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: 32901
Total labels: 98703
Pending labels: 79220
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 10:25:07.053582+02:00
Recent trades snapshots: 32900
Micro candles: 657960
Avg data quality: 75.9460806662411477
Latest latency: 10339 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 69 of 3291 · 32901 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 08:28:47.107902+02:00	htx	VELVET/USDT:USDT	0.478165	80	5706 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 08:28:30.764855+02:00	gate	VELVET/USDT:USDT	0.487535	68	10111 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 08:28:20.540342+02:00	binance	VELVET/USDT:USDT	0.48845	80	5771 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 08:28:14.683111+02:00	mexc	VELVET/USDT:USDT	0.48845	78	4400 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 08:28:10.212331+02:00	htx	VELVET/USDT:USDT	0.478265	80	5537 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 08:27:54.304175+02:00	gate	VELVET/USDT:USDT	0.4874	68	10368 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 08:27:43.837076+02:00	binance	VELVET/USDT:USDT	0.48835	80	6047 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 08:27:37.686890+02:00	mexc	VELVET/USDT:USDT	0.4884	78	4451 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 08:27:33.167770+02:00	htx	VELVET/USDT:USDT	0.47841	80	6008 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 08:27:17.229011+02:00	gate	VELVET/USDT:USDT	0.48768	68	9505 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.47513
Best ask: 0.4812
Spread: 0.00607
Spread %: 1.269436
Mid price: 0.478165
Last price: 0.48118
Mark price: -
Index price: -

Order Book

Bid depth 5: 1756
Ask depth 5: 844
Bid depth 10: 46025
Ask depth 10: 2939
Bid depth 20: 67709
Ask depth 20: 42532
Imbalance 5: 0.350769
Imbalance 10: 0.879953
Imbalance 20: 0.228381
Top bid size: 18
Top ask size: 1
Bid wall score: 0.000266
Ask wall score: 0.000024

Dynamics

Bid depth 5 delta: 7
Ask depth 5 delta: -1
Imbalance 5 delta: 0.002273
Bid depth 10 delta: 11
Ask depth 10 delta: 4
Imbalance 10 delta: -0.000127
Spread delta: 0.0002
Mid price delta: -0.0001
Wall shift score: 0.000059

Tape

Buy volume: 4496
Sell volume: 4644
Buy/sell delta: -148
Buy/sell ratio: 0.968131
Avg trade size: 91.4
Large trade count: 1
Largest trade size: 802

Candle

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

Cross Exchange

Mid avg: 0.485675
Mid median: 0.4879925
Price deviation %: -1.546302
Spread %: 2.097081

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73352
Volume 24h: 186226
Quote volume 24h: 186226
Price change 24h %: 2.928405

Quality

Capture latency ms: 5706
Order book timestamp: 2026-06-25 08:28:45.398000+02:00
Ticker timestamp: 2026-06-25 08:28:45.911000+02:00
Trades timestamp: 2026-06-25 08:26:40.661000+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: 0.48745
Best ask: 0.48762
Spread: 0.00017
Spread %: 0.034869
Mid price: 0.487535
Last price: 0.48745
Mark price: 0.48745
Index price: 0.488335

Order Book

Bid depth 5: 16
Ask depth 5: 5
Bid depth 10: 33
Ask depth 10: 17
Bid depth 20: 59
Ask depth 20: 75
Imbalance 5: 0.52381
Imbalance 10: 0.32
Imbalance 20: -0.119403
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016949
Ask wall score: 0.013333

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 0
Imbalance 5 delta: 0.02381
Bid depth 10 delta: 0
Ask depth 10 delta: 0
Imbalance 10 delta: 0
Spread delta: -0.00009
Mid price delta: 0.000135
Wall shift score: 0.012487

Tape

Buy volume: 60
Sell volume: 45
Buy/sell delta: 15
Buy/sell ratio: 1.333333
Avg trade size: 1.05
Large trade count: 1
Largest trade size: 6

Candle

Return 1: -0.045112
Return 3: 0.222053
Volume 1: 3
Volume avg 5: 9
Momentum 5: 0.191153

Cross Exchange

Mid avg: 0.48564125
Mid median: 0.487925
Price deviation %: 0.389948
Spread %: 2.097227

Funding / OI / Volume

Funding rate: -0.000021
Funding delta: 0.000003
Funding abs: 0.000021
Funding pressure: 0.000024
Open interest: -
Volume 24h: 4276100
Quote volume 24h: 1993317
Price change 24h %: 9.19

Quality

Capture latency ms: 10111
Order book timestamp: 2026-06-25 08:28:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:08.888000+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: 0.4884
Best ask: 0.4885
Spread: 0.0001
Spread %: 0.020473
Mid price: 0.48845
Last price: 0.4883
Mark price: -
Index price: -

Order Book

Bid depth 5: 1780
Ask depth 5: 3554
Bid depth 10: 8397
Ask depth 10: 11895
Bid depth 20: 20257
Ask depth 20: 23941
Imbalance 5: -0.332583
Imbalance 10: -0.172383
Imbalance 20: -0.083352
Top bid size: 29
Top ask size: 173
Bid wall score: 0.001432
Ask wall score: 0.007226

Dynamics

Bid depth 5 delta: -589
Ask depth 5 delta: 905
Imbalance 5 delta: -0.276784
Bid depth 10 delta: -4463
Ask depth 10 delta: 1228
Imbalance 10 delta: -0.265595
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.012113

Tape

Buy volume: 16110
Sell volume: 2020
Buy/sell delta: 14090
Buy/sell ratio: 7.975248
Avg trade size: 181.3
Large trade count: 9
Largest trade size: 2726

Candle

Return 1: 0.020483
Return 3: 0.184653
Volume 1: 836
Volume avg 5: 21757.4
Momentum 5: 0.22578

Cross Exchange

Mid avg: 0.48561625
Mid median: 0.487875
Price deviation %: 0.583537
Spread %: 2.097335

Funding / OI / Volume

Funding rate: 0.00007499
Funding delta: -0.00000287
Funding abs: 0.00007499
Funding pressure: 0.00007786
Open interest: 22814342
Volume 24h: 50972200
Quote volume 24h: 23505494.48904
Price change 24h %: 9.264

Quality

Capture latency ms: 5771
Order book timestamp: 2026-06-25 08:28:18.309000+02:00
Ticker timestamp: 2026-06-25 08:28:09.091000+02:00
Trades timestamp: 2026-06-25 08:28:17.425000+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: 0.4884
Best ask: 0.4885
Spread: 0.0001
Spread %: 0.020473
Mid price: 0.48845
Last price: 0.4882
Mark price: -
Index price: 0.4879

Order Book

Bid depth 5: 1277
Ask depth 5: 1283
Bid depth 10: 2770
Ask depth 10: 3601
Bid depth 20: 5304
Ask depth 20: 6821
Imbalance 5: -0.002344
Imbalance 10: -0.130435
Imbalance 20: -0.125113
Top bid size: 85
Top ask size: 8
Bid wall score: 0.016026
Ask wall score: 0.001173

Dynamics

Bid depth 5 delta: 727
Ask depth 5 delta: 588
Imbalance 5 delta: 0.114122
Bid depth 10 delta: 423
Ask depth 10 delta: 1294
Imbalance 10 delta: -0.13903
Spread delta: -0.0001
Mid price delta: 0.00005
Wall shift score: 0.012582

Tape

Buy volume: 856
Sell volume: 1087
Buy/sell delta: -231
Buy/sell ratio: 0.787489
Avg trade size: 19.43
Large trade count: 11
Largest trade size: 136

Candle

Return 1: -0.04095
Return 3: 0.184691
Volume 1: 2
Volume avg 5: 136.4
Momentum 5: 0.14359

Cross Exchange

Mid avg: 0.48560375
Mid median: 0.487875
Price deviation %: 0.586126
Spread %: 2.087093

Funding / OI / Volume

Funding rate: 0.000077
Funding delta: -0.000004
Funding abs: 0.000077
Funding pressure: 0.000081
Open interest: -
Volume 24h: 1136860
Quote volume 24h: 5255548.875
Price change 24h %: 3.78

Quality

Capture latency ms: 4400
Order book timestamp: 2026-06-25 08:28:13.079000+02:00
Ticker timestamp: 2026-06-25 08:28:10.996000+02:00
Trades timestamp: 2026-06-25 08:28:03.358000+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: 0.47533
Best ask: 0.4812
Spread: 0.00587
Spread %: 1.227353
Mid price: 0.478265
Last price: 0.48118
Mark price: -
Index price: -

Order Book

Bid depth 5: 1749
Ask depth 5: 845
Bid depth 10: 46014
Ask depth 10: 2935
Bid depth 20: 67699
Ask depth 20: 42531
Imbalance 5: 0.348497
Imbalance 10: 0.880079
Imbalance 20: 0.228323
Top bid size: 14
Top ask size: 1
Bid wall score: 0.000207
Ask wall score: 0.000024

Dynamics

Bid depth 5 delta: 1622
Ask depth 5 delta: -100
Imbalance 5 delta: 1.111556
Bid depth 10 delta: 44264
Ask depth 10 delta: -15
Imbalance 10 delta: 1.135398
Spread delta: 0.00029
Mid price delta: -0.000145
Wall shift score: 0.000066

Tape

Buy volume: 4496
Sell volume: 4644
Buy/sell delta: -148
Buy/sell ratio: 0.968131
Avg trade size: 91.4
Large trade count: 1
Largest trade size: 802

Candle

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

Cross Exchange

Mid avg: 0.48564
Mid median: 0.487875
Price deviation %: -1.518615
Spread %: 2.057079

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73352
Volume 24h: 186226
Quote volume 24h: 186226
Price change 24h %: 2.928405

Quality

Capture latency ms: 5537
Order book timestamp: 2026-06-25 08:28:08.840000+02:00
Ticker timestamp: 2026-06-25 08:28:09.191000+02:00
Trades timestamp: 2026-06-25 08:26:40.661000+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: 0.48727
Best ask: 0.48753
Spread: 0.00026
Spread %: 0.053344
Mid price: 0.4874
Last price: 0.48767
Mark price: 0.48791
Index price: 0.487915

Order Book

Bid depth 5: 15
Ask depth 5: 5
Bid depth 10: 33
Ask depth 10: 17
Bid depth 20: 62
Ask depth 20: 40
Imbalance 5: 0.5
Imbalance 10: 0.32
Imbalance 20: 0.215686
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016129
Ask wall score: 0.025

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -1
Imbalance 5 delta: 0.166667
Bid depth 10 delta: 11
Ask depth 10 delta: -6
Imbalance 10 delta: 0.342222
Spread delta: 0.00004
Mid price delta: -0.00028
Wall shift score: 0.011962

Tape

Buy volume: 61
Sell volume: 45
Buy/sell delta: 16
Buy/sell ratio: 1.355556
Avg trade size: 1.06
Large trade count: 1
Largest trade size: 6

Candle

Return 1: 0.221953
Return 3: 0.374601
Volume 1: 13
Volume avg 5: 9.4
Momentum 5: 0.02051

Cross Exchange

Mid avg: 0.48571
Mid median: 0.488015
Price deviation %: 0.347944
Spread %: 2.056783

Funding / OI / Volume

Funding rate: -0.000024
Funding delta: 0
Funding abs: 0.000024
Funding pressure: 0.000024
Open interest: -
Volume 24h: 4275500
Quote volume 24h: 1993025
Price change 24h %: 9.19

Quality

Capture latency ms: 10368
Order book timestamp: 2026-06-25 08:27:53+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:08.873000+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: 0.4883
Best ask: 0.4884
Spread: 0.0001
Spread %: 0.020477
Mid price: 0.48835
Last price: 0.4884
Mark price: -
Index price: -

Order Book

Bid depth 5: 2369
Ask depth 5: 2649
Bid depth 10: 12860
Ask depth 10: 10667
Bid depth 20: 22924
Ask depth 20: 22208
Imbalance 5: -0.055799
Imbalance 10: 0.093212
Imbalance 20: 0.015865
Top bid size: 22
Top ask size: 419
Bid wall score: 0.00096
Ask wall score: 0.018867

Dynamics

Bid depth 5 delta: -1183
Ask depth 5 delta: 811
Imbalance 5 delta: -0.373795
Bid depth 10 delta: 2044
Ask depth 10 delta: 2068
Imbalance 10 delta: -0.020978
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: -0.026992

Tape

Buy volume: 19848
Sell volume: 3192
Buy/sell delta: 16656
Buy/sell ratio: 6.218045
Avg trade size: 230.4
Large trade count: 7
Largest trade size: 4113

Candle

Return 1: 0.225734
Return 3: 0.390545
Volume 1: 14570
Volume avg 5: 22844.2
Momentum 5: 0

Cross Exchange

Mid avg: 0.48566
Mid median: 0.487915
Price deviation %: 0.553885
Spread %: 2.056995

Funding / OI / Volume

Funding rate: 0.00007786
Funding delta: 0
Funding abs: 0.00007786
Funding pressure: 0.00007786
Open interest: 22815523
Volume 24h: 51045969
Quote volume 24h: 23538339.66614
Price change 24h %: 9.115

Quality

Capture latency ms: 6047
Order book timestamp: 2026-06-25 08:27:41.641000+02:00
Ticker timestamp: 2026-06-25 08:27:33.263000+02:00
Trades timestamp: 2026-06-25 08:27:42.499000+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: 0.4883
Best ask: 0.4885
Spread: 0.0002
Spread %: 0.04095
Mid price: 0.4884
Last price: 0.4882
Mark price: -
Index price: 0.4878

Order Book

Bid depth 5: 550
Ask depth 5: 695
Bid depth 10: 2347
Ask depth 10: 2307
Bid depth 20: 5391
Ask depth 20: 5586
Imbalance 5: -0.116466
Imbalance 10: 0.008595
Imbalance 20: -0.017764
Top bid size: 19
Top ask size: 7
Bid wall score: 0.003524
Ask wall score: 0.001253

Dynamics

Bid depth 5 delta: -588
Ask depth 5 delta: -274
Imbalance 5 delta: -0.196675
Bid depth 10 delta: -717
Ask depth 10 delta: -937
Imbalance 10 delta: 0.03713
Spread delta: 0
Mid price delta: 0.0011
Wall shift score: -0.007947

Tape

Buy volume: 873
Sell volume: 1137
Buy/sell delta: -264
Buy/sell ratio: 0.76781
Avg trade size: 20.1
Large trade count: 11
Largest trade size: 136

Candle

Return 1: 0.266995
Return 3: 0.328812
Volume 1: 25
Volume avg 5: 185.2
Momentum 5: -0.102312

Cross Exchange

Mid avg: 0.485385
Mid median: 0.48749
Price deviation %: 0.621156
Spread %: 2.006655

Funding / OI / Volume

Funding rate: 0.000081
Funding delta: 0
Funding abs: 0.000081
Funding pressure: 0.000081
Open interest: -
Volume 24h: 1136852
Quote volume 24h: 5255509.322
Price change 24h %: 3.78

Quality

Capture latency ms: 4451
Order book timestamp: 2026-06-25 08:27:35.766000+02:00
Ticker timestamp: 2026-06-25 08:27:34.760000+02:00
Trades timestamp: 2026-06-25 08:27:30.358000+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: 0.47562
Best ask: 0.4812
Spread: 0.00558
Spread %: 1.166364
Mid price: 0.47841
Last price: 0.48118
Mark price: -
Index price: -

Order Book

Bid depth 5: 127
Ask depth 5: 945
Bid depth 10: 1750
Ask depth 10: 2950
Bid depth 20: 56833
Ask depth 20: 42529
Imbalance 5: -0.76306
Imbalance 10: -0.255319
Imbalance 20: 0.143958
Top bid size: 8
Top ask size: 1
Bid wall score: 0.000141
Ask wall score: 0.000024

Dynamics

Bid depth 5 delta: -460
Ask depth 5 delta: 189
Imbalance 5 delta: -0.637222
Bid depth 10 delta: -33583
Ask depth 10 delta: 21
Imbalance 10 delta: -1.102217
Spread delta: -0.00115
Mid price delta: 0.000575
Wall shift score: -0.000141

Tape

Buy volume: 4496
Sell volume: 4644
Buy/sell delta: -148
Buy/sell ratio: 0.968131
Avg trade size: 91.4
Large trade count: 1
Largest trade size: 802

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 83.6
Momentum 5: 0

Cross Exchange

Mid avg: 0.48524125
Mid median: 0.48749
Price deviation %: -1.407805
Spread %: 2.125747

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73352
Volume 24h: 186236
Quote volume 24h: 186236
Price change 24h %: 2.928405

Quality

Capture latency ms: 6008
Order book timestamp: 2026-06-25 08:27:31.298000+02:00
Ticker timestamp: 2026-06-25 08:27:31.633000+02:00
Trades timestamp: 2026-06-25 08:26:40.661000+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: 0.48757
Best ask: 0.48779
Spread: 0.00022
Spread %: 0.045112
Mid price: 0.48768
Last price: 0.48749
Mark price: 0.48749
Index price: 0.488062

Order Book

Bid depth 5: 12
Ask depth 5: 6
Bid depth 10: 22
Ask depth 10: 23
Bid depth 20: 48
Ask depth 20: 48
Imbalance 5: 0.333333
Imbalance 10: -0.022222
Imbalance 20: 0
Top bid size: 1
Top ask size: 2
Bid wall score: 0.020833
Ask wall score: 0.041667

Dynamics

Bid depth 5 delta: 7
Ask depth 5 delta: -7
Imbalance 5 delta: 0.777778
Bid depth 10 delta: 12
Ask depth 10 delta: -5
Imbalance 10 delta: 0.451462
Spread delta: -0.00005
Mid price delta: 0.001915
Wall shift score: -0.041396

Tape

Buy volume: 60
Sell volume: 46
Buy/sell delta: 14
Buy/sell ratio: 1.304348
Avg trade size: 1.06
Large trade count: 1
Largest trade size: 6

Candle

Return 1: 0.184961
Return 3: 0.337553
Volume 1: 5
Volume avg 5: 7.8
Momentum 5: -0.016408

Cross Exchange

Mid avg: 0.4847625
Mid median: 0.4865325
Price deviation %: 0.601841
Spread %: 2.127846

Funding / OI / Volume

Funding rate: -0.000024
Funding delta: 0.000001
Funding abs: 0.000024
Funding pressure: 0.000025
Open interest: -
Volume 24h: 4275000
Quote volume 24h: 1992781
Price change 24h %: 9.15

Quality

Capture latency ms: 9505
Order book timestamp: 2026-06-25 08:27:16+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:08.820000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 8243
gate: 8242
htx: 8177
mexc: 8239

By Symbol

VELVET/USDT:USDT: 32901

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.