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: 56077
Total labels: 168231
Pending labels: 148748
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 04:07:57.588709+02:00
Recent trades snapshots: 56075
Micro candles: 1121420
Avg data quality: 76.0266776040087737
Latest latency: 9581 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 122 of 5608 · 56077 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-28 00:47:10.832866+02:00	binance	VELVET/USDT:USDT	1.41675	80	6094 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 00:47:04.640028+02:00	mexc	VELVET/USDT:USDT	1.4168	78	4443 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 00:47:00.089051+02:00	htx	VELVET/USDT:USDT	1.397405	80	5466 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 00:46:44.396059+02:00	gate	VELVET/USDT:USDT	1.41457	68	10055 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 00:46:34.235773+02:00	binance	VELVET/USDT:USDT	1.41495	80	6650 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 00:46:27.478845+02:00	mexc	VELVET/USDT:USDT	1.4158	78	4136 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 00:46:23.291691+02:00	htx	VELVET/USDT:USDT	1.395455	80	5588 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 00:46:08.047039+02:00	gate	VELVET/USDT:USDT	1.41314	68	9785 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 00:45:58.166451+02:00	binance	VELVET/USDT:USDT	1.4185	80	7466 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 00:45:50.593817+02:00	mexc	VELVET/USDT:USDT	1.4196	78	4141 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.4167
Best ask: 1.4168
Spread: 0.0001
Spread %: 0.007058
Mid price: 1.41675
Last price: 1.4168
Mark price: -
Index price: -

Order Book

Bid depth 5: 8471
Ask depth 5: 1341
Bid depth 10: 9688
Ask depth 10: 4230
Bid depth 20: 29292
Ask depth 20: 19204
Imbalance 5: 0.726661
Imbalance 10: 0.392154
Imbalance 20: 0.208017
Top bid size: 204
Top ask size: 15
Bid wall score: 0.006964
Ask wall score: 0.000781

Dynamics

Bid depth 5 delta: 8319
Ask depth 5 delta: -1291
Imbalance 5 delta: 1.617466
Bid depth 10 delta: 7711
Ask depth 10 delta: -1316
Imbalance 10 delta: 0.866566
Spread delta: 0
Mid price delta: 0.0018
Wall shift score: 0.061753

Tape

Buy volume: 6417
Sell volume: 7424
Buy/sell delta: -1007
Buy/sell ratio: 0.864359
Avg trade size: 138.41
Large trade count: 6
Largest trade size: 867

Candle

Return 1: -0.007058
Return 3: -0.007058
Volume 1: 9834
Volume avg 5: 218800.4
Momentum 5: 0.811215

Cross Exchange

Mid avg: 1.41093125
Mid median: 1.41476
Price deviation %: 0.412405
Spread %: 1.374624

Funding / OI / Volume

Funding rate: 0.0006233
Funding delta: -0.00000119
Funding abs: 0.0006233
Funding pressure: 0.00062449
Open interest: 34080519
Volume 24h: 768094476
Quote volume 24h: 903816947.58045
Price change 24h %: 104.829

Quality

Capture latency ms: 6094
Order book timestamp: 2026-06-28 00:47:08.697000+02:00
Ticker timestamp: 2026-06-28 00:47:02.563000+02:00
Trades timestamp: 2026-06-28 00:47:10.203000+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: 1.4167
Best ask: 1.4169
Spread: 0.0002
Spread %: 0.014116
Mid price: 1.4168
Last price: 1.4164
Mark price: -
Index price: 1.4148

Order Book

Bid depth 5: 729
Ask depth 5: 422
Bid depth 10: 2600
Ask depth 10: 976
Bid depth 20: 3837
Ask depth 20: 2400
Imbalance 5: 0.266725
Imbalance 10: 0.454139
Imbalance 20: 0.230399
Top bid size: 67
Top ask size: 72
Bid wall score: 0.017462
Ask wall score: 0.03

Dynamics

Bid depth 5 delta: -156
Ask depth 5 delta: -126
Imbalance 5 delta: 0.031554
Bid depth 10 delta: 677
Ask depth 10 delta: -90
Imbalance 10 delta: 0.167421
Spread delta: -0.0002
Mid price delta: 0.001
Wall shift score: -0.070007

Tape

Buy volume: 1167
Sell volume: 2000
Buy/sell delta: -833
Buy/sell ratio: 0.5835
Avg trade size: 31.67
Large trade count: 6
Largest trade size: 216

Candle

Return 1: -0.021176
Return 3: -0.056449
Volume 1: 56
Volume avg 5: 7152.6
Momentum 5: 0.79704

Cross Exchange

Mid avg: 1.41068125
Mid median: 1.41476
Price deviation %: 0.433744
Spread %: 1.30398

Funding / OI / Volume

Funding rate: 0.000624
Funding delta: 0
Funding abs: 0.000624
Funding pressure: 0.000624
Open interest: -
Volume 24h: 19524799
Quote volume 24h: 231317852.947
Price change 24h %: 0.48

Quality

Capture latency ms: 4443
Order book timestamp: 2026-06-28 00:47:03.003000+02:00
Ticker timestamp: 2026-06-28 00:47:02.868000+02:00
Trades timestamp: 2026-06-28 00:47:00.527000+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: 1.38788
Best ask: 1.40693
Spread: 0.01905
Spread %: 1.363241
Mid price: 1.397405
Last price: 1.40691
Mark price: -
Index price: -

Order Book

Bid depth 5: 4227
Ask depth 5: 3835
Bid depth 10: 6758
Ask depth 10: 4313
Bid depth 20: 19086
Ask depth 20: 12954
Imbalance 5: 0.048623
Imbalance 10: 0.220847
Imbalance 20: 0.191386
Top bid size: 1131
Top ask size: 211
Bid wall score: 0.059258
Ask wall score: 0.016288

Dynamics

Bid depth 5 delta: 1000
Ask depth 5 delta: 182
Imbalance 5 delta: 0.110542
Bid depth 10 delta: 866
Ask depth 10 delta: 293
Imbalance 10 delta: 0.031985
Spread delta: -0.00392
Mid price delta: 0.00195
Wall shift score: 0.04709

Tape

Buy volume: 9600
Sell volume: 13058
Buy/sell delta: -3458
Buy/sell ratio: 0.735181
Avg trade size: 226.58
Large trade count: 5
Largest trade size: 6000

Candle

Return 1: -0.004975
Return 3: 0.029862
Volume 1: 70
Volume avg 5: 23.6
Momentum 5: 3.229901

Cross Exchange

Mid avg: 1.41019375
Mid median: 1.41476
Price deviation %: -0.906879
Spread %: 1.44271

Funding / OI / Volume

Funding rate: -0.00134079
Funding delta: -0.00000752
Funding abs: 0.00134079
Funding pressure: 0.00134831
Open interest: 103175
Volume 24h: 861852
Quote volume 24h: 861852
Price change 24h %: 1.142327

Quality

Capture latency ms: 5466
Order book timestamp: 2026-06-28 00:46:58.638000+02:00
Ticker timestamp: 2026-06-28 00:46:59.073000+02:00
Trades timestamp: 2026-06-28 00:46:44.859000+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: 1.41371
Best ask: 1.41543
Spread: 0.00172
Spread %: 0.121592
Mid price: 1.41457
Last price: 1.41429
Mark price: 1.41463
Index price: 1.413535

Order Book

Bid depth 5: 8
Ask depth 5: 5
Bid depth 10: 19
Ask depth 10: 13
Bid depth 20: 104
Ask depth 20: 98
Imbalance 5: 0.230769
Imbalance 10: 0.1875
Imbalance 20: 0.029703
Top bid size: 1
Top ask size: 1
Bid wall score: 0.009615
Ask wall score: 0.010204

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -63
Imbalance 5 delta: 0.952288
Bid depth 10 delta: -64
Ask depth 10 delta: -70
Imbalance 10 delta: 0.1875
Spread delta: -0.00026
Mid price delta: 0.00143
Wall shift score: -0.000692

Tape

Buy volume: 110
Sell volume: 113
Buy/sell delta: -3
Buy/sell ratio: 0.973451
Avg trade size: 2.23
Large trade count: 7
Largest trade size: 15

Candle

Return 1: -0.098186
Return 3: -0.246159
Volume 1: 47
Volume avg 5: 100.2
Momentum 5: 1.787758

Cross Exchange

Mid avg: 1.40983625
Mid median: 1.414045
Price deviation %: 0.335766
Spread %: 1.443075

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 48411700
Quote volume 24h: 56808936
Price change 24h %: 104.71

Quality

Capture latency ms: 10055
Order book timestamp: 2026-06-28 00:46:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:00.399000+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: 1.4149
Best ask: 1.415
Spread: 0.0001
Spread %: 0.007067
Mid price: 1.41495
Last price: 1.4169
Mark price: -
Index price: -

Order Book

Bid depth 5: 152
Ask depth 5: 2632
Bid depth 10: 1977
Ask depth 10: 5546
Bid depth 20: 10765
Ask depth 20: 8950
Imbalance 5: -0.890805
Imbalance 10: -0.474412
Imbalance 20: 0.092062
Top bid size: 8
Top ask size: 504
Bid wall score: 0.000743
Ask wall score: 0.056313

Dynamics

Bid depth 5 delta: -5255
Ask depth 5 delta: 628
Imbalance 5 delta: -1.349987
Bid depth 10 delta: -4571
Ask depth 10 delta: 1337
Imbalance 10 delta: -0.691852
Spread delta: -0.0003
Mid price delta: -0.00355
Wall shift score: -0.108415

Tape

Buy volume: 5199
Sell volume: 15753
Buy/sell delta: -10554
Buy/sell ratio: 0.330032
Avg trade size: 209.52
Large trade count: 1
Largest trade size: 10645

Candle

Return 1: -0.119845
Return 3: -0.232378
Volume 1: 76185
Volume avg 5: 261636.2
Momentum 5: 1.920725

Cross Exchange

Mid avg: 1.41072375
Mid median: 1.41447
Price deviation %: 0.29958
Spread %: 1.633559

Funding / OI / Volume

Funding rate: 0.00062449
Funding delta: 0
Funding abs: 0.00062449
Funding pressure: 0.00062449
Open interest: 34068670
Volume 24h: 768074398
Quote volume 24h: 903752792.73765
Price change 24h %: 105.378

Quality

Capture latency ms: 6650
Order book timestamp: 2026-06-28 00:46:32.109000+02:00
Ticker timestamp: 2026-06-28 00:46:29.022000+02:00
Trades timestamp: 2026-06-28 00:46:33.626000+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: 1.4156
Best ask: 1.416
Spread: 0.0004
Spread %: 0.028253
Mid price: 1.4158
Last price: 1.4167
Mark price: -
Index price: 1.4135

Order Book

Bid depth 5: 885
Ask depth 5: 548
Bid depth 10: 1923
Ask depth 10: 1066
Bid depth 20: 3709
Ask depth 20: 3129
Imbalance 5: 0.235171
Imbalance 10: 0.286718
Imbalance 20: 0.08482
Top bid size: 679
Top ask size: 393
Bid wall score: 0.183068
Ask wall score: 0.125599

Dynamics

Bid depth 5 delta: 583
Ask depth 5 delta: 49
Imbalance 5 delta: 0.481114
Bid depth 10 delta: 1133
Ask depth 10 delta: -87
Imbalance 10 delta: 0.473542
Spread delta: 0
Mid price delta: -0.0038
Wall shift score: 0.079044

Tape

Buy volume: 1150
Sell volume: 1816
Buy/sell delta: -666
Buy/sell ratio: 0.63326
Avg trade size: 29.66
Large trade count: 9
Largest trade size: 153

Candle

Return 1: -0.112819
Return 3: -0.239437
Volume 1: 3543
Volume avg 5: 8280.4
Momentum 5: 1.803809

Cross Exchange

Mid avg: 1.41167375
Mid median: 1.41582
Price deviation %: 0.292295
Spread %: 1.710381

Funding / OI / Volume

Funding rate: 0.000624
Funding delta: 0.000006
Funding abs: 0.000624
Funding pressure: 0.00063
Open interest: -
Volume 24h: 19522804
Quote volume 24h: 231289591.649
Price change 24h %: 0.5

Quality

Capture latency ms: 4136
Order book timestamp: 2026-06-28 00:46:26.065000+02:00
Ticker timestamp: 2026-06-28 00:46:23.896000+02:00
Trades timestamp: 2026-06-28 00:46:25.922000+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: 1.38397
Best ask: 1.40694
Spread: 0.02297
Spread %: 1.646058
Mid price: 1.395455
Last price: 1.40698
Mark price: -
Index price: -

Order Book

Bid depth 5: 3227
Ask depth 5: 3653
Bid depth 10: 5892
Ask depth 10: 4020
Bid depth 20: 16961
Ask depth 20: 12995
Imbalance 5: -0.061919
Imbalance 10: 0.188862
Imbalance 20: 0.132394
Top bid size: 229
Top ask size: 229
Bid wall score: 0.013502
Ask wall score: 0.017622

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 60
Imbalance 5 delta: -0.008253
Bid depth 10 delta: 0
Ask depth 10 delta: -106
Imbalance 10 delta: 0.012579
Spread delta: -0.00005
Mid price delta: -0.000025
Wall shift score: -0.016926

Tape

Buy volume: 9600
Sell volume: 13004
Buy/sell delta: -3404
Buy/sell ratio: 0.738234
Avg trade size: 226.04
Large trade count: 5
Largest trade size: 6000

Candle

Return 1: 0
Return 3: 0.034838
Volume 1: 0
Volume avg 5: 9.6
Momentum 5: 3.235037

Cross Exchange

Mid avg: 1.41168
Mid median: 1.41582
Price deviation %: -1.14934
Spread %: 1.708603

Funding / OI / Volume

Funding rate: -0.00133328
Funding delta: -0.00001544
Funding abs: 0.00133328
Funding pressure: 0.00134871
Open interest: 103175
Volume 24h: 861782
Quote volume 24h: 861782
Price change 24h %: 1.147359

Quality

Capture latency ms: 5588
Order book timestamp: 2026-06-28 00:46:21.396000+02:00
Ticker timestamp: 2026-06-28 00:46:21.687000+02:00
Trades timestamp: 2026-06-28 00:44:01.924000+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: 1.41215
Best ask: 1.41413
Spread: 0.00198
Spread %: 0.140114
Mid price: 1.41314
Last price: 1.41237
Mark price: 1.41436
Index price: 1.414348

Order Book

Bid depth 5: 11
Ask depth 5: 68
Bid depth 10: 83
Ask depth 10: 83
Bid depth 20: 257
Ask depth 20: 264
Imbalance 5: -0.721519
Imbalance 10: 0
Imbalance 20: -0.013436
Top bid size: 1
Top ask size: 1
Bid wall score: 0.003891
Ask wall score: 0.003788

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -2
Imbalance 5 delta: 0.073353
Bid depth 10 delta: 62
Ask depth 10 delta: -7
Imbalance 10 delta: 0.621622
Spread delta: 0.0001
Mid price delta: -0.00431
Wall shift score: -0.005724

Tape

Buy volume: 100
Sell volume: 100
Buy/sell delta: 0
Buy/sell ratio: 1
Avg trade size: 2
Large trade count: 7
Largest trade size: 12

Candle

Return 1: -0.23381
Return 3: -0.381582
Volume 1: 7
Volume avg 5: 92.2
Momentum 5: 1.649574

Cross Exchange

Mid avg: 1.4127575
Mid median: 1.417975
Price deviation %: 0.027075
Spread %: 1.707299

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 48407100
Quote volume 24h: 56802436
Price change 24h %: 104.85

Quality

Capture latency ms: 9785
Order book timestamp: 2026-06-28 00:46:06+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:00.365000+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: 1.4183
Best ask: 1.4187
Spread: 0.0004
Spread %: 0.028199
Mid price: 1.4185
Last price: 1.4194
Mark price: -
Index price: -

Order Book

Bid depth 5: 5407
Ask depth 5: 2004
Bid depth 10: 6548
Ask depth 10: 4209
Bid depth 20: 14194
Ask depth 20: 8909
Imbalance 5: 0.459182
Imbalance 10: 0.21744
Imbalance 20: 0.228758
Top bid size: 911
Top ask size: 101
Bid wall score: 0.064182
Ask wall score: 0.011337

Dynamics

Bid depth 5 delta: 4101
Ask depth 5 delta: 224
Imbalance 5 delta: 0.612779
Bid depth 10 delta: 4366
Ask depth 10 delta: 882
Imbalance 10 delta: 0.425282
Spread delta: 0.0003
Mid price delta: -0.00045
Wall shift score: 0.096828

Tape

Buy volume: 4111
Sell volume: 13555
Buy/sell delta: -9444
Buy/sell ratio: 0.303283
Avg trade size: 176.66
Large trade count: 6
Largest trade size: 3494

Candle

Return 1: 0.176454
Return 3: 0.996229
Volume 1: 165655
Volume avg 5: 264680.6
Momentum 5: 2.350905

Cross Exchange

Mid avg: 1.41287
Mid median: 1.4182
Price deviation %: 0.39848
Spread %: 1.707163

Funding / OI / Volume

Funding rate: 0.00062449
Funding delta: 0
Funding abs: 0.00062449
Funding pressure: 0.00062449
Open interest: 34060571
Volume 24h: 768072401
Quote volume 24h: 903682047.01945
Price change 24h %: 105.145

Quality

Capture latency ms: 7466
Order book timestamp: 2026-06-28 00:45:56.024000+02:00
Ticker timestamp: 2026-06-28 00:45:48.713000+02:00
Trades timestamp: 2026-06-28 00:45:57.561000+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: 1.4194
Best ask: 1.4198
Spread: 0.0004
Spread %: 0.028177
Mid price: 1.4196
Last price: 1.4189
Mark price: -
Index price: 1.4163

Order Book

Bid depth 5: 302
Ask depth 5: 499
Bid depth 10: 790
Ask depth 10: 1153
Bid depth 20: 3035
Ask depth 20: 2345
Imbalance 5: -0.245943
Imbalance 10: -0.186824
Imbalance 20: 0.128253
Top bid size: 29
Top ask size: 73
Bid wall score: 0.009555
Ask wall score: 0.03113

Dynamics

Bid depth 5 delta: -19
Ask depth 5 delta: 53
Imbalance 5 delta: -0.08297
Bid depth 10 delta: -403
Ask depth 10 delta: 162
Imbalance 10 delta: -0.279315
Spread delta: -0.0002
Mid price delta: -0.0022
Wall shift score: -0.020201

Tape

Buy volume: 1130
Sell volume: 1196
Buy/sell delta: -66
Buy/sell ratio: 0.944816
Avg trade size: 23.26
Large trade count: 6
Largest trade size: 121

Candle

Return 1: 0.14818
Return 3: 1.003416
Volume 1: 7797
Volume avg 5: 8180.6
Momentum 5: 2.358286

Cross Exchange

Mid avg: 1.41342
Mid median: 1.4182
Price deviation %: 0.437237
Spread %: 1.86215

Funding / OI / Volume

Funding rate: 0.000618
Funding delta: 0
Funding abs: 0.000618
Funding pressure: 0.000618
Open interest: -
Volume 24h: 19519466
Quote volume 24h: 231242348.02
Price change 24h %: 0.65

Quality

Capture latency ms: 4141
Order book timestamp: 2026-06-28 00:45:48.919000+02:00
Ticker timestamp: 2026-06-28 00:45:47.740000+02:00
Trades timestamp: 2026-06-28 00:45:49.269000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 14045
gate: 14046
htx: 13943
mexc: 14043

By Symbol

VELVET/USDT:USDT: 56077

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.