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 GET https://api-futures.kucoin.com/api/v1/contracts/active

Dataset Stats

Current feature and label inventory.

Total feature snapshots: 55200
Total labels: 165600
Pending labels: 146117
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 01:40:18.344995+02:00
Recent trades snapshots: 55198
Micro candles: 1103880
Avg data quality: 76.0168478260869565
Latest latency: 18887 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 120 of 5520 · 55200 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 22:27:25.263977+02:00	htx	VELVET/USDT:USDT	1.303825	80	6156 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 22:27:08.761221+02:00	gate	VELVET/USDT:USDT	1.3329	68	11100 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 22:26:57.564048+02:00	binance	VELVET/USDT:USDT	1.32775	80	7394 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 22:26:50.066573+02:00	mexc	VELVET/USDT:USDT	1.33295	68	5494 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 22:26:44.516776+02:00	htx	VELVET/USDT:USDT	1.324225	80	25328 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 22:26:08.948386+02:00	gate	VELVET/USDT:USDT	1.337225	68	10725 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 22:25:58.082684+02:00	binance	VELVET/USDT:USDT	1.34315	80	7411 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 22:25:50.552751+02:00	mexc	VELVET/USDT:USDT	1.33745	78	4174 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 22:25:46.317095+02:00	htx	VELVET/USDT:USDT	1.325335	80	5842 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 22:25:29.686811+02:00	gate	VELVET/USDT:USDT	1.325065	68	10610 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.27847
Best ask: 1.32918
Spread: 0.05071
Spread %: 3.889326
Mid price: 1.303825
Last price: 1.3132
Mark price: -
Index price: -

Order Book

Bid depth 5: 4942
Ask depth 5: 1054
Bid depth 10: 7226
Ask depth 10: 3815
Bid depth 20: 23164
Ask depth 20: 11628
Imbalance 5: 0.648432
Imbalance 10: 0.308939
Imbalance 20: 0.33157
Top bid size: 370
Top ask size: 135
Bid wall score: 0.015973
Ask wall score: 0.01161

Dynamics

Bid depth 5 delta: -1172
Ask depth 5 delta: 500
Imbalance 5 delta: -0.185401
Bid depth 10 delta: 409
Ask depth 10 delta: 1074
Imbalance 10 delta: -0.11751
Spread delta: 0.02866
Mid price delta: -0.0204
Wall shift score: 0.025557

Tape

Buy volume: 3698
Sell volume: 4270
Buy/sell delta: -572
Buy/sell ratio: 0.866042
Avg trade size: 79.68
Large trade count: 11
Largest trade size: 602

Candle

Return 1: 0
Return 3: -2.723764
Volume 1: 0
Volume avg 5: 30
Momentum 5: -2.725205

Cross Exchange

Mid avg: 1.32945625
Mid median: 1.330325
Price deviation %: -1.92795
Spread %: 0.656283

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100693
Volume 24h: 843872
Quote volume 24h: 843872
Price change 24h %: -5.594456

Quality

Capture latency ms: 6156
Order book timestamp: 2026-06-27 22:27:23.396000+02:00
Ticker timestamp: 2026-06-27 22:27:23.713000+02:00
Trades timestamp: 2026-06-27 22:26:55.587000+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: 1.332
Best ask: 1.3338
Spread: 0.0018
Spread %: 0.135044
Mid price: 1.3329
Last price: 1.3325
Mark price: 1.33006
Index price: 1.33001

Order Book

Bid depth 5: 16
Ask depth 5: 78
Bid depth 10: 98
Ask depth 10: 98
Bid depth 20: 293
Ask depth 20: 287
Imbalance 5: -0.659574
Imbalance 10: 0
Imbalance 20: 0.010345
Top bid size: 1
Top ask size: 1
Bid wall score: 0.003413
Ask wall score: 0.003484

Dynamics

Bid depth 5 delta: 8
Ask depth 5 delta: 1
Imbalance 5 delta: 0.15219
Bid depth 10 delta: 71
Ask depth 10 delta: 1
Imbalance 10 delta: 0.564516
Spread delta: -0.00025
Mid price delta: -0.004325
Wall shift score: -0.000861

Tape

Buy volume: 151
Sell volume: 66
Buy/sell delta: 85
Buy/sell ratio: 2.287879
Avg trade size: 2.17
Large trade count: 12
Largest trade size: 12

Candle

Return 1: 0.641994
Return 3: -1.651807
Volume 1: 2
Volume avg 5: 84.4
Momentum 5: -1.974488

Cross Exchange

Mid avg: 1.3305375
Mid median: 1.33035
Price deviation %: 0.17756
Spread %: 0.977049

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 47809400
Quote volume 24h: 55638822
Price change 24h %: 94.19

Quality

Capture latency ms: 11100
Order book timestamp: 2026-06-27 22:27:07+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:52.024000+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: 1.3277
Best ask: 1.3278
Spread: 0.0001
Spread %: 0.007532
Mid price: 1.32775
Last price: 1.3329
Mark price: -
Index price: -

Order Book

Bid depth 5: 546
Ask depth 5: 1344
Bid depth 10: 2602
Ask depth 10: 2800
Bid depth 20: 5595
Ask depth 20: 6569
Imbalance 5: -0.422222
Imbalance 10: -0.036653
Imbalance 20: -0.080072
Top bid size: 22
Top ask size: 115
Bid wall score: 0.003932
Ask wall score: 0.017506

Dynamics

Bid depth 5 delta: -379
Ask depth 5 delta: 722
Imbalance 5 delta: -0.618085
Bid depth 10 delta: -699
Ask depth 10 delta: 278
Imbalance 10 delta: -0.170433
Spread delta: -0.0004
Mid price delta: -0.0154
Wall shift score: -0.018755

Tape

Buy volume: 1870
Sell volume: 10155
Buy/sell delta: -8285
Buy/sell ratio: 0.184146
Avg trade size: 120.25
Large trade count: 7
Largest trade size: 940

Candle

Return 1: -1.022388
Return 3: -3.154436
Volume 1: 267204
Volume avg 5: 295793
Momentum 5: -3.161507

Cross Exchange

Mid avg: 1.3343875
Mid median: 1.3350875
Price deviation %: -0.497419
Spread %: 1.418254

Funding / OI / Volume

Funding rate: 0.00050687
Funding delta: 0
Funding abs: 0.00050687
Funding pressure: 0.00050687
Open interest: 33671460
Volume 24h: 759998523
Quote volume 24h: 878706605.46855
Price change 24h %: 92.504

Quality

Capture latency ms: 7394
Order book timestamp: 2026-06-27 22:26:55.434000+02:00
Ticker timestamp: 2026-06-27 22:26:49.990000+02:00
Trades timestamp: 2026-06-27 22:26:57.089000+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: 1.3329
Best ask: 1.333
Spread: 0.0001
Spread %: 0.007502
Mid price: 1.33295
Last price: 1.3333
Mark price: -
Index price: 1.3337

Order Book

Bid depth 5: 205
Ask depth 5: 264
Bid depth 10: 933
Ask depth 10: 678
Bid depth 20: 1988
Ask depth 20: 1382
Imbalance 5: -0.1258
Imbalance 10: 0.158287
Imbalance 20: 0.179822
Top bid size: 81
Top ask size: 4
Bid wall score: 0.040744
Ask wall score: 0.002894

Dynamics

Bid depth 5 delta: 39
Ask depth 5 delta: 91
Imbalance 5 delta: -0.105151
Bid depth 10 delta: 432
Ask depth 10 delta: -221
Imbalance 10 delta: 0.442572
Spread delta: 0
Mid price delta: -0.0045
Wall shift score: 0.041833

Tape

Buy volume: 843
Sell volume: 1872
Buy/sell delta: -1029
Buy/sell ratio: 0.450321
Avg trade size: 27.15
Large trade count: 3
Largest trade size: 246

Candle

Return 1: -0.581786
Return 3: -2.700927
Volume 1: 9159
Volume avg 5: 12153
Momentum 5: -2.679614

Cross Exchange

Mid avg: 1.3355125
Mid median: 1.3373375
Price deviation %: -0.191874
Spread %: 1.417059

Funding / OI / Volume

Funding rate: 0.000506
Funding delta: -0.000001
Funding abs: 0.000506
Funding pressure: 0.000507
Open interest: -
Volume 24h: 19010548
Quote volume 24h: 219459592.0692
Price change 24h %: -5.41

Quality

Capture latency ms: 5494
Order book timestamp: 2026-06-27 22:26:48.431000+02:00
Ticker timestamp: 2026-06-27 22:26:47.822000+02:00
Trades timestamp: 2026-06-27 22:26:48.841000+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: 1.3132
Best ask: 1.33525
Spread: 0.02205
Spread %: 1.665125
Mid price: 1.324225
Last price: 1.3132
Mark price: -
Index price: -

Order Book

Bid depth 5: 6114
Ask depth 5: 554
Bid depth 10: 6817
Ask depth 10: 2741
Bid depth 20: 22755
Ask depth 20: 11418
Imbalance 5: 0.833833
Imbalance 10: 0.426449
Imbalance 20: 0.331753
Top bid size: 4
Top ask size: 244
Bid wall score: 0.000176
Ask wall score: 0.02137

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -471
Imbalance 5 delta: 0.120827
Bid depth 10 delta: -4
Ask depth 10 delta: 1291
Imbalance 10 delta: -0.222928
Spread delta: -0.00222
Mid price delta: -0.00111
Wall shift score: 0.002724

Tape

Buy volume: 3706
Sell volume: 4262
Buy/sell delta: -556
Buy/sell ratio: 0.869545
Avg trade size: 79.68
Large trade count: 11
Largest trade size: 602

Candle

Return 1: 0
Return 3: -2.723764
Volume 1: 0
Volume avg 5: 28.4
Momentum 5: -2.725205

Cross Exchange

Mid avg: 1.33579
Mid median: 1.3373375
Price deviation %: -0.86578
Spread %: 1.333668

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100697
Volume 24h: 843990
Quote volume 24h: 843990
Price change 24h %: -5.594456

Quality

Capture latency ms: 25328
Order book timestamp: 2026-06-27 22:26:42.996000+02:00
Ticker timestamp: 2026-06-27 22:26:43.662000+02:00
Trades timestamp: 2026-06-27 22:25:26.125000+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: 1.3362
Best ask: 1.33825
Spread: 0.00205
Spread %: 0.153303
Mid price: 1.337225
Last price: 1.33738
Mark price: 1.33658
Index price: 1.336525

Order Book

Bid depth 5: 8
Ask depth 5: 77
Bid depth 10: 27
Ask depth 10: 97
Bid depth 20: 122
Ask depth 20: 135
Imbalance 5: -0.811765
Imbalance 10: -0.564516
Imbalance 20: -0.050584
Top bid size: 1
Top ask size: 1
Bid wall score: 0.008197
Ask wall score: 0.007407

Dynamics

Bid depth 5 delta: -8
Ask depth 5 delta: 61
Imbalance 5 delta: -0.811765
Bid depth 10 delta: -70
Ask depth 10 delta: 6
Imbalance 10 delta: -0.596431
Spread delta: 0.00002
Mid price delta: 0.01216
Wall shift score: 0.004951

Tape

Buy volume: 122
Sell volume: 55
Buy/sell delta: 67
Buy/sell ratio: 2.218182
Avg trade size: 1.77
Large trade count: 6
Largest trade size: 7

Candle

Return 1: -0.197757
Return 3: -2.195407
Volume 1: 1
Volume avg 5: 66.6
Momentum 5: -2.151757

Cross Exchange

Mid avg: 1.33275
Mid median: 1.3313925
Price deviation %: 0.335772
Spread %: 1.356969

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 47798100
Quote volume 24h: 55623742
Price change 24h %: 93.45

Quality

Capture latency ms: 10725
Order book timestamp: 2026-06-27 22:26:07+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:51.960000+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: 1.3429
Best ask: 1.3434
Spread: 0.0005
Spread %: 0.037226
Mid price: 1.34315
Last price: 1.3393
Mark price: -
Index price: -

Order Book

Bid depth 5: 925
Ask depth 5: 622
Bid depth 10: 3301
Ask depth 10: 2522
Bid depth 20: 5770
Ask depth 20: 5925
Imbalance 5: 0.195863
Imbalance 10: 0.13378
Imbalance 20: -0.013254
Top bid size: 63
Top ask size: 34
Bid wall score: 0.010919
Ask wall score: 0.005738

Dynamics

Bid depth 5 delta: 241
Ask depth 5 delta: 199
Imbalance 5 delta: -0.039909
Bid depth 10 delta: 2078
Ask depth 10 delta: 979
Imbalance 10 delta: 0.24947
Spread delta: 0.0004
Mid price delta: 0.0046
Wall shift score: 0.016755

Tape

Buy volume: 7095
Sell volume: 6780
Buy/sell delta: 315
Buy/sell ratio: 1.04646
Avg trade size: 138.75
Large trade count: 6
Largest trade size: 2293

Candle

Return 1: -1.009431
Return 3: -1.553455
Volume 1: 749608
Volume avg 5: 277685.6
Momentum 5: -2.062983

Cross Exchange

Mid avg: 1.3316
Mid median: 1.3313925
Price deviation %: 0.867378
Spread %: 1.012691

Funding / OI / Volume

Funding rate: 0.00050687
Funding delta: 0
Funding abs: 0.00050687
Funding pressure: 0.00050687
Open interest: 33669041
Volume 24h: 759815763
Quote volume 24h: 878397320.80045
Price change 24h %: 93.512

Quality

Capture latency ms: 7411
Order book timestamp: 2026-06-27 22:25:55.944000+02:00
Ticker timestamp: 2026-06-27 22:25:50.052000+02:00
Trades timestamp: 2026-06-27 22:25:57.544000+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: 1.3374
Best ask: 1.3375
Spread: 0.0001
Spread %: 0.007477
Mid price: 1.33745
Last price: 1.3388
Mark price: -
Index price: 1.3359

Order Book

Bid depth 5: 166
Ask depth 5: 173
Bid depth 10: 501
Ask depth 10: 899
Bid depth 20: 1461
Ask depth 20: 1308
Imbalance 5: -0.020649
Imbalance 10: -0.284286
Imbalance 20: 0.055255
Top bid size: 2
Top ask size: 7
Bid wall score: 0.001369
Ask wall score: 0.005352

Dynamics

Bid depth 5 delta: -37
Ask depth 5 delta: -146
Imbalance 5 delta: 0.201573
Bid depth 10 delta: -7
Ask depth 10 delta: -35
Imbalance 10 delta: 0.011137
Spread delta: -0.0003
Mid price delta: -0.02075
Wall shift score: 0.014689

Tape

Buy volume: 2142
Sell volume: 761
Buy/sell delta: 1381
Buy/sell ratio: 2.814717
Avg trade size: 29.03
Large trade count: 5
Largest trade size: 421

Candle

Return 1: -1.363201
Return 3: -1.833382
Volume 1: 23899
Volume avg 5: 11477.4
Momentum 5: -2.420178

Cross Exchange

Mid avg: 1.3367875
Mid median: 1.3319425
Price deviation %: 0.049559
Spread %: 2.478704

Funding / OI / Volume

Funding rate: 0.000507
Funding delta: 0
Funding abs: 0.000507
Funding pressure: 0.000507
Open interest: -
Volume 24h: 19000215
Quote volume 24h: 219321409.6098
Price change 24h %: -5.02

Quality

Capture latency ms: 4174
Order book timestamp: 2026-06-27 22:25:48.850000+02:00
Ticker timestamp: 2026-06-27 22:25:47.858000+02:00
Trades timestamp: 2026-06-27 22:25:49.303000+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: 1.3132
Best ask: 1.33747
Spread: 0.02427
Spread %: 1.831235
Mid price: 1.325335
Last price: 1.3132
Mark price: -
Index price: -

Order Book

Bid depth 5: 6118
Ask depth 5: 1025
Bid depth 10: 6821
Ask depth 10: 1450
Bid depth 20: 22759
Ask depth 20: 10127
Imbalance 5: 0.713006
Imbalance 10: 0.649377
Imbalance 20: 0.384115
Top bid size: 4
Top ask size: 244
Bid wall score: 0.000176
Ask wall score: 0.024094

Dynamics

Bid depth 5 delta: 575
Ask depth 5 delta: 218
Imbalance 5 delta: -0.032821
Bid depth 10 delta: -323
Ask depth 10 delta: -8182
Imbalance 10 delta: 0.797684
Spread delta: -0.00911
Mid price delta: -0.007955
Wall shift score: -0.026126

Tape

Buy volume: 3706
Sell volume: 4262
Buy/sell delta: -556
Buy/sell ratio: 0.869545
Avg trade size: 79.68
Large trade count: 11
Largest trade size: 602

Candle

Return 1: -2.723764
Return 3: -2.725205
Volume 1: 140
Volume avg 5: 28.4
Momentum 5: -2.725205

Cross Exchange

Mid avg: 1.33877625
Mid median: 1.33592
Price deviation %: -1.003995
Spread %: 2.475021

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100767
Volume 24h: 843990
Quote volume 24h: 843990
Price change 24h %: -5.594456

Quality

Capture latency ms: 5842
Order book timestamp: 2026-06-27 22:25:44.838000+02:00
Ticker timestamp: 2026-06-27 22:25:45.275000+02:00
Trades timestamp: 2026-06-27 22:25:26.125000+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: 1.32405
Best ask: 1.32608
Spread: 0.00203
Spread %: 0.1532
Mid price: 1.325065
Last price: 1.32757
Mark price: 1.33037
Index price: 1.330578

Order Book

Bid depth 5: 16
Ask depth 5: 16
Bid depth 10: 97
Ask depth 10: 91
Bid depth 20: 288
Ask depth 20: 131
Imbalance 5: 0
Imbalance 10: 0.031915
Imbalance 20: 0.374702
Top bid size: 1
Top ask size: 1
Bid wall score: 0.003472
Ask wall score: 0.007634

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 11
Imbalance 5 delta: -0.473684
Bid depth 10 delta: 70
Ask depth 10 delta: 7
Imbalance 10 delta: 0.545428
Spread delta: 0.00032
Mid price delta: -0.02907
Wall shift score: -0.004201

Tape

Buy volume: 105
Sell volume: 74
Buy/sell delta: 31
Buy/sell ratio: 1.418919
Avg trade size: 1.79
Large trade count: 7
Largest trade size: 7

Candle

Return 1: -2.113102
Return 3: -2.43427
Volume 1: 194
Volume avg 5: 62
Momentum 5: -3.121302

Cross Exchange

Mid avg: 1.34604375
Mid median: 1.3463425
Price deviation %: -1.558549
Spread %: 1.850608

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 47786600
Quote volume 24h: 55608443
Price change 24h %: 92

Quality

Capture latency ms: 10610
Order book timestamp: 2026-06-27 22:25:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:51.928000+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: 13825
gate: 13826
htx: 13726
mexc: 13823

By Symbol

VELVET/USDT:USDT: 55200

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.