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: 28825
Total labels: 86475
Pending labels: 66992
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 23:14:22.118192+02:00
Recent trades snapshots: 28824
Micro candles: 576460
Avg data quality: 75.8981439722463140
Latest latency: 14734 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 60 of 2883 · 28825 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 21:28:22.036919+02:00	gate	VELVET/USDT:USDT	0.483185	68	33155 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 21:27:48.784684+02:00	binance	VELVET/USDT:USDT	0.48375	80	6575 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 21:27:42.095459+02:00	mexc	VELVET/USDT:USDT	0.48375	78	4577 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 21:27:37.447516+02:00	htx	VELVET/USDT:USDT	0.47793	80	5649 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 21:27:19.991640+02:00	gate	VELVET/USDT:USDT	0.482585	68	9701 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 21:27:10.116056+02:00	binance	VELVET/USDT:USDT	0.48385	80	7657 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 21:27:02.184173+02:00	mexc	VELVET/USDT:USDT	0.48375	78	4444 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 21:26:57.669809+02:00	htx	VELVET/USDT:USDT	0.47607	80	6428 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 21:26:40.323333+02:00	gate	VELVET/USDT:USDT	0.481125	68	9596 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 21:26:30.610674+02:00	binance	VELVET/USDT:USDT	0.48195	80	7319 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.483
Best ask: 0.48337
Spread: 0.00037
Spread %: 0.076575
Mid price: 0.483185
Last price: 0.48331
Mark price: 0.4833
Index price: 0.483305

Order Book

Bid depth 5: 10
Ask depth 5: 5
Bid depth 10: 19
Ask depth 10: 12
Bid depth 20: 62
Ask depth 20: 31
Imbalance 5: 0.333333
Imbalance 10: 0.225806
Imbalance 20: 0.333333
Top bid size: 2
Top ask size: 1
Bid wall score: 0.032258
Ask wall score: 0.032258

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.047619
Bid depth 10 delta: -1
Ask depth 10 delta: 0
Imbalance 10 delta: -0.024194
Spread delta: 0.00012
Mid price delta: 0.0006
Wall shift score: 0.017816

Tape

Buy volume: 54
Sell volume: 50
Buy/sell delta: 4
Buy/sell ratio: 1.08
Avg trade size: 1.04
Large trade count: 1
Largest trade size: 4

Candle

Return 1: -0.010344
Return 3: 0.367571
Volume 1: 6
Volume avg 5: 14
Momentum 5: 0.511594

Cross Exchange

Mid avg: 0.48200375
Mid median: 0.4831675
Price deviation %: 0.245071
Spread %: 1.207459

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3768600
Quote volume 24h: 1724400
Price change 24h %: 2.69

Quality

Capture latency ms: 33155
Order book timestamp: 2026-06-24 21:28:20+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:29.300000+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: 0.4837
Best ask: 0.4838
Spread: 0.0001
Spread %: 0.020672
Mid price: 0.48375
Last price: 0.4837
Mark price: -
Index price: -

Order Book

Bid depth 5: 1588
Ask depth 5: 2168
Bid depth 10: 7376
Ask depth 10: 7566
Bid depth 20: 14760
Ask depth 20: 16459
Imbalance 5: -0.15442
Imbalance 10: -0.012716
Imbalance 20: -0.054422
Top bid size: 44
Top ask size: 950
Bid wall score: 0.002981
Ask wall score: 0.057719

Dynamics

Bid depth 5 delta: 296
Ask depth 5 delta: 705
Imbalance 5 delta: -0.092351
Bid depth 10 delta: 3366
Ask depth 10 delta: 2618
Imbalance 10 delta: 0.091995
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: -0.065317

Tape

Buy volume: 3836
Sell volume: 19271
Buy/sell delta: -15435
Buy/sell ratio: 0.199056
Avg trade size: 231.07
Large trade count: 3
Largest trade size: 10417

Candle

Return 1: 0.062048
Return 3: 0.207125
Volume 1: 16182
Volume avg 5: 19212.2
Momentum 5: 0.207125

Cross Exchange

Mid avg: 0.48202875
Mid median: 0.4831675
Price deviation %: 0.357085
Spread %: 1.228143

Funding / OI / Volume

Funding rate: 0.00023486
Funding delta: 0
Funding abs: 0.00023486
Funding pressure: 0.00023486
Open interest: 22929692
Volume 24h: 48067527
Quote volume 24h: 21846613.85781
Price change 24h %: 2.457

Quality

Capture latency ms: 6575
Order book timestamp: 2026-06-24 21:27:46.400000+02:00
Ticker timestamp: 2026-06-24 21:27:40.388000+02:00
Trades timestamp: 2026-06-24 21:27:42.045000+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: 0.4837
Best ask: 0.4838
Spread: 0.0001
Spread %: 0.020672
Mid price: 0.48375
Last price: 0.4837
Mark price: -
Index price: 0.4825

Order Book

Bid depth 5: 658
Ask depth 5: 540
Bid depth 10: 2056
Ask depth 10: 1558
Bid depth 20: 3903
Ask depth 20: 3331
Imbalance 5: 0.098497
Imbalance 10: 0.137797
Imbalance 20: 0.079071
Top bid size: 37
Top ask size: 159
Bid wall score: 0.00948
Ask wall score: 0.047733

Dynamics

Bid depth 5 delta: 166
Ask depth 5 delta: 71
Imbalance 5 delta: 0.074564
Bid depth 10 delta: 981
Ask depth 10 delta: 262
Imbalance 10 delta: 0.231007
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.035368

Tape

Buy volume: 768
Sell volume: 2483
Buy/sell delta: -1715
Buy/sell ratio: 0.309303
Avg trade size: 32.51
Large trade count: 10
Largest trade size: 227

Candle

Return 1: 0.207168
Return 3: 0.144928
Volume 1: 9
Volume avg 5: 617.4
Momentum 5: 0.186413

Cross Exchange

Mid avg: 0.48202875
Mid median: 0.4831675
Price deviation %: 0.357085
Spread %: 1.228143

Funding / OI / Volume

Funding rate: 0.000239
Funding delta: 0
Funding abs: 0.000239
Funding pressure: 0.000239
Open interest: -
Volume 24h: 1227629
Quote volume 24h: 5610516.776
Price change 24h %: 2.82

Quality

Capture latency ms: 4577
Order book timestamp: 2026-06-24 21:27:40.279000+02:00
Ticker timestamp: 2026-06-24 21:27:37.762000+02:00
Trades timestamp: 2026-06-24 21:27:36.359000+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: 0.47114
Best ask: 0.48472
Spread: 0.01358
Spread %: 2.84142
Mid price: 0.47793
Last price: 0.4692
Mark price: -
Index price: -

Order Book

Bid depth 5: 1765
Ask depth 5: 1195
Bid depth 10: 40119
Ask depth 10: 2995
Bid depth 20: 69781
Ask depth 20: 43295
Imbalance 5: 0.192568
Imbalance 10: 0.861066
Imbalance 20: 0.234232
Top bid size: 15
Top ask size: 360
Bid wall score: 0.000215
Ask wall score: 0.008315

Dynamics

Bid depth 5 delta: -21216
Ask depth 5 delta: -7680
Imbalance 5 delta: -0.250238
Bid depth 10 delta: 8796
Ask depth 10 delta: -15146
Imbalance 10 delta: 0.594569
Spread delta: -0.00178
Mid price delta: 0.00186
Wall shift score: -0.008799

Tape

Buy volume: 13982
Sell volume: 3252
Buy/sell delta: 10730
Buy/sell ratio: 4.299508
Avg trade size: 172.34
Large trade count: 9
Largest trade size: 1070

Candle

Return 1: 0
Return 3: -2.867198
Volume 1: 0
Volume avg 5: 49.6
Momentum 5: -2.867198

Cross Exchange

Mid avg: 0.48156375
Mid median: 0.4831675
Price deviation %: -0.754573
Spread %: 1.61557

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73141
Volume 24h: 189114
Quote volume 24h: 189114
Price change 24h %: 0.365783

Quality

Capture latency ms: 5649
Order book timestamp: 2026-06-24 21:27:36.040000+02:00
Ticker timestamp: 2026-06-24 21:27:36.413000+02:00
Trades timestamp: 2026-06-24 21:25:35.286000+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: 0.48246
Best ask: 0.48271
Spread: 0.00025
Spread %: 0.051804
Mid price: 0.482585
Last price: 0.48258
Mark price: 0.4824
Index price: 0.482773

Order Book

Bid depth 5: 9
Ask depth 5: 5
Bid depth 10: 20
Ask depth 10: 12
Bid depth 20: 60
Ask depth 20: 29
Imbalance 5: 0.285714
Imbalance 10: 0.25
Imbalance 20: 0.348315
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016667
Ask wall score: 0.034483

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 4
Ask depth 10 delta: 2
Imbalance 10 delta: 0.019231
Spread delta: 0
Mid price delta: 0.00146
Wall shift score: -0.036755

Tape

Buy volume: 55
Sell volume: 53
Buy/sell delta: 2
Buy/sell ratio: 1.037736
Avg trade size: 1.08
Large trade count: 2
Largest trade size: 5

Candle

Return 1: 0.130719
Return 3: 0.184766
Volume 1: 6
Volume avg 5: 15.4
Momentum 5: -0.033144

Cross Exchange

Mid avg: 0.48119875
Mid median: 0.4824375
Price deviation %: 0.288083
Spread %: 1.616796

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3767000
Quote volume 24h: 1723627
Price change 24h %: 2.25

Quality

Capture latency ms: 9701
Order book timestamp: 2026-06-24 21:27:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:29.237000+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: 0.4838
Best ask: 0.4839
Spread: 0.0001
Spread %: 0.020668
Mid price: 0.48385
Last price: 0.4836
Mark price: -
Index price: -

Order Book

Bid depth 5: 1292
Ask depth 5: 1463
Bid depth 10: 4010
Ask depth 10: 4948
Bid depth 20: 11993
Ask depth 20: 16231
Imbalance 5: -0.062069
Imbalance 10: -0.104711
Imbalance 20: -0.150156
Top bid size: 135
Top ask size: 11
Bid wall score: 0.011257
Ask wall score: 0.000678

Dynamics

Bid depth 5 delta: 507
Ask depth 5 delta: -400
Imbalance 5 delta: 0.345031
Bid depth 10 delta: -2916
Ask depth 10 delta: -60
Imbalance 10 delta: -0.265428
Spread delta: 0
Mid price delta: 0.0019
Wall shift score: 0.012062

Tape

Buy volume: 3712
Sell volume: 18765
Buy/sell delta: -15053
Buy/sell ratio: 0.197815
Avg trade size: 224.77
Large trade count: 3
Largest trade size: 10417

Candle

Return 1: 0.062048
Return 3: 0.207125
Volume 1: 14893
Volume avg 5: 18954.4
Momentum 5: 0.207125

Cross Exchange

Mid avg: 0.48072375
Mid median: 0.4815375
Price deviation %: 0.650322
Spread %: 1.597591

Funding / OI / Volume

Funding rate: 0.00023486
Funding delta: -0.00000473
Funding abs: 0.00023486
Funding pressure: 0.00023959
Open interest: 22925694
Volume 24h: 48058527
Quote volume 24h: 21842017.06731
Price change 24h %: 2.436

Quality

Capture latency ms: 7657
Order book timestamp: 2026-06-24 21:27:07.686000+02:00
Ticker timestamp: 2026-06-24 21:27:00.019000+02:00
Trades timestamp: 2026-06-24 21:27:09.201000+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: 0.4837
Best ask: 0.4838
Spread: 0.0001
Spread %: 0.020672
Mid price: 0.48375
Last price: 0.4827
Mark price: -
Index price: 0.4816

Order Book

Bid depth 5: 492
Ask depth 5: 469
Bid depth 10: 1075
Ask depth 10: 1296
Bid depth 20: 2457
Ask depth 20: 2768
Imbalance 5: 0.023933
Imbalance 10: -0.09321
Imbalance 20: -0.059522
Top bid size: 8
Top ask size: 17
Bid wall score: 0.003256
Ask wall score: 0.006142

Dynamics

Bid depth 5 delta: 113
Ask depth 5 delta: 55
Imbalance 5 delta: 0.06807
Bid depth 10 delta: -137
Ask depth 10 delta: -871
Imbalance 10 delta: 0.189418
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: 0.016987

Tape

Buy volume: 912
Sell volume: 2476
Buy/sell delta: -1564
Buy/sell ratio: 0.368336
Avg trade size: 33.88
Large trade count: 10
Largest trade size: 227

Candle

Return 1: 0.082936
Return 3: 0.062189
Volume 1: 157
Volume avg 5: 773.2
Momentum 5: -0.186104

Cross Exchange

Mid avg: 0.48052375
Mid median: 0.4815375
Price deviation %: 0.671403
Spread %: 1.431771

Funding / OI / Volume

Funding rate: 0.000239
Funding delta: 0
Funding abs: 0.000239
Funding pressure: 0.000239
Open interest: -
Volume 24h: 1227621
Quote volume 24h: 5610477.589
Price change 24h %: 2.61

Quality

Capture latency ms: 4444
Order book timestamp: 2026-06-24 21:27:00.260000+02:00
Ticker timestamp: 2026-06-24 21:26:58.822000+02:00
Trades timestamp: 2026-06-24 21:26:53.365000+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: 0.46839
Best ask: 0.48375
Spread: 0.01536
Spread %: 3.226416
Mid price: 0.47607
Last price: 0.4692
Mark price: -
Index price: -

Order Book

Bid depth 5: 22981
Ask depth 5: 8875
Bid depth 10: 31323
Ask depth 10: 18141
Bid depth 20: 36264
Ask depth 20: 18141
Imbalance 5: 0.442805
Imbalance 10: 0.266497
Imbalance 20: 0.333113
Top bid size: 745
Top ask size: 360
Bid wall score: 0.020544
Ask wall score: 0.019845

Dynamics

Bid depth 5 delta: 22094
Ask depth 5 delta: 7840
Imbalance 5 delta: 0.519808
Bid depth 10 delta: 507
Ask depth 10 delta: 16156
Imbalance 10 delta: -0.61247
Spread delta: 0.00243
Mid price delta: -0.000765
Wall shift score: 0.01231

Tape

Buy volume: 13982
Sell volume: 3252
Buy/sell delta: 10730
Buy/sell ratio: 4.299508
Avg trade size: 172.34
Large trade count: 9
Largest trade size: 1070

Candle

Return 1: 0
Return 3: -2.867198
Volume 1: 0
Volume avg 5: 91.2
Momentum 5: -2.796768

Cross Exchange

Mid avg: 0.480715
Mid median: 0.4815375
Price deviation %: -0.966269
Spread %: 1.272063

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73141
Volume 24h: 189124
Quote volume 24h: 189124
Price change 24h %: 0.365783

Quality

Capture latency ms: 6428
Order book timestamp: 2026-06-24 21:26:55.840000+02:00
Ticker timestamp: 2026-06-24 21:26:56.112000+02:00
Trades timestamp: 2026-06-24 21:25:35.286000+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: 0.481
Best ask: 0.48125
Spread: 0.00025
Spread %: 0.051962
Mid price: 0.481125
Last price: 0.48109
Mark price: 0.48171
Index price: 0.482118

Order Book

Bid depth 5: 9
Ask depth 5: 5
Bid depth 10: 16
Ask depth 10: 10
Bid depth 20: 33
Ask depth 20: 24
Imbalance 5: 0.285714
Imbalance 10: 0.230769
Imbalance 20: 0.157895
Top bid size: 2
Top ask size: 1
Bid wall score: 0.060606
Ask wall score: 0.041667

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 0
Imbalance 5 delta: -0.12605
Bid depth 10 delta: -4
Ask depth 10 delta: -2
Imbalance 10 delta: -0.019231
Spread delta: 0
Mid price delta: 0.00015
Wall shift score: 0.002306

Tape

Buy volume: 54
Sell volume: 58
Buy/sell delta: -4
Buy/sell ratio: 0.931034
Avg trade size: 1.12
Large trade count: 3
Largest trade size: 5

Candle

Return 1: -0.060223
Return 3: 0.083186
Volume 1: 11
Volume avg 5: 20.2
Momentum 5: -0.428288

Cross Exchange

Mid avg: 0.4806775
Mid median: 0.4814625
Price deviation %: 0.093098
Spread %: 1.272163

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3766200
Quote volume 24h: 1723241
Price change 24h %: 1.84

Quality

Capture latency ms: 9596
Order book timestamp: 2026-06-24 21:26:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:29.198000+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: 0.4819
Best ask: 0.482
Spread: 0.0001
Spread %: 0.020749
Mid price: 0.48195
Last price: 0.483
Mark price: -
Index price: -

Order Book

Bid depth 5: 785
Ask depth 5: 1863
Bid depth 10: 6926
Ask depth 10: 5008
Bid depth 20: 15180
Ask depth 20: 14297
Imbalance 5: -0.4071
Imbalance 10: 0.160717
Imbalance 20: 0.029956
Top bid size: 38
Top ask size: 57
Bid wall score: 0.002503
Ask wall score: 0.003987

Dynamics

Bid depth 5 delta: -1929
Ask depth 5 delta: 860
Imbalance 5 delta: -0.867417
Bid depth 10 delta: -1395
Ask depth 10 delta: 53
Imbalance 10 delta: -0.092823
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: -0.015226

Tape

Buy volume: 4899
Sell volume: 8421
Buy/sell delta: -3522
Buy/sell ratio: 0.58176
Avg trade size: 133.2
Large trade count: 13
Largest trade size: 1268

Candle

Return 1: -0.103627
Return 3: 0.062279
Volume 1: 4883
Volume avg 5: 22470.4
Momentum 5: -0.454358

Cross Exchange

Mid avg: 0.4806275
Mid median: 0.4813625
Price deviation %: 0.275161
Spread %: 1.272295

Funding / OI / Volume

Funding rate: 0.00023959
Funding delta: 0
Funding abs: 0.00023959
Funding pressure: 0.00023959
Open interest: 22927459
Volume 24h: 48063503
Quote volume 24h: 21844452.74231
Price change 24h %: 2.657

Quality

Capture latency ms: 7319
Order book timestamp: 2026-06-24 21:26:28.353000+02:00
Ticker timestamp: 2026-06-24 21:26:18.345000+02:00
Trades timestamp: 2026-06-24 21:26:29.170000+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: 7222
gate: 7220
htx: 7166
mexc: 7217

By Symbol

VELVET/USDT:USDT: 28825

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.