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: 58451
Total labels: 175353
Pending labels: 155870
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 10:57:44.336108+02:00
Recent trades snapshots: 58448
Micro candles: 1168880
Avg data quality: 76.0337718772989341
Latest latency: 4782 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 124 of 5846 · 58451 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-28 07:22:55.255100+02:00	mexc	VELVET/USDT:USDT	1.55465	78	4540 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 07:22:50.660094+02:00	htx	VELVET/USDT:USDT	1.54494	90	4425 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 07:22:35.792274+02:00	gate	VELVET/USDT:USDT	1.557125	68	9959 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 07:22:25.727658+02:00	binance	VELVET/USDT:USDT	1.55925	80	7083 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 07:22:18.521263+02:00	mexc	VELVET/USDT:USDT	1.55925	68	5096 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 07:22:13.354512+02:00	htx	VELVET/USDT:USDT	1.53875	80	6485 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 07:21:56.293514+02:00	gate	VELVET/USDT:USDT	1.556135	68	10056 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 07:21:46.128821+02:00	binance	VELVET/USDT:USDT	1.55845	80	6276 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 07:21:39.727716+02:00	mexc	VELVET/USDT:USDT	1.55425	68	5281 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 07:21:34.375255+02:00	htx	VELVET/USDT:USDT	1.53238	80	5279 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.5546
Best ask: 1.5547
Spread: 0.0001
Spread %: 0.006432
Mid price: 1.55465
Last price: 1.5547
Mark price: -
Index price: 1.5515

Order Book

Bid depth 5: 84
Ask depth 5: 152
Bid depth 10: 347
Ask depth 10: 339
Bid depth 20: 783
Ask depth 20: 682
Imbalance 5: -0.288136
Imbalance 10: 0.011662
Imbalance 20: 0.068942
Top bid size: 2
Top ask size: 27
Bid wall score: 0.002554
Ask wall score: 0.039589

Dynamics

Bid depth 5 delta: -588
Ask depth 5 delta: -252
Imbalance 5 delta: -0.537206
Bid depth 10 delta: -928
Ask depth 10 delta: -691
Imbalance 10 delta: -0.094629
Spread delta: -0.0014
Mid price delta: -0.0046
Wall shift score: 0.026539

Tape

Buy volume: 1007
Sell volume: 416
Buy/sell delta: 591
Buy/sell ratio: 2.420673
Avg trade size: 14.23
Large trade count: 11
Largest trade size: 84

Candle

Return 1: -0.218313
Return 3: 0.458982
Volume 1: 7179
Volume avg 5: 5785
Momentum 5: 0.935308

Cross Exchange

Mid avg: 1.55514125
Mid median: 1.5581875
Price deviation %: -0.031589
Spread %: 0.920174

Funding / OI / Volume

Funding rate: 0.000575
Funding delta: 0
Funding abs: 0.000575
Funding pressure: 0.000575
Open interest: -
Volume 24h: 21205955
Quote volume 24h: 270273024.776
Price change 24h %: 10.29

Quality

Capture latency ms: 4540
Order book timestamp: 2026-06-28 07:22:53.711000+02:00
Ticker timestamp: 2026-06-28 07:22:53.832000+02:00
Trades timestamp: 2026-06-28 07:22:54.192000+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: 1.5289
Best ask: 1.56098
Spread: 0.03208
Spread %: 2.076456
Mid price: 1.54494
Last price: 1.54106
Mark price: -
Index price: -

Order Book

Bid depth 5: 19560
Ask depth 5: 2945
Bid depth 10: 45186
Ask depth 10: 39927
Bid depth 20: 56805
Ask depth 20: 58593
Imbalance 5: 0.73828
Imbalance 10: 0.061788
Imbalance 20: -0.015494
Top bid size: 2274
Top ask size: 313
Bid wall score: 0.040032
Ask wall score: 0.005342

Dynamics

Bid depth 5 delta: 67
Ask depth 5 delta: 2585
Imbalance 5 delta: -0.225453
Bid depth 10 delta: 135
Ask depth 10 delta: 36685
Imbalance 10 delta: -0.803948
Spread delta: 0.02212
Mid price delta: 0.00619
Wall shift score: -0.004994

Tape

Buy volume: 10912
Sell volume: 4848
Buy/sell delta: 6064
Buy/sell ratio: 2.250825
Avg trade size: 157.6
Large trade count: 11
Largest trade size: 2626

Candle

Return 1: 0
Return 3: 1.272261
Volume 1: 0
Volume avg 5: 24.8
Momentum 5: 1.655717

Cross Exchange

Mid avg: 1.55359375
Mid median: 1.5581875
Price deviation %: -0.557015
Spread %: 1.319521

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 103769
Volume 24h: 953804
Quote volume 24h: 953804
Price change 24h %: 10.786329

Quality

Capture latency ms: 4425
Order book timestamp: 2026-06-28 07:22:49.338000+02:00
Ticker timestamp: 2026-06-28 07:22:49.637000+02:00
Trades timestamp: 2026-06-28 07:21:43.337000+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

Price

Best bid: 1.55625
Best ask: 1.558
Spread: 0.00175
Spread %: 0.112387
Mid price: 1.557125
Last price: 1.55648
Mark price: 1.55586
Index price: 1.555815

Order Book

Bid depth 5: 9
Ask depth 5: 11
Bid depth 10: 52
Ask depth 10: 23
Bid depth 20: 147
Ask depth 20: 74
Imbalance 5: -0.1
Imbalance 10: 0.386667
Imbalance 20: 0.330317
Top bid size: 1
Top ask size: 3
Bid wall score: 0.006803
Ask wall score: 0.040541

Dynamics

Bid depth 5 delta: -35
Ask depth 5 delta: 5
Imbalance 5 delta: -0.86
Bid depth 10 delta: -81
Ask depth 10 delta: 8
Imbalance 10 delta: -0.410631
Spread delta: -0.00002
Mid price delta: 0.00099
Wall shift score: -0.026428

Tape

Buy volume: 65
Sell volume: 97
Buy/sell delta: -32
Buy/sell ratio: 0.670103
Avg trade size: 1.62
Large trade count: 8
Largest trade size: 12

Candle

Return 1: 0.149815
Return 3: 0.905675
Volume 1: 103
Volume avg 5: 101.6
Momentum 5: 1.392406

Cross Exchange

Mid avg: 1.55334625
Mid median: 1.5576925
Price deviation %: 0.243265
Spread %: 1.319732

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 53547200
Quote volume 24h: 68469353
Price change 24h %: 79.46

Quality

Capture latency ms: 9959
Order book timestamp: 2026-06-28 07:22:34+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:24.154000+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: 1.5592
Best ask: 1.5593
Spread: 0.0001
Spread %: 0.006413
Mid price: 1.55925
Last price: 1.5565
Mark price: -
Index price: -

Order Book

Bid depth 5: 78
Ask depth 5: 790
Bid depth 10: 1227
Ask depth 10: 1907
Bid depth 20: 5664
Ask depth 20: 8615
Imbalance 5: -0.820276
Imbalance 10: -0.216975
Imbalance 20: -0.206667
Top bid size: 4
Top ask size: 90
Bid wall score: 0.000706
Ask wall score: 0.010447

Dynamics

Bid depth 5 delta: -506
Ask depth 5 delta: 127
Imbalance 5 delta: -0.756924
Bid depth 10 delta: -467
Ask depth 10 delta: -1561
Imbalance 10 delta: 0.12669
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: -0.042622

Tape

Buy volume: 3989
Sell volume: 3572
Buy/sell delta: 417
Buy/sell ratio: 1.116741
Avg trade size: 75.61
Large trade count: 7
Largest trade size: 442

Candle

Return 1: 0.141279
Return 3: 0.736434
Volume 1: 73142
Volume avg 5: 148111.8
Momentum 5: 1.365055

Cross Exchange

Mid avg: 1.55314625
Mid median: 1.5572925
Price deviation %: 0.392993
Spread %: 1.319901

Funding / OI / Volume

Funding rate: 0.00057722
Funding delta: 0.00000143
Funding abs: 0.00057722
Funding pressure: 0.00057865
Open interest: 33752759
Volume 24h: 882465966
Quote volume 24h: 1134545069.42845
Price change 24h %: 77.379

Quality

Capture latency ms: 7083
Order book timestamp: 2026-06-28 07:22:23.134000+02:00
Ticker timestamp: 2026-06-28 07:22:17.916000+02:00
Trades timestamp: 2026-06-28 07:22:25.021000+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: 1.5585
Best ask: 1.56
Spread: 0.0015
Spread %: 0.0962
Mid price: 1.55925
Last price: 1.5586
Mark price: -
Index price: 1.5532

Order Book

Bid depth 5: 672
Ask depth 5: 404
Bid depth 10: 1275
Ask depth 10: 1030
Bid depth 20: 1875
Ask depth 20: 1664
Imbalance 5: 0.249071
Imbalance 10: 0.106291
Imbalance 20: 0.059621
Top bid size: 7
Top ask size: 112
Bid wall score: 0.003733
Ask wall score: 0.067308

Dynamics

Bid depth 5 delta: 487
Ask depth 5 delta: 273
Imbalance 5 delta: 0.078185
Bid depth 10 delta: 678
Ask depth 10 delta: 621
Imbalance 10 delta: -0.080588
Spread delta: 0.0012
Mid price delta: 0.005
Wall shift score: -0.072091

Tape

Buy volume: 715
Sell volume: 664
Buy/sell delta: 51
Buy/sell ratio: 1.076807
Avg trade size: 13.79
Large trade count: 9
Largest trade size: 122

Candle

Return 1: -0.057789
Return 3: 0.620596
Volume 1: 1377
Volume avg 5: 4624.6
Momentum 5: 1.097688

Cross Exchange

Mid avg: 1.55189625
Mid median: 1.5551925
Price deviation %: 0.473856
Spread %: 1.269415

Funding / OI / Volume

Funding rate: 0.000575
Funding delta: 0
Funding abs: 0.000575
Funding pressure: 0.000575
Open interest: -
Volume 24h: 21200175
Quote volume 24h: 270182971.731
Price change 24h %: 10.57

Quality

Capture latency ms: 5096
Order book timestamp: 2026-06-28 07:22:16.814000+02:00
Ticker timestamp: 2026-06-28 07:22:14.829000+02:00
Trades timestamp: 2026-06-28 07:22:17.703000+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: 1.53377
Best ask: 1.54373
Spread: 0.00996
Spread %: 0.647279
Mid price: 1.53875
Last price: 1.54106
Mark price: -
Index price: -

Order Book

Bid depth 5: 19493
Ask depth 5: 360
Bid depth 10: 45051
Ask depth 10: 3242
Bid depth 20: 56671
Ask depth 20: 59496
Imbalance 5: 0.963733
Imbalance 10: 0.865736
Imbalance 20: -0.024318
Top bid size: 2267
Top ask size: 19
Bid wall score: 0.040003
Ask wall score: 0.000319

Dynamics

Bid depth 5 delta: -72
Ask depth 5 delta: -69
Imbalance 5 delta: 0.006646
Bid depth 10 delta: -159
Ask depth 10 delta: -89
Imbalance 10 delta: 0.002981
Spread delta: 0.00108
Mid price delta: 0.00637
Wall shift score: -0.000335

Tape

Buy volume: 10912
Sell volume: 4848
Buy/sell delta: 6064
Buy/sell ratio: 2.250825
Avg trade size: 157.6
Large trade count: 11
Largest trade size: 2626

Candle

Return 1: 0
Return 3: 1.272261
Volume 1: 0
Volume avg 5: 24.8
Momentum 5: 1.655717

Cross Exchange

Mid avg: 1.55030375
Mid median: 1.5551925
Price deviation %: -0.745257
Spread %: 1.681606

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 103769
Volume 24h: 953804
Quote volume 24h: 953804
Price change 24h %: 10.786329

Quality

Capture latency ms: 6485
Order book timestamp: 2026-06-28 07:22:11.538000+02:00
Ticker timestamp: 2026-06-28 07:22:11.839000+02:00
Trades timestamp: 2026-06-28 07:21:43.337000+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: 1.55525
Best ask: 1.55702
Spread: 0.00177
Spread %: 0.113743
Mid price: 1.556135
Last price: 1.55692
Mark price: 1.55375
Index price: 1.552118

Order Book

Bid depth 5: 44
Ask depth 5: 6
Bid depth 10: 133
Ask depth 10: 15
Bid depth 20: 152
Ask depth 20: 72
Imbalance 5: 0.76
Imbalance 10: 0.797297
Imbalance 20: 0.357143
Top bid size: 1
Top ask size: 1
Bid wall score: 0.006579
Ask wall score: 0.013889

Dynamics

Bid depth 5 delta: 37
Ask depth 5 delta: -2
Imbalance 5 delta: 0.826667
Bid depth 10 delta: 68
Ask depth 10 delta: -37
Imbalance 10 delta: 0.686186
Spread delta: -0.0003
Mid price delta: 0.01157
Wall shift score: 0.002889

Tape

Buy volume: 53
Sell volume: 90
Buy/sell delta: -37
Buy/sell ratio: 0.588889
Avg trade size: 1.43
Large trade count: 7
Largest trade size: 6

Candle

Return 1: 0.771523
Return 3: 0.892434
Volume 1: 87
Volume avg 5: 86.2
Momentum 5: 1.146309

Cross Exchange

Mid avg: 1.54741125
Mid median: 1.5494075
Price deviation %: 0.563764
Spread %: 1.684749

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 53533800
Quote volume 24h: 68448514
Price change 24h %: 77.88

Quality

Capture latency ms: 10056
Order book timestamp: 2026-06-28 07:21:55+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:24.115000+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: 1.5584
Best ask: 1.5585
Spread: 0.0001
Spread %: 0.006417
Mid price: 1.55845
Last price: 1.5542
Mark price: -
Index price: -

Order Book

Bid depth 5: 584
Ask depth 5: 663
Bid depth 10: 1694
Ask depth 10: 3468
Bid depth 20: 5012
Ask depth 20: 14824
Imbalance 5: -0.063352
Imbalance 10: -0.343665
Imbalance 20: -0.494656
Top bid size: 179
Top ask size: 42
Bid wall score: 0.035714
Ask wall score: 0.002833

Dynamics

Bid depth 5 delta: 334
Ask depth 5 delta: -824
Imbalance 5 delta: 0.648795
Bid depth 10 delta: 344
Ask depth 10 delta: 1614
Imbalance 10 delta: -0.186362
Spread delta: 0
Mid price delta: 0.011
Wall shift score: 0.047454

Tape

Buy volume: 13459
Sell volume: 3112
Buy/sell delta: 10347
Buy/sell ratio: 4.324871
Avg trade size: 165.71
Large trade count: 4
Largest trade size: 3922

Candle

Return 1: 0.406609
Return 3: 0.699074
Volume 1: 118188
Volume avg 5: 149582.6
Momentum 5: 1.045726

Cross Exchange

Mid avg: 1.54466125
Mid median: 1.5460075
Price deviation %: 0.892671
Spread %: 1.415844

Funding / OI / Volume

Funding rate: 0.00057579
Funding delta: 0
Funding abs: 0.00057579
Funding pressure: 0.00057579
Open interest: 33742404
Volume 24h: 882521065
Quote volume 24h: 1134473857.41435
Price change 24h %: 77.461

Quality

Capture latency ms: 6276
Order book timestamp: 2026-06-28 07:21:43.987000+02:00
Ticker timestamp: 2026-06-28 07:21:37.571000+02:00
Trades timestamp: 2026-06-28 07:21:45.638000+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: 1.5541
Best ask: 1.5544
Spread: 0.0003
Spread %: 0.019302
Mid price: 1.55425
Last price: 1.5536
Mark price: -
Index price: 1.5477

Order Book

Bid depth 5: 185
Ask depth 5: 131
Bid depth 10: 597
Ask depth 10: 409
Bid depth 20: 1556
Ask depth 20: 1205
Imbalance 5: 0.170886
Imbalance 10: 0.186879
Imbalance 20: 0.127128
Top bid size: 21
Top ask size: 6
Bid wall score: 0.013496
Ask wall score: 0.004979

Dynamics

Bid depth 5 delta: 73
Ask depth 5 delta: 7
Imbalance 5 delta: 0.221734
Bid depth 10 delta: 207
Ask depth 10 delta: -330
Imbalance 10 delta: 0.496002
Spread delta: 0.0002
Mid price delta: 0.0077
Wall shift score: -0.00672

Tape

Buy volume: 987
Sell volume: 276
Buy/sell delta: 711
Buy/sell ratio: 3.576087
Avg trade size: 12.63
Large trade count: 6
Largest trade size: 219

Candle

Return 1: 0.43304
Return 3: 0.517498
Volume 1: 2003
Volume avg 5: 4655.8
Momentum 5: 0.955042

Cross Exchange

Mid avg: 1.54273625
Mid median: 1.5455575
Price deviation %: 0.74632
Spread %: 0.976836

Funding / OI / Volume

Funding rate: 0.000575
Funding delta: 0
Funding abs: 0.000575
Funding pressure: 0.000575
Open interest: -
Volume 24h: 21196916
Quote volume 24h: 270132157.851
Price change 24h %: 10.21

Quality

Capture latency ms: 5281
Order book timestamp: 2026-06-28 07:21:38.080000+02:00
Ticker timestamp: 2026-06-28 07:21:35.886000+02:00
Trades timestamp: 2026-06-28 07:21:38.179000+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: 1.52794
Best ask: 1.53682
Spread: 0.00888
Spread %: 0.579491
Mid price: 1.53238
Last price: 1.53476
Mark price: -
Index price: -

Order Book

Bid depth 5: 19565
Ask depth 5: 429
Bid depth 10: 45210
Ask depth 10: 3331
Bid depth 20: 56836
Ask depth 20: 59740
Imbalance 5: 0.957087
Imbalance 10: 0.862755
Imbalance 20: -0.024911
Top bid size: 2284
Top ask size: 10
Bid wall score: 0.040186
Ask wall score: 0.000167

Dynamics

Bid depth 5 delta: -71
Ask depth 5 delta: 241
Imbalance 5 delta: -0.023946
Bid depth 10 delta: -188
Ask depth 10 delta: -13748
Imbalance 10 delta: 0.409484
Spread delta: 0.00059
Mid price delta: 0.004525
Wall shift score: -0.009534

Tape

Buy volume: 10912
Sell volume: 4770
Buy/sell delta: 6142
Buy/sell ratio: 2.287631
Avg trade size: 156.82
Large trade count: 11
Largest trade size: 2626

Candle

Return 1: 0.858251
Return 3: 1.240138
Volume 1: 2
Volume avg 5: 8.4
Momentum 5: 1.240138

Cross Exchange

Mid avg: 1.541605
Mid median: 1.5455575
Price deviation %: -0.598402
Spread %: 1.271078

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 103761
Volume 24h: 953838
Quote volume 24h: 953838
Price change 24h %: 10.333424

Quality

Capture latency ms: 5279
Order book timestamp: 2026-06-28 07:21:33.096000+02:00
Ticker timestamp: 2026-06-28 07:21:33.357000+02:00
Trades timestamp: 2026-06-28 07:21:28.870000+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: 14639
gate: 14640
htx: 14534
mexc: 14638

By Symbol

VELVET/USDT:USDT: 58451

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.