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: 33233
Total labels: 99699
Pending labels: 80216
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 11:20:59.649634+02:00
Recent trades snapshots: 33232
Micro candles: 664600
Avg data quality: 75.9422261005626937
Latest latency: 10567 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 70 of 3324 · 33233 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 09:20:56.318857+02:00	binance	VELVET/USDT:USDT	0.4834	80	6054 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 09:20:50.167793+02:00	mexc	VELVET/USDT:USDT	0.4834	78	4776 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 09:20:45.326395+02:00	htx	VELVET/USDT:USDT	0.46106	80	5503 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 09:20:28.120884+02:00	gate	VELVET/USDT:USDT	0.482325	68	9704 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 09:20:18.312556+02:00	binance	VELVET/USDT:USDT	0.4833	80	6009 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 09:20:12.208312+02:00	mexc	VELVET/USDT:USDT	0.48385	78	4824 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 09:20:07.310740+02:00	htx	VELVET/USDT:USDT	0.46104	80	6635 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 09:19:49.749811+02:00	gate	VELVET/USDT:USDT	0.482745	68	10135 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 09:19:39.423028+02:00	binance	VELVET/USDT:USDT	0.48305	80	5814 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 09:19:33.507877+02:00	mexc	VELVET/USDT:USDT	0.48315	78	4500 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4833
Best ask: 0.4835
Spread: 0.0002
Spread %: 0.041374
Mid price: 0.4834
Last price: 0.4835
Mark price: -
Index price: -

Order Book

Bid depth 5: 2382
Ask depth 5: 3532
Bid depth 10: 7751
Ask depth 10: 11882
Bid depth 20: 18637
Ask depth 20: 22406
Imbalance 5: -0.194454
Imbalance 10: -0.210411
Imbalance 20: -0.091831
Top bid size: 196
Top ask size: 11
Bid wall score: 0.010517
Ask wall score: 0.000491

Dynamics

Bid depth 5 delta: -632
Ask depth 5 delta: 531
Imbalance 5 delta: -0.196615
Bid depth 10 delta: -880
Ask depth 10 delta: -132
Imbalance 10 delta: -0.046546
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.01315

Tape

Buy volume: 4904
Sell volume: 9341
Buy/sell delta: -4437
Buy/sell ratio: 0.524997
Avg trade size: 142.45
Large trade count: 10
Largest trade size: 1344

Candle

Return 1: -0.041348
Return 3: -0.082662
Volume 1: 6663
Volume avg 5: 28589.4
Momentum 5: -0.329829

Cross Exchange

Mid avg: 0.47752125
Mid median: 0.4828125
Price deviation %: 1.231097
Spread %: 4.678326

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22763278
Volume 24h: 50070912
Quote volume 24h: 23144885.01624
Price change 24h %: 10.287

Quality

Capture latency ms: 6054
Order book timestamp: 2026-06-25 09:20:53.889000+02:00
Ticker timestamp: 2026-06-25 09:20:44.970000+02:00
Trades timestamp: 2026-06-25 09:20:52.846000+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: 0.4833
Best ask: 0.4835
Spread: 0.0002
Spread %: 0.041374
Mid price: 0.4834
Last price: 0.4835
Mark price: -
Index price: 0.4833

Order Book

Bid depth 5: 667
Ask depth 5: 915
Bid depth 10: 2291
Ask depth 10: 2590
Bid depth 20: 5289
Ask depth 20: 4796
Imbalance 5: -0.156764
Imbalance 10: -0.061258
Imbalance 20: 0.048884
Top bid size: 67
Top ask size: 91
Bid wall score: 0.012668
Ask wall score: 0.018974

Dynamics

Bid depth 5 delta: -353
Ask depth 5 delta: 235
Imbalance 5 delta: -0.356764
Bid depth 10 delta: -219
Ask depth 10 delta: -23
Imbalance 10 delta: -0.041153
Spread delta: 0.0001
Mid price delta: -0.00045
Wall shift score: -0.04669

Tape

Buy volume: 267
Sell volume: 2824
Buy/sell delta: -2557
Buy/sell ratio: 0.094547
Avg trade size: 30.91
Large trade count: 6
Largest trade size: 231

Candle

Return 1: -0.041365
Return 3: -0.123993
Volume 1: 847
Volume avg 5: 613
Momentum 5: -0.412116

Cross Exchange

Mid avg: 0.47763375
Mid median: 0.4828125
Price deviation %: 1.207253
Spread %: 4.771438

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1090865
Quote volume 24h: 5056643.203
Price change 24h %: 2.78

Quality

Capture latency ms: 4776
Order book timestamp: 2026-06-25 09:20:48.474000+02:00
Ticker timestamp: 2026-06-25 09:20:46.875000+02:00
Trades timestamp: 2026-06-25 09:20:43.357000+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: 0.44478
Best ask: 0.47734
Spread: 0.03256
Spread %: 7.061988
Mid price: 0.46106
Last price: 0.47732
Mark price: -
Index price: -

Order Book

Bid depth 5: 8206
Ask depth 5: 860
Bid depth 10: 17758
Ask depth 10: 2360
Bid depth 20: 17758
Ask depth 20: 2360
Imbalance 5: 0.81028
Imbalance 10: 0.765384
Imbalance 20: 0.765384
Top bid size: 7170
Top ask size: 1
Bid wall score: 0.403762
Ask wall score: 0.000424

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -16
Imbalance 5 delta: 0.003189
Bid depth 10 delta: 0
Ask depth 10 delta: -12
Imbalance 10 delta: 0.001052
Spread delta: -0.00004
Mid price delta: 0.00002
Wall shift score: 0.362651

Tape

Buy volume: 13378
Sell volume: 4886
Buy/sell delta: 8492
Buy/sell ratio: 2.738027
Avg trade size: 182.64
Large trade count: 5
Largest trade size: 1576

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 86.8
Momentum 5: -0.521029

Cross Exchange

Mid avg: 0.47762875
Mid median: 0.4828125
Price deviation %: -3.46896
Spread %: 4.775676

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72923
Volume 24h: 194978
Quote volume 24h: 194978
Price change 24h %: 2.102719

Quality

Capture latency ms: 5503
Order book timestamp: 2026-06-25 09:20:43.840000+02:00
Ticker timestamp: 2026-06-25 09:20:44.316000+02:00
Trades timestamp: 2026-06-25 09:19:57.032000+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: 0.48224
Best ask: 0.48241
Spread: 0.00017
Spread %: 0.035246
Mid price: 0.482325
Last price: 0.48248
Mark price: 0.483
Index price: 0.483427

Order Book

Bid depth 5: 7
Ask depth 5: 5
Bid depth 10: 19
Ask depth 10: 15
Bid depth 20: 43
Ask depth 20: 35
Imbalance 5: 0.166667
Imbalance 10: 0.117647
Imbalance 20: 0.102564
Top bid size: 1
Top ask size: 1
Bid wall score: 0.023256
Ask wall score: 0.028571

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -3
Imbalance 5 delta: 0.233333
Bid depth 10 delta: -5
Ask depth 10 delta: -4
Imbalance 10 delta: 0.001368
Spread delta: -0.00004
Mid price delta: -0.00042
Wall shift score: 0.025077

Tape

Buy volume: 39
Sell volume: 67
Buy/sell delta: -28
Buy/sell ratio: 0.58209
Avg trade size: 1.06
Large trade count: 0
Largest trade size: 3

Candle

Return 1: -0.016578
Return 3: 0.058067
Volume 1: 7
Volume avg 5: 20.8
Momentum 5: -0.460069

Cross Exchange

Mid avg: 0.47773375
Mid median: 0.4830225
Price deviation %: 0.961048
Spread %: 4.774626

Funding / OI / Volume

Funding rate: 0.000012
Funding delta: -0.000001
Funding abs: 0.000012
Funding pressure: 0.000013
Open interest: -
Volume 24h: 4246600
Quote volume 24h: 1982836
Price change 24h %: 10.29

Quality

Capture latency ms: 9704
Order book timestamp: 2026-06-25 09:20:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:12.019000+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: 0.4832
Best ask: 0.4834
Spread: 0.0002
Spread %: 0.041382
Mid price: 0.4833
Last price: 0.4838
Mark price: -
Index price: -

Order Book

Bid depth 5: 3014
Ask depth 5: 3001
Bid depth 10: 8631
Ask depth 10: 12014
Bid depth 20: 20715
Ask depth 20: 23893
Imbalance 5: 0.002161
Imbalance 10: -0.163865
Imbalance 20: -0.071243
Top bid size: 74
Top ask size: 160
Bid wall score: 0.003572
Ask wall score: 0.006697

Dynamics

Bid depth 5 delta: 74
Ask depth 5 delta: 565
Imbalance 5 delta: -0.091589
Bid depth 10 delta: 404
Ask depth 10 delta: 2064
Imbalance 10 delta: -0.069075
Spread delta: 0.0001
Mid price delta: 0.00025
Wall shift score: -0.001698

Tape

Buy volume: 4528
Sell volume: 10146
Buy/sell delta: -5618
Buy/sell ratio: 0.446284
Avg trade size: 146.74
Large trade count: 10
Largest trade size: 1344

Candle

Return 1: -0.020674
Return 3: -0.061996
Volume 1: 3613
Volume avg 5: 27979.4
Momentum 5: -0.309215

Cross Exchange

Mid avg: 0.47767125
Mid median: 0.4828975
Price deviation %: 1.178373
Spread %: 4.775251

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22763517
Volume 24h: 50067835
Quote volume 24h: 23143397.18424
Price change 24h %: 10.356

Quality

Capture latency ms: 6009
Order book timestamp: 2026-06-25 09:20:16.143000+02:00
Ticker timestamp: 2026-06-25 09:20:08.212000+02:00
Trades timestamp: 2026-06-25 09:20:17.188000+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: 0.4835
Mark price: -
Index price: 0.4836

Order Book

Bid depth 5: 1020
Ask depth 5: 680
Bid depth 10: 2510
Ask depth 10: 2613
Bid depth 20: 5671
Ask depth 20: 5113
Imbalance 5: 0.2
Imbalance 10: -0.020105
Imbalance 20: 0.051743
Top bid size: 239
Top ask size: 9
Bid wall score: 0.042144
Ask wall score: 0.00176

Dynamics

Bid depth 5 delta: 573
Ask depth 5 delta: -252
Imbalance 5 delta: 0.551704
Bid depth 10 delta: 846
Ask depth 10 delta: -11
Imbalance 10 delta: 0.203775
Spread delta: -0.0002
Mid price delta: 0.0007
Wall shift score: 0.043707

Tape

Buy volume: 245
Sell volume: 2332
Buy/sell delta: -2087
Buy/sell ratio: 0.10506
Avg trade size: 25.77
Large trade count: 10
Largest trade size: 231

Candle

Return 1: 0.062048
Return 3: -0.020665
Volume 1: 2
Volume avg 5: 444
Momentum 5: -0.309087

Cross Exchange

Mid avg: 0.47749625
Mid median: 0.4828975
Price deviation %: 1.330639
Spread %: 4.630403

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1090154
Quote volume 24h: 5053208.092
Price change 24h %: 2.78

Quality

Capture latency ms: 4824
Order book timestamp: 2026-06-25 09:20:10.494000+02:00
Ticker timestamp: 2026-06-25 09:20:07.922000+02:00
Trades timestamp: 2026-06-25 09:20:08.360000+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: 0.44474
Best ask: 0.47734
Spread: 0.0326
Spread %: 7.07097
Mid price: 0.46104
Last price: 0.47732
Mark price: -
Index price: -

Order Book

Bid depth 5: 8206
Ask depth 5: 876
Bid depth 10: 17758
Ask depth 10: 2372
Bid depth 20: 17758
Ask depth 20: 2372
Imbalance 5: 0.807091
Imbalance 10: 0.764332
Imbalance 20: 0.764332
Top bid size: 730
Top ask size: 1
Bid wall score: 0.041108
Ask wall score: 0.000422

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 14
Imbalance 5 delta: -0.002811
Bid depth 10 delta: -1
Ask depth 10 delta: 10
Imbalance 10 delta: -0.000889
Spread delta: -0.00003
Mid price delta: 0.000015
Wall shift score: 0.000004

Tape

Buy volume: 13378
Sell volume: 4886
Buy/sell delta: 8492
Buy/sell ratio: 2.738027
Avg trade size: 182.64
Large trade count: 5
Largest trade size: 1576

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 86.8
Momentum 5: -0.521029

Cross Exchange

Mid avg: 0.4774925
Mid median: 0.4828975
Price deviation %: -3.445604
Spread %: 4.633581

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73032
Volume 24h: 194978
Quote volume 24h: 194978
Price change 24h %: 2.102719

Quality

Capture latency ms: 6635
Order book timestamp: 2026-06-25 09:20:05.640000+02:00
Ticker timestamp: 2026-06-25 09:20:06.047000+02:00
Trades timestamp: 2026-06-25 09:19:57.032000+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: 0.48264
Best ask: 0.48285
Spread: 0.00021
Spread %: 0.043501
Mid price: 0.482745
Last price: 0.48256
Mark price: 0.48318
Index price: 0.483493

Order Book

Bid depth 5: 7
Ask depth 5: 8
Bid depth 10: 24
Ask depth 10: 19
Bid depth 20: 51
Ask depth 20: 40
Imbalance 5: -0.066667
Imbalance 10: 0.116279
Imbalance 20: 0.120879
Top bid size: 1
Top ask size: 2
Bid wall score: 0.019608
Ask wall score: 0.05

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -4
Imbalance 5 delta: 0.133333
Bid depth 10 delta: 2
Ask depth 10 delta: -2
Imbalance 10 delta: 0.093023
Spread delta: -0.00001
Mid price delta: -0.000225
Wall shift score: -0.00292

Tape

Buy volume: 40
Sell volume: 66
Buy/sell delta: -26
Buy/sell ratio: 0.606061
Avg trade size: 1.06
Large trade count: 0
Largest trade size: 3

Candle

Return 1: -0.124182
Return 3: 0.122414
Volume 1: 5
Volume avg 5: 19.6
Momentum 5: -0.509247

Cross Exchange

Mid avg: 0.47754875
Mid median: 0.48301
Price deviation %: 1.088109
Spread %: 4.633035

Funding / OI / Volume

Funding rate: 0.000013
Funding delta: 0
Funding abs: 0.000013
Funding pressure: 0.000013
Open interest: -
Volume 24h: 4245600
Quote volume 24h: 1982353
Price change 24h %: 10.22

Quality

Capture latency ms: 10135
Order book timestamp: 2026-06-25 09:19:48+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:11.981000+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: 0.483
Best ask: 0.4831
Spread: 0.0001
Spread %: 0.020702
Mid price: 0.48305
Last price: 0.4837
Mark price: -
Index price: -

Order Book

Bid depth 5: 2940
Ask depth 5: 2436
Bid depth 10: 8227
Ask depth 10: 9950
Bid depth 20: 20285
Ask depth 20: 23513
Imbalance 5: 0.09375
Imbalance 10: -0.09479
Imbalance 20: -0.073702
Top bid size: 160
Top ask size: 219
Bid wall score: 0.007888
Ask wall score: 0.009314

Dynamics

Bid depth 5 delta: 154
Ask depth 5 delta: -125
Imbalance 5 delta: 0.05167
Bid depth 10 delta: 931
Ask depth 10 delta: -2684
Imbalance 10 delta: 0.173047
Spread delta: 0
Mid price delta: -0.0008
Wall shift score: -0.000984

Tape

Buy volume: 8436
Sell volume: 8183
Buy/sell delta: 253
Buy/sell ratio: 1.030918
Avg trade size: 166.19
Large trade count: 9
Largest trade size: 1686

Candle

Return 1: -0.165323
Return 3: -0.124044
Volume 1: 3590
Volume avg 5: 30025
Momentum 5: -0.596708

Cross Exchange

Mid avg: 0.47774875
Mid median: 0.48306
Price deviation %: 1.109631
Spread %: 4.777616

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22761807
Volume 24h: 50070916
Quote volume 24h: 23144397.04334
Price change 24h %: 10.434

Quality

Capture latency ms: 5814
Order book timestamp: 2026-06-25 09:19:37.273000+02:00
Ticker timestamp: 2026-06-25 09:19:29.531000+02:00
Trades timestamp: 2026-06-25 09:19:36.745000+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: 0.4833
Spread: 0.0003
Spread %: 0.062093
Mid price: 0.48315
Last price: 0.4834
Mark price: -
Index price: 0.4833

Order Book

Bid depth 5: 447
Ask depth 5: 932
Bid depth 10: 1664
Ask depth 10: 2624
Bid depth 20: 4104
Ask depth 20: 6280
Imbalance 5: -0.351704
Imbalance 10: -0.223881
Imbalance 20: -0.209553
Top bid size: 21
Top ask size: 53
Bid wall score: 0.005117
Ask wall score: 0.008439

Dynamics

Bid depth 5 delta: -416
Ask depth 5 delta: -796
Imbalance 5 delta: -0.017856
Bid depth 10 delta: -616
Ask depth 10 delta: -1027
Imbalance 10 delta: 0.007278
Spread delta: 0.0001
Mid price delta: -0.00085
Wall shift score: -0.001707

Tape

Buy volume: 591
Sell volume: 2302
Buy/sell delta: -1711
Buy/sell ratio: 0.256733
Avg trade size: 28.93
Large trade count: 8
Largest trade size: 245

Candle

Return 1: -0.144598
Return 3: 0.145018
Volume 1: 261
Volume avg 5: 451.8
Momentum 5: -0.555441

Cross Exchange

Mid avg: 0.47796125
Mid median: 0.48341
Price deviation %: 1.085601
Spread %: 4.806875

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1090104
Quote volume 24h: 5052964.424
Price change 24h %: 2.76

Quality

Capture latency ms: 4500
Order book timestamp: 2026-06-25 09:19:31.813000+02:00
Ticker timestamp: 2026-06-25 09:19:32.019000+02:00
Trades timestamp: 2026-06-25 09:19:29.567000+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: 8326
gate: 8325
htx: 8260
mexc: 8322

By Symbol

VELVET/USDT:USDT: 33233

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.