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: 53217
Total labels: 159651
Pending labels: 140168
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 20:17:49.536366+02:00
Recent trades snapshots: 53215
Micro candles: 1064220
Avg data quality: 75.9990228686322040
Latest latency: 11571 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 116 of 5322 · 53217 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 17:08:35.473918+02:00	gate	VELVET/USDT:USDT	1.34694	68	10312 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 17:08:25.065338+02:00	binance	VELVET/USDT:USDT	1.3457	80	7659 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 17:08:17.312338+02:00	mexc	VELVET/USDT:USDT	1.34715	78	4092 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 17:08:13.174330+02:00	htx	VELVET/USDT:USDT	1.33103	80	5099 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 17:07:57.738068+02:00	gate	VELVET/USDT:USDT	1.35242	68	10674 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 17:07:46.951756+02:00	binance	VELVET/USDT:USDT	1.3591	80	6545 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 17:07:40.328029+02:00	mexc	VELVET/USDT:USDT	1.3582	78	4392 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 17:07:35.877585+02:00	htx	VELVET/USDT:USDT	1.331265	90	4834 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 17:07:20.648043+02:00	gate	VELVET/USDT:USDT	1.344775	68	10349 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 17:07:10.132726+02:00	binance	VELVET/USDT:USDT	1.34615	80	7385 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.34535
Best ask: 1.34853
Spread: 0.00318
Spread %: 0.236091
Mid price: 1.34694
Last price: 1.34142
Mark price: 1.34484
Index price: 1.344673

Order Book

Bid depth 5: 20
Ask depth 5: 20
Bid depth 10: 49
Ask depth 10: 37
Bid depth 20: 84
Ask depth 20: 76
Imbalance 5: 0
Imbalance 10: 0.139535
Imbalance 20: 0.05
Top bid size: 7
Top ask size: 6
Bid wall score: 0.083333
Ask wall score: 0.078947

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: 9
Imbalance 5 delta: -0.153846
Bid depth 10 delta: 5
Ask depth 10 delta: 4
Imbalance 10 delta: -0.003322
Spread delta: 0.00034
Mid price delta: -0.00548
Wall shift score: 0.001941

Tape

Buy volume: 46
Sell volume: 158
Buy/sell delta: -112
Buy/sell ratio: 0.291139
Avg trade size: 2.04
Large trade count: 0
Largest trade size: 6

Candle

Return 1: -0.677492
Return 3: -0.827289
Volume 1: 322
Volume avg 5: 293
Momentum 5: -2.340616

Cross Exchange

Mid avg: 1.344075
Mid median: 1.346425
Price deviation %: 0.213158
Spread %: 1.591429

Funding / OI / Volume

Funding rate: 0.000591
Funding delta: -0.000009
Funding abs: 0.000591
Funding pressure: 0.0006
Open interest: -
Volume 24h: 39010700
Quote volume 24h: 42414248
Price change 24h %: 123.71

Quality

Capture latency ms: 10312
Order book timestamp: 2026-06-27 17:08:34+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:32.911000+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: 1.3456
Best ask: 1.3458
Spread: 0.0002
Spread %: 0.014862
Mid price: 1.3457
Last price: 1.3462
Mark price: -
Index price: -

Order Book

Bid depth 5: 446
Ask depth 5: 548
Bid depth 10: 1959
Ask depth 10: 2678
Bid depth 20: 7740
Ask depth 20: 9128
Imbalance 5: -0.102616
Imbalance 10: -0.155057
Imbalance 20: -0.082286
Top bid size: 16
Top ask size: 8
Bid wall score: 0.002067
Ask wall score: 0.000876

Dynamics

Bid depth 5 delta: -174
Ask depth 5 delta: -485
Imbalance 5 delta: 0.147233
Bid depth 10 delta: -320
Ask depth 10 delta: 377
Imbalance 10 delta: -0.150254
Spread delta: -0.0002
Mid price delta: -0.0134
Wall shift score: 0.002368

Tape

Buy volume: 934
Sell volume: 3772
Buy/sell delta: -2838
Buy/sell ratio: 0.247614
Avg trade size: 47.06
Large trade count: 8
Largest trade size: 607

Candle

Return 1: -0.560927
Return 3: -0.325516
Volume 1: 166127
Volume avg 5: 548050.6
Momentum 5: -2.021671

Cross Exchange

Mid avg: 1.347425
Mid median: 1.349785
Price deviation %: -0.128022
Spread %: 2.083233

Funding / OI / Volume

Funding rate: 0.00072149
Funding delta: -0.00000341
Funding abs: 0.00072149
Funding pressure: 0.0007249
Open interest: 34574444
Volume 24h: 647661055
Quote volume 24h: 684038568.23919
Price change 24h %: 122.586

Quality

Capture latency ms: 7659
Order book timestamp: 2026-06-27 17:08:22.939000+02:00
Ticker timestamp: 2026-06-27 17:08:19.299000+02:00
Trades timestamp: 2026-06-27 17:08:24.635000+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: 1.347
Best ask: 1.3473
Spread: 0.0003
Spread %: 0.022269
Mid price: 1.34715
Last price: 1.3475
Mark price: -
Index price: 1.3473

Order Book

Bid depth 5: 378
Ask depth 5: 133
Bid depth 10: 643
Ask depth 10: 595
Bid depth 20: 1778
Ask depth 20: 1302
Imbalance 5: 0.479452
Imbalance 10: 0.038772
Imbalance 20: 0.154545
Top bid size: 179
Top ask size: 3
Bid wall score: 0.100675
Ask wall score: 0.002304

Dynamics

Bid depth 5 delta: 189
Ask depth 5 delta: 93
Imbalance 5 delta: -0.171203
Bid depth 10 delta: 337
Ask depth 10 delta: 202
Imbalance 10 delta: 0.163236
Spread delta: 0.0001
Mid price delta: -0.01105
Wall shift score: 0.097394

Tape

Buy volume: 1161
Sell volume: 1533
Buy/sell delta: -372
Buy/sell ratio: 0.757339
Avg trade size: 26.94
Large trade count: 5
Largest trade size: 411

Candle

Return 1: -0.509902
Return 3: -0.480485
Volume 1: 4110
Volume avg 5: 14563
Momentum 5: -2.037401

Cross Exchange

Mid avg: 1.3501875
Mid median: 1.35531
Price deviation %: -0.224969
Spread %: 2.078971

Funding / OI / Volume

Funding rate: 0.000724
Funding delta: -0.000002
Funding abs: 0.000724
Funding pressure: 0.000726
Open interest: -
Volume 24h: 15922801
Quote volume 24h: 165857117.1777
Price change 24h %: 113.34

Quality

Capture latency ms: 4092
Order book timestamp: 2026-06-27 17:08:15.426000+02:00
Ticker timestamp: 2026-06-27 17:08:13.928000+02:00
Trades timestamp: 2026-06-27 17:08:16.190000+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: 1.31423
Best ask: 1.34783
Spread: 0.0336
Spread %: 2.524361
Mid price: 1.33103
Last price: 1.34828
Mark price: -
Index price: -

Order Book

Bid depth 5: 4621
Ask depth 5: 1122
Bid depth 10: 7967
Ask depth 10: 1767
Bid depth 20: 17149
Ask depth 20: 3517
Imbalance 5: 0.609263
Imbalance 10: 0.636943
Imbalance 20: 0.659634
Top bid size: 242
Top ask size: 28
Bid wall score: 0.014112
Ask wall score: 0.007961

Dynamics

Bid depth 5 delta: -305
Ask depth 5 delta: -131
Imbalance 5 delta: 0.014831
Bid depth 10 delta: -2384
Ask depth 10 delta: -38
Imbalance 10 delta: -0.066085
Spread delta: -0.00037
Mid price delta: -0.000235
Wall shift score: -0.019025

Tape

Buy volume: 20680
Sell volume: 18716
Buy/sell delta: 1964
Buy/sell ratio: 1.104937
Avg trade size: 393.96
Large trade count: 7
Largest trade size: 5998

Candle

Return 1: 0
Return 3: -1.077793
Volume 1: 0
Volume avg 5: 56.8
Momentum 5: -0.340015

Cross Exchange

Mid avg: 1.35024625
Mid median: 1.35531
Price deviation %: -1.423166
Spread %: 2.061476

Funding / OI / Volume

Funding rate: -0.00206721
Funding delta: 0.00001571
Funding abs: 0.00206721
Funding pressure: 0.00208292
Open interest: 105322
Volume 24h: 789018
Quote volume 24h: 789018
Price change 24h %: 113.386088

Quality

Capture latency ms: 5099
Order book timestamp: 2026-06-27 17:08:11.638000+02:00
Ticker timestamp: 2026-06-27 17:08:12.135000+02:00
Trades timestamp: 2026-06-27 17:07:32.145000+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: 1.351
Best ask: 1.35384
Spread: 0.00284
Spread %: 0.209994
Mid price: 1.35242
Last price: 1.35384
Mark price: 1.35466
Index price: 1.35449

Order Book

Bid depth 5: 15
Ask depth 5: 11
Bid depth 10: 44
Ask depth 10: 33
Bid depth 20: 69
Ask depth 20: 83
Imbalance 5: 0.153846
Imbalance 10: 0.142857
Imbalance 20: -0.092105
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014493
Ask wall score: 0.012048

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 2
Imbalance 5 delta: -0.126154
Bid depth 10 delta: 3
Ask depth 10 delta: 7
Imbalance 10 delta: -0.081023
Spread delta: 0.00049
Mid price delta: 0.007645
Wall shift score: 0.007303

Tape

Buy volume: 79
Sell volume: 127
Buy/sell delta: -48
Buy/sell ratio: 0.622047
Avg trade size: 2.06
Large trade count: 0
Largest trade size: 6

Candle

Return 1: 0.657249
Return 3: -0.157819
Volume 1: 547
Volume avg 5: 308.4
Momentum 5: -0.779784

Cross Exchange

Mid avg: 1.348335
Mid median: 1.3514875
Price deviation %: 0.302966
Spread %: 2.064398

Funding / OI / Volume

Funding rate: 0.0006
Funding delta: 0
Funding abs: 0.0006
Funding pressure: 0.0006
Open interest: -
Volume 24h: 38976900
Quote volume 24h: 42368656
Price change 24h %: 124.93

Quality

Capture latency ms: 10674
Order book timestamp: 2026-06-27 17:07:56+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:32.872000+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: 1.3589
Best ask: 1.3593
Spread: 0.0004
Spread %: 0.029431
Mid price: 1.3591
Last price: 1.3557
Mark price: -
Index price: -

Order Book

Bid depth 5: 620
Ask depth 5: 1033
Bid depth 10: 2279
Ask depth 10: 2301
Bid depth 20: 7643
Ask depth 20: 6468
Imbalance 5: -0.249849
Imbalance 10: -0.004803
Imbalance 20: 0.083268
Top bid size: 4
Top ask size: 11
Bid wall score: 0.000523
Ask wall score: 0.001701

Dynamics

Bid depth 5 delta: 216
Ask depth 5 delta: 944
Imbalance 5 delta: -0.888794
Bid depth 10 delta: -19
Ask depth 10 delta: 1174
Imbalance 10 delta: -0.346701
Spread delta: 0.0003
Mid price delta: 0.01295
Wall shift score: -0.039343

Tape

Buy volume: 2993
Sell volume: 4147
Buy/sell delta: -1154
Buy/sell ratio: 0.721727
Avg trade size: 71.4
Large trade count: 8
Largest trade size: 736

Candle

Return 1: 0.608263
Return 3: -0.213361
Volume 1: 709583
Volume avg 5: 729206.2
Momentum 5: -0.710102

Cross Exchange

Mid avg: 1.3450975
Mid median: 1.3454625
Price deviation %: 1.041003
Spread %: 2.002457

Funding / OI / Volume

Funding rate: 0.0007249
Funding delta: 0
Funding abs: 0.0007249
Funding pressure: 0.0007249
Open interest: 34564656
Volume 24h: 647626942
Quote volume 24h: 683810585.03549
Price change 24h %: 125.612

Quality

Capture latency ms: 6545
Order book timestamp: 2026-06-27 17:07:44.789000+02:00
Ticker timestamp: 2026-06-27 17:07:37.124000+02:00
Trades timestamp: 2026-06-27 17:07:46.437000+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: 1.3581
Best ask: 1.3583
Spread: 0.0002
Spread %: 0.014725
Mid price: 1.3582
Last price: 1.3565
Mark price: -
Index price: 1.3537

Order Book

Bid depth 5: 189
Ask depth 5: 40
Bid depth 10: 306
Ask depth 10: 393
Bid depth 20: 1074
Ask depth 20: 1092
Imbalance 5: 0.650655
Imbalance 10: -0.124464
Imbalance 20: -0.00831
Top bid size: 4
Top ask size: 3
Bid wall score: 0.003724
Ask wall score: 0.002747

Dynamics

Bid depth 5 delta: -61
Ask depth 5 delta: -156
Imbalance 5 delta: 0.529579
Bid depth 10 delta: -202
Ask depth 10 delta: -75
Imbalance 10 delta: -0.165447
Spread delta: 0
Mid price delta: 0.0076
Wall shift score: -0.051209

Tape

Buy volume: 1138
Sell volume: 578
Buy/sell delta: 560
Buy/sell ratio: 1.968858
Avg trade size: 17.16
Large trade count: 8
Largest trade size: 255

Candle

Return 1: 0.704852
Return 3: -0.132441
Volume 1: 15965
Volume avg 5: 18543.6
Momentum 5: -0.549531

Cross Exchange

Mid avg: 1.3431975
Mid median: 1.3454625
Price deviation %: 1.116924
Spread %: 1.439476

Funding / OI / Volume

Funding rate: 0.000726
Funding delta: 0
Funding abs: 0.000726
Funding pressure: 0.000726
Open interest: -
Volume 24h: 15915720
Quote volume 24h: 165761213.8671
Price change 24h %: 114.77

Quality

Capture latency ms: 4392
Order book timestamp: 2026-06-27 17:07:38.799000+02:00
Ticker timestamp: 2026-06-27 17:07:37.887000+02:00
Trades timestamp: 2026-06-27 17:07:39.638000+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: 1.31428
Best ask: 1.34825
Spread: 0.03397
Spread %: 2.551708
Mid price: 1.331265
Last price: 1.34828
Mark price: -
Index price: -

Order Book

Bid depth 5: 4926
Ask depth 5: 1253
Bid depth 10: 10351
Ask depth 10: 1805
Bid depth 20: 21223
Ask depth 20: 3664
Imbalance 5: 0.594433
Imbalance 10: 0.703027
Imbalance 20: 0.705549
Top bid size: 598
Top ask size: 11
Bid wall score: 0.028177
Ask wall score: 0.003002

Dynamics

Bid depth 5 delta: 1303
Ask depth 5 delta: -110
Imbalance 5 delta: 0.141164
Bid depth 10 delta: 4085
Ask depth 10 delta: -131
Imbalance 10 delta: 0.175107
Spread delta: 0.01558
Mid price delta: -0.00793
Wall shift score: 0.04523

Tape

Buy volume: 20680
Sell volume: 18716
Buy/sell delta: 1964
Buy/sell ratio: 1.104937
Avg trade size: 393.96
Large trade count: 7
Largest trade size: 5998

Candle

Return 1: -1.077793
Return 3: -1.077793
Volume 1: 262
Volume avg 5: 122.4
Momentum 5: -0.334122

Cross Exchange

Mid avg: 1.34518
Mid median: 1.3454625
Price deviation %: -1.034434
Spread %: 0.847842

Funding / OI / Volume

Funding rate: -0.00208292
Funding delta: 0.00001414
Funding abs: 0.00208292
Funding pressure: 0.00209706
Open interest: 105322
Volume 24h: 789018
Quote volume 24h: 789018
Price change 24h %: 113.386088

Quality

Capture latency ms: 4834
Order book timestamp: 2026-06-27 17:07:34.138000+02:00
Ticker timestamp: 2026-06-27 17:07:34.452000+02:00
Trades timestamp: 2026-06-27 17:07:32.145000+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: 1.3436
Best ask: 1.34595
Spread: 0.00235
Spread %: 0.17475
Mid price: 1.344775
Last price: 1.3435
Mark price: 1.33891
Index price: 1.33743

Order Book

Bid depth 5: 16
Ask depth 5: 9
Bid depth 10: 41
Ask depth 10: 26
Bid depth 20: 95
Ask depth 20: 65
Imbalance 5: 0.28
Imbalance 10: 0.223881
Imbalance 20: 0.1875
Top bid size: 1
Top ask size: 1
Bid wall score: 0.010526
Ask wall score: 0.015385

Dynamics

Bid depth 5 delta: -8
Ask depth 5 delta: -7
Imbalance 5 delta: 0.08
Bid depth 10 delta: -12
Ask depth 10 delta: -21
Imbalance 10 delta: 0.163881
Spread delta: -0.00059
Mid price delta: -0.004925
Wall shift score: -0.063542

Tape

Buy volume: 76
Sell volume: 104
Buy/sell delta: -28
Buy/sell ratio: 0.730769
Avg trade size: 1.8
Large trade count: 3
Largest trade size: 6

Candle

Return 1: -0.073606
Return 3: -0.882756
Volume 1: 242
Volume avg 5: 247.4
Momentum 5: -1.500205

Cross Exchange

Mid avg: 1.34641125
Mid median: 1.347925
Price deviation %: -0.121527
Spread %: 0.847067

Funding / OI / Volume

Funding rate: 0.0006
Funding delta: 0.000001
Funding abs: 0.0006
Funding pressure: 0.000601
Open interest: -
Volume 24h: 38933500
Quote volume 24h: 42310162
Price change 24h %: 123.21

Quality

Capture latency ms: 10349
Order book timestamp: 2026-06-27 17:07:19+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:32.839000+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: 1.3461
Best ask: 1.3462
Spread: 0.0001
Spread %: 0.007429
Mid price: 1.34615
Last price: 1.351
Mark price: -
Index price: -

Order Book

Bid depth 5: 404
Ask depth 5: 89
Bid depth 10: 2298
Ask depth 10: 1127
Bid depth 20: 6267
Ask depth 20: 5206
Imbalance 5: 0.638945
Imbalance 10: 0.341898
Imbalance 20: 0.092478
Top bid size: 244
Top ask size: 4
Bid wall score: 0.038934
Ask wall score: 0.000768

Dynamics

Bid depth 5 delta: -289
Ask depth 5 delta: -470
Imbalance 5 delta: 0.531916
Bid depth 10 delta: 578
Ask depth 10 delta: -1216
Imbalance 10 delta: 0.495233
Spread delta: -0.0001
Mid price delta: -0.00465
Wall shift score: 0.039877

Tape

Buy volume: 7336
Sell volume: 2803
Buy/sell delta: 4533
Buy/sell ratio: 2.617196
Avg trade size: 101.39
Large trade count: 5
Largest trade size: 2711

Candle

Return 1: -0.133521
Return 3: -0.949088
Volume 1: 63363
Volume avg 5: 599962.2
Momentum 5: -1.442167

Cross Exchange

Mid avg: 1.34757375
Mid median: 1.35015
Price deviation %: -0.105653
Spread %: 0.861177

Funding / OI / Volume

Funding rate: 0.0007249
Funding delta: -0.00000115
Funding abs: 0.0007249
Funding pressure: 0.00072605
Open interest: 34581142
Volume 24h: 646980969
Quote volume 24h: 682939814.69019
Price change 24h %: 124.829

Quality

Capture latency ms: 7385
Order book timestamp: 2026-06-27 17:07:07.947000+02:00
Ticker timestamp: 2026-06-27 17:07:01.233000+02:00
Trades timestamp: 2026-06-27 17:07:09.627000+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: 13329
gate: 13330
htx: 13231
mexc: 13327

By Symbol

VELVET/USDT:USDT: 53217

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.