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: 58897
Total labels: 176691
Pending labels: 157208
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 12:16:42.585934+02:00
Recent trades snapshots: 58894
Micro candles: 1177820
Avg data quality: 76.0298482121634011
Latest latency: 6090 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 125 of 5890 · 58897 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-28 08:38:22.262170+02:00	gate	VELVET/USDT:USDT	1.55329	68	10502 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 08:38:11.629905+02:00	binance	VELVET/USDT:USDT	1.562	80	7141 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 08:38:04.383829+02:00	mexc	VELVET/USDT:USDT	1.5562	68	5168 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 08:37:59.135944+02:00	htx	VELVET/USDT:USDT	1.555505	80	5569 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 08:37:43.151248+02:00	gate	VELVET/USDT:USDT	1.559785	68	10399 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 08:37:32.634844+02:00	binance	VELVET/USDT:USDT	1.56665	80	7420 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 08:37:25.099631+02:00	mexc	VELVET/USDT:USDT	1.5714	78	4258 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 08:37:20.767192+02:00	htx	VELVET/USDT:USDT	1.562435	80	5430 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 08:37:04.650462+02:00	gate	VELVET/USDT:USDT	1.58003	68	10667 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 08:36:53.871539+02:00	binance	VELVET/USDT:USDT	1.58325	80	6124 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.55217
Best ask: 1.55441
Spread: 0.00224
Spread %: 0.14421
Mid price: 1.55329
Last price: 1.55441
Mark price: 1.5574
Index price: 1.556835

Order Book

Bid depth 5: 8
Ask depth 5: 45
Bid depth 10: 29
Ask depth 10: 53
Bid depth 20: 159
Ask depth 20: 70
Imbalance 5: -0.698113
Imbalance 10: -0.292683
Imbalance 20: 0.388646
Top bid size: 1
Top ask size: 3
Bid wall score: 0.006289
Ask wall score: 0.042857

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 36
Imbalance 5 delta: -0.750745
Bid depth 10 delta: -24
Ask depth 10 delta: 35
Imbalance 10 delta: -0.785641
Spread delta: 0.00027
Mid price delta: -0.006495
Wall shift score: -0.025274

Tape

Buy volume: 126
Sell volume: 39
Buy/sell delta: 87
Buy/sell ratio: 3.230769
Avg trade size: 1.65
Large trade count: 6
Largest trade size: 6

Candle

Return 1: -0.24451
Return 3: -1.521765
Volume 1: 102
Volume avg 5: 86.4
Momentum 5: -1.602183

Cross Exchange

Mid avg: 1.5583725
Mid median: 1.5579925
Price deviation %: -0.326142
Spread %: 0.416781

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 52392300
Quote volume 24h: 68088610
Price change 24h %: 63.9

Quality

Capture latency ms: 10502
Order book timestamp: 2026-06-28 08:38:21+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:28.700000+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: 1.5619
Best ask: 1.5621
Spread: 0.0002
Spread %: 0.012804
Mid price: 1.562
Last price: 1.5606
Mark price: -
Index price: -

Order Book

Bid depth 5: 446
Ask depth 5: 568
Bid depth 10: 1179
Ask depth 10: 8936
Bid depth 20: 4959
Ask depth 20: 11052
Imbalance 5: -0.120316
Imbalance 10: -0.766881
Imbalance 20: -0.380551
Top bid size: 27
Top ask size: 64
Bid wall score: 0.005445
Ask wall score: 0.005791

Dynamics

Bid depth 5 delta: -280
Ask depth 5 delta: -44
Imbalance 5 delta: -0.205517
Bid depth 10 delta: -1087
Ask depth 10 delta: 6104
Imbalance 10 delta: -0.655857
Spread delta: -0.0001
Mid price delta: -0.00465
Wall shift score: -0.032347

Tape

Buy volume: 9993
Sell volume: 3153
Buy/sell delta: 6840
Buy/sell ratio: 3.169363
Avg trade size: 131.46
Large trade count: 10
Largest trade size: 705

Candle

Return 1: -0.032041
Return 3: -1.546229
Volume 1: 47946
Volume avg 5: 152373
Momentum 5: -1.303303

Cross Exchange

Mid avg: 1.559535
Mid median: 1.5579925
Price deviation %: 0.15806
Spread %: 0.714636

Funding / OI / Volume

Funding rate: 0.00065545
Funding delta: 0.00000169
Funding abs: 0.00065545
Funding pressure: 0.00065714
Open interest: 34207171
Volume 24h: 855220638
Quote volume 24h: 1118765336.53838
Price change 24h %: 65.81

Quality

Capture latency ms: 7141
Order book timestamp: 2026-06-28 08:38:09.476000+02:00
Ticker timestamp: 2026-06-28 08:38:06.745000+02:00
Trades timestamp: 2026-06-28 08:38:11.029000+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: 1.556
Best ask: 1.5564
Spread: 0.0004
Spread %: 0.025704
Mid price: 1.5562
Last price: 1.5602
Mark price: -
Index price: 1.5585

Order Book

Bid depth 5: 279
Ask depth 5: 99
Bid depth 10: 761
Ask depth 10: 365
Bid depth 20: 1640
Ask depth 20: 1042
Imbalance 5: 0.47619
Imbalance 10: 0.351687
Imbalance 20: 0.222968
Top bid size: 3
Top ask size: 6
Bid wall score: 0.001829
Ask wall score: 0.005758

Dynamics

Bid depth 5 delta: 199
Ask depth 5 delta: -246
Imbalance 5 delta: 1.09972
Bid depth 10 delta: -645
Ask depth 10 delta: -812
Imbalance 10 delta: 0.263031
Spread delta: -0.0004
Mid price delta: -0.0152
Wall shift score: -0.004063

Tape

Buy volume: 702
Sell volume: 463
Buy/sell delta: 239
Buy/sell ratio: 1.516199
Avg trade size: 11.65
Large trade count: 10
Largest trade size: 147

Candle

Return 1: -0.11537
Return 3: -1.67203
Volume 1: 654
Volume avg 5: 3662.4
Momentum 5: -1.479327

Cross Exchange

Mid avg: 1.563335
Mid median: 1.5632175
Price deviation %: -0.456396
Spread %: 1.016737

Funding / OI / Volume

Funding rate: 0.000653
Funding delta: 0
Funding abs: 0.000653
Funding pressure: 0.000653
Open interest: -
Volume 24h: 20869012
Quote volume 24h: 269632153.52
Price change 24h %: 10.68

Quality

Capture latency ms: 5168
Order book timestamp: 2026-06-28 08:38:02.908000+02:00
Ticker timestamp: 2026-06-28 08:38:01.757000+02:00
Trades timestamp: 2026-06-28 08:38:03.149000+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: 1.5472
Best ask: 1.56381
Spread: 0.01661
Spread %: 1.06782
Mid price: 1.555505
Last price: 1.56588
Mark price: -
Index price: -

Order Book

Bid depth 5: 19266
Ask depth 5: 667
Bid depth 10: 44147
Ask depth 10: 17012
Bid depth 20: 56868
Ask depth 20: 59212
Imbalance 5: 0.933076
Imbalance 10: 0.44368
Imbalance 20: -0.020193
Top bid size: 10
Top ask size: 180
Bid wall score: 0.000176
Ask wall score: 0.00304

Dynamics

Bid depth 5 delta: 13466
Ask depth 5 delta: 267
Imbalance 5 delta: 0.062108
Bid depth 10 delta: -594
Ask depth 10 delta: 14015
Imbalance 10 delta: -0.43076
Spread delta: -0.01384
Mid price delta: -0.00693
Wall shift score: -0.002519

Tape

Buy volume: 3322
Sell volume: 3100
Buy/sell delta: 222
Buy/sell ratio: 1.071613
Avg trade size: 64.22
Large trade count: 6
Largest trade size: 680

Candle

Return 1: 0
Return 3: 1.057767
Volume 1: 48
Volume avg 5: 103.6
Momentum 5: 0.845597

Cross Exchange

Mid avg: 1.5650675
Mid median: 1.5645425
Price deviation %: -0.610996
Spread %: 0.742141

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 104386
Volume 24h: 891710
Quote volume 24h: 891710
Price change 24h %: 12.570632

Quality

Capture latency ms: 5569
Order book timestamp: 2026-06-28 08:37:57.738000+02:00
Ticker timestamp: 2026-06-28 08:37:58.075000+02:00
Trades timestamp: 2026-06-28 08:37:22.285000+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: 1.5588
Best ask: 1.56077
Spread: 0.00197
Spread %: 0.126299
Mid price: 1.559785
Last price: 1.56195
Mark price: 1.56336
Index price: 1.562593

Order Book

Bid depth 5: 10
Ask depth 5: 9
Bid depth 10: 53
Ask depth 10: 18
Bid depth 20: 160
Ask depth 20: 114
Imbalance 5: 0.052632
Imbalance 10: 0.492958
Imbalance 20: 0.167883
Top bid size: 1
Top ask size: 2
Bid wall score: 0.00625
Ask wall score: 0.017544

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 2
Imbalance 5 delta: -0.014035
Bid depth 10 delta: 37
Ask depth 10 delta: -33
Imbalance 10 delta: 1.015346
Spread delta: 0.00037
Mid price delta: -0.020245
Wall shift score: -0.048562

Tape

Buy volume: 97
Sell volume: 111
Buy/sell delta: -14
Buy/sell ratio: 0.873874
Avg trade size: 2.08
Large trade count: 2
Largest trade size: 38

Candle

Return 1: -1.139444
Return 3: -0.952496
Volume 1: 151
Volume avg 5: 68.8
Momentum 5: -1.025979

Cross Exchange

Mid avg: 1.57012875
Mid median: 1.569025
Price deviation %: -0.658784
Spread %: 1.120609

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 52373400
Quote volume 24h: 68059139
Price change 24h %: 66.06

Quality

Capture latency ms: 10399
Order book timestamp: 2026-06-28 08:37:41+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:28.662000+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: 1.5665
Best ask: 1.5668
Spread: 0.0003
Spread %: 0.019149
Mid price: 1.56665
Last price: 1.5714
Mark price: -
Index price: -

Order Book

Bid depth 5: 726
Ask depth 5: 612
Bid depth 10: 2266
Ask depth 10: 2832
Bid depth 20: 6093
Ask depth 20: 5886
Imbalance 5: 0.085202
Imbalance 10: -0.111024
Imbalance 20: 0.01728
Top bid size: 225
Top ask size: 29
Bid wall score: 0.036928
Ask wall score: 0.004927

Dynamics

Bid depth 5 delta: 217
Ask depth 5 delta: -3
Imbalance 5 delta: 0.179508
Bid depth 10 delta: 381
Ask depth 10 delta: 1235
Imbalance 10 delta: -0.193735
Spread delta: -0.0002
Mid price delta: -0.0166
Wall shift score: 0.033874

Tape

Buy volume: 10125
Sell volume: 3247
Buy/sell delta: 6878
Buy/sell ratio: 3.118263
Avg trade size: 133.72
Large trade count: 6
Largest trade size: 3431

Candle

Return 1: -1.035223
Return 3: -0.847458
Volume 1: 165132
Volume avg 5: 113568.4
Momentum 5: -0.93517

Cross Exchange

Mid avg: 1.57427875
Mid median: 1.575715
Price deviation %: -0.484587
Spread %: 1.322193

Funding / OI / Volume

Funding rate: 0.00065376
Funding delta: 0
Funding abs: 0.00065376
Funding pressure: 0.00065376
Open interest: 34199657
Volume 24h: 855326595
Quote volume 24h: 1118619337.72608
Price change 24h %: 66.427

Quality

Capture latency ms: 7420
Order book timestamp: 2026-06-28 08:37:30.490000+02:00
Ticker timestamp: 2026-06-28 08:37:22.683000+02:00
Trades timestamp: 2026-06-28 08:37:32.036000+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: 1.571
Best ask: 1.5718
Spread: 0.0008
Spread %: 0.05091
Mid price: 1.5714
Last price: 1.5716
Mark price: -
Index price: 1.5713

Order Book

Bid depth 5: 80
Ask depth 5: 345
Bid depth 10: 1406
Ask depth 10: 1177
Bid depth 20: 2825
Ask depth 20: 1834
Imbalance 5: -0.623529
Imbalance 10: 0.088657
Imbalance 20: 0.212707
Top bid size: 5
Top ask size: 3
Bid wall score: 0.00177
Ask wall score: 0.001636

Dynamics

Bid depth 5 delta: -22
Ask depth 5 delta: 170
Imbalance 5 delta: -0.359992
Bid depth 10 delta: 945
Ask depth 10 delta: 605
Imbalance 10 delta: 0.196111
Spread delta: 0.0004
Mid price delta: -0.0127
Wall shift score: 0.019847

Tape

Buy volume: 228
Sell volume: 1212
Buy/sell delta: -984
Buy/sell ratio: 0.188119
Avg trade size: 14.4
Large trade count: 11
Largest trade size: 159

Candle

Return 1: -0.814188
Return 3: -0.613458
Volume 1: 2551
Volume avg 5: 2543.6
Momentum 5: -0.707651

Cross Exchange

Mid avg: 1.57745375
Mid median: 1.58164
Price deviation %: -0.383767
Spread %: 1.373416

Funding / OI / Volume

Funding rate: 0.000653
Funding delta: 0.000001
Funding abs: 0.000653
Funding pressure: 0.000654
Open interest: -
Volume 24h: 20861305
Quote volume 24h: 269511664.635
Price change 24h %: 11.49

Quality

Capture latency ms: 4258
Order book timestamp: 2026-06-28 08:37:23.634000+02:00
Ticker timestamp: 2026-06-28 08:37:22.824000+02:00
Trades timestamp: 2026-06-28 08:37:23.227000+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: 1.54721
Best ask: 1.57766
Spread: 0.03045
Spread %: 1.948881
Mid price: 1.562435
Last price: 1.56588
Mark price: -
Index price: -

Order Book

Bid depth 5: 5800
Ask depth 5: 400
Bid depth 10: 44741
Ask depth 10: 2997
Bid depth 20: 56570
Ask depth 20: 51694
Imbalance 5: 0.870968
Imbalance 10: 0.87444
Imbalance 20: 0.045038
Top bid size: 207
Top ask size: 207
Bid wall score: 0.003659
Ask wall score: 0.004004

Dynamics

Bid depth 5 delta: 7
Ask depth 5 delta: -81
Imbalance 5 delta: 0.024299
Bid depth 10 delta: 28
Ask depth 10 delta: 2088
Imbalance 10 delta: -0.085711
Spread delta: 0.02389
Mid price delta: 0.008985
Wall shift score: -0.003966

Tape

Buy volume: 3322
Sell volume: 3068
Buy/sell delta: 254
Buy/sell ratio: 1.08279
Avg trade size: 63.9
Large trade count: 6
Largest trade size: 680

Candle

Return 1: 0
Return 3: 1.057767
Volume 1: 0
Volume avg 5: 94
Momentum 5: 0.845597

Cross Exchange

Mid avg: 1.5752075
Mid median: 1.58164
Price deviation %: -0.810846
Spread %: 1.945775

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 104442
Volume 24h: 891672
Quote volume 24h: 891672
Price change 24h %: 12.570632

Quality

Capture latency ms: 5430
Order book timestamp: 2026-06-28 08:37:18.896000+02:00
Ticker timestamp: 2026-06-28 08:37:19.195000+02:00
Trades timestamp: 2026-06-28 08:36:43.719000+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: 1.57923
Best ask: 1.58083
Spread: 0.0016
Spread %: 0.101264
Mid price: 1.58003
Last price: 1.58099
Mark price: 1.57801
Index price: 1.577245

Order Book

Bid depth 5: 8
Ask depth 5: 7
Bid depth 10: 16
Ask depth 10: 51
Bid depth 20: 68
Ask depth 20: 146
Imbalance 5: 0.066667
Imbalance 10: -0.522388
Imbalance 20: -0.364486
Top bid size: 3
Top ask size: 1
Bid wall score: 0.044118
Ask wall score: 0.006849

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 1
Imbalance 5 delta: -0.183333
Bid depth 10 delta: -37
Ask depth 10 delta: 39
Imbalance 10 delta: -1.153157
Spread delta: -0.0008
Mid price delta: 0.00162
Wall shift score: 0.032245

Tape

Buy volume: 88
Sell volume: 91
Buy/sell delta: -3
Buy/sell ratio: 0.967033
Avg trade size: 1.79
Large trade count: 3
Largest trade size: 9

Candle

Return 1: 0.136176
Return 3: 0.325537
Volume 1: 1
Volume avg 5: 38.8
Momentum 5: 0.251105

Cross Exchange

Mid avg: 1.5748025
Mid median: 1.58083
Price deviation %: 0.331946
Spread %: 1.946276

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 52363100
Quote volume 24h: 68042987
Price change 24h %: 67.55

Quality

Capture latency ms: 10667
Order book timestamp: 2026-06-28 08:37:03+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:28.621000+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: 1.583
Best ask: 1.5835
Spread: 0.0005
Spread %: 0.031581
Mid price: 1.58325
Last price: 1.5823
Mark price: -
Index price: -

Order Book

Bid depth 5: 509
Ask depth 5: 615
Bid depth 10: 1885
Ask depth 10: 1597
Bid depth 20: 5551
Ask depth 20: 4626
Imbalance 5: -0.094306
Imbalance 10: 0.082711
Imbalance 20: 0.090891
Top bid size: 28
Top ask size: 32
Bid wall score: 0.005044
Ask wall score: 0.006917

Dynamics

Bid depth 5 delta: -313
Ask depth 5 delta: 485
Imbalance 5 delta: -0.821197
Bid depth 10 delta: -109
Ask depth 10 delta: 1206
Imbalance 10 delta: -0.589406
Spread delta: 0.0004
Mid price delta: 0.0005
Wall shift score: -0.000052

Tape

Buy volume: 1526
Sell volume: 5496
Buy/sell delta: -3970
Buy/sell ratio: 0.277656
Avg trade size: 70.22
Large trade count: 8
Largest trade size: 608

Candle

Return 1: -0.012622
Return 3: 0.234088
Volume 1: 106868
Volume avg 5: 102477.2
Momentum 5: 0.215067

Cross Exchange

Mid avg: 1.5746775
Mid median: 1.58058
Price deviation %: 0.544397
Spread %: 1.94643

Funding / OI / Volume

Funding rate: 0.00065376
Funding delta: 0
Funding abs: 0.00065376
Funding pressure: 0.00065376
Open interest: 34235594
Volume 24h: 855631811
Quote volume 24h: 1118839460.39288
Price change 24h %: 66.663

Quality

Capture latency ms: 6124
Order book timestamp: 2026-06-28 08:36:51.730000+02:00
Ticker timestamp: 2026-06-28 08:36:44.569000+02:00
Trades timestamp: 2026-06-28 08:36:53.408000+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: 14752
gate: 14753
htx: 14643
mexc: 14750

By Symbol

VELVET/USDT:USDT: 58898

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.