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: 30872
Total labels: 92616
Pending labels: 73133
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: 2026-06-25 04:50:14.803302+02:00
Recent trades snapshots: 30871
Micro candles: 617400
Avg data quality: 75.9202513604560767
Latest latency: 9734 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 64 of 3088 · 30872 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 03:08:56.550579+02:00	gate	VELVET/USDT:USDT	0.48168	68	10208 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 03:08:46.251464+02:00	binance	VELVET/USDT:USDT	0.4825	80	5688 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 03:08:40.459781+02:00	mexc	VELVET/USDT:USDT	0.4826	78	4345 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 03:08:36.059459+02:00	htx	VELVET/USDT:USDT	0.47725	90	4885 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 03:08:21.452081+02:00	gate	VELVET/USDT:USDT	0.48269	68	9934 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 03:08:11.426812+02:00	binance	VELVET/USDT:USDT	0.48355	80	5938 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 03:08:05.397249+02:00	mexc	VELVET/USDT:USDT	0.48385	78	4459 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 03:08:00.879571+02:00	htx	VELVET/USDT:USDT	0.47835	80	6409 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 03:07:45.307277+02:00	gate	VELVET/USDT:USDT	0.48416	68	9253 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 03:07:35.972391+02:00	binance	VELVET/USDT:USDT	0.48525	80	5805 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.48157
Best ask: 0.48179
Spread: 0.00022
Spread %: 0.045673
Mid price: 0.48168
Last price: 0.48162
Mark price: 0.48162
Index price: 0.48189

Order Book

Bid depth 5: 6
Ask depth 5: 5
Bid depth 10: 14
Ask depth 10: 12
Bid depth 20: 33
Ask depth 20: 32
Imbalance 5: 0.090909
Imbalance 10: 0.076923
Imbalance 20: 0.015385
Top bid size: 2
Top ask size: 1
Bid wall score: 0.060606
Ask wall score: 0.03125

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.090909
Bid depth 10 delta: -1
Ask depth 10 delta: -5
Imbalance 10 delta: 0.139423
Spread delta: 0.00002
Mid price delta: -0.00101
Wall shift score: 0.030247

Tape

Buy volume: 17
Sell volume: 123
Buy/sell delta: -106
Buy/sell ratio: 0.138211
Avg trade size: 1.4
Large trade count: 5
Largest trade size: 10

Candle

Return 1: -0.458829
Return 3: -0.38265
Volume 1: 27
Volume avg 5: 18.6
Momentum 5: -0.606736

Cross Exchange

Mid avg: 0.48126
Mid median: 0.48255
Price deviation %: 0.087271
Spread %: 1.130366

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3970500
Quote volume 24h: 1836765
Price change 24h %: 4.13

Quality

Capture latency ms: 10208
Order book timestamp: 2026-06-25 03:08:55+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:49.725000+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: 0.4824
Best ask: 0.4826
Spread: 0.0002
Spread %: 0.041451
Mid price: 0.4825
Last price: 0.4826
Mark price: -
Index price: -

Order Book

Bid depth 5: 2940
Ask depth 5: 3492
Bid depth 10: 13041
Ask depth 10: 6829
Bid depth 20: 32478
Ask depth 20: 15194
Imbalance 5: -0.085821
Imbalance 10: 0.312632
Imbalance 20: 0.362561
Top bid size: 186
Top ask size: 475
Bid wall score: 0.005727
Ask wall score: 0.031262

Dynamics

Bid depth 5 delta: 329
Ask depth 5 delta: 735
Imbalance 5 delta: -0.058623
Bid depth 10 delta: 4202
Ask depth 10 delta: -2628
Imbalance 10 delta: 0.34641
Spread delta: 0.0001
Mid price delta: -0.00105
Wall shift score: -0.051239

Tape

Buy volume: 2311
Sell volume: 15851
Buy/sell delta: -13540
Buy/sell ratio: 0.145795
Avg trade size: 181.62
Large trade count: 7
Largest trade size: 1353

Candle

Return 1: -0.330647
Return 3: -0.454076
Volume 1: 16062
Volume avg 5: 18444.4
Momentum 5: -0.515677

Cross Exchange

Mid avg: 0.4815225
Mid median: 0.482645
Price deviation %: 0.203002
Spread %: 1.30835

Funding / OI / Volume

Funding rate: 0.00017296
Funding delta: 0
Funding abs: 0.00017296
Funding pressure: 0.00017296
Open interest: 22891573
Volume 24h: 47706106
Quote volume 24h: 21828812.90402
Price change 24h %: 4.595

Quality

Capture latency ms: 5688
Order book timestamp: 2026-06-25 03:08:44.124000+02:00
Ticker timestamp: 2026-06-25 03:08:39.202000+02:00
Trades timestamp: 2026-06-25 03:08:45.069000+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: 0.4825
Best ask: 0.4827
Spread: 0.0002
Spread %: 0.041442
Mid price: 0.4826
Last price: 0.4831
Mark price: -
Index price: 0.4832

Order Book

Bid depth 5: 1026
Ask depth 5: 1258
Bid depth 10: 2886
Ask depth 10: 2206
Bid depth 20: 6781
Ask depth 20: 5287
Imbalance 5: -0.101576
Imbalance 10: 0.133543
Imbalance 20: 0.123798
Top bid size: 37
Top ask size: 55
Bid wall score: 0.005456
Ask wall score: 0.010403

Dynamics

Bid depth 5 delta: 64
Ask depth 5 delta: 639
Imbalance 5 delta: -0.318527
Bid depth 10 delta: 680
Ask depth 10 delta: 337
Imbalance 10 delta: 0.050843
Spread delta: 0.0001
Mid price delta: -0.00125
Wall shift score: -0.00148

Tape

Buy volume: 136
Sell volume: 2849
Buy/sell delta: -2713
Buy/sell ratio: 0.047736
Avg trade size: 29.85
Large trade count: 10
Largest trade size: 170

Candle

Return 1: -0.227226
Return 3: -0.391833
Volume 1: 135
Volume avg 5: 116.2
Momentum 5: -0.391833

Cross Exchange

Mid avg: 0.481835
Mid median: 0.48312
Price deviation %: 0.158768
Spread %: 1.369764

Funding / OI / Volume

Funding rate: 0.000176
Funding delta: 0
Funding abs: 0.000176
Funding pressure: 0.000176
Open interest: -
Volume 24h: 1184165
Quote volume 24h: 5448545.013
Price change 24h %: 2.69

Quality

Capture latency ms: 4345
Order book timestamp: 2026-06-25 03:08:38.916000+02:00
Ticker timestamp: 2026-06-25 03:08:36.804000+02:00
Trades timestamp: 2026-06-25 03:08:38.639000+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: 0.47056
Best ask: 0.48394
Spread: 0.01338
Spread %: 2.803562
Mid price: 0.47725
Last price: 0.48415
Mark price: -
Index price: -

Order Book

Bid depth 5: 1771
Ask depth 5: 1101
Bid depth 10: 47112
Ask depth 10: 3208
Bid depth 20: 68987
Ask depth 20: 43463
Imbalance 5: 0.233287
Imbalance 10: 0.872496
Imbalance 20: 0.226981
Top bid size: 19
Top ask size: 333
Bid wall score: 0.000275
Ask wall score: 0.007662

Dynamics

Bid depth 5 delta: 1641
Ask depth 5 delta: -57
Imbalance 5 delta: 1.031424
Bid depth 10 delta: 45347
Ask depth 10 delta: 204
Imbalance 10 delta: 1.132299
Spread delta: -0.00028
Mid price delta: -0.0011
Wall shift score: 0.148584

Tape

Buy volume: 4358
Sell volume: 5212
Buy/sell delta: -854
Buy/sell ratio: 0.836147
Avg trade size: 95.7
Large trade count: 1
Largest trade size: 392

Candle

Return 1: 0
Return 3: 2.402758
Volume 1: 0
Volume avg 5: 41.6
Momentum 5: 2.402758

Cross Exchange

Mid avg: 0.48211
Mid median: 0.48312
Price deviation %: -1.008069
Spread %: 1.140818

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73137
Volume 24h: 186152
Quote volume 24h: 186152
Price change 24h %: 3.563713

Quality

Capture latency ms: 4885
Order book timestamp: 2026-06-25 03:08:34.140000+02:00
Ticker timestamp: 2026-06-25 03:08:34.410000+02:00
Trades timestamp: 2026-06-25 03:06:22.671000+02:00
Data quality score: 90
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: 0.48259
Best ask: 0.48279
Spread: 0.0002
Spread %: 0.041434
Mid price: 0.48269
Last price: 0.48279
Mark price: 0.48355
Index price: 0.483533

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 15
Ask depth 10: 17
Bid depth 20: 34
Ask depth 20: 33
Imbalance 5: 0
Imbalance 10: -0.0625
Imbalance 20: 0.014925
Top bid size: 1
Top ask size: 1
Bid wall score: 0.029412
Ask wall score: 0.030303

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 0
Imbalance 5 delta: -0.090909
Bid depth 10 delta: 4
Ask depth 10 delta: -2
Imbalance 10 delta: 0.204167
Spread delta: -0.00002
Mid price delta: -0.00147
Wall shift score: -0.055571

Tape

Buy volume: 33
Sell volume: 106
Buy/sell delta: -73
Buy/sell ratio: 0.311321
Avg trade size: 1.39
Large trade count: 5
Largest trade size: 10

Candle

Return 1: -0.217014
Return 3: -0.14065
Volume 1: 10
Volume avg 5: 15.2
Momentum 5: -0.36528

Cross Exchange

Mid avg: 0.4824775
Mid median: 0.4837
Price deviation %: 0.044044
Spread %: 1.204201

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3969000
Quote volume 24h: 1836041
Price change 24h %: 4.38

Quality

Capture latency ms: 9934
Order book timestamp: 2026-06-25 03:08:20+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:49.698000+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: 0.4835
Best ask: 0.4836
Spread: 0.0001
Spread %: 0.02068
Mid price: 0.48355
Last price: 0.4841
Mark price: -
Index price: -

Order Book

Bid depth 5: 2611
Ask depth 5: 2757
Bid depth 10: 8839
Ask depth 10: 9457
Bid depth 20: 20429
Ask depth 20: 18329
Imbalance 5: -0.027198
Imbalance 10: -0.033778
Imbalance 20: 0.054182
Top bid size: 563
Top ask size: 34
Bid wall score: 0.027559
Ask wall score: 0.001855

Dynamics

Bid depth 5 delta: -259
Ask depth 5 delta: 503
Imbalance 5 delta: -0.147417
Bid depth 10 delta: 1181
Ask depth 10 delta: -392
Imbalance 10 delta: 0.091372
Spread delta: 0
Mid price delta: -0.0017
Wall shift score: 0.013481

Tape

Buy volume: 4131
Sell volume: 24114
Buy/sell delta: -19983
Buy/sell ratio: 0.171311
Avg trade size: 282.45
Large trade count: 11
Largest trade size: 2500

Candle

Return 1: -0.082662
Return 3: -0.206398
Volume 1: 1118
Volume avg 5: 15455.6
Momentum 5: -0.268152

Cross Exchange

Mid avg: 0.4829025
Mid median: 0.484005
Price deviation %: 0.134085
Spread %: 1.42886

Funding / OI / Volume

Funding rate: 0.00017296
Funding delta: -0.00000319
Funding abs: 0.00017296
Funding pressure: 0.00017615
Open interest: 22894267
Volume 24h: 47703413
Quote volume 24h: 21827136.60326
Price change 24h %: 5.148

Quality

Capture latency ms: 5938
Order book timestamp: 2026-06-25 03:08:09.190000+02:00
Ticker timestamp: 2026-06-25 03:07:55.769000+02:00
Trades timestamp: 2026-06-25 03:08:09.578000+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: 0.4838
Best ask: 0.4839
Spread: 0.0001
Spread %: 0.020668
Mid price: 0.48385
Last price: 0.484
Mark price: -
Index price: 0.484

Order Book

Bid depth 5: 962
Ask depth 5: 619
Bid depth 10: 2206
Ask depth 10: 1869
Bid depth 20: 6208
Ask depth 20: 4889
Imbalance 5: 0.216951
Imbalance 10: 0.082699
Imbalance 20: 0.118861
Top bid size: 28
Top ask size: 39
Bid wall score: 0.00451
Ask wall score: 0.007977

Dynamics

Bid depth 5 delta: -520
Ask depth 5 delta: -209
Imbalance 5 delta: -0.066166
Bid depth 10 delta: -566
Ask depth 10 delta: -806
Imbalance 10 delta: 0.064891
Spread delta: -0.0001
Mid price delta: -0.00145
Wall shift score: -0.053132

Tape

Buy volume: 139
Sell volume: 2759
Buy/sell delta: -2620
Buy/sell ratio: 0.050381
Avg trade size: 28.98
Large trade count: 10
Largest trade size: 170

Candle

Return 1: -0.020657
Return 3: -0.185605
Volume 1: 21
Volume avg 5: 93.4
Momentum 5: -0.185605

Cross Exchange

Mid avg: 0.483265
Mid median: 0.484705
Price deviation %: 0.121052
Spread %: 1.438134

Funding / OI / Volume

Funding rate: 0.000176
Funding delta: 0
Funding abs: 0.000176
Funding pressure: 0.000176
Open interest: -
Volume 24h: 1184112
Quote volume 24h: 5448292.799
Price change 24h %: 2.89

Quality

Capture latency ms: 4459
Order book timestamp: 2026-06-25 03:08:03.880000+02:00
Ticker timestamp: 2026-06-25 03:08:03.770000+02:00
Trades timestamp: 2026-06-25 03:08:02.492000+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: 0.47152
Best ask: 0.48518
Spread: 0.01366
Spread %: 2.85565
Mid price: 0.47835
Last price: 0.48415
Mark price: -
Index price: -

Order Book

Bid depth 5: 130
Ask depth 5: 1158
Bid depth 10: 1765
Ask depth 10: 3004
Bid depth 20: 63957
Ask depth 20: 3626
Imbalance 5: -0.798137
Imbalance 10: -0.259803
Imbalance 20: 0.892695
Top bid size: 8
Top ask size: 566
Bid wall score: 0.000125
Ask wall score: 0.156095

Dynamics

Bid depth 5 delta: -260
Ask depth 5 delta: 553
Imbalance 5 delta: -0.582056
Bid depth 10 delta: -37515
Ask depth 10 delta: 1390
Imbalance 10 delta: -1.180867
Spread delta: 0.00014
Mid price delta: -0.00102
Wall shift score: -0.121076

Tape

Buy volume: 4358
Sell volume: 5212
Buy/sell delta: -854
Buy/sell ratio: 0.836147
Avg trade size: 95.7
Large trade count: 1
Largest trade size: 392

Candle

Return 1: 0
Return 3: 2.402758
Volume 1: 0
Volume avg 5: 41.6
Momentum 5: 2.402758

Cross Exchange

Mid avg: 0.48352
Mid median: 0.484705
Price deviation %: -1.069242
Spread %: 1.226423

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73137
Volume 24h: 186192
Quote volume 24h: 186192
Price change 24h %: 3.563713

Quality

Capture latency ms: 6409
Order book timestamp: 2026-06-25 03:07:58.740000+02:00
Ticker timestamp: 2026-06-25 03:07:59.171000+02:00
Trades timestamp: 2026-06-25 03:06:22.671000+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: 0.48405
Best ask: 0.48427
Spread: 0.00022
Spread %: 0.04544
Mid price: 0.48416
Last price: 0.48428
Mark price: 0.48411
Index price: 0.484412

Order Book

Bid depth 5: 6
Ask depth 5: 5
Bid depth 10: 11
Ask depth 10: 19
Bid depth 20: 29
Ask depth 20: 70
Imbalance 5: 0.090909
Imbalance 10: -0.266667
Imbalance 20: -0.414141
Top bid size: 2
Top ask size: 1
Bid wall score: 0.068966
Ask wall score: 0.014286

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -8
Imbalance 5 delta: 0.535354
Bid depth 10 delta: -1
Ask depth 10 delta: -39
Imbalance 10 delta: 0.390476
Spread delta: 0.00007
Mid price delta: -0.000105
Wall shift score: 0.036706

Tape

Buy volume: 66
Sell volume: 97
Buy/sell delta: -31
Buy/sell ratio: 0.680412
Avg trade size: 1.63
Large trade count: 7
Largest trade size: 20

Candle

Return 1: 0.186243
Return 3: -0.086677
Volume 1: 21
Volume avg 5: 27.4
Momentum 5: -0.269853

Cross Exchange

Mid avg: 0.48354625
Mid median: 0.4847575
Price deviation %: 0.126927
Spread %: 1.226356

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3968300
Quote volume 24h: 1835702
Price change 24h %: 5.06

Quality

Capture latency ms: 9253
Order book timestamp: 2026-06-25 03:07:44+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:49.664000+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: 0.4852
Best ask: 0.4853
Spread: 0.0001
Spread %: 0.020608
Mid price: 0.48525
Last price: 0.4852
Mark price: -
Index price: -

Order Book

Bid depth 5: 2870
Ask depth 5: 2254
Bid depth 10: 7658
Ask depth 10: 9849
Bid depth 20: 19980
Ask depth 20: 17880
Imbalance 5: 0.120219
Imbalance 10: -0.12515
Imbalance 20: 0.055468
Top bid size: 423
Top ask size: 160
Bid wall score: 0.021171
Ask wall score: 0.008949

Dynamics

Bid depth 5 delta: -229
Ask depth 5 delta: 101
Imbalance 5 delta: -0.059903
Bid depth 10 delta: -2953
Ask depth 10 delta: 1091
Imbalance 10 delta: -0.220818
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: -0.017968

Tape

Buy volume: 5554
Sell volume: 21065
Buy/sell delta: -15511
Buy/sell ratio: 0.26366
Avg trade size: 266.19
Large trade count: 13
Largest trade size: 2500

Candle

Return 1: 0.165085
Return 3: 0.020606
Volume 1: 6745
Volume avg 5: 14636.6
Momentum 5: -0.226105

Cross Exchange

Mid avg: 0.48334625
Mid median: 0.4843575
Price deviation %: 0.393869
Spread %: 1.226864

Funding / OI / Volume

Funding rate: 0.00017615
Funding delta: -0.00000057
Funding abs: 0.00017615
Funding pressure: 0.00017672
Open interest: 22902621
Volume 24h: 47672764
Quote volume 24h: 21812537.13216
Price change 24h %: 5.387

Quality

Capture latency ms: 5805
Order book timestamp: 2026-06-25 03:07:33.678000+02:00
Ticker timestamp: 2026-06-25 03:07:24.149000+02:00
Trades timestamp: 2026-06-25 03:07:34.270000+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: 7735
gate: 7733
htx: 7674
mexc: 7730

By Symbol

VELVET/USDT:USDT: 30872

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.