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: 55678
Total labels: 167034
Pending labels: 147551
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 03:00:09.934427+02:00
Recent trades snapshots: 55676
Micro candles: 1113440
Avg data quality: 76.0233844606487302
Latest latency: 6067 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 121 of 5568 · 55678 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-27 23:44:29.736488+02:00	mexc	VELVET/USDT:USDT	1.39735	78	4258 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 23:44:25.411286+02:00	htx	VELVET/USDT:USDT	1.3787	80	5768 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 23:44:09.354623+02:00	gate	VELVET/USDT:USDT	1.39201	68	10126 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 23:43:59.132371+02:00	binance	VELVET/USDT:USDT	1.3937	80	6248 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 23:43:52.786546+02:00	mexc	VELVET/USDT:USDT	1.3973	68	5001 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 23:43:47.740176+02:00	htx	VELVET/USDT:USDT	1.384385	80	6301 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 23:43:32.013039+02:00	gate	VELVET/USDT:USDT	1.39657	68	9401 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 23:43:22.501688+02:00	binance	VELVET/USDT:USDT	1.40115	80	6076 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 23:43:16.284667+02:00	mexc	VELVET/USDT:USDT	1.40195	78	4802 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-27 23:43:11.408712+02:00	htx	VELVET/USDT:USDT	1.37166	90	4931 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.3973
Best ask: 1.3974
Spread: 0.0001
Spread %: 0.007156
Mid price: 1.39735
Last price: 1.3979
Mark price: -
Index price: 1.3952

Order Book

Bid depth 5: 465
Ask depth 5: 127
Bid depth 10: 735
Ask depth 10: 778
Bid depth 20: 2149
Ask depth 20: 1540
Imbalance 5: 0.570946
Imbalance 10: -0.02842
Imbalance 20: 0.165085
Top bid size: 184
Top ask size: 39
Bid wall score: 0.085621
Ask wall score: 0.025325

Dynamics

Bid depth 5 delta: 175
Ask depth 5 delta: -122
Imbalance 5 delta: 0.494879
Bid depth 10 delta: -60
Ask depth 10 delta: -561
Imbalance 10 delta: 0.2265
Spread delta: -0.0005
Mid price delta: 0.00005
Wall shift score: 0.067123

Tape

Buy volume: 1882
Sell volume: 425
Buy/sell delta: 1457
Buy/sell ratio: 4.428235
Avg trade size: 23.07
Large trade count: 3
Largest trade size: 130

Candle

Return 1: 0.258305
Return 3: -0.264097
Volume 1: 3934
Volume avg 5: 6639.6
Momentum 5: -1.306682

Cross Exchange

Mid avg: 1.3904275
Mid median: 1.392855
Price deviation %: 0.497868
Spread %: 1.337718

Funding / OI / Volume

Funding rate: 0.00065
Funding delta: -0.000007
Funding abs: 0.00065
Funding pressure: 0.000657
Open interest: -
Volume 24h: 19430538
Quote volume 24h: 227521175.557
Price change 24h %: -0.83

Quality

Capture latency ms: 4258
Order book timestamp: 2026-06-27 23:44:28.156000+02:00
Ticker timestamp: 2026-06-27 23:44:26.775000+02:00
Trades timestamp: 2026-06-27 23:44:27.587000+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: 1.36292
Best ask: 1.39448
Spread: 0.03156
Spread %: 2.289113
Mid price: 1.3787
Last price: 1.37835
Mark price: -
Index price: -

Order Book

Bid depth 5: 6400
Ask depth 5: 812
Bid depth 10: 6946
Ask depth 10: 2356
Bid depth 20: 18786
Ask depth 20: 10154
Imbalance 5: 0.77482
Imbalance 10: 0.493442
Imbalance 20: 0.298272
Top bid size: 235
Top ask size: 235
Bid wall score: 0.012509
Ask wall score: 0.023144

Dynamics

Bid depth 5 delta: 8
Ask depth 5 delta: 277
Imbalance 5 delta: -0.070712
Bid depth 10 delta: 78
Ask depth 10 delta: 931
Imbalance 10 delta: -0.162894
Spread delta: 0.00151
Mid price delta: -0.005685
Wall shift score: 0.002134

Tape

Buy volume: 5284
Sell volume: 3678
Buy/sell delta: 1606
Buy/sell ratio: 1.43665
Avg trade size: 89.62
Large trade count: 8
Largest trade size: 974

Candle

Return 1: 0
Return 3: 0
Volume 1: 156
Volume avg 5: 118.8
Momentum 5: -0.024661

Cross Exchange

Mid avg: 1.39184875
Mid median: 1.392855
Price deviation %: -0.944697
Spread %: 0.927903

Funding / OI / Volume

Funding rate: -0.00024547
Funding delta: 0.00000895
Funding abs: 0.00024547
Funding pressure: 0.00025442
Open interest: 100267
Volume 24h: 843646
Quote volume 24h: 843646
Price change 24h %: -0.910842

Quality

Capture latency ms: 5768
Order book timestamp: 2026-06-27 23:44:23.638000+02:00
Ticker timestamp: 2026-06-27 23:44:24.378000+02:00
Trades timestamp: 2026-06-27 23:44:02.291000+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: 1.39134
Best ask: 1.39268
Spread: 0.00134
Spread %: 0.096264
Mid price: 1.39201
Last price: 1.38799
Mark price: 1.39287
Index price: 1.393763

Order Book

Bid depth 5: 10
Ask depth 5: 10
Bid depth 10: 86
Ask depth 10: 89
Bid depth 20: 119
Ask depth 20: 267
Imbalance 5: 0
Imbalance 10: -0.017143
Imbalance 20: -0.38342
Top bid size: 1
Top ask size: 1
Bid wall score: 0.008403
Ask wall score: 0.003745

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -1
Imbalance 5 delta: -0.043478
Bid depth 10 delta: -1
Ask depth 10 delta: 3
Imbalance 10 delta: -0.022923
Spread delta: -0.00026
Mid price delta: -0.00456
Wall shift score: 0.002038

Tape

Buy volume: 184
Sell volume: 79
Buy/sell delta: 105
Buy/sell ratio: 2.329114
Avg trade size: 2.63
Large trade count: 7
Largest trade size: 19

Candle

Return 1: -0.320299
Return 3: -0.768549
Volume 1: 82
Volume avg 5: 108.4
Momentum 5: -1.897741

Cross Exchange

Mid avg: 1.39298875
Mid median: 1.395135
Price deviation %: -0.070263
Spread %: 0.927143

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 48091300
Quote volume 24h: 56205660
Price change 24h %: 104.4

Quality

Capture latency ms: 10126
Order book timestamp: 2026-06-27 23:44:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:56.642000+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: 1.3936
Best ask: 1.3938
Spread: 0.0002
Spread %: 0.01435
Mid price: 1.3937
Last price: 1.398
Mark price: -
Index price: -

Order Book

Bid depth 5: 462
Ask depth 5: 609
Bid depth 10: 1449
Ask depth 10: 2150
Bid depth 20: 5387
Ask depth 20: 6676
Imbalance 5: -0.137255
Imbalance 10: -0.194776
Imbalance 20: -0.106856
Top bid size: 20
Top ask size: 95
Bid wall score: 0.003713
Ask wall score: 0.01423

Dynamics

Bid depth 5 delta: -296
Ask depth 5 delta: -223
Imbalance 5 delta: -0.090714
Bid depth 10 delta: -2104
Ask depth 10 delta: -443
Imbalance 10 delta: -0.350975
Spread delta: -0.0001
Mid price delta: -0.00745
Wall shift score: -0.023867

Tape

Buy volume: 7582
Sell volume: 7668
Buy/sell delta: -86
Buy/sell ratio: 0.988785
Avg trade size: 152.5
Large trade count: 8
Largest trade size: 1649

Candle

Return 1: -0.178635
Return 3: -0.950085
Volume 1: 54423
Volume avg 5: 211685.4
Momentum 5: -0.562318

Cross Exchange

Mid avg: 1.39485125
Mid median: 1.396935
Price deviation %: -0.082536
Spread %: 1.20192

Funding / OI / Volume

Funding rate: 0.00065079
Funding delta: 0
Funding abs: 0.00065079
Funding pressure: 0.00065079
Open interest: 34058985
Volume 24h: 761300827
Quote volume 24h: 889638136.84995
Price change 24h %: 105.316

Quality

Capture latency ms: 6248
Order book timestamp: 2026-06-27 23:43:56.988000+02:00
Ticker timestamp: 2026-06-27 23:43:53.738000+02:00
Trades timestamp: 2026-06-27 23:43:58.473000+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: 1.397
Best ask: 1.3976
Spread: 0.0006
Spread %: 0.04294
Mid price: 1.3973
Last price: 1.398
Mark price: -
Index price: 1.3964

Order Book

Bid depth 5: 290
Ask depth 5: 249
Bid depth 10: 795
Ask depth 10: 1339
Bid depth 20: 2455
Ask depth 20: 1988
Imbalance 5: 0.076067
Imbalance 10: -0.25492
Imbalance 20: 0.105109
Top bid size: 3
Top ask size: 16
Bid wall score: 0.001222
Ask wall score: 0.008048

Dynamics

Bid depth 5 delta: 125
Ask depth 5 delta: -19
Imbalance 5 delta: 0.313942
Bid depth 10 delta: 325
Ask depth 10 delta: 699
Imbalance 10 delta: -0.101767
Spread delta: 0.0005
Mid price delta: -0.00465
Wall shift score: 0.018378

Tape

Buy volume: 677
Sell volume: 1270
Buy/sell delta: -593
Buy/sell ratio: 0.533071
Avg trade size: 19.47
Large trade count: 5
Largest trade size: 107

Candle

Return 1: -0.200029
Return 3: -0.99922
Volume 1: 4418
Volume avg 5: 7715.8
Momentum 5: -0.533998

Cross Exchange

Mid avg: 1.39601375
Mid median: 1.39886
Price deviation %: 0.092137
Spread %: 1.258225

Funding / OI / Volume

Funding rate: 0.000657
Funding delta: 0
Funding abs: 0.000657
Funding pressure: 0.000657
Open interest: -
Volume 24h: 19426140
Quote volume 24h: 227459829.263
Price change 24h %: -0.82

Quality

Capture latency ms: 5001
Order book timestamp: 2026-06-27 23:43:51.294000+02:00
Ticker timestamp: 2026-06-27 23:43:50.867000+02:00
Trades timestamp: 2026-06-27 23:43:50.779000+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: 1.36936
Best ask: 1.39941
Spread: 0.03005
Spread %: 2.170639
Mid price: 1.384385
Last price: 1.37835
Mark price: -
Index price: -

Order Book

Bid depth 5: 6392
Ask depth 5: 535
Bid depth 10: 6868
Ask depth 10: 1425
Bid depth 20: 22573
Ask depth 20: 10067
Imbalance 5: 0.845532
Imbalance 10: 0.656337
Imbalance 20: 0.38315
Top bid size: 232
Top ask size: 232
Bid wall score: 0.010278
Ask wall score: 0.023046

Dynamics

Bid depth 5 delta: 1716
Ask depth 5 delta: 2
Imbalance 5 delta: 0.050178
Bid depth 10 delta: -9
Ask depth 10 delta: 1
Imbalance 10 delta: -0.000572
Spread delta: -0.02813
Mid price delta: 0.012725
Wall shift score: -0.000171

Tape

Buy volume: 5284
Sell volume: 3638
Buy/sell delta: 1646
Buy/sell ratio: 1.452446
Avg trade size: 89.22
Large trade count: 8
Largest trade size: 974

Candle

Return 1: 0
Return 3: -0.024661
Volume 1: 0
Volume avg 5: 115.6
Momentum 5: -0.000725

Cross Exchange

Mid avg: 1.3928325
Mid median: 1.39886
Price deviation %: -0.606498
Spread %: 2.174705

Funding / OI / Volume

Funding rate: -0.00025442
Funding delta: 0.00000857
Funding abs: 0.00025442
Funding pressure: 0.00026299
Open interest: 100267
Volume 24h: 843490
Quote volume 24h: 843490
Price change 24h %: -0.910842

Quality

Capture latency ms: 6301
Order book timestamp: 2026-06-27 23:43:46.096000+02:00
Ticker timestamp: 2026-06-27 23:43:46.694000+02:00
Trades timestamp: 2026-06-27 23:42:16.336000+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: 1.39577
Best ask: 1.39737
Spread: 0.0016
Spread %: 0.114566
Mid price: 1.39657
Last price: 1.39522
Mark price: 1.39679
Index price: 1.397333

Order Book

Bid depth 5: 12
Ask depth 5: 11
Bid depth 10: 87
Ask depth 10: 86
Bid depth 20: 155
Ask depth 20: 261
Imbalance 5: 0.043478
Imbalance 10: 0.00578
Imbalance 20: -0.254808
Top bid size: 1
Top ask size: 1
Bid wall score: 0.006452
Ask wall score: 0.003831

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -2
Imbalance 5 delta: -0.05997
Bid depth 10 delta: -4
Ask depth 10 delta: -2
Imbalance 10 delta: -0.010979
Spread delta: 0.00048
Mid price delta: 0.00079
Wall shift score: -0.003648

Tape

Buy volume: 207
Sell volume: 74
Buy/sell delta: 133
Buy/sell ratio: 2.797297
Avg trade size: 2.81
Large trade count: 4
Largest trade size: 35

Candle

Return 1: 0.15146
Return 3: -0.704566
Volume 1: 56
Volume avg 5: 125.8
Momentum 5: -0.608366

Cross Exchange

Mid avg: 1.392635
Mid median: 1.398465
Price deviation %: 0.282558
Spread %: 2.175014

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 48085400
Quote volume 24h: 56197427
Price change 24h %: 105.46

Quality

Capture latency ms: 9401
Order book timestamp: 2026-06-27 23:43:30+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:09:56.610000+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: 1.401
Best ask: 1.4013
Spread: 0.0003
Spread %: 0.021411
Mid price: 1.40115
Last price: 1.4019
Mark price: -
Index price: -

Order Book

Bid depth 5: 758
Ask depth 5: 832
Bid depth 10: 3553
Ask depth 10: 2593
Bid depth 20: 7865
Ask depth 20: 11283
Imbalance 5: -0.046541
Imbalance 10: 0.156199
Imbalance 20: -0.178504
Top bid size: 128
Top ask size: 33
Bid wall score: 0.016275
Ask wall score: 0.002925

Dynamics

Bid depth 5 delta: -83
Ask depth 5 delta: 169
Imbalance 5 delta: -0.164892
Bid depth 10 delta: 373
Ask depth 10 delta: 1056
Imbalance 10 delta: -0.192115
Spread delta: 0.0002
Mid price delta: 0.0044
Wall shift score: -0.000744

Tape

Buy volume: 2367
Sell volume: 3978
Buy/sell delta: -1611
Buy/sell ratio: 0.595023
Avg trade size: 63.45
Large trade count: 6
Largest trade size: 762

Candle

Return 1: 0.150054
Return 3: -0.623936
Volume 1: 20564
Volume avg 5: 204913.6
Momentum 5: -0.234892

Cross Exchange

Mid avg: 1.391535
Mid median: 1.396265
Price deviation %: 0.690964
Spread %: 2.176733

Funding / OI / Volume

Funding rate: 0.00065079
Funding delta: -0.00000675
Funding abs: 0.00065079
Funding pressure: 0.00065754
Open interest: 34063243
Volume 24h: 761260919
Quote volume 24h: 889582303.03765
Price change 24h %: 105.889

Quality

Capture latency ms: 6076
Order book timestamp: 2026-06-27 23:43:20.370000+02:00
Ticker timestamp: 2026-06-27 23:43:11.948000+02:00
Trades timestamp: 2026-06-27 23:43:21.744000+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: 1.4019
Best ask: 1.402
Spread: 0.0001
Spread %: 0.007133
Mid price: 1.40195
Last price: 1.4018
Mark price: -
Index price: 1.3973

Order Book

Bid depth 5: 165
Ask depth 5: 268
Bid depth 10: 470
Ask depth 10: 640
Bid depth 20: 1310
Ask depth 20: 1646
Imbalance 5: -0.237875
Imbalance 10: -0.153153
Imbalance 20: -0.113667
Top bid size: 2
Top ask size: 44
Bid wall score: 0.001527
Ask wall score: 0.026731

Dynamics

Bid depth 5 delta: -93
Ask depth 5 delta: 61
Imbalance 5 delta: -0.347553
Bid depth 10 delta: -531
Ask depth 10 delta: 56
Imbalance 10 delta: -0.416245
Spread delta: -0.0003
Mid price delta: 0.00615
Wall shift score: -0.012983

Tape

Buy volume: 2374
Sell volume: 480
Buy/sell delta: 1894
Buy/sell ratio: 4.945833
Avg trade size: 28.54
Large trade count: 6
Largest trade size: 345

Candle

Return 1: 0.171453
Return 3: -0.630714
Volume 1: 1921
Volume avg 5: 7216.4
Momentum 5: -0.163759

Cross Exchange

Mid avg: 1.3899975
Mid median: 1.39579
Price deviation %: 0.859894
Spread %: 1.805039

Funding / OI / Volume

Funding rate: 0.000657
Funding delta: -0.000001
Funding abs: 0.000657
Funding pressure: 0.000658
Open interest: -
Volume 24h: 19423400
Quote volume 24h: 227421468.361
Price change 24h %: -0.55

Quality

Capture latency ms: 4802
Order book timestamp: 2026-06-27 23:43:14.518000+02:00
Ticker timestamp: 2026-06-27 23:43:11.777000+02:00
Trades timestamp: 2026-06-27 23:43:15.316000+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: 1.34257
Best ask: 1.40075
Spread: 0.05818
Spread %: 4.241576
Mid price: 1.37166
Last price: 1.37835
Mark price: -
Index price: -

Order Book

Bid depth 5: 4676
Ask depth 5: 533
Bid depth 10: 6877
Ask depth 10: 1424
Bid depth 20: 22582
Ask depth 20: 10066
Imbalance 5: 0.795354
Imbalance 10: 0.656909
Imbalance 20: 0.383362
Top bid size: 236
Top ask size: 232
Bid wall score: 0.010451
Ask wall score: 0.023048

Dynamics

Bid depth 5 delta: -1680
Ask depth 5 delta: -3
Imbalance 5 delta: -0.049103
Bid depth 10 delta: -43
Ask depth 10 delta: -999
Imbalance 10 delta: 0.175586
Spread delta: 0.0272
Mid price delta: -0.01368
Wall shift score: -0.001916

Tape

Buy volume: 5284
Sell volume: 3638
Buy/sell delta: 1646
Buy/sell ratio: 1.452446
Avg trade size: 89.22
Large trade count: 8
Largest trade size: 974

Candle

Return 1: 0
Return 3: -0.024661
Volume 1: 0
Volume avg 5: 115.6
Momentum 5: -0.000725

Cross Exchange

Mid avg: 1.3934175
Mid median: 1.39579
Price deviation %: -1.561449
Spread %: 0.81885

Funding / OI / Volume

Funding rate: -0.00026299
Funding delta: 0.00000871
Funding abs: 0.00026299
Funding pressure: 0.0002717
Open interest: 100267
Volume 24h: 843490
Quote volume 24h: 843490
Price change 24h %: -0.910842

Quality

Capture latency ms: 4931
Order book timestamp: 2026-06-27 23:43:09.996000+02:00
Ticker timestamp: 2026-06-27 23:43:10.355000+02:00
Trades timestamp: 2026-06-27 23:42:16.336000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 13945
gate: 13946
htx: 13844
mexc: 13943

By Symbol

VELVET/USDT:USDT: 55678

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.