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: 51200
Total labels: 153600
Pending labels: 134117
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 14:43:33.369557+02:00
Recent trades snapshots: 51198
Micro candles: 1023880
Avg data quality: 75.9836718750000000
Latest latency: 9800 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 112 of 5120 · 51200 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 11:32:45.993195+02:00	gate	VELVET/USDT:USDT	1.12705	68	9721 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 11:32:36.171229+02:00	binance	VELVET/USDT:USDT	1.12975	80	5778 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 11:32:30.297379+02:00	mexc	VELVET/USDT:USDT	1.1272	78	4862 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 11:32:25.358726+02:00	htx	VELVET/USDT:USDT	1.113745	80	5845 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 11:32:09.096549+02:00	gate	VELVET/USDT:USDT	1.136265	68	9722 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 11:31:59.266946+02:00	binance	VELVET/USDT:USDT	1.1446	80	6877 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 11:31:52.139026+02:00	mexc	VELVET/USDT:USDT	1.14155	68	5660 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 11:31:46.413287+02:00	htx	VELVET/USDT:USDT	1.13149	80	5758 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 11:31:29.662693+02:00	gate	VELVET/USDT:USDT	1.143895	68	9444 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 11:31:20.116321+02:00	binance	VELVET/USDT:USDT	1.14095	80	7067 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.12612
Best ask: 1.12798
Spread: 0.00186
Spread %: 0.165033
Mid price: 1.12705
Last price: 1.12732
Mark price: 1.128
Index price: 1.127975

Order Book

Bid depth 5: 5
Ask depth 5: 16
Bid depth 10: 12
Ask depth 10: 32
Bid depth 20: 26
Ask depth 20: 44
Imbalance 5: -0.52381
Imbalance 10: -0.454545
Imbalance 20: -0.257143
Top bid size: 1
Top ask size: 9
Bid wall score: 0.038462
Ask wall score: 0.204545

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 11
Imbalance 5 delta: -0.690476
Bid depth 10 delta: -2
Ask depth 10 delta: 17
Imbalance 10 delta: -0.420063
Spread delta: 0.00051
Mid price delta: -0.009215
Wall shift score: -0.188205

Tape

Buy volume: 127
Sell volume: 131
Buy/sell delta: -4
Buy/sell ratio: 0.969466
Avg trade size: 2.58
Large trade count: 3
Largest trade size: 14

Candle

Return 1: -1.248137
Return 3: 3.809971
Volume 1: 730
Volume avg 5: 1735
Momentum 5: 5.694398

Cross Exchange

Mid avg: 1.12674
Mid median: 1.128475
Price deviation %: 0.027513
Spread %: 1.998686

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23535800
Quote volume 24h: 19017104
Price change 24h %: 123.43

Quality

Capture latency ms: 9721
Order book timestamp: 2026-06-27 11:32:44+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:12.765000+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: 1.1296
Best ask: 1.1299
Spread: 0.0003
Spread %: 0.026555
Mid price: 1.12975
Last price: 1.1257
Mark price: -
Index price: -

Order Book

Bid depth 5: 800
Ask depth 5: 1067
Bid depth 10: 3074
Ask depth 10: 3075
Bid depth 20: 8609
Ask depth 20: 20408
Imbalance 5: -0.14301
Imbalance 10: -0.000163
Imbalance 20: -0.406624
Top bid size: 51
Top ask size: 175
Bid wall score: 0.005924
Ask wall score: 0.008575

Dynamics

Bid depth 5 delta: -129
Ask depth 5 delta: 291
Imbalance 5 delta: -0.232746
Bid depth 10 delta: -1508
Ask depth 10 delta: -9127
Imbalance 10 delta: 0.453841
Spread delta: -0.0001
Mid price delta: -0.01485
Wall shift score: -0.001851

Tape

Buy volume: 10150
Sell volume: 5252
Buy/sell delta: 4898
Buy/sell ratio: 1.932597
Avg trade size: 154.02
Large trade count: 7
Largest trade size: 1379

Candle

Return 1: -1.486144
Return 3: 3.689731
Volume 1: 833303
Volume avg 5: 2484517.6
Momentum 5: 5.693116

Cross Exchange

Mid avg: 1.1304525
Mid median: 1.1317325
Price deviation %: -0.062143
Spread %: 2.729438

Funding / OI / Volume

Funding rate: 0.00047086
Funding delta: 0
Funding abs: 0.00047086
Funding pressure: 0.00047086
Open interest: 32201219
Volume 24h: 414094322
Quote volume 24h: 329540015.23654
Price change 24h %: 123.708

Quality

Capture latency ms: 5778
Order book timestamp: 2026-06-27 11:32:34.025000+02:00
Ticker timestamp: 2026-06-27 11:32:27.419000+02:00
Trades timestamp: 2026-06-27 11:32:35.731000+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: 1.1271
Best ask: 1.1273
Spread: 0.0002
Spread %: 0.017743
Mid price: 1.1272
Last price: 1.1274
Mark price: -
Index price: 1.1265

Order Book

Bid depth 5: 204
Ask depth 5: 272
Bid depth 10: 491
Ask depth 10: 1395
Bid depth 20: 1608
Ask depth 20: 2420
Imbalance 5: -0.142857
Imbalance 10: -0.479321
Imbalance 20: -0.201589
Top bid size: 19
Top ask size: 9
Bid wall score: 0.011816
Ask wall score: 0.003719

Dynamics

Bid depth 5 delta: -93
Ask depth 5 delta: 105
Imbalance 5 delta: -0.42303
Bid depth 10 delta: -226
Ask depth 10 delta: 592
Imbalance 10 delta: -0.422742
Spread delta: -0.0003
Mid price delta: -0.01435
Wall shift score: 0.010207

Tape

Buy volume: 471
Sell volume: 3558
Buy/sell delta: -3087
Buy/sell ratio: 0.132378
Avg trade size: 40.29
Large trade count: 7
Largest trade size: 397

Candle

Return 1: -1.295405
Return 3: 3.811102
Volume 1: 22487
Volume avg 5: 51851.2
Momentum 5: 5.718571

Cross Exchange

Mid avg: 1.13404
Mid median: 1.1389075
Price deviation %: -0.603153
Spread %: 2.720803

Funding / OI / Volume

Funding rate: 0.00047
Funding delta: 0.000014
Funding abs: 0.00047
Funding pressure: 0.000484
Open interest: -
Volume 24h: 10086805
Quote volume 24h: 80544285.0603
Price change 24h %: 78.49

Quality

Capture latency ms: 4862
Order book timestamp: 2026-06-27 11:32:28.782000+02:00
Ticker timestamp: 2026-06-27 11:32:28.768000+02:00
Trades timestamp: 2026-06-27 11:32:29.277000+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: 1.10683
Best ask: 1.12066
Spread: 0.01383
Spread %: 1.241756
Mid price: 1.113745
Last price: 1.12073
Mark price: -
Index price: -

Order Book

Bid depth 5: 4031
Ask depth 5: 713
Bid depth 10: 5204
Ask depth 10: 4236
Bid depth 20: 8278
Ask depth 20: 8521
Imbalance 5: 0.69941
Imbalance 10: 0.102542
Imbalance 20: -0.014465
Top bid size: 66
Top ask size: 46
Bid wall score: 0.007973
Ask wall score: 0.005398

Dynamics

Bid depth 5 delta: 300
Ask depth 5 delta: 99
Imbalance 5 delta: -0.017967
Bid depth 10 delta: 471
Ask depth 10 delta: -101
Imbalance 10 delta: 0.058882
Spread delta: -0.00713
Mid price delta: -0.017745
Wall shift score: 0.017855

Tape

Buy volume: 5220
Sell volume: 11200
Buy/sell delta: -5980
Buy/sell ratio: 0.466071
Avg trade size: 164.2
Large trade count: 8
Largest trade size: 3498

Candle

Return 1: 0
Return 3: 7.007276
Volume 1: 436
Volume avg 5: 1019.2
Momentum 5: 10.309157

Cross Exchange

Mid avg: 1.13847625
Mid median: 1.1389075
Price deviation %: -2.172311
Spread %: 1.151539

Funding / OI / Volume

Funding rate: -0.00004281
Funding delta: 0.00000764
Funding abs: 0.00004281
Funding pressure: 0.00005046
Open interest: 82661
Volume 24h: 440928
Quote volume 24h: 440928
Price change 24h %: 77.372794

Quality

Capture latency ms: 5845
Order book timestamp: 2026-06-27 11:32:24.038000+02:00
Ticker timestamp: 2026-06-27 11:32:24.364000+02:00
Trades timestamp: 2026-06-27 11:32:18.278000+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: 1.13559
Best ask: 1.13694
Spread: 0.00135
Spread %: 0.11881
Mid price: 1.136265
Last price: 1.135
Mark price: 1.13859
Index price: 1.137945

Order Book

Bid depth 5: 7
Ask depth 5: 5
Bid depth 10: 14
Ask depth 10: 15
Bid depth 20: 53
Ask depth 20: 29
Imbalance 5: 0.166667
Imbalance 10: -0.034483
Imbalance 20: 0.292683
Top bid size: 3
Top ask size: 1
Bid wall score: 0.056604
Ask wall score: 0.034483

Dynamics

Bid depth 5 delta: -69
Ask depth 5 delta: -8
Imbalance 5 delta: -0.541199
Bid depth 10 delta: -68
Ask depth 10 delta: -7
Imbalance 10 delta: -0.611406
Spread delta: 0.00004
Mid price delta: -0.00763
Wall shift score: -0.708298

Tape

Buy volume: 216
Sell volume: 88
Buy/sell delta: 128
Buy/sell ratio: 2.454545
Avg trade size: 3.04
Large trade count: 6
Largest trade size: 30

Candle

Return 1: -0.379525
Return 3: 4.723075
Volume 1: 229
Volume avg 5: 1634.8
Momentum 5: 6.624076

Cross Exchange

Mid avg: 1.14038375
Mid median: 1.1427225
Price deviation %: -0.361172
Spread %: 1.149613

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23471400
Quote volume 24h: 18944062
Price change 24h %: 124.95

Quality

Capture latency ms: 9722
Order book timestamp: 2026-06-27 11:32:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:12.728000+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: 1.1444
Best ask: 1.1448
Spread: 0.0004
Spread %: 0.034947
Mid price: 1.1446
Last price: 1.1397
Mark price: -
Index price: -

Order Book

Bid depth 5: 929
Ask depth 5: 776
Bid depth 10: 4582
Ask depth 10: 12202
Bid depth 20: 17456
Ask depth 20: 16535
Imbalance 5: 0.089736
Imbalance 10: -0.454004
Imbalance 20: 0.027095
Top bid size: 175
Top ask size: 179
Bid wall score: 0.010025
Ask wall score: 0.010826

Dynamics

Bid depth 5 delta: -125
Ask depth 5 delta: -1622
Imbalance 5 delta: 0.479076
Bid depth 10 delta: -31
Ask depth 10 delta: 8980
Imbalance 10 delta: -0.631541
Spread delta: 0.0003
Mid price delta: 0.00365
Wall shift score: 0.195953

Tape

Buy volume: 8426
Sell volume: 8258
Buy/sell delta: 168
Buy/sell ratio: 1.020344
Avg trade size: 166.84
Large trade count: 4
Largest trade size: 687

Candle

Return 1: 0.2457
Return 3: 5.280619
Volume 1: 1422746
Volume avg 5: 2470732.8
Momentum 5: 6.716488

Cross Exchange

Mid avg: 1.13947125
Mid median: 1.14125
Price deviation %: 0.450099
Spread %: 1.088663

Funding / OI / Volume

Funding rate: 0.00047086
Funding delta: 0
Funding abs: 0.00047086
Funding pressure: 0.00047086
Open interest: 32205156
Volume 24h: 413193693
Quote volume 24h: 328495201.15176
Price change 24h %: 126.221

Quality

Capture latency ms: 6877
Order book timestamp: 2026-06-27 11:31:57.132000+02:00
Ticker timestamp: 2026-06-27 11:31:51.384000+02:00
Trades timestamp: 2026-06-27 11:31:58.800000+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: 1.1413
Best ask: 1.1418
Spread: 0.0005
Spread %: 0.0438
Mid price: 1.14155
Last price: 1.1412
Mark price: -
Index price: 1.139

Order Book

Bid depth 5: 297
Ask depth 5: 167
Bid depth 10: 717
Ask depth 10: 803
Bid depth 20: 1674
Ask depth 20: 3179
Imbalance 5: 0.280172
Imbalance 10: -0.056579
Imbalance 20: -0.310117
Top bid size: 7
Top ask size: 20
Bid wall score: 0.004182
Ask wall score: 0.006291

Dynamics

Bid depth 5 delta: 102
Ask depth 5 delta: 21
Imbalance 5 delta: 0.136477
Bid depth 10 delta: 194
Ask depth 10 delta: 384
Imbalance 10 delta: -0.166982
Spread delta: 0.0003
Mid price delta: 0.00235
Wall shift score: -0.008665

Tape

Buy volume: 1100
Sell volume: 1478
Buy/sell delta: -378
Buy/sell ratio: 0.744249
Avg trade size: 25.78
Large trade count: 3
Largest trade size: 127

Candle

Return 1: 0.105245
Return 3: 5.207853
Volume 1: 36629
Volume avg 5: 52808
Momentum 5: 6.71279

Cross Exchange

Mid avg: 1.13888375
Mid median: 1.140075
Price deviation %: 0.234111
Spread %: 1.089224

Funding / OI / Volume

Funding rate: 0.000456
Funding delta: 0
Funding abs: 0.000456
Funding pressure: 0.000456
Open interest: -
Volume 24h: 10063712
Quote volume 24h: 80282822.9256
Price change 24h %: 80.68

Quality

Capture latency ms: 5660
Order book timestamp: 2026-06-27 11:31:50.570000+02:00
Ticker timestamp: 2026-06-27 11:31:49.840000+02:00
Trades timestamp: 2026-06-27 11:31:51.323000+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: 1.12101
Best ask: 1.14197
Spread: 0.02096
Spread %: 1.852425
Mid price: 1.13149
Last price: 1.15017
Mark price: -
Index price: -

Order Book

Bid depth 5: 3731
Ask depth 5: 614
Bid depth 10: 4733
Ask depth 10: 4337
Bid depth 20: 8352
Ask depth 20: 9194
Imbalance 5: 0.717376
Imbalance 10: 0.04366
Imbalance 20: -0.047988
Top bid size: 15
Top ask size: 157
Bid wall score: 0.001796
Ask wall score: 0.017076

Dynamics

Bid depth 5 delta: -16
Ask depth 5 delta: 65
Imbalance 5 delta: -0.027037
Bid depth 10 delta: -939
Ask depth 10 delta: 167
Imbalance 10 delta: -0.108951
Spread delta: -0.00957
Mid price delta: -0.004515
Wall shift score: -0.008044

Tape

Buy volume: 5982
Sell volume: 11014
Buy/sell delta: -5032
Buy/sell ratio: 0.543127
Avg trade size: 169.96
Large trade count: 9
Largest trade size: 3498

Candle

Return 1: 2.625028
Return 3: 8.600861
Volume 1: 702
Volume avg 5: 810
Momentum 5: 8.609065

Cross Exchange

Mid avg: 1.1400125
Mid median: 1.140075
Price deviation %: -0.74758
Spread %: 0.692098

Funding / OI / Volume

Funding rate: -0.00005046
Funding delta: 0.00000912
Funding abs: 0.00005046
Funding pressure: 0.00005957
Open interest: 82661
Volume 24h: 439636
Quote volume 24h: 439636
Price change 24h %: 82.032128

Quality

Capture latency ms: 5758
Order book timestamp: 2026-06-27 11:31:44.996000+02:00
Ticker timestamp: 2026-06-27 11:31:45.375000+02:00
Trades timestamp: 2026-06-27 11:31:31.605000+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: 1.14324
Best ask: 1.14455
Spread: 0.00131
Spread %: 0.114521
Mid price: 1.143895
Last price: 1.14324
Mark price: 1.14643
Index price: 1.145765

Order Book

Bid depth 5: 76
Ask depth 5: 13
Bid depth 10: 82
Ask depth 10: 22
Bid depth 20: 95
Ask depth 20: 59
Imbalance 5: 0.707865
Imbalance 10: 0.576923
Imbalance 20: 0.233766
Top bid size: 71
Top ask size: 1
Bid wall score: 0.747368
Ask wall score: 0.016949

Dynamics

Bid depth 5 delta: 67
Ask depth 5 delta: 5
Imbalance 5 delta: 0.649042
Bid depth 10 delta: 65
Ask depth 10 delta: 7
Imbalance 10 delta: 0.514423
Spread delta: -0.00097
Mid price delta: 0.006175
Wall shift score: 0.717919

Tape

Buy volume: 131
Sell volume: 101
Buy/sell delta: 30
Buy/sell ratio: 1.29703
Avg trade size: 2.32
Large trade count: 8
Largest trade size: 16

Candle

Return 1: -0.1319
Return 3: 5.379099
Volume 1: 860
Volume avg 5: 1580.4
Momentum 5: 7.038535

Cross Exchange

Mid avg: 1.13846875
Mid median: 1.13846
Price deviation %: 0.476627
Spread %: 0.434355

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23404900
Quote volume 24h: 18868241
Price change 24h %: 127.14

Quality

Capture latency ms: 9444
Order book timestamp: 2026-06-27 11:31:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:12.689000+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: 1.1409
Best ask: 1.141
Spread: 0.0001
Spread %: 0.008765
Mid price: 1.14095
Last price: 1.1438
Mark price: -
Index price: -

Order Book

Bid depth 5: 1054
Ask depth 5: 2398
Bid depth 10: 4613
Ask depth 10: 3222
Bid depth 20: 17190
Ask depth 20: 5481
Imbalance 5: -0.38934
Imbalance 10: 0.177537
Imbalance 20: 0.516475
Top bid size: 5
Top ask size: 1080
Bid wall score: 0.000291
Ask wall score: 0.197044

Dynamics

Bid depth 5 delta: 796
Ask depth 5 delta: 1536
Imbalance 5 delta: 0.149946
Bid depth 10 delta: -444
Ask depth 10 delta: 1160
Imbalance 10 delta: -0.243168
Spread delta: -0.0003
Mid price delta: -0.01145
Wall shift score: -0.195572

Tape

Buy volume: 2218
Sell volume: 6209
Buy/sell delta: -3991
Buy/sell ratio: 0.357223
Avg trade size: 84.27
Large trade count: 7
Largest trade size: 542

Candle

Return 1: 0.236925
Return 3: 5.271404
Volume 1: 637934
Volume avg 5: 2313770.4
Momentum 5: 6.707146

Cross Exchange

Mid avg: 1.14133125
Mid median: 1.13846
Price deviation %: -0.033404
Spread %: 1.43648

Funding / OI / Volume

Funding rate: 0.00047086
Funding delta: 0.00001428
Funding abs: 0.00047086
Funding pressure: 0.00048514
Open interest: 32112070
Volume 24h: 412210275
Quote volume 24h: 327372682.22396
Price change 24h %: 127.035

Quality

Capture latency ms: 7067
Order book timestamp: 2026-06-27 11:31:17.940000+02:00
Ticker timestamp: 2026-06-27 11:31:09.324000+02:00
Trades timestamp: 2026-06-27 11:31:19.613000+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: 12824
gate: 12825
htx: 12729
mexc: 12822

By Symbol

VELVET/USDT:USDT: 51200

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.