.698000+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: 0.4751
Best ask: 0.4752
Spread: 0.0001
Spread %: 0.021046
Mid price: 0.47515
Last price: 0.4752
Mark price: -
Index price: 0.4744

Order Book

Bid depth 5: 1008
Ask depth 5: 605
Bid depth 10: 3467
Ask depth 10: 2473
Bid depth 20: 6772
Ask depth 20: 5660
Imbalance 5: 0.249845
Imbalance 10: 0.16734
Imbalance 20: 0.089447
Top bid size: 170
Top ask size: 33
Bid wall score: 0.025103
Ask wall score: 0.00583

Dynamics

Bid depth 5 delta: -144
Ask depth 5 delta: -368
Imbalance 5 delta: 0.16561
Bid depth 10 delta: 241
Ask depth 10 delta: -921
Imbalance 10 delta: 0.192718
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: 0.008765

Tape

Buy volume: 2153
Sell volume: 598
Buy/sell delta: 1555
Buy/sell ratio: 3.600334
Avg trade size: 27.51
Large trade count: 9
Largest trade size: 189

Candle

Return 1: 0.189753
Return 3: 0.359029
Volume 1: 506
Volume avg 5: 381.4
Momentum 5: 0.316656

Cross Exchange

Mid avg: 0.47280875
Mid median: 0.47435
Price deviation %: 0.495179
Spread %: 1.430811

Funding / OI / Volume

Funding rate: 0.000185
Funding delta: 0
Funding abs: 0.000185
Funding pressure: 0.000185
Open interest: -
Volume 24h: 1245739
Quote volume 24h: 5792135.379
Price change 24h %: -0.06

Quality

Capture latency ms: 5716
Order book timestamp: 2026-06-24 16:55:41.955000+02:00
Ticker timestamp: 2026-06-24 16:55:39.861000+02:00
Trades timestamp: 2026-06-24 16:55:30.642000+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: 0.46578
Best ask: 0.46999
Spread: 0.00421
Spread %: 0.899794
Mid price: 0.467885
Last price: 0.46994
Mark price: -
Index price: -

Order Book

Bid depth 5: 1590
Ask depth 5: 2175
Bid depth 10: 24339
Ask depth 10: 4247
Bid depth 20: 65207
Ask depth 20: 45524
Imbalance 5: -0.155378
Imbalance 10: 0.702862
Imbalance 20: 0.177755
Top bid size: 989
Top ask size: 148
Bid wall score: 0.015167
Ask wall score: 0.003251

Dynamics

Bid depth 5 delta: -3385
Ask depth 5 delta: 176
Imbalance 5 delta: -0.582106
Bid depth 10 delta: 168
Ask depth 10 delta: 15
Imbalance 10 delta: 0.000858
Spread delta: 0.00004
Mid price delta: 0.00002
Wall shift score: -0.000907

Tape

Buy volume: 3080
Sell volume: 34440
Buy/sell delta: -31360
Buy/sell ratio: 0.089431
Avg trade size: 375.2
Large trade count: 6
Largest trade size: 17014

Candle

Return 1: 0.006384
Return 3: 0.006384
Volume 1: 100
Volume avg 5: 31.2
Momentum 5: 0

Cross Exchange

Mid avg: 0.47280375
Mid median: 0.47435
Price deviation %: -1.040337
Spread %: 1.435056

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73652
Volume 24h: 142022
Quote volume 24h: 142022
Price change 24h %: -1.469756

Quality

Capture latency ms: 6023
Order book timestamp: 2026-06-24 16:55:36.540000+02:00
Ticker timestamp: 2026-06-24 16:55:37.169000+02:00
Trades timestamp: 2026-06-24 16:55:30.365000+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: 0.47413
Best ask: 0.47457
Spread: 0.00044
Spread %: 0.092759
Mid price: 0.47435
Last price: 0.47458
Mark price: 0.47378
Index price: 0.473375

Order Book

Bid depth 5: 12
Ask depth 5: 5
Bid depth 10: 24
Ask depth 10: 21
Bid depth 20: 85
Ask depth 20: 80
Imbalance 5: 0.411765
Imbalance 10: 0.066667
Imbalance 20: 0.030303
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011765
Ask wall score: 0.0125

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: -7
Imbalance 5 delta: 0.745098
Bid depth 10 delta: 8
Ask depth 10 delta: 0
Imbalance 10 delta: 0.201802
Spread delta: 0.00011
Mid price delta: 0.000485
Wall shift score: -0.002796

Tape

Buy volume: 123
Sell volume: 43
Buy/sell delta: 80
Buy/sell ratio: 2.860465
Avg trade size: 1.66
Large trade count: 4
Largest trade size: 22

Candle

Return 1: 0.122363
Return 3: 0.399839
Volume 1: 10
Volume avg 5: 20.4
Momentum 5: 0.467854

Cross Exchange

Mid avg: 0.4726825
Mid median: 0.4741075
Price deviation %: 0.352774
Spread %: 1.435424

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2577300
Quote volume 24h: 1186060
Price change 24h %: -1.43

Quality

Capture latency ms: 9554
Order book timestamp: 2026-06-24 16:55:21+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:12.916000+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: 0.4746
Best ask: 0.4747
Spread: 0.0001
Spread %: 0.021068
Mid price: 0.47465
Last price: 0.4744
Mark price: -
Index price: -

Order Book

Bid depth 5: 4601
Ask depth 5: 4359
Bid depth 10: 8966
Ask depth 10: 12658
Bid depth 20: 22210
Ask depth 20: 27501
Imbalance 5: 0.027009
Imbalance 10: -0.170736
Imbalance 20: -0.106435
Top bid size: 827
Top ask size: 64
Bid wall score: 0.037235
Ask wall score: 0.002327

Dynamics

Bid depth 5 delta: -611
Ask depth 5 delta: 1439
Imbalance 5 delta: -0.254841
Bid depth 10 delta: -4438
Ask depth 10 delta: -354
Imbalance 10 delta: -0.185576
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: -0.000122

Tape

Buy volume: 7922
Sell volume: 13128
Buy/sell delta: -5206
Buy/sell ratio: 0.603443
Avg trade size: 210.5
Large trade count: 9
Largest trade size: 1835

Candle

Return 1: 0.063238
Return 3: 0.232264
Volume 1: 658
Volume avg 5: 18131
Momentum 5: 0.253432

Cross Exchange

Mid avg: 0.4726575
Mid median: 0.4741075
Price deviation %: 0.421553
Spread %: 1.414343

Funding / OI / Volume

Funding rate: 0.00019091
Funding delta: 0.00000509
Funding abs: 0.00019091
Funding pressure: 0.000196
Open interest: 24581529
Volume 24h: 32478937
Quote volume 24h: 14975233.32714
Price change 24h %: -1.084

Quality

Capture latency ms: 6894
Order book timestamp: 2026-06-24 16:55:09.948000+02:00
Ticker timestamp: 2026-06-24 16:54:56.684000+02:00
Trades timestamp: 2026-06-24 16:55:10.161000+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: 0.4743
Best ask: 0.4744
Spread: 0.0001
Spread %: 0.021081
Mid price: 0.47435
Last price: 0.4744
Mark price: -
Index price: 0.4733

Order Book

Bid depth 5: 1152
Ask depth 5: 973
Bid depth 10: 3226
Ask depth 10: 3394
Bid depth 20: 6287
Ask depth 20: 7423
Imbalance 5: 0.084235
Imbalance 10: -0.025378
Imbalance 20: -0.082859
Top bid size: 83
Top ask size: 20
Bid wall score: 0.013202
Ask wall score: 0.002694

Dynamics

Bid depth 5 delta: -291
Ask depth 5 delta: 187
Imbalance 5 delta: -0.210516
Bid depth 10 delta: -187
Ask depth 10 delta: 473
Imbalance 10 delta: -0.103054
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: -0.018799

Tape

Buy volume: 1730
Sell volume: 592
Buy/sell delta: 1138
Buy/sell ratio: 2.922297
Avg trade size: 23.22
Large trade count: 8
Largest trade size: 186

Candle

Return 1: 0.021084
Return 3: 0.190074
Volume 1: 2
Volume avg 5: 280.6
Momentum 5: 0.147773

Cross Exchange

Mid avg: 0.4727075
Mid median: 0.4742075
Price deviation %: 0.347466
Spread %: 1.414194

Funding / OI / Volume

Funding rate: 0.000185
Funding delta: 0
Funding abs: 0.000185
Funding pressure: 0.000185
Open interest: -
Volume 24h: 1245285
Quote volume 24h: 5789981.081
Price change 24h %: -0.23

Quality

Capture latency ms: 5905
Order book timestamp: 2026-06-24 16:55:04.059000+02:00
Ticker timestamp: 2026-06-24 16:55:00.940000+02:00
Trades timestamp: 2026-06-24 16:55:00.359000+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: 0.46578
Best ask: 0.46995
Spread: 0.00417
Spread %: 0.891283
Mid price: 0.467865
Last price: 0.46993
Mark price: -
Index price: -

Order Book

Bid depth 5: 4975
Ask depth 5: 1999
Bid depth 10: 24171
Ask depth 10: 4232
Bid depth 20: 65276
Ask depth 20: 45541
Imbalance 5: 0.426728
Imbalance 10: 0.702003
Imbalance 20: 0.178086
Top bid size: 989
Top ask size: 106
Bid wall score: 0.015151
Ask wall score: 0.002328

Dynamics

Bid depth 5 delta: 3790
Ask depth 5 delta: 0
Imbalance 5 delta: 0.682381
Bid depth 10 delta: 738
Ask depth 10 delta: 0
Imbalance 10 delta: 0.007949
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.000154

Tape

Buy volume: 3204
Sell volume: 34646
Buy/sell delta: -31442
Buy/sell ratio: 0.092478
Avg trade size: 378.5
Large trade count: 6
Largest trade size: 17014

Candle

Return 1: 0
Return 3: -0.006384
Volume 1: 0
Volume avg 5: 169.6
Momentum 5: 0.631719

Cross Exchange

Mid avg: 0.4727075
Mid median: 0.4742075
Price deviation %: -1.024418
Spread %: 1.414194

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73653
Volume 24h: 142224
Quote volume 24h: 142224
Price change 24h %: -1.471852

Quality

Capture latency ms: 5593
Order book timestamp: 2026-06-24 16:54:57.740000+02:00
Ticker timestamp: 2026-06-24 16:54:58.559000+02:00
Trades timestamp: 2026-06-24 16:52:52.169000+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: 0.4737
Best ask: 0.47403
Spread: 0.00033
Spread %: 0.06964
Mid price: 0.473865
Last price: 0.47393
Mark price: 0.47388
Index price: 0.47344

Order Book

Bid depth 5: 6
Ask depth 5: 12
Bid depth 10: 16
Ask depth 10: 21
Bid depth 20: 79
Ask depth 20: 43
Imbalance 5: -0.333333
Imbalance 10: -0.135135
Imbalance 20: 0.295082
Top bid size: 2
Top ask size: 1
Bid wall score: 0.025316
Ask wall score: 0.023256

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -3
Imbalance 5 delta: 0.030303
Bid depth 10 delta: -1
Ask depth 10 delta: -7
Imbalance 10 delta: 0.109309
Spread delta: 0.00002
Mid price delta: 0.00006
Wall shift score: 0.024954

Tape

Buy volume: 127
Sell volume: 43
Buy/sell delta: 84
Buy/sell ratio: 2.953488
Avg trade size: 1.7
Large trade count: 4
Largest trade size: 22

Candle

Return 1: 0
Return 3: 0.200854
Volume 1: 0
Volume avg 5: 23
Momentum 5: 0.408898

Cross Exchange

Mid avg: 0.4726925
Mid median: 0.4741775
Price deviation %: 0.248047
Spread %: 1.414239

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2577000
Quote volume 24h: 1185918
Price change 24h %: -1.52

Quality

Capture latency ms: 10076
Order book timestamp: 2026-06-24 16:54:42+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:12.822000+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: 0.4745
Best ask: 0.4746
Spread: 0.0001
Spread %: 0.021073
Mid price: 0.47455
Last price: 0.4746
Mark price: -
Index price: -

Order Book

Bid depth 5: 5212
Ask depth 5: 2920
Bid depth 10: 13404
Ask depth 10: 13012
Bid depth 20: 26281
Ask depth 20: 27601
Imbalance 5: 0.281849
Imbalance 10: 0.014839
Imbalance 20: -0.024498
Top bid size: 973
Top ask size: 55
Bid wall score: 0.037023
Ask wall score: 0.001993

Dynamics

Bid depth 5 delta: -438
Ask depth 5 delta: -3918
Imbalance 5 delta: 0.376981
Bid depth 10 delta: 2214
Ask depth 10 delta: -1171
Imbalance 10 delta: 0.1328
Spread delta: -0.0001
Mid price delta: -0.00005
Wall shift score: 0.063307

Tape

Buy volume: 7836
Sell volume: 13851
Buy/sell delta: -6015
Buy/sell ratio: 0.565735
Avg trade size: 216.87
Large trade count: 8
Largest trade size: 1835

Candle

Return 1: 0.021079
Return 3: 0.295921
Volume 1: 1318
Volume avg 5: 20264.6
Momentum 5: 0.35956

Cross Exchange

Mid avg: 0.472705
Mid median: 0.4741775
Price deviation %: 0.390307
Spread %: 1.424779

Funding / OI / Volume

Funding rate: 0.00018582
Funding delta: 0
Funding abs: 0.00018582
Funding pressure: 0.00018582
Open interest: 24582847
Volume 24h: 32465703
Quote volume 24h: 14969014.87544
Price change 24h %: -1.043

Quality

Capture latency ms: 8048
Order book timestamp: 2026-06-24 16:54:30.829000+02:00
Ticker timestamp: 2026-06-24 16:54:22.761000+02:00
Trades timestamp: 2026-06-24 16:54:31.021000+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: 6808
gate: 6806
htx: 6756
mexc: 6804

By Symbol

VELVET/USDT:USDT: 27174

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.