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: 59810
Total labels: 179430
Pending labels: 159947
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 14:53:45.425002+02:00
Recent trades snapshots: 59807
Micro candles: 1196060
Avg data quality: 76.0252800535027587
Latest latency: 5410 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 127 of 5981 · 59810 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-28 11:14:34.685427+02:00	binance	VELVET/USDT:USDT	1.53555	80	7794 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 11:14:26.779141+02:00	mexc	VELVET/USDT:USDT	1.541	78	4744 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 11:14:21.972116+02:00	htx	VELVET/USDT:USDT	1.5231	80	5727 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 11:14:05.964579+02:00	gate	VELVET/USDT:USDT	1.547455	68	10452 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 11:13:55.406957+02:00	binance	VELVET/USDT:USDT	1.5485	80	7866 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 11:13:47.447571+02:00	mexc	VELVET/USDT:USDT	1.55345	68	5242 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 11:13:42.144019+02:00	htx	VELVET/USDT:USDT	1.530415	90	4384 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 11:13:27.039120+02:00	gate	VELVET/USDT:USDT	1.553145	68	10337 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 11:13:16.600162+02:00	binance	VELVET/USDT:USDT	1.54965	80	5958 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 11:13:10.532809+02:00	mexc	VELVET/USDT:USDT	1.5493	78	4791 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.5354
Best ask: 1.5357
Spread: 0.0003
Spread %: 0.019537
Mid price: 1.53555
Last price: 1.5376
Mark price: -
Index price: -

Order Book

Bid depth 5: 723
Ask depth 5: 636
Bid depth 10: 2469
Ask depth 10: 1851
Bid depth 20: 9874
Ask depth 20: 6868
Imbalance 5: 0.064018
Imbalance 10: 0.143056
Imbalance 20: 0.179548
Top bid size: 34
Top ask size: 31
Bid wall score: 0.003443
Ask wall score: 0.004514

Dynamics

Bid depth 5 delta: -368
Ask depth 5 delta: 111
Imbalance 5 delta: -0.28623
Bid depth 10 delta: -923
Ask depth 10 delta: -102
Imbalance 10 delta: -0.126168
Spread delta: 0.0001
Mid price delta: -0.01295
Wall shift score: 0.001879

Tape

Buy volume: 5403
Sell volume: 11599
Buy/sell delta: -6196
Buy/sell ratio: 0.465816
Avg trade size: 170.02
Large trade count: 5
Largest trade size: 4931

Candle

Return 1: -0.775294
Return 3: -1.803069
Volume 1: 322589
Volume avg 5: 396838.2
Momentum 5: -2.569308

Cross Exchange

Mid avg: 1.54001375
Mid median: 1.5442275
Price deviation %: -0.289851
Spread %: 1.649336

Funding / OI / Volume

Funding rate: 0.00044558
Funding delta: -0.00001032
Funding abs: 0.00044558
Funding pressure: 0.0004559
Open interest: 34320916
Volume 24h: 797727943
Quote volume 24h: 1099758184.43647
Price change 24h %: 54.641

Quality

Capture latency ms: 7794
Order book timestamp: 2026-06-28 11:14:32.535000+02:00
Ticker timestamp: 2026-06-28 11:14:29.343000+02:00
Trades timestamp: 2026-06-28 11:14:34.211000+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: 1.5408
Best ask: 1.5412
Spread: 0.0004
Spread %: 0.025957
Mid price: 1.541
Last price: 1.5409
Mark price: -
Index price: 1.5408

Order Book

Bid depth 5: 107
Ask depth 5: 184
Bid depth 10: 345
Ask depth 10: 580
Bid depth 20: 1336
Ask depth 20: 1409
Imbalance 5: -0.264605
Imbalance 10: -0.254054
Imbalance 20: -0.026594
Top bid size: 38
Top ask size: 20
Bid wall score: 0.028443
Ask wall score: 0.014194

Dynamics

Bid depth 5 delta: -186
Ask depth 5 delta: -57
Imbalance 5 delta: -0.361983
Bid depth 10 delta: -147
Ask depth 10 delta: -169
Imbalance 10 delta: -0.046963
Spread delta: -0.0003
Mid price delta: -0.01245
Wall shift score: -0.002406

Tape

Buy volume: 1066
Sell volume: 1589
Buy/sell delta: -523
Buy/sell ratio: 0.670862
Avg trade size: 26.55
Large trade count: 6
Largest trade size: 199

Candle

Return 1: -0.580945
Return 3: -1.559504
Volume 1: 8591
Volume avg 5: 10427
Momentum 5: -2.290173

Cross Exchange

Mid avg: 1.54312625
Mid median: 1.5479775
Price deviation %: -0.137788
Spread %: 1.966787

Funding / OI / Volume

Funding rate: 0.000455
Funding delta: -0.00001
Funding abs: 0.000455
Funding pressure: 0.000465
Open interest: -
Volume 24h: 19386147
Quote volume 24h: 264901009.616
Price change 24h %: 9.31

Quality

Capture latency ms: 4744
Order book timestamp: 2026-06-28 11:14:24.568000+02:00
Ticker timestamp: 2026-06-28 11:14:23.980000+02:00
Trades timestamp: 2026-06-28 11:14:25.548000+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: 1.5191
Best ask: 1.5271
Spread: 0.008
Spread %: 0.525245
Mid price: 1.5231
Last price: 1.53716
Mark price: -
Index price: -

Order Book

Bid depth 5: 26192
Ask depth 5: 186
Bid depth 10: 59282
Ask depth 10: 4235
Bid depth 20: 73002
Ask depth 20: 75610
Imbalance 5: 0.985897
Imbalance 10: 0.86665
Imbalance 20: -0.017549
Top bid size: 3267
Top ask size: 1
Bid wall score: 0.044752
Ask wall score: 0.000013

Dynamics

Bid depth 5 delta: 291
Ask depth 5 delta: -228
Imbalance 5 delta: 0.017362
Bid depth 10 delta: 213
Ask depth 10 delta: -19524
Imbalance 10 delta: 0.440345
Spread delta: -0.00203
Mid price delta: -0.007315
Wall shift score: 0.000214

Tape

Buy volume: 2574
Sell volume: 8670
Buy/sell delta: -6096
Buy/sell ratio: 0.296886
Avg trade size: 112.44
Large trade count: 6
Largest trade size: 1492

Candle

Return 1: 0
Return 3: -0.846938
Volume 1: 0
Volume avg 5: 226.4
Momentum 5: -1.016137

Cross Exchange

Mid avg: 1.544955
Mid median: 1.5479775
Price deviation %: -1.414604
Spread %: 1.490982

Funding / OI / Volume

Funding rate: -0.00002351
Funding delta: 0.00000952
Funding abs: 0.00002351
Funding pressure: 0.00003303
Open interest: 104238
Volume 24h: 800502
Quote volume 24h: 800502
Price change 24h %: 10.50596

Quality

Capture latency ms: 5727
Order book timestamp: 2026-06-28 11:14:20.438000+02:00
Ticker timestamp: 2026-06-28 11:14:20.744000+02:00
Trades timestamp: 2026-06-28 11:13:49.967000+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: 1.54631
Best ask: 1.5486
Spread: 0.00229
Spread %: 0.147985
Mid price: 1.547455
Last price: 1.54613
Mark price: 1.54652
Index price: 1.54694

Order Book

Bid depth 5: 9
Ask depth 5: 7
Bid depth 10: 59
Ask depth 10: 51
Bid depth 20: 165
Ask depth 20: 150
Imbalance 5: 0.125
Imbalance 10: 0.072727
Imbalance 20: 0.047619
Top bid size: 1
Top ask size: 1
Bid wall score: 0.006061
Ask wall score: 0.006667

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -37
Imbalance 5 delta: 0.785377
Bid depth 10 delta: 4
Ask depth 10 delta: 0
Imbalance 10 delta: 0.034991
Spread delta: -0.00004
Mid price delta: -0.00569
Wall shift score: -0.000301

Tape

Buy volume: 43
Sell volume: 107
Buy/sell delta: -64
Buy/sell ratio: 0.401869
Avg trade size: 1.5
Large trade count: 7
Largest trade size: 6

Candle

Return 1: 0.047884
Return 3: -1.07617
Volume 1: 12
Volume avg 5: 117.2
Momentum 5: -1.788743

Cross Exchange

Mid avg: 1.5463775
Mid median: 1.5508225
Price deviation %: 0.069679
Spread %: 1.48961

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 43462400
Quote volume 24h: 60460634
Price change 24h %: 55.78

Quality

Capture latency ms: 10452
Order book timestamp: 2026-06-28 11:14:04+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:38.043000+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: 1.5484
Best ask: 1.5486
Spread: 0.0002
Spread %: 0.012916
Mid price: 1.5485
Last price: 1.5519
Mark price: -
Index price: -

Order Book

Bid depth 5: 1091
Ask depth 5: 525
Bid depth 10: 3392
Ask depth 10: 1953
Bid depth 20: 7227
Ask depth 20: 7159
Imbalance 5: 0.350248
Imbalance 10: 0.269224
Imbalance 20: 0.004727
Top bid size: 12
Top ask size: 33
Bid wall score: 0.00166
Ask wall score: 0.00461

Dynamics

Bid depth 5 delta: 25
Ask depth 5 delta: -742
Imbalance 5 delta: 0.436403
Bid depth 10 delta: 1755
Ask depth 10 delta: -791
Imbalance 10 delta: 0.521906
Spread delta: -0.0001
Mid price delta: -0.00115
Wall shift score: 0.012915

Tape

Buy volume: 6876
Sell volume: 4486
Buy/sell delta: 2390
Buy/sell ratio: 1.532769
Avg trade size: 113.62
Large trade count: 10
Largest trade size: 850

Candle

Return 1: -0.283013
Return 3: -1.972811
Volume 1: 638008
Volume avg 5: 345084
Momentum 5: -1.630711

Cross Exchange

Mid avg: 1.546665
Mid median: 1.5513975
Price deviation %: 0.118642
Spread %: 1.489334

Funding / OI / Volume

Funding rate: 0.0004559
Funding delta: 0
Funding abs: 0.0004559
Funding pressure: 0.0004559
Open interest: 34330710
Volume 24h: 798880247
Quote volume 24h: 1100702318.17856
Price change 24h %: 57.346

Quality

Capture latency ms: 7866
Order book timestamp: 2026-06-28 11:13:53.227000+02:00
Ticker timestamp: 2026-06-28 11:13:44.675000+02:00
Trades timestamp: 2026-06-28 11:13:54.933000+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: 1.5531
Best ask: 1.5538
Spread: 0.0007
Spread %: 0.045061
Mid price: 1.55345
Last price: 1.553
Mark price: -
Index price: 1.5486

Order Book

Bid depth 5: 293
Ask depth 5: 241
Bid depth 10: 492
Ask depth 10: 749
Bid depth 20: 886
Ask depth 20: 1590
Imbalance 5: 0.097378
Imbalance 10: -0.207091
Imbalance 20: -0.28433
Top bid size: 22
Top ask size: 13
Bid wall score: 0.024831
Ask wall score: 0.008176

Dynamics

Bid depth 5 delta: -55
Ask depth 5 delta: -130
Imbalance 5 delta: 0.129367
Bid depth 10 delta: -1262
Ask depth 10 delta: -150
Imbalance 10 delta: -0.529368
Spread delta: 0.0003
Mid price delta: 0.00415
Wall shift score: 0.019169

Tape

Buy volume: 691
Sell volume: 367
Buy/sell delta: 324
Buy/sell ratio: 1.882834
Avg trade size: 10.58
Large trade count: 7
Largest trade size: 136

Candle

Return 1: -0.231705
Return 3: -1.966861
Volume 1: 12114
Volume avg 5: 9435.6
Momentum 5: -1.618431

Cross Exchange

Mid avg: 1.5456275
Mid median: 1.549475
Price deviation %: 0.506105
Spread %: 1.4706

Funding / OI / Volume

Funding rate: 0.000465
Funding delta: 0
Funding abs: 0.000465
Funding pressure: 0.000465
Open interest: -
Volume 24h: 19377975
Quote volume 24h: 264774905.295
Price change 24h %: 10.17

Quality

Capture latency ms: 5242
Order book timestamp: 2026-06-28 11:13:45.791000+02:00
Ticker timestamp: 2026-06-28 11:13:44.869000+02:00
Trades timestamp: 2026-06-28 11:13:45.997000+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: 1.5254
Best ask: 1.53543
Spread: 0.01003
Spread %: 0.655378
Mid price: 1.530415
Last price: 1.527
Mark price: -
Index price: -

Order Book

Bid depth 5: 25901
Ask depth 5: 414
Bid depth 10: 59069
Ask depth 10: 23759
Bid depth 20: 73039
Ask depth 20: 75353
Imbalance 5: 0.968535
Imbalance 10: 0.426305
Imbalance 20: -0.015594
Top bid size: 3253
Top ask size: 1
Bid wall score: 0.044538
Ask wall score: 0.000013

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -58
Imbalance 5 delta: 0.004325
Bid depth 10 delta: 298
Ask depth 10 delta: -32159
Imbalance 10 delta: 0.401429
Spread delta: -0.0148
Mid price delta: -0.01528
Wall shift score: 0.00106

Tape

Buy volume: 2622
Sell volume: 8656
Buy/sell delta: -6034
Buy/sell ratio: 0.302911
Avg trade size: 112.78
Large trade count: 6
Largest trade size: 1492

Candle

Return 1: -1.5023
Return 3: -1.67038
Volume 1: 2
Volume avg 5: 223.6
Momentum 5: -1.67038

Cross Exchange

Mid avg: 1.5494475
Mid median: 1.549475
Price deviation %: -1.228341
Spread %: 0.480817

Funding / OI / Volume

Funding rate: -0.00003303
Funding delta: 0.0000084
Funding abs: 0.00003303
Funding pressure: 0.00004143
Open interest: 104230
Volume 24h: 800488
Quote volume 24h: 800488
Price change 24h %: 9.77556

Quality

Capture latency ms: 4384
Order book timestamp: 2026-06-28 11:13:40.896000+02:00
Ticker timestamp: 2026-06-28 11:13:41.165000+02:00
Trades timestamp: 2026-06-28 11:13:21.288000+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: 1.55198
Best ask: 1.55431
Spread: 0.00233
Spread %: 0.150018
Mid price: 1.553145
Last price: 1.554
Mark price: 1.54719
Index price: 1.547145

Order Book

Bid depth 5: 9
Ask depth 5: 44
Bid depth 10: 55
Ask depth 10: 51
Bid depth 20: 155
Ask depth 20: 148
Imbalance 5: -0.660377
Imbalance 10: 0.037736
Imbalance 20: 0.023102
Top bid size: 1
Top ask size: 1
Bid wall score: 0.006452
Ask wall score: 0.006757

Dynamics

Bid depth 5 delta: -34
Ask depth 5 delta: 34
Imbalance 5 delta: -1.283019
Bid depth 10 delta: 3
Ask depth 10 delta: -33
Imbalance 10 delta: 0.27303
Spread delta: 0.00017
Mid price delta: -0.004465
Wall shift score: 0.004001

Tape

Buy volume: 68
Sell volume: 97
Buy/sell delta: -29
Buy/sell ratio: 0.701031
Avg trade size: 1.65
Large trade count: 5
Largest trade size: 18

Candle

Return 1: 0.128866
Return 3: -1.520288
Volume 1: 132
Volume avg 5: 101
Momentum 5: -1.189666

Cross Exchange

Mid avg: 1.55056375
Mid median: 1.549475
Price deviation %: 0.166472
Spread %: 0.76843

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 43450200
Quote volume 24h: 60441765
Price change 24h %: 56.58

Quality

Capture latency ms: 10337
Order book timestamp: 2026-06-28 11:13:25+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:38.005000+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: 1.5495
Best ask: 1.5498
Spread: 0.0003
Spread %: 0.019359
Mid price: 1.54965
Last price: 1.551
Mark price: -
Index price: -

Order Book

Bid depth 5: 1066
Ask depth 5: 1267
Bid depth 10: 1637
Ask depth 10: 2744
Bid depth 20: 8477
Ask depth 20: 9859
Imbalance 5: -0.086155
Imbalance 10: -0.252682
Imbalance 20: -0.075371
Top bid size: 65
Top ask size: 232
Bid wall score: 0.007668
Ask wall score: 0.023532

Dynamics

Bid depth 5 delta: 855
Ask depth 5 delta: -463
Imbalance 5 delta: 0.696431
Bid depth 10 delta: -318
Ask depth 10 delta: -4340
Imbalance 10 delta: 0.314748
Spread delta: 0.0001
Mid price delta: -0.01295
Wall shift score: -0.015667

Tape

Buy volume: 7307
Sell volume: 3833
Buy/sell delta: 3474
Buy/sell ratio: 1.90634
Avg trade size: 111.4
Large trade count: 10
Largest trade size: 819

Candle

Return 1: -0.270149
Return 3: -1.960164
Volume 1: 179736
Volume avg 5: 253429.6
Momentum 5: -1.61802

Cross Exchange

Mid avg: 1.55380125
Mid median: 1.553455
Price deviation %: -0.267167
Spread %: 1.087977

Funding / OI / Volume

Funding rate: 0.0004559
Funding delta: -0.00000932
Funding abs: 0.0004559
Funding pressure: 0.00046522
Open interest: 34364402
Volume 24h: 798378019
Quote volume 24h: 1099924633.56966
Price change 24h %: 57.254

Quality

Capture latency ms: 5958
Order book timestamp: 2026-06-28 11:13:14.432000+02:00
Ticker timestamp: 2026-06-28 11:13:07.178000+02:00
Trades timestamp: 2026-06-28 11:13:16.159000+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: 1.5491
Best ask: 1.5495
Spread: 0.0004
Spread %: 0.025818
Mid price: 1.5493
Last price: 1.5493
Mark price: -
Index price: 1.5525

Order Book

Bid depth 5: 348
Ask depth 5: 371
Bid depth 10: 1754
Ask depth 10: 899
Bid depth 20: 4525
Ask depth 20: 1681
Imbalance 5: -0.031989
Imbalance 10: 0.322277
Imbalance 20: 0.458266
Top bid size: 29
Top ask size: 15
Bid wall score: 0.006409
Ask wall score: 0.008923

Dynamics

Bid depth 5 delta: 40
Ask depth 5 delta: 246
Imbalance 5 delta: -0.454622
Bid depth 10 delta: 1207
Ask depth 10 delta: 559
Imbalance 10 delta: 0.088906
Spread delta: -0.0002
Mid price delta: -0.0137
Wall shift score: -0.003773

Tape

Buy volume: 635
Sell volume: 2109
Buy/sell delta: -1474
Buy/sell ratio: 0.301091
Avg trade size: 27.44
Large trade count: 6
Largest trade size: 528

Candle

Return 1: -0.180215
Return 3: -1.916266
Volume 1: 3928
Volume avg 5: 7798.4
Momentum 5: -1.567657

Cross Exchange

Mid avg: 1.55722625
Mid median: 1.560105
Price deviation %: -0.508998
Spread %: 1.111271

Funding / OI / Volume

Funding rate: 0.000465
Funding delta: 0.000001
Funding abs: 0.000465
Funding pressure: 0.000466
Open interest: -
Volume 24h: 19369875
Quote volume 24h: 264649333.458
Price change 24h %: 9.91

Quality

Capture latency ms: 4791
Order book timestamp: 2026-06-28 11:13:08.823000+02:00
Ticker timestamp: 2026-06-28 11:13:08.833000+02:00
Trades timestamp: 2026-06-28 11:13:09.634000+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: 14980
gate: 14981
htx: 14871
mexc: 14978

By Symbol

VELVET/USDT:USDT: 59810

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.