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: 48420
Total labels: 145260
Pending labels: 125777
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 06:52:02.552566+02:00
Recent trades snapshots: 48418
Micro candles: 968300
Avg data quality: 75.9706319702602230
Latest latency: 6344 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 106 of 4842 · 48420 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 03:55:03.888395+02:00	gate	VELVET/USDT:USDT	0.748735	68	10694 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 03:54:53.074156+02:00	binance	VELVET/USDT:USDT	0.75145	80	6125 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 03:54:46.853809+02:00	mexc	VELVET/USDT:USDT	0.7502	78	4524 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 03:54:42.275564+02:00	htx	VELVET/USDT:USDT	0.735085	90	4956 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 03:54:26.329148+02:00	gate	VELVET/USDT:USDT	0.750615	68	10475 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 03:54:15.725676+02:00	binance	VELVET/USDT:USDT	0.7522	80	6489 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 03:54:09.007313+02:00	mexc	VELVET/USDT:USDT	0.7539	78	4529 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 03:54:04.402379+02:00	htx	VELVET/USDT:USDT	0.74209	80	7129 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 03:53:46.412101+02:00	gate	VELVET/USDT:USDT	0.75605	68	10791 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 03:53:35.483589+02:00	binance	VELVET/USDT:USDT	0.7542	80	5727 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.74821
Best ask: 0.74926
Spread: 0.00105
Spread %: 0.140237
Mid price: 0.748735
Last price: 0.74985
Mark price: 0.74985
Index price: 0.748985

Order Book

Bid depth 5: 8
Ask depth 5: 5
Bid depth 10: 17
Ask depth 10: 14
Bid depth 20: 34
Ask depth 20: 33
Imbalance 5: 0.230769
Imbalance 10: 0.096774
Imbalance 20: 0.014925
Top bid size: 1
Top ask size: 1
Bid wall score: 0.029412
Ask wall score: 0.030303

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: -2
Ask depth 10 delta: 1
Imbalance 10 delta: -0.090726
Spread delta: -0.00028
Mid price delta: -0.00188
Wall shift score: -0.002123

Tape

Buy volume: 67
Sell volume: 96
Buy/sell delta: -29
Buy/sell ratio: 0.697917
Avg trade size: 1.63
Large trade count: 10
Largest trade size: 14

Candle

Return 1: -0.117219
Return 3: -0.709736
Volume 1: 3
Volume avg 5: 61.6
Momentum 5: 0.501267

Cross Exchange

Mid avg: 0.7468375
Mid median: 0.7504075
Price deviation %: 0.254071
Spread %: 2.19124

Funding / OI / Volume

Funding rate: 0.000341
Funding delta: 0.000009
Funding abs: 0.000341
Funding pressure: 0.00035
Open interest: -
Volume 24h: 9445300
Quote volume 24h: 5922526
Price change 24h %: 48.4

Quality

Capture latency ms: 10694
Order book timestamp: 2026-06-27 03:55:02+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:45.302000+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: 0.7513
Best ask: 0.7516
Spread: 0.0003
Spread %: 0.039923
Mid price: 0.75145
Last price: 0.7502
Mark price: -
Index price: -

Order Book

Bid depth 5: 4311
Ask depth 5: 1655
Bid depth 10: 9389
Ask depth 10: 7787
Bid depth 20: 17191
Ask depth 20: 16521
Imbalance 5: 0.445189
Imbalance 10: 0.09327
Imbalance 20: 0.019874
Top bid size: 73
Top ask size: 15
Bid wall score: 0.004246
Ask wall score: 0.000908

Dynamics

Bid depth 5 delta: 3220
Ask depth 5 delta: -346
Imbalance 5 delta: 0.739497
Bid depth 10 delta: 2535
Ask depth 10 delta: 2219
Imbalance 10 delta: -0.010256
Spread delta: 0.0001
Mid price delta: -0.00075
Wall shift score: 0.002226

Tape

Buy volume: 26579
Sell volume: 4851
Buy/sell delta: 21728
Buy/sell ratio: 5.479076
Avg trade size: 314.3
Large trade count: 6
Largest trade size: 8326

Candle

Return 1: -0.568783
Return 3: -0.053184
Volume 1: 270408
Volume avg 5: 221213.8
Momentum 5: 1.430306

Cross Exchange

Mid avg: 0.747025
Mid median: 0.7504075
Price deviation %: 0.59235
Spread %: 2.291088

Funding / OI / Volume

Funding rate: 0.00045865
Funding delta: 0
Funding abs: 0.00045865
Funding pressure: 0.00045865
Open interest: 26963959
Volume 24h: 188216834
Quote volume 24h: 121009988.72917
Price change 24h %: 48.202

Quality

Capture latency ms: 6125
Order book timestamp: 2026-06-27 03:54:50.871000+02:00
Ticker timestamp: 2026-06-27 03:54:45.235000+02:00
Trades timestamp: 2026-06-27 03:54:52.400000+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: 0.7499
Best ask: 0.7505
Spread: 0.0006
Spread %: 0.079979
Mid price: 0.7502
Last price: 0.7497
Mark price: -
Index price: 0.7482

Order Book

Bid depth 5: 436
Ask depth 5: 1880
Bid depth 10: 1934
Ask depth 10: 3028
Bid depth 20: 4118
Ask depth 20: 7251
Imbalance 5: -0.623489
Imbalance 10: -0.220476
Imbalance 20: -0.275574
Top bid size: 91
Top ask size: 277
Bid wall score: 0.022098
Ask wall score: 0.038202

Dynamics

Bid depth 5 delta: 120
Ask depth 5 delta: 1454
Imbalance 5 delta: -0.475241
Bid depth 10 delta: 547
Ask depth 10 delta: 1377
Imbalance 10 delta: -0.133576
Spread delta: 0.0004
Mid price delta: -0.0037
Wall shift score: -0.015556

Tape

Buy volume: 1100
Sell volume: 3171
Buy/sell delta: -2071
Buy/sell ratio: 0.346894
Avg trade size: 42.71
Large trade count: 5
Largest trade size: 293

Candle

Return 1: -0.833333
Return 3: -0.372093
Volume 1: 5128
Volume avg 5: 7294
Momentum 5: 1.187745

Cross Exchange

Mid avg: 0.74795
Mid median: 0.7514075
Price deviation %: 0.300822
Spread %: 2.515542

Funding / OI / Volume

Funding rate: 0.000456
Funding delta: 0
Funding abs: 0.000456
Funding pressure: 0.000456
Open interest: -
Volume 24h: 4636370
Quote volume 24h: 30373379.0487
Price change 24h %: 18.69

Quality

Capture latency ms: 4524
Order book timestamp: 2026-06-27 03:54:45.234000+02:00
Ticker timestamp: 2026-06-27 03:54:43.896000+02:00
Trades timestamp: 2026-06-27 03:54:44.801000+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: 0.72952
Best ask: 0.74065
Spread: 0.01113
Spread %: 1.514111
Mid price: 0.735085
Last price: 0.74063
Mark price: -
Index price: -

Order Book

Bid depth 5: 4484
Ask depth 5: 126
Bid depth 10: 7606
Ask depth 10: 691
Bid depth 20: 27277
Ask depth 20: 4293
Imbalance 5: 0.945336
Imbalance 10: 0.833434
Imbalance 20: 0.728033
Top bid size: 543
Top ask size: 9
Bid wall score: 0.019907
Ask wall score: 0.002096

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 30
Imbalance 5 delta: -0.012733
Bid depth 10 delta: 2
Ask depth 10 delta: -321
Imbalance 10 delta: 0.068346
Spread delta: -0.00037
Mid price delta: -0.007005
Wall shift score: 0.003525

Tape

Buy volume: 2852
Sell volume: 10616
Buy/sell delta: -7764
Buy/sell ratio: 0.268651
Avg trade size: 134.68
Large trade count: 6
Largest trade size: 1436

Candle

Return 1: -0.447605
Return 3: -0.447605
Volume 1: 136
Volume avg 5: 29.2
Momentum 5: 0.830463

Cross Exchange

Mid avg: 0.74970125
Mid median: 0.7514075
Price deviation %: -1.94961
Spread %: 1.575294

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 76412
Volume 24h: 190008
Quote volume 24h: 190008
Price change 24h %: 17.216111

Quality

Capture latency ms: 4956
Order book timestamp: 2026-06-27 03:54:41.096000+02:00
Ticker timestamp: 2026-06-27 03:54:41.392000+02:00
Trades timestamp: 2026-06-27 03:54:37.616000+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: 0.74995
Best ask: 0.75128
Spread: 0.00133
Spread %: 0.177188
Mid price: 0.750615
Last price: 0.751
Mark price: 0.75109
Index price: 0.750963

Order Book

Bid depth 5: 8
Ask depth 5: 5
Bid depth 10: 19
Ask depth 10: 13
Bid depth 20: 56
Ask depth 20: 29
Imbalance 5: 0.230769
Imbalance 10: 0.1875
Imbalance 20: 0.317647
Top bid size: 2
Top ask size: 1
Bid wall score: 0.035714
Ask wall score: 0.034483

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -3
Imbalance 5 delta: 0.461538
Bid depth 10 delta: 9
Ask depth 10 delta: -5
Imbalance 10 delta: 0.473214
Spread delta: 0.00025
Mid price delta: -0.005435
Wall shift score: 0.034676

Tape

Buy volume: 61
Sell volume: 95
Buy/sell delta: -34
Buy/sell ratio: 0.642105
Avg trade size: 1.56
Large trade count: 9
Largest trade size: 14

Candle

Return 1: -0.954019
Return 3: -0.441572
Volume 1: 35
Volume avg 5: 69.8
Momentum 5: 0.787677

Cross Exchange

Mid avg: 0.75106
Mid median: 0.75305
Price deviation %: -0.05925
Spread %: 1.858706

Funding / OI / Volume

Funding rate: 0.000332
Funding delta: 0.000003
Funding abs: 0.000332
Funding pressure: 0.000335
Open interest: -
Volume 24h: 9438700
Quote volume 24h: 5917553
Price change 24h %: 48.63

Quality

Capture latency ms: 10475
Order book timestamp: 2026-06-27 03:54:25+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:45.265000+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: 0.7521
Best ask: 0.7523
Spread: 0.0002
Spread %: 0.026589
Mid price: 0.7522
Last price: 0.7529
Mark price: -
Index price: -

Order Book

Bid depth 5: 1091
Ask depth 5: 2001
Bid depth 10: 6854
Ask depth 10: 5568
Bid depth 20: 20999
Ask depth 20: 16473
Imbalance 5: -0.294308
Imbalance 10: 0.103526
Imbalance 20: 0.120784
Top bid size: 133
Top ask size: 86
Bid wall score: 0.006334
Ask wall score: 0.005221

Dynamics

Bid depth 5 delta: -526
Ask depth 5 delta: 314
Imbalance 5 delta: -0.273121
Bid depth 10 delta: -2266
Ask depth 10 delta: -1109
Imbalance 10 delta: -0.051124
Spread delta: 0
Mid price delta: -0.002
Wall shift score: 0.010883

Tape

Buy volume: 9444
Sell volume: 36877
Buy/sell delta: -27433
Buy/sell ratio: 0.256095
Avg trade size: 463.21
Large trade count: 6
Largest trade size: 13215

Candle

Return 1: -0.515873
Return 3: 0
Volume 1: 110787
Volume avg 5: 189289.6
Momentum 5: 1.48428

Cross Exchange

Mid avg: 0.75156
Mid median: 0.75405
Price deviation %: 0.085156
Spread %: 1.85747

Funding / OI / Volume

Funding rate: 0.00045865
Funding delta: 0.00000184
Funding abs: 0.00045865
Funding pressure: 0.00046049
Open interest: 26978094
Volume 24h: 188029211
Quote volume 24h: 120869255.53857
Price change 24h %: 48.736

Quality

Capture latency ms: 6489
Order book timestamp: 2026-06-27 03:54:13.599000+02:00
Ticker timestamp: 2026-06-27 03:54:09.738000+02:00
Trades timestamp: 2026-06-27 03:54:14.837000+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: 0.7538
Best ask: 0.754
Spread: 0.0002
Spread %: 0.026529
Mid price: 0.7539
Last price: 0.7532
Mark price: -
Index price: 0.7527

Order Book

Bid depth 5: 316
Ask depth 5: 426
Bid depth 10: 1387
Ask depth 10: 1651
Bid depth 20: 4866
Ask depth 20: 3318
Imbalance 5: -0.148248
Imbalance 10: -0.086899
Imbalance 20: 0.18915
Top bid size: 12
Top ask size: 10
Bid wall score: 0.002466
Ask wall score: 0.003014

Dynamics

Bid depth 5 delta: -733
Ask depth 5 delta: -134
Imbalance 5 delta: -0.452163
Bid depth 10 delta: -815
Ask depth 10 delta: 22
Imbalance 10 delta: -0.236469
Spread delta: 0
Mid price delta: -0.0012
Wall shift score: -0.014055

Tape

Buy volume: 1026
Sell volume: 3190
Buy/sell delta: -2164
Buy/sell ratio: 0.32163
Avg trade size: 42.16
Large trade count: 7
Largest trade size: 257

Candle

Return 1: -0.277778
Return 3: 0.186047
Volume 1: 2041
Volume avg 5: 6676.6
Momentum 5: 1.754623

Cross Exchange

Mid avg: 0.75186
Mid median: 0.75465
Price deviation %: 0.271327
Spread %: 1.856729

Funding / OI / Volume

Funding rate: 0.000456
Funding delta: 0.000013
Funding abs: 0.000456
Funding pressure: 0.000469
Open interest: -
Volume 24h: 4632030
Quote volume 24h: 30340822.7664
Price change 24h %: 19.25

Quality

Capture latency ms: 4529
Order book timestamp: 2026-06-27 03:54:07.094000+02:00
Ticker timestamp: 2026-06-27 03:54:04.896000+02:00
Trades timestamp: 2026-06-27 03:54:07.814000+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: 0.73634
Best ask: 0.74784
Spread: 0.0115
Spread %: 1.549677
Mid price: 0.74209
Last price: 0.74396
Mark price: -
Index price: -

Order Book

Bid depth 5: 4483
Ask depth 5: 96
Bid depth 10: 7604
Ask depth 10: 1012
Bid depth 20: 27275
Ask depth 20: 4802
Imbalance 5: 0.958069
Imbalance 10: 0.765088
Imbalance 20: 0.700595
Top bid size: 543
Top ask size: 27
Bid wall score: 0.019908
Ask wall score: 0.005623

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -1
Imbalance 5 delta: 0.000428
Bid depth 10 delta: 0
Ask depth 10 delta: -3
Imbalance 10 delta: 0.000614
Spread delta: 0.00113
Mid price delta: 0.000565
Wall shift score: -0.00375

Tape

Buy volume: 2852
Sell volume: 10526
Buy/sell delta: -7674
Buy/sell ratio: 0.270948
Avg trade size: 133.78
Large trade count: 6
Largest trade size: 1436

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 2
Momentum 5: 1.283814

Cross Exchange

Mid avg: 0.75171875
Mid median: 0.75465
Price deviation %: -1.280898
Spread %: 1.932239

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 76412
Volume 24h: 189872
Quote volume 24h: 189872
Price change 24h %: 17.743135

Quality

Capture latency ms: 7129
Order book timestamp: 2026-06-27 03:54:01.496000+02:00
Ticker timestamp: 2026-06-27 03:54:01.896000+02:00
Trades timestamp: 2026-06-27 03:51:56.881000+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: 0.75551
Best ask: 0.75659
Spread: 0.00108
Spread %: 0.142848
Mid price: 0.75605
Last price: 0.75541
Mark price: 0.75473
Index price: 0.753028

Order Book

Bid depth 5: 5
Ask depth 5: 8
Bid depth 10: 10
Ask depth 10: 18
Bid depth 20: 23
Ask depth 20: 39
Imbalance 5: -0.230769
Imbalance 10: -0.285714
Imbalance 20: -0.258065
Top bid size: 1
Top ask size: 3
Bid wall score: 0.043478
Ask wall score: 0.076923

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -9
Imbalance 5 delta: 0.185897
Bid depth 10 delta: -3
Ask depth 10 delta: -6
Imbalance 10 delta: 0.011583
Spread delta: -0.00003
Mid price delta: 0.001235
Wall shift score: -0.043518

Tape

Buy volume: 70
Sell volume: 96
Buy/sell delta: -26
Buy/sell ratio: 0.729167
Avg trade size: 1.66
Large trade count: 12
Largest trade size: 9

Candle

Return 1: 0.026483
Return 3: 1.246465
Volume 1: 91
Volume avg 5: 70.4
Momentum 5: 1.848456

Cross Exchange

Mid avg: 0.75141
Mid median: 0.7545075
Price deviation %: 0.617506
Spread %: 1.806604

Funding / OI / Volume

Funding rate: 0.000329
Funding delta: 0
Funding abs: 0.000329
Funding pressure: 0.000329
Open interest: -
Volume 24h: 9437500
Quote volume 24h: 5916648
Price change 24h %: 49.45

Quality

Capture latency ms: 10791
Order book timestamp: 2026-06-27 03:53:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:45.223000+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: 0.7541
Best ask: 0.7543
Spread: 0.0002
Spread %: 0.026518
Mid price: 0.7542
Last price: 0.7558
Mark price: -
Index price: -

Order Book

Bid depth 5: 1617
Ask depth 5: 1687
Bid depth 10: 9120
Ask depth 10: 6677
Bid depth 20: 24437
Ask depth 20: 13279
Imbalance 5: -0.021186
Imbalance 10: 0.15465
Imbalance 20: 0.295843
Top bid size: 6
Top ask size: 133
Bid wall score: 0.000246
Ask wall score: 0.010016

Dynamics

Bid depth 5 delta: 435
Ask depth 5 delta: 326
Imbalance 5 delta: 0.049203
Bid depth 10 delta: 1559
Ask depth 10 delta: 1144
Imbalance 10 delta: -0.00023
Spread delta: 0.0001
Mid price delta: -0.00175
Wall shift score: 0.008847

Tape

Buy volume: 3412
Sell volume: 12438
Buy/sell delta: -9026
Buy/sell ratio: 0.274321
Avg trade size: 158.5
Large trade count: 9
Largest trade size: 1497

Candle

Return 1: -0.172117
Return 3: 1.018221
Volume 1: 70476
Volume avg 5: 177838.2
Momentum 5: 1.589868

Cross Exchange

Mid avg: 0.7518475
Mid median: 0.7549575
Price deviation %: 0.312896
Spread %: 1.918607

Funding / OI / Volume

Funding rate: 0.00045681
Funding delta: 0.00001303
Funding abs: 0.00045681
Funding pressure: 0.00046984
Open interest: 26984871
Volume 24h: 187864698
Quote volume 24h: 120744079.05137
Price change 24h %: 49.014

Quality

Capture latency ms: 5727
Order book timestamp: 2026-06-27 03:53:33.308000+02:00
Ticker timestamp: 2026-06-27 03:53:25.738000+02:00
Trades timestamp: 2026-06-27 03:53:34.837000+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: 12128
gate: 12128
htx: 12038
mexc: 12126

By Symbol

VELVET/USDT:USDT: 48420

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.