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: 61113
Total labels: 183339
Pending labels: 163856
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 18:42:17.040439+02:00
Recent trades snapshots: 61110
Micro candles: 1222120
Avg data quality: 76.0142359236169064
Latest latency: 10326 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 130 of 6112 · 61113 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-28 14:56:16.928980+02:00	mexc	VELVET/USDT:USDT	1.79085	78	4518 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 14:56:12.336163+02:00	htx	VELVET/USDT:USDT	1.77906	80	6092 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 14:55:54.818005+02:00	gate	VELVET/USDT:USDT	1.79158	68	10614 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 14:55:44.005624+02:00	binance	VELVET/USDT:USDT	1.79175	80	6846 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 14:55:36.974608+02:00	mexc	VELVET/USDT:USDT	1.7933	66	4983 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 14:55:31.921503+02:00	htx	VELVET/USDT:USDT	1.7744	80	5875 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 14:55:12.988397+02:00	gate	VELVET/USDT:USDT	1.798955	68	10296 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 14:55:02.459267+02:00	binance	VELVET/USDT:USDT	1.8105	80	7677 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 14:54:54.669233+02:00	mexc	VELVET/USDT:USDT	1.808	78	4733 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 14:54:49.865777+02:00	htx	VELVET/USDT:USDT	1.788065	80	5446 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.7907
Best ask: 1.791
Spread: 0.0003
Spread %: 0.016752
Mid price: 1.79085
Last price: 1.7893
Mark price: -
Index price: 1.7912

Order Book

Bid depth 5: 160
Ask depth 5: 80
Bid depth 10: 487
Ask depth 10: 453
Bid depth 20: 1048
Ask depth 20: 863
Imbalance 5: 0.333333
Imbalance 10: 0.03617
Imbalance 20: 0.096808
Top bid size: 6
Top ask size: 9
Bid wall score: 0.005725
Ask wall score: 0.010429

Dynamics

Bid depth 5 delta: -30
Ask depth 5 delta: -61
Imbalance 5 delta: 0.185297
Bid depth 10 delta: 86
Ask depth 10 delta: 114
Imbalance 10 delta: -0.047614
Spread delta: -0.0005
Mid price delta: -0.00245
Wall shift score: -0.023505

Tape

Buy volume: 598
Sell volume: 1359
Buy/sell delta: -761
Buy/sell ratio: 0.440029
Avg trade size: 19.57
Large trade count: 4
Largest trade size: 95

Candle

Return 1: -0.400846
Return 3: -0.184121
Volume 1: 4043
Volume avg 5: 28339.4
Momentum 5: -0.067032

Cross Exchange

Mid avg: 1.7889225
Mid median: 1.791665
Price deviation %: 0.107746
Spread %: 0.79601

Funding / OI / Volume

Funding rate: 0.000627
Funding delta: 0.000002
Funding abs: 0.000627
Funding pressure: 0.000629
Open interest: -
Volume 24h: 17026434
Quote volume 24h: 247806372.6984
Price change 24h %: 26.93

Quality

Capture latency ms: 4518
Order book timestamp: 2026-06-28 14:56:15.559000+02:00
Ticker timestamp: 2026-06-28 14:56:13.798000+02:00
Trades timestamp: 2026-06-28 14:56:15.196000+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: 1.77645
Best ask: 1.78167
Spread: 0.00522
Spread %: 0.293413
Mid price: 1.77906
Last price: 1.79056
Mark price: -
Index price: -

Order Book

Bid depth 5: 19607
Ask depth 5: 3717
Bid depth 10: 48016
Ask depth 10: 4059
Bid depth 20: 50322
Ask depth 20: 53293
Imbalance 5: 0.681273
Imbalance 10: 0.844109
Imbalance 20: -0.028673
Top bid size: 13
Top ask size: 2068
Bid wall score: 0.000258
Ask wall score: 0.038804

Dynamics

Bid depth 5 delta: -139
Ask depth 5 delta: -2621
Imbalance 5 delta: 0.167241
Bid depth 10 delta: 611
Ask depth 10 delta: -4353
Imbalance 10 delta: 0.145523
Spread delta: -0.0028
Mid price delta: 0.00466
Wall shift score: 0.009438

Tape

Buy volume: 8276
Sell volume: 9720
Buy/sell delta: -1444
Buy/sell ratio: 0.85144
Avg trade size: 179.96
Large trade count: 8
Largest trade size: 3568

Candle

Return 1: 0
Return 3: 0.704713
Volume 1: 76
Volume avg 5: 720.4
Momentum 5: 1.539055

Cross Exchange

Mid avg: 1.7877575
Mid median: 1.791665
Price deviation %: -0.486503
Spread %: 1.05719

Funding / OI / Volume

Funding rate: -0.00104415
Funding delta: -0.00003677
Funding abs: 0.00104415
Funding pressure: 0.00108091
Open interest: 114623
Volume 24h: 719072
Quote volume 24h: 719072
Price change 24h %: 28.722808

Quality

Capture latency ms: 6092
Order book timestamp: 2026-06-28 14:56:10.438000+02:00
Ticker timestamp: 2026-06-28 14:56:10.782000+02:00
Trades timestamp: 2026-06-28 14:56:00.653000+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: 1.78996
Best ask: 1.7932
Spread: 0.00324
Spread %: 0.180846
Mid price: 1.79158
Last price: 1.79156
Mark price: 1.79072
Index price: 1.791138

Order Book

Bid depth 5: 40
Ask depth 5: 6
Bid depth 10: 73
Ask depth 10: 11
Bid depth 20: 95
Ask depth 20: 58
Imbalance 5: 0.73913
Imbalance 10: 0.738095
Imbalance 20: 0.24183
Top bid size: 2
Top ask size: 1
Bid wall score: 0.021053
Ask wall score: 0.017241

Dynamics

Bid depth 5 delta: 30
Ask depth 5 delta: 0
Imbalance 5 delta: 0.48913
Bid depth 10 delta: 57
Ask depth 10 delta: -3
Imbalance 10 delta: 0.671429
Spread delta: 0.00045
Mid price delta: -0.007375
Wall shift score: 0.00348

Tape

Buy volume: 114
Sell volume: 66
Buy/sell delta: 48
Buy/sell ratio: 1.727273
Avg trade size: 1.8
Large trade count: 7
Largest trade size: 6

Candle

Return 1: -0.740199
Return 3: 0.344459
Volume 1: 534
Volume avg 5: 486.8
Momentum 5: 0.835247

Cross Exchange

Mid avg: 1.78960125
Mid median: 1.792525
Price deviation %: 0.110569
Spread %: 1.372093

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 37692200
Quote volume 24h: 55058165
Price change 24h %: 30.28

Quality

Capture latency ms: 10614
Order book timestamp: 2026-06-28 14:55:53+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:51.352000+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: 1.7916
Best ask: 1.7919
Spread: 0.0003
Spread %: 0.016743
Mid price: 1.79175
Last price: 1.7935
Mark price: -
Index price: -

Order Book

Bid depth 5: 428
Ask depth 5: 307
Bid depth 10: 1845
Ask depth 10: 1644
Bid depth 20: 6457
Ask depth 20: 4624
Imbalance 5: 0.164626
Imbalance 10: 0.05761
Imbalance 20: 0.165418
Top bid size: 7
Top ask size: 27
Bid wall score: 0.001084
Ask wall score: 0.005839

Dynamics

Bid depth 5 delta: -392
Ask depth 5 delta: 26
Imbalance 5 delta: -0.324929
Bid depth 10 delta: -1287
Ask depth 10 delta: 666
Imbalance 10 delta: -0.466478
Spread delta: 0.0001
Mid price delta: -0.01875
Wall shift score: -0.105069

Tape

Buy volume: 3732
Sell volume: 4850
Buy/sell delta: -1118
Buy/sell ratio: 0.769485
Avg trade size: 85.82
Large trade count: 8
Largest trade size: 963

Candle

Return 1: -1.021704
Return 3: 0.162075
Volume 1: 415282
Volume avg 5: 578416.8
Momentum 5: 0.640162

Cross Exchange

Mid avg: 1.79428875
Mid median: 1.7961275
Price deviation %: -0.141491
Spread %: 2.011939

Funding / OI / Volume

Funding rate: 0.00062758
Funding delta: 0.00000177
Funding abs: 0.00062758
Funding pressure: 0.00062935
Open interest: 36510699
Volume 24h: 658454366
Quote volume 24h: 966506022.16011
Price change 24h %: 29.888

Quality

Capture latency ms: 6846
Order book timestamp: 2026-06-28 14:55:41.798000+02:00
Ticker timestamp: 2026-06-28 14:55:34.817000+02:00
Trades timestamp: 2026-06-28 14:55:43.280000+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: 1.7929
Best ask: 1.7937
Spread: 0.0008
Spread %: 0.04461
Mid price: 1.7933
Last price: -
Mark price: -
Index price: -

Order Book

Bid depth 5: 190
Ask depth 5: 141
Bid depth 10: 401
Ask depth 10: 339
Bid depth 20: 1110
Ask depth 20: 1042
Imbalance 5: 0.148036
Imbalance 10: 0.083784
Imbalance 20: 0.031599
Top bid size: 23
Top ask size: 2
Bid wall score: 0.020721
Ask wall score: 0.001919

Dynamics

Bid depth 5 delta: 39
Ask depth 5 delta: 29
Imbalance 5 delta: -0.000253
Bid depth 10 delta: 18
Ask depth 10 delta: -12
Imbalance 10 delta: 0.040187
Spread delta: 0.0004
Mid price delta: -0.0147
Wall shift score: 0.012171

Tape

Buy volume: 935
Sell volume: 650
Buy/sell delta: 285
Buy/sell ratio: 1.438462
Avg trade size: 15.85
Large trade count: 10
Largest trade size: 77

Candle

Return 1: -1.004526
Return 3: 0.251523
Volume 1: 19080
Volume avg 5: 27885
Momentum 5: 0.752724

Cross Exchange

Mid avg: 1.79796375
Mid median: 1.8034775
Price deviation %: -0.259391
Spread %: 2.007827

Funding / OI / Volume

Funding rate: 0.000625
Funding delta: 0
Funding abs: 0.000625
Funding pressure: 0.000625
Open interest: -
Volume 24h: -
Quote volume 24h: -
Price change 24h %: -

Quality

Capture latency ms: 4983
Order book timestamp: 2026-06-28 14:55:35.355000+02:00
Ticker timestamp: -
Trades timestamp: 2026-06-28 14:55:35.602000+02:00
Data quality score: 66
Missing fields count: 2

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: 1.77039
Best ask: 1.77841
Spread: 0.00802
Spread %: 0.451984
Mid price: 1.7744
Last price: 1.79056
Mark price: -
Index price: -

Order Book

Bid depth 5: 19746
Ask depth 5: 6338
Bid depth 10: 47405
Ask depth 10: 8412
Bid depth 20: 50243
Ask depth 20: 56055
Imbalance 5: 0.514032
Imbalance 10: 0.698586
Imbalance 20: -0.054676
Top bid size: 2
Top ask size: 2692
Bid wall score: 0.00004
Ask wall score: 0.048024

Dynamics

Bid depth 5 delta: -28001
Ask depth 5 delta: 123
Imbalance 5 delta: -0.255621
Bid depth 10 delta: -940
Ask depth 10 delta: 1723
Imbalance 10 delta: -0.058327
Spread delta: 0.00415
Mid price delta: -0.013665
Wall shift score: -0.070139

Tape

Buy volume: 8282
Sell volume: 9720
Buy/sell delta: -1438
Buy/sell ratio: 0.852058
Avg trade size: 180.02
Large trade count: 8
Largest trade size: 3568

Candle

Return 1: 0.094473
Return 3: 0.26374
Volume 1: 2600
Volume avg 5: 872
Momentum 5: 1.203893

Cross Exchange

Mid avg: 1.80138
Mid median: 1.8034775
Price deviation %: -1.497741
Spread %: 1.245434

Funding / OI / Volume

Funding rate: -0.00100738
Funding delta: -0.00009766
Funding abs: 0.00100738
Funding pressure: 0.00110505
Open interest: 114623
Volume 24h: 720996
Quote volume 24h: 720996
Price change 24h %: 28.722808

Quality

Capture latency ms: 5875
Order book timestamp: 2026-06-28 14:55:30.538000+02:00
Ticker timestamp: 2026-06-28 14:55:30.851000+02:00
Trades timestamp: 2026-06-28 14:55:27.457000+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: 1.79756
Best ask: 1.80035
Spread: 0.00279
Spread %: 0.15509
Mid price: 1.798955
Last price: 1.79994
Mark price: 1.80465
Index price: 1.80459

Order Book

Bid depth 5: 10
Ask depth 5: 6
Bid depth 10: 16
Ask depth 10: 14
Bid depth 20: 133
Ask depth 20: 68
Imbalance 5: 0.25
Imbalance 10: 0.066667
Imbalance 20: 0.323383
Top bid size: 2
Top ask size: 1
Bid wall score: 0.015038
Ask wall score: 0.014706

Dynamics

Bid depth 5 delta: -24
Ask depth 5 delta: -2
Imbalance 5 delta: -0.369048
Bid depth 10 delta: -56
Ask depth 10 delta: -33
Imbalance 10 delta: -0.143417
Spread delta: 0.00029
Mid price delta: 0.009205
Wall shift score: 0.003384

Tape

Buy volume: 70
Sell volume: 108
Buy/sell delta: -38
Buy/sell ratio: 0.648148
Avg trade size: 1.78
Large trade count: 2
Largest trade size: 13

Candle

Return 1: -0.275913
Return 3: 0.813819
Volume 1: 101
Volume avg 5: 400.2
Momentum 5: 1.306903

Cross Exchange

Mid avg: 1.79907875
Mid median: 1.798875
Price deviation %: -0.006879
Spread %: 1.247027

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 37648800
Quote volume 24h: 54980531
Price change 24h %: 30.89

Quality

Capture latency ms: 10296
Order book timestamp: 2026-06-28 14:55:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:51.310000+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: 1.8104
Best ask: 1.8106
Spread: 0.0002
Spread %: 0.011047
Mid price: 1.8105
Last price: 1.8113
Mark price: -
Index price: -

Order Book

Bid depth 5: 820
Ask depth 5: 281
Bid depth 10: 3132
Ask depth 10: 978
Bid depth 20: 6733
Ask depth 20: 3896
Imbalance 5: 0.489555
Imbalance 10: 0.524088
Imbalance 20: 0.266911
Top bid size: 748
Top ask size: 42
Bid wall score: 0.111095
Ask wall score: 0.01078

Dynamics

Bid depth 5 delta: 310
Ask depth 5 delta: -815
Imbalance 5 delta: 0.854437
Bid depth 10 delta: 1060
Ask depth 10 delta: -941
Imbalance 10 delta: 0.485751
Spread delta: -0.0002
Mid price delta: 0.0178
Wall shift score: 0.0984

Tape

Buy volume: 4938
Sell volume: 2561
Buy/sell delta: 2377
Buy/sell ratio: 1.928153
Avg trade size: 74.99
Large trade count: 4
Largest trade size: 815

Candle

Return 1: 0.022091
Return 3: 1.218354
Volume 1: 23823
Volume avg 5: 500125
Momentum 5: 1.701482

Cross Exchange

Mid avg: 1.79462875
Mid median: 1.791225
Price deviation %: 0.884375
Spread %: 1.110815

Funding / OI / Volume

Funding rate: 0.00062581
Funding delta: 0
Funding abs: 0.00062581
Funding pressure: 0.00062581
Open interest: 36534142
Volume 24h: 659240910
Quote volume 24h: 967371924.09607
Price change 24h %: 32.852

Quality

Capture latency ms: 7677
Order book timestamp: 2026-06-28 14:55:00.201000+02:00
Ticker timestamp: 2026-06-28 14:54:54.750000+02:00
Trades timestamp: 2026-06-28 14:55:01.891000+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: 1.8078
Best ask: 1.8082
Spread: 0.0004
Spread %: 0.022124
Mid price: 1.808
Last price: 1.809
Mark price: -
Index price: 1.8015

Order Book

Bid depth 5: 151
Ask depth 5: 112
Bid depth 10: 383
Ask depth 10: 351
Bid depth 20: 917
Ask depth 20: 1028
Imbalance 5: 0.148289
Imbalance 10: 0.043597
Imbalance 20: -0.057069
Top bid size: 15
Top ask size: 10
Bid wall score: 0.016358
Ask wall score: 0.009728

Dynamics

Bid depth 5 delta: -1995
Ask depth 5 delta: -32
Imbalance 5 delta: -0.725947
Bid depth 10 delta: -2031
Ask depth 10 delta: -124
Imbalance 10 delta: -0.62757
Spread delta: 0.0003
Mid price delta: 0.01855
Wall shift score: -0.715825

Tape

Buy volume: 868
Sell volume: 401
Buy/sell delta: 467
Buy/sell ratio: 2.164589
Avg trade size: 12.69
Large trade count: 11
Largest trade size: 72

Candle

Return 1: 1.087988
Return 3: 1.206569
Volume 1: 34158
Volume avg 5: 24712.8
Momentum 5: 1.769365

Cross Exchange

Mid avg: 1.78999125
Mid median: 1.7896
Price deviation %: 1.00608
Spread %: 0.25894

Funding / OI / Volume

Funding rate: 0.000625
Funding delta: 0
Funding abs: 0.000625
Funding pressure: 0.000625
Open interest: -
Volume 24h: 16998032
Quote volume 24h: 247294920.0576
Price change 24h %: 28.33

Quality

Capture latency ms: 4733
Order book timestamp: 2026-06-28 14:54:52.792000+02:00
Ticker timestamp: 2026-06-28 14:54:49.795000+02:00
Trades timestamp: 2026-06-28 14:54:53.587000+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: 1.78613
Best ask: 1.79
Spread: 0.00387
Spread %: 0.216435
Mid price: 1.788065
Last price: 1.77034
Mark price: -
Index price: -

Order Book

Bid depth 5: 47747
Ask depth 5: 6215
Bid depth 10: 48345
Ask depth 10: 6689
Bid depth 20: 51221
Ask depth 20: 27790
Imbalance 5: 0.769653
Imbalance 10: 0.756914
Imbalance 20: 0.296554
Top bid size: 1273
Top ask size: 75
Bid wall score: 0.024853
Ask wall score: 0.002699

Dynamics

Bid depth 5 delta: 26653
Ask depth 5 delta: -1663
Imbalance 5 delta: 0.313488
Bid depth 10 delta: -1622
Ask depth 10 delta: -2869
Imbalance 10 delta: 0.078056
Spread delta: -0.00498
Mid price delta: 0.01608
Wall shift score: 0.018731

Tape

Buy volume: 5774
Sell volume: 10320
Buy/sell delta: -4546
Buy/sell ratio: 0.559496
Avg trade size: 160.94
Large trade count: 7
Largest trade size: 3568

Candle

Return 1: -0.432501
Return 3: 0.392419
Volume 1: 176
Volume avg 5: 361.6
Momentum 5: 0.646401

Cross Exchange

Mid avg: 1.78597125
Mid median: 1.7896
Price deviation %: 0.117233
Spread %: 1.159873

Funding / OI / Volume

Funding rate: -0.00090972
Funding delta: -0.00003866
Funding abs: 0.00090972
Funding pressure: 0.00094838
Open interest: 113255
Volume 24h: 718284
Quote volume 24h: 718284
Price change 24h %: 27.269198

Quality

Capture latency ms: 5446
Order book timestamp: 2026-06-28 14:54:48.296000+02:00
Ticker timestamp: 2026-06-28 14:54:48.644000+02:00
Trades timestamp: 2026-06-28 14:54:00.467000+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: 15306
gate: 15307
htx: 15196
mexc: 15304

By Symbol

VELVET/USDT:USDT: 61113

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.