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: 47936
Total labels: 143808
Pending labels: 124325
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: 2026-06-27 05:31:47.191704+02:00
Recent trades snapshots: 47934
Micro candles: 958620
Avg data quality: 75.9619492656875834
Latest latency: 4586 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 105 of 4794 · 47936 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 02:38:01.096567+02:00	mexc	VELVET/USDT:USDT	0.70555	78	3986 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 02:37:57.046188+02:00	htx	VELVET/USDT:USDT	0.682965	80	5212 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 02:37:41.700753+02:00	gate	VELVET/USDT:USDT	0.705195	68	9519 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 02:37:32.084327+02:00	binance	VELVET/USDT:USDT	0.7058	80	6812 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 02:37:25.155748+02:00	mexc	VELVET/USDT:USDT	0.7032	78	4466 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 02:37:20.575217+02:00	htx	VELVET/USDT:USDT	0.655085	80	6952 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 02:37:00.897185+02:00	gate	VELVET/USDT:USDT	0.701865	68	9782 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 02:36:51.002219+02:00	binance	VELVET/USDT:USDT	0.69815	80	6569 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 02:36:44.326381+02:00	mexc	VELVET/USDT:USDT	0.6985	78	4393 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 02:36:39.863828+02:00	htx	VELVET/USDT:USDT	0.67039	80	5206 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.7053
Best ask: 0.7058
Spread: 0.0005
Spread %: 0.070867
Mid price: 0.70555
Last price: 0.7056
Mark price: -
Index price: 0.7041

Order Book

Bid depth 5: 267
Ask depth 5: 385
Bid depth 10: 1310
Ask depth 10: 1372
Bid depth 20: 2672
Ask depth 20: 3523
Imbalance 5: -0.180982
Imbalance 10: -0.023117
Imbalance 20: -0.137369
Top bid size: 61
Top ask size: 117
Bid wall score: 0.022829
Ask wall score: 0.03321

Dynamics

Bid depth 5 delta: -439
Ask depth 5 delta: -472
Imbalance 5 delta: -0.084373
Bid depth 10 delta: -838
Ask depth 10 delta: -949
Imbalance 10 delta: 0.015594
Spread delta: 0.0001
Mid price delta: 0.00235
Wall shift score: -0.001079

Tape

Buy volume: 2931
Sell volume: 1121
Buy/sell delta: 1810
Buy/sell ratio: 2.61463
Avg trade size: 40.52
Large trade count: 6
Largest trade size: 301

Candle

Return 1: 0.455257
Return 3: 0.914678
Volume 1: 4177
Volume avg 5: 2833
Momentum 5: 0.842616

Cross Exchange

Mid avg: 0.69929
Mid median: 0.7041975
Price deviation %: 0.895194
Spread %: 3.265455

Funding / OI / Volume

Funding rate: 0.000373
Funding delta: 0
Funding abs: 0.000373
Funding pressure: 0.000373
Open interest: -
Volume 24h: 4382069
Quote volume 24h: 28449251.8074
Price change 24h %: 11.71

Quality

Capture latency ms: 3986
Order book timestamp: 2026-06-27 02:37:59.699000+02:00
Ticker timestamp: 2026-06-27 02:37:58.768000+02:00
Trades timestamp: 2026-06-27 02:37:59.209000+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: 0.66593
Best ask: 0.7
Spread: 0.03407
Spread %: 4.988543
Mid price: 0.682965
Last price: 0.68652
Mark price: -
Index price: -

Order Book

Bid depth 5: 1584
Ask depth 5: 667
Bid depth 10: 11159
Ask depth 10: 1616
Bid depth 20: 24530
Ask depth 20: 1631
Imbalance 5: 0.407375
Imbalance 10: 0.747006
Imbalance 20: 0.875311
Top bid size: 730
Top ask size: 114
Bid wall score: 0.029759
Ask wall score: 0.069896

Dynamics

Bid depth 5 delta: -4505
Ask depth 5 delta: -15
Imbalance 5 delta: -0.391178
Bid depth 10 delta: 463
Ask depth 10 delta: 275
Imbalance 10 delta: -0.030181
Spread delta: -0.05574
Mid price delta: 0.02788
Wall shift score: -0.114274

Tape

Buy volume: 2274
Sell volume: 17346
Buy/sell delta: -15072
Buy/sell ratio: 0.131097
Avg trade size: 196.2
Large trade count: 8
Largest trade size: 1888

Candle

Return 1: 0.430076
Return 3: 0.430076
Volume 1: 414
Volume avg 5: 112.4
Momentum 5: 0.860904

Cross Exchange

Mid avg: 0.69232
Mid median: 0.7041975
Price deviation %: -1.351254
Spread %: 7.32537

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 76120
Volume 24h: 188936
Quote volume 24h: 188936
Price change 24h %: 8.65237

Quality

Capture latency ms: 5212
Order book timestamp: 2026-06-27 02:37:55.096000+02:00
Ticker timestamp: 2026-06-27 02:37:55.519000+02:00
Trades timestamp: 2026-06-27 02:37:08.737000+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: 0.70468
Best ask: 0.70571
Spread: 0.00103
Spread %: 0.146059
Mid price: 0.705195
Last price: 0.70485
Mark price: 0.70298
Index price: 0.702183

Order Book

Bid depth 5: 8
Ask depth 5: 6
Bid depth 10: 17
Ask depth 10: 16
Bid depth 20: 31
Ask depth 20: 32
Imbalance 5: 0.142857
Imbalance 10: 0.030303
Imbalance 20: -0.015873
Top bid size: 1
Top ask size: 1
Bid wall score: 0.032258
Ask wall score: 0.03125

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.087912
Bid depth 10 delta: 1
Ask depth 10 delta: 2
Imbalance 10 delta: -0.036364
Spread delta: 0.0001
Mid price delta: 0.00333
Wall shift score: 0.001008

Tape

Buy volume: 86
Sell volume: 60
Buy/sell delta: 26
Buy/sell ratio: 1.433333
Avg trade size: 1.46
Large trade count: 7
Largest trade size: 8

Candle

Return 1: 0.463227
Return 3: 0.932211
Volume 1: 7
Volume avg 5: 25.4
Momentum 5: 0.829697

Cross Exchange

Mid avg: 0.6914875
Mid median: 0.7025325
Price deviation %: 1.982321
Spread %: 7.334189

Funding / OI / Volume

Funding rate: 0.000456
Funding delta: 0.000078
Funding abs: 0.000456
Funding pressure: 0.000534
Open interest: -
Volume 24h: 9139400
Quote volume 24h: 5656998
Price change 24h %: 36.7

Quality

Capture latency ms: 9519
Order book timestamp: 2026-06-27 02:37:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:40.656000+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: 0.7057
Best ask: 0.7059
Spread: 0.0002
Spread %: 0.028337
Mid price: 0.7058
Last price: 0.7031
Mark price: -
Index price: -

Order Book

Bid depth 5: 1987
Ask depth 5: 1626
Bid depth 10: 5369
Ask depth 10: 5769
Bid depth 20: 11485
Ask depth 20: 15924
Imbalance 5: 0.099917
Imbalance 10: -0.035913
Imbalance 20: -0.161954
Top bid size: 123
Top ask size: 142
Bid wall score: 0.01071
Ask wall score: 0.008917

Dynamics

Bid depth 5 delta: 115
Ask depth 5 delta: -3353
Imbalance 5 delta: 0.553427
Bid depth 10 delta: 1133
Ask depth 10 delta: -7920
Imbalance 10 delta: 0.491451
Spread delta: 0.0001
Mid price delta: 0.00765
Wall shift score: 0.015157

Tape

Buy volume: 9595
Sell volume: 3724
Buy/sell delta: 5871
Buy/sell ratio: 2.576531
Avg trade size: 133.19
Large trade count: 8
Largest trade size: 1474

Candle

Return 1: 0.39852
Return 3: 0.886728
Volume 1: 43475
Volume avg 5: 59301.2
Momentum 5: 0.915594

Cross Exchange

Mid avg: 0.689575
Mid median: 0.7000075
Price deviation %: 2.352899
Spread %: 6.977486

Funding / OI / Volume

Funding rate: 0.00037147
Funding delta: -0.00000176
Funding abs: 0.00037147
Funding pressure: 0.00037323
Open interest: 26671405
Volume 24h: 179869043
Quote volume 24h: 114266133.118
Price change 24h %: 36.128

Quality

Capture latency ms: 6812
Order book timestamp: 2026-06-27 02:37:29.955000+02:00
Ticker timestamp: 2026-06-27 02:37:22.902000+02:00
Trades timestamp: 2026-06-27 02:37:31.281000+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: 0.703
Best ask: 0.7034
Spread: 0.0004
Spread %: 0.056883
Mid price: 0.7032
Last price: 0.702
Mark price: -
Index price: 0.7003

Order Book

Bid depth 5: 706
Ask depth 5: 857
Bid depth 10: 2148
Ask depth 10: 2321
Bid depth 20: 5618
Ask depth 20: 4238
Imbalance 5: -0.096609
Imbalance 10: -0.038711
Imbalance 20: 0.140016
Top bid size: 18
Top ask size: 53
Bid wall score: 0.003204
Ask wall score: 0.012506

Dynamics

Bid depth 5 delta: 163
Ask depth 5 delta: -787
Imbalance 5 delta: 0.40682
Bid depth 10 delta: 586
Ask depth 10 delta: 10
Imbalance 10 delta: 0.154679
Spread delta: 0.0002
Mid price delta: 0.0047
Wall shift score: -0.061427

Tape

Buy volume: 1919
Sell volume: 807
Buy/sell delta: 1112
Buy/sell ratio: 2.377943
Avg trade size: 27.26
Large trade count: 10
Largest trade size: 199

Candle

Return 1: 0.028454
Return 3: 0.485923
Volume 1: 763
Volume avg 5: 2150.2
Momentum 5: 0.414167

Cross Exchange

Mid avg: 0.6884
Mid median: 0.698325
Price deviation %: 2.149913
Spread %: 6.795468

Funding / OI / Volume

Funding rate: 0.000373
Funding delta: 0
Funding abs: 0.000373
Funding pressure: 0.000373
Open interest: -
Volume 24h: 4378867
Quote volume 24h: 28426673.0826
Price change 24h %: 11.14

Quality

Capture latency ms: 4466
Order book timestamp: 2026-06-27 02:37:23.245000+02:00
Ticker timestamp: 2026-06-27 02:37:22.835000+02:00
Trades timestamp: 2026-06-27 02:37:22.940000+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: 0.61018
Best ask: 0.69999
Spread: 0.08981
Spread %: 13.709671
Mid price: 0.655085
Last price: 0.68652
Mark price: -
Index price: -

Order Book

Bid depth 5: 6089
Ask depth 5: 682
Bid depth 10: 10696
Ask depth 10: 1341
Bid depth 20: 23982
Ask depth 20: 1711
Imbalance 5: 0.798553
Imbalance 10: 0.777187
Imbalance 20: 0.866812
Top bid size: 5226
Top ask size: 246
Bid wall score: 0.217913
Ask wall score: 0.143776

Dynamics

Bid depth 5 delta: 4503
Ask depth 5 delta: -9
Imbalance 5 delta: 0.405492
Bid depth 10 delta: -254
Ask depth 10 delta: -156
Imbalance 10 delta: 0.017727
Spread delta: 0.06335
Mid price delta: -0.015305
Wall shift score: 0.121613

Tape

Buy volume: 2274
Sell volume: 17346
Buy/sell delta: -15072
Buy/sell ratio: 0.131097
Avg trade size: 196.2
Large trade count: 8
Largest trade size: 1888

Candle

Return 1: 0.430076
Return 3: 0.430076
Volume 1: 414
Volume avg 5: 112.4
Momentum 5: 0.860904

Cross Exchange

Mid avg: 0.69222625
Mid median: 0.698325
Price deviation %: -5.365478
Spread %: 4.546924

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 76120
Volume 24h: 188936
Quote volume 24h: 188936
Price change 24h %: 8.65237

Quality

Capture latency ms: 6952
Order book timestamp: 2026-06-27 02:37:17.896000+02:00
Ticker timestamp: 2026-06-27 02:37:18.289000+02:00
Trades timestamp: 2026-06-27 02:37:08.737000+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: 0.7014
Best ask: 0.70233
Spread: 0.00093
Spread %: 0.132504
Mid price: 0.701865
Last price: 0.70227
Mark price: 0.69911
Index price: 0.698563

Order Book

Bid depth 5: 8
Ask depth 5: 5
Bid depth 10: 16
Ask depth 10: 14
Bid depth 20: 33
Ask depth 20: 33
Imbalance 5: 0.230769
Imbalance 10: 0.066667
Imbalance 20: 0
Top bid size: 1
Top ask size: 1
Bid wall score: 0.030303
Ask wall score: 0.030303

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -1
Imbalance 5 delta: 0.321678
Bid depth 10 delta: 5
Ask depth 10 delta: -3
Imbalance 10 delta: 0.280952
Spread delta: 0.00012
Mid price delta: 0.00458
Wall shift score: 0.032258

Tape

Buy volume: 81
Sell volume: 65
Buy/sell delta: 16
Buy/sell ratio: 1.246154
Avg trade size: 1.46
Large trade count: 7
Largest trade size: 8

Candle

Return 1: 0
Return 3: 0.466821
Volume 1: 0
Volume avg 5: 24
Momentum 5: 0.364781

Cross Exchange

Mid avg: 0.69108125
Mid median: 0.6977175
Price deviation %: 1.560417
Spread %: 4.067539

Funding / OI / Volume

Funding rate: 0.000378
Funding delta: 0
Funding abs: 0.000378
Funding pressure: 0.000378
Open interest: -
Volume 24h: 9137200
Quote volume 24h: 5655453
Price change 24h %: 36.34

Quality

Capture latency ms: 9782
Order book timestamp: 2026-06-27 02:36:59+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:40.619000+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: 0.6981
Best ask: 0.6982
Spread: 0.0001
Spread %: 0.014324
Mid price: 0.69815
Last price: 0.6983
Mark price: -
Index price: -

Order Book

Bid depth 5: 1872
Ask depth 5: 4979
Bid depth 10: 4236
Ask depth 10: 13689
Bid depth 20: 10277
Ask depth 20: 27227
Imbalance 5: -0.45351
Imbalance 10: -0.527364
Imbalance 20: -0.451952
Top bid size: 51
Top ask size: 499
Bid wall score: 0.004963
Ask wall score: 0.018327

Dynamics

Bid depth 5 delta: -1942
Ask depth 5 delta: 1404
Imbalance 5 delta: -0.485856
Bid depth 10 delta: -3581
Ask depth 10 delta: 911
Imbalance 10 delta: -0.28648
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: -0.014679

Tape

Buy volume: 7351
Sell volume: 5453
Buy/sell delta: 1898
Buy/sell ratio: 1.348065
Avg trade size: 128.04
Large trade count: 5
Largest trade size: 1096

Candle

Return 1: 0.085997
Return 3: 0.258435
Volume 1: 42722
Volume avg 5: 60736.6
Momentum 5: -0.626156

Cross Exchange

Mid avg: 0.69105625
Mid median: 0.6976675
Price deviation %: 1.026508
Spread %: 4.067686

Funding / OI / Volume

Funding rate: 0.00037323
Funding delta: 0
Funding abs: 0.00037323
Funding pressure: 0.00037323
Open interest: 26668095
Volume 24h: 179831095
Quote volume 24h: 114233729.0031
Price change 24h %: 34.729

Quality

Capture latency ms: 6569
Order book timestamp: 2026-06-27 02:36:48.604000+02:00
Ticker timestamp: 2026-06-27 02:36:44.281000+02:00
Trades timestamp: 2026-06-27 02:36:50.404000+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: 0.6984
Best ask: 0.6986
Spread: 0.0002
Spread %: 0.028633
Mid price: 0.6985
Last price: 0.6983
Mark price: -
Index price: 0.6976

Order Book

Bid depth 5: 543
Ask depth 5: 1644
Bid depth 10: 1562
Ask depth 10: 2311
Bid depth 20: 3929
Ask depth 20: 6141
Imbalance 5: -0.503429
Imbalance 10: -0.19339
Imbalance 20: -0.219662
Top bid size: 208
Top ask size: 5
Bid wall score: 0.05294
Ask wall score: 0.000814

Dynamics

Bid depth 5 delta: 210
Ask depth 5 delta: 743
Imbalance 5 delta: -0.043138
Bid depth 10 delta: -95
Ask depth 10 delta: -246
Imbalance 10 delta: 0.020184
Spread delta: 0.0001
Mid price delta: 0.00035
Wall shift score: 0.044793

Tape

Buy volume: 1404
Sell volume: 1431
Buy/sell delta: -27
Buy/sell ratio: 0.981132
Avg trade size: 28.35
Large trade count: 10
Largest trade size: 206

Candle

Return 1: -0.071551
Return 3: 0.20089
Volume 1: 401
Volume avg 5: 2624.6
Momentum 5: -0.682691

Cross Exchange

Mid avg: 0.69096875
Mid median: 0.6976675
Price deviation %: 1.089955
Spread %: 4.017548

Funding / OI / Volume

Funding rate: 0.000373
Funding delta: 0
Funding abs: 0.000373
Funding pressure: 0.000373
Open interest: -
Volume 24h: 4377748
Quote volume 24h: 28418832.1422
Price change 24h %: 10.56

Quality

Capture latency ms: 4393
Order book timestamp: 2026-06-27 02:36:42.892000+02:00
Ticker timestamp: 2026-06-27 02:36:40.812000+02:00
Trades timestamp: 2026-06-27 02:36:40.616000+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: 0.65716
Best ask: 0.68362
Spread: 0.02646
Spread %: 3.946956
Mid price: 0.67039
Last price: 0.6836
Mark price: -
Index price: -

Order Book

Bid depth 5: 1586
Ask depth 5: 691
Bid depth 10: 10950
Ask depth 10: 1497
Bid depth 20: 24645
Ask depth 20: 1777
Imbalance 5: 0.393061
Imbalance 10: 0.75946
Imbalance 20: 0.865491
Top bid size: 730
Top ask size: 137
Bid wall score: 0.029621
Ask wall score: 0.077096

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -2
Imbalance 5 delta: 0.001223
Bid depth 10 delta: 0
Ask depth 10 delta: 295
Imbalance 10 delta: -0.042712
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.000173

Tape

Buy volume: 2146
Sell volume: 17356
Buy/sell delta: -15210
Buy/sell ratio: 0.123646
Avg trade size: 195.02
Large trade count: 9
Largest trade size: 1888

Candle

Return 1: 0
Return 3: 0.428983
Volume 1: 0
Volume avg 5: 60.8
Momentum 5: -0.513731

Cross Exchange

Mid avg: 0.69096875
Mid median: 0.6976675
Price deviation %: -2.978246
Spread %: 4.017548

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 76050
Volume 24h: 188816
Quote volume 24h: 188816
Price change 24h %: 8.190235

Quality

Capture latency ms: 5206
Order book timestamp: 2026-06-27 02:36:38.296000+02:00
Ticker timestamp: 2026-06-27 02:36:38.810000+02:00
Trades timestamp: 2026-06-27 02:34:26.001000+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: 12006
gate: 12007
htx: 11918
mexc: 12005

By Symbol

VELVET/USDT:USDT: 47936

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.