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: 41828
Total labels: 125484
Pending labels: 106001
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 12:11:57.876928+02:00
Recent trades snapshots: 41827
Micro candles: 836480
Avg data quality: 75.9125944343501960
Latest latency: 6322 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 91 of 4183 · 41828 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 09:44:38.438844+02:00	gate	VELVET/USDT:USDT	0.49477	68	10343 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 09:44:27.995732+02:00	binance	VELVET/USDT:USDT	0.49545	80	6144 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 09:44:21.725398+02:00	mexc	VELVET/USDT:USDT	0.49535	68	5654 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 09:44:16.000151+02:00	htx	VELVET/USDT:USDT	0.487785	80	5513 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 09:43:59.192107+02:00	gate	VELVET/USDT:USDT	0.4941	68	9693 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 09:43:49.389059+02:00	binance	VELVET/USDT:USDT	0.49465	80	7003 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 09:43:42.277587+02:00	mexc	VELVET/USDT:USDT	0.49465	78	4527 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 09:43:37.653259+02:00	htx	VELVET/USDT:USDT	0.487425	80	33036 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 09:42:53.930524+02:00	gate	VELVET/USDT:USDT	0.493735	68	10522 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 09:42:43.259398+02:00	binance	VELVET/USDT:USDT	0.49455	80	5923 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.49458
Best ask: 0.49496
Spread: 0.00038
Spread %: 0.076803
Mid price: 0.49477
Last price: 0.49431
Mark price: 0.49441
Index price: 0.494882

Order Book

Bid depth 5: 8
Ask depth 5: 5
Bid depth 10: 24
Ask depth 10: 13
Bid depth 20: 47
Ask depth 20: 42
Imbalance 5: 0.230769
Imbalance 10: 0.297297
Imbalance 20: 0.05618
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021277
Ask wall score: 0.02381

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -2
Imbalance 5 delta: 0.008547
Bid depth 10 delta: 5
Ask depth 10 delta: -1
Imbalance 10 delta: 0.145782
Spread delta: -0.00002
Mid price delta: 0.00067
Wall shift score: -0.023168

Tape

Buy volume: 37
Sell volume: 121
Buy/sell delta: -84
Buy/sell ratio: 0.305785
Avg trade size: 1.58
Large trade count: 3
Largest trade size: 29

Candle

Return 1: 0.153986
Return 3: 0.119501
Volume 1: 1
Volume avg 5: 4.8
Momentum 5: -0.224052

Cross Exchange

Mid avg: 0.49317125
Mid median: 0.494725
Price deviation %: 0.324177
Spread %: 1.554227

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3807000
Quote volume 24h: 1866916
Price change 24h %: 2.26

Quality

Capture latency ms: 10343
Order book timestamp: 2026-06-26 09:44:37+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:39.845000+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: 0.4954
Best ask: 0.4955
Spread: 0.0001
Spread %: 0.020184
Mid price: 0.49545
Last price: 0.4955
Mark price: -
Index price: -

Order Book

Bid depth 5: 1908
Ask depth 5: 3247
Bid depth 10: 5609
Ask depth 10: 7948
Bid depth 20: 14882
Ask depth 20: 24364
Imbalance 5: -0.259748
Imbalance 10: -0.172531
Imbalance 20: -0.241604
Top bid size: 73
Top ask size: 173
Bid wall score: 0.004905
Ask wall score: 0.007101

Dynamics

Bid depth 5 delta: -2404
Ask depth 5 delta: 1783
Imbalance 5 delta: -0.752823
Bid depth 10 delta: -2656
Ask depth 10 delta: 1891
Imbalance 10 delta: -0.326699
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: -0.004925

Tape

Buy volume: 4955
Sell volume: 7332
Buy/sell delta: -2377
Buy/sell ratio: 0.675805
Avg trade size: 122.87
Large trade count: 8
Largest trade size: 1063

Candle

Return 1: 0.181965
Return 3: 0.121237
Volume 1: 1251
Volume avg 5: 12613.6
Momentum 5: -0.141072

Cross Exchange

Mid avg: 0.49297125
Mid median: 0.494375
Price deviation %: 0.502818
Spread %: 1.534572

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21959459
Volume 24h: 37220381
Quote volume 24h: 18301841.96989
Price change 24h %: 2.418

Quality

Capture latency ms: 6144
Order book timestamp: 2026-06-26 09:44:25.608000+02:00
Ticker timestamp: 2026-06-26 09:44:15.771000+02:00
Trades timestamp: 2026-06-26 09:44:15.771000+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: 0.4952
Best ask: 0.4955
Spread: 0.0003
Spread %: 0.060563
Mid price: 0.49535
Last price: 0.4952
Mark price: -
Index price: 0.4949

Order Book

Bid depth 5: 678
Ask depth 5: 696
Bid depth 10: 1871
Ask depth 10: 2353
Bid depth 20: 4974
Ask depth 20: 4898
Imbalance 5: -0.0131
Imbalance 10: -0.11411
Imbalance 20: 0.007699
Top bid size: 44
Top ask size: 35
Bid wall score: 0.008846
Ask wall score: 0.007146

Dynamics

Bid depth 5 delta: -780
Ask depth 5 delta: -115
Imbalance 5 delta: -0.298248
Bid depth 10 delta: -1148
Ask depth 10 delta: 54
Imbalance 10 delta: -0.249499
Spread delta: 0.0002
Mid price delta: 0.0007
Wall shift score: -0.005476

Tape

Buy volume: 577
Sell volume: 1337
Buy/sell delta: -760
Buy/sell ratio: 0.431563
Avg trade size: 19.14
Large trade count: 13
Largest trade size: 179

Candle

Return 1: 0.12131
Return 3: 0.060618
Volume 1: 3
Volume avg 5: 12.2
Momentum 5: -0.181415

Cross Exchange

Mid avg: 0.49279625
Mid median: 0.494375
Price deviation %: 0.518216
Spread %: 1.393071

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 640014
Quote volume 24h: 3148511.234
Price change 24h %: 3.33

Quality

Capture latency ms: 5654
Order book timestamp: 2026-06-26 09:44:19.811000+02:00
Ticker timestamp: 2026-06-26 09:44:20.013000+02:00
Trades timestamp: 2026-06-26 09:44:15.594000+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: 0.47983
Best ask: 0.49574
Spread: 0.01591
Spread %: 3.261683
Mid price: 0.487785
Last price: 0.49495
Mark price: -
Index price: -

Order Book

Bid depth 5: 8244
Ask depth 5: 4445
Bid depth 10: 20257
Ask depth 10: 5918
Bid depth 20: 20357
Ask depth 20: 5918
Imbalance 5: 0.299393
Imbalance 10: 0.547813
Imbalance 20: 0.549534
Top bid size: 3000
Top ask size: 969
Bid wall score: 0.147369
Ask wall score: 0.163738

Dynamics

Bid depth 5 delta: 627
Ask depth 5 delta: 3047
Imbalance 5 delta: -0.390457
Bid depth 10 delta: 627
Ask depth 10 delta: 659
Imbalance 10 delta: -0.029591
Spread delta: 0.00072
Mid price delta: 0.00036
Wall shift score: -0.164048

Tape

Buy volume: 3790
Sell volume: 6698
Buy/sell delta: -2908
Buy/sell ratio: 0.565841
Avg trade size: 104.88
Large trade count: 2
Largest trade size: 428

Candle

Return 1: 0.040408
Return 3: 0.040408
Volume 1: 204
Volume avg 5: 82
Momentum 5: -0.100878

Cross Exchange

Mid avg: 0.49270625
Mid median: 0.494375
Price deviation %: -0.99882
Spread %: 1.466391

Funding / OI / Volume

Funding rate: -0.000629
Funding delta: 0.0000059
Funding abs: 0.000629
Funding pressure: 0.00063491
Open interest: 72942
Volume 24h: 96862
Quote volume 24h: 96862
Price change 24h %: 5.11617

Quality

Capture latency ms: 5513
Order book timestamp: 2026-06-26 09:44:14.539000+02:00
Ticker timestamp: 2026-06-26 09:44:14.969000+02:00
Trades timestamp: 2026-06-26 09:44:15.574000+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: 0.4939
Best ask: 0.4943
Spread: 0.0004
Spread %: 0.080955
Mid price: 0.4941
Last price: 0.49355
Mark price: 0.49379
Index price: 0.494313

Order Book

Bid depth 5: 11
Ask depth 5: 7
Bid depth 10: 19
Ask depth 10: 14
Bid depth 20: 45
Ask depth 20: 42
Imbalance 5: 0.222222
Imbalance 10: 0.151515
Imbalance 20: 0.034483
Top bid size: 2
Top ask size: 1
Bid wall score: 0.044444
Ask wall score: 0.02381

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -1
Imbalance 5 delta: 0.163399
Bid depth 10 delta: 1
Ask depth 10 delta: -4
Imbalance 10 delta: 0.151515
Spread delta: -0.00005
Mid price delta: 0.000365
Wall shift score: 0.015635

Tape

Buy volume: 37
Sell volume: 121
Buy/sell delta: -84
Buy/sell ratio: 0.305785
Avg trade size: 1.58
Large trade count: 3
Largest trade size: 29

Candle

Return 1: -0.087048
Return 3: -0.248595
Volume 1: 5
Volume avg 5: 5.6
Momentum 5: -0.258675

Cross Exchange

Mid avg: 0.492615
Mid median: 0.4941925
Price deviation %: 0.301452
Spread %: 1.466663

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3806900
Quote volume 24h: 1866866
Price change 24h %: 2.25

Quality

Capture latency ms: 9693
Order book timestamp: 2026-06-26 09:43:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:39.812000+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: 0.4946
Best ask: 0.4947
Spread: 0.0001
Spread %: 0.020216
Mid price: 0.49465
Last price: 0.4946
Mark price: -
Index price: -

Order Book

Bid depth 5: 4312
Ask depth 5: 1464
Bid depth 10: 8265
Ask depth 10: 6057
Bid depth 20: 31639
Ask depth 20: 14008
Imbalance 5: 0.493075
Imbalance 10: 0.154168
Imbalance 20: 0.386247
Top bid size: 188
Top ask size: 45
Bid wall score: 0.005942
Ask wall score: 0.003212

Dynamics

Bid depth 5 delta: -510
Ask depth 5 delta: -1458
Imbalance 5 delta: 0.247724
Bid depth 10 delta: -1432
Ask depth 10 delta: -799
Imbalance 10 delta: -0.017462
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.035166

Tape

Buy volume: 6143
Sell volume: 7312
Buy/sell delta: -1169
Buy/sell ratio: 0.840126
Avg trade size: 134.55
Large trade count: 9
Largest trade size: 1063

Candle

Return 1: 0.020222
Return 3: -0.141328
Volume 1: 6523
Volume avg 5: 13536
Momentum 5: -0.181635

Cross Exchange

Mid avg: 0.49259
Mid median: 0.4941425
Price deviation %: 0.418198
Spread %: 1.466737

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21958628
Volume 24h: 37220206
Quote volume 24h: 18301739.78779
Price change 24h %: 2.19

Quality

Capture latency ms: 7003
Order book timestamp: 2026-06-26 09:43:47.266000+02:00
Ticker timestamp: 2026-06-26 09:43:37.575000+02:00
Trades timestamp: 2026-06-26 09:43:46.127000+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: 0.4946
Best ask: 0.4947
Spread: 0.0001
Spread %: 0.020216
Mid price: 0.49465
Last price: 0.4942
Mark price: -
Index price: 0.4943

Order Book

Bid depth 5: 1458
Ask depth 5: 811
Bid depth 10: 3019
Ask depth 10: 2299
Bid depth 20: 7510
Ask depth 20: 4147
Imbalance 5: 0.285148
Imbalance 10: 0.135389
Imbalance 20: 0.288496
Top bid size: 72
Top ask size: 10
Bid wall score: 0.009587
Ask wall score: 0.002411

Dynamics

Bid depth 5 delta: 607
Ask depth 5 delta: -87
Imbalance 5 delta: 0.31202
Bid depth 10 delta: 940
Ask depth 10 delta: -268
Imbalance 10 delta: 0.240426
Spread delta: -0.0001
Mid price delta: -0.00055
Wall shift score: 0.012276

Tape

Buy volume: 576
Sell volume: 1348
Buy/sell delta: -772
Buy/sell ratio: 0.4273
Avg trade size: 19.24
Large trade count: 13
Largest trade size: 179

Candle

Return 1: -0.060667
Return 3: -0.282486
Volume 1: 8
Volume avg 5: 93.4
Momentum 5: -0.262361

Cross Exchange

Mid avg: 0.4927275
Mid median: 0.4941425
Price deviation %: 0.390175
Spread %: 1.577951

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 640006
Quote volume 24h: 3148471.161
Price change 24h %: 3.13

Quality

Capture latency ms: 4527
Order book timestamp: 2026-06-26 09:43:40.711000+02:00
Ticker timestamp: 2026-06-26 09:43:37.887000+02:00
Trades timestamp: 2026-06-26 09:43:28.594000+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: 0.47983
Best ask: 0.49502
Spread: 0.01519
Spread %: 3.116377
Mid price: 0.487425
Last price: 0.49495
Mark price: -
Index price: -

Order Book

Bid depth 5: 7617
Ask depth 5: 1398
Bid depth 10: 19630
Ask depth 10: 5259
Bid depth 20: 19730
Ask depth 20: 5259
Imbalance 5: 0.68985
Imbalance 10: 0.577404
Imbalance 20: 0.579095
Top bid size: 3000
Top ask size: 23
Bid wall score: 0.152053
Ask wall score: 0.004373

Dynamics

Bid depth 5 delta: 3057
Ask depth 5 delta: -2976
Imbalance 5 delta: 0.669031
Bid depth 10 delta: -1313
Ask depth 10 delta: -504
Imbalance 10 delta: 0.008992
Spread delta: -0.00062
Mid price delta: -0.0004
Wall shift score: 0.271622

Tape

Buy volume: 3586
Sell volume: 6904
Buy/sell delta: -3318
Buy/sell ratio: 0.519409
Avg trade size: 104.9
Large trade count: 2
Largest trade size: 428

Candle

Return 1: 0
Return 3: -0.141229
Volume 1: 0
Volume avg 5: 41.2
Momentum 5: -0.141229

Cross Exchange

Mid avg: 0.4928275
Mid median: 0.4941425
Price deviation %: -1.096225
Spread %: 1.496467

Funding / OI / Volume

Funding rate: -0.00063491
Funding delta: 0.00001109
Funding abs: 0.00063491
Funding pressure: 0.000646
Open interest: 72942
Volume 24h: 96870
Quote volume 24h: 96870
Price change 24h %: 5.11617

Quality

Capture latency ms: 33036
Order book timestamp: 2026-06-26 09:43:35.797000+02:00
Ticker timestamp: 2026-06-26 09:43:36.086000+02:00
Trades timestamp: 2026-06-26 09:41:36.028000+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: 0.49351
Best ask: 0.49396
Spread: 0.00045
Spread %: 0.091142
Mid price: 0.493735
Last price: 0.49398
Mark price: 0.49398
Index price: 0.494425

Order Book

Bid depth 5: 9
Ask depth 5: 8
Bid depth 10: 18
Ask depth 10: 18
Bid depth 20: 40
Ask depth 20: 50
Imbalance 5: 0.058824
Imbalance 10: 0
Imbalance 20: -0.111111
Top bid size: 1
Top ask size: 1
Bid wall score: 0.025
Ask wall score: 0.02

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: -2
Imbalance 10 delta: 0.111111
Spread delta: 0.00014
Mid price delta: -0.0013
Wall shift score: -0.006403

Tape

Buy volume: 38
Sell volume: 120
Buy/sell delta: -82
Buy/sell ratio: 0.316667
Avg trade size: 1.58
Large trade count: 3
Largest trade size: 29

Candle

Return 1: 0.052661
Return 3: -0.290662
Volume 1: 8
Volume avg 5: 15.2
Momentum 5: -0.473475

Cross Exchange

Mid avg: 0.4931525
Mid median: 0.4947925
Price deviation %: 0.118118
Spread %: 1.495481

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3806400
Quote volume 24h: 1866620
Price change 24h %: 2.34

Quality

Capture latency ms: 10522
Order book timestamp: 2026-06-26 09:42:52+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:39.756000+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: 0.4945
Best ask: 0.4946
Spread: 0.0001
Spread %: 0.02022
Mid price: 0.49455
Last price: 0.495
Mark price: -
Index price: -

Order Book

Bid depth 5: 4822
Ask depth 5: 2922
Bid depth 10: 9697
Ask depth 10: 6856
Bid depth 20: 36216
Ask depth 20: 15906
Imbalance 5: 0.245351
Imbalance 10: 0.171631
Imbalance 20: 0.389663
Top bid size: 262
Top ask size: 631
Bid wall score: 0.007234
Ask wall score: 0.039671

Dynamics

Bid depth 5 delta: 2691
Ask depth 5 delta: 335
Imbalance 5 delta: 0.342002
Bid depth 10 delta: 1931
Ask depth 10 delta: -1604
Imbalance 10 delta: 0.214401
Spread delta: 0
Mid price delta: -0.0004
Wall shift score: -0.010258

Tape

Buy volume: 5168
Sell volume: 11434
Buy/sell delta: -6266
Buy/sell ratio: 0.451985
Avg trade size: 166.02
Large trade count: 10
Largest trade size: 1713

Candle

Return 1: -0.060618
Return 3: -0.322451
Volume 1: 5905
Volume avg 5: 12979.2
Momentum 5: -0.382679

Cross Exchange

Mid avg: 0.4932525
Mid median: 0.4949925
Price deviation %: 0.26305
Spread %: 1.495177

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 21957887
Volume 24h: 37219356
Quote volume 24h: 18301236.09769
Price change 24h %: 2.336

Quality

Capture latency ms: 5923
Order book timestamp: 2026-06-26 09:42:41.118000+02:00
Ticker timestamp: 2026-06-26 09:42:22.356000+02:00
Trades timestamp: 2026-06-26 09:42:42.601000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 10478
gate: 10478
htx: 10396
mexc: 10476

By Symbol

VELVET/USDT:USDT: 41828

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.