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: 42344
Total labels: 127032
Pending labels: 107549
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 13:36:17.580005+02:00
Recent trades snapshots: 42343
Micro candles: 846800
Avg data quality: 75.9211222369166824
Latest latency: 9666 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 92 of 4235 · 42344 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 11:07:07.593670+02:00	binance	VELVET/USDT:USDT	0.4959	80	6908 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 11:07:00.588082+02:00	mexc	VELVET/USDT:USDT	0.49575	78	4388 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 11:06:56.118590+02:00	htx	VELVET/USDT:USDT	0.489585	80	5062 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 11:06:40.430985+02:00	gate	VELVET/USDT:USDT	0.49375	68	9846 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 11:06:30.481978+02:00	binance	VELVET/USDT:USDT	0.4947	80	8750 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 11:06:21.612764+02:00	mexc	VELVET/USDT:USDT	0.49505	78	4090 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 11:06:17.460410+02:00	htx	VELVET/USDT:USDT	0.490075	80	6067 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 11:05:59.333433+02:00	gate	VELVET/USDT:USDT	0.494275	68	10568 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 11:05:48.662855+02:00	binance	VELVET/USDT:USDT	0.49515	80	8104 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 11:05:40.449725+02:00	mexc	VELVET/USDT:USDT	0.49505	78	4897 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4958
Best ask: 0.496
Spread: 0.0002
Spread %: 0.040331
Mid price: 0.4959
Last price: 0.4959
Mark price: -
Index price: -

Order Book

Bid depth 5: 1281
Ask depth 5: 3786
Bid depth 10: 7552
Ask depth 10: 12651
Bid depth 20: 17647
Ask depth 20: 28369
Imbalance 5: -0.494375
Imbalance 10: -0.252388
Imbalance 20: -0.233006
Top bid size: 11
Top ask size: 161
Bid wall score: 0.000623
Ask wall score: 0.005675

Dynamics

Bid depth 5 delta: -1579
Ask depth 5 delta: 359
Imbalance 5 delta: -0.404189
Bid depth 10 delta: -3028
Ask depth 10 delta: 5614
Imbalance 10 delta: -0.453501
Spread delta: 0
Mid price delta: 0.0012
Wall shift score: 0.008585

Tape

Buy volume: 6851
Sell volume: 11523
Buy/sell delta: -4672
Buy/sell ratio: 0.59455
Avg trade size: 183.74
Large trade count: 6
Largest trade size: 2179

Candle

Return 1: 0.040331
Return 3: -0.020153
Volume 1: 1223
Volume avg 5: 8985.2
Momentum 5: -0.060435

Cross Exchange

Mid avg: 0.49344625
Mid median: 0.494225
Price deviation %: 0.497268
Spread %: 1.249376

Funding / OI / Volume

Funding rate: 0.00007018
Funding delta: -0.00000262
Funding abs: 0.00007018
Funding pressure: 0.0000728
Open interest: 21973208
Volume 24h: 36444721
Quote volume 24h: 17940130.80659
Price change 24h %: 5.399

Quality

Capture latency ms: 6908
Order book timestamp: 2026-06-26 11:07:05.344000+02:00
Ticker timestamp: 2026-06-26 11:06:58.470000+02:00
Trades timestamp: 2026-06-26 11:07:06.791000+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: 0.4956
Best ask: 0.4959
Spread: 0.0003
Spread %: 0.060514
Mid price: 0.49575
Last price: 0.4955
Mark price: -
Index price: 0.4949

Order Book

Bid depth 5: 660
Ask depth 5: 1357
Bid depth 10: 1912
Ask depth 10: 3319
Bid depth 20: 5215
Ask depth 20: 6863
Imbalance 5: -0.345563
Imbalance 10: -0.268973
Imbalance 20: -0.136446
Top bid size: 58
Top ask size: 10
Bid wall score: 0.011122
Ask wall score: 0.001457

Dynamics

Bid depth 5 delta: -212
Ask depth 5 delta: 631
Imbalance 5 delta: -0.436927
Bid depth 10 delta: -857
Ask depth 10 delta: -273
Imbalance 10 delta: -0.139591
Spread delta: 0.0002
Mid price delta: 0.0007
Wall shift score: 0.012831

Tape

Buy volume: 571
Sell volume: 1996
Buy/sell delta: -1425
Buy/sell ratio: 0.286072
Avg trade size: 25.67
Large trade count: 7
Largest trade size: 243

Candle

Return 1: 0.121237
Return 3: -0.20141
Volume 1: 174
Volume avg 5: 238
Momentum 5: -0.060508

Cross Exchange

Mid avg: 0.49327125
Mid median: 0.494225
Price deviation %: 0.502513
Spread %: 1.10791

Funding / OI / Volume

Funding rate: 0.000074
Funding delta: 0
Funding abs: 0.000074
Funding pressure: 0.000074
Open interest: -
Volume 24h: 632796
Quote volume 24h: 3115435.292
Price change 24h %: 3.4

Quality

Capture latency ms: 4388
Order book timestamp: 2026-06-26 11:06:59.013000+02:00
Ticker timestamp: 2026-06-26 11:06:58.815000+02:00
Trades timestamp: 2026-06-26 11:06:55.597000+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: 0.48461
Best ask: 0.49456
Spread: 0.00995
Spread %: 2.032334
Mid price: 0.489585
Last price: 0.49454
Mark price: -
Index price: -

Order Book

Bid depth 5: 7576
Ask depth 5: 4392
Bid depth 10: 19589
Ask depth 10: 5863
Bid depth 20: 19689
Ask depth 20: 5863
Imbalance 5: 0.266043
Imbalance 10: 0.53929
Imbalance 20: 0.541093
Top bid size: 3000
Top ask size: 12
Bid wall score: 0.152369
Ask wall score: 0.002047

Dynamics

Bid depth 5 delta: -869
Ask depth 5 delta: 54
Imbalance 5 delta: -0.055243
Bid depth 10 delta: 2014
Ask depth 10 delta: 9
Imbalance 10 delta: 0.039012
Spread delta: 0.00098
Mid price delta: -0.00049
Wall shift score: 0.021521

Tape

Buy volume: 2846
Sell volume: 8084
Buy/sell delta: -5238
Buy/sell ratio: 0.352053
Avg trade size: 109.3
Large trade count: 1
Largest trade size: 428

Candle

Return 1: -0.002022
Return 3: -0.002022
Volume 1: 98
Volume avg 5: 60.4
Momentum 5: -0.002022

Cross Exchange

Mid avg: 0.49339375
Mid median: 0.494225
Price deviation %: -0.771949
Spread %: 1.008322

Funding / OI / Volume

Funding rate: -0.00078498
Funding delta: 0.00001633
Funding abs: 0.00078498
Funding pressure: 0.0008013
Open interest: 72900
Volume 24h: 96826
Quote volume 24h: 96826
Price change 24h %: 5.029096

Quality

Capture latency ms: 5062
Order book timestamp: 2026-06-26 11:06:53.796000+02:00
Ticker timestamp: 2026-06-26 11:06:55.035000+02:00
Trades timestamp: 2026-06-26 11:06:54.870000+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: 0.49349
Best ask: 0.49401
Spread: 0.00052
Spread %: 0.105316
Mid price: 0.49375
Last price: 0.49375
Mark price: 0.49462
Index price: 0.494987

Order Book

Bid depth 5: 9
Ask depth 5: 10
Bid depth 10: 23
Ask depth 10: 28
Bid depth 20: 55
Ask depth 20: 54
Imbalance 5: -0.052632
Imbalance 10: -0.098039
Imbalance 20: 0.009174
Top bid size: 2
Top ask size: 1
Bid wall score: 0.036364
Ask wall score: 0.018519

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 5
Imbalance 5 delta: -0.143541
Bid depth 10 delta: 3
Ask depth 10 delta: 10
Imbalance 10 delta: -0.150671
Spread delta: 0.00003
Mid price delta: -0.000525
Wall shift score: 0.012529

Tape

Buy volume: 58
Sell volume: 74
Buy/sell delta: -16
Buy/sell ratio: 0.783784
Avg trade size: 1.32
Large trade count: 5
Largest trade size: 10

Candle

Return 1: -0.070836
Return 3: -0.449615
Volume 1: 1
Volume avg 5: 9.6
Momentum 5: -0.220273

Cross Exchange

Mid avg: 0.493525
Mid median: 0.4944875
Price deviation %: 0.04559
Spread %: 1.008054

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3560500
Quote volume 24h: 1750835
Price change 24h %: 5.18

Quality

Capture latency ms: 9846
Order book timestamp: 2026-06-26 11:06:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:44.784000+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: 0.4948
Spread: 0.0002
Spread %: 0.040429
Mid price: 0.4947
Last price: 0.495
Mark price: -
Index price: -

Order Book

Bid depth 5: 2860
Ask depth 5: 3427
Bid depth 10: 10580
Ask depth 10: 7037
Bid depth 20: 25258
Ask depth 20: 17881
Imbalance 5: -0.090186
Imbalance 10: 0.201113
Imbalance 20: 0.171005
Top bid size: 20
Top ask size: 258
Bid wall score: 0.000792
Ask wall score: 0.014429

Dynamics

Bid depth 5 delta: 651
Ask depth 5 delta: 2173
Imbalance 5 delta: -0.365959
Bid depth 10 delta: -1463
Ask depth 10 delta: 756
Imbalance 10 delta: -0.113338
Spread delta: 0.0001
Mid price delta: -0.00045
Wall shift score: -0.014099

Tape

Buy volume: 3858
Sell volume: 12589
Buy/sell delta: -8731
Buy/sell ratio: 0.306458
Avg trade size: 164.47
Large trade count: 5
Largest trade size: 2179

Candle

Return 1: -0.060594
Return 3: -0.462684
Volume 1: 5647
Volume avg 5: 9448.6
Momentum 5: -0.262044

Cross Exchange

Mid avg: 0.4936375
Mid median: 0.4946625
Price deviation %: 0.215239
Spread %: 1.028082

Funding / OI / Volume

Funding rate: 0.0000728
Funding delta: -0.00000122
Funding abs: 0.0000728
Funding pressure: 0.00007402
Open interest: 21973893
Volume 24h: 36436697
Quote volume 24h: 17936160.58239
Price change 24h %: 5.207

Quality

Capture latency ms: 8750
Order book timestamp: 2026-06-26 11:06:27.348000+02:00
Ticker timestamp: 2026-06-26 11:06:24.946000+02:00
Trades timestamp: 2026-06-26 11:06:28.790000+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: 0.495
Best ask: 0.4951
Spread: 0.0001
Spread %: 0.0202
Mid price: 0.49505
Last price: 0.4951
Mark price: -
Index price: 0.495

Order Book

Bid depth 5: 872
Ask depth 5: 726
Bid depth 10: 2769
Ask depth 10: 3592
Bid depth 20: 5738
Ask depth 20: 7067
Imbalance 5: 0.091364
Imbalance 10: -0.129382
Imbalance 20: -0.103788
Top bid size: 7
Top ask size: 31
Bid wall score: 0.00122
Ask wall score: 0.004387

Dynamics

Bid depth 5 delta: 27
Ask depth 5 delta: 121
Imbalance 5 delta: -0.074153
Bid depth 10 delta: 81
Ask depth 10 delta: 1945
Imbalance 10 delta: -0.369521
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.015151

Tape

Buy volume: 574
Sell volume: 2010
Buy/sell delta: -1436
Buy/sell ratio: 0.285572
Avg trade size: 25.84
Large trade count: 7
Largest trade size: 243

Candle

Return 1: 0.040412
Return 3: -0.281974
Volume 1: 168
Volume avg 5: 236.8
Momentum 5: -0.141186

Cross Exchange

Mid avg: 0.4936375
Mid median: 0.4946625
Price deviation %: 0.286141
Spread %: 1.028082

Funding / OI / Volume

Funding rate: 0.000074
Funding delta: 0.000004
Funding abs: 0.000074
Funding pressure: 0.000078
Open interest: -
Volume 24h: 632790
Quote volume 24h: 3115408.56
Price change 24h %: 3.31

Quality

Capture latency ms: 4090
Order book timestamp: 2026-06-26 11:06:19.899000+02:00
Ticker timestamp: 2026-06-26 11:06:19.816000+02:00
Trades timestamp: 2026-06-26 11:06:17.594000+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: 0.48559
Best ask: 0.49456
Spread: 0.00897
Spread %: 1.830332
Mid price: 0.490075
Last price: 0.49455
Mark price: -
Index price: -

Order Book

Bid depth 5: 8445
Ask depth 5: 4338
Bid depth 10: 17575
Ask depth 10: 5854
Bid depth 20: 20661
Ask depth 20: 5854
Imbalance 5: 0.321286
Imbalance 10: 0.500277
Imbalance 20: 0.558439
Top bid size: 3000
Top ask size: 96
Bid wall score: 0.145201
Ask wall score: 0.016399

Dynamics

Bid depth 5 delta: -7157
Ask depth 5 delta: -50
Imbalance 5 delta: -0.239694
Bid depth 10 delta: -2168
Ask depth 10 delta: -8
Imbalance 10 delta: -0.041843
Spread delta: 0.00006
Mid price delta: 0.00003
Wall shift score: -0.005921

Tape

Buy volume: 2756
Sell volume: 8084
Buy/sell delta: -5328
Buy/sell ratio: 0.34092
Avg trade size: 108.4
Large trade count: 1
Largest trade size: 428

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 40.8
Momentum 5: 0

Cross Exchange

Mid avg: 0.49363
Mid median: 0.4946625
Price deviation %: -0.720175
Spread %: 1.034175

Funding / OI / Volume

Funding rate: -0.0008013
Funding delta: 0.00001826
Funding abs: 0.0008013
Funding pressure: 0.00081956
Open interest: 72900
Volume 24h: 96728
Quote volume 24h: 96728
Price change 24h %: 5.031219

Quality

Capture latency ms: 6067
Order book timestamp: 2026-06-26 11:06:15.438000+02:00
Ticker timestamp: 2026-06-26 11:06:15.761000+02:00
Trades timestamp: 2026-06-26 11:04:12.673000+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: 0.49403
Best ask: 0.49452
Spread: 0.00049
Spread %: 0.099135
Mid price: 0.494275
Last price: 0.49406
Mark price: 0.49474
Index price: 0.495025

Order Book

Bid depth 5: 6
Ask depth 5: 5
Bid depth 10: 20
Ask depth 10: 18
Bid depth 20: 79
Ask depth 20: 50
Imbalance 5: 0.090909
Imbalance 10: 0.052632
Imbalance 20: 0.224806
Top bid size: 2
Top ask size: 1
Bid wall score: 0.025316
Ask wall score: 0.02

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -4
Imbalance 5 delta: 0.038278
Bid depth 10 delta: -11
Ask depth 10 delta: 0
Imbalance 10 delta: -0.212675
Spread delta: 0.00008
Mid price delta: 0.00016
Wall shift score: -0.000395

Tape

Buy volume: 59
Sell volume: 64
Buy/sell delta: -5
Buy/sell ratio: 0.921875
Avg trade size: 1.23
Large trade count: 4
Largest trade size: 10

Candle

Return 1: -0.34489
Return 3: -0.149543
Volume 1: 15
Volume avg 5: 9.6
Momentum 5: -0.208026

Cross Exchange

Mid avg: 0.49359
Mid median: 0.4945825
Price deviation %: 0.138779
Spread %: 1.034259

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3559400
Quote volume 24h: 1750291
Price change 24h %: 5.08

Quality

Capture latency ms: 10568
Order book timestamp: 2026-06-26 11:05:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:07:44.713000+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: 0.4951
Best ask: 0.4952
Spread: 0.0001
Spread %: 0.020196
Mid price: 0.49515
Last price: 0.495
Mark price: -
Index price: -

Order Book

Bid depth 5: 2209
Ask depth 5: 1254
Bid depth 10: 12043
Ask depth 10: 6281
Bid depth 20: 23271
Ask depth 20: 20164
Imbalance 5: 0.275772
Imbalance 10: 0.314451
Imbalance 20: 0.071532
Top bid size: 50
Top ask size: 34
Bid wall score: 0.002149
Ask wall score: 0.001686

Dynamics

Bid depth 5 delta: 101
Ask depth 5 delta: -1370
Imbalance 5 delta: 0.384817
Bid depth 10 delta: 4616
Ask depth 10 delta: -373
Imbalance 10 delta: 0.259554
Spread delta: -0.0001
Mid price delta: -0.00025
Wall shift score: 0.002222

Tape

Buy volume: 11091
Sell volume: 6397
Buy/sell delta: 4694
Buy/sell ratio: 1.733781
Avg trade size: 174.88
Large trade count: 6
Largest trade size: 2045

Candle

Return 1: -0.241838
Return 3: -0.282031
Volume 1: 4731
Volume avg 5: 10469
Momentum 5: -0.141214

Cross Exchange

Mid avg: 0.4936525
Mid median: 0.4945825
Price deviation %: 0.303351
Spread %: 1.084771

Funding / OI / Volume

Funding rate: 0.00007402
Funding delta: 0
Funding abs: 0.00007402
Funding pressure: 0.00007402
Open interest: 21969201
Volume 24h: 36495009
Quote volume 24h: 17963442.19109
Price change 24h %: 5.252

Quality

Capture latency ms: 8104
Order book timestamp: 2026-06-26 11:05:46.486000+02:00
Ticker timestamp: 2026-06-26 11:05:39.964000+02:00
Trades timestamp: 2026-06-26 11:05:45.824000+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: 0.495
Best ask: 0.4951
Spread: 0.0001
Spread %: 0.0202
Mid price: 0.49505
Last price: 0.4952
Mark price: -
Index price: 0.4949

Order Book

Bid depth 5: 845
Ask depth 5: 605
Bid depth 10: 2688
Ask depth 10: 1647
Bid depth 20: 5289
Ask depth 20: 4863
Imbalance 5: 0.165517
Imbalance 10: 0.240138
Imbalance 20: 0.041962
Top bid size: 71
Top ask size: 7
Bid wall score: 0.013424
Ask wall score: 0.001439

Dynamics

Bid depth 5 delta: -109
Ask depth 5 delta: -226
Imbalance 5 delta: 0.09661
Bid depth 10 delta: -598
Ask depth 10 delta: -684
Imbalance 10 delta: 0.070119
Spread delta: -0.0001
Mid price delta: -0.00155
Wall shift score: 0.008105

Tape

Buy volume: 741
Sell volume: 1773
Buy/sell delta: -1032
Buy/sell ratio: 0.417936
Avg trade size: 25.14
Large trade count: 10
Largest trade size: 241

Candle

Return 1: -0.261833
Return 3: -0.241741
Volume 1: 60
Volume avg 5: 233
Momentum 5: -0.121017

Cross Exchange

Mid avg: 0.49404
Mid median: 0.4947575
Price deviation %: 0.204437
Spread %: 1.326816

Funding / OI / Volume

Funding rate: 0.00007
Funding delta: 0
Funding abs: 0.00007
Funding pressure: 0.00007
Open interest: -
Volume 24h: 632003
Quote volume 24h: 3111512.479
Price change 24h %: 3.33

Quality

Capture latency ms: 4897
Order book timestamp: 2026-06-26 11:05:38.306000+02:00
Ticker timestamp: 2026-06-26 11:05:37.752000+02:00
Trades timestamp: 2026-06-26 11:05:34.597000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 10607
gate: 10608
htx: 10524
mexc: 10605

By Symbol

VELVET/USDT:USDT: 42344

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.