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: 49899
Total labels: 149697
Pending labels: 130214
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 11:00:39.845582+02:00
Recent trades snapshots: 49897
Micro candles: 997880
Avg data quality: 75.9856910960139482
Latest latency: 10577 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 109 of 4990 · 49899 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 07:57:40.262114+02:00	gate	VELVET/USDT:USDT	0.91111	68	9963 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 07:57:30.205402+02:00	binance	VELVET/USDT:USDT	0.9129	80	5730 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 07:57:24.311541+02:00	mexc	VELVET/USDT:USDT	0.9108	78	4165 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 07:57:20.089949+02:00	htx	VELVET/USDT:USDT	0.891765	80	5791 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 07:57:02.890360+02:00	gate	VELVET/USDT:USDT	0.907645	68	9607 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 07:56:53.164343+02:00	binance	VELVET/USDT:USDT	0.9074	80	5668 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 07:56:47.405535+02:00	mexc	VELVET/USDT:USDT	0.9089	68	30648 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 07:56:16.695680+02:00	htx	VELVET/USDT:USDT	0.88586	90	4671 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 07:56:00.714148+02:00	gate	VELVET/USDT:USDT	0.90586	68	9770 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 07:55:50.840230+02:00	binance	VELVET/USDT:USDT	0.90095	80	5998 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.91083
Best ask: 0.91139
Spread: 0.00056
Spread %: 0.061463
Mid price: 0.91111
Last price: 0.91001
Mark price: 0.90948
Index price: 0.908443

Order Book

Bid depth 5: 8
Ask depth 5: 5
Bid depth 10: 16
Ask depth 10: 10
Bid depth 20: 35
Ask depth 20: 30
Imbalance 5: 0.230769
Imbalance 10: 0.230769
Imbalance 20: 0.076923
Top bid size: 3
Top ask size: 1
Bid wall score: 0.085714
Ask wall score: 0.033333

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -14
Imbalance 5 delta: 0.638177
Bid depth 10 delta: -1
Ask depth 10 delta: -14
Imbalance 10 delta: 0.401501
Spread delta: -0.00023
Mid price delta: 0.003465
Wall shift score: 0.426284

Tape

Buy volume: 111
Sell volume: 49
Buy/sell delta: 62
Buy/sell ratio: 2.265306
Avg trade size: 1.6
Large trade count: 7
Largest trade size: 7

Candle

Return 1: 0.198192
Return 3: 0.882434
Volume 1: 131
Volume avg 5: 394.2
Momentum 5: -1.760731

Cross Exchange

Mid avg: 0.9057775
Mid median: 0.9092225
Price deviation %: 0.588721
Spread %: 2.333354

Funding / OI / Volume

Funding rate: 0.000181
Funding delta: 0
Funding abs: 0.000181
Funding pressure: 0.000181
Open interest: -
Volume 24h: 13351500
Quote volume 24h: 9388191
Price change 24h %: 84.31

Quality

Capture latency ms: 9963
Order book timestamp: 2026-06-27 07:57:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:59.855000+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: 0.9128
Best ask: 0.913
Spread: 0.0002
Spread %: 0.021908
Mid price: 0.9129
Last price: 0.9123
Mark price: -
Index price: -

Order Book

Bid depth 5: 1512
Ask depth 5: 2298
Bid depth 10: 6576
Ask depth 10: 7109
Bid depth 20: 15584
Ask depth 20: 16270
Imbalance 5: -0.206299
Imbalance 10: -0.038948
Imbalance 20: -0.021536
Top bid size: 54
Top ask size: 560
Bid wall score: 0.003465
Ask wall score: 0.034419

Dynamics

Bid depth 5 delta: 155
Ask depth 5 delta: 1221
Imbalance 5 delta: -0.321336
Bid depth 10 delta: 564
Ask depth 10 delta: 1714
Imbalance 10 delta: -0.093037
Spread delta: 0
Mid price delta: 0.0055
Wall shift score: -0.048643

Tape

Buy volume: 20532
Sell volume: 4953
Buy/sell delta: 15579
Buy/sell ratio: 4.145366
Avg trade size: 254.85
Large trade count: 14
Largest trade size: 1806

Candle

Return 1: 0.672473
Return 3: 1.185596
Volume 1: 147546
Volume avg 5: 560436.2
Momentum 5: -1.488673

Cross Exchange

Mid avg: 0.9044025
Mid median: 0.9075225
Price deviation %: 0.939571
Spread %: 2.104704

Funding / OI / Volume

Funding rate: 0.00036065
Funding delta: -0.00000843
Funding abs: 0.00036065
Funding pressure: 0.00036908
Open interest: 29518637
Volume 24h: 255169535
Quote volume 24h: 179028465.96308
Price change 24h %: 84.527

Quality

Capture latency ms: 5730
Order book timestamp: 2026-06-27 07:57:28.089000+02:00
Ticker timestamp: 2026-06-27 07:57:25.377000+02:00
Trades timestamp: 2026-06-27 07:57:29.725000+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: 0.9107
Best ask: 0.9109
Spread: 0.0002
Spread %: 0.021959
Mid price: 0.9108
Last price: 0.9106
Mark price: -
Index price: 0.9079

Order Book

Bid depth 5: 301
Ask depth 5: 534
Bid depth 10: 1526
Ask depth 10: 1392
Bid depth 20: 3253
Ask depth 20: 3208
Imbalance 5: -0.279042
Imbalance 10: 0.045922
Imbalance 20: 0.006965
Top bid size: 11
Top ask size: 20
Bid wall score: 0.003381
Ask wall score: 0.006234

Dynamics

Bid depth 5 delta: -527
Ask depth 5 delta: 144
Imbalance 5 delta: -0.638648
Bid depth 10 delta: -377
Ask depth 10 delta: 228
Imbalance 10 delta: -0.19503
Spread delta: -0.0002
Mid price delta: 0.0019
Wall shift score: 0.000929

Tape

Buy volume: 1828
Sell volume: 1969
Buy/sell delta: -141
Buy/sell ratio: 0.92839
Avg trade size: 37.97
Large trade count: 9
Largest trade size: 302

Candle

Return 1: 0.385505
Return 3: 0.941411
Volume 1: 3982
Volume avg 5: 15204.8
Momentum 5: -1.725253

Cross Exchange

Mid avg: 0.9039275
Mid median: 0.9075225
Price deviation %: 0.760293
Spread %: 1.895617

Funding / OI / Volume

Funding rate: 0.000369
Funding delta: 0
Funding abs: 0.000369
Funding pressure: 0.000369
Open interest: -
Volume 24h: 6243982
Quote volume 24h: 44149370.1309
Price change 24h %: 44.17

Quality

Capture latency ms: 4165
Order book timestamp: 2026-06-27 07:57:22.804000+02:00
Ticker timestamp: 2026-06-27 07:57:19.846000+02:00
Trades timestamp: 2026-06-27 07:57:23.073000+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: 0.88483
Best ask: 0.8987
Spread: 0.01387
Spread %: 1.555342
Mid price: 0.891765
Last price: 0.88124
Mark price: -
Index price: -

Order Book

Bid depth 5: 6466
Ask depth 5: 168
Bid depth 10: 12784
Ask depth 10: 574
Bid depth 20: 26625
Ask depth 20: 2182
Imbalance 5: 0.949352
Imbalance 10: 0.914059
Imbalance 20: 0.848509
Top bid size: 492
Top ask size: 146
Bid wall score: 0.018479
Ask wall score: 0.066911

Dynamics

Bid depth 5 delta: 25
Ask depth 5 delta: -184
Imbalance 5 delta: 0.052988
Bid depth 10 delta: 176
Ask depth 10 delta: -782
Imbalance 10 delta: 0.108273
Spread delta: -0.01609
Mid price delta: 0.005905
Wall shift score: -0.075263

Tape

Buy volume: 6986
Sell volume: 11994
Buy/sell delta: -5008
Buy/sell ratio: 0.582458
Avg trade size: 189.8
Large trade count: 7
Largest trade size: 1974

Candle

Return 1: 0
Return 3: 1.191925
Volume 1: 0
Volume avg 5: 136
Momentum 5: -4.390752

Cross Exchange

Mid avg: 0.90245125
Mid median: 0.9075225
Price deviation %: -1.184136
Spread %: 2.553046

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 83468
Volume 24h: 274758
Quote volume 24h: 274758
Price change 24h %: 39.469811

Quality

Capture latency ms: 5791
Order book timestamp: 2026-06-27 07:57:18.738000+02:00
Ticker timestamp: 2026-06-27 07:57:19.050000+02:00
Trades timestamp: 2026-06-27 07:56:40.304000+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: 0.90725
Best ask: 0.90804
Spread: 0.00079
Spread %: 0.087038
Mid price: 0.907645
Last price: 0.90879
Mark price: 0.90748
Index price: 0.906395

Order Book

Bid depth 5: 8
Ask depth 5: 19
Bid depth 10: 17
Ask depth 10: 24
Bid depth 20: 48
Ask depth 20: 38
Imbalance 5: -0.407407
Imbalance 10: -0.170732
Imbalance 20: 0.116279
Top bid size: 1
Top ask size: 15
Bid wall score: 0.020833
Ask wall score: 0.394737

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: -7
Imbalance 10 delta: 0.120935
Spread delta: 0.00001
Mid price delta: 0.001785
Wall shift score: -0.294737

Tape

Buy volume: 87
Sell volume: 60
Buy/sell delta: 27
Buy/sell ratio: 1.45
Avg trade size: 1.47
Large trade count: 4
Largest trade size: 7

Candle

Return 1: -0.018718
Return 3: 0.664043
Volume 1: 33
Volume avg 5: 374.6
Momentum 5: -1.9734

Cross Exchange

Mid avg: 0.902005
Mid median: 0.90663
Price deviation %: 0.625274
Spread %: 2.55431

Funding / OI / Volume

Funding rate: 0.000181
Funding delta: 0.000035
Funding abs: 0.000181
Funding pressure: 0.000216
Open interest: -
Volume 24h: 13337200
Quote volume 24h: 9375184
Price change 24h %: 84.31

Quality

Capture latency ms: 9607
Order book timestamp: 2026-06-27 07:57:01+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:59.821000+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: 0.9073
Best ask: 0.9075
Spread: 0.0002
Spread %: 0.022041
Mid price: 0.9074
Last price: 0.91
Mark price: -
Index price: -

Order Book

Bid depth 5: 1357
Ask depth 5: 1077
Bid depth 10: 6012
Ask depth 10: 5395
Bid depth 20: 16910
Ask depth 20: 14735
Imbalance 5: 0.115037
Imbalance 10: 0.05409
Imbalance 20: 0.068731
Top bid size: 306
Top ask size: 6
Bid wall score: 0.018096
Ask wall score: 0.000407

Dynamics

Bid depth 5 delta: 543
Ask depth 5 delta: 451
Imbalance 5 delta: -0.015519
Bid depth 10 delta: 3843
Ask depth 10 delta: 76
Imbalance 10 delta: 0.474763
Spread delta: 0.0001
Mid price delta: 0.00645
Wall shift score: 0.018439

Tape

Buy volume: 3404
Sell volume: 15033
Buy/sell delta: -11629
Buy/sell ratio: 0.226435
Avg trade size: 184.37
Large trade count: 7
Largest trade size: 2044

Candle

Return 1: 0.408343
Return 3: -1.408756
Volume 1: 542621
Volume avg 5: 630108.4
Momentum 5: -0.795987

Cross Exchange

Mid avg: 0.9003925
Mid median: 0.903405
Price deviation %: 0.778272
Spread %: 2.558884

Funding / OI / Volume

Funding rate: 0.00036908
Funding delta: 0
Funding abs: 0.00036908
Funding pressure: 0.00036908
Open interest: 29521138
Volume 24h: 254990584
Quote volume 24h: 178864010.34308
Price change 24h %: 83.801

Quality

Capture latency ms: 5668
Order book timestamp: 2026-06-27 07:56:51.027000+02:00
Ticker timestamp: 2026-06-27 07:56:47.447000+02:00
Trades timestamp: 2026-06-27 07:56:52.607000+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: 0.9087
Best ask: 0.9091
Spread: 0.0004
Spread %: 0.044009
Mid price: 0.9089
Last price: 0.9117
Mark price: -
Index price: 0.9086

Order Book

Bid depth 5: 828
Ask depth 5: 390
Bid depth 10: 1903
Ask depth 10: 1164
Bid depth 20: 3731
Ask depth 20: 3076
Imbalance 5: 0.359606
Imbalance 10: 0.240952
Imbalance 20: 0.096224
Top bid size: 15
Top ask size: 24
Bid wall score: 0.00402
Ask wall score: 0.007802

Dynamics

Bid depth 5 delta: 699
Ask depth 5 delta: -864
Imbalance 5 delta: 1.173055
Bid depth 10 delta: 1586
Ask depth 10 delta: -1244
Imbalance 10 delta: 1.008292
Spread delta: 0.0002
Mid price delta: 0.0084
Wall shift score: -0.03912

Tape

Buy volume: 3754
Sell volume: 563
Buy/sell delta: 3191
Buy/sell ratio: 6.667851
Avg trade size: 43.17
Large trade count: 7
Largest trade size: 325

Candle

Return 1: 0.408524
Return 3: -1.473456
Volume 1: 13126
Volume avg 5: 17524.2
Momentum 5: -0.850414

Cross Exchange

Mid avg: 0.8982925
Mid median: 0.900725
Price deviation %: 1.180851
Spread %: 2.226446

Funding / OI / Volume

Funding rate: 0.000369
Funding delta: -0.000011
Funding abs: 0.000369
Funding pressure: 0.00038
Open interest: -
Volume 24h: 6237796
Quote volume 24h: 44093082.6045
Price change 24h %: 44.34

Quality

Capture latency ms: 30648
Order book timestamp: 2026-06-27 07:56:45.502000+02:00
Ticker timestamp: 2026-06-27 07:56:43.791000+02:00
Trades timestamp: 2026-06-27 07:56:45.841000+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: 0.87088
Best ask: 0.90084
Spread: 0.02996
Spread %: 3.382024
Mid price: 0.88586
Last price: 0.87088
Mark price: -
Index price: -

Order Book

Bid depth 5: 6441
Ask depth 5: 352
Bid depth 10: 12608
Ask depth 10: 1356
Bid depth 20: 26095
Ask depth 20: 7890
Imbalance 5: 0.896364
Imbalance 10: 0.805786
Imbalance 20: 0.535678
Top bid size: 720
Top ask size: 6
Bid wall score: 0.027591
Ask wall score: 0.00076

Dynamics

Bid depth 5 delta: 44
Ask depth 5 delta: -104
Imbalance 5 delta: 0.029444
Bid depth 10 delta: 44
Ask depth 10 delta: 266
Imbalance 10 delta: -0.034554
Spread delta: -0.00001
Mid price delta: 0.000005
Wall shift score: -0.087582

Tape

Buy volume: 7098
Sell volume: 12084
Buy/sell delta: -4986
Buy/sell ratio: 0.587388
Avg trade size: 191.82
Large trade count: 7
Largest trade size: 1974

Candle

Return 1: 0
Return 3: -5.51475
Volume 1: 0
Volume avg 5: 130.8
Momentum 5: -3.722293

Cross Exchange

Mid avg: 0.89829125
Mid median: 0.900725
Price deviation %: -1.383877
Spread %: 2.227006

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 83414
Volume 24h: 274826
Quote volume 24h: 274826
Price change 24h %: 37.830181

Quality

Capture latency ms: 4671
Order book timestamp: 2026-06-27 07:56:15.396000+02:00
Ticker timestamp: 2026-06-27 07:56:15.684000+02:00
Trades timestamp: 2026-06-27 07:55:47.053000+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: 0.90547
Best ask: 0.90625
Spread: 0.00078
Spread %: 0.086106
Mid price: 0.90586
Last price: 0.9048
Mark price: 0.90113
Index price: 0.90017

Order Book

Bid depth 5: 8
Ask depth 5: 19
Bid depth 10: 17
Ask depth 10: 31
Bid depth 20: 40
Ask depth 20: 48
Imbalance 5: -0.407407
Imbalance 10: -0.291667
Imbalance 20: -0.090909
Top bid size: 1
Top ask size: 5
Bid wall score: 0.025
Ask wall score: 0.104167

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 10
Imbalance 5 delta: -0.121693
Bid depth 10 delta: 7
Ask depth 10 delta: 16
Imbalance 10 delta: -0.091667
Spread delta: -0.0001
Mid price delta: 0.00255
Wall shift score: -0.083346

Tape

Buy volume: 104
Sell volume: 78
Buy/sell delta: 26
Buy/sell ratio: 1.333333
Avg trade size: 1.82
Large trade count: 7
Largest trade size: 13

Candle

Return 1: 0.156941
Return 3: -1.906195
Volume 1: 2
Volume avg 5: 413
Momentum 5: -1.091441

Cross Exchange

Mid avg: 0.89765375
Mid median: 0.900725
Price deviation %: 0.914189
Spread %: 1.944514

Funding / OI / Volume

Funding rate: 0.000146
Funding delta: 0
Funding abs: 0.000146
Funding pressure: 0.000146
Open interest: -
Volume 24h: 13303700
Quote volume 24h: 9344906
Price change 24h %: 83.24

Quality

Capture latency ms: 9770
Order book timestamp: 2026-06-27 07:55:59+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:08:59.760000+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: 0.9009
Best ask: 0.901
Spread: 0.0001
Spread %: 0.011099
Mid price: 0.90095
Last price: 0.8997
Mark price: -
Index price: -

Order Book

Bid depth 5: 814
Ask depth 5: 626
Bid depth 10: 2169
Ask depth 10: 5319
Bid depth 20: 10013
Ask depth 20: 14814
Imbalance 5: 0.130556
Imbalance 10: -0.420673
Imbalance 20: -0.193378
Top bid size: 6
Top ask size: 20
Bid wall score: 0.000599
Ask wall score: 0.00135

Dynamics

Bid depth 5 delta: -744
Ask depth 5 delta: -2098
Imbalance 5 delta: 0.402858
Bid depth 10 delta: -1011
Ask depth 10 delta: -1637
Imbalance 10 delta: -0.04814
Spread delta: -0.0001
Mid price delta: -0.00225
Wall shift score: 0.006658

Tape

Buy volume: 8290
Sell volume: 8868
Buy/sell delta: -578
Buy/sell ratio: 0.934822
Avg trade size: 171.58
Large trade count: 10
Largest trade size: 1179

Candle

Return 1: -0.166205
Return 3: -2.804746
Volume 1: 679643
Volume avg 5: 570271.8
Momentum 5: -1.141102

Cross Exchange

Mid avg: 0.89821625
Mid median: 0.90185
Price deviation %: 0.304353
Spread %: 1.943296

Funding / OI / Volume

Funding rate: 0.00036908
Funding delta: -0.00001177
Funding abs: 0.00036908
Funding pressure: 0.00038085
Open interest: 29486357
Volume 24h: 254355455
Quote volume 24h: 178279578.95708
Price change 24h %: 81.721

Quality

Capture latency ms: 5998
Order book timestamp: 2026-06-27 07:55:48.701000+02:00
Ticker timestamp: 2026-06-27 07:55:45.244000+02:00
Trades timestamp: 2026-06-27 07:55:50.413000+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: 12498
gate: 12499
htx: 12406
mexc: 12496

By Symbol

VELVET/USDT:USDT: 49899

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.