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: 31727
Total labels: 95181
Pending labels: 75698
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 07:06:59.462025+02:00
Recent trades snapshots: 31726
Micro candles: 634500
Avg data quality: 75.9437702902890283
Latest latency: 4410 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 66 of 3173 · 31727 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 05:22:52.634728+02:00	binance	VELVET/USDT:USDT	0.48315	80	5821 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 05:22:46.723508+02:00	mexc	VELVET/USDT:USDT	0.4831	78	4123 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 05:22:42.511390+02:00	htx	VELVET/USDT:USDT	0.47703	90	4485 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 05:22:26.961420+02:00	gate	VELVET/USDT:USDT	0.482015	68	10524 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 05:22:16.331820+02:00	binance	VELVET/USDT:USDT	0.48355	80	6711 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 05:22:09.496684+02:00	mexc	VELVET/USDT:USDT	0.4824	78	3987 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 05:22:05.447680+02:00	htx	VELVET/USDT:USDT	0.47642	80	5140 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 05:21:51.125179+02:00	gate	VELVET/USDT:USDT	0.481175	68	10392 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 05:21:40.643133+02:00	binance	VELVET/USDT:USDT	0.48235	80	5847 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 05:21:34.703897+02:00	mexc	VELVET/USDT:USDT	0.48235	78	4301 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4831
Best ask: 0.4832
Spread: 0.0001
Spread %: 0.020698
Mid price: 0.48315
Last price: 0.4831
Mark price: -
Index price: -

Order Book

Bid depth 5: 2578
Ask depth 5: 13635
Bid depth 10: 14629
Ask depth 10: 23272
Bid depth 20: 31336
Ask depth 20: 48897
Imbalance 5: -0.681984
Imbalance 10: -0.228041
Imbalance 20: -0.218875
Top bid size: 90
Top ask size: 258
Bid wall score: 0.002872
Ask wall score: 0.005276

Dynamics

Bid depth 5 delta: -1965
Ask depth 5 delta: 10631
Imbalance 5 delta: -0.885906
Bid depth 10 delta: -1589
Ask depth 10 delta: 12372
Imbalance 10 delta: -0.424147
Spread delta: 0
Mid price delta: -0.0004
Wall shift score: -0.008267

Tape

Buy volume: 4027
Sell volume: 8050
Buy/sell delta: -4023
Buy/sell ratio: 0.500248
Avg trade size: 120.77
Large trade count: 11
Largest trade size: 1446

Candle

Return 1: 0.228168
Return 3: 0.228168
Volume 1: 36332
Volume avg 5: 22426.8
Momentum 5: 0.311397

Cross Exchange

Mid avg: 0.48142375
Mid median: 0.4825575
Price deviation %: 0.358572
Spread %: 1.354316

Funding / OI / Volume

Funding rate: 0.00016522
Funding delta: 0
Funding abs: 0.00016522
Funding pressure: 0.00016522
Open interest: 22725313
Volume 24h: 48315588
Quote volume 24h: 22168289.5058
Price change 24h %: 5.067

Quality

Capture latency ms: 5821
Order book timestamp: 2026-06-25 05:22:50.505000+02:00
Ticker timestamp: 2026-06-25 05:22:41.280000+02:00
Trades timestamp: 2026-06-25 05:22:50.934000+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: 0.483
Best ask: 0.4832
Spread: 0.0002
Spread %: 0.041399
Mid price: 0.4831
Last price: 0.4831
Mark price: -
Index price: 0.4823

Order Book

Bid depth 5: 1225
Ask depth 5: 948
Bid depth 10: 2834
Ask depth 10: 2255
Bid depth 20: 6433
Ask depth 20: 5777
Imbalance 5: 0.127474
Imbalance 10: 0.113775
Imbalance 20: 0.053726
Top bid size: 29
Top ask size: 10
Bid wall score: 0.004508
Ask wall score: 0.001731

Dynamics

Bid depth 5 delta: 35
Ask depth 5 delta: -347
Imbalance 5 delta: 0.169727
Bid depth 10 delta: -116
Ask depth 10 delta: -2954
Imbalance 10 delta: 0.390647
Spread delta: 0
Mid price delta: 0.0007
Wall shift score: -0.003757

Tape

Buy volume: 916
Sell volume: 1047
Buy/sell delta: -131
Buy/sell ratio: 0.874881
Avg trade size: 19.63
Large trade count: 8
Largest trade size: 254

Candle

Return 1: 0.207426
Return 3: 0.228216
Volume 1: 73
Volume avg 5: 149.2
Momentum 5: 0.228216

Cross Exchange

Mid avg: 0.48124875
Mid median: 0.4822075
Price deviation %: 0.384676
Spread %: 1.354809

Funding / OI / Volume

Funding rate: 0.000162
Funding delta: 0
Funding abs: 0.000162
Funding pressure: 0.000162
Open interest: -
Volume 24h: 1181067
Quote volume 24h: 5442572.605
Price change 24h %: 2.69

Quality

Capture latency ms: 4123
Order book timestamp: 2026-06-25 05:22:45.389000+02:00
Ticker timestamp: 2026-06-25 05:22:42.822000+02:00
Trades timestamp: 2026-06-25 05:22:39.361000+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: 0.47046
Best ask: 0.4836
Spread: 0.01314
Spread %: 2.754544
Mid price: 0.47703
Last price: 0.483
Mark price: -
Index price: -

Order Book

Bid depth 5: 594
Ask depth 5: 1254
Bid depth 10: 30508
Ask depth 10: 3016
Bid depth 20: 68289
Ask depth 20: 43182
Imbalance 5: -0.357143
Imbalance 10: 0.820069
Imbalance 20: 0.225233
Top bid size: 10
Top ask size: 566
Bid wall score: 0.000146
Ask wall score: 0.013107

Dynamics

Bid depth 5 delta: -1180
Ask depth 5 delta: 249
Imbalance 5 delta: -0.633861
Bid depth 10 delta: -16603
Ask depth 10 delta: 616
Imbalance 10 delta: -0.082983
Spread delta: -0.00032
Mid price delta: 0.00061
Wall shift score: 0.056091

Tape

Buy volume: 2548
Sell volume: 4282
Buy/sell delta: -1734
Buy/sell ratio: 0.595049
Avg trade size: 68.3
Large trade count: 22
Largest trade size: 214

Candle

Return 1: -2.435685
Return 3: -2.435685
Volume 1: 186
Volume avg 5: 79.2
Momentum 5: -2.445804

Cross Exchange

Mid avg: 0.48109625
Mid median: 0.4822075
Price deviation %: -0.845205
Spread %: 1.482032

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73250
Volume 24h: 186364
Quote volume 24h: 186364
Price change 24h %: 3.317718

Quality

Capture latency ms: 4485
Order book timestamp: 2026-06-25 05:22:40.940000+02:00
Ticker timestamp: 2026-06-25 05:22:41.634000+02:00
Trades timestamp: 2026-06-25 05:22:36.674000+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: 0.48188
Best ask: 0.48215
Spread: 0.00027
Spread %: 0.056015
Mid price: 0.482015
Last price: 0.4818
Mark price: 0.48224
Index price: 0.482615

Order Book

Bid depth 5: 7
Ask depth 5: 6
Bid depth 10: 16
Ask depth 10: 14
Bid depth 20: 34
Ask depth 20: 34
Imbalance 5: 0.076923
Imbalance 10: 0.066667
Imbalance 20: 0
Top bid size: 1
Top ask size: 2
Bid wall score: 0.029412
Ask wall score: 0.058824

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -3
Imbalance 5 delta: 0.362637
Bid depth 10 delta: -3
Ask depth 10 delta: -4
Imbalance 10 delta: 0.03964
Spread delta: 0.00004
Mid price delta: 0.00084
Wall shift score: -0.031549

Tape

Buy volume: 52
Sell volume: 50
Buy/sell delta: 2
Buy/sell ratio: 1.04
Avg trade size: 1.02
Large trade count: 0
Largest trade size: 3

Candle

Return 1: 0.120527
Return 3: 0.110125
Volume 1: 48
Volume avg 5: 18.2
Momentum 5: 0.143418

Cross Exchange

Mid avg: 0.48088625
Mid median: 0.4817875
Price deviation %: 0.234723
Spread %: 1.482679

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4078800
Quote volume 24h: 1891179
Price change 24h %: 5

Quality

Capture latency ms: 10524
Order book timestamp: 2026-06-25 05:22:25+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:57.741000+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: 0.4824
Mark price: -
Index price: -

Order Book

Bid depth 5: 4543
Ask depth 5: 3004
Bid depth 10: 16218
Ask depth 10: 10900
Bid depth 20: 31185
Ask depth 20: 27002
Imbalance 5: 0.203922
Imbalance 10: 0.196106
Imbalance 20: 0.071889
Top bid size: 378
Top ask size: 169
Bid wall score: 0.012121
Ask wall score: 0.006259

Dynamics

Bid depth 5 delta: 1371
Ask depth 5 delta: -1602
Imbalance 5 delta: 0.388288
Bid depth 10 delta: 2365
Ask depth 10 delta: -12682
Imbalance 10 delta: 0.455996
Spread delta: 0
Mid price delta: 0.0012
Wall shift score: -0.006943

Tape

Buy volume: 31209
Sell volume: 7341
Buy/sell delta: 23868
Buy/sell ratio: 4.251328
Avg trade size: 385.5
Large trade count: 11
Largest trade size: 3806

Candle

Return 1: 0.290396
Return 3: 0.290396
Volume 1: 29308
Volume avg 5: 21022
Momentum 5: 0.373677

Cross Exchange

Mid avg: 0.48058625
Mid median: 0.4817625
Price deviation %: 0.616695
Spread %: 1.244314

Funding / OI / Volume

Funding rate: 0.00016522
Funding delta: 0.00000282
Funding abs: 0.00016522
Funding pressure: 0.00016804
Open interest: 22714727
Volume 24h: 48277295
Quote volume 24h: 22149865.5618
Price change 24h %: 4.915

Quality

Capture latency ms: 6711
Order book timestamp: 2026-06-25 05:22:14.197000+02:00
Ticker timestamp: 2026-06-25 05:22:07.666000+02:00
Trades timestamp: 2026-06-25 05:22:15.673000+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: 0.4823
Best ask: 0.4825
Spread: 0.0002
Spread %: 0.041459
Mid price: 0.4824
Last price: 0.4822
Mark price: -
Index price: 0.4814

Order Book

Bid depth 5: 1190
Ask depth 5: 1295
Bid depth 10: 2950
Ask depth 10: 5209
Bid depth 20: 6143
Ask depth 20: 8386
Imbalance 5: -0.042254
Imbalance 10: -0.276872
Imbalance 20: -0.154381
Top bid size: 46
Top ask size: 8
Bid wall score: 0.007488
Ask wall score: 0.000954

Dynamics

Bid depth 5 delta: 164
Ask depth 5 delta: -53
Imbalance 5 delta: 0.093383
Bid depth 10 delta: -486
Ask depth 10 delta: 555
Imbalance 10 delta: -0.126316
Spread delta: 0.0001
Mid price delta: 0.00005
Wall shift score: 0.017225

Tape

Buy volume: 944
Sell volume: 1031
Buy/sell delta: -87
Buy/sell ratio: 0.915616
Avg trade size: 19.75
Large trade count: 7
Largest trade size: 254

Candle

Return 1: 0.020743
Return 3: 0.041494
Volume 1: 3
Volume avg 5: 135.2
Momentum 5: 0.041494

Cross Exchange

Mid avg: 0.48057375
Mid median: 0.4817625
Price deviation %: 0.380015
Spread %: 1.233942

Funding / OI / Volume

Funding rate: 0.000162
Funding delta: -0.000002
Funding abs: 0.000162
Funding pressure: 0.000164
Open interest: -
Volume 24h: 1181004
Quote volume 24h: 5442268.43
Price change 24h %: 2.5

Quality

Capture latency ms: 3987
Order book timestamp: 2026-06-25 05:22:07.945000+02:00
Ticker timestamp: 2026-06-25 05:22:06.781000+02:00
Trades timestamp: 2026-06-25 05:22:05.364000+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: 0.46969
Best ask: 0.48315
Spread: 0.01346
Spread %: 2.825238
Mid price: 0.47642
Last price: 0.482
Mark price: -
Index price: -

Order Book

Bid depth 5: 1774
Ask depth 5: 1005
Bid depth 10: 47111
Ask depth 10: 2400
Bid depth 20: 68977
Ask depth 20: 3363
Imbalance 5: 0.276718
Imbalance 10: 0.903052
Imbalance 20: 0.907022
Top bid size: 16
Top ask size: 233
Bid wall score: 0.000232
Ask wall score: 0.069283

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -169
Imbalance 5 delta: 0.07319
Bid depth 10 delta: 0
Ask depth 10 delta: -579
Imbalance 10 delta: 0.021998
Spread delta: 0.00029
Mid price delta: 0.000155
Wall shift score: -0.061636

Tape

Buy volume: 2548
Sell volume: 4326
Buy/sell delta: -1778
Buy/sell ratio: 0.588997
Avg trade size: 68.74
Large trade count: 23
Largest trade size: 214

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 42
Momentum 5: -0.010372

Cross Exchange

Mid avg: 0.480535
Mid median: 0.4817625
Price deviation %: -0.856337
Spread %: 1.266297

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73250
Volume 24h: 186194
Quote volume 24h: 186194
Price change 24h %: 3.10381

Quality

Capture latency ms: 5140
Order book timestamp: 2026-06-25 05:22:03.898000+02:00
Ticker timestamp: 2026-06-25 05:22:04.289000+02:00
Trades timestamp: 2026-06-25 05:19:55.990000+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: 0.48106
Best ask: 0.48129
Spread: 0.00023
Spread %: 0.0478
Mid price: 0.481175
Last price: 0.48126
Mark price: 0.48128
Index price: 0.481802

Order Book

Bid depth 5: 5
Ask depth 5: 9
Bid depth 10: 19
Ask depth 10: 18
Bid depth 20: 36
Ask depth 20: 39
Imbalance 5: -0.285714
Imbalance 10: 0.027027
Imbalance 20: -0.04
Top bid size: 1
Top ask size: 1
Bid wall score: 0.027778
Ask wall score: 0.025641

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 4
Imbalance 5 delta: -0.285714
Bid depth 10 delta: -3
Ask depth 10 delta: 6
Imbalance 10 delta: -0.267091
Spread delta: 0.00006
Mid price delta: -0.00074
Wall shift score: 0.003523

Tape

Buy volume: 67
Sell volume: 54
Buy/sell delta: 13
Buy/sell ratio: 1.240741
Avg trade size: 1.21
Large trade count: 2
Largest trade size: 11

Candle

Return 1: -0.072673
Return 3: 0.183188
Volume 1: 7
Volume avg 5: 8.8
Momentum 5: -0.176308

Cross Exchange

Mid avg: 0.48072
Mid median: 0.4821325
Price deviation %: 0.09465
Spread %: 1.26581

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4074100
Quote volume 24h: 1888913
Price change 24h %: 4.72

Quality

Capture latency ms: 10392
Order book timestamp: 2026-06-25 05:21:49+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:57.706000+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: 0.4823
Best ask: 0.4824
Spread: 0.0001
Spread %: 0.020732
Mid price: 0.48235
Last price: 0.4824
Mark price: -
Index price: -

Order Book

Bid depth 5: 3172
Ask depth 5: 4606
Bid depth 10: 13853
Ask depth 10: 23582
Bid depth 20: 28715
Ask depth 20: 39281
Imbalance 5: -0.184366
Imbalance 10: -0.25989
Imbalance 20: -0.155391
Top bid size: 511
Top ask size: 196
Bid wall score: 0.017796
Ask wall score: 0.00499

Dynamics

Bid depth 5 delta: -541
Ask depth 5 delta: -8652
Imbalance 5 delta: 0.378064
Bid depth 10 delta: -627
Ask depth 10 delta: -910
Imbalance 10 delta: -0.002988
Spread delta: -0.0001
Mid price delta: -0.00025
Wall shift score: 0.029748

Tape

Buy volume: 6633
Sell volume: 3129
Buy/sell delta: 3504
Buy/sell ratio: 2.119847
Avg trade size: 97.62
Large trade count: 9
Largest trade size: 3164

Candle

Return 1: -0.020725
Return 3: 0.270214
Volume 1: 3426
Volume avg 5: 16483.6
Momentum 5: -0.06215

Cross Exchange

Mid avg: 0.4807825
Mid median: 0.4821325
Price deviation %: 0.326031
Spread %: 1.317644

Funding / OI / Volume

Funding rate: 0.0001624
Funding delta: 0
Funding abs: 0.0001624
Funding pressure: 0.0001624
Open interest: 22710825
Volume 24h: 48272703
Quote volume 24h: 22147508.9739
Price change 24h %: 5.121

Quality

Capture latency ms: 5847
Order book timestamp: 2026-06-25 05:21:38.503000+02:00
Ticker timestamp: 2026-06-25 05:21:35.218000+02:00
Trades timestamp: 2026-06-25 05:21:39.933000+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: 0.4823
Best ask: 0.4824
Spread: 0.0001
Spread %: 0.020732
Mid price: 0.48235
Last price: 0.4822
Mark price: -
Index price: 0.4817

Order Book

Bid depth 5: 1026
Ask depth 5: 1348
Bid depth 10: 3436
Ask depth 10: 4654
Bid depth 20: 6997
Ask depth 20: 8535
Imbalance 5: -0.135636
Imbalance 10: -0.150556
Imbalance 20: -0.099021
Top bid size: 8
Top ask size: 101
Bid wall score: 0.001143
Ask wall score: 0.011834

Dynamics

Bid depth 5 delta: 391
Ask depth 5 delta: -732
Imbalance 5 delta: 0.396592
Bid depth 10 delta: -165
Ask depth 10 delta: 920
Imbalance 10 delta: -0.132424
Spread delta: -0.0001
Mid price delta: -0.00015
Wall shift score: 0.157094

Tape

Buy volume: 978
Sell volume: 1049
Buy/sell delta: -71
Buy/sell ratio: 0.932316
Avg trade size: 20.27
Large trade count: 7
Largest trade size: 254

Candle

Return 1: -0.082884
Return 3: 0.207814
Volume 1: 6
Volume avg 5: 176.6
Momentum 5: -0.103584

Cross Exchange

Mid avg: 0.48082
Mid median: 0.4822075
Price deviation %: 0.318206
Spread %: 1.317541

Funding / OI / Volume

Funding rate: 0.000164
Funding delta: 0
Funding abs: 0.000164
Funding pressure: 0.000164
Open interest: -
Volume 24h: 1180994
Quote volume 24h: 5442220.695
Price change 24h %: 2.5

Quality

Capture latency ms: 4301
Order book timestamp: 2026-06-25 05:21:32.904000+02:00
Ticker timestamp: 2026-06-25 05:21:30.929000+02:00
Trades timestamp: 2026-06-25 05:21:28.365000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 7949
gate: 7947
htx: 7886
mexc: 7945

By Symbol

VELVET/USDT:USDT: 31727

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.