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: 44559
Total labels: 133677
Pending labels: 114194
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 19:58:44.402739+02:00
Recent trades snapshots: 44558
Micro candles: 891080
Avg data quality: 75.9342444848403241
Latest latency: 9978 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 97 of 4456 · 44559 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 17:09:44.572867+02:00	htx	VELVET/USDT:USDT	0.592855	80	5785 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 17:09:24.867102+02:00	gate	VELVET/USDT:USDT	0.597955	68	11937 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 17:09:12.745071+02:00	binance	VELVET/USDT:USDT	0.60005	80	7145 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 17:09:05.197934+02:00	mexc	VELVET/USDT:USDT	0.60085	68	5642 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 17:08:59.451986+02:00	htx	VELVET/USDT:USDT	0.592865	90	4267 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 17:08:40.715795+02:00	gate	VELVET/USDT:USDT	0.59996	68	11253 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 17:08:29.287548+02:00	binance	VELVET/USDT:USDT	0.60185	80	9224 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 17:08:19.940086+02:00	mexc	VELVET/USDT:USDT	0.60295	78	4837 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 17:08:15.022032+02:00	htx	VELVET/USDT:USDT	0.593925	80	6152 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 17:07:50.112102+02:00	gate	VELVET/USDT:USDT	0.603935	68	11173 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.58759
Best ask: 0.59812
Spread: 0.01053
Spread %: 1.776151
Mid price: 0.592855
Last price: 0.59807
Mark price: -
Index price: -

Order Book

Bid depth 5: 5088
Ask depth 5: 1775
Bid depth 10: 5802
Ask depth 10: 2747
Bid depth 20: 26650
Ask depth 20: 4159
Imbalance 5: 0.482733
Imbalance 10: 0.357352
Imbalance 20: 0.730014
Top bid size: 307
Top ask size: 1445
Bid wall score: 0.01152
Ask wall score: 0.347439

Dynamics

Bid depth 5 delta: 2982
Ask depth 5 delta: 144
Imbalance 5 delta: 0.355626
Bid depth 10 delta: -469
Ask depth 10 delta: 80
Imbalance 10 delta: -0.04587
Spread delta: -0.00002
Mid price delta: -0.00001
Wall shift score: -0.348413

Tape

Buy volume: 3586
Sell volume: 10770
Buy/sell delta: -7184
Buy/sell ratio: 0.332962
Avg trade size: 143.56
Large trade count: 5
Largest trade size: 1510

Candle

Return 1: -1.765443
Return 3: -1.760516
Volume 1: 4
Volume avg 5: 7.2
Momentum 5: -1.760516

Cross Exchange

Mid avg: 0.59793
Mid median: 0.5990025
Price deviation %: -0.848762
Spread %: 1.335441

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 79061
Volume 24h: 131628
Quote volume 24h: 131628
Price change 24h %: 27.016523

Quality

Capture latency ms: 5785
Order book timestamp: 2026-06-26 17:09:43.138000+02:00
Ticker timestamp: 2026-06-26 17:09:43.606000+02:00
Trades timestamp: 2026-06-26 17:09:26.896000+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: 0.59722
Best ask: 0.59869
Spread: 0.00147
Spread %: 0.245838
Mid price: 0.597955
Last price: 0.5974
Mark price: 0.60011
Index price: 0.600238

Order Book

Bid depth 5: 31
Ask depth 5: 16
Bid depth 10: 52
Ask depth 10: 38
Bid depth 20: 123
Ask depth 20: 121
Imbalance 5: 0.319149
Imbalance 10: 0.155556
Imbalance 20: 0.008197
Top bid size: 6
Top ask size: 1
Bid wall score: 0.04878
Ask wall score: 0.008264

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: -11
Imbalance 5 delta: 0.338017
Bid depth 10 delta: -6
Ask depth 10 delta: -20
Imbalance 10 delta: 0.155556
Spread delta: 0.00013
Mid price delta: -0.002005
Wall shift score: 0.046273

Tape

Buy volume: 208
Sell volume: 198
Buy/sell delta: 10
Buy/sell ratio: 1.050505
Avg trade size: 4.06
Large trade count: 4
Largest trade size: 14

Candle

Return 1: -0.511207
Return 3: -0.461482
Volume 1: 80
Volume avg 5: 118.6
Momentum 5: -0.173765

Cross Exchange

Mid avg: 0.59843125
Mid median: 0.600005
Price deviation %: -0.079583
Spread %: 1.334322

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6529900
Quote volume 24h: 3673603
Price change 24h %: 22.63

Quality

Capture latency ms: 11937
Order book timestamp: 2026-06-26 17:09:23+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:06.563000+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: 0.6
Best ask: 0.6001
Spread: 0.0001
Spread %: 0.016665
Mid price: 0.60005
Last price: 0.6008
Mark price: -
Index price: -

Order Book

Bid depth 5: 2482
Ask depth 5: 1466
Bid depth 10: 17783
Ask depth 10: 5238
Bid depth 20: 48116
Ask depth 20: 14941
Imbalance 5: 0.257345
Imbalance 10: 0.544937
Imbalance 20: 0.526111
Top bid size: 16
Top ask size: 96
Bid wall score: 0.000333
Ask wall score: 0.006425

Dynamics

Bid depth 5 delta: 713
Ask depth 5 delta: -343
Imbalance 5 delta: 0.268525
Bid depth 10 delta: 12775
Ask depth 10 delta: 163
Imbalance 10 delta: 0.551582
Spread delta: -0.0002
Mid price delta: -0.0018
Wall shift score: -0.015934

Tape

Buy volume: 7549
Sell volume: 9135
Buy/sell delta: -1586
Buy/sell ratio: 0.826382
Avg trade size: 166.84
Large trade count: 6
Largest trade size: 3607

Candle

Return 1: 0.016664
Return 3: -0.116492
Volume 1: 12640
Volume avg 5: 155209.6
Momentum 5: 0.233801

Cross Exchange

Mid avg: 0.59888125
Mid median: 0.600405
Price deviation %: 0.195156
Spread %: 1.500297

Funding / OI / Volume

Funding rate: 0.00045312
Funding delta: -0.00000376
Funding abs: 0.00045312
Funding pressure: 0.00045688
Open interest: 24319342
Volume 24h: 94459488
Quote volume 24h: 54253679.28909
Price change 24h %: 23.165

Quality

Capture latency ms: 7145
Order book timestamp: 2026-06-26 17:09:10.497000+02:00
Ticker timestamp: 2026-06-26 17:09:00.734000+02:00
Trades timestamp: 2026-06-26 17:09:11.966000+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: 0.6007
Best ask: 0.601
Spread: 0.0003
Spread %: 0.049929
Mid price: 0.60085
Last price: 0.5999
Mark price: -
Index price: 0.6008

Order Book

Bid depth 5: 539
Ask depth 5: 393
Bid depth 10: 1143
Ask depth 10: 1287
Bid depth 20: 3550
Ask depth 20: 2757
Imbalance 5: 0.156652
Imbalance 10: -0.059259
Imbalance 20: 0.125733
Top bid size: 54
Top ask size: 5
Bid wall score: 0.015211
Ask wall score: 0.001814

Dynamics

Bid depth 5 delta: 206
Ask depth 5 delta: -431
Imbalance 5 delta: 0.581026
Bid depth 10 delta: -570
Ask depth 10 delta: -403
Imbalance 10 delta: -0.066018
Spread delta: 0
Mid price delta: -0.0021
Wall shift score: 0.029581

Tape

Buy volume: 935
Sell volume: 2187
Buy/sell delta: -1252
Buy/sell ratio: 0.427526
Avg trade size: 31.22
Large trade count: 6
Largest trade size: 405

Candle

Return 1: 0.116686
Return 3: 0.1
Volume 1: 30
Volume avg 5: 1777
Momentum 5: 0.401204

Cross Exchange

Mid avg: 0.59940625
Mid median: 0.600905
Price deviation %: 0.240863
Spread %: 1.682498

Funding / OI / Volume

Funding rate: 0.000456
Funding delta: -0.000001
Funding abs: 0.000456
Funding pressure: 0.000457
Open interest: -
Volume 24h: 1704501
Quote volume 24h: 9807583.273
Price change 24h %: 25.18

Quality

Capture latency ms: 5642
Order book timestamp: 2026-06-26 17:09:03.093000+02:00
Ticker timestamp: 2026-06-26 17:09:00.797000+02:00
Trades timestamp: 2026-06-26 17:09:01.791000+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: 0.58759
Best ask: 0.59814
Spread: 0.01055
Spread %: 1.779494
Mid price: 0.592865
Last price: 0.59815
Mark price: -
Index price: -

Order Book

Bid depth 5: 2106
Ask depth 5: 1631
Bid depth 10: 6271
Ask depth 10: 2667
Bid depth 20: 24185
Ask depth 20: 4139
Imbalance 5: 0.127107
Imbalance 10: 0.403222
Imbalance 20: 0.707739
Top bid size: 308
Top ask size: 1
Bid wall score: 0.012735
Ask wall score: 0.000242

Dynamics

Bid depth 5 delta: -431
Ask depth 5 delta: -45
Imbalance 5 delta: -0.07726
Bid depth 10 delta: -536
Ask depth 10 delta: -2916
Imbalance 10 delta: 0.304433
Spread delta: 0.00204
Mid price delta: -0.00106
Wall shift score: -0.02637

Tape

Buy volume: 3768
Sell volume: 10766
Buy/sell delta: -6998
Buy/sell ratio: 0.349991
Avg trade size: 145.34
Large trade count: 5
Largest trade size: 1510

Candle

Return 1: 0
Return 3: 0.005016
Volume 1: 0
Volume avg 5: 345.2
Momentum 5: 1.802369

Cross Exchange

Mid avg: 0.59967125
Mid median: 0.600905
Price deviation %: -1.134997
Spread %: 1.504991

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 79061
Volume 24h: 131964
Quote volume 24h: 131964
Price change 24h %: 27.033513

Quality

Capture latency ms: 4267
Order book timestamp: 2026-06-26 17:08:57.938000+02:00
Ticker timestamp: 2026-06-26 17:08:58.335000+02:00
Trades timestamp: 2026-06-26 17:07:26.060000+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

Price

Best bid: 0.59929
Best ask: 0.60063
Spread: 0.00134
Spread %: 0.223348
Mid price: 0.59996
Last price: 0.60179
Mark price: 0.60276
Index price: 0.602758

Order Book

Bid depth 5: 26
Ask depth 5: 27
Bid depth 10: 58
Ask depth 10: 58
Bid depth 20: 128
Ask depth 20: 133
Imbalance 5: -0.018868
Imbalance 10: 0
Imbalance 20: -0.019157
Top bid size: 6
Top ask size: 7
Bid wall score: 0.046875
Ask wall score: 0.052632

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: -4
Imbalance 5 delta: -0.018868
Bid depth 10 delta: 0
Ask depth 10 delta: 1
Imbalance 10 delta: -0.008696
Spread delta: 0.00031
Mid price delta: -0.003975
Wall shift score: 0.003894

Tape

Buy volume: 267
Sell volume: 148
Buy/sell delta: 119
Buy/sell ratio: 1.804054
Avg trade size: 4.15
Large trade count: 6
Largest trade size: 13

Candle

Return 1: -0.456538
Return 3: -0.185766
Volume 1: 30
Volume avg 5: 117.8
Momentum 5: 1.354105

Cross Exchange

Mid avg: 0.600665
Mid median: 0.6024
Price deviation %: -0.11737
Spread %: 1.666486

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6521500
Quote volume 24h: 3668559
Price change 24h %: 23.66

Quality

Capture latency ms: 11253
Order book timestamp: 2026-06-26 17:08:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:06.517000+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: 0.6017
Best ask: 0.602
Spread: 0.0003
Spread %: 0.049846
Mid price: 0.60185
Last price: 0.6035
Mark price: -
Index price: -

Order Book

Bid depth 5: 1769
Ask depth 5: 1809
Bid depth 10: 5008
Ask depth 10: 5075
Bid depth 20: 23774
Ask depth 20: 11815
Imbalance 5: -0.011179
Imbalance 10: -0.006645
Imbalance 20: 0.336031
Top bid size: 238
Top ask size: 2
Bid wall score: 0.010011
Ask wall score: 0.000169

Dynamics

Bid depth 5 delta: -143
Ask depth 5 delta: -742
Imbalance 5 delta: 0.131998
Bid depth 10 delta: -1531
Ask depth 10 delta: -3687
Imbalance 10 delta: 0.13864
Spread delta: 0
Mid price delta: -0.0016
Wall shift score: 0.006981

Tape

Buy volume: 6874
Sell volume: 28156
Buy/sell delta: -21282
Buy/sell ratio: 0.24414
Avg trade size: 350.3
Large trade count: 5
Largest trade size: 2486

Candle

Return 1: -0.264725
Return 3: -0.149081
Volume 1: 81728
Volume avg 5: 171933.6
Momentum 5: 1.396131

Cross Exchange

Mid avg: 0.601065
Mid median: 0.6032
Price deviation %: 0.130602
Spread %: 1.665377

Funding / OI / Volume

Funding rate: 0.00045688
Funding delta: -0.00000089
Funding abs: 0.00045688
Funding pressure: 0.00045777
Open interest: 24323147
Volume 24h: 94385562
Quote volume 24h: 54203531.61657
Price change 24h %: 23.038

Quality

Capture latency ms: 9224
Order book timestamp: 2026-06-26 17:08:27.045000+02:00
Ticker timestamp: 2026-06-26 17:08:15.696000+02:00
Trades timestamp: 2026-06-26 17:08:28.635000+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: 0.6028
Best ask: 0.6031
Spread: 0.0003
Spread %: 0.049755
Mid price: 0.60295
Last price: 0.6029
Mark price: -
Index price: 0.6038

Order Book

Bid depth 5: 333
Ask depth 5: 824
Bid depth 10: 1713
Ask depth 10: 1690
Bid depth 20: 4925
Ask depth 20: 3448
Imbalance 5: -0.424373
Imbalance 10: 0.006759
Imbalance 20: 0.1764
Top bid size: 6
Top ask size: 60
Bid wall score: 0.001218
Ask wall score: 0.017401

Dynamics

Bid depth 5 delta: -115
Ask depth 5 delta: 515
Imbalance 5 delta: -0.607993
Bid depth 10 delta: 218
Ask depth 10 delta: -423
Imbalance 10 delta: 0.178045
Spread delta: 0.0002
Mid price delta: -0.0002
Wall shift score: -0.023015

Tape

Buy volume: 2014
Sell volume: 943
Buy/sell delta: 1071
Buy/sell ratio: 2.135737
Avg trade size: 29.57
Large trade count: 6
Largest trade size: 254

Candle

Return 1: -0.330633
Return 3: -0.149056
Volume 1: 214
Volume avg 5: 2895
Momentum 5: 1.412952

Cross Exchange

Mid avg: 0.601115
Mid median: 0.6033
Price deviation %: 0.305266
Spread %: 1.665239

Funding / OI / Volume

Funding rate: 0.000457
Funding delta: 0
Funding abs: 0.000457
Funding pressure: 0.000457
Open interest: -
Volume 24h: 1703158
Quote volume 24h: 9799498.974
Price change 24h %: 25.81

Quality

Capture latency ms: 4837
Order book timestamp: 2026-06-26 17:08:18.216000+02:00
Ticker timestamp: 2026-06-26 17:08:15.778000+02:00
Trades timestamp: 2026-06-26 17:08:16.713000+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: 0.58967
Best ask: 0.59818
Spread: 0.00851
Spread %: 1.432841
Mid price: 0.593925
Last price: 0.59815
Mark price: -
Index price: -

Order Book

Bid depth 5: 2537
Ask depth 5: 1676
Bid depth 10: 6807
Ask depth 10: 5583
Bid depth 20: 24843
Ask depth 20: 7055
Imbalance 5: 0.204367
Imbalance 10: 0.098789
Imbalance 20: 0.557653
Top bid size: 969
Top ask size: 1
Bid wall score: 0.039005
Ask wall score: 0.000142

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -4
Imbalance 5 delta: 0.000953
Bid depth 10 delta: 459
Ask depth 10 delta: -1
Imbalance 10 delta: 0.03476
Spread delta: -0.00207
Mid price delta: 0.001045
Wall shift score: 0.026357

Tape

Buy volume: 3768
Sell volume: 10766
Buy/sell delta: -6998
Buy/sell ratio: 0.349991
Avg trade size: 145.34
Large trade count: 5
Largest trade size: 1510

Candle

Return 1: 0
Return 3: 0.005016
Volume 1: 0
Volume avg 5: 345.2
Momentum 5: 1.802369

Cross Exchange

Mid avg: 0.60085375
Mid median: 0.6033
Price deviation %: -1.153151
Spread %: 1.839882

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 79061
Volume 24h: 131964
Quote volume 24h: 131964
Price change 24h %: 27.033513

Quality

Capture latency ms: 6152
Order book timestamp: 2026-06-26 17:08:13.538000+02:00
Ticker timestamp: 2026-06-26 17:08:13.819000+02:00
Trades timestamp: 2026-06-26 17:07:26.060000+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: 0.60342
Best ask: 0.60445
Spread: 0.00103
Spread %: 0.170548
Mid price: 0.603935
Last price: 0.60407
Mark price: 0.60381
Index price: 0.603807

Order Book

Bid depth 5: 31
Ask depth 5: 31
Bid depth 10: 58
Ask depth 10: 57
Bid depth 20: 133
Ask depth 20: 127
Imbalance 5: 0
Imbalance 10: 0.008696
Imbalance 20: 0.023077
Top bid size: 5
Top ask size: 6
Bid wall score: 0.037594
Ask wall score: 0.047244

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 6
Imbalance 5 delta: -0.107143
Bid depth 10 delta: -4
Ask depth 10 delta: 11
Imbalance 10 delta: -0.139452
Spread delta: -0.00018
Mid price delta: 0.00314
Wall shift score: -0.056075

Tape

Buy volume: 275
Sell volume: 134
Buy/sell delta: 141
Buy/sell ratio: 2.052239
Avg trade size: 4.09
Large trade count: 6
Largest trade size: 13

Candle

Return 1: 0.481474
Return 3: 0.771917
Volume 1: 70
Volume avg 5: 142.6
Momentum 5: 1.992052

Cross Exchange

Mid avg: 0.60006875
Mid median: 0.6019725
Price deviation %: 0.644301
Spread %: 1.761465

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 6518500
Quote volume 24h: 3666750
Price change 24h %: 23.31

Quality

Capture latency ms: 11173
Order book timestamp: 2026-06-26 17:07:48+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:06.465000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 11162
gate: 11163
htx: 11074
mexc: 11160

By Symbol

VELVET/USDT:USDT: 44559

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.