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: 59381
Total labels: 178143
Pending labels: 158660
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 13:39:24.824759+02:00
Recent trades snapshots: 59378
Micro candles: 1187480
Avg data quality: 76.0276519425405433
Latest latency: 10469 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 126 of 5939 · 59381 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-28 10:02:34.831399+02:00	htx	VELVET/USDT:USDT	1.55157	80	6308 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 10:02:17.130723+02:00	gate	VELVET/USDT:USDT	1.555615	68	10897 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 10:02:06.083562+02:00	binance	VELVET/USDT:USDT	1.5601	80	6785 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 10:01:59.137322+02:00	mexc	VELVET/USDT:USDT	1.56395	68	5799 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 10:01:53.236051+02:00	htx	VELVET/USDT:USDT	1.5446	80	49351 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 10:00:53.224062+02:00	gate	VELVET/USDT:USDT	1.567945	68	10184 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 10:00:42.907986+02:00	binance	VELVET/USDT:USDT	1.57245	80	5995 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 10:00:36.711745+02:00	mexc	VELVET/USDT:USDT	1.5737	68	16946 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 10:00:19.624908+02:00	htx	VELVET/USDT:USDT	1.53264	80	5632 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 09:59:59.561199+02:00	gate	VELVET/USDT:USDT	1.553125	68	10505 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.53734
Best ask: 1.5658
Spread: 0.02846
Spread %: 1.834271
Mid price: 1.55157
Last price: 1.5627
Mark price: -
Index price: -

Order Book

Bid depth 5: 57916
Ask depth 5: 55092
Bid depth 10: 59128
Ask depth 10: 63067
Bid depth 20: 72437
Ask depth 20: 75247
Imbalance 5: 0.024989
Imbalance 10: -0.032235
Imbalance 20: -0.019027
Top bid size: 22
Top ask size: 64
Bid wall score: 0.000304
Ask wall score: 0.000851

Dynamics

Bid depth 5 delta: -505
Ask depth 5 delta: 54948
Imbalance 5 delta: -0.970093
Bid depth 10 delta: -505
Ask depth 10 delta: 40039
Imbalance 10 delta: -0.475068
Spread delta: 0.01726
Mid price delta: 0.00697
Wall shift score: -0.007025

Tape

Buy volume: 3966
Sell volume: 2144
Buy/sell delta: 1822
Buy/sell ratio: 1.849813
Avg trade size: 61.1
Large trade count: 9
Largest trade size: 426

Candle

Return 1: 0.807648
Return 3: 2.674113
Volume 1: 188
Volume avg 5: 142.4
Momentum 5: 2.674113

Cross Exchange

Mid avg: 1.55606625
Mid median: 1.5578575
Price deviation %: -0.28895
Spread %: 1.24352

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 104451
Volume 24h: 864128
Quote volume 24h: 864128
Price change 24h %: 12.342022

Quality

Capture latency ms: 6308
Order book timestamp: 2026-06-28 10:02:32.938000+02:00
Ticker timestamp: 2026-06-28 10:02:33.204000+02:00
Trades timestamp: 2026-06-28 10:02:17.128000+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: 1.55443
Best ask: 1.5568
Spread: 0.00237
Spread %: 0.152351
Mid price: 1.555615
Last price: 1.55627
Mark price: 1.55505
Index price: 1.556913

Order Book

Bid depth 5: 9
Ask depth 5: 9
Bid depth 10: 54
Ask depth 10: 54
Bid depth 20: 172
Ask depth 20: 153
Imbalance 5: 0
Imbalance 10: 0
Imbalance 20: 0.058462
Top bid size: 1
Top ask size: 1
Bid wall score: 0.005814
Ask wall score: 0.006536

Dynamics

Bid depth 5 delta: -35
Ask depth 5 delta: 0
Imbalance 5 delta: -0.660377
Bid depth 10 delta: 0
Ask depth 10 delta: 1
Imbalance 10 delta: -0.009346
Spread delta: -0.00062
Mid price delta: -0.01233
Wall shift score: 0.020096

Tape

Buy volume: 104
Sell volume: 104
Buy/sell delta: 0
Buy/sell ratio: 1
Avg trade size: 2.08
Large trade count: 2
Largest trade size: 10

Candle

Return 1: -0.251251
Return 3: 0.350133
Volume 1: 19
Volume avg 5: 70.2
Momentum 5: 1.320321

Cross Exchange

Mid avg: 1.55914875
Mid median: 1.562025
Price deviation %: -0.226646
Spread %: 1.497291

Funding / OI / Volume

Funding rate: 0.000033
Funding delta: -0.000017
Funding abs: 0.000033
Funding pressure: 0.00005
Open interest: -
Volume 24h: 48243900
Quote volume 24h: 65189564
Price change 24h %: 84.56

Quality

Capture latency ms: 10897
Order book timestamp: 2026-06-28 10:02:15+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:33.735000+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: 1.5599
Best ask: 1.5603
Spread: 0.0004
Spread %: 0.025639
Mid price: 1.5601
Last price: 1.5629
Mark price: -
Index price: -

Order Book

Bid depth 5: 540
Ask depth 5: 569
Bid depth 10: 1112
Ask depth 10: 1816
Bid depth 20: 3826
Ask depth 20: 6728
Imbalance 5: -0.02615
Imbalance 10: -0.240437
Imbalance 20: -0.274967
Top bid size: 192
Top ask size: 146
Bid wall score: 0.050183
Ask wall score: 0.0217

Dynamics

Bid depth 5 delta: -248
Ask depth 5 delta: 224
Imbalance 5 delta: -0.417147
Bid depth 10 delta: -1168
Ask depth 10 delta: 669
Imbalance 10 delta: -0.571047
Spread delta: 0.0003
Mid price delta: -0.01235
Wall shift score: 0.030025

Tape

Buy volume: 11281
Sell volume: 4619
Buy/sell delta: 6662
Buy/sell ratio: 2.442304
Avg trade size: 159
Large trade count: 2
Largest trade size: 6416

Candle

Return 1: 0.012807
Return 3: 0.55366
Volume 1: 35089
Volume avg 5: 216389
Momentum 5: 1.448428

Cross Exchange

Mid avg: 1.56223625
Mid median: 1.5659475
Price deviation %: -0.136743
Spread %: 1.782701

Funding / OI / Volume

Funding rate: 0.00050171
Funding delta: -0.00000049
Funding abs: 0.00050171
Funding pressure: 0.0005022
Open interest: 34147799
Volume 24h: 823441229
Quote volume 24h: 1106547519.92449
Price change 24h %: 86.348

Quality

Capture latency ms: 6785
Order book timestamp: 2026-06-28 10:02:03.907000+02:00
Ticker timestamp: 2026-06-28 10:01:57.554000+02:00
Trades timestamp: 2026-06-28 10:02:05.560000+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: 1.5637
Best ask: 1.5642
Spread: 0.0005
Spread %: 0.03197
Mid price: 1.56395
Last price: 1.566
Mark price: -
Index price: 1.5639

Order Book

Bid depth 5: 130
Ask depth 5: 55
Bid depth 10: 330
Ask depth 10: 334
Bid depth 20: 1592
Ask depth 20: 1182
Imbalance 5: 0.405405
Imbalance 10: -0.006024
Imbalance 20: 0.147801
Top bid size: 6
Top ask size: 1
Bid wall score: 0.003769
Ask wall score: 0.000846

Dynamics

Bid depth 5 delta: -269
Ask depth 5 delta: -90
Imbalance 5 delta: -0.061506
Bid depth 10 delta: -492
Ask depth 10 delta: 18
Imbalance 10 delta: -0.450664
Spread delta: -0.0001
Mid price delta: -0.00975
Wall shift score: 0.011242

Tape

Buy volume: 334
Sell volume: 1179
Buy/sell delta: -845
Buy/sell ratio: 0.283291
Avg trade size: 15.13
Large trade count: 8
Largest trade size: 201

Candle

Return 1: -0.692635
Return 3: 1.520073
Volume 1: 9486
Volume avg 5: 6365.2
Momentum 5: 1.034394

Cross Exchange

Mid avg: 1.56467375
Mid median: 1.5701975
Price deviation %: -0.046256
Spread %: 1.859813

Funding / OI / Volume

Funding rate: 0.000502
Funding delta: -0.000009
Funding abs: 0.000502
Funding pressure: 0.000511
Open interest: -
Volume 24h: 19619074
Quote volume 24h: 262389443.495
Price change 24h %: 11.09

Quality

Capture latency ms: 5799
Order book timestamp: 2026-06-28 10:01:56.614000+02:00
Ticker timestamp: 2026-06-28 10:01:55.782000+02:00
Trades timestamp: 2026-06-28 10:01:57.516000+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: 1.539
Best ask: 1.5502
Spread: 0.0112
Spread %: 0.725107
Mid price: 1.5446
Last price: 1.5502
Mark price: -
Index price: -

Order Book

Bid depth 5: 58421
Ask depth 5: 144
Bid depth 10: 59633
Ask depth 10: 23028
Bid depth 20: 73234
Ask depth 20: 68734
Imbalance 5: 0.995082
Imbalance 10: 0.442833
Imbalance 20: 0.031697
Top bid size: 500
Top ask size: 24
Bid wall score: 0.006827
Ask wall score: 0.000349

Dynamics

Bid depth 5 delta: 54243
Ask depth 5 delta: -202
Imbalance 5 delta: 0.148044
Bid depth 10 delta: 53212
Ask depth 10 delta: 19532
Imbalance 10 delta: 0.147885
Spread delta: -0.02352
Mid price delta: 0.01196
Wall shift score: -0.40399

Tape

Buy volume: 3994
Sell volume: 2082
Buy/sell delta: 1912
Buy/sell ratio: 1.918348
Avg trade size: 60.76
Large trade count: 9
Largest trade size: 426

Candle

Return 1: 0
Return 3: 1.852825
Volume 1: 0
Volume avg 5: 107.6
Momentum 5: 1.33682

Cross Exchange

Mid avg: 1.56168375
Mid median: 1.5701975
Price deviation %: -1.093931
Spread %: 2.629214

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 104451
Volume 24h: 863884
Quote volume 24h: 863884
Price change 24h %: 11.443401

Quality

Capture latency ms: 49351
Order book timestamp: 2026-06-28 10:01:51.238000+02:00
Ticker timestamp: 2026-06-28 10:01:51.494000+02:00
Trades timestamp: 2026-06-28 10:00:52.229000+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: 1.56645
Best ask: 1.56944
Spread: 0.00299
Spread %: 0.190695
Mid price: 1.567945
Last price: 1.56783
Mark price: 1.5688
Index price: 1.56873

Order Book

Bid depth 5: 44
Ask depth 5: 9
Bid depth 10: 54
Ask depth 10: 53
Bid depth 20: 152
Ask depth 20: 73
Imbalance 5: 0.660377
Imbalance 10: 0.009346
Imbalance 20: 0.351111
Top bid size: 1
Top ask size: 2
Bid wall score: 0.006579
Ask wall score: 0.027397

Dynamics

Bid depth 5 delta: 35
Ask depth 5 delta: 1
Imbalance 5 delta: 0.601554
Bid depth 10 delta: 1
Ask depth 10 delta: 0
Imbalance 10 delta: 0.009346
Spread delta: -0.00028
Mid price delta: 0.01482
Wall shift score: -0.020689

Tape

Buy volume: 107
Sell volume: 97
Buy/sell delta: 10
Buy/sell ratio: 1.103093
Avg trade size: 2.04
Large trade count: 2
Largest trade size: 14

Candle

Return 1: 1.107787
Return 3: 2.0853
Volume 1: 180
Volume avg 5: 67.6
Momentum 5: 1.105831

Cross Exchange

Mid avg: 1.55797875
Mid median: 1.5627875
Price deviation %: 0.639691
Spread %: 2.635466

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 48237100
Quote volume 24h: 65178936
Price change 24h %: 87.22

Quality

Capture latency ms: 10184
Order book timestamp: 2026-06-28 10:00:52+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:33.652000+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: 1.5724
Best ask: 1.5725
Spread: 0.0001
Spread %: 0.00636
Mid price: 1.57245
Last price: 1.5719
Mark price: -
Index price: -

Order Book

Bid depth 5: 788
Ask depth 5: 345
Bid depth 10: 2280
Ask depth 10: 1147
Bid depth 20: 7399
Ask depth 20: 3841
Imbalance 5: 0.390997
Imbalance 10: 0.33061
Imbalance 20: 0.316548
Top bid size: 4
Top ask size: 8
Bid wall score: 0.000541
Ask wall score: 0.002083

Dynamics

Bid depth 5 delta: -367
Ask depth 5 delta: -86
Imbalance 5 delta: -0.065497
Bid depth 10 delta: 495
Ask depth 10 delta: -440
Imbalance 10 delta: 0.271891
Spread delta: -0.0001
Mid price delta: 0.01635
Wall shift score: 0.027693

Tape

Buy volume: 4980
Sell volume: 4651
Buy/sell delta: 329
Buy/sell ratio: 1.070737
Avg trade size: 96.31
Large trade count: 8
Largest trade size: 907

Candle

Return 1: 1.171699
Return 3: 2.071967
Volume 1: 385505
Volume avg 5: 217190.4
Momentum 5: 1.197759

Cross Exchange

Mid avg: 1.55389125
Mid median: 1.5546125
Price deviation %: 1.19434
Spread %: 2.642399

Funding / OI / Volume

Funding rate: 0.0005022
Funding delta: -0.00000908
Funding abs: 0.0005022
Funding pressure: 0.00051128
Open interest: 34120315
Volume 24h: 823599741
Quote volume 24h: 1106435037.57259
Price change 24h %: 89.5

Quality

Capture latency ms: 5995
Order book timestamp: 2026-06-28 10:00:40.762000+02:00
Ticker timestamp: 2026-06-28 10:00:33.118000+02:00
Trades timestamp: 2026-06-28 10:00:42.400000+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: 1.5734
Best ask: 1.574
Spread: 0.0006
Spread %: 0.038127
Mid price: 1.5737
Last price: 1.5716
Mark price: -
Index price: 1.5674

Order Book

Bid depth 5: 399
Ask depth 5: 145
Bid depth 10: 822
Ask depth 10: 316
Bid depth 20: 1995
Ask depth 20: 827
Imbalance 5: 0.466912
Imbalance 10: 0.44464
Imbalance 20: 0.413891
Top bid size: 22
Top ask size: 16
Bid wall score: 0.011028
Ask wall score: 0.019347

Dynamics

Bid depth 5 delta: 124
Ask depth 5 delta: 22
Imbalance 5 delta: 0.085002
Bid depth 10 delta: 256
Ask depth 10 delta: -211
Imbalance 10 delta: 0.408958
Spread delta: 0.0005
Mid price delta: 0.02565
Wall shift score: -0.022819

Tape

Buy volume: 846
Sell volume: 419
Buy/sell delta: 427
Buy/sell ratio: 2.019093
Avg trade size: 12.65
Large trade count: 7
Largest trade size: 199

Candle

Return 1: 1.261911
Return 3: 2.16304
Volume 1: 7673
Volume avg 5: 4818
Momentum 5: 1.255392

Cross Exchange

Mid avg: 1.54747875
Mid median: 1.5505875
Price deviation %: 1.69445
Spread %: 1.516014

Funding / OI / Volume

Funding rate: 0.000511
Funding delta: 0
Funding abs: 0.000511
Funding pressure: 0.000511
Open interest: -
Volume 24h: 19607716
Quote volume 24h: 262211405
Price change 24h %: 11.49

Quality

Capture latency ms: 16946
Order book timestamp: 2026-06-28 10:00:34.491000+02:00
Ticker timestamp: 2026-06-28 10:00:31.864000+02:00
Trades timestamp: 2026-06-28 10:00:35.723000+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: 1.51528
Best ask: 1.55
Spread: 0.03472
Spread %: 2.265372
Mid price: 1.53264
Last price: 1.522
Mark price: -
Index price: -

Order Book

Bid depth 5: 4178
Ask depth 5: 346
Bid depth 10: 6421
Ask depth 10: 3496
Bid depth 20: 7265
Ask depth 20: 12549
Imbalance 5: 0.847038
Imbalance 10: 0.294948
Imbalance 20: -0.26668
Top bid size: 3000
Top ask size: 31
Bid wall score: 0.412939
Ask wall score: 0.00247

Dynamics

Bid depth 5 delta: 482
Ask depth 5 delta: -510
Imbalance 5 delta: 0.223136
Bid depth 10 delta: 1652
Ask depth 10 delta: 2287
Imbalance 10 delta: -0.300569
Spread delta: 0.00005
Mid price delta: -0.000005
Wall shift score: 0.407224

Tape

Buy volume: 3538
Sell volume: 2106
Buy/sell delta: 1432
Buy/sell ratio: 1.679962
Avg trade size: 56.44
Large trade count: 8
Largest trade size: 426

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 28.8
Momentum 5: 0.858156

Cross Exchange

Mid avg: 1.54748
Mid median: 1.5505875
Price deviation %: -0.958978
Spread %: 1.51569

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 104221
Volume 24h: 863424
Quote volume 24h: 863424
Price change 24h %: 9.416112

Quality

Capture latency ms: 5632
Order book timestamp: 2026-06-28 10:00:17.538000+02:00
Ticker timestamp: 2026-06-28 10:00:18.545000+02:00
Trades timestamp: 2026-06-28 09:57:34.653000+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: 1.55149
Best ask: 1.55476
Spread: 0.00327
Spread %: 0.210543
Mid price: 1.553125
Last price: 1.55084
Mark price: 1.55168
Index price: 1.554033

Order Book

Bid depth 5: 9
Ask depth 5: 8
Bid depth 10: 53
Ask depth 10: 53
Bid depth 20: 154
Ask depth 20: 151
Imbalance 5: 0.058824
Imbalance 10: 0
Imbalance 20: 0.009836
Top bid size: 1
Top ask size: 1
Bid wall score: 0.006494
Ask wall score: 0.006623

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -38
Imbalance 5 delta: 0.762527
Bid depth 10 delta: 37
Ask depth 10 delta: -1
Imbalance 10 delta: 0.542857
Spread delta: 0.00057
Mid price delta: 0.011245
Wall shift score: 0.027419

Tape

Buy volume: 78
Sell volume: 82
Buy/sell delta: -4
Buy/sell ratio: 0.95122
Avg trade size: 1.6
Large trade count: 7
Largest trade size: 7

Candle

Return 1: 0.723518
Return 3: 0.373446
Volume 1: 41
Volume avg 5: 38.2
Momentum 5: -0.444228

Cross Exchange

Mid avg: 1.54466875
Mid median: 1.544965
Price deviation %: 0.547447
Spread %: 1.518449

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 50236900
Quote volume 24h: 66975607
Price change 24h %: 87.21

Quality

Capture latency ms: 10505
Order book timestamp: 2026-06-28 09:59:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:33.593000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 14873
gate: 14874
htx: 14763
mexc: 14871

By Symbol

VELVET/USDT:USDT: 59381

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.