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: 53759
Total labels: 161277
Pending labels: 141794
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 21:44:36.859237+02:00
Recent trades snapshots: 53757
Micro candles: 1075060
Avg data quality: 76.0076638330326085
Latest latency: 4872 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 117 of 5376 · 53759 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 18:35:37.891949+02:00	htx	VELVET/USDT:USDT	1.382935	80	5297 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 18:35:21.696216+02:00	gate	VELVET/USDT:USDT	1.39475	68	10364 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 18:35:11.228363+02:00	binance	VELVET/USDT:USDT	1.40775	80	7045 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 18:35:04.085934+02:00	mexc	VELVET/USDT:USDT	1.4091	68	5182 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 18:34:58.851261+02:00	htx	VELVET/USDT:USDT	1.39693	80	5494 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 18:34:43.154328+02:00	gate	VELVET/USDT:USDT	1.419875	68	10134 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 18:34:32.924253+02:00	binance	VELVET/USDT:USDT	1.42055	80	7232 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 18:34:25.599005+02:00	mexc	VELVET/USDT:USDT	1.417	78	3972 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 18:34:21.556726+02:00	htx	VELVET/USDT:USDT	1.408535	80	5743 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 18:34:05.769522+02:00	gate	VELVET/USDT:USDT	1.40671	68	10617 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.36289
Best ask: 1.40298
Spread: 0.04009
Spread %: 2.898907
Mid price: 1.382935
Last price: 1.40526
Mark price: -
Index price: -

Order Book

Bid depth 5: 3498
Ask depth 5: 1981
Bid depth 10: 4916
Ask depth 10: 5327
Bid depth 20: 11248
Ask depth 20: 14224
Imbalance 5: 0.276875
Imbalance 10: -0.040125
Imbalance 20: -0.116834
Top bid size: 232
Top ask size: 232
Bid wall score: 0.020626
Ask wall score: 0.01631

Dynamics

Bid depth 5 delta: 2901
Ask depth 5 delta: 44
Imbalance 5 delta: 0.805684
Bid depth 10 delta: 237
Ask depth 10 delta: 3034
Imbalance 10 delta: -0.382351
Spread delta: -0.00249
Mid price delta: -0.013995
Wall shift score: 0.00842

Tape

Buy volume: 5150
Sell volume: 9808
Buy/sell delta: -4658
Buy/sell ratio: 0.525082
Avg trade size: 149.58
Large trade count: 8
Largest trade size: 3034

Candle

Return 1: 0
Return 3: 2.466768
Volume 1: 0
Volume avg 5: 1341.2
Momentum 5: 1.879898

Cross Exchange

Mid avg: 1.4021325
Mid median: 1.40234
Price deviation %: -1.369164
Spread %: 1.023441

Funding / OI / Volume

Funding rate: -0.00003325
Funding delta: 0.00002053
Funding abs: 0.00003325
Funding pressure: 0.00005378
Open interest: 105560
Volume 24h: 814402
Quote volume 24h: 814402
Price change 24h %: 1.023709

Quality

Capture latency ms: 5297
Order book timestamp: 2026-06-27 18:35:36.538000+02:00
Ticker timestamp: 2026-06-27 18:35:36.818000+02:00
Trades timestamp: 2026-06-27 18:34:11.756000+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: 1.39344
Best ask: 1.39606
Spread: 0.00262
Spread %: 0.187847
Mid price: 1.39475
Last price: 1.39451
Mark price: 1.39861
Index price: 1.398413

Order Book

Bid depth 5: 19
Ask depth 5: 19
Bid depth 10: 33
Ask depth 10: 43
Bid depth 20: 81
Ask depth 20: 95
Imbalance 5: 0
Imbalance 10: -0.131579
Imbalance 20: -0.079545
Top bid size: 1
Top ask size: 7
Bid wall score: 0.012346
Ask wall score: 0.073684

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -3
Imbalance 5 delta: 0.073171
Bid depth 10 delta: -4
Ask depth 10 delta: 4
Imbalance 10 delta: -0.105263
Spread delta: 0.00083
Mid price delta: -0.025125
Wall shift score: -0.042869

Tape

Buy volume: 65
Sell volume: 149
Buy/sell delta: -84
Buy/sell ratio: 0.436242
Avg trade size: 2.14
Large trade count: 1
Largest trade size: 8

Candle

Return 1: -0.909537
Return 3: -0.275323
Volume 1: 172
Volume avg 5: 311.4
Momentum 5: -0.841896

Cross Exchange

Mid avg: 1.40841375
Mid median: 1.408425
Price deviation %: -0.970152
Spread %: 1.629138

Funding / OI / Volume

Funding rate: 0.00017
Funding delta: -0.000024
Funding abs: 0.00017
Funding pressure: 0.000194
Open interest: -
Volume 24h: 41424200
Quote volume 24h: 46534786
Price change 24h %: 116.8

Quality

Capture latency ms: 10364
Order book timestamp: 2026-06-27 18:35:20+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:38.120000+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: 1.4076
Best ask: 1.4079
Spread: 0.0003
Spread %: 0.021311
Mid price: 1.40775
Last price: 1.4076
Mark price: -
Index price: -

Order Book

Bid depth 5: 682
Ask depth 5: 552
Bid depth 10: 2313
Ask depth 10: 2368
Bid depth 20: 9716
Ask depth 20: 14095
Imbalance 5: 0.105348
Imbalance 10: -0.01175
Imbalance 20: -0.183907
Top bid size: 91
Top ask size: 69
Bid wall score: 0.009366
Ask wall score: 0.004895

Dynamics

Bid depth 5 delta: -415
Ask depth 5 delta: 329
Imbalance 5 delta: -0.556773
Bid depth 10 delta: -3371
Ask depth 10 delta: 1008
Imbalance 10 delta: -0.625605
Spread delta: 0.0002
Mid price delta: -0.0128
Wall shift score: 0.006595

Tape

Buy volume: 2553
Sell volume: 8011
Buy/sell delta: -5458
Buy/sell ratio: 0.318687
Avg trade size: 105.64
Large trade count: 7
Largest trade size: 746

Candle

Return 1: -0.297619
Return 3: 0.378112
Volume 1: 60069
Volume avg 5: 440565.4
Momentum 5: -0.283487

Cross Exchange

Mid avg: 1.41161375
Mid median: 1.4144875
Price deviation %: -0.273712
Spread %: 1.673262

Funding / OI / Volume

Funding rate: 0.00083656
Funding delta: 0
Funding abs: 0.00083656
Funding pressure: 0.00083656
Open interest: 35301341
Volume 24h: 681507349
Quote volume 24h: 745950472.68386
Price change 24h %: 119.389

Quality

Capture latency ms: 7045
Order book timestamp: 2026-06-27 18:35:09.100000+02:00
Ticker timestamp: 2026-06-27 18:35:03.041000+02:00
Trades timestamp: 2026-06-27 18:35:10.674000+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: 1.4088
Best ask: 1.4094
Spread: 0.0006
Spread %: 0.04258
Mid price: 1.4091
Last price: 1.4088
Mark price: -
Index price: 1.4055

Order Book

Bid depth 5: 252
Ask depth 5: 1503
Bid depth 10: 852
Ask depth 10: 1748
Bid depth 20: 2424
Ask depth 20: 2296
Imbalance 5: -0.712821
Imbalance 10: -0.344615
Imbalance 20: 0.027119
Top bid size: 54
Top ask size: 23
Bid wall score: 0.022277
Ask wall score: 0.010017

Dynamics

Bid depth 5 delta: -83
Ask depth 5 delta: 1394
Imbalance 5 delta: -1.22183
Bid depth 10 delta: 164
Ask depth 10 delta: 1461
Imbalance 10 delta: -0.755897
Spread delta: 0.0004
Mid price delta: -0.0079
Wall shift score: 0.022996

Tape

Buy volume: 391
Sell volume: 1634
Buy/sell delta: -1243
Buy/sell ratio: 0.23929
Avg trade size: 20.25
Large trade count: 8
Largest trade size: 109

Candle

Return 1: -0.269351
Return 3: 0.392437
Volume 1: 444
Volume avg 5: 11983
Momentum 5: -0.241066

Cross Exchange

Mid avg: 1.41358875
Mid median: 1.4184375
Price deviation %: -0.317543
Spread %: 1.670924

Funding / OI / Volume

Funding rate: 0.000836
Funding delta: -0.000001
Funding abs: 0.000836
Funding pressure: 0.000837
Open interest: -
Volume 24h: 17195609
Quote volume 24h: 185377963.4199
Price change 24h %: -0.05

Quality

Capture latency ms: 5182
Order book timestamp: 2026-06-27 18:35:02.615000+02:00
Ticker timestamp: 2026-06-27 18:35:01.904000+02:00
Trades timestamp: 2026-06-27 18:35:03.133000+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: 1.37564
Best ask: 1.41822
Spread: 0.04258
Spread %: 3.048113
Mid price: 1.39693
Last price: 1.40526
Mark price: -
Index price: -

Order Book

Bid depth 5: 597
Ask depth 5: 1937
Bid depth 10: 4679
Ask depth 10: 2293
Bid depth 20: 8741
Ask depth 20: 14170
Imbalance 5: -0.528808
Imbalance 10: 0.342226
Imbalance 20: -0.23696
Top bid size: 106
Top ask size: 230
Bid wall score: 0.012127
Ask wall score: 0.016231

Dynamics

Bid depth 5 delta: 13
Ask depth 5 delta: 1316
Imbalance 5 delta: -0.498103
Bid depth 10 delta: -2126
Ask depth 10 delta: -2595
Imbalance 10 delta: 0.178282
Spread delta: -0.01761
Mid price delta: -0.011605
Wall shift score: 0.003604

Tape

Buy volume: 5150
Sell volume: 9808
Buy/sell delta: -4658
Buy/sell ratio: 0.525082
Avg trade size: 149.58
Large trade count: 8
Largest trade size: 3034

Candle

Return 1: 0.051975
Return 3: -0.318496
Volume 1: 36
Volume avg 5: 1341.2
Momentum 5: 1.879898

Cross Exchange

Mid avg: 1.41649
Mid median: 1.4184375
Price deviation %: -1.380878
Spread %: 0.848223

Funding / OI / Volume

Funding rate: -0.00005378
Funding delta: 0.00001895
Funding abs: 0.00005378
Funding pressure: 0.00007274
Open interest: 105560
Volume 24h: 814404
Quote volume 24h: 814404
Price change 24h %: 1.023709

Quality

Capture latency ms: 5494
Order book timestamp: 2026-06-27 18:34:57.438000+02:00
Ticker timestamp: 2026-06-27 18:34:57.829000+02:00
Trades timestamp: 2026-06-27 18:34:11.756000+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: 1.41898
Best ask: 1.42077
Spread: 0.00179
Spread %: 0.126067
Mid price: 1.419875
Last price: 1.42041
Mark price: 1.42171
Index price: 1.42128

Order Book

Bid depth 5: 19
Ask depth 5: 22
Bid depth 10: 37
Ask depth 10: 39
Bid depth 20: 85
Ask depth 20: 93
Imbalance 5: -0.073171
Imbalance 10: -0.026316
Imbalance 20: -0.044944
Top bid size: 3
Top ask size: 5
Bid wall score: 0.035294
Ask wall score: 0.053763

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 3
Imbalance 5 delta: -0.098812
Bid depth 10 delta: -17
Ask depth 10 delta: -1
Imbalance 10 delta: -0.175252
Spread delta: -0.00047
Mid price delta: 0.013165
Wall shift score: -0.007246

Tape

Buy volume: 128
Sell volume: 27
Buy/sell delta: 101
Buy/sell ratio: 4.740741
Avg trade size: 1.55
Large trade count: 6
Largest trade size: 6

Candle

Return 1: 0.618045
Return 3: 1.065746
Volume 1: 341
Volume avg 5: 327.4
Momentum 5: 1.086616

Cross Exchange

Mid avg: 1.41319875
Mid median: 1.4127675
Price deviation %: 0.472421
Spread %: 0.979339

Funding / OI / Volume

Funding rate: 0.000194
Funding delta: 0
Funding abs: 0.000194
Funding pressure: 0.000194
Open interest: -
Volume 24h: 41381100
Quote volume 24h: 46473831
Price change 24h %: 121.68

Quality

Capture latency ms: 10134
Order book timestamp: 2026-06-27 18:34:41+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:38.082000+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: 1.4205
Best ask: 1.4206
Spread: 0.0001
Spread %: 0.00704
Mid price: 1.42055
Last price: 1.4214
Mark price: -
Index price: -

Order Book

Bid depth 5: 1097
Ask depth 5: 223
Bid depth 10: 5684
Ask depth 10: 1360
Bid depth 20: 12945
Ask depth 20: 15185
Imbalance 5: 0.662121
Imbalance 10: 0.613856
Imbalance 20: -0.07963
Top bid size: 91
Top ask size: 139
Bid wall score: 0.00703
Ask wall score: 0.009154

Dynamics

Bid depth 5 delta: 787
Ask depth 5 delta: -3225
Imbalance 5 delta: 1.49714
Bid depth 10 delta: 4700
Ask depth 10 delta: -2655
Imbalance 10 delta: 1.220177
Spread delta: -0.0001
Mid price delta: 0.00645
Wall shift score: 0.009011

Tape

Buy volume: 22730
Sell volume: 1435
Buy/sell delta: 21295
Buy/sell ratio: 15.839721
Avg trade size: 241.65
Large trade count: 7
Largest trade size: 3060

Candle

Return 1: 0.388363
Return 3: 0.973011
Volume 1: 246365
Volume avg 5: 389427.6
Momentum 5: 0.829787

Cross Exchange

Mid avg: 1.41158625
Mid median: 1.4113175
Price deviation %: 0.635013
Spread %: 0.728967

Funding / OI / Volume

Funding rate: 0.00083656
Funding delta: -0.00000093
Funding abs: 0.00083656
Funding pressure: 0.00083749
Open interest: 35297968
Volume 24h: 681952534
Quote volume 24h: 745726591.24356
Price change 24h %: 116.248

Quality

Capture latency ms: 7232
Order book timestamp: 2026-06-27 18:34:30.782000+02:00
Ticker timestamp: 2026-06-27 18:34:26.623000+02:00
Trades timestamp: 2026-06-27 18:34:32.489000+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: 1.4169
Best ask: 1.4171
Spread: 0.0002
Spread %: 0.014114
Mid price: 1.417
Last price: 1.4152
Mark price: -
Index price: 1.4086

Order Book

Bid depth 5: 335
Ask depth 5: 109
Bid depth 10: 688
Ask depth 10: 287
Bid depth 20: 1389
Ask depth 20: 1314
Imbalance 5: 0.509009
Imbalance 10: 0.411282
Imbalance 20: 0.027747
Top bid size: 2
Top ask size: 16
Bid wall score: 0.00144
Ask wall score: 0.012177

Dynamics

Bid depth 5 delta: 203
Ask depth 5 delta: -143
Imbalance 5 delta: 0.821509
Bid depth 10 delta: 150
Ask depth 10 delta: -818
Imbalance 10 delta: 0.756382
Spread delta: -0.0004
Mid price delta: 0.0144
Wall shift score: 0.001912

Tape

Buy volume: 1417
Sell volume: 394
Buy/sell delta: 1023
Buy/sell ratio: 3.596447
Avg trade size: 18.11
Large trade count: 7
Largest trade size: 213

Candle

Return 1: 0.169575
Return 3: 0.68892
Volume 1: 6519
Volume avg 5: 9763.2
Momentum 5: 0.581767

Cross Exchange

Mid avg: 1.40798625
Mid median: 1.4076225
Price deviation %: 0.640187
Spread %: 0.816769

Funding / OI / Volume

Funding rate: 0.000837
Funding delta: -0.000006
Funding abs: 0.000837
Funding pressure: 0.000843
Open interest: -
Volume 24h: 17172951
Quote volume 24h: 185056464.3381
Price change 24h %: 0.39

Quality

Capture latency ms: 3972
Order book timestamp: 2026-06-27 18:34:23.978000+02:00
Ticker timestamp: 2026-06-27 18:34:22.760000+02:00
Trades timestamp: 2026-06-27 18:34:24.402000+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: 1.37844
Best ask: 1.43863
Spread: 0.06019
Spread %: 4.273234
Mid price: 1.408535
Last price: 1.40526
Mark price: -
Index price: -

Order Book

Bid depth 5: 584
Ask depth 5: 621
Bid depth 10: 6805
Ask depth 10: 4888
Bid depth 20: 11118
Ask depth 20: 13455
Imbalance 5: -0.030705
Imbalance 10: 0.163944
Imbalance 20: -0.095104
Top bid size: 106
Top ask size: 232
Bid wall score: 0.009534
Ask wall score: 0.017243

Dynamics

Bid depth 5 delta: -261
Ask depth 5 delta: -173
Imbalance 5 delta: -0.061822
Bid depth 10 delta: 18
Ask depth 10 delta: 2546
Imbalance 10 delta: -0.322966
Spread delta: 0.02238
Mid price delta: 0.02731
Wall shift score: -0.005936

Tape

Buy volume: 5150
Sell volume: 9808
Buy/sell delta: -4658
Buy/sell ratio: 0.525082
Avg trade size: 149.58
Large trade count: 8
Largest trade size: 3034

Candle

Return 1: 0.051975
Return 3: -0.318496
Volume 1: 36
Volume avg 5: 1341.2
Momentum 5: 1.879898

Cross Exchange

Mid avg: 1.40115875
Mid median: 1.404655
Price deviation %: 0.526439
Spread %: 2.346272

Funding / OI / Volume

Funding rate: -0.00007274
Funding delta: 0.00001994
Funding abs: 0.00007274
Funding pressure: 0.00009268
Open interest: 105560
Volume 24h: 814404
Quote volume 24h: 814404
Price change 24h %: 1.023709

Quality

Capture latency ms: 5743
Order book timestamp: 2026-06-27 18:34:20.238000+02:00
Ticker timestamp: 2026-06-27 18:34:20.534000+02:00
Trades timestamp: 2026-06-27 18:34:11.756000+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: 1.40558
Best ask: 1.40784
Spread: 0.00226
Spread %: 0.160659
Mid price: 1.40671
Last price: 1.41017
Mark price: 1.40891
Index price: 1.40871

Order Book

Bid depth 5: 20
Ask depth 5: 19
Bid depth 10: 54
Ask depth 10: 40
Bid depth 20: 85
Ask depth 20: 87
Imbalance 5: 0.025641
Imbalance 10: 0.148936
Imbalance 20: -0.011628
Top bid size: 1
Top ask size: 2
Bid wall score: 0.011765
Ask wall score: 0.022989

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: 0
Imbalance 5 delta: 0.177156
Bid depth 10 delta: 9
Ask depth 10 delta: -10
Imbalance 10 delta: 0.201568
Spread delta: 0.00041
Mid price delta: 0.007285
Wall shift score: -0.013513

Tape

Buy volume: 123
Sell volume: 100
Buy/sell delta: 23
Buy/sell ratio: 1.23
Avg trade size: 2.23
Large trade count: 3
Largest trade size: 12

Candle

Return 1: -0.28776
Return 3: 0.155911
Volume 1: 7
Volume avg 5: 260.6
Momentum 5: 0.176593

Cross Exchange

Mid avg: 1.3993375
Mid median: 1.4010125
Price deviation %: 0.526856
Spread %: 2.349326

Funding / OI / Volume

Funding rate: 0.000194
Funding delta: 0.000024
Funding abs: 0.000194
Funding pressure: 0.000218
Open interest: -
Volume 24h: 41368900
Quote volume 24h: 46456595
Price change 24h %: 120.08

Quality

Capture latency ms: 10617
Order book timestamp: 2026-06-27 18:34:04+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:38.045000+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: 13464
gate: 13465
htx: 13367
mexc: 13463

By Symbol

VELVET/USDT:USDT: 53759

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.