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: 27631
Total labels: 82893
Pending labels: 63410
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 19:39:17.691100+02:00
Recent trades snapshots: 27630
Micro candles: 552580
Avg data quality: 75.8975064239441207
Latest latency: 6579 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 57 of 2764 · 27631 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 18:06:50.563150+02:00	binance	VELVET/USDT:USDT	0.46115	80	7457 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 18:06:42.997457+02:00	mexc	VELVET/USDT:USDT	0.4607	68	6129 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 18:06:36.813601+02:00	htx	VELVET/USDT:USDT	0.45268	80	6154 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 18:06:20.087932+02:00	gate	VELVET/USDT:USDT	0.459745	68	9907 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 18:06:10.079099+02:00	binance	VELVET/USDT:USDT	0.46025	80	6779 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 18:06:03.184984+02:00	mexc	VELVET/USDT:USDT	0.45915	78	4630 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 18:05:58.498492+02:00	htx	VELVET/USDT:USDT	0.45356	80	5988 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 18:05:42.549847+02:00	gate	VELVET/USDT:USDT	0.456975	68	10323 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 18:05:32.130522+02:00	binance	VELVET/USDT:USDT	0.45975	80	7066 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 18:05:24.938779+02:00	mexc	VELVET/USDT:USDT	0.46425	78	4548 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4611
Best ask: 0.4612
Spread: 0.0001
Spread %: 0.021685
Mid price: 0.46115
Last price: 0.4604
Mark price: -
Index price: -

Order Book

Bid depth 5: 1024
Ask depth 5: 9694
Bid depth 10: 5075
Ask depth 10: 18350
Bid depth 20: 14289
Ask depth 20: 25396
Imbalance 5: -0.80892
Imbalance 10: -0.566702
Imbalance 20: -0.279879
Top bid size: 12
Top ask size: 402
Bid wall score: 0.00084
Ask wall score: 0.015829

Dynamics

Bid depth 5 delta: -1781
Ask depth 5 delta: 5871
Imbalance 5 delta: -0.655329
Bid depth 10 delta: -1828
Ask depth 10 delta: -1562
Imbalance 10 delta: -0.081563
Spread delta: 0
Mid price delta: 0.0009
Wall shift score: -0.013966

Tape

Buy volume: 21923
Sell volume: 12038
Buy/sell delta: 9885
Buy/sell ratio: 1.82115
Avg trade size: 339.61
Large trade count: 6
Largest trade size: 8416

Candle

Return 1: 0.567067
Return 3: -1.305651
Volume 1: 52172
Volume avg 5: 108108.8
Momentum 5: -2.060323

Cross Exchange

Mid avg: 0.45834375
Mid median: 0.4599975
Price deviation %: 0.612259
Spread %: 1.749778

Funding / OI / Volume

Funding rate: 0.00013238
Funding delta: 0
Funding abs: 0.00013238
Funding pressure: 0.00013238
Open interest: 24480560
Volume 24h: 32678683
Quote volume 24h: 15051890.78954
Price change 24h %: -5.733

Quality

Capture latency ms: 7457
Order book timestamp: 2026-06-24 18:06:48.003000+02:00
Ticker timestamp: 2026-06-24 18:06:38.316000+02:00
Trades timestamp: 2026-06-24 18:06:50.011000+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: 0.4605
Best ask: 0.4609
Spread: 0.0004
Spread %: 0.086824
Mid price: 0.4607
Last price: 0.4606
Mark price: -
Index price: 0.4594

Order Book

Bid depth 5: 240
Ask depth 5: 1811
Bid depth 10: 1071
Ask depth 10: 4097
Bid depth 20: 2951
Ask depth 20: 6489
Imbalance 5: -0.765968
Imbalance 10: -0.585526
Imbalance 20: -0.374788
Top bid size: 40
Top ask size: 460
Bid wall score: 0.013555
Ask wall score: 0.070889

Dynamics

Bid depth 5 delta: -444
Ask depth 5 delta: 467
Imbalance 5 delta: -0.440524
Bid depth 10 delta: -438
Ask depth 10 delta: 1513
Imbalance 10 delta: -0.322883
Spread delta: 0.0003
Mid price delta: 0.00155
Wall shift score: -0.093423

Tape

Buy volume: 1590
Sell volume: 3635
Buy/sell delta: -2045
Buy/sell ratio: 0.437414
Avg trade size: 52.25
Large trade count: 5
Largest trade size: 462

Candle

Return 1: 0.655594
Return 3: -1.539119
Volume 1: 673
Volume avg 5: 1785.4
Momentum 5: -2.124947

Cross Exchange

Mid avg: 0.45795625
Mid median: 0.4594475
Price deviation %: 0.599129
Spread %: 1.652996

Funding / OI / Volume

Funding rate: 0.000137
Funding delta: 0
Funding abs: 0.000137
Funding pressure: 0.000137
Open interest: -
Volume 24h: 1141994
Quote volume 24h: 5291803.131
Price change 24h %: -2.08

Quality

Capture latency ms: 6129
Order book timestamp: 2026-06-24 18:06:41.352000+02:00
Ticker timestamp: 2026-06-24 18:06:40.846000+02:00
Trades timestamp: 2026-06-24 18:06:38.730000+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: 0.44775
Best ask: 0.45761
Spread: 0.00986
Spread %: 2.178139
Mid price: 0.45268
Last price: 0.45176
Mark price: -
Index price: -

Order Book

Bid depth 5: 858
Ask depth 5: 1683
Bid depth 10: 20632
Ask depth 10: 3962
Bid depth 20: 68111
Ask depth 20: 46534
Imbalance 5: -0.324675
Imbalance 10: 0.677808
Imbalance 20: 0.188207
Top bid size: 18
Top ask size: 109
Bid wall score: 0.000264
Ask wall score: 0.002342

Dynamics

Bid depth 5 delta: -273
Ask depth 5 delta: 986
Imbalance 5 delta: -0.562093
Bid depth 10 delta: -9020
Ask depth 10 delta: 1315
Imbalance 10 delta: -0.158286
Spread delta: -0.01114
Mid price delta: -0.00088
Wall shift score: 0.014194

Tape

Buy volume: 3678
Sell volume: 10090
Buy/sell delta: -6412
Buy/sell ratio: 0.364519
Avg trade size: 137.68
Large trade count: 2
Largest trade size: 1400

Candle

Return 1: 0
Return 3: -3.364778
Volume 1: 0
Volume avg 5: 316
Momentum 5: -3.364778

Cross Exchange

Mid avg: 0.45817625
Mid median: 0.4594475
Price deviation %: -1.199593
Spread %: 1.460137

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73445
Volume 24h: 143756
Quote volume 24h: 143756
Price change 24h %: -3.364778

Quality

Capture latency ms: 6154
Order book timestamp: 2026-06-24 18:06:34.698000+02:00
Ticker timestamp: 2026-06-24 18:06:35.290000+02:00
Trades timestamp: 2026-06-24 18:05:30.836000+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: 0.45939
Best ask: 0.4601
Spread: 0.00071
Spread %: 0.154433
Mid price: 0.459745
Last price: 0.45995
Mark price: 0.45859
Index price: 0.458575

Order Book

Bid depth 5: 10
Ask depth 5: 6
Bid depth 10: 20
Ask depth 10: 11
Bid depth 20: 82
Ask depth 20: 29
Imbalance 5: 0.25
Imbalance 10: 0.290323
Imbalance 20: 0.477477
Top bid size: 1
Top ask size: 2
Bid wall score: 0.012195
Ask wall score: 0.068966

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -1
Imbalance 5 delta: 0.125
Bid depth 10 delta: 3
Ask depth 10 delta: -8
Imbalance 10 delta: 0.345878
Spread delta: 0.0001
Mid price delta: 0.00277
Wall shift score: -0.040979

Tape

Buy volume: 58
Sell volume: 73
Buy/sell delta: -15
Buy/sell ratio: 0.794521
Avg trade size: 1.31
Large trade count: 2
Largest trade size: 13

Candle

Return 1: 0.299303
Return 3: -1.767374
Volume 1: 30
Volume avg 5: 80
Momentum 5: -2.290044

Cross Exchange

Mid avg: 0.45748375
Mid median: 0.4580625
Price deviation %: 0.49428
Spread %: 1.462347

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2569000
Quote volume 24h: 1180130
Price change 24h %: -5.98

Quality

Capture latency ms: 9907
Order book timestamp: 2026-06-24 18:06:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:17.179000+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: 0.4602
Best ask: 0.4603
Spread: 0.0001
Spread %: 0.021727
Mid price: 0.46025
Last price: 0.4591
Mark price: -
Index price: -

Order Book

Bid depth 5: 2805
Ask depth 5: 3823
Bid depth 10: 6903
Ask depth 10: 19912
Bid depth 20: 17998
Ask depth 20: 33623
Imbalance 5: -0.153591
Imbalance 10: -0.485139
Imbalance 20: -0.302687
Top bid size: 223
Top ask size: 451
Bid wall score: 0.01239
Ask wall score: 0.013413

Dynamics

Bid depth 5 delta: -355
Ask depth 5 delta: 835
Imbalance 5 delta: -0.181567
Bid depth 10 delta: -6142
Ask depth 10 delta: 6598
Imbalance 10 delta: -0.474934
Spread delta: 0
Mid price delta: 0.0005
Wall shift score: -0.024213

Tape

Buy volume: 19465
Sell volume: 7874
Buy/sell delta: 11591
Buy/sell ratio: 2.47206
Avg trade size: 273.39
Large trade count: 11
Largest trade size: 2275

Candle

Return 1: 0.130862
Return 3: -1.733733
Volume 1: 4793
Volume avg 5: 98633
Momentum 5: -2.485132

Cross Exchange

Mid avg: 0.45735875
Mid median: 0.4580625
Price deviation %: 0.632162
Spread %: 1.353423

Funding / OI / Volume

Funding rate: 0.00013238
Funding delta: -0.00000463
Funding abs: 0.00013238
Funding pressure: 0.00013701
Open interest: 24477465
Volume 24h: 32631522
Quote volume 24h: 15030275.42844
Price change 24h %: -5.999

Quality

Capture latency ms: 6779
Order book timestamp: 2026-06-24 18:06:07.951000+02:00
Ticker timestamp: 2026-06-24 18:06:01.728000+02:00
Trades timestamp: 2026-06-24 18:06:08.277000+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: 0.4591
Best ask: 0.4592
Spread: 0.0001
Spread %: 0.021779
Mid price: 0.45915
Last price: 0.4579
Mark price: -
Index price: 0.4584

Order Book

Bid depth 5: 684
Ask depth 5: 1344
Bid depth 10: 1509
Ask depth 10: 2584
Bid depth 20: 3109
Ask depth 20: 5355
Imbalance 5: -0.325444
Imbalance 10: -0.262644
Imbalance 20: -0.265359
Top bid size: 154
Top ask size: 72
Bid wall score: 0.049534
Ask wall score: 0.013445

Dynamics

Bid depth 5 delta: -56
Ask depth 5 delta: 825
Imbalance 5 delta: -0.50098
Bid depth 10 delta: -903
Ask depth 10 delta: 422
Imbalance 10 delta: -0.3173
Spread delta: 0
Mid price delta: -0.0051
Wall shift score: 0.03432

Tape

Buy volume: 1016
Sell volume: 4039
Buy/sell delta: -3023
Buy/sell ratio: 0.251547
Avg trade size: 50.55
Large trade count: 5
Largest trade size: 462

Candle

Return 1: 0.34965
Return 3: -1.838392
Volume 1: 72
Volume avg 5: 1665.2
Momentum 5: -2.422439

Cross Exchange

Mid avg: 0.45863375
Mid median: 0.4583625
Price deviation %: 0.112563
Spread %: 2.330836

Funding / OI / Volume

Funding rate: 0.000137
Funding delta: 0
Funding abs: 0.000137
Funding pressure: 0.000137
Open interest: -
Volume 24h: 1141139
Quote volume 24h: 5287877.341
Price change 24h %: -2.65

Quality

Capture latency ms: 4630
Order book timestamp: 2026-06-24 18:06:01.508000+02:00
Ticker timestamp: 2026-06-24 18:06:01.890000+02:00
Trades timestamp: 2026-06-24 18:05:56.943000+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: 0.44306
Best ask: 0.46406
Spread: 0.021
Spread %: 4.630038
Mid price: 0.45356
Last price: 0.45702
Mark price: -
Index price: -

Order Book

Bid depth 5: 1131
Ask depth 5: 697
Bid depth 10: 29652
Ask depth 10: 2647
Bid depth 20: 71297
Ask depth 20: 4036
Imbalance 5: 0.237418
Imbalance 10: 0.836094
Imbalance 20: 0.892849
Top bid size: 730
Top ask size: 107
Bid wall score: 0.010239
Ask wall score: 0.026511

Dynamics

Bid depth 5 delta: -120
Ask depth 5 delta: -788
Imbalance 5 delta: 0.322944
Bid depth 10 delta: 5922
Ask depth 10 delta: -1431
Imbalance 10 delta: 0.129391
Spread delta: 0.01428
Mid price delta: -0.00682
Wall shift score: -0.023495

Tape

Buy volume: 3678
Sell volume: 10090
Buy/sell delta: -6412
Buy/sell ratio: 0.364519
Avg trade size: 137.68
Large trade count: 2
Largest trade size: 1400

Candle

Return 1: -3.364778
Return 3: -3.364778
Volume 1: 1520
Volume avg 5: 316.4
Momentum 5: -3.364778

Cross Exchange

Mid avg: 0.46033875
Mid median: 0.460065
Price deviation %: -1.472557
Spread %: 1.580358

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73445
Volume 24h: 143288
Quote volume 24h: 143288
Price change 24h %: -2.23962

Quality

Capture latency ms: 5988
Order book timestamp: 2026-06-24 18:05:57.040000+02:00
Ticker timestamp: 2026-06-24 18:05:57.425000+02:00
Trades timestamp: 2026-06-24 18:05:30.836000+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: 0.45667
Best ask: 0.45728
Spread: 0.00061
Spread %: 0.133487
Mid price: 0.456975
Last price: 0.45755
Mark price: 0.45793
Index price: 0.457915

Order Book

Bid depth 5: 9
Ask depth 5: 7
Bid depth 10: 17
Ask depth 10: 19
Bid depth 20: 89
Ask depth 20: 37
Imbalance 5: 0.125
Imbalance 10: -0.055556
Imbalance 20: 0.412698
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011236
Ask wall score: 0.027027

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -1
Imbalance 5 delta: 0.066176
Bid depth 10 delta: -1
Ask depth 10 delta: 4
Imbalance 10 delta: -0.146465
Spread delta: 0.00016
Mid price delta: -0.01005
Wall shift score: 0.007913

Tape

Buy volume: 45
Sell volume: 106
Buy/sell delta: -61
Buy/sell ratio: 0.424528
Avg trade size: 1.51
Large trade count: 2
Largest trade size: 10

Candle

Return 1: -2.075976
Return 3: -2.418478
Volume 1: 207
Volume avg 5: 60.2
Momentum 5: -2.557714

Cross Exchange

Mid avg: 0.46285125
Mid median: 0.462315
Price deviation %: -1.269576
Spread %: 1.571779

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2558400
Quote volume 24h: 1175288
Price change 24h %: -6.17

Quality

Capture latency ms: 10323
Order book timestamp: 2026-06-24 18:05:41+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:17.140000+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: 0.4597
Best ask: 0.4598
Spread: 0.0001
Spread %: 0.021751
Mid price: 0.45975
Last price: 0.4643
Mark price: -
Index price: -

Order Book

Bid depth 5: 3160
Ask depth 5: 2988
Bid depth 10: 13045
Ask depth 10: 13314
Bid depth 20: 33801
Ask depth 20: 31494
Imbalance 5: 0.027977
Imbalance 10: -0.010205
Imbalance 20: 0.035332
Top bid size: 845
Top ask size: 57
Bid wall score: 0.024999
Ask wall score: 0.00181

Dynamics

Bid depth 5 delta: 1609
Ask depth 5 delta: -2495
Imbalance 5 delta: 0.586976
Bid depth 10 delta: 6896
Ask depth 10 delta: -5997
Imbalance 10 delta: 0.506763
Spread delta: 0
Mid price delta: -0.008
Wall shift score: 0.02082

Tape

Buy volume: 20625
Sell volume: 19006
Buy/sell delta: 1619
Buy/sell ratio: 1.085184
Avg trade size: 396.31
Large trade count: 6
Largest trade size: 3544

Candle

Return 1: -2.24647
Return 3: -2.725144
Volume 1: 190801
Volume avg 5: 70641.6
Momentum 5: -2.931804

Cross Exchange

Mid avg: 0.46485125
Mid median: 0.4656375
Price deviation %: -1.097394
Spread %: 1.585453

Funding / OI / Volume

Funding rate: 0.00013701
Funding delta: 0
Funding abs: 0.00013701
Funding pressure: 0.00013701
Open interest: 24520639
Volume 24h: 32401454
Quote volume 24h: 14926744.8008
Price change 24h %: -4.818

Quality

Capture latency ms: 7066
Order book timestamp: 2026-06-24 18:05:30.011000+02:00
Ticker timestamp: 2026-06-24 18:05:22.080000+02:00
Trades timestamp: 2026-06-24 18:05:31.506000+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: 0.4642
Best ask: 0.4643
Spread: 0.0001
Spread %: 0.02154
Mid price: 0.46425
Last price: 0.4658
Mark price: -
Index price: 0.4659

Order Book

Bid depth 5: 740
Ask depth 5: 519
Bid depth 10: 2412
Ask depth 10: 2162
Bid depth 20: 5721
Ask depth 20: 5024
Imbalance 5: 0.175536
Imbalance 10: 0.054657
Imbalance 20: 0.064867
Top bid size: 42
Top ask size: 28
Bid wall score: 0.007341
Ask wall score: 0.005573

Dynamics

Bid depth 5 delta: 41
Ask depth 5 delta: -949
Imbalance 5 delta: 0.530405
Bid depth 10 delta: 367
Ask depth 10 delta: -1259
Imbalance 10 delta: 0.306395
Spread delta: 0
Mid price delta: -0.0037
Wall shift score: -0.001231

Tape

Buy volume: 832
Sell volume: 3516
Buy/sell delta: -2684
Buy/sell ratio: 0.236633
Avg trade size: 43.48
Large trade count: 6
Largest trade size: 348

Candle

Return 1: -0.320993
Return 3: -0.851426
Volume 1: 544
Volume avg 5: 799.6
Momentum 5: -1.062022

Cross Exchange

Mid avg: 0.46577625
Mid median: 0.4673875
Price deviation %: -0.327679
Spread %: 1.625244

Funding / OI / Volume

Funding rate: 0.000137
Funding delta: -0.000003
Funding abs: 0.000137
Funding pressure: 0.00014
Open interest: -
Volume 24h: 1137493
Quote volume 24h: 5271100.935
Price change 24h %: -0.97

Quality

Capture latency ms: 4548
Order book timestamp: 2026-06-24 18:05:22.604000+02:00
Ticker timestamp: 2026-06-24 18:05:20.741000+02:00
Trades timestamp: 2026-06-24 18:05:12.854000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 6923
gate: 6920
htx: 6870
mexc: 6918

By Symbol

VELVET/USDT:USDT: 27631

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.