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: 34713
Total labels: 104139
Pending labels: 84656
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 15:31:09.769033+02:00
Recent trades snapshots: 34712
Micro candles: 694200
Avg data quality: 75.9268861809696655
Latest latency: 5776 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 74 of 3472 · 34713 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 13:28:02.205865+02:00	binance	VELVET/USDT:USDT	0.4897	80	6141 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 13:27:55.958676+02:00	mexc	VELVET/USDT:USDT	0.4897	78	4148 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 13:27:51.757272+02:00	htx	VELVET/USDT:USDT	0.47965	80	5353 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 13:27:36.854920+02:00	gate	VELVET/USDT:USDT	0.488835	68	9775 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 13:27:26.987517+02:00	binance	VELVET/USDT:USDT	0.49045	80	5612 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 13:27:21.278380+02:00	mexc	VELVET/USDT:USDT	0.49065	78	4778 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 13:27:16.445144+02:00	htx	VELVET/USDT:USDT	0.47965	80	5232 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 13:26:59.774935+02:00	gate	VELVET/USDT:USDT	0.489965	68	9572 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 13:26:50.109537+02:00	binance	VELVET/USDT:USDT	0.4908	80	5839 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 13:26:44.183413+02:00	mexc	VELVET/USDT:USDT	0.49055	78	4508 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4896
Best ask: 0.4898
Spread: 0.0002
Spread %: 0.040841
Mid price: 0.4897
Last price: 0.4898
Mark price: -
Index price: -

Order Book

Bid depth 5: 7564
Ask depth 5: 6453
Bid depth 10: 17289
Ask depth 10: 14181
Bid depth 20: 50765
Ask depth 20: 62643
Imbalance 5: 0.079261
Imbalance 10: 0.098761
Imbalance 20: -0.104737
Top bid size: 160
Top ask size: 26
Bid wall score: 0.003152
Ask wall score: 0.000415

Dynamics

Bid depth 5 delta: 2546
Ask depth 5 delta: 2789
Imbalance 5 delta: -0.076694
Bid depth 10 delta: 3106
Ask depth 10 delta: -6413
Imbalance 10 delta: 0.283107
Spread delta: 0.0001
Mid price delta: -0.00075
Wall shift score: 0.002743

Tape

Buy volume: 3183
Sell volume: 8987
Buy/sell delta: -5804
Buy/sell ratio: 0.354178
Avg trade size: 121.7
Large trade count: 5
Largest trade size: 1970

Candle

Return 1: 0.061287
Return 3: -0.264712
Volume 1: 145
Volume avg 5: 5905
Momentum 5: -0.3256

Cross Exchange

Mid avg: 0.48715875
Mid median: 0.4892675
Price deviation %: 0.521647
Spread %: 2.216936

Funding / OI / Volume

Funding rate: 0.00009551
Funding delta: 0
Funding abs: 0.00009551
Funding pressure: 0.00009551
Open interest: 22789058
Volume 24h: 48265608
Quote volume 24h: 22525537.38307
Price change 24h %: 7.743

Quality

Capture latency ms: 6141
Order book timestamp: 2026-06-25 13:27:59.940000+02:00
Ticker timestamp: 2026-06-25 13:27:48.536000+02:00
Trades timestamp: 2026-06-25 13:28:01.261000+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: 0.4896
Best ask: 0.4898
Spread: 0.0002
Spread %: 0.040841
Mid price: 0.4897
Last price: 0.4897
Mark price: -
Index price: 0.4896

Order Book

Bid depth 5: 1372
Ask depth 5: 1591
Bid depth 10: 3714
Ask depth 10: 3721
Bid depth 20: 10688
Ask depth 20: 13220
Imbalance 5: -0.073912
Imbalance 10: -0.000941
Imbalance 20: -0.105906
Top bid size: 35
Top ask size: 9
Bid wall score: 0.003275
Ask wall score: 0.000681

Dynamics

Bid depth 5 delta: 121
Ask depth 5 delta: -472
Imbalance 5 delta: 0.17111
Bid depth 10 delta: 174
Ask depth 10 delta: -2717
Imbalance 10 delta: 0.289497
Spread delta: 0.0001
Mid price delta: -0.00095
Wall shift score: 0.003164

Tape

Buy volume: 5799
Sell volume: 962
Buy/sell delta: 4837
Buy/sell ratio: 6.028067
Avg trade size: 67.61
Large trade count: 8
Largest trade size: 697

Candle

Return 1: -0.244449
Return 3: -0.224124
Volume 1: 105
Volume avg 5: 317
Momentum 5: -0.101999

Cross Exchange

Mid avg: 0.48739625
Mid median: 0.4896425
Price deviation %: 0.472665
Spread %: 2.256891

Funding / OI / Volume

Funding rate: 0.000095
Funding delta: 0
Funding abs: 0.000095
Funding pressure: 0.000095
Open interest: -
Volume 24h: 973014
Quote volume 24h: 4562572.566
Price change 24h %: 4.1

Quality

Capture latency ms: 4148
Order book timestamp: 2026-06-25 13:27:54.282000+02:00
Ticker timestamp: 2026-06-25 13:27:53.919000+02:00
Trades timestamp: 2026-06-25 13:27:48.597000+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: 0.47557
Best ask: 0.48373
Spread: 0.00816
Spread %: 1.70124
Mid price: 0.47965
Last price: 0.48371
Mark price: -
Index price: -

Order Book

Bid depth 5: 12593
Ask depth 5: 30
Bid depth 10: 16177
Ask depth 10: 1045
Bid depth 20: 16177
Ask depth 20: 2420
Imbalance 5: 0.995247
Imbalance 10: 0.878644
Imbalance 20: 0.739743
Top bid size: 950
Top ask size: 6
Bid wall score: 0.058725
Ask wall score: 0.002479

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: -137
Imbalance 10 delta: 0.014827
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.000002

Tape

Buy volume: 3706
Sell volume: 8026
Buy/sell delta: -4320
Buy/sell ratio: 0.461749
Avg trade size: 117.32
Large trade count: 0
Largest trade size: 224

Candle

Return 1: 0
Return 3: 0.24039
Volume 1: 0
Volume avg 5: 3.2
Momentum 5: 0.24039

Cross Exchange

Mid avg: 0.48739625
Mid median: 0.4896425
Price deviation %: -1.589313
Spread %: 2.256891

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72871
Volume 24h: 189300
Quote volume 24h: 189300
Price change 24h %: 3.469593

Quality

Capture latency ms: 5353
Order book timestamp: 2026-06-25 13:27:50.398000+02:00
Ticker timestamp: 2026-06-25 13:27:50.710000+02:00
Trades timestamp: 2026-06-25 13:25:41.475000+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: 0.48877
Best ask: 0.4889
Spread: 0.00013
Spread %: 0.026594
Mid price: 0.488835
Last price: 0.48907
Mark price: 0.48982
Index price: 0.49029

Order Book

Bid depth 5: 5
Ask depth 5: 6
Bid depth 10: 17
Ask depth 10: 11
Bid depth 20: 67
Ask depth 20: 27
Imbalance 5: -0.090909
Imbalance 10: 0.214286
Imbalance 20: 0.425532
Top bid size: 1
Top ask size: 2
Bid wall score: 0.014925
Ask wall score: 0.074074

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.090909
Bid depth 10 delta: 0
Ask depth 10 delta: -2
Imbalance 10 delta: 0.080952
Spread delta: -0.0001
Mid price delta: -0.00113
Wall shift score: -0.058398

Tape

Buy volume: 53
Sell volume: 60
Buy/sell delta: -7
Buy/sell ratio: 0.883333
Avg trade size: 1.13
Large trade count: 2
Largest trade size: 7

Candle

Return 1: -0.169422
Return 3: -0.250867
Volume 1: 1
Volume avg 5: 7.6
Momentum 5: -0.10213

Cross Exchange

Mid avg: 0.48767875
Mid median: 0.4902075
Price deviation %: 0.237093
Spread %: 2.255583

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4207500
Quote volume 24h: 1981668
Price change 24h %: 7.86

Quality

Capture latency ms: 9775
Order book timestamp: 2026-06-25 13:27:35+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:26.851000+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: 0.4904
Best ask: 0.4905
Spread: 0.0001
Spread %: 0.020389
Mid price: 0.49045
Last price: 0.4907
Mark price: -
Index price: -

Order Book

Bid depth 5: 5018
Ask depth 5: 3664
Bid depth 10: 14183
Ask depth 10: 20594
Bid depth 20: 44345
Ask depth 20: 65711
Imbalance 5: 0.155955
Imbalance 10: -0.184346
Imbalance 20: -0.194138
Top bid size: 22
Top ask size: 33
Bid wall score: 0.000496
Ask wall score: 0.000502

Dynamics

Bid depth 5 delta: -2249
Ask depth 5 delta: -2725
Imbalance 5 delta: 0.091661
Bid depth 10 delta: -3225
Ask depth 10 delta: -10419
Imbalance 10 delta: 0.096627
Spread delta: -0.0001
Mid price delta: -0.00035
Wall shift score: -0.00288

Tape

Buy volume: 6903
Sell volume: 7989
Buy/sell delta: -1086
Buy/sell ratio: 0.864063
Avg trade size: 148.92
Large trade count: 7
Largest trade size: 1970

Candle

Return 1: -0.040758
Return 3: -0.040758
Volume 1: 1372
Volume avg 5: 9109.2
Momentum 5: 0.0612

Cross Exchange

Mid avg: 0.48776625
Mid median: 0.4903075
Price deviation %: 0.550212
Spread %: 2.285931

Funding / OI / Volume

Funding rate: 0.00009551
Funding delta: 0
Funding abs: 0.00009551
Funding pressure: 0.00009551
Open interest: 22789469
Volume 24h: 48263113
Quote volume 24h: 22524315.47167
Price change 24h %: 7.941

Quality

Capture latency ms: 5612
Order book timestamp: 2026-06-25 13:27:24.243000+02:00
Ticker timestamp: 2026-06-25 13:27:14.361000+02:00
Trades timestamp: 2026-06-25 13:27:21.556000+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: 0.4906
Best ask: 0.4907
Spread: 0.0001
Spread %: 0.020381
Mid price: 0.49065
Last price: 0.4906
Mark price: -
Index price: 0.4903

Order Book

Bid depth 5: 1251
Ask depth 5: 2063
Bid depth 10: 3540
Ask depth 10: 6438
Bid depth 20: 9805
Ask depth 20: 13242
Imbalance 5: -0.245021
Imbalance 10: -0.290439
Imbalance 20: -0.14913
Top bid size: 7
Top ask size: 17
Bid wall score: 0.000714
Ask wall score: 0.001284

Dynamics

Bid depth 5 delta: -328
Ask depth 5 delta: 764
Imbalance 5 delta: -0.342311
Bid depth 10 delta: -825
Ask depth 10 delta: -3414
Imbalance 10 delta: 0.095507
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: -0.003196

Tape

Buy volume: 5936
Sell volume: 883
Buy/sell delta: 5053
Buy/sell ratio: 6.722537
Avg trade size: 68.19
Large trade count: 8
Largest trade size: 697

Candle

Return 1: -0.061112
Return 3: -0.04075
Volume 1: 7
Volume avg 5: 297.4
Momentum 5: 0.081599

Cross Exchange

Mid avg: 0.48774125
Mid median: 0.4902575
Price deviation %: 0.596372
Spread %: 2.286048

Funding / OI / Volume

Funding rate: 0.000095
Funding delta: -0.000002
Funding abs: 0.000095
Funding pressure: 0.000097
Open interest: -
Volume 24h: 972926
Quote volume 24h: 4562140.444
Price change 24h %: 4.29

Quality

Capture latency ms: 4778
Order book timestamp: 2026-06-25 13:27:19.292000+02:00
Ticker timestamp: 2026-06-25 13:27:17.959000+02:00
Trades timestamp: 2026-06-25 13:27:17.597000+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: 0.47557
Best ask: 0.48373
Spread: 0.00816
Spread %: 1.70124
Mid price: 0.47965
Last price: 0.48371
Mark price: -
Index price: -

Order Book

Bid depth 5: 12593
Ask depth 5: 30
Bid depth 10: 16177
Ask depth 10: 1182
Bid depth 20: 16177
Ask depth 20: 2418
Imbalance 5: 0.995247
Imbalance 10: 0.863817
Imbalance 20: 0.73993
Top bid size: 950
Top ask size: 6
Bid wall score: 0.058725
Ask wall score: 0.002481

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 97
Imbalance 10 delta: -0.010473
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.000002

Tape

Buy volume: 3706
Sell volume: 8026
Buy/sell delta: -4320
Buy/sell ratio: 0.461749
Avg trade size: 117.32
Large trade count: 0
Largest trade size: 224

Candle

Return 1: 0
Return 3: 0.24039
Volume 1: 0
Volume avg 5: 3.2
Momentum 5: 0.24039

Cross Exchange

Mid avg: 0.48774125
Mid median: 0.4902575
Price deviation %: -1.658923
Spread %: 2.286048

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72871
Volume 24h: 189300
Quote volume 24h: 189300
Price change 24h %: 3.469593

Quality

Capture latency ms: 5232
Order book timestamp: 2026-06-25 13:27:14.098000+02:00
Ticker timestamp: 2026-06-25 13:27:14.877000+02:00
Trades timestamp: 2026-06-25 13:25:41.475000+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: 0.48985
Best ask: 0.49008
Spread: 0.00023
Spread %: 0.046942
Mid price: 0.489965
Last price: 0.4899
Mark price: 0.48998
Index price: 0.490478

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 17
Ask depth 10: 13
Bid depth 20: 37
Ask depth 20: 36
Imbalance 5: 0
Imbalance 10: 0.133333
Imbalance 20: 0.013699
Top bid size: 1
Top ask size: 1
Bid wall score: 0.027027
Ask wall score: 0.027778

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -5
Imbalance 5 delta: 0.333333
Bid depth 10 delta: 4
Ask depth 10 delta: -4
Imbalance 10 delta: 0.266667
Spread delta: -0.00001
Mid price delta: -0.000225
Wall shift score: -0.004027

Tape

Buy volume: 53
Sell volume: 60
Buy/sell delta: -7
Buy/sell ratio: 0.883333
Avg trade size: 1.13
Large trade count: 2
Largest trade size: 7

Candle

Return 1: -0.142682
Return 3: -0.207773
Volume 1: 3
Volume avg 5: 10.4
Momentum 5: -0.030609

Cross Exchange

Mid avg: 0.4877975
Mid median: 0.49037
Price deviation %: 0.444344
Spread %: 2.285785

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 4207500
Quote volume 24h: 1981668
Price change 24h %: 8.06

Quality

Capture latency ms: 9572
Order book timestamp: 2026-06-25 13:26:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:26.804000+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: 0.4907
Best ask: 0.4909
Spread: 0.0002
Spread %: 0.04075
Mid price: 0.4908
Last price: 0.4906
Mark price: -
Index price: -

Order Book

Bid depth 5: 7267
Ask depth 5: 6389
Bid depth 10: 17408
Ask depth 10: 31013
Bid depth 20: 46606
Ask depth 20: 66529
Imbalance 5: 0.064294
Imbalance 10: -0.280973
Imbalance 20: -0.176099
Top bid size: 183
Top ask size: 70
Bid wall score: 0.003927
Ask wall score: 0.001052

Dynamics

Bid depth 5 delta: 1635
Ask depth 5 delta: 2070
Imbalance 5 delta: -0.067652
Bid depth 10 delta: 2227
Ask depth 10 delta: 2598
Imbalance 10 delta: 0.022587
Spread delta: 0.0001
Mid price delta: -0.00005
Wall shift score: -0.005769

Tape

Buy volume: 8472
Sell volume: 9814
Buy/sell delta: -1342
Buy/sell ratio: 0.863257
Avg trade size: 182.86
Large trade count: 6
Largest trade size: 1970

Candle

Return 1: -0.101812
Return 3: -0.1628
Volume 1: 8590
Volume avg 5: 9852.4
Momentum 5: 0.020387

Cross Exchange

Mid avg: 0.48781
Mid median: 0.49037
Price deviation %: 0.612944
Spread %: 2.295976

Funding / OI / Volume

Funding rate: 0.00009551
Funding delta: 0
Funding abs: 0.00009551
Funding pressure: 0.00009551
Open interest: 22788949
Volume 24h: 48268668
Quote volume 24h: 22526751.87947
Price change 24h %: 8.348

Quality

Capture latency ms: 5839
Order book timestamp: 2026-06-25 13:26:46.900000+02:00
Ticker timestamp: 2026-06-25 13:26:39.222000+02:00
Trades timestamp: 2026-06-25 13:26:49.310000+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: 0.4905
Best ask: 0.4906
Spread: 0.0001
Spread %: 0.020385
Mid price: 0.49055
Last price: 0.4911
Mark price: -
Index price: 0.4902

Order Book

Bid depth 5: 1579
Ask depth 5: 1299
Bid depth 10: 4365
Ask depth 10: 9852
Bid depth 20: 9545
Ask depth 20: 14557
Imbalance 5: 0.09729
Imbalance 10: -0.385946
Imbalance 20: -0.20795
Top bid size: 29
Top ask size: 6
Bid wall score: 0.003038
Ask wall score: 0.000412

Dynamics

Bid depth 5 delta: 499
Ask depth 5 delta: -1483
Imbalance 5 delta: 0.537994
Bid depth 10 delta: 943
Ask depth 10 delta: 4865
Imbalance 10 delta: -0.199836
Spread delta: -0.0001
Mid price delta: -0.00075
Wall shift score: 0.001394

Tape

Buy volume: 5944
Sell volume: 878
Buy/sell delta: 5066
Buy/sell ratio: 6.769932
Avg trade size: 68.22
Large trade count: 8
Largest trade size: 697

Candle

Return 1: -0.081384
Return 3: -0.101709
Volume 1: 93
Volume avg 5: 299
Momentum 5: 0.081516

Cross Exchange

Mid avg: 0.4879975
Mid median: 0.49052
Price deviation %: 0.523056
Spread %: 2.387307

Funding / OI / Volume

Funding rate: 0.000097
Funding delta: 0
Funding abs: 0.000097
Funding pressure: 0.000097
Open interest: -
Volume 24h: 972917
Quote volume 24h: 4562096.276
Price change 24h %: 4.4

Quality

Capture latency ms: 4508
Order book timestamp: 2026-06-25 13:26:42.600000+02:00
Ticker timestamp: 2026-06-25 13:26:39.898000+02:00
Trades timestamp: 2026-06-25 13:26:33.598000+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: 8696
gate: 8695
htx: 8629
mexc: 8693

By Symbol

VELVET/USDT:USDT: 34713

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.