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: 57954
Total labels: 173862
Pending labels: 154379
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 09:30:04.108196+02:00
Recent trades snapshots: 57952
Micro candles: 1158960
Avg data quality: 76.0397556682886427
Latest latency: 11802 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 123 of 5796 · 57954 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-28 06:00:57.871582+02:00	binance	VELVET/USDT:USDT	1.521	80	6688 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 06:00:51.050838+02:00	mexc	VELVET/USDT:USDT	1.52605	78	4301 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 06:00:46.692873+02:00	htx	VELVET/USDT:USDT	1.518225	80	5643 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 06:00:29.978021+02:00	gate	VELVET/USDT:USDT	1.51799	68	10441 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 06:00:19.395863+02:00	binance	VELVET/USDT:USDT	1.51955	80	6766 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 06:00:12.497469+02:00	mexc	VELVET/USDT:USDT	1.5145	78	4844 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 06:00:07.574694+02:00	htx	VELVET/USDT:USDT	1.517605	80	5821 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 05:59:51.494815+02:00	gate	VELVET/USDT:USDT	1.52568	68	10316 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 05:59:41.059381+02:00	binance	VELVET/USDT:USDT	1.53585	80	6394 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 05:59:34.557583+02:00	mexc	VELVET/USDT:USDT	1.5317	78	4430 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.5209
Best ask: 1.5211
Spread: 0.0002
Spread %: 0.013149
Mid price: 1.521
Last price: 1.5265
Mark price: -
Index price: -

Order Book

Bid depth 5: 2396
Ask depth 5: 2902
Bid depth 10: 14360
Ask depth 10: 3239
Bid depth 20: 37080
Ask depth 20: 6463
Imbalance 5: -0.095508
Imbalance 10: 0.631911
Imbalance 20: 0.703144
Top bid size: 2223
Top ask size: 26
Bid wall score: 0.059951
Ask wall score: 0.004023

Dynamics

Bid depth 5 delta: 2208
Ask depth 5 delta: 2393
Imbalance 5 delta: 0.365037
Bid depth 10 delta: 12873
Ask depth 10 delta: 2020
Imbalance 10 delta: 0.532872
Spread delta: -0.0003
Mid price delta: 0.00145
Wall shift score: 0.057201

Tape

Buy volume: 3797
Sell volume: 5593
Buy/sell delta: -1796
Buy/sell ratio: 0.678884
Avg trade size: 93.9
Large trade count: 6
Largest trade size: 1976

Candle

Return 1: -0.425309
Return 3: 0.30319
Volume 1: 306529
Volume avg 5: 288927.2
Momentum 5: -0.639854

Cross Exchange

Mid avg: 1.52045375
Mid median: 1.5188875
Price deviation %: 0.035927
Spread %: 0.530105

Funding / OI / Volume

Funding rate: 0.00064913
Funding delta: 0
Funding abs: 0.00064913
Funding pressure: 0.00064913
Open interest: 33380541
Volume 24h: 889516518
Quote volume 24h: 1127559209.48795
Price change 24h %: 84.941

Quality

Capture latency ms: 6688
Order book timestamp: 2026-06-28 06:00:55.705000+02:00
Ticker timestamp: 2026-06-28 06:00:49.855000+02:00
Trades timestamp: 2026-06-28 06:00:57.276000+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: 1.526
Best ask: 1.5261
Spread: 0.0001
Spread %: 0.006553
Mid price: 1.52605
Last price: 1.5301
Mark price: -
Index price: 1.5245

Order Book

Bid depth 5: 76
Ask depth 5: 183
Bid depth 10: 329
Ask depth 10: 351
Bid depth 20: 764
Ask depth 20: 772
Imbalance 5: -0.413127
Imbalance 10: -0.032353
Imbalance 20: -0.005208
Top bid size: 6
Top ask size: 44
Bid wall score: 0.007853
Ask wall score: 0.056995

Dynamics

Bid depth 5 delta: -42
Ask depth 5 delta: 68
Imbalance 5 delta: -0.426003
Bid depth 10 delta: 4
Ask depth 10 delta: 23
Imbalance 10 delta: -0.027759
Spread delta: -0.0001
Mid price delta: 0.01155
Wall shift score: -0.05133

Tape

Buy volume: 672
Sell volume: 136
Buy/sell delta: 536
Buy/sell ratio: 4.941176
Avg trade size: 8.08
Large trade count: 12
Largest trade size: 71

Candle

Return 1: -0.078575
Return 3: 0.540256
Volume 1: 5564
Volume avg 5: 5512.2
Momentum 5: -0.443633

Cross Exchange

Mid avg: 1.51756625
Mid median: 1.5181075
Price deviation %: 0.559037
Spread %: 0.33277

Funding / OI / Volume

Funding rate: 0.000644
Funding delta: 0
Funding abs: 0.000644
Funding pressure: 0.000644
Open interest: -
Volume 24h: 21316170
Quote volume 24h: 269017428.333
Price change 24h %: 8.54

Quality

Capture latency ms: 4301
Order book timestamp: 2026-06-28 06:00:49.381000+02:00
Ticker timestamp: 2026-06-28 06:00:48.803000+02:00
Trades timestamp: 2026-06-28 06:00:49.021000+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: 1.50888
Best ask: 1.52757
Spread: 0.01869
Spread %: 1.231043
Mid price: 1.518225
Last price: 1.53345
Mark price: -
Index price: -

Order Book

Bid depth 5: 12261
Ask depth 5: 355
Bid depth 10: 30481
Ask depth 10: 25735
Bid depth 20: 34266
Ask depth 20: 42810
Imbalance 5: 0.943722
Imbalance 10: 0.084424
Imbalance 20: -0.110852
Top bid size: 21
Top ask size: 90
Bid wall score: 0.000613
Ask wall score: 0.002102

Dynamics

Bid depth 5 delta: -23
Ask depth 5 delta: -1193
Imbalance 5 delta: 0.167551
Bid depth 10 delta: -60
Ask depth 10 delta: -64
Imbalance 10 delta: 0.000257
Spread delta: -0.00114
Mid price delta: 0.00062
Wall shift score: 0.000001

Tape

Buy volume: 5432
Sell volume: 1028
Buy/sell delta: 4404
Buy/sell ratio: 5.284047
Avg trade size: 64.6
Large trade count: 6
Largest trade size: 660

Candle

Return 1: 0
Return 3: 1.812568
Volume 1: 0
Volume avg 5: 94.8
Momentum 5: 0.843072

Cross Exchange

Mid avg: 1.51741125
Mid median: 1.5177975
Price deviation %: 0.053628
Spread %: 0.332804

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0.00027752
Funding abs: 0.00005
Funding pressure: 0.00032752
Open interest: 100183
Volume 24h: 959602
Quote volume 24h: 959602
Price change 24h %: 10.239249

Quality

Capture latency ms: 5643
Order book timestamp: 2026-06-28 06:00:45.238000+02:00
Ticker timestamp: 2026-06-28 06:00:45.676000+02:00
Trades timestamp: 2026-06-28 05:59:03.279000+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: 1.51657
Best ask: 1.51941
Spread: 0.00284
Spread %: 0.18709
Mid price: 1.51799
Last price: 1.52094
Mark price: 1.51877
Index price: 1.5187

Order Book

Bid depth 5: 10
Ask depth 5: 48
Bid depth 10: 58
Ask depth 10: 61
Bid depth 20: 163
Ask depth 20: 79
Imbalance 5: -0.655172
Imbalance 10: -0.02521
Imbalance 20: 0.347107
Top bid size: 1
Top ask size: 1
Bid wall score: 0.006135
Ask wall score: 0.012658

Dynamics

Bid depth 5 delta: -19
Ask depth 5 delta: 34
Imbalance 5 delta: -1.00401
Bid depth 10 delta: -17
Ask depth 10 delta: -2
Imbalance 10 delta: -0.112167
Spread delta: 0.00068
Mid price delta: -0.00769
Wall shift score: 0.001349

Tape

Buy volume: 63
Sell volume: 85
Buy/sell delta: -22
Buy/sell ratio: 0.741176
Avg trade size: 1.48
Large trade count: 5
Largest trade size: 6

Candle

Return 1: -0.413697
Return 3: 0.313695
Volume 1: 60
Volume avg 5: 80.4
Momentum 5: -0.503066

Cross Exchange

Mid avg: 1.51933375
Mid median: 1.5185775
Price deviation %: -0.088443
Spread %: 0.735849

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 54225800
Quote volume 24h: 68460446
Price change 24h %: 83.03

Quality

Capture latency ms: 10441
Order book timestamp: 2026-06-28 06:00:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:19.229000+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: 1.5193
Best ask: 1.5198
Spread: 0.0005
Spread %: 0.032904
Mid price: 1.51955
Last price: 1.5147
Mark price: -
Index price: -

Order Book

Bid depth 5: 188
Ask depth 5: 509
Bid depth 10: 1487
Ask depth 10: 1219
Bid depth 20: 3971
Ask depth 20: 3032
Imbalance 5: -0.460545
Imbalance 10: 0.099039
Imbalance 20: 0.134085
Top bid size: 29
Top ask size: 26
Bid wall score: 0.007303
Ask wall score: 0.008575

Dynamics

Bid depth 5 delta: -473
Ask depth 5 delta: 107
Imbalance 5 delta: -0.704195
Bid depth 10 delta: -419
Ask depth 10 delta: -3
Imbalance 10 delta: -0.119631
Spread delta: 0.0004
Mid price delta: -0.0163
Wall shift score: -0.086108

Tape

Buy volume: 2656
Sell volume: 2884
Buy/sell delta: -228
Buy/sell ratio: 0.920943
Avg trade size: 55.4
Large trade count: 7
Largest trade size: 445

Candle

Return 1: -0.804816
Return 3: -0.079093
Volume 1: 137128
Volume avg 5: 255047
Momentum 5: -1.018543

Cross Exchange

Mid avg: 1.52340875
Mid median: 1.5216425
Price deviation %: -0.253297
Spread %: 1.401462

Funding / OI / Volume

Funding rate: 0.00064913
Funding delta: 0.00000418
Funding abs: 0.00064913
Funding pressure: 0.00065331
Open interest: 33364697
Volume 24h: 889343832
Quote volume 24h: 1127296340.29675
Price change 24h %: 83.511

Quality

Capture latency ms: 6766
Order book timestamp: 2026-06-28 06:00:17.181000+02:00
Ticker timestamp: 2026-06-28 06:00:11.610000+02:00
Trades timestamp: 2026-06-28 06:00:18.824000+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: 1.5144
Best ask: 1.5146
Spread: 0.0002
Spread %: 0.013206
Mid price: 1.5145
Last price: 1.5141
Mark price: -
Index price: 1.5186

Order Book

Bid depth 5: 118
Ask depth 5: 115
Bid depth 10: 325
Ask depth 10: 328
Bid depth 20: 1013
Ask depth 20: 845
Imbalance 5: 0.012876
Imbalance 10: -0.004594
Imbalance 20: 0.09042
Top bid size: 19
Top ask size: 14
Bid wall score: 0.018756
Ask wall score: 0.016568

Dynamics

Bid depth 5 delta: -118
Ask depth 5 delta: 55
Imbalance 5 delta: -0.581719
Bid depth 10 delta: -197
Ask depth 10 delta: -465
Imbalance 10 delta: 0.201489
Spread delta: -0.0004
Mid price delta: -0.0172
Wall shift score: -0.00129

Tape

Buy volume: 419
Sell volume: 1346
Buy/sell delta: -927
Buy/sell ratio: 0.311293
Avg trade size: 17.65
Large trade count: 7
Largest trade size: 241

Candle

Return 1: -0.838135
Return 3: -0.224008
Volume 1: 2676
Volume avg 5: 4934.6
Momentum 5: -1.200418

Cross Exchange

Mid avg: 1.52770875
Mid median: 1.52869
Price deviation %: -0.864612
Spread %: 1.194272

Funding / OI / Volume

Funding rate: 0.000644
Funding delta: 0
Funding abs: 0.000644
Funding pressure: 0.000644
Open interest: -
Volume 24h: 21313250
Quote volume 24h: 268973007.955
Price change 24h %: 7.41

Quality

Capture latency ms: 4844
Order book timestamp: 2026-06-28 06:00:11.087000+02:00
Ticker timestamp: 2026-06-28 06:00:09.983000+02:00
Trades timestamp: 2026-06-28 06:00:11.219000+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: 1.50769
Best ask: 1.52752
Spread: 0.01983
Spread %: 1.306664
Mid price: 1.517605
Last price: 1.53345
Mark price: -
Index price: -

Order Book

Bid depth 5: 12284
Ask depth 5: 1548
Bid depth 10: 30541
Ask depth 10: 25799
Bid depth 20: 34270
Ask depth 20: 39815
Imbalance 5: 0.776171
Imbalance 10: 0.084168
Imbalance 20: -0.074846
Top bid size: 4
Top ask size: 64
Bid wall score: 0.000117
Ask wall score: 0.001607

Dynamics

Bid depth 5 delta: 36
Ask depth 5 delta: -392
Imbalance 5 delta: 0.049642
Bid depth 10 delta: 1321
Ask depth 10 delta: 15695
Imbalance 10 delta: -0.401948
Spread delta: 0.00144
Mid price delta: -0.00915
Wall shift score: -0.001801

Tape

Buy volume: 5432
Sell volume: 1028
Buy/sell delta: 4404
Buy/sell ratio: 5.284047
Avg trade size: 64.6
Large trade count: 6
Largest trade size: 660

Candle

Return 1: 0
Return 3: 1.812568
Volume 1: 0
Volume avg 5: 94.8
Momentum 5: 0.843072

Cross Exchange

Mid avg: 1.52999625
Mid median: 1.5292275
Price deviation %: -0.809888
Spread %: 0.664708

Funding / OI / Volume

Funding rate: -0.00022752
Funding delta: 0.00000406
Funding abs: 0.00022752
Funding pressure: 0.00023157
Open interest: 100183
Volume 24h: 959602
Quote volume 24h: 959602
Price change 24h %: 10.239249

Quality

Capture latency ms: 5821
Order book timestamp: 2026-06-28 06:00:05.396000+02:00
Ticker timestamp: 2026-06-28 06:00:05.746000+02:00
Trades timestamp: 2026-06-28 05:59:03.279000+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: 1.5246
Best ask: 1.52676
Spread: 0.00216
Spread %: 0.141576
Mid price: 1.52568
Last price: 1.52675
Mark price: 1.52459
Index price: 1.52459

Order Book

Bid depth 5: 29
Ask depth 5: 14
Bid depth 10: 75
Ask depth 10: 63
Bid depth 20: 97
Ask depth 20: 165
Imbalance 5: 0.348837
Imbalance 10: 0.086957
Imbalance 20: -0.259542
Top bid size: 1
Top ask size: 3
Bid wall score: 0.010309
Ask wall score: 0.018182

Dynamics

Bid depth 5 delta: 18
Ask depth 5 delta: -33
Imbalance 5 delta: 0.969527
Bid depth 10 delta: 20
Ask depth 10 delta: 5
Imbalance 10 delta: 0.113505
Spread delta: -0.00049
Mid price delta: -0.006945
Wall shift score: -0.014241

Tape

Buy volume: 52
Sell volume: 70
Buy/sell delta: -18
Buy/sell ratio: 0.742857
Avg trade size: 1.22
Large trade count: 0
Largest trade size: 3

Candle

Return 1: 0.219245
Return 3: 1.06309
Volume 1: 61
Volume avg 5: 74.8
Momentum 5: 0.267292

Cross Exchange

Mid avg: 1.5317325
Mid median: 1.5321625
Price deviation %: -0.395141
Spread %: 0.593772

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 55541600
Quote volume 24h: 69570674
Price change 24h %: 85.23

Quality

Capture latency ms: 10316
Order book timestamp: 2026-06-28 05:59:50+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:19.185000+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: 1.5358
Best ask: 1.5359
Spread: 0.0001
Spread %: 0.006511
Mid price: 1.53585
Last price: 1.5311
Mark price: -
Index price: -

Order Book

Bid depth 5: 661
Ask depth 5: 402
Bid depth 10: 1906
Ask depth 10: 1222
Bid depth 20: 5611
Ask depth 20: 5526
Imbalance 5: 0.24365
Imbalance 10: 0.21867
Imbalance 20: 0.007632
Top bid size: 607
Top ask size: 129
Bid wall score: 0.10818
Ask wall score: 0.023344

Dynamics

Bid depth 5 delta: 418
Ask depth 5 delta: -223
Imbalance 5 delta: 0.683742
Bid depth 10 delta: 1507
Ask depth 10 delta: -1482
Imbalance 10 delta: 0.9615
Spread delta: -0.0002
Mid price delta: 0.0061
Wall shift score: 0.086325

Tape

Buy volume: 10332
Sell volume: 1637
Buy/sell delta: 8695
Buy/sell ratio: 6.311546
Avg trade size: 119.69
Large trade count: 5
Largest trade size: 3243

Candle

Return 1: 0.242067
Return 3: 1.115291
Volume 1: 132495
Volume avg 5: 230957.8
Momentum 5: 0.604071

Cross Exchange

Mid avg: 1.5302075
Mid median: 1.530725
Price deviation %: 0.368741
Spread %: 0.383608

Funding / OI / Volume

Funding rate: 0.00064495
Funding delta: 0
Funding abs: 0.00064495
Funding pressure: 0.00064495
Open interest: 33399724
Volume 24h: 889220371
Quote volume 24h: 1127004392.24155
Price change 24h %: 84.826

Quality

Capture latency ms: 6394
Order book timestamp: 2026-06-28 05:59:38.919000+02:00
Ticker timestamp: 2026-06-28 05:59:33.403000+02:00
Trades timestamp: 2026-06-28 05:59:40.432000+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: 1.5314
Best ask: 1.532
Spread: 0.0006
Spread %: 0.039172
Mid price: 1.5317
Last price: 1.5328
Mark price: -
Index price: 1.5281

Order Book

Bid depth 5: 236
Ask depth 5: 60
Bid depth 10: 522
Ask depth 10: 793
Bid depth 20: 1027
Ask depth 20: 1438
Imbalance 5: 0.594595
Imbalance 10: -0.206084
Imbalance 20: -0.166734
Top bid size: 5
Top ask size: 2
Bid wall score: 0.004869
Ask wall score: 0.001391

Dynamics

Bid depth 5 delta: 111
Ask depth 5 delta: -164
Imbalance 5 delta: 0.878262
Bid depth 10 delta: 200
Ask depth 10 delta: 329
Imbalance 10 delta: -0.025422
Spread delta: 0.0005
Mid price delta: -0.01225
Wall shift score: 0.130184

Tape

Buy volume: 506
Sell volume: 459
Buy/sell delta: 47
Buy/sell ratio: 1.102397
Avg trade size: 9.65
Large trade count: 10
Largest trade size: 84

Candle

Return 1: 0.209314
Return 3: 1.162176
Volume 1: 1914
Volume avg 5: 4889.2
Momentum 5: 0.524934

Cross Exchange

Mid avg: 1.53327
Mid median: 1.5311875
Price deviation %: -0.102396
Spread %: 1.121459

Funding / OI / Volume

Funding rate: 0.000644
Funding delta: -0.000008
Funding abs: 0.000644
Funding pressure: 0.000652
Open interest: -
Volume 24h: 21593383
Quote volume 24h: 271200603.305
Price change 24h %: 8.74

Quality

Capture latency ms: 4430
Order book timestamp: 2026-06-28 05:59:33.010000+02:00
Ticker timestamp: 2026-06-28 05:59:30.753000+02:00
Trades timestamp: 2026-06-28 05:59:33.008000+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: 14515
gate: 14516
htx: 14410
mexc: 14513

By Symbol

VELVET/USDT:USDT: 57954

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.