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: 60218
Total labels: 180654
Pending labels: 161171
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 16:06:31.383283+02:00
Recent trades snapshots: 60215
Micro candles: 1204220
Avg data quality: 76.0212893154870637
Latest latency: 4412 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 128 of 6022 · 60218 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-28 12:25:48.437830+02:00	gate	VELVET/USDT:USDT	1.626915	68	10287 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 12:25:38.011241+02:00	binance	VELVET/USDT:USDT	1.62975	80	7213 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 12:25:30.680881+02:00	mexc	VELVET/USDT:USDT	1.63015	78	4779 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 12:25:25.794393+02:00	htx	VELVET/USDT:USDT	1.618995	80	5217 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 12:25:08.861275+02:00	gate	VELVET/USDT:USDT	1.627645	68	10293 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 12:24:58.400609+02:00	binance	VELVET/USDT:USDT	1.63095	80	6553 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 12:24:51.713247+02:00	mexc	VELVET/USDT:USDT	1.6311	78	4619 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 12:24:46.956446+02:00	htx	VELVET/USDT:USDT	1.605475	80	5628 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 12:24:29.963838+02:00	gate	VELVET/USDT:USDT	1.624395	68	10640 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 12:24:19.195494+02:00	binance	VELVET/USDT:USDT	1.63215	80	6117 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.62555
Best ask: 1.62828
Spread: 0.00273
Spread %: 0.167802
Mid price: 1.626915
Last price: 1.62573
Mark price: 1.62674
Index price: 1.627203

Order Book

Bid depth 5: 8
Ask depth 5: 11
Bid depth 10: 51
Ask depth 10: 52
Bid depth 20: 143
Ask depth 20: 69
Imbalance 5: -0.157895
Imbalance 10: -0.009709
Imbalance 20: 0.349057
Top bid size: 2
Top ask size: 3
Bid wall score: 0.013986
Ask wall score: 0.043478

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 2
Imbalance 5 delta: -0.032895
Bid depth 10 delta: 36
Ask depth 10 delta: 0
Imbalance 10 delta: 0.54253
Spread delta: 0
Mid price delta: -0.00073
Wall shift score: -0.030499

Tape

Buy volume: 49
Sell volume: 140
Buy/sell delta: -91
Buy/sell ratio: 0.35
Avg trade size: 1.89
Large trade count: 6
Largest trade size: 6

Candle

Return 1: -0.022754
Return 3: -0.346943
Volume 1: 16
Volume avg 5: 109.4
Momentum 5: -0.778766

Cross Exchange

Mid avg: 1.626635
Mid median: 1.6286975
Price deviation %: 0.017213
Spread %: 0.685772

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 39713400
Quote volume 24h: 56248665
Price change 24h %: 27.8

Quality

Capture latency ms: 10287
Order book timestamp: 2026-06-28 12:25:47+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:42.340000+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: 1.6296
Best ask: 1.6299
Spread: 0.0003
Spread %: 0.018408
Mid price: 1.62975
Last price: 1.631
Mark price: -
Index price: -

Order Book

Bid depth 5: 662
Ask depth 5: 655
Bid depth 10: 2447
Ask depth 10: 1934
Bid depth 20: 6534
Ask depth 20: 7459
Imbalance 5: 0.005315
Imbalance 10: 0.117097
Imbalance 20: -0.066104
Top bid size: 201
Top ask size: 89
Bid wall score: 0.030762
Ask wall score: 0.011932

Dynamics

Bid depth 5 delta: -318
Ask depth 5 delta: -688
Imbalance 5 delta: 0.161579
Bid depth 10 delta: 553
Ask depth 10 delta: -694
Imbalance 10 delta: 0.279414
Spread delta: 0
Mid price delta: -0.0012
Wall shift score: 0.01727

Tape

Buy volume: 3315
Sell volume: 2524
Buy/sell delta: 791
Buy/sell ratio: 1.313391
Avg trade size: 58.39
Large trade count: 10
Largest trade size: 716

Candle

Return 1: -0.189881
Return 3: -0.214329
Volume 1: 80377
Volume avg 5: 168240
Momentum 5: -0.731039

Cross Exchange

Mid avg: 1.626935
Mid median: 1.6288975
Price deviation %: 0.173025
Spread %: 0.734817

Funding / OI / Volume

Funding rate: 0.00052862
Funding delta: -0.00000448
Funding abs: 0.00052862
Funding pressure: 0.0005331
Open interest: 35598731
Volume 24h: 717337165
Quote volume 24h: 1017137476.72306
Price change 24h %: 28.294

Quality

Capture latency ms: 7213
Order book timestamp: 2026-06-28 12:25:35.870000+02:00
Ticker timestamp: 2026-06-28 12:25:30.593000+02:00
Trades timestamp: 2026-06-28 12:25:37.385000+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: 1.6301
Best ask: 1.6302
Spread: 0.0001
Spread %: 0.006134
Mid price: 1.63015
Last price: 1.6292
Mark price: -
Index price: 1.6278

Order Book

Bid depth 5: 199
Ask depth 5: 86
Bid depth 10: 591
Ask depth 10: 851
Bid depth 20: 1049
Ask depth 20: 1463
Imbalance 5: 0.396491
Imbalance 10: -0.180305
Imbalance 20: -0.164809
Top bid size: 27
Top ask size: 2
Bid wall score: 0.025739
Ask wall score: 0.001367

Dynamics

Bid depth 5 delta: -23
Ask depth 5 delta: -4
Imbalance 5 delta: -0.026586
Bid depth 10 delta: 22
Ask depth 10 delta: 440
Imbalance 10 delta: -0.34153
Spread delta: -0.0003
Mid price delta: -0.00095
Wall shift score: -0.021586

Tape

Buy volume: 613
Sell volume: 990
Buy/sell delta: -377
Buy/sell ratio: 0.619192
Avg trade size: 16.03
Large trade count: 9
Largest trade size: 113

Candle

Return 1: -0.147005
Return 3: -0.116414
Volume 1: 1989
Volume avg 5: 4441
Momentum 5: -0.706542

Cross Exchange

Mid avg: 1.6271725
Mid median: 1.6292975
Price deviation %: 0.182986
Spread %: 0.743929

Funding / OI / Volume

Funding rate: 0.000533
Funding delta: 0.000003
Funding abs: 0.000533
Funding pressure: 0.000536
Open interest: -
Volume 24h: 17950905
Quote volume 24h: 251959269.141
Price change 24h %: 15.57

Quality

Capture latency ms: 4779
Order book timestamp: 2026-06-28 12:25:28.984000+02:00
Ticker timestamp: 2026-06-28 12:25:27.772000+02:00
Trades timestamp: 2026-06-28 12:25:29.524000+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: 1.61
Best ask: 1.62799
Spread: 0.01799
Spread %: 1.111183
Mid price: 1.618995
Last price: 1.61
Mark price: -
Index price: -

Order Book

Bid depth 5: 23509
Ask depth 5: 391
Bid depth 10: 56249
Ask depth 10: 1195
Bid depth 20: 68080
Ask depth 20: 44798
Imbalance 5: 0.96728
Imbalance 10: 0.958394
Imbalance 20: 0.206258
Top bid size: 741
Top ask size: 36
Bid wall score: 0.010884
Ask wall score: 0.000804

Dynamics

Bid depth 5 delta: -2530
Ask depth 5 delta: -645
Imbalance 5 delta: 0.043808
Bid depth 10 delta: -3555
Ask depth 10 delta: -387
Imbalance 10 delta: 0.009937
Spread delta: 0.00704
Mid price delta: 0.01352
Wall shift score: 0.009424

Tape

Buy volume: 6096
Sell volume: 10624
Buy/sell delta: -4528
Buy/sell ratio: 0.573795
Avg trade size: 167.2
Large trade count: 7
Largest trade size: 3698

Candle

Return 1: -1.119013
Return 3: -0.384849
Volume 1: 186
Volume avg 5: 776.8
Momentum 5: -0.816264

Cross Exchange

Mid avg: 1.6237925
Mid median: 1.6292975
Price deviation %: -0.29545
Spread %: 1.578096

Funding / OI / Volume

Funding rate: -0.00108293
Funding delta: -0.00001299
Funding abs: 0.00108293
Funding pressure: 0.00109592
Open interest: 108423
Volume 24h: 753828
Quote volume 24h: 753828
Price change 24h %: 15.742405

Quality

Capture latency ms: 5217
Order book timestamp: 2026-06-28 12:25:24.238000+02:00
Ticker timestamp: 2026-06-28 12:25:24.686000+02:00
Trades timestamp: 2026-06-28 12:25:23.791000+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: 1.62628
Best ask: 1.62901
Spread: 0.00273
Spread %: 0.167727
Mid price: 1.627645
Last price: 1.6261
Mark price: 1.62701
Index price: 1.62698

Order Book

Bid depth 5: 7
Ask depth 5: 9
Bid depth 10: 15
Ask depth 10: 52
Bid depth 20: 68
Ask depth 20: 146
Imbalance 5: -0.125
Imbalance 10: -0.552239
Imbalance 20: -0.364486
Top bid size: 1
Top ask size: 2
Bid wall score: 0.014706
Ask wall score: 0.013699

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 1
Imbalance 5 delta: -0.236111
Bid depth 10 delta: -38
Ask depth 10 delta: 2
Imbalance 10 delta: -0.581365
Spread delta: 0.00086
Mid price delta: 0.00325
Wall shift score: 0.001895

Tape

Buy volume: 57
Sell volume: 151
Buy/sell delta: -94
Buy/sell ratio: 0.377483
Avg trade size: 2.08
Large trade count: 1
Largest trade size: 10

Candle

Return 1: 0
Return 3: -0.324263
Volume 1: 0
Volume avg 5: 106.2
Momentum 5: -0.756184

Cross Exchange

Mid avg: 1.62298
Mid median: 1.6276725
Price deviation %: 0.287434
Spread %: 1.578886

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 39711800
Quote volume 24h: 56246062
Price change 24h %: 27.87

Quality

Capture latency ms: 10293
Order book timestamp: 2026-06-28 12:25:07+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:42.293000+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: 1.6308
Best ask: 1.6311
Spread: 0.0003
Spread %: 0.018394
Mid price: 1.63095
Last price: 1.6304
Mark price: -
Index price: -

Order Book

Bid depth 5: 980
Ask depth 5: 1343
Bid depth 10: 1894
Ask depth 10: 2628
Bid depth 20: 6274
Ask depth 20: 8531
Imbalance 5: -0.156263
Imbalance 10: -0.162318
Imbalance 20: -0.152448
Top bid size: 37
Top ask size: 37
Bid wall score: 0.005897
Ask wall score: 0.004337

Dynamics

Bid depth 5 delta: -99
Ask depth 5 delta: 1226
Imbalance 5 delta: -0.960611
Bid depth 10 delta: -968
Ask depth 10 delta: 1006
Imbalance 10 delta: -0.438856
Spread delta: 0.0002
Mid price delta: -0.0012
Wall shift score: -0.024142

Tape

Buy volume: 3584
Sell volume: 3277
Buy/sell delta: 307
Buy/sell ratio: 1.093683
Avg trade size: 68.61
Large trade count: 9
Largest trade size: 559

Candle

Return 1: 0.264388
Return 3: -0.45782
Volume 1: 137952
Volume avg 5: 207514.8
Momentum 5: 0.215093

Cross Exchange

Mid avg: 1.62328
Mid median: 1.6277475
Price deviation %: 0.4725
Spread %: 1.643278

Funding / OI / Volume

Funding rate: 0.0005331
Funding delta: 0
Funding abs: 0.0005331
Funding pressure: 0.0005331
Open interest: 35573201
Volume 24h: 718497483
Quote volume 24h: 1018574856.83496
Price change 24h %: 28.408

Quality

Capture latency ms: 6553
Order book timestamp: 2026-06-28 12:24:56.245000+02:00
Ticker timestamp: 2026-06-28 12:24:52.470000+02:00
Trades timestamp: 2026-06-28 12:24:57.876000+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: 1.6309
Best ask: 1.6313
Spread: 0.0004
Spread %: 0.024523
Mid price: 1.6311
Last price: 1.6307
Mark price: -
Index price: 1.6276

Order Book

Bid depth 5: 222
Ask depth 5: 90
Bid depth 10: 569
Ask depth 10: 411
Bid depth 20: 1262
Ask depth 20: 1260
Imbalance 5: 0.423077
Imbalance 10: 0.161224
Imbalance 20: 0.000793
Top bid size: 59
Top ask size: 1
Bid wall score: 0.046751
Ask wall score: 0.000794

Dynamics

Bid depth 5 delta: 56
Ask depth 5 delta: -525
Imbalance 5 delta: 0.997981
Bid depth 10 delta: 37
Ask depth 10 delta: -411
Imbalance 10 delta: 0.375405
Spread delta: -0.0003
Mid price delta: 0.00145
Wall shift score: 0.039794

Tape

Buy volume: 533
Sell volume: 894
Buy/sell delta: -361
Buy/sell ratio: 0.596197
Avg trade size: 14.27
Large trade count: 6
Largest trade size: 140

Candle

Return 1: 0.190523
Return 3: -0.512633
Volume 1: 3803
Volume avg 5: 5886.4
Momentum 5: 0.178209

Cross Exchange

Mid avg: 1.6229175
Mid median: 1.6270225
Price deviation %: 0.504185
Spread %: 1.643645

Funding / OI / Volume

Funding rate: 0.00053
Funding delta: 0
Funding abs: 0.00053
Funding pressure: 0.00053
Open interest: -
Volume 24h: 17948610
Quote volume 24h: 251921803.175
Price change 24h %: 15.68

Quality

Capture latency ms: 4619
Order book timestamp: 2026-06-28 12:24:50.123000+02:00
Ticker timestamp: 2026-06-28 12:24:48.851000+02:00
Trades timestamp: 2026-06-28 12:24:50.278000+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: 1.6
Best ask: 1.61095
Spread: 0.01095
Spread %: 0.682041
Mid price: 1.605475
Last price: 1.62822
Mark price: -
Index price: -

Order Book

Bid depth 5: 26039
Ask depth 5: 1036
Bid depth 10: 59804
Ask depth 10: 1582
Bid depth 20: 70718
Ask depth 20: 65319
Imbalance 5: 0.923472
Imbalance 10: 0.948457
Imbalance 20: 0.039688
Top bid size: 800
Top ask size: 696
Bid wall score: 0.011313
Ask wall score: 0.010655

Dynamics

Bid depth 5 delta: 17695
Ask depth 5 delta: -1294
Imbalance 5 delta: 0.360047
Bid depth 10 delta: 1365
Ask depth 10 delta: -1162
Imbalance 10 delta: 0.038155
Spread delta: 0.00416
Mid price delta: -0.00129
Wall shift score: -0.006936

Tape

Buy volume: 6068
Sell volume: 10570
Buy/sell delta: -4502
Buy/sell ratio: 0.574078
Avg trade size: 166.38
Large trade count: 7
Largest trade size: 3698

Candle

Return 1: 1.131677
Return 3: 0.507407
Volume 1: 68
Volume avg 5: 742.8
Momentum 5: 0.486318

Cross Exchange

Mid avg: 1.62324
Mid median: 1.6270225
Price deviation %: -1.094416
Spread %: 1.563848

Funding / OI / Volume

Funding rate: -0.00106994
Funding delta: 0.00000102
Funding abs: 0.00106994
Funding pressure: 0.00107096
Open interest: 108423
Volume 24h: 753814
Quote volume 24h: 753814
Price change 24h %: 17.052235

Quality

Capture latency ms: 5628
Order book timestamp: 2026-06-28 12:24:45.538000+02:00
Ticker timestamp: 2026-06-28 12:24:45.888000+02:00
Trades timestamp: 2026-06-28 12:24:00.688000+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: 1.62346
Best ask: 1.62533
Spread: 0.00187
Spread %: 0.11512
Mid price: 1.624395
Last price: 1.6272
Mark price: 1.62833
Index price: 1.628303

Order Book

Bid depth 5: 10
Ask depth 5: 8
Bid depth 10: 53
Ask depth 10: 50
Bid depth 20: 147
Ask depth 20: 69
Imbalance 5: 0.111111
Imbalance 10: 0.029126
Imbalance 20: 0.361111
Top bid size: 2
Top ask size: 1
Bid wall score: 0.013605
Ask wall score: 0.014493

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: -2
Imbalance 5 delta: 0.163743
Bid depth 10 delta: 1
Ask depth 10 delta: -5
Imbalance 10 delta: 0.057164
Spread delta: -0.00022
Mid price delta: 0.00089
Wall shift score: 0.005597

Tape

Buy volume: 40
Sell volume: 170
Buy/sell delta: -130
Buy/sell ratio: 0.235294
Avg trade size: 2.1
Large trade count: 1
Largest trade size: 10

Candle

Return 1: 0.318118
Return 3: -0.363717
Volume 1: 140
Volume avg 5: 113.6
Momentum 5: 0.253221

Cross Exchange

Mid avg: 1.6230175
Mid median: 1.6265775
Price deviation %: 0.084873
Spread %: 1.564062

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 39708800
Quote volume 24h: 56241183
Price change 24h %: 27.96

Quality

Capture latency ms: 10640
Order book timestamp: 2026-06-28 12:24:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:42.260000+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: 1.6321
Best ask: 1.6322
Spread: 0.0001
Spread %: 0.006127
Mid price: 1.63215
Last price: 1.6295
Mark price: -
Index price: -

Order Book

Bid depth 5: 1079
Ask depth 5: 117
Bid depth 10: 2862
Ask depth 10: 1622
Bid depth 20: 8258
Ask depth 20: 8802
Imbalance 5: 0.804348
Imbalance 10: 0.276539
Imbalance 20: -0.031887
Top bid size: 216
Top ask size: 4
Bid wall score: 0.026156
Ask wall score: 0.000454

Dynamics

Bid depth 5 delta: 925
Ask depth 5 delta: -1929
Imbalance 5 delta: 1.664348
Bid depth 10 delta: 1442
Ask depth 10 delta: -1153
Imbalance 10 delta: 0.599542
Spread delta: 0
Mid price delta: 0.0049
Wall shift score: 0.041505

Tape

Buy volume: 3771
Sell volume: 4926
Buy/sell delta: -1155
Buy/sell ratio: 0.76553
Avg trade size: 86.97
Large trade count: 6
Largest trade size: 1838

Candle

Return 1: 0.38121
Return 3: -0.341839
Volume 1: 63735
Volume avg 5: 192671.4
Momentum 5: 0.331858

Cross Exchange

Mid avg: 1.6217925
Mid median: 1.6253775
Price deviation %: 0.638645
Spread %: 1.411093

Funding / OI / Volume

Funding rate: 0.0005331
Funding delta: 0.00000258
Funding abs: 0.0005331
Funding pressure: 0.00053568
Open interest: 35562514
Volume 24h: 718408046
Quote volume 24h: 1018429106.55896
Price change 24h %: 28.337

Quality

Capture latency ms: 6117
Order book timestamp: 2026-06-28 12:24:17.012000+02:00
Ticker timestamp: 2026-06-28 12:24:10.744000+02:00
Trades timestamp: 2026-06-28 12:24:18.594000+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: 15082
gate: 15083
htx: 14973
mexc: 15081

By Symbol

VELVET/USDT:USDT: 60219

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.