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: 52707
Total labels: 158121
Pending labels: 138641
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 18:52:47.470720+02:00
Recent trades snapshots: 52706
Micro candles: 1054040
Avg data quality: 75.9952948319040753
Latest latency: 5210 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 115 of 5271 · 52707 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 15:45:22.415920+02:00	gate	VELVET/USDT:USDT	1.4391	68	9725 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 15:45:12.541339+02:00	binance	VELVET/USDT:USDT	1.45205	80	9915 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 15:45:02.277339+02:00	mexc	VELVET/USDT:USDT	1.4598	68	5648 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 15:44:56.562547+02:00	htx	VELVET/USDT:USDT	1.438565	80	5938 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 15:44:40.563243+02:00	gate	VELVET/USDT:USDT	1.45439	68	9865 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 15:44:30.563311+02:00	binance	VELVET/USDT:USDT	1.4585	80	5799 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 15:44:24.670055+02:00	mexc	VELVET/USDT:USDT	1.45995	68	6622 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 15:44:17.977082+02:00	htx	VELVET/USDT:USDT	1.439675	90	4067 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 15:44:03.366929+02:00	gate	VELVET/USDT:USDT	1.457635	68	10444 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 15:43:52.840389+02:00	binance	VELVET/USDT:USDT	1.4589	80	7055 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.43776
Best ask: 1.44044
Spread: 0.00268
Spread %: 0.186228
Mid price: 1.4391
Last price: 1.44233
Mark price: 1.44008
Index price: 1.436055

Order Book

Bid depth 5: 29
Ask depth 5: 27
Bid depth 10: 59
Ask depth 10: 56
Bid depth 20: 113
Ask depth 20: 125
Imbalance 5: 0.035714
Imbalance 10: 0.026087
Imbalance 20: -0.05042
Top bid size: 7
Top ask size: 3
Bid wall score: 0.061947
Ask wall score: 0.024

Dynamics

Bid depth 5 delta: 8
Ask depth 5 delta: 8
Imbalance 5 delta: -0.014286
Bid depth 10 delta: 4
Ask depth 10 delta: 1
Imbalance 10 delta: 0.026087
Spread delta: 0.0007
Mid price delta: -0.01529
Wall shift score: 0.036621

Tape

Buy volume: 42
Sell volume: 133
Buy/sell delta: -91
Buy/sell ratio: 0.315789
Avg trade size: 1.75
Large trade count: 0
Largest trade size: 5

Candle

Return 1: -1.356706
Return 3: -2.736957
Volume 1: 137
Volume avg 5: 559.6
Momentum 5: -0.075695

Cross Exchange

Mid avg: 1.45120125
Mid median: 1.45322
Price deviation %: -0.833878
Spread %: 1.463271

Funding / OI / Volume

Funding rate: 0.000871
Funding delta: -0.000003
Funding abs: 0.000871
Funding pressure: 0.000874
Open interest: -
Volume 24h: 36800400
Quote volume 24h: 38073955
Price change 24h %: 126.84

Quality

Capture latency ms: 9725
Order book timestamp: 2026-06-27 15:45:21+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:27.921000+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: 1.452
Best ask: 1.4521
Spread: 0.0001
Spread %: 0.006887
Mid price: 1.45205
Last price: 1.4564
Mark price: -
Index price: -

Order Book

Bid depth 5: 1008
Ask depth 5: 402
Bid depth 10: 3941
Ask depth 10: 1559
Bid depth 20: 13090
Ask depth 20: 6998
Imbalance 5: 0.429787
Imbalance 10: 0.433091
Imbalance 20: 0.303266
Top bid size: 35
Top ask size: 16
Bid wall score: 0.002674
Ask wall score: 0.002286

Dynamics

Bid depth 5 delta: 666
Ask depth 5 delta: -612
Imbalance 5 delta: 0.925362
Bid depth 10 delta: 1633
Ask depth 10 delta: 165
Imbalance 10 delta: 0.186197
Spread delta: -0.0001
Mid price delta: -0.00645
Wall shift score: 0.002592

Tape

Buy volume: 9487
Sell volume: 5176
Buy/sell delta: 4311
Buy/sell ratio: 1.832883
Avg trade size: 146.63
Large trade count: 9
Largest trade size: 986

Candle

Return 1: -0.233148
Return 3: -1.662724
Volume 1: 57440
Volume avg 5: 630706.6
Momentum 5: 0.901588

Cross Exchange

Mid avg: 1.45281375
Mid median: 1.456445
Price deviation %: -0.05257
Spread %: 1.461646

Funding / OI / Volume

Funding rate: 0.00068402
Funding delta: -0.00000173
Funding abs: 0.00068402
Funding pressure: 0.00068575
Open interest: 33772964
Volume 24h: 606878091
Quote volume 24h: 608085726.90215
Price change 24h %: 131.211

Quality

Capture latency ms: 9915
Order book timestamp: 2026-06-27 15:45:09.950000+02:00
Ticker timestamp: 2026-06-27 15:45:03.510000+02:00
Trades timestamp: 2026-06-27 15:45:11.665000+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: 1.4597
Best ask: 1.4599
Spread: 0.0002
Spread %: 0.013701
Mid price: 1.4598
Last price: 1.4586
Mark price: -
Index price: 1.4555

Order Book

Bid depth 5: 147
Ask depth 5: 68
Bid depth 10: 723
Ask depth 10: 690
Bid depth 20: 1705
Ask depth 20: 1931
Imbalance 5: 0.367442
Imbalance 10: 0.023355
Imbalance 20: -0.062156
Top bid size: 17
Top ask size: 3
Bid wall score: 0.009971
Ask wall score: 0.001554

Dynamics

Bid depth 5 delta: -885
Ask depth 5 delta: -399
Imbalance 5 delta: -0.009476
Bid depth 10 delta: -467
Ask depth 10 delta: -664
Imbalance 10 delta: 0.08782
Spread delta: 0.0001
Mid price delta: -0.00015
Wall shift score: -0.0029

Tape

Buy volume: 638
Sell volume: 1650
Buy/sell delta: -1012
Buy/sell ratio: 0.386667
Avg trade size: 22.88
Large trade count: 8
Largest trade size: 211

Candle

Return 1: 0.020587
Return 3: -1.50696
Volume 1: 613
Volume avg 5: 19085.2
Momentum 5: 1.060879

Cross Exchange

Mid avg: 1.45285125
Mid median: 1.456445
Price deviation %: 0.478284
Spread %: 1.471933

Funding / OI / Volume

Funding rate: 0.000685
Funding delta: 0.000016
Funding abs: 0.000685
Funding pressure: 0.000701
Open interest: -
Volume 24h: 15232722
Quote volume 24h: 149666271.9012
Price change 24h %: 130.93

Quality

Capture latency ms: 5648
Order book timestamp: 2026-06-27 15:45:00.665000+02:00
Ticker timestamp: 2026-06-27 15:44:59.840000+02:00
Trades timestamp: 2026-06-27 15:45:01.276000+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: 1.42146
Best ask: 1.45567
Spread: 0.03421
Spread %: 2.378064
Mid price: 1.438565
Last price: 1.4207
Mark price: -
Index price: -

Order Book

Bid depth 5: 4409
Ask depth 5: 3549
Bid depth 10: 5188
Ask depth 10: 7797
Bid depth 20: 7391
Ask depth 20: 12030
Imbalance 5: 0.108067
Imbalance 10: -0.200924
Imbalance 20: -0.238865
Top bid size: 56
Top ask size: 38
Bid wall score: 0.007577
Ask wall score: 0.003159

Dynamics

Bid depth 5 delta: -68
Ask depth 5 delta: -197
Imbalance 5 delta: 0.01917
Bid depth 10 delta: 108
Ask depth 10 delta: -1085
Imbalance 10 delta: 0.071386
Spread delta: -0.00222
Mid price delta: -0.00111
Wall shift score: 0.00576

Tape

Buy volume: 11874
Sell volume: 2886
Buy/sell delta: 8988
Buy/sell ratio: 4.114345
Avg trade size: 147.6
Large trade count: 3
Largest trade size: 5806

Candle

Return 1: 0
Return 3: -0.775248
Volume 1: 0
Volume avg 5: 1643.6
Momentum 5: 2.189519

Cross Exchange

Mid avg: 1.45312875
Mid median: 1.456445
Price deviation %: -1.002234
Spread %: 1.395265

Funding / OI / Volume

Funding rate: -0.00393882
Funding delta: 0.00005848
Funding abs: 0.00393882
Funding pressure: 0.00399729
Open interest: 100919
Volume 24h: 651422
Quote volume 24h: 651422
Price change 24h %: 124.84767

Quality

Capture latency ms: 5938
Order book timestamp: 2026-06-27 15:44:55.038000+02:00
Ticker timestamp: 2026-06-27 15:44:55.558000+02:00
Trades timestamp: 2026-06-27 15:43:50.090000+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: 1.4534
Best ask: 1.45538
Spread: 0.00198
Spread %: 0.13614
Mid price: 1.45439
Last price: 1.456
Mark price: 1.45719
Index price: 1.456475

Order Book

Bid depth 5: 21
Ask depth 5: 19
Bid depth 10: 55
Ask depth 10: 55
Bid depth 20: 96
Ask depth 20: 110
Imbalance 5: 0.05
Imbalance 10: 0
Imbalance 20: -0.067961
Top bid size: 1
Top ask size: 1
Bid wall score: 0.010417
Ask wall score: 0.009091

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.026923
Bid depth 10 delta: -3
Ask depth 10 delta: 10
Imbalance 10 delta: -0.126214
Spread delta: -0.00019
Mid price delta: -0.003245
Wall shift score: 0.001811

Tape

Buy volume: 137
Sell volume: 76
Buy/sell delta: 61
Buy/sell ratio: 1.802632
Avg trade size: 2.13
Large trade count: 2
Largest trade size: 10

Candle

Return 1: 0.225783
Return 3: -0.245276
Volume 1: 101
Volume avg 5: 582.4
Momentum 5: 1.261597

Cross Exchange

Mid avg: 1.45394
Mid median: 1.4580675
Price deviation %: 0.03095
Spread %: 1.394487

Funding / OI / Volume

Funding rate: 0.000874
Funding delta: 0
Funding abs: 0.000874
Funding pressure: 0.000874
Open interest: -
Volume 24h: 36786000
Quote volume 24h: 38053071
Price change 24h %: 130.98

Quality

Capture latency ms: 9865
Order book timestamp: 2026-06-27 15:44:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:27.878000+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: 1.4584
Best ask: 1.4586
Spread: 0.0002
Spread %: 0.013713
Mid price: 1.4585
Last price: 1.4568
Mark price: -
Index price: -

Order Book

Bid depth 5: 342
Ask depth 5: 1014
Bid depth 10: 2308
Ask depth 10: 1394
Bid depth 20: 7004
Ask depth 20: 5860
Imbalance 5: -0.495575
Imbalance 10: 0.246894
Imbalance 20: 0.08893
Top bid size: 24
Top ask size: 33
Bid wall score: 0.003427
Ask wall score: 0.005631

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -263
Imbalance 5 delta: 0.083893
Bid depth 10 delta: 1043
Ask depth 10 delta: -2032
Imbalance 10 delta: 0.707563
Spread delta: -0.0002
Mid price delta: -0.0004
Wall shift score: -0.031216

Tape

Buy volume: 5819
Sell volume: 3131
Buy/sell delta: 2688
Buy/sell ratio: 1.858512
Avg trade size: 89.5
Large trade count: 13
Largest trade size: 565

Candle

Return 1: 0.537449
Return 3: -0.109537
Volume 1: 233245
Volume avg 5: 710945.4
Momentum 5: 1.305284

Cross Exchange

Mid avg: 1.45404
Mid median: 1.4582675
Price deviation %: 0.306732
Spread %: 1.394391

Funding / OI / Volume

Funding rate: 0.00068575
Funding delta: 0.00001673
Funding abs: 0.00068575
Funding pressure: 0.00070248
Open interest: 33770144
Volume 24h: 607085023
Quote volume 24h: 608014423.08485
Price change 24h %: 128.374

Quality

Capture latency ms: 5799
Order book timestamp: 2026-06-27 15:44:28.365000+02:00
Ticker timestamp: 2026-06-27 15:44:19.450000+02:00
Trades timestamp: 2026-06-27 15:44:29.814000+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: 1.4599
Best ask: 1.46
Spread: 0.0001
Spread %: 0.00685
Mid price: 1.45995
Last price: 1.4577
Mark price: -
Index price: 1.4546

Order Book

Bid depth 5: 1032
Ask depth 5: 467
Bid depth 10: 1190
Ask depth 10: 1354
Bid depth 20: 2705
Ask depth 20: 2267
Imbalance 5: 0.376918
Imbalance 10: -0.064465
Imbalance 20: 0.088093
Top bid size: 33
Top ask size: 2
Bid wall score: 0.0122
Ask wall score: 0.000882

Dynamics

Bid depth 5 delta: 916
Ask depth 5 delta: 248
Imbalance 5 delta: 0.684381
Bid depth 10 delta: 585
Ask depth 10 delta: 346
Imbalance 10 delta: 0.18538
Spread delta: -0.0001
Mid price delta: 0.00215
Wall shift score: 0.013213

Tape

Buy volume: 2185
Sell volume: 605
Buy/sell delta: 1580
Buy/sell ratio: 3.61157
Avg trade size: 27.9
Large trade count: 8
Largest trade size: 236

Candle

Return 1: 0.564544
Return 3: -0.157211
Volume 1: 7225
Volume avg 5: 20630.8
Momentum 5: 1.353039

Cross Exchange

Mid avg: 1.4535025
Mid median: 1.4577175
Price deviation %: 0.443584
Spread %: 1.322667

Funding / OI / Volume

Funding rate: 0.000669
Funding delta: 0
Funding abs: 0.000669
Funding pressure: 0.000669
Open interest: -
Volume 24h: 15221529
Quote volume 24h: 149503020.7041
Price change 24h %: 130.79

Quality

Capture latency ms: 6622
Order book timestamp: 2026-06-27 15:44:23.020000+02:00
Ticker timestamp: 2026-06-27 15:44:20.811000+02:00
Trades timestamp: 2026-06-27 15:44:23.435000+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: 1.42146
Best ask: 1.45789
Spread: 0.03643
Spread %: 2.530432
Mid price: 1.439675
Last price: 1.4207
Mark price: -
Index price: -

Order Book

Bid depth 5: 4477
Ask depth 5: 3746
Bid depth 10: 5080
Ask depth 10: 8882
Bid depth 20: 6074
Ask depth 20: 12214
Imbalance 5: 0.088897
Imbalance 10: -0.272311
Imbalance 20: -0.335739
Top bid size: 56
Top ask size: 129
Bid wall score: 0.00922
Ask wall score: 0.010562

Dynamics

Bid depth 5 delta: 1204
Ask depth 5 delta: 141
Imbalance 5 delta: 0.137167
Bid depth 10 delta: 69
Ask depth 10 delta: 4564
Imbalance 10 delta: -0.346595
Spread delta: 0.00617
Mid price delta: -0.010455
Wall shift score: -0.011236

Tape

Buy volume: 11874
Sell volume: 2886
Buy/sell delta: 8988
Buy/sell ratio: 4.114345
Avg trade size: 147.6
Large trade count: 3
Largest trade size: 5806

Candle

Return 1: 0
Return 3: -0.775248
Volume 1: 0
Volume avg 5: 1643.6
Momentum 5: 2.189519

Cross Exchange

Mid avg: 1.45611625
Mid median: 1.4577175
Price deviation %: -1.129117
Spread %: 0.602287

Funding / OI / Volume

Funding rate: -0.00399729
Funding delta: 0.0000435
Funding abs: 0.00399729
Funding pressure: 0.0040408
Open interest: 100919
Volume 24h: 651422
Quote volume 24h: 651422
Price change 24h %: 124.84767

Quality

Capture latency ms: 4067
Order book timestamp: 2026-06-27 15:44:16.638000+02:00
Ticker timestamp: 2026-06-27 15:44:16.976000+02:00
Trades timestamp: 2026-06-27 15:43:50.090000+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: 1.45655
Best ask: 1.45872
Spread: 0.00217
Spread %: 0.148871
Mid price: 1.457635
Last price: 1.45811
Mark price: 1.45083
Index price: 1.448713

Order Book

Bid depth 5: 21
Ask depth 5: 18
Bid depth 10: 58
Ask depth 10: 45
Bid depth 20: 104
Ask depth 20: 99
Imbalance 5: 0.076923
Imbalance 10: 0.126214
Imbalance 20: 0.024631
Top bid size: 1
Top ask size: 1
Bid wall score: 0.009615
Ask wall score: 0.010101

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 6
Imbalance 5 delta: -0.195804
Bid depth 10 delta: 9
Ask depth 10 delta: 5
Imbalance 10 delta: 0.02509
Spread delta: 0.00008
Mid price delta: -0.00809
Wall shift score: 0.049305

Tape

Buy volume: 86
Sell volume: 155
Buy/sell delta: -69
Buy/sell ratio: 0.554839
Avg trade size: 2.41
Large trade count: 2
Largest trade size: 10

Candle

Return 1: 0.272592
Return 3: -0.198687
Volume 1: 12
Volume avg 5: 564.6
Momentum 5: 1.30889

Cross Exchange

Mid avg: 1.45813875
Mid median: 1.45835
Price deviation %: -0.034547
Spread %: 1.069514

Funding / OI / Volume

Funding rate: 0.000874
Funding delta: -0.000028
Funding abs: 0.000874
Funding pressure: 0.000902
Open interest: -
Volume 24h: 36767500
Quote volume 24h: 38026139
Price change 24h %: 129.35

Quality

Capture latency ms: 10444
Order book timestamp: 2026-06-27 15:44:02+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:27.841000+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: 1.4587
Best ask: 1.4591
Spread: 0.0004
Spread %: 0.027418
Mid price: 1.4589
Last price: 1.459
Mark price: -
Index price: -

Order Book

Bid depth 5: 340
Ask depth 5: 1277
Bid depth 10: 1265
Ask depth 10: 3426
Bid depth 20: 7479
Ask depth 20: 5712
Imbalance 5: -0.579468
Imbalance 10: -0.460669
Imbalance 20: 0.133955
Top bid size: 234
Top ask size: 13
Bid wall score: 0.031288
Ask wall score: 0.002276

Dynamics

Bid depth 5 delta: -447
Ask depth 5 delta: 639
Imbalance 5 delta: -0.68403
Bid depth 10 delta: -1279
Ask depth 10 delta: 2027
Imbalance 10 delta: -0.751057
Spread delta: 0
Mid price delta: -0.0099
Wall shift score: 0.033121

Tape

Buy volume: 4473
Sell volume: 13101
Buy/sell delta: -8628
Buy/sell ratio: 0.341424
Avg trade size: 175.74
Large trade count: 7
Largest trade size: 2348

Candle

Return 1: -1.399121
Return 3: 1.172065
Volume 1: 774928
Volume avg 5: 854502.4
Momentum 5: -0.782153

Cross Exchange

Mid avg: 1.46061375
Mid median: 1.4617625
Price deviation %: -0.117331
Spread %: 1.27823

Funding / OI / Volume

Funding rate: 0.00066902
Funding delta: 0
Funding abs: 0.00066902
Funding pressure: 0.00066902
Open interest: 33722772
Volume 24h: 607130710
Quote volume 24h: 607773029.73745
Price change 24h %: 124.842

Quality

Capture latency ms: 7055
Order book timestamp: 2026-06-27 15:43:50.688000+02:00
Ticker timestamp: 2026-06-27 15:43:45.363000+02:00
Trades timestamp: 2026-06-27 15:43:52.355000+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: 13201
gate: 13202
htx: 13105
mexc: 13200

By Symbol

VELVET/USDT:USDT: 52708

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.