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: 37221
Total labels: 111663
Pending labels: 92180
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 22:50:15.928620+02:00
Recent trades snapshots: 37220
Micro candles: 744360
Avg data quality: 75.9047849332366137
Latest latency: 4562 ms
Missing fields: 0

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 80 of 3723 · 37221 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-25 20:31:56.956365+02:00	binance	VELVET/USDT:USDT	0.48	80	7539 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 20:31:49.308542+02:00	mexc	VELVET/USDT:USDT	0.47985	68	30327 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 20:31:18.892460+02:00	htx	VELVET/USDT:USDT	0.472405	80	6516 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 20:30:59.808256+02:00	gate	VELVET/USDT:USDT	0.479645	68	10411 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 20:30:49.249315+02:00	binance	VELVET/USDT:USDT	0.4803	80	7666 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 20:30:41.448076+02:00	mexc	VELVET/USDT:USDT	0.4803	68	6766 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 20:30:34.586628+02:00	htx	VELVET/USDT:USDT	0.472405	80	6091 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 20:30:16.134827+02:00	gate	VELVET/USDT:USDT	0.480105	68	12058 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 20:30:03.932909+02:00	binance	VELVET/USDT:USDT	0.48055	80	6314 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-25 20:29:57.516797+02:00	mexc	VELVET/USDT:USDT	0.48005	68	5135 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4799
Best ask: 0.4801
Spread: 0.0002
Spread %: 0.041667
Mid price: 0.48
Last price: 0.4799
Mark price: -
Index price: -

Order Book

Bid depth 5: 4923
Ask depth 5: 5930
Bid depth 10: 15158
Ask depth 10: 15432
Bid depth 20: 35664
Ask depth 20: 51063
Imbalance 5: -0.092785
Imbalance 10: -0.008957
Imbalance 20: -0.177557
Top bid size: 387
Top ask size: 94
Bid wall score: 0.010851
Ask wall score: 0.001841

Dynamics

Bid depth 5 delta: -1323
Ask depth 5 delta: 1457
Imbalance 5 delta: -0.258193
Bid depth 10 delta: -3287
Ask depth 10 delta: 1966
Imbalance 10 delta: -0.164985
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: -0.00063

Tape

Buy volume: 5914
Sell volume: 6247
Buy/sell delta: -333
Buy/sell ratio: 0.946694
Avg trade size: 121.61
Large trade count: 6
Largest trade size: 1582

Candle

Return 1: -0.083299
Return 3: -0.104102
Volume 1: 9396
Volume avg 5: 12946.2
Momentum 5: 0.104319

Cross Exchange

Mid avg: 0.47805
Mid median: 0.4797475
Price deviation %: 0.407907
Spread %: 1.651501

Funding / OI / Volume

Funding rate: 0.00013653
Funding delta: 0.00000037
Funding abs: 0.00013653
Funding pressure: 0.0001369
Open interest: 22382662
Volume 24h: 36581231
Quote volume 24h: 17705013.43354
Price change 24h %: 1.074

Quality

Capture latency ms: 7539
Order book timestamp: 2026-06-25 20:31:54.200000+02:00
Ticker timestamp: 2026-06-25 20:31:44.113000+02:00
Trades timestamp: 2026-06-25 20:31:52.972000+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: 0.4798
Best ask: 0.4799
Spread: 0.0001
Spread %: 0.02084
Mid price: 0.47985
Last price: 0.4799
Mark price: -
Index price: 0.4795

Order Book

Bid depth 5: 1365
Ask depth 5: 658
Bid depth 10: 3912
Ask depth 10: 3049
Bid depth 20: 7518
Ask depth 20: 10573
Imbalance 5: 0.349481
Imbalance 10: 0.123976
Imbalance 20: -0.168868
Top bid size: 13
Top ask size: 21
Bid wall score: 0.001729
Ask wall score: 0.001986

Dynamics

Bid depth 5 delta: 153
Ask depth 5 delta: -889
Imbalance 5 delta: 0.470902
Bid depth 10 delta: 808
Ask depth 10 delta: -1989
Imbalance 10 delta: 0.36151
Spread delta: -0.0001
Mid price delta: -0.00045
Wall shift score: 0.003997

Tape

Buy volume: 774
Sell volume: 413
Buy/sell delta: 361
Buy/sell ratio: 1.874092
Avg trade size: 11.87
Large trade count: 11
Largest trade size: 127

Candle

Return 1: -0.083281
Return 3: -0.10408
Volume 1: 341
Volume avg 5: 155.6
Momentum 5: 0.187891

Cross Exchange

Mid avg: 0.4781625
Mid median: 0.4799725
Price deviation %: 0.352913
Spread %: 1.651112

Funding / OI / Volume

Funding rate: 0.000136
Funding delta: 0
Funding abs: 0.000136
Funding pressure: 0.000136
Open interest: -
Volume 24h: 683195
Quote volume 24h: 3309492.283
Price change 24h %: 0.14

Quality

Capture latency ms: 30327
Order book timestamp: 2026-06-25 20:31:47.497000+02:00
Ticker timestamp: 2026-06-25 20:31:47.948000+02:00
Trades timestamp: 2026-06-25 20:31:44.595000+02:00
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: 0.4706
Best ask: 0.47421
Spread: 0.00361
Spread %: 0.764175
Mid price: 0.472405
Last price: 0.47419
Mark price: -
Index price: -

Order Book

Bid depth 5: 4840
Ask depth 5: 114
Bid depth 10: 21223
Ask depth 10: 1939
Bid depth 20: 21323
Ask depth 20: 3456
Imbalance 5: 0.953977
Imbalance 10: 0.832571
Imbalance 20: 0.721054
Top bid size: 3000
Top ask size: 2
Bid wall score: 0.140693
Ask wall score: 0.000579

Dynamics

Bid depth 5 delta: -10976
Ask depth 5 delta: 0
Imbalance 5 delta: -0.031711
Bid depth 10 delta: 1266
Ask depth 10 delta: -11
Imbalance 10 delta: 0.010596
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.00963

Tape

Buy volume: 3516
Sell volume: 8948
Buy/sell delta: -5432
Buy/sell ratio: 0.392937
Avg trade size: 124.64
Large trade count: 1
Largest trade size: 436

Candle

Return 1: 0
Return 3: 0.33856
Volume 1: 0
Volume avg 5: 42.4
Momentum 5: 0.33856

Cross Exchange

Mid avg: 0.4781625
Mid median: 0.4799725
Price deviation %: -1.204089
Spread %: 1.651112

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73007
Volume 24h: 117146
Quote volume 24h: 117146
Price change 24h %: 0.707217

Quality

Capture latency ms: 6516
Order book timestamp: 2026-06-25 20:31:17.498000+02:00
Ticker timestamp: 2026-06-25 20:31:17.836000+02:00
Trades timestamp: 2026-06-25 20:29:36.792000+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: 0.47953
Best ask: 0.47976
Spread: 0.00023
Spread %: 0.047952
Mid price: 0.479645
Last price: 0.47975
Mark price: 0.47965
Index price: 0.479642

Order Book

Bid depth 5: 5
Ask depth 5: 12
Bid depth 10: 15
Ask depth 10: 17
Bid depth 20: 84
Ask depth 20: 81
Imbalance 5: -0.411765
Imbalance 10: -0.0625
Imbalance 20: 0.018182
Top bid size: 1
Top ask size: 2
Bid wall score: 0.011905
Ask wall score: 0.024691

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.036765
Bid depth 10 delta: 5
Ask depth 10 delta: -23
Imbalance 10 delta: 0.5375
Spread delta: 0.00004
Mid price delta: -0.00046
Wall shift score: -0.00472

Tape

Buy volume: 170
Sell volume: 69
Buy/sell delta: 101
Buy/sell ratio: 2.463768
Avg trade size: 2.39
Large trade count: 7
Largest trade size: 25

Candle

Return 1: 0.129401
Return 3: 0.250757
Volume 1: 117
Volume avg 5: 32.6
Momentum 5: 0.313643

Cross Exchange

Mid avg: 0.4782775
Mid median: 0.4802025
Price deviation %: 0.285922
Spread %: 1.650715

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3722700
Quote volume 24h: 1798893
Price change 24h %: 1.22

Quality

Capture latency ms: 10411
Order book timestamp: 2026-06-25 20:30:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:52.251000+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: 0.4802
Best ask: 0.4804
Spread: 0.0002
Spread %: 0.041641
Mid price: 0.4803
Last price: 0.4802
Mark price: -
Index price: -

Order Book

Bid depth 5: 6246
Ask depth 5: 4473
Bid depth 10: 18445
Ask depth 10: 13466
Bid depth 20: 38549
Ask depth 20: 45218
Imbalance 5: 0.165407
Imbalance 10: 0.156028
Imbalance 20: -0.079614
Top bid size: 381
Top ask size: 11
Bid wall score: 0.009884
Ask wall score: 0.000243

Dynamics

Bid depth 5 delta: 3577
Ask depth 5 delta: -1434
Imbalance 5 delta: 0.542973
Bid depth 10 delta: 1142
Ask depth 10 delta: -5625
Imbalance 10 delta: 0.205157
Spread delta: 0.0001
Mid price delta: -0.00025
Wall shift score: 0.005174

Tape

Buy volume: 19976
Sell volume: 12078
Buy/sell delta: 7898
Buy/sell ratio: 1.653916
Avg trade size: 320.54
Large trade count: 9
Largest trade size: 3350

Candle

Return 1: 0.041667
Return 3: 0.187774
Volume 1: 28882
Volume avg 5: 12314.6
Momentum 5: 0.187774

Cross Exchange

Mid avg: 0.47834
Mid median: 0.4802025
Price deviation %: 0.40975
Spread %: 1.702764

Funding / OI / Volume

Funding rate: 0.00013616
Funding delta: 0
Funding abs: 0.00013616
Funding pressure: 0.00013616
Open interest: 22382517
Volume 24h: 36645496
Quote volume 24h: 17735438.6344
Price change 24h %: 1.458

Quality

Capture latency ms: 7666
Order book timestamp: 2026-06-25 20:30:46.423000+02:00
Ticker timestamp: 2026-06-25 20:30:39.853000+02:00
Trades timestamp: 2026-06-25 20:30:48.743000+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: 0.4802
Best ask: 0.4804
Spread: 0.0002
Spread %: 0.041641
Mid price: 0.4803
Last price: 0.4806
Mark price: -
Index price: 0.4792

Order Book

Bid depth 5: 1212
Ask depth 5: 1547
Bid depth 10: 3104
Ask depth 10: 5038
Bid depth 20: 7027
Ask depth 20: 11641
Imbalance 5: -0.121421
Imbalance 10: -0.237534
Imbalance 20: -0.247161
Top bid size: 19
Top ask size: 81
Bid wall score: 0.002704
Ask wall score: 0.006958

Dynamics

Bid depth 5 delta: 434
Ask depth 5 delta: -113
Imbalance 5 delta: 0.240351
Bid depth 10 delta: 543
Ask depth 10 delta: 612
Imbalance 10 delta: 0.029391
Spread delta: 0.0001
Mid price delta: 0.00025
Wall shift score: -0.027626

Tape

Buy volume: 453
Sell volume: 579
Buy/sell delta: -126
Buy/sell ratio: 0.782383
Avg trade size: 10.32
Large trade count: 10
Largest trade size: 83

Candle

Return 1: 0.041667
Return 3: 0.208681
Volume 1: 167
Volume avg 5: 88.4
Momentum 5: 0.229597

Cross Exchange

Mid avg: 0.4782775
Mid median: 0.4800775
Price deviation %: 0.422872
Spread %: 1.702986

Funding / OI / Volume

Funding rate: 0.000136
Funding delta: 0.000003
Funding abs: 0.000136
Funding pressure: 0.000139
Open interest: -
Volume 24h: 682878
Quote volume 24h: 3307967.926
Price change 24h %: 0.29

Quality

Capture latency ms: 6766
Order book timestamp: 2026-06-25 20:30:38.780000+02:00
Ticker timestamp: 2026-06-25 20:30:38.820000+02:00
Trades timestamp: 2026-06-25 20:30:39.597000+02:00
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: 0.4706
Best ask: 0.47421
Spread: 0.00361
Spread %: 0.764175
Mid price: 0.472405
Last price: 0.47419
Mark price: -
Index price: -

Order Book

Bid depth 5: 15816
Ask depth 5: 114
Bid depth 10: 19957
Ask depth 10: 1950
Bid depth 20: 19957
Ask depth 20: 3457
Imbalance 5: 0.985687
Imbalance 10: 0.821975
Imbalance 20: 0.704707
Top bid size: 3000
Top ask size: 2
Bid wall score: 0.150323
Ask wall score: 0.000579

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -716
Imbalance 5 delta: 0.085411
Bid depth 10 delta: 0
Ask depth 10 delta: 0
Imbalance 10 delta: 0
Spread delta: 0
Mid price delta: 0
Wall shift score: 0

Tape

Buy volume: 3516
Sell volume: 8948
Buy/sell delta: -5432
Buy/sell ratio: 0.392937
Avg trade size: 124.64
Large trade count: 1
Largest trade size: 436

Candle

Return 1: 0
Return 3: 0.33856
Volume 1: 0
Volume avg 5: 84.8
Momentum 5: 0.58972

Cross Exchange

Mid avg: 0.4782775
Mid median: 0.4800775
Price deviation %: -1.227844
Spread %: 1.702986

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73007
Volume 24h: 117164
Quote volume 24h: 117164
Price change 24h %: 0.707217

Quality

Capture latency ms: 6091
Order book timestamp: 2026-06-25 20:30:32.640000+02:00
Ticker timestamp: 2026-06-25 20:30:33.519000+02:00
Trades timestamp: 2026-06-25 20:29:36.792000+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: 0.48001
Best ask: 0.4802
Spread: 0.00019
Spread %: 0.039575
Mid price: 0.480105
Last price: 0.48039
Mark price: 0.47964
Index price: 0.479553

Order Book

Bid depth 5: 5
Ask depth 5: 11
Bid depth 10: 10
Ask depth 10: 40
Bid depth 20: 109
Ask depth 20: 116
Imbalance 5: -0.375
Imbalance 10: -0.6
Imbalance 20: -0.031111
Top bid size: 1
Top ask size: 2
Bid wall score: 0.009174
Ask wall score: 0.017241

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 6
Imbalance 5 delta: -0.375
Bid depth 10 delta: -35
Ask depth 10 delta: 30
Imbalance 10 delta: -1.236364
Spread delta: -0.00007
Mid price delta: 0.001005
Wall shift score: -0.003066

Tape

Buy volume: 129
Sell volume: 73
Buy/sell delta: 56
Buy/sell ratio: 1.767123
Avg trade size: 2.02
Large trade count: 5
Largest trade size: 24

Candle

Return 1: 0.196189
Return 3: 0.317626
Volume 1: 73
Volume avg 5: 23.8
Momentum 5: 0.380554

Cross Exchange

Mid avg: 0.47802625
Mid median: 0.479575
Price deviation %: 0.434861
Spread %: 1.703881

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3713100
Quote volume 24h: 1794285
Price change 24h %: 1.36

Quality

Capture latency ms: 12058
Order book timestamp: 2026-06-25 20:30:14+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:06:52.215000+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: 0.4805
Best ask: 0.4806
Spread: 0.0001
Spread %: 0.020809
Mid price: 0.48055
Last price: 0.48
Mark price: -
Index price: -

Order Book

Bid depth 5: 2669
Ask depth 5: 5907
Bid depth 10: 17303
Ask depth 10: 19091
Bid depth 20: 34290
Ask depth 20: 50100
Imbalance 5: -0.377565
Imbalance 10: -0.049129
Imbalance 20: -0.187344
Top bid size: 160
Top ask size: 10
Bid wall score: 0.004666
Ask wall score: 0.0002

Dynamics

Bid depth 5 delta: 139
Ask depth 5 delta: 9
Imbalance 5 delta: 0.022055
Bid depth 10 delta: 6890
Ask depth 10 delta: -418
Imbalance 10 delta: 0.254861
Spread delta: 0
Mid price delta: -0.0002
Wall shift score: -0.001705

Tape

Buy volume: 22418
Sell volume: 10035
Buy/sell delta: 12383
Buy/sell ratio: 2.233981
Avg trade size: 324.53
Large trade count: 10
Largest trade size: 3350

Candle

Return 1: 0.125
Return 3: 0.271229
Volume 1: 13141
Volume avg 5: 9166.4
Momentum 5: 0.271229

Cross Exchange

Mid avg: 0.47807625
Mid median: 0.479575
Price deviation %: 0.517438
Spread %: 1.745537

Funding / OI / Volume

Funding rate: 0.00013616
Funding delta: 0
Funding abs: 0.00013616
Funding pressure: 0.00013616
Open interest: 22374620
Volume 24h: 36654568
Quote volume 24h: 17739560.8871
Price change 24h %: 0.968

Quality

Capture latency ms: 6314
Order book timestamp: 2026-06-25 20:30:01.587000+02:00
Ticker timestamp: 2026-06-25 20:29:50.698000+02:00
Trades timestamp: 2026-06-25 20:30:02.105000+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: 0.48
Best ask: 0.4801
Spread: 0.0001
Spread %: 0.020831
Mid price: 0.48005
Last price: 0.48
Mark price: -
Index price: 0.4788

Order Book

Bid depth 5: 778
Ask depth 5: 1660
Bid depth 10: 2561
Ask depth 10: 4426
Bid depth 20: 6231
Ask depth 20: 11099
Imbalance 5: -0.361772
Imbalance 10: -0.266924
Imbalance 20: -0.2809
Top bid size: 149
Top ask size: 6
Bid wall score: 0.023913
Ask wall score: 0.000541

Dynamics

Bid depth 5 delta: -501
Ask depth 5 delta: -127
Imbalance 5 delta: -0.196084
Bid depth 10 delta: -1915
Ask depth 10 delta: 62
Imbalance 10 delta: -0.279594
Spread delta: -0.0001
Mid price delta: -0.00045
Wall shift score: 0.020726

Tape

Buy volume: 434
Sell volume: 517
Buy/sell delta: -83
Buy/sell ratio: 0.839458
Avg trade size: 9.51
Large trade count: 11
Largest trade size: 53

Candle

Return 1: -0.083264
Return 3: 0.208768
Volume 1: 88
Volume avg 5: 70.2
Momentum 5: 0.146046

Cross Exchange

Mid avg: 0.47818875
Mid median: 0.4798
Price deviation %: 0.389229
Spread %: 1.745127

Funding / OI / Volume

Funding rate: 0.000133
Funding delta: 0
Funding abs: 0.000133
Funding pressure: 0.000133
Open interest: -
Volume 24h: 682733
Quote volume 24h: 3307271.419
Price change 24h %: 0.16

Quality

Capture latency ms: 5135
Order book timestamp: 2026-06-25 20:29:55.946000+02:00
Ticker timestamp: 2026-06-25 20:29:53.770000+02:00
Trades timestamp: 2026-06-25 20:29:51.593000+02:00
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: 9324
gate: 9324
htx: 9252
mexc: 9321

By Symbol

VELVET/USDT:USDT: 37221

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.