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: 54791
Total labels: 164373
Pending labels: 144890
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: 2026-06-28 00:35:19.200394+02:00
Recent trades snapshots: 54789
Micro candles: 1095700
Avg data quality: 76.0092350933547480
Latest latency: 7019 ms
Missing fields: 0

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 119 of 5480 · 54791 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 21:20:54.092351+02:00	mexc	VELVET/USDT:USDT	1.38405	78	3939 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 21:20:49.943218+02:00	htx	VELVET/USDT:USDT	1.37586	80	5615 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 21:20:33.202429+02:00	gate	VELVET/USDT:USDT	1.392015	68	10575 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 21:20:22.484658+02:00	binance	VELVET/USDT:USDT	1.3694	80	7552 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 21:20:14.832188+02:00	mexc	VELVET/USDT:USDT	1.37095	78	4452 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 21:20:10.306403+02:00	htx	VELVET/USDT:USDT	1.35054	80	6666 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 21:19:54.035929+02:00	gate	VELVET/USDT:USDT	1.366365	68	9467 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 21:19:44.447658+02:00	binance	VELVET/USDT:USDT	1.36935	80	6894 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 21:19:37.436486+02:00	mexc	VELVET/USDT:USDT	1.36765	78	4409 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 21:19:32.965508+02:00	htx	VELVET/USDT:USDT	1.35062	80	5523 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.384
Best ask: 1.3841
Spread: 0.0001
Spread %: 0.007225
Mid price: 1.38405
Last price: 1.384
Mark price: -
Index price: 1.3844

Order Book

Bid depth 5: 79
Ask depth 5: 213
Bid depth 10: 394
Ask depth 10: 503
Bid depth 20: 1219
Ask depth 20: 1119
Imbalance 5: -0.458904
Imbalance 10: -0.121516
Imbalance 20: 0.042772
Top bid size: 47
Top ask size: 10
Bid wall score: 0.038556
Ask wall score: 0.008937

Dynamics

Bid depth 5 delta: -84
Ask depth 5 delta: -141
Imbalance 5 delta: -0.089465
Bid depth 10 delta: -9
Ask depth 10 delta: -187
Imbalance 10 delta: 0.141064
Spread delta: -0.0008
Mid price delta: 0.0131
Wall shift score: 0.05058

Tape

Buy volume: 615
Sell volume: 727
Buy/sell delta: -112
Buy/sell ratio: 0.845942
Avg trade size: 13.42
Large trade count: 6
Largest trade size: 64

Candle

Return 1: 0.743278
Return 3: 1.341446
Volume 1: 22001
Volume avg 5: 10799.6
Momentum 5: 0.516213

Cross Exchange

Mid avg: 1.37705625
Mid median: 1.373405
Price deviation %: 0.507877
Spread %: 1.642271

Funding / OI / Volume

Funding rate: 0.000528
Funding delta: 0
Funding abs: 0.000528
Funding pressure: 0.000528
Open interest: -
Volume 24h: 18722429
Quote volume 24h: 213074626.6368
Price change 24h %: -1.81

Quality

Capture latency ms: 3939
Order book timestamp: 2026-06-27 21:20:52.614000+02:00
Ticker timestamp: 2026-06-27 21:20:52.784000+02:00
Trades timestamp: 2026-06-27 21:20:52.717000+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: 1.33745
Best ask: 1.41427
Spread: 0.07682
Spread %: 5.583417
Mid price: 1.37586
Last price: 1.36392
Mark price: -
Index price: -

Order Book

Bid depth 5: 4635
Ask depth 5: 1256
Bid depth 10: 6872
Ask depth 10: 2658
Bid depth 20: 22924
Ask depth 20: 10405
Imbalance 5: 0.573587
Imbalance 10: 0.442183
Imbalance 20: 0.375619
Top bid size: 234
Top ask size: 111
Bid wall score: 0.010208
Ask wall score: 0.010668

Dynamics

Bid depth 5 delta: -12
Ask depth 5 delta: 243
Imbalance 5 delta: -0.068463
Bid depth 10 delta: -295
Ask depth 10 delta: 1237
Imbalance 10 delta: -0.226891
Spread delta: 0.05002
Mid price delta: 0.02532
Wall shift score: -0.013176

Tape

Buy volume: 3298
Sell volume: 4778
Buy/sell delta: -1480
Buy/sell ratio: 0.690247
Avg trade size: 80.76
Large trade count: 9
Largest trade size: 774

Candle

Return 1: 0
Return 3: 0.935409
Volume 1: 0
Volume avg 5: 0.4
Momentum 5: 0.935409

Cross Exchange

Mid avg: 1.37072625
Mid median: 1.370175
Price deviation %: 0.374528
Spread %: 3.025768

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100667
Volume 24h: 841172
Quote volume 24h: 841172
Price change 24h %: -1.948211

Quality

Capture latency ms: 5615
Order book timestamp: 2026-06-27 21:20:48.596000+02:00
Ticker timestamp: 2026-06-27 21:20:48.917000+02:00
Trades timestamp: 2026-06-27 21:19:28.872000+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: 1.39061
Best ask: 1.39342
Spread: 0.00281
Spread %: 0.201866
Mid price: 1.392015
Last price: 1.39227
Mark price: 1.39101
Index price: 1.390235

Order Book

Bid depth 5: 18
Ask depth 5: 14
Bid depth 10: 37
Ask depth 10: 93
Bid depth 20: 286
Ask depth 20: 293
Imbalance 5: 0.125
Imbalance 10: -0.430769
Imbalance 20: -0.01209
Top bid size: 2
Top ask size: 2
Bid wall score: 0.006993
Ask wall score: 0.006826

Dynamics

Bid depth 5 delta: 10
Ask depth 5 delta: 1
Imbalance 5 delta: 0.363095
Bid depth 10 delta: 16
Ask depth 10 delta: -4
Imbalance 10 delta: 0.213299
Spread delta: 0.00088
Mid price delta: 0.02565
Wall shift score: -0.00524

Tape

Buy volume: 82
Sell volume: 69
Buy/sell delta: 13
Buy/sell ratio: 1.188406
Avg trade size: 1.51
Large trade count: 2
Largest trade size: 7

Candle

Return 1: 1.481438
Return 3: 1.997271
Volume 1: 182
Volume avg 5: 156.8
Momentum 5: 1.123522

Cross Exchange

Mid avg: 1.36431375
Mid median: 1.3678825
Price deviation %: 2.030416
Spread %: 1.49599

Funding / OI / Volume

Funding rate: 0.000128
Funding delta: 0.000012
Funding abs: 0.000128
Funding pressure: 0.00014
Open interest: -
Volume 24h: 47353300
Quote volume 24h: 54889769
Price change 24h %: 102.93

Quality

Capture latency ms: 10575
Order book timestamp: 2026-06-27 21:20:31+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:48.032000+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: 1.3692
Best ask: 1.3696
Spread: 0.0004
Spread %: 0.02921
Mid price: 1.3694
Last price: 1.3705
Mark price: -
Index price: -

Order Book

Bid depth 5: 544
Ask depth 5: 874
Bid depth 10: 1942
Ask depth 10: 1950
Bid depth 20: 5339
Ask depth 20: 5200
Imbalance 5: -0.232722
Imbalance 10: -0.002055
Imbalance 20: 0.013189
Top bid size: 32
Top ask size: 4
Bid wall score: 0.005994
Ask wall score: 0.000769

Dynamics

Bid depth 5 delta: -13
Ask depth 5 delta: 242
Imbalance 5 delta: -0.169644
Bid depth 10 delta: 196
Ask depth 10 delta: -209
Imbalance 10 delta: 0.103706
Spread delta: 0.0001
Mid price delta: 0.00005
Wall shift score: 0.029602

Tape

Buy volume: 12352
Sell volume: 5218
Buy/sell delta: 7134
Buy/sell ratio: 2.36719
Avg trade size: 175.7
Large trade count: 5
Largest trade size: 5856

Candle

Return 1: -0.240595
Return 3: 0.293191
Volume 1: 72372
Volume avg 5: 219029.6
Momentum 5: -0.552366

Cross Exchange

Mid avg: 1.36430125
Mid median: 1.3678575
Price deviation %: 0.373726
Spread %: 1.496004

Funding / OI / Volume

Funding rate: 0.00052895
Funding delta: 0
Funding abs: 0.00052895
Funding pressure: 0.00052895
Open interest: 33205542
Volume 24h: 751708238
Quote volume 24h: 860820387.42175
Price change 24h %: 100.512

Quality

Capture latency ms: 7552
Order book timestamp: 2026-06-27 21:20:20.325000+02:00
Ticker timestamp: 2026-06-27 21:20:14.426000+02:00
Trades timestamp: 2026-06-27 21:20:21.883000+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: 1.3705
Best ask: 1.3714
Spread: 0.0009
Spread %: 0.065648
Mid price: 1.37095
Last price: 1.3748
Mark price: -
Index price: 1.371

Order Book

Bid depth 5: 163
Ask depth 5: 354
Bid depth 10: 403
Ask depth 10: 690
Bid depth 20: 829
Ask depth 20: 1546
Imbalance 5: -0.369439
Imbalance 10: -0.26258
Imbalance 20: -0.301895
Top bid size: 3
Top ask size: 38
Bid wall score: 0.003619
Ask wall score: 0.02458

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 96
Imbalance 5 delta: -0.152458
Bid depth 10 delta: 2
Ask depth 10 delta: 85
Imbalance 10 delta: -0.059797
Spread delta: 0.0008
Mid price delta: 0.0033
Wall shift score: 0.011592

Tape

Buy volume: 1924
Sell volume: 1177
Buy/sell delta: 747
Buy/sell ratio: 1.634664
Avg trade size: 31.01
Large trade count: 3
Largest trade size: 227

Candle

Return 1: -0.131167
Return 3: 0.461809
Volume 1: 3902
Volume avg 5: 7179.8
Momentum 5: -0.35626

Cross Exchange

Mid avg: 1.36347625
Mid median: 1.3670075
Price deviation %: 0.548139
Spread %: 1.379562

Funding / OI / Volume

Funding rate: 0.000528
Funding delta: -0.000005
Funding abs: 0.000528
Funding pressure: 0.000533
Open interest: -
Volume 24h: 18706225
Quote volume 24h: 212849985.5874
Price change 24h %: -2.46

Quality

Capture latency ms: 4452
Order book timestamp: 2026-06-27 21:20:13.197000+02:00
Ticker timestamp: 2026-06-27 21:20:10.955000+02:00
Trades timestamp: 2026-06-27 21:20:13.113000+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: 1.33714
Best ask: 1.36394
Spread: 0.0268
Spread %: 1.984391
Mid price: 1.35054
Last price: 1.36392
Mark price: -
Index price: -

Order Book

Bid depth 5: 4647
Ask depth 5: 1013
Bid depth 10: 7167
Ask depth 10: 1421
Bid depth 20: 18229
Ask depth 20: 10112
Imbalance 5: 0.642049
Imbalance 10: 0.669073
Imbalance 20: 0.286405
Top bid size: 239
Top ask size: 4
Bid wall score: 0.013111
Ask wall score: 0.000396

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 514
Imbalance 5 delta: -0.164013
Bid depth 10 delta: -2
Ask depth 10 delta: -971
Imbalance 10 delta: 0.169439
Spread delta: 0.00016
Mid price delta: -0.00008
Wall shift score: 0.000001

Tape

Buy volume: 3298
Sell volume: 4778
Buy/sell delta: -1480
Buy/sell ratio: 0.690247
Avg trade size: 80.76
Large trade count: 9
Largest trade size: 774

Candle

Return 1: 0
Return 3: 0.935409
Volume 1: 0
Volume avg 5: 0.4
Momentum 5: 0.935409

Cross Exchange

Mid avg: 1.36349625
Mid median: 1.3670075
Price deviation %: -0.950223
Spread %: 1.373674

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100668
Volume 24h: 841172
Quote volume 24h: 841172
Price change 24h %: -1.948211

Quality

Capture latency ms: 6666
Order book timestamp: 2026-06-27 21:20:08.338000+02:00
Ticker timestamp: 2026-06-27 21:20:08.600000+02:00
Trades timestamp: 2026-06-27 21:19:28.872000+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: 1.3654
Best ask: 1.36733
Spread: 0.00193
Spread %: 0.141251
Mid price: 1.366365
Last price: 1.36631
Mark price: 1.36599
Index price: 1.365463

Order Book

Bid depth 5: 8
Ask depth 5: 13
Bid depth 10: 21
Ask depth 10: 97
Bid depth 20: 112
Ask depth 20: 284
Imbalance 5: -0.238095
Imbalance 10: -0.644068
Imbalance 20: -0.434343
Top bid size: 1
Top ask size: 1
Bid wall score: 0.008929
Ask wall score: 0.003521

Dynamics

Bid depth 5 delta: -71
Ask depth 5 delta: -62
Imbalance 5 delta: -0.264069
Bid depth 10 delta: -78
Ask depth 10 delta: 5
Imbalance 10 delta: -0.680717
Spread delta: -0.00026
Mid price delta: -0.00195
Wall shift score: 0.003228

Tape

Buy volume: 111
Sell volume: 51
Buy/sell delta: 60
Buy/sell ratio: 2.176471
Avg trade size: 1.62
Large trade count: 3
Largest trade size: 6

Candle

Return 1: 0.181841
Return 3: 0.05419
Volume 1: 68
Volume avg 5: 140.6
Momentum 5: -0.927416

Cross Exchange

Mid avg: 1.36398375
Mid median: 1.3679825
Price deviation %: 0.174581
Spread %: 1.373184

Funding / OI / Volume

Funding rate: 0.000116
Funding delta: 0
Funding abs: 0.000116
Funding pressure: 0.000116
Open interest: -
Volume 24h: 47347200
Quote volume 24h: 54881408
Price change 24h %: 99.16

Quality

Capture latency ms: 9467
Order book timestamp: 2026-06-27 21:19:52+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:47.990000+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: 1.3692
Best ask: 1.3695
Spread: 0.0003
Spread %: 0.021908
Mid price: 1.36935
Last price: 1.369
Mark price: -
Index price: -

Order Book

Bid depth 5: 557
Ask depth 5: 632
Bid depth 10: 1746
Ask depth 10: 2159
Bid depth 20: 4831
Ask depth 20: 7194
Imbalance 5: -0.063078
Imbalance 10: -0.105762
Imbalance 20: -0.196507
Top bid size: 34
Top ask size: 226
Bid wall score: 0.007038
Ask wall score: 0.031415

Dynamics

Bid depth 5 delta: -223
Ask depth 5 delta: -504
Imbalance 5 delta: 0.122726
Bid depth 10 delta: -480
Ask depth 10 delta: -235
Imbalance 10 delta: -0.069398
Spread delta: -0.0001
Mid price delta: 0.00185
Wall shift score: -0.004346

Tape

Buy volume: 5141
Sell volume: 3338
Buy/sell delta: 1803
Buy/sell ratio: 1.540144
Avg trade size: 84.79
Large trade count: 9
Largest trade size: 478

Candle

Return 1: 0.212159
Return 3: 0.087681
Volume 1: 90795
Volume avg 5: 255005.8
Momentum 5: -1.061755

Cross Exchange

Mid avg: 1.36352125
Mid median: 1.367575
Price deviation %: 0.427478
Spread %: 1.297743

Funding / OI / Volume

Funding rate: 0.00052895
Funding delta: 0
Funding abs: 0.00052895
Funding pressure: 0.00052895
Open interest: 33198306
Volume 24h: 751710868
Quote volume 24h: 860749136.63665
Price change 24h %: 99.505

Quality

Capture latency ms: 6894
Order book timestamp: 2026-06-27 21:19:41.863000+02:00
Ticker timestamp: 2026-06-27 21:19:34.320000+02:00
Trades timestamp: 2026-06-27 21:19:43.590000+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: 1.3676
Best ask: 1.3677
Spread: 0.0001
Spread %: 0.007312
Mid price: 1.36765
Last price: 1.369
Mark price: -
Index price: 1.3683

Order Book

Bid depth 5: 166
Ask depth 5: 258
Bid depth 10: 401
Ask depth 10: 605
Bid depth 20: 1047
Ask depth 20: 1327
Imbalance 5: -0.216981
Imbalance 10: -0.202783
Imbalance 20: -0.117944
Top bid size: 3
Top ask size: 47
Bid wall score: 0.002865
Ask wall score: 0.035418

Dynamics

Bid depth 5 delta: -5
Ask depth 5 delta: -90
Imbalance 5 delta: 0.124059
Bid depth 10 delta: 76
Ask depth 10 delta: -37
Imbalance 10 delta: 0.125035
Spread delta: -0.0006
Mid price delta: 0.002
Wall shift score: -0.054251

Tape

Buy volume: 1339
Sell volume: 383
Buy/sell delta: 956
Buy/sell ratio: 3.496084
Avg trade size: 17.22
Large trade count: 6
Largest trade size: 177

Candle

Return 1: 0.124405
Return 3: -0.021922
Volume 1: 2968
Volume avg 5: 8228.8
Momentum 5: -1.198729

Cross Exchange

Mid avg: 1.36302125
Mid median: 1.366575
Price deviation %: 0.339595
Spread %: 1.298219

Funding / OI / Volume

Funding rate: 0.000533
Funding delta: -0.000006
Funding abs: 0.000533
Funding pressure: 0.000539
Open interest: -
Volume 24h: 18701568
Quote volume 24h: 212786042.589
Price change 24h %: -2.88

Quality

Capture latency ms: 4409
Order book timestamp: 2026-06-27 21:19:35.839000+02:00
Ticker timestamp: 2026-06-27 21:19:34.920000+02:00
Trades timestamp: 2026-06-27 21:19:35.669000+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: 1.3373
Best ask: 1.36394
Spread: 0.02664
Spread %: 1.972427
Mid price: 1.35062
Last price: 1.36392
Mark price: -
Index price: -

Order Book

Bid depth 5: 4647
Ask depth 5: 499
Bid depth 10: 7169
Ask depth 10: 2392
Bid depth 20: 18231
Ask depth 20: 10113
Imbalance 5: 0.806063
Imbalance 10: 0.499634
Imbalance 20: 0.28641
Top bid size: 239
Top ask size: 4
Bid wall score: 0.01311
Ask wall score: 0.000396

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -242
Imbalance 5 delta: 0.081119
Bid depth 10 delta: 283
Ask depth 10 delta: -26
Imbalance 10 delta: 0.01941
Spread delta: -0.00012
Mid price delta: 0.0001
Wall shift score: 0.025925

Tape

Buy volume: 3298
Sell volume: 4778
Buy/sell delta: -1480
Buy/sell ratio: 0.690247
Avg trade size: 80.76
Large trade count: 9
Largest trade size: 774

Candle

Return 1: 0.935409
Return 3: 0.935409
Volume 1: 2
Volume avg 5: 1.2
Momentum 5: -1.231063

Cross Exchange

Mid avg: 1.36299625
Mid median: 1.366575
Price deviation %: -0.908018
Spread %: 1.30558

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100668
Volume 24h: 841172
Quote volume 24h: 841172
Price change 24h %: -1.948211

Quality

Capture latency ms: 5523
Order book timestamp: 2026-06-27 21:19:31.538000+02:00
Ticker timestamp: 2026-06-27 21:19:31.930000+02:00
Trades timestamp: 2026-06-27 21:19:28.872000+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: 13723
gate: 13723
htx: 13624
mexc: 13721

By Symbol

VELVET/USDT:USDT: 54791

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.