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: 52191
Total labels: 156573
Pending labels: 137090
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 17:28:27.652436+02:00
Recent trades snapshots: 52189
Micro candles: 1043700
Avg data quality: 75.9885804065835106
Latest latency: 9642 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 114 of 5220 · 52191 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 14:19:42.246201+02:00	htx	VELVET/USDT:USDT	1.29104	80	6091 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 14:19:24.700964+02:00	gate	VELVET/USDT:USDT	1.31989	68	9673 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 14:19:14.913915+02:00	binance	VELVET/USDT:USDT	1.323	80	6024 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 14:19:08.796462+02:00	mexc	VELVET/USDT:USDT	1.31515	78	4642 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 14:19:04.052499+02:00	htx	VELVET/USDT:USDT	1.28705	80	5765 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 14:18:47.997410+02:00	gate	VELVET/USDT:USDT	1.31117	68	9890 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 14:18:37.977938+02:00	binance	VELVET/USDT:USDT	1.3082	80	6676 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 14:18:31.134699+02:00	mexc	VELVET/USDT:USDT	1.31015	68	5746 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 14:18:25.286010+02:00	htx	VELVET/USDT:USDT	1.281145	90	4442 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 14:18:11.162984+02:00	gate	VELVET/USDT:USDT	1.31252	68	9403 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.26317
Best ask: 1.31891
Spread: 0.05574
Spread %: 4.317449
Mid price: 1.29104
Last price: 1.26318
Mark price: -
Index price: -

Order Book

Bid depth 5: 1045
Ask depth 5: 3715
Bid depth 10: 3827
Ask depth 10: 8031
Bid depth 20: 14096
Ask depth 20: 8493
Imbalance 5: -0.560924
Imbalance 10: -0.354529
Imbalance 20: 0.248041
Top bid size: 7
Top ask size: 9
Bid wall score: 0.000497
Ask wall score: 0.00106

Dynamics

Bid depth 5 delta: -899
Ask depth 5 delta: -2625
Imbalance 5 delta: -0.030263
Bid depth 10 delta: 1400
Ask depth 10 delta: 1067
Imbalance 10 delta: 0.128594
Spread delta: 0.00758
Mid price delta: 0.00399
Wall shift score: 0.004642

Tape

Buy volume: 4486
Sell volume: 6596
Buy/sell delta: -2110
Buy/sell ratio: 0.680109
Avg trade size: 110.82
Large trade count: 11
Largest trade size: 910

Candle

Return 1: 1.147456
Return 3: 0.411765
Volume 1: 492
Volume avg 5: 245.2
Momentum 5: -1.127905

Cross Exchange

Mid avg: 1.3112725
Mid median: 1.31752
Price deviation %: -1.542967
Spread %: 2.741612

Funding / OI / Volume

Funding rate: -0.00102022
Funding delta: 0.00004013
Funding abs: 0.00102022
Funding pressure: 0.00106035
Open interest: 102461
Volume 24h: 575780
Quote volume 24h: 575780
Price change 24h %: 99.917702

Quality

Capture latency ms: 6091
Order book timestamp: 2026-06-27 14:19:40.338000+02:00
Ticker timestamp: 2026-06-27 14:19:40.768000+02:00
Trades timestamp: 2026-06-27 14:19:39.585000+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: 1.31883
Best ask: 1.32095
Spread: 0.00212
Spread %: 0.160619
Mid price: 1.31989
Last price: 1.32007
Mark price: 1.32064
Index price: 1.31947

Order Book

Bid depth 5: 22
Ask depth 5: 24
Bid depth 10: 62
Ask depth 10: 46
Bid depth 20: 120
Ask depth 20: 103
Imbalance 5: -0.043478
Imbalance 10: 0.148148
Imbalance 20: 0.076233
Top bid size: 1
Top ask size: 3
Bid wall score: 0.008333
Ask wall score: 0.029126

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 2
Imbalance 5 delta: -0.107308
Bid depth 10 delta: 0
Ask depth 10 delta: -5
Imbalance 10 delta: 0.050803
Spread delta: 0.0004
Mid price delta: 0.00872
Wall shift score: -0.047031

Tape

Buy volume: 79
Sell volume: 121
Buy/sell delta: -42
Buy/sell ratio: 0.652893
Avg trade size: 2
Large trade count: 1
Largest trade size: 7

Candle

Return 1: 0.459655
Return 3: 0.98223
Volume 1: 199
Volume avg 5: 572.8
Momentum 5: 4.012134

Cross Exchange

Mid avg: 1.3090925
Mid median: 1.31316
Price deviation %: 0.824808
Spread %: 2.746177

Funding / OI / Volume

Funding rate: 0.000857
Funding delta: 0.000049
Funding abs: 0.000857
Funding pressure: 0.000906
Open interest: -
Volume 24h: 34646200
Quote volume 24h: 33705250
Price change 24h %: 148.55

Quality

Capture latency ms: 9673
Order book timestamp: 2026-06-27 14:19:23+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:22.763000+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: 1.3229
Best ask: 1.3231
Spread: 0.0002
Spread %: 0.015117
Mid price: 1.323
Last price: 1.3159
Mark price: -
Index price: -

Order Book

Bid depth 5: 4073
Ask depth 5: 508
Bid depth 10: 5275
Ask depth 10: 2721
Bid depth 20: 11404
Ask depth 20: 19014
Imbalance 5: 0.778214
Imbalance 10: 0.31941
Imbalance 20: -0.250181
Top bid size: 39
Top ask size: 5
Bid wall score: 0.00342
Ask wall score: 0.000263

Dynamics

Bid depth 5 delta: 2820
Ask depth 5 delta: -524
Imbalance 5 delta: 0.681497
Bid depth 10 delta: 1651
Ask depth 10 delta: -455
Imbalance 10 delta: 0.253527
Spread delta: -0.0002
Mid price delta: 0.0148
Wall shift score: 0.006066

Tape

Buy volume: 7535
Sell volume: 3171
Buy/sell delta: 4364
Buy/sell ratio: 2.376222
Avg trade size: 107.06
Large trade count: 9
Largest trade size: 689

Candle

Return 1: 0.235634
Return 3: 0.710249
Volume 1: 75243
Volume avg 5: 803828.4
Momentum 5: 3.883725

Cross Exchange

Mid avg: 1.3053925
Mid median: 1.309685
Price deviation %: 1.348828
Spread %: 2.152609

Funding / OI / Volume

Funding rate: 0.00064353
Funding delta: 0.00000695
Funding abs: 0.00064353
Funding pressure: 0.00065048
Open interest: 32986729
Volume 24h: 583373201
Quote volume 24h: 543519815.12076
Price change 24h %: 148.705

Quality

Capture latency ms: 6024
Order book timestamp: 2026-06-27 14:19:12.764000+02:00
Ticker timestamp: 2026-06-27 14:19:07.312000+02:00
Trades timestamp: 2026-06-27 14:19:14.465000+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: 1.315
Best ask: 1.3153
Spread: 0.0003
Spread %: 0.022811
Mid price: 1.31515
Last price: 1.3143
Mark price: -
Index price: 1.3107

Order Book

Bid depth 5: 266
Ask depth 5: 511
Bid depth 10: 1004
Ask depth 10: 1038
Bid depth 20: 2524
Ask depth 20: 2707
Imbalance 5: -0.315315
Imbalance 10: -0.01665
Imbalance 20: -0.034984
Top bid size: 7
Top ask size: 7
Bid wall score: 0.002773
Ask wall score: 0.002586

Dynamics

Bid depth 5 delta: 32
Ask depth 5 delta: 348
Imbalance 5 delta: -0.494157
Bid depth 10 delta: 511
Ask depth 10 delta: 347
Imbalance 10 delta: 0.150579
Spread delta: -0.0002
Mid price delta: 0.005
Wall shift score: -0.027498

Tape

Buy volume: 1321
Sell volume: 693
Buy/sell delta: 628
Buy/sell ratio: 1.906205
Avg trade size: 20.14
Large trade count: 9
Largest trade size: 146

Candle

Return 1: 0.022812
Return 3: 0.427546
Volume 1: 911
Volume avg 5: 17919.2
Momentum 5: 3.631923

Cross Exchange

Mid avg: 1.3041425
Mid median: 1.309175
Price deviation %: 0.844041
Spread %: 1.849491

Funding / OI / Volume

Funding rate: 0.000636
Funding delta: 0
Funding abs: 0.000636
Funding pressure: 0.000636
Open interest: -
Volume 24h: 13914319
Quote volume 24h: 128837306.5974
Price change 24h %: 108.09

Quality

Capture latency ms: 4642
Order book timestamp: 2026-06-27 14:19:07.226000+02:00
Ticker timestamp: 2026-06-27 14:19:06.748000+02:00
Trades timestamp: 2026-06-27 14:19:07.247000+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: 1.26297
Best ask: 1.31113
Spread: 0.04816
Spread %: 3.74189
Mid price: 1.28705
Last price: 1.24885
Mark price: -
Index price: -

Order Book

Bid depth 5: 1944
Ask depth 5: 6340
Bid depth 10: 2427
Ask depth 10: 6964
Bid depth 20: 10144
Ask depth 20: 7919
Imbalance 5: -0.530662
Imbalance 10: -0.483122
Imbalance 20: 0.12318
Top bid size: 1
Top ask size: 42
Bid wall score: 0.000099
Ask wall score: 0.005304

Dynamics

Bid depth 5 delta: 846
Ask depth 5 delta: 2711
Imbalance 5 delta: 0.004773
Bid depth 10 delta: -2239
Ask depth 10 delta: 2051
Imbalance 10 delta: -0.457337
Spread delta: -0.01689
Mid price delta: 0.005905
Wall shift score: -0.031624

Tape

Buy volume: 4486
Sell volume: 6418
Buy/sell delta: -1932
Buy/sell ratio: 0.698972
Avg trade size: 109.04
Large trade count: 10
Largest trade size: 910

Candle

Return 1: 0
Return 3: -0.727345
Volume 1: 0
Volume avg 5: 146.8
Momentum 5: -2.249548

Cross Exchange

Mid avg: 1.30266625
Mid median: 1.309175
Price deviation %: -1.198791
Spread %: 2.304888

Funding / OI / Volume

Funding rate: -0.00106035
Funding delta: 0.000105
Funding abs: 0.00106035
Funding pressure: 0.00116535
Open interest: 102461
Volume 24h: 575288
Quote volume 24h: 575288
Price change 24h %: 97.649759

Quality

Capture latency ms: 5765
Order book timestamp: 2026-06-27 14:19:02.296000+02:00
Ticker timestamp: 2026-06-27 14:19:02.542000+02:00
Trades timestamp: 2026-06-27 14:18:31.958000+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: 1.31031
Best ask: 1.31203
Spread: 0.00172
Spread %: 0.131181
Mid price: 1.31117
Last price: 1.31176
Mark price: 1.30982
Index price: 1.307475

Order Book

Bid depth 5: 25
Ask depth 5: 22
Bid depth 10: 62
Ask depth 10: 51
Bid depth 20: 114
Ask depth 20: 113
Imbalance 5: 0.06383
Imbalance 10: 0.097345
Imbalance 20: 0.004405
Top bid size: 4
Top ask size: 1
Bid wall score: 0.035088
Ask wall score: 0.00885

Dynamics

Bid depth 5 delta: -12
Ask depth 5 delta: 2
Imbalance 5 delta: -0.234416
Bid depth 10 delta: -4
Ask depth 10 delta: 14
Imbalance 10 delta: -0.184208
Spread delta: 0.00056
Mid price delta: -0.00135
Wall shift score: 0.012683

Tape

Buy volume: 71
Sell volume: 122
Buy/sell delta: -51
Buy/sell ratio: 0.581967
Avg trade size: 1.93
Large trade count: 2
Largest trade size: 7

Candle

Return 1: 0.292829
Return 3: 2.300625
Volume 1: 320
Volume avg 5: 592.6
Momentum 5: 2.333346

Cross Exchange

Mid avg: 1.30300375
Mid median: 1.309175
Price deviation %: 0.626725
Spread %: 2.407898

Funding / OI / Volume

Funding rate: 0.000808
Funding delta: 0
Funding abs: 0.000808
Funding pressure: 0.000808
Open interest: -
Volume 24h: 34633900
Quote volume 24h: 33689078
Price change 24h %: 148.16

Quality

Capture latency ms: 9890
Order book timestamp: 2026-06-27 14:18:46+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:22.726000+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: 1.308
Best ask: 1.3084
Spread: 0.0004
Spread %: 0.030576
Mid price: 1.3082
Last price: 1.3099
Mark price: -
Index price: -

Order Book

Bid depth 5: 1253
Ask depth 5: 1032
Bid depth 10: 3624
Ask depth 10: 3176
Bid depth 20: 11578
Ask depth 20: 8372
Imbalance 5: 0.096718
Imbalance 10: 0.065882
Imbalance 20: 0.160702
Top bid size: 41
Top ask size: 54
Bid wall score: 0.003541
Ask wall score: 0.00645

Dynamics

Bid depth 5 delta: -4498
Ask depth 5 delta: -115
Imbalance 5 delta: -0.570722
Bid depth 10 delta: -11696
Ask depth 10 delta: -4344
Imbalance 10 delta: -0.275624
Spread delta: 0
Mid price delta: 0.0003
Wall shift score: -0.003529

Tape

Buy volume: 8443
Sell volume: 3674
Buy/sell delta: 4769
Buy/sell ratio: 2.29804
Avg trade size: 121.17
Large trade count: 10
Largest trade size: 2345

Candle

Return 1: 0.10705
Return 3: 1.962617
Volume 1: 338140
Volume avg 5: 905717.6
Momentum 5: 2.169502

Cross Exchange

Mid avg: 1.30292875
Mid median: 1.309025
Price deviation %: 0.404569
Spread %: 2.408037

Funding / OI / Volume

Funding rate: 0.00063658
Funding delta: 0
Funding abs: 0.00063658
Funding pressure: 0.00063658
Open interest: 32937476
Volume 24h: 583107006
Quote volume 24h: 543095925.19752
Price change 24h %: 148.275

Quality

Capture latency ms: 6676
Order book timestamp: 2026-06-27 14:18:35.825000+02:00
Ticker timestamp: 2026-06-27 14:18:29.222000+02:00
Trades timestamp: 2026-06-27 14:18:37.515000+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: 1.3099
Best ask: 1.3104
Spread: 0.0005
Spread %: 0.038164
Mid price: 1.31015
Last price: 1.31
Mark price: -
Index price: 1.3084

Order Book

Bid depth 5: 234
Ask depth 5: 163
Bid depth 10: 493
Ask depth 10: 691
Bid depth 20: 1306
Ask depth 20: 1618
Imbalance 5: 0.178841
Imbalance 10: -0.16723
Imbalance 20: -0.106703
Top bid size: 41
Top ask size: 6
Bid wall score: 0.031394
Ask wall score: 0.003708

Dynamics

Bid depth 5 delta: -705
Ask depth 5 delta: -78
Imbalance 5 delta: -0.412684
Bid depth 10 delta: -481
Ask depth 10 delta: -503
Imbalance 10 delta: -0.065754
Spread delta: 0.0004
Mid price delta: 0.0025
Wall shift score: 0.030315

Tape

Buy volume: 786
Sell volume: 922
Buy/sell delta: -136
Buy/sell ratio: 0.852495
Avg trade size: 17.08
Large trade count: 10
Largest trade size: 94

Candle

Return 1: 0.305998
Return 3: 2.126334
Volume 1: 7023
Volume avg 5: 20802
Momentum 5: 2.221876

Cross Exchange

Mid avg: 1.30230375
Mid median: 1.307775
Price deviation %: 0.60249
Spread %: 2.409192

Funding / OI / Volume

Funding rate: 0.000636
Funding delta: 0.000007
Funding abs: 0.000636
Funding pressure: 0.000643
Open interest: -
Volume 24h: 13909598
Quote volume 24h: 128775352.3209
Price change 24h %: 107.4

Quality

Capture latency ms: 5746
Order book timestamp: 2026-06-27 14:18:29.692000+02:00
Ticker timestamp: 2026-06-27 14:18:27.886000+02:00
Trades timestamp: 2026-06-27 14:18:29.749000+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: 1.24862
Best ask: 1.31367
Spread: 0.06505
Spread %: 5.077489
Mid price: 1.281145
Last price: 1.31405
Mark price: -
Index price: -

Order Book

Bid depth 5: 1098
Ask depth 5: 3629
Bid depth 10: 4666
Ask depth 10: 4913
Bid depth 20: 14178
Ask depth 20: 8541
Imbalance 5: -0.535435
Imbalance 10: -0.025786
Imbalance 20: 0.248118
Top bid size: 431
Top ask size: 34
Bid wall score: 0.030399
Ask wall score: 0.003981

Dynamics

Bid depth 5 delta: 264
Ask depth 5 delta: -215
Imbalance 5 delta: 0.108003
Bid depth 10 delta: 702
Ask depth 10 delta: -2302
Imbalance 10 delta: 0.265028
Spread delta: -0.00397
Mid price delta: 0.008595
Wall shift score: 0.0386

Tape

Buy volume: 4486
Sell volume: 8406
Buy/sell delta: -3920
Buy/sell ratio: 0.533666
Avg trade size: 128.92
Large trade count: 11
Largest trade size: 2000

Candle

Return 1: 1.080769
Return 3: 7.709016
Volume 1: 84
Volume avg 5: 150
Momentum 5: 7.329843

Cross Exchange

Mid avg: 1.300155
Mid median: 1.307775
Price deviation %: -1.462133
Spread %: 3.074249

Funding / OI / Volume

Funding rate: -0.00116535
Funding delta: 0.00010862
Funding abs: 0.00116535
Funding pressure: 0.00127398
Open interest: 102455
Volume 24h: 576268
Quote volume 24h: 576268
Price change 24h %: 107.968663

Quality

Capture latency ms: 4442
Order book timestamp: 2026-06-27 14:18:23.796000+02:00
Ticker timestamp: 2026-06-27 14:18:24.214000+02:00
Trades timestamp: 2026-06-27 14:18:18.802000+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: 1.31194
Best ask: 1.3131
Spread: 0.00116
Spread %: 0.08838
Mid price: 1.31252
Last price: 1.31352
Mark price: 1.31329
Index price: 1.31084

Order Book

Bid depth 5: 37
Ask depth 5: 20
Bid depth 10: 66
Ask depth 10: 37
Bid depth 20: 124
Ask depth 20: 94
Imbalance 5: 0.298246
Imbalance 10: 0.281553
Imbalance 20: 0.137615
Top bid size: 3
Top ask size: 1
Bid wall score: 0.024194
Ask wall score: 0.010638

Dynamics

Bid depth 5 delta: 11
Ask depth 5 delta: -2
Imbalance 5 delta: 0.214912
Bid depth 10 delta: 15
Ask depth 10 delta: -7
Imbalance 10 delta: 0.207869
Spread delta: -0.00103
Mid price delta: -0.003605
Wall shift score: 0.015734

Tape

Buy volume: 47
Sell volume: 216
Buy/sell delta: -169
Buy/sell ratio: 0.217593
Avg trade size: 2.63
Large trade count: 4
Largest trade size: 12

Candle

Return 1: 0.394517
Return 3: 2.404349
Volume 1: 202
Volume avg 5: 569
Momentum 5: 2.437103

Cross Exchange

Mid avg: 1.30105625
Mid median: 1.307775
Price deviation %: 0.881111
Spread %: 3.349202

Funding / OI / Volume

Funding rate: 0.000808
Funding delta: -0.000007
Funding abs: 0.000808
Funding pressure: 0.000815
Open interest: -
Volume 24h: 34608700
Quote volume 24h: 33656036
Price change 24h %: 148.5

Quality

Capture latency ms: 9403
Order book timestamp: 2026-06-27 14:18:10+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:22.690000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 13072
gate: 13073
htx: 12976
mexc: 13070

By Symbol

VELVET/USDT:USDT: 52191

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.