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: 28038
Total labels: 84114
Pending labels: 64631
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 20:51:41.321678+02:00
Recent trades snapshots: 28037
Micro candles: 560720
Avg data quality: 75.9000641985876311
Latest latency: 6834 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 58 of 2804 · 28038 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 19:11:41.043647+02:00	gate	VELVET/USDT:USDT	0.427	68	9707 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 19:11:31.218752+02:00	binance	VELVET/USDT:USDT	0.4267	80	8432 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 19:11:22.670852+02:00	mexc	VELVET/USDT:USDT	0.42575	78	3862 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 19:11:18.742808+02:00	htx	VELVET/USDT:USDT	0.41947	80	5874 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 19:11:01.314581+02:00	gate	VELVET/USDT:USDT	0.42528	68	9619 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 19:10:51.596686+02:00	binance	VELVET/USDT:USDT	0.42555	80	6622 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 19:10:44.883438+02:00	mexc	VELVET/USDT:USDT	0.42595	78	4178 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 19:10:40.647218+02:00	htx	VELVET/USDT:USDT	0.42069	80	5852 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 19:10:24.553640+02:00	gate	VELVET/USDT:USDT	0.42821	68	10751 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 19:10:13.686562+02:00	binance	VELVET/USDT:USDT	0.42435	80	6143 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.42642
Best ask: 0.42758
Spread: 0.00116
Spread %: 0.271663
Mid price: 0.427
Last price: 0.42409
Mark price: 0.4252
Index price: 0.42549

Order Book

Bid depth 5: 16
Ask depth 5: 15
Bid depth 10: 64
Ask depth 10: 63
Bid depth 20: 86
Ask depth 20: 190
Imbalance 5: 0.032258
Imbalance 10: 0.007874
Imbalance 20: -0.376812
Top bid size: 3
Top ask size: 1
Bid wall score: 0.034884
Ask wall score: 0.005263

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: 4
Imbalance 5 delta: 0.079877
Bid depth 10 delta: 4
Ask depth 10 delta: 39
Imbalance 10 delta: -0.420697
Spread delta: 0.0001
Mid price delta: 0.00172
Wall shift score: 0.029771

Tape

Buy volume: 115
Sell volume: 175
Buy/sell delta: -60
Buy/sell ratio: 0.657143
Avg trade size: 2.9
Large trade count: 5
Largest trade size: 23

Candle

Return 1: -0.394579
Return 3: 2.313631
Volume 1: 1
Volume avg 5: 532.4
Momentum 5: -5.444695

Cross Exchange

Mid avg: 0.4243
Mid median: 0.425515
Price deviation %: 0.636342
Spread %: 1.703983

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2975600
Quote volume 24h: 1352490
Price change 24h %: -12.98

Quality

Capture latency ms: 9707
Order book timestamp: 2026-06-24 19:11:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:21.073000+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: 0.4266
Best ask: 0.4268
Spread: 0.0002
Spread %: 0.046871
Mid price: 0.4267
Last price: 0.4263
Mark price: -
Index price: -

Order Book

Bid depth 5: 1074
Ask depth 5: 2726
Bid depth 10: 7260
Ask depth 10: 6420
Bid depth 20: 13811
Ask depth 20: 12538
Imbalance 5: -0.434737
Imbalance 10: 0.061404
Imbalance 20: 0.048313
Top bid size: 176
Top ask size: 40
Bid wall score: 0.012743
Ask wall score: 0.00319

Dynamics

Bid depth 5 delta: -1163
Ask depth 5 delta: 1172
Imbalance 5 delta: -0.6149
Bid depth 10 delta: 2888
Ask depth 10 delta: 951
Imbalance 10 delta: 0.172876
Spread delta: 0.0001
Mid price delta: 0.00115
Wall shift score: -0.033565

Tape

Buy volume: 11599
Sell volume: 20844
Buy/sell delta: -9245
Buy/sell ratio: 0.556467
Avg trade size: 324.43
Large trade count: 10
Largest trade size: 3842

Candle

Return 1: -0.046904
Return 3: 1.986121
Volume 1: 73443
Volume avg 5: 1097530
Momentum 5: -5.288889

Cross Exchange

Mid avg: 0.4240125
Mid median: 0.425415
Price deviation %: 0.633826
Spread %: 1.481088

Funding / OI / Volume

Funding rate: 0.00010146
Funding delta: 0.00002655
Funding abs: 0.00010146
Funding pressure: 0.00012801
Open interest: 23748821
Volume 24h: 39863420
Quote volume 24h: 18059915.50809
Price change 24h %: -12.428

Quality

Capture latency ms: 8432
Order book timestamp: 2026-06-24 19:11:29.052000+02:00
Ticker timestamp: 2026-06-24 19:11:22.668000+02:00
Trades timestamp: 2026-06-24 19:11:30.175000+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: 0.4256
Best ask: 0.4259
Spread: 0.0003
Spread %: 0.070464
Mid price: 0.42575
Last price: 0.4256
Mark price: -
Index price: 0.4255

Order Book

Bid depth 5: 397
Ask depth 5: 855
Bid depth 10: 1232
Ask depth 10: 1463
Bid depth 20: 2690
Ask depth 20: 3468
Imbalance 5: -0.365815
Imbalance 10: -0.085714
Imbalance 20: -0.12634
Top bid size: 241
Top ask size: 34
Bid wall score: 0.089591
Ask wall score: 0.009804

Dynamics

Bid depth 5 delta: -46
Ask depth 5 delta: -238
Imbalance 5 delta: 0.057362
Bid depth 10 delta: 438
Ask depth 10 delta: -47
Imbalance 10 delta: 0.22505
Spread delta: 0.0002
Mid price delta: -0.0002
Wall shift score: -0.015422

Tape

Buy volume: 2013
Sell volume: 3431
Buy/sell delta: -1418
Buy/sell ratio: 0.586709
Avg trade size: 54.44
Large trade count: 6
Largest trade size: 355

Candle

Return 1: -0.070439
Return 3: 1.94012
Volume 1: 988
Volume avg 5: 17415.6
Momentum 5: -5.4012

Cross Exchange

Mid avg: 0.4240625
Mid median: 0.425415
Price deviation %: 0.397937
Spread %: 1.528077

Funding / OI / Volume

Funding rate: 0.000074
Funding delta: 0
Funding abs: 0.000074
Funding pressure: 0.000074
Open interest: -
Volume 24h: 1152861
Quote volume 24h: 5277000.702
Price change 24h %: -9.52

Quality

Capture latency ms: 3862
Order book timestamp: 2026-06-24 19:11:21.351000+02:00
Ticker timestamp: 2026-06-24 19:11:19.746000+02:00
Trades timestamp: 2026-06-24 19:11:18.400000+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: 0.41342
Best ask: 0.42552
Spread: 0.0121
Spread %: 2.884592
Mid price: 0.41947
Last price: 0.4124
Mark price: -
Index price: -

Order Book

Bid depth 5: 739
Ask depth 5: 1117
Bid depth 10: 22230
Ask depth 10: 13251
Bid depth 20: 67610
Ask depth 20: 54509
Imbalance 5: -0.203664
Imbalance 10: 0.253065
Imbalance 20: 0.107281
Top bid size: 16
Top ask size: 31
Bid wall score: 0.000237
Ask wall score: 0.000569

Dynamics

Bid depth 5 delta: -91
Ask depth 5 delta: 115
Imbalance 5 delta: -0.109777
Bid depth 10 delta: 10247
Ask depth 10 delta: 11095
Imbalance 10 delta: -0.441963
Spread delta: 0.00062
Mid price delta: -0.00122
Wall shift score: 0.002726

Tape

Buy volume: 13194
Sell volume: 6052
Buy/sell delta: 7142
Buy/sell ratio: 2.180106
Avg trade size: 192.46
Large trade count: 4
Largest trade size: 1400

Candle

Return 1: 0
Return 3: -0.669589
Volume 1: 0
Volume avg 5: 5172.8
Momentum 5: -8.318883

Cross Exchange

Mid avg: 0.4243675
Mid median: 0.425415
Price deviation %: -1.15407
Spread %: 1.239492

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73449
Volume 24h: 170128
Quote volume 24h: 170128
Price change 24h %: -11.784209

Quality

Capture latency ms: 5874
Order book timestamp: 2026-06-24 19:11:17.098000+02:00
Ticker timestamp: 2026-06-24 19:11:17.670000+02:00
Trades timestamp: 2026-06-24 19:09:26.083000+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: 0.42475
Best ask: 0.42581
Spread: 0.00106
Spread %: 0.249248
Mid price: 0.42528
Last price: 0.42577
Mark price: 0.42563
Index price: 0.42562

Order Book

Bid depth 5: 10
Ask depth 5: 11
Bid depth 10: 60
Ask depth 10: 24
Bid depth 20: 82
Ask depth 20: 81
Imbalance 5: -0.047619
Imbalance 10: 0.428571
Imbalance 20: 0.006135
Top bid size: 1
Top ask size: 1
Bid wall score: 0.012195
Ask wall score: 0.012346

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: 0
Imbalance 5 delta: -0.232804
Bid depth 10 delta: -4
Ask depth 10 delta: -2
Imbalance 10 delta: 0.006349
Spread delta: 0.00012
Mid price delta: -0.00293
Wall shift score: -0.026447

Tape

Buy volume: 116
Sell volume: 174
Buy/sell delta: -58
Buy/sell ratio: 0.666667
Avg trade size: 2.9
Large trade count: 5
Largest trade size: 23

Candle

Return 1: 0
Return 3: 2.718938
Volume 1: 0
Volume avg 5: 532.2
Momentum 5: -5.070121

Cross Exchange

Mid avg: 0.4251
Mid median: 0.42575
Price deviation %: 0.042343
Spread %: 1.768996

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2975500
Quote volume 24h: 1352447
Price change 24h %: -12.42

Quality

Capture latency ms: 9619
Order book timestamp: 2026-06-24 19:11:00+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:21.035000+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: 0.4255
Best ask: 0.4256
Spread: 0.0001
Spread %: 0.023499
Mid price: 0.42555
Last price: 0.4262
Mark price: -
Index price: -

Order Book

Bid depth 5: 2237
Ask depth 5: 1554
Bid depth 10: 4372
Ask depth 10: 5469
Bid depth 20: 12036
Ask depth 20: 12995
Imbalance 5: 0.180164
Imbalance 10: -0.111472
Imbalance 20: -0.038312
Top bid size: 983
Top ask size: 501
Bid wall score: 0.081672
Ask wall score: 0.038553

Dynamics

Bid depth 5 delta: -5815
Ask depth 5 delta: -46
Imbalance 5 delta: -0.488299
Bid depth 10 delta: -11713
Ask depth 10 delta: -591
Imbalance 10 delta: -0.564171
Spread delta: 0
Mid price delta: 0.0012
Wall shift score: 0.01673

Tape

Buy volume: 17942
Sell volume: 17008
Buy/sell delta: 934
Buy/sell ratio: 1.054915
Avg trade size: 349.5
Large trade count: 8
Largest trade size: 7986

Candle

Return 1: 0.471698
Return 3: 2.576451
Volume 1: 305139
Volume avg 5: 1102800.4
Momentum 5: -6.126047

Cross Exchange

Mid avg: 0.4248
Mid median: 0.42515
Price deviation %: 0.176554
Spread %: 1.770245

Funding / OI / Volume

Funding rate: 0.00007491
Funding delta: 0
Funding abs: 0.00007491
Funding pressure: 0.00007491
Open interest: 23771096
Volume 24h: 39800868
Quote volume 24h: 18034641.21919
Price change 24h %: -12.628

Quality

Capture latency ms: 6622
Order book timestamp: 2026-06-24 19:10:49.462000+02:00
Ticker timestamp: 2026-06-24 19:10:43.417000+02:00
Trades timestamp: 2026-06-24 19:10:51.123000+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: 0.4259
Best ask: 0.426
Spread: 0.0001
Spread %: 0.023477
Mid price: 0.42595
Last price: 0.4262
Mark price: -
Index price: 0.4258

Order Book

Bid depth 5: 443
Ask depth 5: 1093
Bid depth 10: 794
Ask depth 10: 1510
Bid depth 20: 1924
Ask depth 20: 3594
Imbalance 5: -0.423177
Imbalance 10: -0.310764
Imbalance 20: -0.302646
Top bid size: 188
Top ask size: 9
Bid wall score: 0.097713
Ask wall score: 0.002504

Dynamics

Bid depth 5 delta: -49
Ask depth 5 delta: -56
Imbalance 5 delta: -0.022811
Bid depth 10 delta: -849
Ask depth 10 delta: -739
Imbalance 10 delta: -0.15506
Spread delta: -0.0002
Mid price delta: 0.0023
Wall shift score: 0.216997

Tape

Buy volume: 2072
Sell volume: 3226
Buy/sell delta: -1154
Buy/sell ratio: 0.642281
Avg trade size: 52.98
Large trade count: 5
Largest trade size: 355

Candle

Return 1: 0.329567
Return 3: 2.94686
Volume 1: 4683
Volume avg 5: 17602.8
Momentum 5: -6.081974

Cross Exchange

Mid avg: 0.424225
Mid median: 0.424
Price deviation %: 0.406624
Spread %: 1.772644

Funding / OI / Volume

Funding rate: 0.000074
Funding delta: 0
Funding abs: 0.000074
Funding pressure: 0.000074
Open interest: -
Volume 24h: 1151796
Quote volume 24h: 5272459.337
Price change 24h %: -9.39

Quality

Capture latency ms: 4178
Order book timestamp: 2026-06-24 19:10:43.246000+02:00
Ticker timestamp: 2026-06-24 19:10:41.775000+02:00
Trades timestamp: 2026-06-24 19:10:41.430000+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: 0.41495
Best ask: 0.42643
Spread: 0.01148
Spread %: 2.72885
Mid price: 0.42069
Last price: 0.4124
Mark price: -
Index price: -

Order Book

Bid depth 5: 830
Ask depth 5: 1002
Bid depth 10: 11983
Ask depth 10: 2156
Bid depth 20: 47976
Ask depth 20: 39332
Imbalance 5: -0.093886
Imbalance 10: 0.695028
Imbalance 20: 0.099006
Top bid size: 7
Top ask size: 126
Bid wall score: 0.000146
Ask wall score: 0.003203

Dynamics

Bid depth 5 delta: -20664
Ask depth 5 delta: -97
Imbalance 5 delta: -0.9966
Bid depth 10 delta: -15900
Ask depth 10 delta: -11076
Imbalance 10 delta: 0.338686
Spread delta: -0.01216
Mid price delta: 0.00845
Wall shift score: -0.019129

Tape

Buy volume: 13194
Sell volume: 6052
Buy/sell delta: 7142
Buy/sell ratio: 2.180106
Avg trade size: 192.46
Large trade count: 4
Largest trade size: 1400

Candle

Return 1: 0
Return 3: -0.065428
Volume 1: 0
Volume avg 5: 5217.6
Momentum 5: -9.122962

Cross Exchange

Mid avg: 0.4221125
Mid median: 0.424
Price deviation %: -0.336995
Spread %: 3.783352

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73449
Volume 24h: 170336
Quote volume 24h: 170336
Price change 24h %: -11.784209

Quality

Capture latency ms: 5852
Order book timestamp: 2026-06-24 19:10:39.098000+02:00
Ticker timestamp: 2026-06-24 19:10:39.405000+02:00
Trades timestamp: 2026-06-24 19:09:26.083000+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: 0.42774
Best ask: 0.42868
Spread: 0.00094
Spread %: 0.219518
Mid price: 0.42821
Last price: 0.42829
Mark price: 0.42448
Index price: 0.424385

Order Book

Bid depth 5: 16
Ask depth 5: 11
Bid depth 10: 64
Ask depth 10: 26
Bid depth 20: 94
Ask depth 20: 178
Imbalance 5: 0.185185
Imbalance 10: 0.422222
Imbalance 20: -0.308824
Top bid size: 3
Top ask size: 1
Bid wall score: 0.031915
Ask wall score: 0.005618

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: -4
Ask depth 10 delta: -34
Imbalance 10 delta: 0.359722
Spread delta: -0.00015
Mid price delta: 0.002645
Wall shift score: 0.021447

Tape

Buy volume: 124
Sell volume: 168
Buy/sell delta: -44
Buy/sell ratio: 0.738095
Avg trade size: 2.92
Large trade count: 5
Largest trade size: 23

Candle

Return 1: 0.834158
Return 3: 3.40478
Volume 1: 11
Volume avg 5: 542.6
Momentum 5: -5.644735

Cross Exchange

Mid avg: 0.42145125
Mid median: 0.424
Price deviation %: 1.603685
Spread %: 3.161694

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2974100
Quote volume 24h: 1351849
Price change 24h %: -11.9

Quality

Capture latency ms: 10751
Order book timestamp: 2026-06-24 19:10:23+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:21.023000+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: 0.4243
Best ask: 0.4244
Spread: 0.0001
Spread %: 0.023565
Mid price: 0.42435
Last price: 0.4249
Mark price: -
Index price: -

Order Book

Bid depth 5: 8052
Ask depth 5: 1600
Bid depth 10: 16085
Ask depth 10: 6060
Bid depth 20: 23428
Ask depth 20: 12291
Imbalance 5: 0.668462
Imbalance 10: 0.452698
Imbalance 20: 0.311795
Top bid size: 643
Top ask size: 13
Bid wall score: 0.027446
Ask wall score: 0.001058

Dynamics

Bid depth 5 delta: 5597
Ask depth 5 delta: 203
Imbalance 5 delta: 0.3938
Bid depth 10 delta: 11568
Ask depth 10 delta: -2524
Imbalance 10 delta: 0.763132
Spread delta: 0
Mid price delta: -0.0021
Wall shift score: 0.015313

Tape

Buy volume: 12515
Sell volume: 44530
Buy/sell delta: -32015
Buy/sell ratio: 0.281046
Avg trade size: 570.45
Large trade count: 8
Largest trade size: 10131

Candle

Return 1: 0.117925
Return 3: 2.215266
Volume 1: 73931
Volume avg 5: 1056558.8
Momentum 5: -6.456589

Cross Exchange

Mid avg: 0.42197625
Mid median: 0.4246075
Price deviation %: 0.562532
Spread %: 3.367488

Funding / OI / Volume

Funding rate: 0.00007491
Funding delta: -0.00000005
Funding abs: 0.00007491
Funding pressure: 0.00007496
Open interest: 23781855
Volume 24h: 39477754
Quote volume 24h: 17897173.92711
Price change 24h %: -12.805

Quality

Capture latency ms: 6143
Order book timestamp: 2026-06-24 19:10:11.510000+02:00
Ticker timestamp: 2026-06-24 19:09:58.470000+02:00
Trades timestamp: 2026-06-24 19:10:13.090000+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: 7025
gate: 7022
htx: 6971
mexc: 7020

By Symbol

VELVET/USDT:USDT: 28038

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.