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: 41364
Total labels: 124092
Pending labels: 104609
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 10:55:32.342744+02:00
Recent trades snapshots: 41363
Micro candles: 827200
Avg data quality: 75.9065854366115463
Latest latency: 4180 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 90 of 4137 · 41364 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 08:25:35.363150+02:00	gate	VELVET/USDT:USDT	0.48648	68	10261 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 08:25:24.968806+02:00	binance	VELVET/USDT:USDT	0.48685	80	5986 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 08:25:18.868416+02:00	mexc	VELVET/USDT:USDT	0.48685	78	4480 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 08:25:14.324621+02:00	htx	VELVET/USDT:USDT	0.480805	80	5752 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 08:24:56.734888+02:00	gate	VELVET/USDT:USDT	0.48733	68	10221 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 08:24:46.408688+02:00	binance	VELVET/USDT:USDT	0.48805	80	6188 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 08:24:40.129514+02:00	mexc	VELVET/USDT:USDT	0.488	68	5425 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 08:24:34.629640+02:00	htx	VELVET/USDT:USDT	0.481535	80	6144 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 08:24:18.241487+02:00	gate	VELVET/USDT:USDT	0.487875	68	10335 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 08:24:07.802552+02:00	binance	VELVET/USDT:USDT	0.48895	80	6768 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.48623
Best ask: 0.48673
Spread: 0.0005
Spread %: 0.102779
Mid price: 0.48648
Last price: 0.48603
Mark price: 0.48663
Index price: 0.487052

Order Book

Bid depth 5: 6
Ask depth 5: 5
Bid depth 10: 19
Ask depth 10: 23
Bid depth 20: 56
Ask depth 20: 61
Imbalance 5: 0.090909
Imbalance 10: -0.095238
Imbalance 20: -0.042735
Top bid size: 2
Top ask size: 1
Bid wall score: 0.035714
Ask wall score: 0.016393

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: -6
Imbalance 5 delta: 0.090909
Bid depth 10 delta: -5
Ask depth 10 delta: -6
Imbalance 10 delta: -0.000898
Spread delta: 0.00012
Mid price delta: -0.00085
Wall shift score: 0.031466

Tape

Buy volume: 81
Sell volume: 104
Buy/sell delta: -23
Buy/sell ratio: 0.778846
Avg trade size: 1.85
Large trade count: 5
Largest trade size: 19

Candle

Return 1: -0.112844
Return 3: -0.20089
Volume 1: 46
Volume avg 5: 12.2
Momentum 5: -0.738068

Cross Exchange

Mid avg: 0.48545875
Mid median: 0.48685
Price deviation %: 0.210368
Spread %: 1.344089

Funding / OI / Volume

Funding rate: 0.000034
Funding delta: -0.000002
Funding abs: 0.000034
Funding pressure: 0.000036
Open interest: -
Volume 24h: 3833800
Quote volume 24h: 1879486
Price change 24h %: -0.1

Quality

Capture latency ms: 10261
Order book timestamp: 2026-06-26 08:25:34+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:35.132000+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: 0.4868
Best ask: 0.4869
Spread: 0.0001
Spread %: 0.02054
Mid price: 0.48685
Last price: 0.4868
Mark price: -
Index price: -

Order Book

Bid depth 5: 3246
Ask depth 5: 1937
Bid depth 10: 13254
Ask depth 10: 8869
Bid depth 20: 37051
Ask depth 20: 21333
Imbalance 5: 0.252556
Imbalance 10: 0.19821
Imbalance 20: 0.269218
Top bid size: 175
Top ask size: 91
Bid wall score: 0.004723
Ask wall score: 0.004266

Dynamics

Bid depth 5 delta: 960
Ask depth 5 delta: -2752
Imbalance 5 delta: 0.597073
Bid depth 10 delta: -31
Ask depth 10 delta: -3808
Imbalance 10 delta: 0.174791
Spread delta: 0
Mid price delta: -0.0012
Wall shift score: 0.003354

Tape

Buy volume: 16721
Sell volume: 9902
Buy/sell delta: 6819
Buy/sell ratio: 1.688649
Avg trade size: 266.23
Large trade count: 8
Largest trade size: 3711

Candle

Return 1: -0.245902
Return 3: -0.245902
Volume 1: 19243
Volume avg 5: 14207.8
Momentum 5: -0.855397

Cross Exchange

Mid avg: 0.48575875
Mid median: 0.48709
Price deviation %: 0.224649
Spread %: 1.491481

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21954135
Volume 24h: 37567065
Quote volume 24h: 18464978.11299
Price change 24h %: 0.062

Quality

Capture latency ms: 5986
Order book timestamp: 2026-06-26 08:25:22.515000+02:00
Ticker timestamp: 2026-06-26 08:25:12.111000+02:00
Trades timestamp: 2026-06-26 08:25:21.244000+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: 0.4868
Best ask: 0.4869
Spread: 0.0001
Spread %: 0.02054
Mid price: 0.48685
Last price: 0.4871
Mark price: -
Index price: 0.4872

Order Book

Bid depth 5: 754
Ask depth 5: 566
Bid depth 10: 2953
Ask depth 10: 1785
Bid depth 20: 7639
Ask depth 20: 4686
Imbalance 5: 0.142424
Imbalance 10: 0.246518
Imbalance 20: 0.239594
Top bid size: 20
Top ask size: 17
Bid wall score: 0.002618
Ask wall score: 0.003628

Dynamics

Bid depth 5 delta: -751
Ask depth 5 delta: -576
Imbalance 5 delta: 0.005288
Bid depth 10 delta: -1286
Ask depth 10 delta: -1118
Imbalance 10 delta: 0.059455
Spread delta: -0.0001
Mid price delta: -0.00115
Wall shift score: 0.001151

Tape

Buy volume: 751
Sell volume: 2985
Buy/sell delta: -2234
Buy/sell ratio: 0.251591
Avg trade size: 37.36
Large trade count: 5
Largest trade size: 663

Candle

Return 1: -0.22541
Return 3: -0.22541
Volume 1: 6
Volume avg 5: 579.4
Momentum 5: -0.754179

Cross Exchange

Mid avg: 0.48604625
Mid median: 0.487665
Price deviation %: 0.165365
Spread %: 1.490599

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 637151
Quote volume 24h: 3133849.438
Price change 24h %: 1.64

Quality

Capture latency ms: 4480
Order book timestamp: 2026-06-26 08:25:17.258000+02:00
Ticker timestamp: 2026-06-26 08:25:15.866000+02:00
Trades timestamp: 2026-06-26 08:25:17.594000+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: 0.47392
Best ask: 0.48769
Spread: 0.01377
Spread %: 2.863947
Mid price: 0.480805
Last price: 0.4889
Mark price: -
Index price: -

Order Book

Bid depth 5: 8452
Ask depth 5: 4198
Bid depth 10: 16997
Ask depth 10: 5948
Bid depth 20: 20375
Ask depth 20: 5948
Imbalance 5: 0.336285
Imbalance 10: 0.481543
Imbalance 20: 0.548076
Top bid size: 3000
Top ask size: 971
Bid wall score: 0.147239
Ask wall score: 0.163248

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 1705
Imbalance 5 delta: -0.208123
Bid depth 10 delta: 1
Ask depth 10 delta: -374
Imbalance 10 delta: 0.023785
Spread delta: -0.00146
Mid price delta: -0.00073
Wall shift score: -0.038625

Tape

Buy volume: 3872
Sell volume: 5620
Buy/sell delta: -1748
Buy/sell ratio: 0.688968
Avg trade size: 94.92
Large trade count: 1
Largest trade size: 390

Candle

Return 1: 0
Return 3: -0.39727
Volume 1: 0
Volume avg 5: 43.6
Momentum 5: 2.593696

Cross Exchange

Mid avg: 0.48622875
Mid median: 0.487665
Price deviation %: -1.115473
Spread %: 1.339904

Funding / OI / Volume

Funding rate: -0.000575
Funding delta: 0.00000995
Funding abs: 0.000575
Funding pressure: 0.00058494
Open interest: 72852
Volume 24h: 105870
Quote volume 24h: 105870
Price change 24h %: 3.831287

Quality

Capture latency ms: 5752
Order book timestamp: 2026-06-26 08:25:12.439000+02:00
Ticker timestamp: 2026-06-26 08:25:13.067000+02:00
Trades timestamp: 2026-06-26 08:23:40.136000+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: 0.48714
Best ask: 0.48752
Spread: 0.00038
Spread %: 0.077976
Mid price: 0.48733
Last price: 0.4874
Mark price: 0.4874
Index price: 0.487785

Order Book

Bid depth 5: 11
Ask depth 5: 11
Bid depth 10: 24
Ask depth 10: 29
Bid depth 20: 90
Ask depth 20: 86
Imbalance 5: 0
Imbalance 10: -0.09434
Imbalance 20: 0.022727
Top bid size: 1
Top ask size: 2
Bid wall score: 0.011111
Ask wall score: 0.023256

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 1
Imbalance 5 delta: 0
Bid depth 10 delta: -4
Ask depth 10 delta: 7
Imbalance 10 delta: -0.21434
Spread delta: -0.00003
Mid price delta: -0.000545
Wall shift score: -0.009204

Tape

Buy volume: 95
Sell volume: 62
Buy/sell delta: 33
Buy/sell ratio: 1.532258
Avg trade size: 1.57
Large trade count: 6
Largest trade size: 19

Candle

Return 1: -0.098385
Return 3: -0.603638
Volume 1: 5
Volume avg 5: 4.2
Momentum 5: -0.934959

Cross Exchange

Mid avg: 0.486365
Mid median: 0.4879375
Price deviation %: 0.198411
Spread %: 1.339529

Funding / OI / Volume

Funding rate: 0.000036
Funding delta: 0
Funding abs: 0.000036
Funding pressure: 0.000036
Open interest: -
Volume 24h: 3833000
Quote volume 24h: 1879096
Price change 24h %: 0.13

Quality

Capture latency ms: 10221
Order book timestamp: 2026-06-26 08:24:55+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:35.091000+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: 0.488
Best ask: 0.4881
Spread: 0.0001
Spread %: 0.02049
Mid price: 0.48805
Last price: 0.488
Mark price: -
Index price: -

Order Book

Bid depth 5: 2286
Ask depth 5: 4689
Bid depth 10: 13285
Ask depth 10: 12677
Bid depth 20: 37894
Ask depth 20: 29557
Imbalance 5: -0.344516
Imbalance 10: 0.023419
Imbalance 20: 0.123601
Top bid size: 30
Top ask size: 109
Bid wall score: 0.000792
Ask wall score: 0.003688

Dynamics

Bid depth 5 delta: -1946
Ask depth 5 delta: -5404
Imbalance 5 delta: 0.064629
Bid depth 10 delta: -2106
Ask depth 10 delta: 434
Imbalance 10 delta: -0.090499
Spread delta: 0
Mid price delta: -0.0009
Wall shift score: 0.009458

Tape

Buy volume: 4417
Sell volume: 7900
Buy/sell delta: -3483
Buy/sell ratio: 0.559114
Avg trade size: 123.17
Large trade count: 7
Largest trade size: 2273

Candle

Return 1: -0.184087
Return 3: -0.469101
Volume 1: 6844
Volume avg 5: 14137.6
Momentum 5: -0.853312

Cross Exchange

Mid avg: 0.48659
Mid median: 0.4879375
Price deviation %: 0.300047
Spread %: 1.52387

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21956553
Volume 24h: 37603771
Quote volume 24h: 18482853.14569
Price change 24h %: 0.123

Quality

Capture latency ms: 6188
Order book timestamp: 2026-06-26 08:24:44.251000+02:00
Ticker timestamp: 2026-06-26 08:24:32.703000+02:00
Trades timestamp: 2026-06-26 08:24:44.688000+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: 0.4879
Best ask: 0.4881
Spread: 0.0002
Spread %: 0.040984
Mid price: 0.488
Last price: 0.488
Mark price: -
Index price: 0.4881

Order Book

Bid depth 5: 1505
Ask depth 5: 1142
Bid depth 10: 4239
Ask depth 10: 2903
Bid depth 20: 9401
Ask depth 20: 6540
Imbalance 5: 0.137136
Imbalance 10: 0.187062
Imbalance 20: 0.179474
Top bid size: 7
Top ask size: 19
Bid wall score: 0.000745
Ask wall score: 0.002905

Dynamics

Bid depth 5 delta: 585
Ask depth 5 delta: -1363
Imbalance 5 delta: 0.59991
Bid depth 10 delta: -37
Ask depth 10 delta: -468
Imbalance 10 delta: 0.068715
Spread delta: 0
Mid price delta: -0.0009
Wall shift score: -0.00405

Tape

Buy volume: 1070
Sell volume: 2978
Buy/sell delta: -1908
Buy/sell ratio: 0.359302
Avg trade size: 40.48
Large trade count: 5
Largest trade size: 663

Candle

Return 1: -0.163666
Return 3: -0.529963
Volume 1: 218
Volume avg 5: 602.6
Momentum 5: -0.853312

Cross Exchange

Mid avg: 0.486815
Mid median: 0.4883875
Price deviation %: 0.243419
Spread %: 1.523166

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 637125
Quote volume 24h: 3133722.101
Price change 24h %: 1.83

Quality

Capture latency ms: 5425
Order book timestamp: 2026-06-26 08:24:37.780000+02:00
Ticker timestamp: 2026-06-26 08:24:36.942000+02:00
Trades timestamp: 2026-06-26 08:24:36.539000+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: 0.47392
Best ask: 0.48915
Spread: 0.01523
Spread %: 3.162802
Mid price: 0.481535
Last price: 0.4889
Mark price: -
Index price: -

Order Book

Bid depth 5: 8451
Ask depth 5: 2493
Bid depth 10: 16996
Ask depth 10: 6322
Bid depth 20: 20374
Ask depth 20: 7109
Imbalance 5: 0.544408
Imbalance 10: 0.457758
Imbalance 20: 0.482662
Top bid size: 3000
Top ask size: 886
Bid wall score: 0.147246
Ask wall score: 0.124631

Dynamics

Bid depth 5 delta: 3636
Ask depth 5 delta: -1482
Imbalance 5 delta: 0.448845
Bid depth 10 delta: 979
Ask depth 10 delta: 1143
Imbalance 10 delta: -0.053565
Spread delta: -0.00032
Mid price delta: -0.00016
Wall shift score: -0.015015

Tape

Buy volume: 3872
Sell volume: 5620
Buy/sell delta: -1748
Buy/sell ratio: 0.688968
Avg trade size: 94.92
Large trade count: 1
Largest trade size: 390

Candle

Return 1: 0
Return 3: -0.39727
Volume 1: 0
Volume avg 5: 43.6
Momentum 5: 2.593696

Cross Exchange

Mid avg: 0.486855
Mid median: 0.4883875
Price deviation %: -1.092728
Spread %: 1.490177

Funding / OI / Volume

Funding rate: -0.00058494
Funding delta: 0.00001518
Funding abs: 0.00058494
Funding pressure: 0.00060012
Open interest: 72955
Volume 24h: 105870
Quote volume 24h: 105870
Price change 24h %: 3.831287

Quality

Capture latency ms: 6144
Order book timestamp: 2026-06-26 08:24:32.697000+02:00
Ticker timestamp: 2026-06-26 08:24:33.145000+02:00
Trades timestamp: 2026-06-26 08:23:40.136000+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: 0.48767
Best ask: 0.48808
Spread: 0.00041
Spread %: 0.084038
Mid price: 0.487875
Last price: 0.48788
Mark price: 0.48805
Index price: 0.488428

Order Book

Bid depth 5: 10
Ask depth 5: 10
Bid depth 10: 28
Ask depth 10: 22
Bid depth 20: 60
Ask depth 20: 51
Imbalance 5: 0
Imbalance 10: 0.12
Imbalance 20: 0.081081
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016667
Ask wall score: 0.019608

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -9
Imbalance 5 delta: 0.310345
Bid depth 10 delta: 9
Ask depth 10 delta: -16
Imbalance 10 delta: 0.453333
Spread delta: -0.00008
Mid price delta: -0.00068
Wall shift score: -0.002347

Tape

Buy volume: 93
Sell volume: 64
Buy/sell delta: 29
Buy/sell ratio: 1.453125
Avg trade size: 1.57
Large trade count: 6
Largest trade size: 19

Candle

Return 1: 0
Return 3: -0.505751
Volume 1: 0
Volume avg 5: 3.2
Momentum 5: -0.837398

Cross Exchange

Mid avg: 0.487025
Mid median: 0.4887275
Price deviation %: 0.174529
Spread %: 1.489657

Funding / OI / Volume

Funding rate: 0.000036
Funding delta: 0.000003
Funding abs: 0.000036
Funding pressure: 0.000039
Open interest: -
Volume 24h: 3832900
Quote volume 24h: 1879047
Price change 24h %: 0.23

Quality

Capture latency ms: 10335
Order book timestamp: 2026-06-26 08:24:17+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:34.981000+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: 0.4889
Best ask: 0.489
Spread: 0.0001
Spread %: 0.020452
Mid price: 0.48895
Last price: 0.4889
Mark price: -
Index price: -

Order Book

Bid depth 5: 4232
Ask depth 5: 10093
Bid depth 10: 15391
Ask depth 10: 12243
Bid depth 20: 38177
Ask depth 20: 20280
Imbalance 5: -0.409145
Imbalance 10: 0.113918
Imbalance 20: 0.306157
Top bid size: 63
Top ask size: 284
Bid wall score: 0.00165
Ask wall score: 0.014004

Dynamics

Bid depth 5 delta: -3083
Ask depth 5 delta: 7387
Imbalance 5 delta: -0.869079
Bid depth 10 delta: -2384
Ask depth 10 delta: 3690
Imbalance 10 delta: -0.236356
Spread delta: 0
Mid price delta: 0.0009
Wall shift score: -0.014874

Tape

Buy volume: 3597
Sell volume: 12055
Buy/sell delta: -8458
Buy/sell ratio: 0.298382
Avg trade size: 156.52
Large trade count: 5
Largest trade size: 3845

Candle

Return 1: 0.040908
Return 3: -0.244748
Volume 1: 599
Volume avg 5: 12888.6
Momentum 5: -0.629825

Cross Exchange

Mid avg: 0.4868
Mid median: 0.4883025
Price deviation %: 0.44166
Spread %: 1.480074

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21956866
Volume 24h: 37605564
Quote volume 24h: 18483726.61509
Price change 24h %: 0.061

Quality

Capture latency ms: 6768
Order book timestamp: 2026-06-26 08:24:05.517000+02:00
Ticker timestamp: 2026-06-26 08:23:57.787000+02:00
Trades timestamp: 2026-06-26 08:24:06.789000+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: 10361
gate: 10362
htx: 10282
mexc: 10359

By Symbol

VELVET/USDT:USDT: 41364

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.