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: 60634
Total labels: 181902
Pending labels: 162419
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 17:20:05.922052+02:00
Recent trades snapshots: 60631
Micro candles: 1212540
Avg data quality: 76.0175146367609466
Latest latency: 4834 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 129 of 6064 · 60634 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-28 13:35:06.273319+02:00	mexc	VELVET/USDT:USDT	1.64065	68	7955 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 13:34:58.231083+02:00	htx	VELVET/USDT:USDT	1.62369	90	4881 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 13:34:42.305301+02:00	gate	VELVET/USDT:USDT	1.639695	68	10541 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 13:34:31.643564+02:00	binance	VELVET/USDT:USDT	1.64855	80	6076 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 13:34:25.453618+02:00	mexc	VELVET/USDT:USDT	1.64765	68	5050 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 13:34:20.321876+02:00	htx	VELVET/USDT:USDT	1.628545	80	5852 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 13:34:02.731599+02:00	gate	VELVET/USDT:USDT	1.646285	68	9626 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 13:33:52.968053+02:00	binance	VELVET/USDT:USDT	1.6474	80	6771 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 13:33:46.039038+02:00	mexc	VELVET/USDT:USDT	1.6474	68	6189 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 13:33:39.768838+02:00	htx	VELVET/USDT:USDT	1.626335	90	4850 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.6406
Best ask: 1.6407
Spread: 0.0001
Spread %: 0.006095
Mid price: 1.64065
Last price: 1.6425
Mark price: -
Index price: 1.6382

Order Book

Bid depth 5: 809
Ask depth 5: 198
Bid depth 10: 1185
Ask depth 10: 418
Bid depth 20: 1948
Ask depth 20: 781
Imbalance 5: 0.606753
Imbalance 10: 0.478478
Imbalance 20: 0.427629
Top bid size: 589
Top ask size: 52
Bid wall score: 0.302361
Ask wall score: 0.066581

Dynamics

Bid depth 5 delta: 695
Ask depth 5 delta: -132
Imbalance 5 delta: 1.093239
Bid depth 10 delta: 883
Ask depth 10 delta: -201
Imbalance 10 delta: 0.822669
Spread delta: -0.0002
Mid price delta: -0.007
Wall shift score: 0.265444

Tape

Buy volume: 398
Sell volume: 1145
Buy/sell delta: -747
Buy/sell ratio: 0.347598
Avg trade size: 15.43
Large trade count: 9
Largest trade size: 111

Candle

Return 1: 0.07923
Return 3: -0.164154
Volume 1: 541
Volume avg 5: 7013.6
Momentum 5: 0.262547

Cross Exchange

Mid avg: 1.63989625
Mid median: 1.6436725
Price deviation %: 0.045963
Spread %: 1.51595

Funding / OI / Volume

Funding rate: 0.000606
Funding delta: -0.000001
Funding abs: 0.000606
Funding pressure: 0.000607
Open interest: -
Volume 24h: 17156451
Quote volume 24h: 245359507.561
Price change 24h %: 16.52

Quality

Capture latency ms: 7955
Order book timestamp: 2026-06-28 13:35:04.242000+02:00
Ticker timestamp: 2026-06-28 13:35:01.747000+02:00
Trades timestamp: 2026-06-28 13:35:04.889000+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: 1.62209
Best ask: 1.62529
Spread: 0.0032
Spread %: 0.197082
Mid price: 1.62369
Last price: 1.61438
Mark price: -
Index price: -

Order Book

Bid depth 5: 5784
Ask depth 5: 658
Bid depth 10: 58386
Ask depth 10: 2534
Bid depth 20: 59910
Ask depth 20: 54038
Imbalance 5: 0.795716
Imbalance 10: 0.916809
Imbalance 20: 0.051532
Top bid size: 1528
Top ask size: 61
Bid wall score: 0.025505
Ask wall score: 0.001129

Dynamics

Bid depth 5 delta: -2751
Ask depth 5 delta: -1383
Imbalance 5 delta: 0.181684
Bid depth 10 delta: 1672
Ask depth 10 delta: 125
Imbalance 10 delta: -0.0017
Spread delta: -0.00227
Mid price delta: -0.004855
Wall shift score: 0.004785

Tape

Buy volume: 2776
Sell volume: 4262
Buy/sell delta: -1486
Buy/sell ratio: 0.651337
Avg trade size: 70.38
Large trade count: 4
Largest trade size: 552

Candle

Return 1: -0.958282
Return 3: -0.958282
Volume 1: 202
Volume avg 5: 92.8
Momentum 5: -0.77932

Cross Exchange

Mid avg: 1.64111
Mid median: 1.6436725
Price deviation %: -1.061477
Spread %: 1.218992

Funding / OI / Volume

Funding rate: -0.00055332
Funding delta: -0.0000052
Funding abs: 0.00055332
Funding pressure: 0.00055852
Open interest: 108903
Volume 24h: 699980
Quote volume 24h: 699980
Price change 24h %: 16.057282

Quality

Capture latency ms: 4881
Order book timestamp: 2026-06-28 13:34:56.638000+02:00
Ticker timestamp: 2026-06-28 13:34:57.026000+02:00
Trades timestamp: 2026-06-28 13:34:43.781000+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: 1.6386
Best ask: 1.64079
Spread: 0.00219
Spread %: 0.133561
Mid price: 1.639695
Last price: 1.6408
Mark price: 1.63813
Index price: 1.637488

Order Book

Bid depth 5: 9
Ask depth 5: 40
Bid depth 10: 52
Ask depth 10: 48
Bid depth 20: 145
Ask depth 20: 141
Imbalance 5: -0.632653
Imbalance 10: 0.04
Imbalance 20: 0.013986
Top bid size: 1
Top ask size: 1
Bid wall score: 0.006897
Ask wall score: 0.007092

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 32
Imbalance 5 delta: -0.691477
Bid depth 10 delta: 0
Ask depth 10 delta: 31
Imbalance 10 delta: -0.467246
Spread delta: -0.0001
Mid price delta: -0.00659
Wall shift score: -0.000054

Tape

Buy volume: 87
Sell volume: 46
Buy/sell delta: 41
Buy/sell ratio: 1.891304
Avg trade size: 1.33
Large trade count: 5
Largest trade size: 6

Candle

Return 1: -0.133915
Return 3: -0.029248
Volume 1: 53
Volume avg 5: 104.2
Momentum 5: 0.109224

Cross Exchange

Mid avg: 1.6427575
Mid median: 1.6469675
Price deviation %: -0.186424
Spread %: 1.21777

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 37976100
Quote volume 24h: 54420639
Price change 24h %: 29.02

Quality

Capture latency ms: 10541
Order book timestamp: 2026-06-28 13:34:41+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:46.481000+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: 1.6484
Best ask: 1.6487
Spread: 0.0003
Spread %: 0.018198
Mid price: 1.64855
Last price: 1.6476
Mark price: -
Index price: -

Order Book

Bid depth 5: 3576
Ask depth 5: 424
Bid depth 10: 4158
Ask depth 10: 1463
Bid depth 20: 19170
Ask depth 20: 7457
Imbalance 5: 0.788
Imbalance 10: 0.479452
Imbalance 20: 0.439892
Top bid size: 255
Top ask size: 4
Bid wall score: 0.013302
Ask wall score: 0.000536

Dynamics

Bid depth 5 delta: 2756
Ask depth 5 delta: -1123
Imbalance 5 delta: 1.09514
Bid depth 10 delta: -5285
Ask depth 10 delta: -1744
Imbalance 10 delta: -0.013512
Spread delta: -0.0003
Mid price delta: 0.00115
Wall shift score: 0.048302

Tape

Buy volume: 4364
Sell volume: 7764
Buy/sell delta: -3400
Buy/sell ratio: 0.562081
Avg trade size: 121.28
Large trade count: 14
Largest trade size: 693

Candle

Return 1: 0.133649
Return 3: 0.31037
Volume 1: 172070
Volume avg 5: 410622.8
Momentum 5: 0.457094

Cross Exchange

Mid avg: 1.64247
Mid median: 1.6468425
Price deviation %: 0.370174
Spread %: 1.163187

Funding / OI / Volume

Funding rate: 0.00060614
Funding delta: -0.00000095
Funding abs: 0.00060614
Funding pressure: 0.00060709
Open interest: 36115143
Volume 24h: 681756321
Quote volume 24h: 982439547.59338
Price change 24h %: 29.021

Quality

Capture latency ms: 6076
Order book timestamp: 2026-06-28 13:34:29.488000+02:00
Ticker timestamp: 2026-06-28 13:34:23.650000+02:00
Trades timestamp: 2026-06-28 13:34:31.031000+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: 1.6475
Best ask: 1.6478
Spread: 0.0003
Spread %: 0.018208
Mid price: 1.64765
Last price: 1.6467
Mark price: -
Index price: 1.644

Order Book

Bid depth 5: 114
Ask depth 5: 330
Bid depth 10: 302
Ask depth 10: 619
Bid depth 20: 1280
Ask depth 20: 1467
Imbalance 5: -0.486486
Imbalance 10: -0.344191
Imbalance 20: -0.068074
Top bid size: 17
Top ask size: 63
Bid wall score: 0.013281
Ask wall score: 0.042945

Dynamics

Bid depth 5 delta: 84
Ask depth 5 delta: -379
Imbalance 5 delta: 0.432323
Bid depth 10 delta: -529
Ask depth 10 delta: -375
Imbalance 10 delta: -0.254876
Spread delta: -0.0001
Mid price delta: 0.00025
Wall shift score: -0.002535

Tape

Buy volume: 631
Sell volume: 755
Buy/sell delta: -124
Buy/sell ratio: 0.835762
Avg trade size: 13.86
Large trade count: 8
Largest trade size: 65

Candle

Return 1: 0.170089
Return 3: 0.346863
Volume 1: 3496
Volume avg 5: 9998.6
Momentum 5: 0.493632

Cross Exchange

Mid avg: 1.6424075
Mid median: 1.6468425
Price deviation %: 0.319196
Spread %: 1.14801

Funding / OI / Volume

Funding rate: 0.000607
Funding delta: 0.000005
Funding abs: 0.000607
Funding pressure: 0.000612
Open interest: -
Volume 24h: 17152959
Quote volume 24h: 245302134.088
Price change 24h %: 16.82

Quality

Capture latency ms: 5050
Order book timestamp: 2026-06-28 13:34:24.070000+02:00
Ticker timestamp: 2026-06-28 13:34:22.792000+02:00
Trades timestamp: 2026-06-28 13:34:24.318000+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: 1.62581
Best ask: 1.63128
Spread: 0.00547
Spread %: 0.335883
Mid price: 1.628545
Last price: 1.6352
Mark price: -
Index price: -

Order Book

Bid depth 5: 8535
Ask depth 5: 2041
Bid depth 10: 56714
Ask depth 10: 2409
Bid depth 20: 59847
Ask depth 20: 57037
Imbalance 5: 0.614032
Imbalance 10: 0.918509
Imbalance 20: 0.024041
Top bid size: 1524
Top ask size: 335
Bid wall score: 0.025465
Ask wall score: 0.005873

Dynamics

Bid depth 5 delta: -17064
Ask depth 5 delta: 1434
Imbalance 5 delta: -0.339643
Bid depth 10 delta: -303
Ask depth 10 delta: -339
Imbalance 10 delta: 0.010469
Spread delta: -0.0005
Mid price delta: 0.00221
Wall shift score: -0.000039

Tape

Buy volume: 2856
Sell volume: 4140
Buy/sell delta: -1284
Buy/sell ratio: 0.689855
Avg trade size: 69.96
Large trade count: 5
Largest trade size: 552

Candle

Return 1: 0.319018
Return 3: 0.319018
Volume 1: 80
Volume avg 5: 68.4
Momentum 5: 0.500289

Cross Exchange

Mid avg: 1.641855
Mid median: 1.6468425
Price deviation %: -0.810668
Spread %: 1.283

Funding / OI / Volume

Funding rate: -0.00054811
Funding delta: 0.00000217
Funding abs: 0.00054811
Funding pressure: 0.00055028
Open interest: 108903
Volume 24h: 699858
Quote volume 24h: 699858
Price change 24h %: 17.554025

Quality

Capture latency ms: 5852
Order book timestamp: 2026-06-28 13:34:18.938000+02:00
Ticker timestamp: 2026-06-28 13:34:19.284000+02:00
Trades timestamp: 2026-06-28 13:34:00.585000+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: 1.64514
Best ask: 1.64743
Spread: 0.00229
Spread %: 0.139101
Mid price: 1.646285
Last price: 1.64339
Mark price: 1.64372
Index price: 1.64267

Order Book

Bid depth 5: 9
Ask depth 5: 8
Bid depth 10: 52
Ask depth 10: 17
Bid depth 20: 147
Ask depth 20: 144
Imbalance 5: 0.058824
Imbalance 10: 0.507246
Imbalance 20: 0.010309
Top bid size: 1
Top ask size: 1
Bid wall score: 0.006803
Ask wall score: 0.006944

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -1
Imbalance 5 delta: 0.006192
Bid depth 10 delta: 0
Ask depth 10 delta: -35
Imbalance 10 delta: 0.507246
Spread delta: 0.00015
Mid price delta: 0.015065
Wall shift score: -0.007038

Tape

Buy volume: 84
Sell volume: 43
Buy/sell delta: 41
Buy/sell ratio: 1.953488
Avg trade size: 1.27
Large trade count: 3
Largest trade size: 6

Candle

Return 1: 0.034088
Return 3: 0.13893
Volume 1: 4
Volume avg 5: 94.4
Momentum 5: 0.277635

Cross Exchange

Mid avg: 1.63808875
Mid median: 1.63931
Price deviation %: 0.500354
Spread %: 1.28595

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 37970900
Quote volume 24h: 54412080
Price change 24h %: 28.88

Quality

Capture latency ms: 9626
Order book timestamp: 2026-06-28 13:34:01+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:46.440000+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: 1.6471
Best ask: 1.6477
Spread: 0.0006
Spread %: 0.036421
Mid price: 1.6474
Last price: 1.6456
Mark price: -
Index price: -

Order Book

Bid depth 5: 820
Ask depth 5: 1547
Bid depth 10: 9443
Ask depth 10: 3207
Bid depth 20: 12676
Ask depth 20: 7474
Imbalance 5: -0.30714
Imbalance 10: 0.492964
Imbalance 20: 0.258164
Top bid size: 77
Top ask size: 311
Bid wall score: 0.006074
Ask wall score: 0.041611

Dynamics

Bid depth 5 delta: 447
Ask depth 5 delta: 894
Imbalance 5 delta: -0.034235
Bid depth 10 delta: 7606
Ask depth 10 delta: -239
Imbalance 10 delta: 0.797526
Spread delta: 0.0004
Mid price delta: 0.0017
Wall shift score: -0.045765

Tape

Buy volume: 5298
Sell volume: 6460
Buy/sell delta: -1162
Buy/sell ratio: 0.820124
Avg trade size: 117.58
Large trade count: 9
Largest trade size: 624

Candle

Return 1: 0.072948
Return 3: 0.555861
Volume 1: 268672
Volume avg 5: 482194.4
Momentum 5: 0.987669

Cross Exchange

Mid avg: 1.63766375
Mid median: 1.63846
Price deviation %: 0.594521
Spread %: 1.286284

Funding / OI / Volume

Funding rate: 0.00060709
Funding delta: 0
Funding abs: 0.00060709
Funding pressure: 0.00060709
Open interest: 36063967
Volume 24h: 682882603
Quote volume 24h: 983773980.58658
Price change 24h %: 30.252

Quality

Capture latency ms: 6771
Order book timestamp: 2026-06-28 13:33:50.801000+02:00
Ticker timestamp: 2026-06-28 13:33:43.611000+02:00
Trades timestamp: 2026-06-28 13:33:52.445000+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: 1.6472
Best ask: 1.6476
Spread: 0.0004
Spread %: 0.024281
Mid price: 1.6474
Last price: 1.6446
Mark price: -
Index price: 1.6414

Order Book

Bid depth 5: 30
Ask depth 5: 709
Bid depth 10: 831
Ask depth 10: 994
Bid depth 20: 1468
Ask depth 20: 1804
Imbalance 5: -0.918809
Imbalance 10: -0.089315
Imbalance 20: -0.102689
Top bid size: 9
Top ask size: 60
Bid wall score: 0.006131
Ask wall score: 0.033259

Dynamics

Bid depth 5 delta: -125
Ask depth 5 delta: 579
Imbalance 5 delta: -1.006528
Bid depth 10 delta: 490
Ask depth 10 delta: 493
Imbalance 10 delta: 0.100709
Spread delta: 0.0002
Mid price delta: 0.0035
Wall shift score: -0.047952

Tape

Buy volume: 473
Sell volume: 684
Buy/sell delta: -211
Buy/sell ratio: 0.69152
Avg trade size: 11.57
Large trade count: 9
Largest trade size: 168

Candle

Return 1: 0.194553
Return 3: 0.622787
Volume 1: 5345
Volume avg 5: 11603.6
Momentum 5: 1.104294

Cross Exchange

Mid avg: 1.63678875
Mid median: 1.63756
Price deviation %: 0.648297
Spread %: 1.183109

Funding / OI / Volume

Funding rate: 0.000602
Funding delta: 0
Funding abs: 0.000602
Funding pressure: 0.000602
Open interest: -
Volume 24h: 17148963
Quote volume 24h: 245236259.9
Price change 24h %: 16.67

Quality

Capture latency ms: 6189
Order book timestamp: 2026-06-28 13:33:44.624000+02:00
Ticker timestamp: 2026-06-28 13:33:43.851000+02:00
Trades timestamp: 2026-06-28 13:33:44.359000+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: 1.62335
Best ask: 1.62932
Spread: 0.00597
Spread %: 0.367083
Mid price: 1.626335
Last price: 1.63
Mark price: -
Index price: -

Order Book

Bid depth 5: 25599
Ask depth 5: 607
Bid depth 10: 57017
Ask depth 10: 2748
Bid depth 20: 59263
Ask depth 20: 54744
Imbalance 5: 0.953675
Imbalance 10: 0.90804
Imbalance 20: 0.039638
Top bid size: 1526
Top ask size: 335
Bid wall score: 0.02575
Ask wall score: 0.006119

Dynamics

Bid depth 5 delta: 2794
Ask depth 5 delta: -1434
Imbalance 5 delta: 0.117967
Bid depth 10 delta: -1103
Ask depth 10 delta: 337
Imbalance 10 delta: -0.012299
Spread delta: -0.00034
Mid price delta: -0.00213
Wall shift score: -0.000048

Tape

Buy volume: 2776
Sell volume: 4218
Buy/sell delta: -1442
Buy/sell ratio: 0.658132
Avg trade size: 69.94
Large trade count: 5
Largest trade size: 552

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 78
Momentum 5: 0.001841

Cross Exchange

Mid avg: 1.63732125
Mid median: 1.63756
Price deviation %: -0.670989
Spread %: 1.052634

Funding / OI / Volume

Funding rate: -0.00055028
Funding delta: -0.00000463
Funding abs: 0.00055028
Funding pressure: 0.00055492
Open interest: 108863
Volume 24h: 699778
Quote volume 24h: 699778
Price change 24h %: 17.180199

Quality

Capture latency ms: 4850
Order book timestamp: 2026-06-28 13:33:38.438000+02:00
Ticker timestamp: 2026-06-28 13:33:38.730000+02:00
Trades timestamp: 2026-06-28 13:32:45.319000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 15186
gate: 15187
htx: 15077
mexc: 15185

By Symbol

VELVET/USDT:USDT: 60635

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.