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: 34324
Total labels: 102972
Pending labels: 83489
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 14:24:22.956747+02:00
Recent trades snapshots: 34323
Micro candles: 686420
Avg data quality: 75.9330497611001049
Latest latency: 10965 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 73 of 3433 · 34324 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 12:24:28.337214+02:00	gate	VELVET/USDT:USDT	0.485565	68	10570 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 12:24:17.642740+02:00	binance	VELVET/USDT:USDT	0.4862	80	6468 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 12:24:11.059369+02:00	mexc	VELVET/USDT:USDT	0.48625	78	4431 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 12:24:06.498232+02:00	htx	VELVET/USDT:USDT	0.45573	80	6249 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 12:23:50.499325+02:00	gate	VELVET/USDT:USDT	0.484695	68	9704 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 12:23:40.701476+02:00	binance	VELVET/USDT:USDT	0.48525	80	7516 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 12:23:33.092609+02:00	mexc	VELVET/USDT:USDT	0.48535	78	4384 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 12:23:28.649561+02:00	htx	VELVET/USDT:USDT	0.45569	80	6188 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 12:23:12.578530+02:00	gate	VELVET/USDT:USDT	0.484705	68	10608 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 12:23:01.710325+02:00	binance	VELVET/USDT:USDT	0.4853	80	6819 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.48548
Best ask: 0.48565
Spread: 0.00017
Spread %: 0.035011
Mid price: 0.485565
Last price: 0.48558
Mark price: 0.48496
Index price: 0.484728

Order Book

Bid depth 5: 14
Ask depth 5: 5
Bid depth 10: 23
Ask depth 10: 21
Bid depth 20: 47
Ask depth 20: 51
Imbalance 5: 0.473684
Imbalance 10: 0.045455
Imbalance 20: -0.040816
Top bid size: 2
Top ask size: 1
Bid wall score: 0.042553
Ask wall score: 0.019608

Dynamics

Bid depth 5 delta: 9
Ask depth 5 delta: -4
Imbalance 5 delta: 0.759398
Bid depth 10 delta: 2
Ask depth 10 delta: 1
Imbalance 10 delta: 0.021064
Spread delta: 0
Mid price delta: 0.00087
Wall shift score: 0.02244

Tape

Buy volume: 35
Sell volume: 95
Buy/sell delta: -60
Buy/sell ratio: 0.368421
Avg trade size: 1.3
Large trade count: 2
Largest trade size: 22

Candle

Return 1: 0.24567
Return 3: 0.227048
Volume 1: 4
Volume avg 5: 6.2
Momentum 5: 0.561228

Cross Exchange

Mid avg: 0.47821875
Mid median: 0.4854475
Price deviation %: 1.536169
Spread %: 6.382017

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4343400
Quote volume 24h: 2039118
Price change 24h %: 7.89

Quality

Capture latency ms: 10570
Order book timestamp: 2026-06-25 12:24:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:23.053000+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: 0.4861
Best ask: 0.4863
Spread: 0.0002
Spread %: 0.041135
Mid price: 0.4862
Last price: 0.4862
Mark price: -
Index price: -

Order Book

Bid depth 5: 3743
Ask depth 5: 6811
Bid depth 10: 13931
Ask depth 10: 17320
Bid depth 20: 39302
Ask depth 20: 50710
Imbalance 5: -0.290695
Imbalance 10: -0.108445
Imbalance 20: -0.126739
Top bid size: 159
Top ask size: 51
Bid wall score: 0.004046
Ask wall score: 0.001006

Dynamics

Bid depth 5 delta: -86
Ask depth 5 delta: 1924
Imbalance 5 delta: -0.16931
Bid depth 10 delta: -796
Ask depth 10 delta: 1891
Imbalance 10 delta: -0.085166
Spread delta: 0.0001
Mid price delta: 0.00095
Wall shift score: -0.00746

Tape

Buy volume: 10734
Sell volume: 9842
Buy/sell delta: 892
Buy/sell ratio: 1.090632
Avg trade size: 205.76
Large trade count: 12
Largest trade size: 1779

Candle

Return 1: 0.123558
Return 3: 0.164813
Volume 1: 5762
Volume avg 5: 12646.6
Momentum 5: 0.392319

Cross Exchange

Mid avg: 0.47798125
Mid median: 0.4849725
Price deviation %: 1.719471
Spread %: 6.385188

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22687277
Volume 24h: 49543785
Quote volume 24h: 23047638.47695
Price change 24h %: 8.141

Quality

Capture latency ms: 6468
Order book timestamp: 2026-06-25 12:24:15.302000+02:00
Ticker timestamp: 2026-06-25 12:24:08.803000+02:00
Trades timestamp: 2026-06-25 12:24:15.601000+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: 0.4862
Best ask: 0.4863
Spread: 0.0001
Spread %: 0.020566
Mid price: 0.48625
Last price: 0.4857
Mark price: -
Index price: 0.4846

Order Book

Bid depth 5: 806
Ask depth 5: 1958
Bid depth 10: 2514
Ask depth 10: 6539
Bid depth 20: 7244
Ask depth 20: 13669
Imbalance 5: -0.416787
Imbalance 10: -0.444604
Imbalance 20: -0.307225
Top bid size: 80
Top ask size: 71
Bid wall score: 0.011044
Ask wall score: 0.005194

Dynamics

Bid depth 5 delta: -233
Ask depth 5 delta: 919
Imbalance 5 delta: -0.416787
Bid depth 10 delta: -966
Ask depth 10 delta: 1965
Imbalance 10 delta: -0.308771
Spread delta: 0
Mid price delta: 0.0009
Wall shift score: -0.006869

Tape

Buy volume: 926
Sell volume: 522
Buy/sell delta: 404
Buy/sell ratio: 1.773946
Avg trade size: 14.48
Large trade count: 9
Largest trade size: 103

Candle

Return 1: 0.082372
Return 3: 0.144241
Volume 1: 4
Volume avg 5: 138.8
Momentum 5: 0.371747

Cross Exchange

Mid avg: 0.47775625
Mid median: 0.4849725
Price deviation %: 1.777842
Spread %: 6.199814

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1008108
Quote volume 24h: 4708586.622
Price change 24h %: 3.25

Quality

Capture latency ms: 4431
Order book timestamp: 2026-06-25 12:24:09.610000+02:00
Ticker timestamp: 2026-06-25 12:24:06.792000+02:00
Trades timestamp: 2026-06-25 12:24:08.165000+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: 0.4322
Best ask: 0.47926
Spread: 0.04706
Spread %: 10.32629
Mid price: 0.45573
Last price: 0.47924
Mark price: -
Index price: -

Order Book

Bid depth 5: 8415
Ask depth 5: 876
Bid depth 10: 17967
Ask depth 10: 2369
Bid depth 20: 17967
Ask depth 20: 2369
Imbalance 5: 0.81143
Imbalance 10: 0.767014
Imbalance 20: 0.767014
Top bid size: 730
Top ask size: 1
Bid wall score: 0.04063
Ask wall score: 0.000422

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 14
Imbalance 5 delta: -0.002774
Bid depth 10 delta: -2
Ask depth 10 delta: 0
Imbalance 10 delta: -0.000023
Spread delta: -0.00008
Mid price delta: 0.00004
Wall shift score: -0.370077

Tape

Buy volume: 3324
Sell volume: 8794
Buy/sell delta: -5470
Buy/sell ratio: 0.377985
Avg trade size: 121.18
Large trade count: 0
Largest trade size: 224

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 44
Momentum 5: 0.602473

Cross Exchange

Mid avg: 0.47774625
Mid median: 0.4849725
Price deviation %: -4.608356
Spread %: 6.208317

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73037
Volume 24h: 192496
Quote volume 24h: 192496
Price change 24h %: 2.513423

Quality

Capture latency ms: 6249
Order book timestamp: 2026-06-25 12:24:04.640000+02:00
Ticker timestamp: 2026-06-25 12:24:04.965000+02:00
Trades timestamp: 2026-06-25 12:21:32.564000+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: 0.48461
Best ask: 0.48478
Spread: 0.00017
Spread %: 0.035074
Mid price: 0.484695
Last price: 0.48439
Mark price: 0.48436
Index price: 0.484148

Order Book

Bid depth 5: 5
Ask depth 5: 9
Bid depth 10: 21
Ask depth 10: 20
Bid depth 20: 44
Ask depth 20: 45
Imbalance 5: -0.285714
Imbalance 10: 0.02439
Imbalance 20: -0.011236
Top bid size: 1
Top ask size: 1
Bid wall score: 0.022727
Ask wall score: 0.022222

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 0
Imbalance 5 delta: -0.226891
Bid depth 10 delta: -3
Ask depth 10 delta: -1
Imbalance 10 delta: -0.042276
Spread delta: -0.00008
Mid price delta: -0.00001
Wall shift score: -0.021554

Tape

Buy volume: 33
Sell volume: 97
Buy/sell delta: -64
Buy/sell ratio: 0.340206
Avg trade size: 1.3
Large trade count: 2
Largest trade size: 22

Candle

Return 1: -0.049522
Return 3: -0.072204
Volume 1: 8
Volume avg 5: 8
Momentum 5: 0.159216

Cross Exchange

Mid avg: 0.47774875
Mid median: 0.4849775
Price deviation %: 1.453955
Spread %: 6.208284

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4343000
Quote volume 24h: 2038924
Price change 24h %: 7.95

Quality

Capture latency ms: 9704
Order book timestamp: 2026-06-25 12:23:49+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:23.020000+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: 0.485
Mark price: -
Index price: -

Order Book

Bid depth 5: 3829
Ask depth 5: 4887
Bid depth 10: 14727
Ask depth 10: 15429
Bid depth 20: 43164
Ask depth 20: 45083
Imbalance 5: -0.121386
Imbalance 10: -0.023279
Imbalance 20: -0.021746
Top bid size: 503
Top ask size: 52
Bid wall score: 0.011653
Ask wall score: 0.001153

Dynamics

Bid depth 5 delta: 170
Ask depth 5 delta: -2009
Imbalance 5 delta: 0.185293
Bid depth 10 delta: 3547
Ask depth 10 delta: -3018
Imbalance 10 delta: 0.222004
Spread delta: -0.0001
Mid price delta: -0.00005
Wall shift score: 0.013275

Tape

Buy volume: 7924
Sell volume: 12382
Buy/sell delta: -4458
Buy/sell ratio: 0.639961
Avg trade size: 203.06
Large trade count: 12
Largest trade size: 1779

Candle

Return 1: -0.082406
Return 3: -0.082406
Volume 1: 4881
Volume avg 5: 22946.4
Momentum 5: 0.103199

Cross Exchange

Mid avg: 0.47776125
Mid median: 0.4850025
Price deviation %: 1.567467
Spread %: 6.208122

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22685490
Volume 24h: 49553521
Quote volume 24h: 23051743.34945
Price change 24h %: 7.946

Quality

Capture latency ms: 7516
Order book timestamp: 2026-06-25 12:23:38.563000+02:00
Ticker timestamp: 2026-06-25 12:23:34.730000+02:00
Trades timestamp: 2026-06-25 12:23:40.104000+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: 0.4853
Best ask: 0.4854
Spread: 0.0001
Spread %: 0.020604
Mid price: 0.48535
Last price: 0.4853
Mark price: -
Index price: 0.4842

Order Book

Bid depth 5: 1039
Ask depth 5: 1039
Bid depth 10: 3480
Ask depth 10: 4574
Bid depth 20: 9744
Ask depth 20: 12839
Imbalance 5: 0
Imbalance 10: -0.135833
Imbalance 20: -0.13705
Top bid size: 130
Top ask size: 8
Bid wall score: 0.013342
Ask wall score: 0.000623

Dynamics

Bid depth 5 delta: 139
Ask depth 5 delta: -448
Imbalance 5 delta: 0.245915
Bid depth 10 delta: 111
Ask depth 10 delta: 398
Imbalance 10 delta: -0.028875
Spread delta: -0.0001
Mid price delta: 0.00005
Wall shift score: 0.000155

Tape

Buy volume: 925
Sell volume: 549
Buy/sell delta: 376
Buy/sell ratio: 1.684882
Avg trade size: 14.74
Large trade count: 9
Largest trade size: 103

Candle

Return 1: 0
Return 3: -0.061779
Volume 1: 234
Volume avg 5: 176.2
Momentum 5: 0.165119

Cross Exchange

Mid avg: 0.47774875
Mid median: 0.4850025
Price deviation %: 1.591056
Spread %: 6.197818

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1008100
Quote volume 24h: 4708551.665
Price change 24h %: 3.16

Quality

Capture latency ms: 4384
Order book timestamp: 2026-06-25 12:23:31.432000+02:00
Ticker timestamp: 2026-06-25 12:23:28.845000+02:00
Trades timestamp: 2026-06-25 12:23:27.413000+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: 0.43212
Best ask: 0.47926
Spread: 0.04714
Spread %: 10.344752
Mid price: 0.45569
Last price: 0.47924
Mark price: -
Index price: -

Order Book

Bid depth 5: 8417
Ask depth 5: 862
Bid depth 10: 17969
Ask depth 10: 2369
Bid depth 20: 17969
Ask depth 20: 2369
Imbalance 5: 0.814204
Imbalance 10: 0.767037
Imbalance 20: 0.767037
Top bid size: 7380
Top ask size: 1
Bid wall score: 0.410707
Ask wall score: 0.000422

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -14
Imbalance 5 delta: 0.002713
Bid depth 10 delta: -1
Ask depth 10 delta: -3
Imbalance 10 delta: 0.000249
Spread delta: -0.00007
Mid price delta: 0.000035
Wall shift score: 0.370084

Tape

Buy volume: 3324
Sell volume: 8794
Buy/sell delta: -5470
Buy/sell ratio: 0.377985
Avg trade size: 121.18
Large trade count: 0
Largest trade size: 224

Candle

Return 1: 0
Return 3: 0.602473
Volume 1: 0
Volume avg 5: 44
Momentum 5: 0.602473

Cross Exchange

Mid avg: 0.47774
Mid median: 0.4850025
Price deviation %: -4.615481
Spread %: 6.205258

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73037
Volume 24h: 192496
Quote volume 24h: 192496
Price change 24h %: 2.513423

Quality

Capture latency ms: 6188
Order book timestamp: 2026-06-25 12:23:26.698000+02:00
Ticker timestamp: 2026-06-25 12:23:27.140000+02:00
Trades timestamp: 2026-06-25 12:21:32.564000+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: 0.48458
Best ask: 0.48483
Spread: 0.00025
Spread %: 0.051578
Mid price: 0.484705
Last price: 0.48463
Mark price: 0.48456
Index price: 0.484383

Order Book

Bid depth 5: 8
Ask depth 5: 9
Bid depth 10: 24
Ask depth 10: 21
Bid depth 20: 48
Ask depth 20: 51
Imbalance 5: -0.058824
Imbalance 10: 0.066667
Imbalance 20: -0.030303
Top bid size: 2
Top ask size: 1
Bid wall score: 0.041667
Ask wall score: 0.019608

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 0
Imbalance 5 delta: -0.058824
Bid depth 10 delta: 2
Ask depth 10 delta: -1
Imbalance 10 delta: 0.066667
Spread delta: 0.00002
Mid price delta: 0.00013
Wall shift score: 0.029379

Tape

Buy volume: 34
Sell volume: 96
Buy/sell delta: -62
Buy/sell ratio: 0.354167
Avg trade size: 1.3
Large trade count: 2
Largest trade size: 22

Candle

Return 1: 0
Return 3: -0.022693
Volume 1: 0
Volume avg 5: 6.4
Momentum 5: 0.208842

Cross Exchange

Mid avg: 0.4777075
Mid median: 0.4849375
Price deviation %: 1.464808
Spread %: 6.20568

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4342200
Quote volume 24h: 2038536
Price change 24h %: 8.01

Quality

Capture latency ms: 10608
Order book timestamp: 2026-06-25 12:23:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:22.969000+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: 0.4854
Spread: 0.0002
Spread %: 0.041212
Mid price: 0.4853
Last price: 0.4854
Mark price: -
Index price: -

Order Book

Bid depth 5: 3659
Ask depth 5: 6896
Bid depth 10: 11180
Ask depth 10: 18447
Bid depth 20: 40722
Ask depth 20: 53199
Imbalance 5: -0.306679
Imbalance 10: -0.245283
Imbalance 20: -0.132846
Top bid size: 11
Top ask size: 162
Bid wall score: 0.00027
Ask wall score: 0.003045

Dynamics

Bid depth 5 delta: -351
Ask depth 5 delta: 1991
Imbalance 5 delta: -0.206287
Bid depth 10 delta: 636
Ask depth 10 delta: 2090
Imbalance 10 delta: -0.029194
Spread delta: 0.0001
Mid price delta: -0.00005
Wall shift score: -0.01789

Tape

Buy volume: 7218
Sell volume: 10183
Buy/sell delta: -2965
Buy/sell ratio: 0.708828
Avg trade size: 174.01
Large trade count: 9
Largest trade size: 1779

Candle

Return 1: 0
Return 3: 0.227132
Volume 1: 13890
Volume avg 5: 25316.4
Momentum 5: 0.351458

Cross Exchange

Mid avg: 0.47772
Mid median: 0.4849375
Price deviation %: 1.586704
Spread %: 6.215984

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 22686848
Volume 24h: 49560060
Quote volume 24h: 23054503.83645
Price change 24h %: 7.963

Quality

Capture latency ms: 6819
Order book timestamp: 2026-06-25 12:22:59.300000+02:00
Ticker timestamp: 2026-06-25 12:22:55.326000+02:00
Trades timestamp: 2026-06-25 12:23:00.810000+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: 8599
gate: 8598
htx: 8532
mexc: 8595

By Symbol

VELVET/USDT:USDT: 34324

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.