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: 45355
Total labels: 136065
Pending labels: 116582
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 22:19:31.114799+02:00
Recent trades snapshots: 45353
Micro candles: 907000
Avg data quality: 75.9352662330503803
Latest latency: 9592 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 99 of 4536 · 45355 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-26 19:27:21.371577+02:00	gate	VELVET/USDT:USDT	0.63462	68	9608 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 19:27:11.630031+02:00	binance	VELVET/USDT:USDT	0.63515	80	8541 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 19:27:02.895076+02:00	mexc	VELVET/USDT:USDT	0.63285	68	5059 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 19:26:57.747642+02:00	htx	VELVET/USDT:USDT	0.598735	80	6738 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 19:26:39.980658+02:00	gate	VELVET/USDT:USDT	0.631125	68	9483 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 19:26:30.377534+02:00	binance	VELVET/USDT:USDT	0.63325	80	7301 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 19:26:22.971724+02:00	mexc	VELVET/USDT:USDT	0.6341	78	4279 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 19:26:18.612076+02:00	htx	VELVET/USDT:USDT	0.598735	90	4759 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 19:26:01.257813+02:00	gate	VELVET/USDT:USDT	0.63247	68	9892 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-26 19:25:51.262487+02:00	binance	VELVET/USDT:USDT	0.6337	80	7289 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.634
Best ask: 0.63524
Spread: 0.00124
Spread %: 0.195393
Mid price: 0.63462
Last price: 0.6328
Mark price: 0.63348
Index price: 0.633453

Order Book

Bid depth 5: 27
Ask depth 5: 23
Bid depth 10: 51
Ask depth 10: 50
Bid depth 20: 128
Ask depth 20: 111
Imbalance 5: 0.08
Imbalance 10: 0.009901
Imbalance 20: 0.07113
Top bid size: 9
Top ask size: 1
Bid wall score: 0.070312
Ask wall score: 0.009009

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: -6
Imbalance 5 delta: 0.217255
Bid depth 10 delta: 1
Ask depth 10 delta: 2
Imbalance 10 delta: -0.010507
Spread delta: -0.00013
Mid price delta: 0.003495
Wall shift score: 0.030138

Tape

Buy volume: 166
Sell volume: 154
Buy/sell delta: 12
Buy/sell ratio: 1.077922
Avg trade size: 3.2
Large trade count: 3
Largest trade size: 41

Candle

Return 1: -0.088417
Return 3: 0.757914
Volume 1: 3
Volume avg 5: 20.2
Momentum 5: 0.604134

Cross Exchange

Mid avg: 0.624465
Mid median: 0.6319875
Price deviation %: 1.626192
Spread %: 5.831392

Funding / OI / Volume

Funding rate: 0.000077
Funding delta: 0.000005
Funding abs: 0.000077
Funding pressure: 0.000082
Open interest: -
Volume 24h: 7856800
Quote volume 24h: 4556870
Price change 24h %: 32.21

Quality

Capture latency ms: 9608
Order book timestamp: 2026-06-26 19:27:20+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:14.826000+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: 0.635
Best ask: 0.6353
Spread: 0.0003
Spread %: 0.047233
Mid price: 0.63515
Last price: 0.6325
Mark price: -
Index price: -

Order Book

Bid depth 5: 1554
Ask depth 5: 2189
Bid depth 10: 4702
Ask depth 10: 9157
Bid depth 20: 12802
Ask depth 20: 20900
Imbalance 5: -0.16965
Imbalance 10: -0.321452
Imbalance 20: -0.240282
Top bid size: 80
Top ask size: 88
Bid wall score: 0.006249
Ask wall score: 0.004211

Dynamics

Bid depth 5 delta: -1070
Ask depth 5 delta: 55
Imbalance 5 delta: -0.272634
Bid depth 10 delta: -1536
Ask depth 10 delta: 4421
Imbalance 10 delta: -0.458321
Spread delta: 0
Mid price delta: 0.0019
Wall shift score: 0.002145

Tape

Buy volume: 13181
Sell volume: 4070
Buy/sell delta: 9111
Buy/sell ratio: 3.238575
Avg trade size: 172.51
Large trade count: 7
Largest trade size: 2126

Candle

Return 1: 0.411327
Return 3: 0.778025
Volume 1: 11808
Volume avg 5: 76974.2
Momentum 5: 0.842072

Cross Exchange

Mid avg: 0.62399
Mid median: 0.6319875
Price deviation %: 1.78849
Spread %: 5.531339

Funding / OI / Volume

Funding rate: 0.0002246
Funding delta: 0.00000221
Funding abs: 0.0002246
Funding pressure: 0.00022681
Open interest: 25133484
Volume 24h: 119239607
Quote volume 24h: 70421643.9181
Price change 24h %: 31.634

Quality

Capture latency ms: 8541
Order book timestamp: 2026-06-26 19:27:09.466000+02:00
Ticker timestamp: 2026-06-26 19:27:02.184000+02:00
Trades timestamp: 2026-06-26 19:27:11.103000+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: 0.6328
Best ask: 0.6329
Spread: 0.0001
Spread %: 0.015802
Mid price: 0.63285
Last price: 0.6326
Mark price: -
Index price: 0.6313

Order Book

Bid depth 5: 485
Ask depth 5: 523
Bid depth 10: 1250
Ask depth 10: 1787
Bid depth 20: 2993
Ask depth 20: 4275
Imbalance 5: -0.037698
Imbalance 10: -0.176819
Imbalance 20: -0.17639
Top bid size: 13
Top ask size: 7
Bid wall score: 0.004343
Ask wall score: 0.001637

Dynamics

Bid depth 5 delta: -115
Ask depth 5 delta: 111
Imbalance 5 delta: -0.223469
Bid depth 10 delta: -250
Ask depth 10 delta: -193
Imbalance 10 delta: -0.038888
Spread delta: -0.0001
Mid price delta: -0.00125
Wall shift score: 0.000841

Tape

Buy volume: 2581
Sell volume: 841
Buy/sell delta: 1740
Buy/sell ratio: 3.068966
Avg trade size: 34.22
Large trade count: 5
Largest trade size: 167

Candle

Return 1: -0.20508
Return 3: 0.460537
Volume 1: 2601
Volume avg 5: 1807
Momentum 5: 0.636335

Cross Exchange

Mid avg: 0.6243025
Mid median: 0.6321875
Price deviation %: 1.369128
Spread %: 5.664722

Funding / OI / Volume

Funding rate: 0.000222
Funding delta: -0.000003
Funding abs: 0.000222
Funding pressure: 0.000225
Open interest: -
Volume 24h: 2322858
Quote volume 24h: 13778674.414
Price change 24h %: 0.15

Quality

Capture latency ms: 5059
Order book timestamp: 2026-06-26 19:27:00.975000+02:00
Ticker timestamp: 2026-06-26 19:26:59.814000+02:00
Trades timestamp: 2026-06-26 19:26:58.260000+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: 0.58279
Best ask: 0.61468
Spread: 0.03189
Spread %: 5.326229
Mid price: 0.598735
Last price: 0.61466
Mark price: -
Index price: -

Order Book

Bid depth 5: 1841
Ask depth 5: 8360
Bid depth 10: 21507
Ask depth 10: 9228
Bid depth 20: 24885
Ask depth 20: 10063
Imbalance 5: -0.639055
Imbalance 10: 0.399512
Imbalance 20: 0.424116
Top bid size: 730
Top ask size: 2
Bid wall score: 0.029335
Ask wall score: 0.000199

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 4796
Imbalance 5 delta: -0.320276
Bid depth 10 delta: 0
Ask depth 10 delta: 407
Imbalance 10 delta: -0.018781
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.000004

Tape

Buy volume: 9126
Sell volume: 10350
Buy/sell delta: -1224
Buy/sell ratio: 0.881739
Avg trade size: 194.76
Large trade count: 4
Largest trade size: 3820

Candle

Return 1: 0
Return 3: 0
Volume 1: 124
Volume avg 5: 72
Momentum 5: 0

Cross Exchange

Mid avg: 0.6243025
Mid median: 0.6321875
Price deviation %: -4.09537
Spread %: 5.664722

Funding / OI / Volume

Funding rate: 0.00000238
Funding delta: -0.00000295
Funding abs: 0.00000238
Funding pressure: 0.00000533
Open interest: 80178
Volume 24h: 145070
Quote volume 24h: 145070
Price change 24h %: -2.720582

Quality

Capture latency ms: 6738
Order book timestamp: 2026-06-26 19:26:55.696000+02:00
Ticker timestamp: 2026-06-26 19:26:55.973000+02:00
Trades timestamp: 2026-06-26 19:26:56.650000+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: 0.63044
Best ask: 0.63181
Spread: 0.00137
Spread %: 0.217073
Mid price: 0.631125
Last price: 0.6309
Mark price: 0.63129
Index price: 0.631268

Order Book

Bid depth 5: 22
Ask depth 5: 29
Bid depth 10: 50
Ask depth 10: 48
Bid depth 20: 100
Ask depth 20: 103
Imbalance 5: -0.137255
Imbalance 10: 0.020408
Imbalance 20: -0.014778
Top bid size: 7
Top ask size: 4
Bid wall score: 0.07
Ask wall score: 0.038835

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 2
Imbalance 5 delta: -0.078431
Bid depth 10 delta: 4
Ask depth 10 delta: -9
Imbalance 10 delta: 0.127204
Spread delta: 0.00011
Mid price delta: -0.001345
Wall shift score: 0.026159

Tape

Buy volume: 161
Sell volume: 183
Buy/sell delta: -22
Buy/sell ratio: 0.879781
Avg trade size: 3.44
Large trade count: 2
Largest trade size: 41

Candle

Return 1: -0.361661
Return 3: -0.038026
Volume 1: 4
Volume avg 5: 25.6
Momentum 5: 0.623614

Cross Exchange

Mid avg: 0.62463875
Mid median: 0.63286
Price deviation %: 1.0384
Spread %: 5.661672

Funding / OI / Volume

Funding rate: 0.000072
Funding delta: 0
Funding abs: 0.000072
Funding pressure: 0.000072
Open interest: -
Volume 24h: 7856000
Quote volume 24h: 4556363
Price change 24h %: 31.56

Quality

Capture latency ms: 9483
Order book timestamp: 2026-06-26 19:26:38+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:14.793000+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: 0.6331
Best ask: 0.6334
Spread: 0.0003
Spread %: 0.047375
Mid price: 0.63325
Last price: 0.6338
Mark price: -
Index price: -

Order Book

Bid depth 5: 2624
Ask depth 5: 2134
Bid depth 10: 6238
Ask depth 10: 4736
Bid depth 20: 16930
Ask depth 20: 17419
Imbalance 5: 0.102984
Imbalance 10: 0.136869
Imbalance 20: -0.014236
Top bid size: 109
Top ask size: 114
Bid wall score: 0.006438
Ask wall score: 0.006545

Dynamics

Bid depth 5 delta: -57
Ask depth 5 delta: 405
Imbalance 5 delta: -0.112889
Bid depth 10 delta: 270
Ask depth 10 delta: -3657
Imbalance 10 delta: 0.305729
Spread delta: 0.0001
Mid price delta: -0.00045
Wall shift score: -0.004103

Tape

Buy volume: 6018
Sell volume: 14638
Buy/sell delta: -8620
Buy/sell ratio: 0.411122
Avg trade size: 206.56
Large trade count: 10
Largest trade size: 1324

Candle

Return 1: -0.110567
Return 3: 0.492611
Volume 1: 52783
Volume avg 5: 83176.2
Momentum 5: 0.620525

Cross Exchange

Mid avg: 0.62475125
Mid median: 0.633085
Price deviation %: 1.360341
Spread %: 5.660653

Funding / OI / Volume

Funding rate: 0.00022239
Funding delta: -0.00000352
Funding abs: 0.00022239
Funding pressure: 0.00022591
Open interest: 25138822
Volume 24h: 119217245
Quote volume 24h: 70403176.2758
Price change 24h %: 31.74

Quality

Capture latency ms: 7301
Order book timestamp: 2026-06-26 19:26:28.229000+02:00
Ticker timestamp: 2026-06-26 19:26:24.404000+02:00
Trades timestamp: 2026-06-26 19:26:29.394000+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: 0.634
Best ask: 0.6342
Spread: 0.0002
Spread %: 0.031541
Mid price: 0.6341
Last price: 0.634
Mark price: -
Index price: 0.6319

Order Book

Bid depth 5: 600
Ask depth 5: 412
Bid depth 10: 1500
Ask depth 10: 1980
Bid depth 20: 3536
Ask depth 20: 4013
Imbalance 5: 0.185771
Imbalance 10: -0.137931
Imbalance 20: -0.063187
Top bid size: 11
Top ask size: 5
Bid wall score: 0.003111
Ask wall score: 0.001246

Dynamics

Bid depth 5 delta: 145
Ask depth 5 delta: -1568
Imbalance 5 delta: 0.812054
Bid depth 10 delta: -93
Ask depth 10 delta: -1199
Imbalance 10 delta: 0.194424
Spread delta: 0.0001
Mid price delta: 0.00155
Wall shift score: 0.036423

Tape

Buy volume: 2578
Sell volume: 880
Buy/sell delta: 1698
Buy/sell ratio: 2.929545
Avg trade size: 34.58
Large trade count: 5
Largest trade size: 167

Candle

Return 1: 0.015775
Return 3: 0.682865
Volume 1: 2334
Volume avg 5: 1753.6
Momentum 5: 0.859052

Cross Exchange

Mid avg: 0.62436375
Mid median: 0.63251
Price deviation %: 1.559387
Spread %: 5.600101

Funding / OI / Volume

Funding rate: 0.000225
Funding delta: 0
Funding abs: 0.000225
Funding pressure: 0.000225
Open interest: -
Volume 24h: 2322618
Quote volume 24h: 13777155.999
Price change 24h %: 0.37

Quality

Capture latency ms: 4279
Order book timestamp: 2026-06-26 19:26:20.715000+02:00
Ticker timestamp: 2026-06-26 19:26:20.813000+02:00
Trades timestamp: 2026-06-26 19:26:20.548000+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: 0.58279
Best ask: 0.61468
Spread: 0.03189
Spread %: 5.326229
Mid price: 0.598735
Last price: 0.61466
Mark price: -
Index price: -

Order Book

Bid depth 5: 1841
Ask depth 5: 3564
Bid depth 10: 21507
Ask depth 10: 8821
Bid depth 20: 24885
Ask depth 20: 10294
Imbalance 5: -0.318779
Imbalance 10: 0.418293
Imbalance 20: 0.414764
Top bid size: 730
Top ask size: 2
Bid wall score: 0.029335
Ask wall score: 0.000194

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: -1
Imbalance 10 delta: 0.000047
Spread delta: 0
Mid price delta: 0
Wall shift score: -0

Tape

Buy volume: 9160
Sell volume: 10226
Buy/sell delta: -1066
Buy/sell ratio: 0.895756
Avg trade size: 193.86
Large trade count: 4
Largest trade size: 3820

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 47.2
Momentum 5: 0

Cross Exchange

Mid avg: 0.62436375
Mid median: 0.63251
Price deviation %: -4.104779
Spread %: 5.600101

Funding / OI / Volume

Funding rate: 0.00000533
Funding delta: 0.00000219
Funding abs: 0.00000533
Funding pressure: 0.00000752
Open interest: 80178
Volume 24h: 145070
Quote volume 24h: 145070
Price change 24h %: -2.720582

Quality

Capture latency ms: 4759
Order book timestamp: 2026-06-26 19:26:16.338000+02:00
Ticker timestamp: 2026-06-26 19:26:17.121000+02:00
Trades timestamp: 2026-06-26 19:24:19.896000+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: 0.63184
Best ask: 0.6331
Spread: 0.00126
Spread %: 0.199219
Mid price: 0.63247
Last price: 0.63319
Mark price: 0.6322
Index price: 0.631435

Order Book

Bid depth 5: 24
Ask depth 5: 27
Bid depth 10: 46
Ask depth 10: 57
Bid depth 20: 116
Ask depth 20: 124
Imbalance 5: -0.058824
Imbalance 10: -0.106796
Imbalance 20: -0.033333
Top bid size: 9
Top ask size: 9
Bid wall score: 0.077586
Ask wall score: 0.072581

Dynamics

Bid depth 5 delta: -10
Ask depth 5 delta: -2
Imbalance 5 delta: -0.138189
Bid depth 10 delta: -14
Ask depth 10 delta: 4
Imbalance 10 delta: -0.168743
Spread delta: 0.00021
Mid price delta: 0.001305
Wall shift score: -0.002807

Tape

Buy volume: 171
Sell volume: 181
Buy/sell delta: -10
Buy/sell ratio: 0.944751
Avg trade size: 3.52
Large trade count: 2
Largest trade size: 41

Candle

Return 1: 0
Return 3: 0.324809
Volume 1: 0
Volume avg 5: 24.8
Momentum 5: 0.988851

Cross Exchange

Mid avg: 0.6240375
Mid median: 0.6318575
Price deviation %: 1.351281
Spread %: 5.603029

Funding / OI / Volume

Funding rate: 0.000072
Funding delta: 0.000013
Funding abs: 0.000072
Funding pressure: 0.000085
Open interest: -
Volume 24h: 7854600
Quote volume 24h: 4555477
Price change 24h %: 31.95

Quality

Capture latency ms: 9892
Order book timestamp: 2026-06-26 19:26:00+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:14.753000+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: 0.6336
Best ask: 0.6338
Spread: 0.0002
Spread %: 0.031561
Mid price: 0.6337
Last price: 0.6333
Mark price: -
Index price: -

Order Book

Bid depth 5: 2681
Ask depth 5: 1729
Bid depth 10: 5968
Ask depth 10: 8393
Bid depth 20: 13734
Ask depth 20: 24912
Imbalance 5: 0.215873
Imbalance 10: -0.16886
Imbalance 20: -0.289241
Top bid size: 142
Top ask size: 158
Bid wall score: 0.010339
Ask wall score: 0.006342

Dynamics

Bid depth 5 delta: 806
Ask depth 5 delta: -974
Imbalance 5 delta: 0.396738
Bid depth 10 delta: 636
Ask depth 10 delta: -3175
Imbalance 10 delta: 0.200134
Spread delta: -0.0001
Mid price delta: 0.00405
Wall shift score: -0.006512

Tape

Buy volume: 17752
Sell volume: 10622
Buy/sell delta: 7130
Buy/sell ratio: 1.671248
Avg trade size: 283.74
Large trade count: 5
Largest trade size: 7979

Candle

Return 1: 0.555732
Return 3: 0.619638
Volume 1: 75263
Volume avg 5: 86089.6
Momentum 5: 0.876075

Cross Exchange

Mid avg: 0.623025
Mid median: 0.6304075
Price deviation %: 1.713414
Spread %: 5.427551

Funding / OI / Volume

Funding rate: 0.00022591
Funding delta: 0
Funding abs: 0.00022591
Funding pressure: 0.00022591
Open interest: 25119192
Volume 24h: 119167738
Quote volume 24h: 70367913.1431
Price change 24h %: 31.39

Quality

Capture latency ms: 7289
Order book timestamp: 2026-06-26 19:25:49.139000+02:00
Ticker timestamp: 2026-06-26 19:25:46.411000+02:00
Trades timestamp: 2026-06-26 19:25:50.326000+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: 11361
gate: 11362
htx: 11273
mexc: 11359

By Symbol

VELVET/USDT:USDT: 45355

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.