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: 39501
Total labels: 118503
Pending labels: 99020
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: 2026-06-26 05:37:57.834562+02:00
Recent trades snapshots: 39500
Micro candles: 789940
Avg data quality: 75.8969646338067391
Latest latency: 10668 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 86 of 3951 · 39501 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 03:06:56.889312+02:00	mexc	VELVET/USDT:USDT	0.50285	68	29996 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 03:06:26.801495+02:00	htx	VELVET/USDT:USDT	0.494685	80	5621 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 03:06:00.472254+02:00	gate	VELVET/USDT:USDT	0.50371	68	10316 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 03:05:50.055216+02:00	binance	VELVET/USDT:USDT	0.50415	80	7887 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 03:05:42.052485+02:00	mexc	VELVET/USDT:USDT	0.50355	78	4332 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 03:05:37.649203+02:00	htx	VELVET/USDT:USDT	0.49426	68	14982 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 03:05:11.127359+02:00	gate	VELVET/USDT:USDT	0.502345	68	10720 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 03:05:00.276985+02:00	binance	VELVET/USDT:USDT	0.50305	80	8576 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 03:04:51.583854+02:00	mexc	VELVET/USDT:USDT	0.50295	68	5115 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 03:04:46.377279+02:00	htx	VELVET/USDT:USDT	0.49426	90	4432 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.5028
Best ask: 0.5029
Spread: 0.0001
Spread %: 0.019887
Mid price: 0.50285
Last price: 0.5029
Mark price: -
Index price: 0.5023

Order Book

Bid depth 5: 315
Ask depth 5: 718
Bid depth 10: 1758
Ask depth 10: 2485
Bid depth 20: 3970
Ask depth 20: 8765
Imbalance 5: -0.390126
Imbalance 10: -0.171341
Imbalance 20: -0.376521
Top bid size: 15
Top ask size: 24
Bid wall score: 0.003778
Ask wall score: 0.002738

Dynamics

Bid depth 5 delta: -224
Ask depth 5 delta: -129
Imbalance 5 delta: -0.167904
Bid depth 10 delta: 256
Ask depth 10 delta: -126
Imbalance 10 delta: 0.098292
Spread delta: 0
Mid price delta: -0.0007
Wall shift score: -0.032169

Tape

Buy volume: 1385
Sell volume: 763
Buy/sell delta: 622
Buy/sell ratio: 1.815203
Avg trade size: 21.48
Large trade count: 8
Largest trade size: 120

Candle

Return 1: -0.456259
Return 3: 0.139693
Volume 1: 65
Volume avg 5: 217
Momentum 5: 0.119713

Cross Exchange

Mid avg: 0.50152375
Mid median: 0.50363
Price deviation %: 0.264444
Spread %: 1.887249

Funding / OI / Volume

Funding rate: 0.000172
Funding delta: 0
Funding abs: 0.000172
Funding pressure: 0.000172
Open interest: -
Volume 24h: 634658
Quote volume 24h: 3109603.724
Price change 24h %: 4.94

Quality

Capture latency ms: 29996
Order book timestamp: 2026-06-26 03:06:55.016000+02:00
Ticker timestamp: 2026-06-26 03:06:53.871000+02:00
Trades timestamp: 2026-06-26 03:06:55.774000+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: 0.49304
Best ask: 0.49633
Spread: 0.00329
Spread %: 0.66507
Mid price: 0.494685
Last price: 0.49519
Mark price: -
Index price: -

Order Book

Bid depth 5: 15679
Ask depth 5: 2279
Bid depth 10: 17278
Ask depth 10: 3615
Bid depth 20: 20364
Ask depth 20: 5293
Imbalance 5: 0.746186
Imbalance 10: 0.653951
Imbalance 20: 0.587403
Top bid size: 3000
Top ask size: 3
Bid wall score: 0.147319
Ask wall score: 0.000567

Dynamics

Bid depth 5 delta: 536
Ask depth 5 delta: 2263
Imbalance 5 delta: -0.251703
Bid depth 10 delta: 732
Ask depth 10 delta: -1
Imbalance 10 delta: 0.012646
Spread delta: 0.00085
Mid price delta: 0.000425
Wall shift score: -0.003254

Tape

Buy volume: 3920
Sell volume: 7180
Buy/sell delta: -3260
Buy/sell ratio: 0.545961
Avg trade size: 111
Large trade count: 1
Largest trade size: 466

Candle

Return 1: 0
Return 3: 0.135485
Volume 1: 0
Volume avg 5: 40.4
Momentum 5: 0.135485

Cross Exchange

Mid avg: 0.5014175
Mid median: 0.50363
Price deviation %: -1.342693
Spread %: 1.972408

Funding / OI / Volume

Funding rate: -0.00014568
Funding delta: -0.00002912
Funding abs: 0.00014568
Funding pressure: 0.00017479
Open interest: 72940
Volume 24h: 107322
Quote volume 24h: 107322
Price change 24h %: 5.167141

Quality

Capture latency ms: 5621
Order book timestamp: 2026-06-26 03:06:25.140000+02:00
Ticker timestamp: 2026-06-26 03:06:25.605000+02:00
Trades timestamp: 2026-06-26 03:04:15.527000+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: 0.50347
Best ask: 0.50395
Spread: 0.00048
Spread %: 0.095293
Mid price: 0.50371
Last price: 0.50347
Mark price: 0.50319
Index price: 0.50318

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 48
Ask depth 10: 10
Bid depth 20: 100
Ask depth 20: 63
Imbalance 5: 0
Imbalance 10: 0.655172
Imbalance 20: 0.226994
Top bid size: 1
Top ask size: 1
Bid wall score: 0.01
Ask wall score: 0.015873

Dynamics

Bid depth 5 delta: -16
Ask depth 5 delta: -1
Imbalance 5 delta: -0.555556
Bid depth 10 delta: 12
Ask depth 10 delta: -6
Imbalance 10 delta: 0.270557
Spread delta: -0.00011
Mid price delta: 0.001365
Wall shift score: 0.005608

Tape

Buy volume: 285
Sell volume: 103
Buy/sell delta: 182
Buy/sell ratio: 2.76699
Avg trade size: 3.88
Large trade count: 14
Largest trade size: 25

Candle

Return 1: 0
Return 3: 0.493014
Volume 1: 0
Volume avg 5: 33.6
Momentum 5: 0.748404

Cross Exchange

Mid avg: 0.50107625
Mid median: 0.5029475
Price deviation %: 0.525619
Spread %: 1.973751

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3811700
Quote volume 24h: 1859052
Price change 24h %: 4.16

Quality

Capture latency ms: 10316
Order book timestamp: 2026-06-26 03:05:59+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:15.933000+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: 0.5041
Best ask: 0.5042
Spread: 0.0001
Spread %: 0.019835
Mid price: 0.50415
Last price: 0.5035
Mark price: -
Index price: -

Order Book

Bid depth 5: 1555
Ask depth 5: 1428
Bid depth 10: 5314
Ask depth 10: 12437
Bid depth 20: 17277
Ask depth 20: 36861
Imbalance 5: 0.042575
Imbalance 10: -0.401273
Imbalance 20: -0.361742
Top bid size: 259
Top ask size: 22
Bid wall score: 0.014991
Ask wall score: 0.000597

Dynamics

Bid depth 5 delta: -2866
Ask depth 5 delta: -1473
Imbalance 5 delta: -0.165019
Bid depth 10 delta: -2358
Ask depth 10 delta: -7578
Imbalance 10 delta: 0.044532
Spread delta: 0
Mid price delta: 0.0011
Wall shift score: 0.001364

Tape

Buy volume: 32567
Sell volume: 4005
Buy/sell delta: 28562
Buy/sell ratio: 8.131586
Avg trade size: 365.72
Large trade count: 11
Largest trade size: 5110

Candle

Return 1: 0.218688
Return 3: 0.759544
Volume 1: 39979
Volume avg 5: 34373.8
Momentum 5: 0.498405

Cross Exchange

Mid avg: 0.50080125
Mid median: 0.5026975
Price deviation %: 0.668678
Spread %: 1.855027

Funding / OI / Volume

Funding rate: 0.00017271
Funding delta: 0.00000038
Funding abs: 0.00017271
Funding pressure: 0.00017309
Open interest: 21972595
Volume 24h: 38096984
Quote volume 24h: 18612402.15189
Price change 24h %: 3.729

Quality

Capture latency ms: 7887
Order book timestamp: 2026-06-26 03:05:47.913000+02:00
Ticker timestamp: 2026-06-26 03:05:35.824000+02:00
Trades timestamp: 2026-06-26 03:05:49.291000+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: 0.5035
Best ask: 0.5036
Spread: 0.0001
Spread %: 0.019859
Mid price: 0.50355
Last price: 0.503
Mark price: -
Index price: 0.5023

Order Book

Bid depth 5: 539
Ask depth 5: 847
Bid depth 10: 1502
Ask depth 10: 2611
Bid depth 20: 3837
Ask depth 20: 7511
Imbalance 5: -0.222222
Imbalance 10: -0.269633
Imbalance 20: -0.323757
Top bid size: 131
Top ask size: 7
Bid wall score: 0.034141
Ask wall score: 0.000932

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 213
Imbalance 5 delta: -0.142154
Bid depth 10 delta: 148
Ask depth 10 delta: -501
Imbalance 10 delta: 0.124008
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: 0.009721

Tape

Buy volume: 1478
Sell volume: 735
Buy/sell delta: 743
Buy/sell ratio: 2.010884
Avg trade size: 22.13
Large trade count: 8
Largest trade size: 150

Candle

Return 1: 0.059607
Return 3: 0.639488
Volume 1: 114
Volume avg 5: 235.6
Momentum 5: 0.438771

Cross Exchange

Mid avg: 0.50065125
Mid median: 0.5026475
Price deviation %: 0.578996
Spread %: 1.755713

Funding / OI / Volume

Funding rate: 0.000172
Funding delta: -0.000003
Funding abs: 0.000172
Funding pressure: 0.000175
Open interest: -
Volume 24h: 634537
Quote volume 24h: 3108996.254
Price change 24h %: 4.96

Quality

Capture latency ms: 4332
Order book timestamp: 2026-06-26 03:05:40.377000+02:00
Ticker timestamp: 2026-06-26 03:05:38.911000+02:00
Trades timestamp: 2026-06-26 03:05:33.786000+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: 0.49304
Best ask: 0.49548
Spread: 0.00244
Spread %: 0.493667
Mid price: 0.49426
Last price: 0.49519
Mark price: -
Index price: -

Order Book

Bid depth 5: 15143
Ask depth 5: 16
Bid depth 10: 16546
Ask depth 10: 3616
Bid depth 20: 19924
Ask depth 20: 5297
Imbalance 5: 0.997889
Imbalance 10: 0.641305
Imbalance 20: 0.579953
Top bid size: 3000
Top ask size: 3
Bid wall score: 0.150572
Ask wall score: 0.000566

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: -290
Imbalance 10 delta: 0.023273
Spread delta: 0
Mid price delta: 0
Wall shift score: 0

Tape

Buy volume: 3920
Sell volume: 7180
Buy/sell delta: -3260
Buy/sell ratio: 0.545961
Avg trade size: 111
Large trade count: 1
Largest trade size: 466

Candle

Return 1: -
Return 3: -
Volume 1: -
Volume avg 5: -
Momentum 5: -

Cross Exchange

Mid avg: 0.50065125
Mid median: 0.5026475
Price deviation %: -1.276587
Spread %: 1.755713

Funding / OI / Volume

Funding rate: -0.00011656
Funding delta: -0.00002053
Funding abs: 0.00011656
Funding pressure: 0.00013709
Open interest: 72940
Volume 24h: 107530
Quote volume 24h: 107530
Price change 24h %: 5.167141

Quality

Capture latency ms: 14982
Order book timestamp: 2026-06-26 03:05:26.540000+02:00
Ticker timestamp: 2026-06-26 03:05:26.873000+02:00
Trades timestamp: 2026-06-26 03:04:15.527000+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: 0.50205
Best ask: 0.50264
Spread: 0.00059
Spread %: 0.117449
Mid price: 0.502345
Last price: 0.5021
Mark price: 0.50236
Index price: 0.502348

Order Book

Bid depth 5: 21
Ask depth 5: 6
Bid depth 10: 36
Ask depth 10: 16
Bid depth 20: 83
Ask depth 20: 85
Imbalance 5: 0.555556
Imbalance 10: 0.384615
Imbalance 20: -0.011905
Top bid size: 1
Top ask size: 2
Bid wall score: 0.012048
Ask wall score: 0.023529

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: -17
Imbalance 5 delta: 0.494331
Bid depth 10 delta: -11
Ask depth 10 delta: -36
Imbalance 10 delta: 0.43512
Spread delta: -0.00021
Mid price delta: -0.000035
Wall shift score: 0.012843

Tape

Buy volume: 257
Sell volume: 112
Buy/sell delta: 145
Buy/sell ratio: 2.294643
Avg trade size: 3.69
Large trade count: 13
Largest trade size: 25

Candle

Return 1: -0.147164
Return 3: 0.595035
Volume 1: 1
Volume avg 5: 46.2
Momentum 5: 0.283614

Cross Exchange

Mid avg: 0.50066
Mid median: 0.502665
Price deviation %: 0.336556
Spread %: 1.755682

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3808300
Quote volume 24h: 1857342
Price change 24h %: 3.88

Quality

Capture latency ms: 10720
Order book timestamp: 2026-06-26 03:05:09+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:15.907000+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: 0.503
Best ask: 0.5031
Spread: 0.0001
Spread %: 0.019879
Mid price: 0.50305
Last price: 0.5029
Mark price: -
Index price: -

Order Book

Bid depth 5: 4421
Ask depth 5: 2901
Bid depth 10: 7672
Ask depth 10: 20015
Bid depth 20: 18375
Ask depth 20: 40781
Imbalance 5: 0.207594
Imbalance 10: -0.445805
Imbalance 20: -0.378761
Top bid size: 257
Top ask size: 39
Bid wall score: 0.013986
Ask wall score: 0.000956

Dynamics

Bid depth 5 delta: 1348
Ask depth 5 delta: -1731
Imbalance 5 delta: 0.40993
Bid depth 10 delta: 121
Ask depth 10 delta: 5315
Imbalance 10 delta: -0.124516
Spread delta: -0.0001
Mid price delta: -0.00035
Wall shift score: 0.002118

Tape

Buy volume: 13548
Sell volume: 7270
Buy/sell delta: 6278
Buy/sell ratio: 1.863549
Avg trade size: 208.18
Large trade count: 11
Largest trade size: 2248

Candle

Return 1: 0.359138
Return 3: 0.579884
Volume 1: 26064
Volume avg 5: 37588.2
Momentum 5: 0.700701

Cross Exchange

Mid avg: 0.5007475
Mid median: 0.502665
Price deviation %: 0.459813
Spread %: 1.825271

Funding / OI / Volume

Funding rate: 0.00017233
Funding delta: 0
Funding abs: 0.00017233
Funding pressure: 0.00017233
Open interest: 21962025
Volume 24h: 38064967
Quote volume 24h: 18596240.50619
Price change 24h %: 3.712

Quality

Capture latency ms: 8576
Order book timestamp: 2026-06-26 03:04:57.879000+02:00
Ticker timestamp: 2026-06-26 03:04:50.566000+02:00
Trades timestamp: 2026-06-26 03:04:56.086000+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: 0.5029
Best ask: 0.503
Spread: 0.0001
Spread %: 0.019883
Mid price: 0.50295
Last price: 0.5025
Mark price: -
Index price: 0.5019

Order Book

Bid depth 5: 540
Ask depth 5: 634
Bid depth 10: 1354
Ask depth 10: 3112
Bid depth 20: 3909
Ask depth 20: 7381
Imbalance 5: -0.080068
Imbalance 10: -0.393641
Imbalance 20: -0.307529
Top bid size: 113
Top ask size: 40
Bid wall score: 0.028908
Ask wall score: 0.005419

Dynamics

Bid depth 5 delta: -141
Ask depth 5 delta: -527
Imbalance 5 delta: 0.180518
Bid depth 10 delta: -343
Ask depth 10 delta: 67
Imbalance 10 delta: -0.109373
Spread delta: -0.0003
Mid price delta: -0.00005
Wall shift score: 0.024504

Tape

Buy volume: 1517
Sell volume: 810
Buy/sell delta: 707
Buy/sell ratio: 1.87284
Avg trade size: 23.27
Large trade count: 8
Largest trade size: 150

Candle

Return 1: 0.279385
Return 3: 0.259377
Volume 1: 339
Volume avg 5: 331.6
Momentum 5: 0.540216

Cross Exchange

Mid avg: 0.50076
Mid median: 0.50269
Price deviation %: 0.437335
Spread %: 1.825226

Funding / OI / Volume

Funding rate: 0.000175
Funding delta: 0
Funding abs: 0.000175
Funding pressure: 0.000175
Open interest: -
Volume 24h: 634452
Quote volume 24h: 3108566.466
Price change 24h %: 4.86

Quality

Capture latency ms: 5115
Order book timestamp: 2026-06-26 03:04:50.114000+02:00
Ticker timestamp: 2026-06-26 03:04:47.809000+02:00
Trades timestamp: 2026-06-26 03:04:43.464000+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: 0.49304
Best ask: 0.49548
Spread: 0.00244
Spread %: 0.493667
Mid price: 0.49426
Last price: 0.49519
Mark price: -
Index price: -

Order Book

Bid depth 5: 15143
Ask depth 5: 16
Bid depth 10: 16546
Ask depth 10: 3906
Bid depth 20: 19924
Ask depth 20: 5297
Imbalance 5: 0.997889
Imbalance 10: 0.618032
Imbalance 20: 0.579953
Top bid size: 3000
Top ask size: 3
Bid wall score: 0.150572
Ask wall score: 0.000566

Dynamics

Bid depth 5 delta: 3366
Ask depth 5 delta: -2264
Imbalance 5 delta: 0.322283
Bid depth 10 delta: -546
Ask depth 10 delta: 125
Imbalance 10 delta: -0.019681
Spread delta: -0.00592
Mid price delta: 0.00424
Wall shift score: 0.104341

Tape

Buy volume: 3920
Sell volume: 7180
Buy/sell delta: -3260
Buy/sell ratio: 0.545961
Avg trade size: 111
Large trade count: 1
Largest trade size: 466

Candle

Return 1: 0.135485
Return 3: 0.135485
Volume 1: 202
Volume avg 5: 76
Momentum 5: 2.292962

Cross Exchange

Mid avg: 0.4997
Mid median: 0.50269
Price deviation %: -1.088653
Spread %: 2.677607

Funding / OI / Volume

Funding rate: -0.00009604
Funding delta: -0.00000402
Funding abs: 0.00009604
Funding pressure: 0.00010006
Open interest: 73041
Volume 24h: 107530
Quote volume 24h: 107530
Price change 24h %: 5.167141

Quality

Capture latency ms: 4432
Order book timestamp: 2026-06-26 03:04:45.040000+02:00
Ticker timestamp: 2026-06-26 03:04:45.327000+02:00
Trades timestamp: 2026-06-26 03:04:15.527000+02:00
Data quality score: 90
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: 9895
gate: 9895
htx: 9819
mexc: 9892

By Symbol

VELVET/USDT:USDT: 39501

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.