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: 61547
Total labels: 184641
Pending labels: 165158
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 20:01:15.336678+02:00
Recent trades snapshots: 61544
Micro candles: 1230780
Avg data quality: 76.0093587014801696
Latest latency: 8578 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 131 of 6155 · 61547 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-28 16:11:49.047529+02:00	mexc	VELVET/USDT:USDT	1.7705	78	4964 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 16:11:44.005517+02:00	htx	VELVET/USDT:USDT	1.753305	90	4788 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 16:11:27.975297+02:00	gate	VELVET/USDT:USDT	1.75719	68	10307 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 16:11:17.504090+02:00	binance	VELVET/USDT:USDT	1.76815	80	6261 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 16:11:11.095958+02:00	mexc	VELVET/USDT:USDT	1.7624	68	5025 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 16:11:06.002767+02:00	htx	VELVET/USDT:USDT	1.75002	80	5192 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 16:10:48.619887+02:00	gate	VELVET/USDT:USDT	1.74689	68	11652 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 16:10:36.743846+02:00	binance	VELVET/USDT:USDT	1.74755	80	8143 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 16:10:28.495124+02:00	mexc	VELVET/USDT:USDT	1.74715	68	5081 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 16:10:23.345076+02:00	htx	VELVET/USDT:USDT	1.73524	80	6250 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.7702
Best ask: 1.7708
Spread: 0.0006
Spread %: 0.033889
Mid price: 1.7705
Last price: 1.7691
Mark price: -
Index price: 1.7627

Order Book

Bid depth 5: 164
Ask depth 5: 143
Bid depth 10: 329
Ask depth 10: 327
Bid depth 20: 1145
Ask depth 20: 1004
Imbalance 5: 0.068404
Imbalance 10: 0.003049
Imbalance 20: 0.065612
Top bid size: 40
Top ask size: 15
Bid wall score: 0.034934
Ask wall score: 0.01494

Dynamics

Bid depth 5 delta: -155
Ask depth 5 delta: -172
Imbalance 5 delta: 0.062095
Bid depth 10 delta: -576
Ask depth 10 delta: -573
Imbalance 10 delta: 0.000279
Spread delta: 0.0002
Mid price delta: 0.0081
Wall shift score: 0.004523

Tape

Buy volume: 611
Sell volume: 712
Buy/sell delta: -101
Buy/sell ratio: 0.858146
Avg trade size: 13.23
Large trade count: 6
Largest trade size: 169

Candle

Return 1: 0.66587
Return 3: 1.016562
Volume 1: 8534
Volume avg 5: 5314.4
Momentum 5: 1.178355

Cross Exchange

Mid avg: 1.76026125
Mid median: 1.759795
Price deviation %: 0.581661
Spread %: 0.843341

Funding / OI / Volume

Funding rate: 0.000648
Funding delta: 0
Funding abs: 0.000648
Funding pressure: 0.000648
Open interest: -
Volume 24h: 15480237
Quote volume 24h: 229004217.975
Price change 24h %: 25.5

Quality

Capture latency ms: 4964
Order book timestamp: 2026-06-28 16:11:47.413000+02:00
Ticker timestamp: 2026-06-28 16:11:45.792000+02:00
Trades timestamp: 2026-06-28 16:11:47.812000+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: 1.75126
Best ask: 1.75535
Spread: 0.00409
Spread %: 0.233274
Mid price: 1.753305
Last price: 1.74184
Mark price: -
Index price: -

Order Book

Bid depth 5: 11255
Ask depth 5: 291
Bid depth 10: 28924
Ask depth 10: 2233
Bid depth 20: 38334
Ask depth 20: 33993
Imbalance 5: 0.949593
Imbalance 10: 0.856661
Imbalance 20: 0.060019
Top bid size: 919
Top ask size: 130
Bid wall score: 0.023973
Ask wall score: 0.003824

Dynamics

Bid depth 5 delta: 5796
Ask depth 5 delta: -285
Imbalance 5 delta: 0.140479
Bid depth 10 delta: 7665
Ask depth 10 delta: -15221
Imbalance 10 delta: 0.758374
Spread delta: -0.00333
Mid price delta: 0.003285
Wall shift score: -0.006799

Tape

Buy volume: 6436
Sell volume: 3820
Buy/sell delta: 2616
Buy/sell ratio: 1.684817
Avg trade size: 102.56
Large trade count: 6
Largest trade size: 1106

Candle

Return 1: 0.452713
Return 3: 0.053995
Volume 1: 40
Volume avg 5: 91.6
Momentum 5: 0.082165

Cross Exchange

Mid avg: 1.75944
Mid median: 1.759795
Price deviation %: -0.34869
Spread %: 1.030442

Funding / OI / Volume

Funding rate: -0.00100371
Funding delta: 0.00001081
Funding abs: 0.00100371
Funding pressure: 0.00101453
Open interest: 115322
Volume 24h: 703450
Quote volume 24h: 703450
Price change 24h %: 25.220342

Quality

Capture latency ms: 4788
Order book timestamp: 2026-06-28 16:11:42.638000+02:00
Ticker timestamp: 2026-06-28 16:11:43.081000+02:00
Trades timestamp: 2026-06-28 16:11:00.651000+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: 1.75553
Best ask: 1.75885
Spread: 0.00332
Spread %: 0.188938
Mid price: 1.75719
Last price: 1.75414
Mark price: 1.76618
Index price: 1.766095

Order Book

Bid depth 5: 41
Ask depth 5: 8
Bid depth 10: 50
Ask depth 10: 48
Bid depth 20: 137
Ask depth 20: 135
Imbalance 5: 0.673469
Imbalance 10: 0.020408
Imbalance 20: 0.007353
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007299
Ask wall score: 0.007407

Dynamics

Bid depth 5 delta: 34
Ask depth 5 delta: -32
Imbalance 5 delta: 1.375597
Bid depth 10 delta: 3
Ask depth 10 delta: -1
Imbalance 10 delta: 0.041241
Spread delta: 0.0009
Mid price delta: 0.0103
Wall shift score: 0.001503

Tape

Buy volume: 114
Sell volume: 65
Buy/sell delta: 49
Buy/sell ratio: 1.753846
Avg trade size: 1.79
Large trade count: 4
Largest trade size: 6

Candle

Return 1: 0.032505
Return 3: 0.406976
Volume 1: 263
Volume avg 5: 71
Momentum 5: 0.5647

Cross Exchange

Mid avg: 1.756865
Mid median: 1.75621
Price deviation %: 0.018499
Spread %: 1.21011

Funding / OI / Volume

Funding rate: 0.00011
Funding delta: 0.000027
Funding abs: 0.00011
Funding pressure: 0.000137
Open interest: -
Volume 24h: 32981500
Quote volume 24h: 48990573
Price change 24h %: 27.28

Quality

Capture latency ms: 10307
Order book timestamp: 2026-06-28 16:11:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:55.885000+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: 1.7681
Best ask: 1.7682
Spread: 0.0001
Spread %: 0.005656
Mid price: 1.76815
Last price: 1.7638
Mark price: -
Index price: -

Order Book

Bid depth 5: 243
Ask depth 5: 551
Bid depth 10: 1045
Ask depth 10: 1822
Bid depth 20: 5562
Ask depth 20: 16858
Imbalance 5: -0.387909
Imbalance 10: -0.271015
Imbalance 20: -0.503836
Top bid size: 3
Top ask size: 26
Bid wall score: 0.000539
Ask wall score: 0.001542

Dynamics

Bid depth 5 delta: -1008
Ask depth 5 delta: 489
Imbalance 5 delta: -1.293469
Bid depth 10 delta: -1321
Ask depth 10 delta: 1066
Imbalance 10 delta: -0.78671
Spread delta: 0
Mid price delta: 0.0206
Wall shift score: -0.036851

Tape

Buy volume: 2320
Sell volume: 7256
Buy/sell delta: -4936
Buy/sell ratio: 0.319735
Avg trade size: 95.76
Large trade count: 8
Largest trade size: 1523

Candle

Return 1: 0.421148
Return 3: 0.747973
Volume 1: 108665
Volume avg 5: 160517.8
Momentum 5: 0.909299

Cross Exchange

Mid avg: 1.751715
Mid median: 1.748785
Price deviation %: 0.938223
Spread %: 0.885418

Funding / OI / Volume

Funding rate: 0.00064567
Funding delta: -0.00000321
Funding abs: 0.00064567
Funding pressure: 0.00064888
Open interest: 36613059
Volume 24h: 619522069
Quote volume 24h: 918331700.4356
Price change 24h %: 24.765

Quality

Capture latency ms: 6261
Order book timestamp: 2026-06-28 16:11:15.321000+02:00
Ticker timestamp: 2026-06-28 16:11:10.023000+02:00
Trades timestamp: 2026-06-28 16:11:17.047000+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: 1.7622
Best ask: 1.7626
Spread: 0.0004
Spread %: 0.022696
Mid price: 1.7624
Last price: 1.7636
Mark price: -
Index price: 1.7582

Order Book

Bid depth 5: 319
Ask depth 5: 315
Bid depth 10: 905
Ask depth 10: 900
Bid depth 20: 1574
Ask depth 20: 1120
Imbalance 5: 0.006309
Imbalance 10: 0.00277
Imbalance 20: 0.168523
Top bid size: 37
Top ask size: 9
Bid wall score: 0.023507
Ask wall score: 0.008036

Dynamics

Bid depth 5 delta: 154
Ask depth 5 delta: 126
Imbalance 5 delta: 0.074106
Bid depth 10 delta: 440
Ask depth 10 delta: 437
Imbalance 10 delta: 0.000615
Spread delta: 0.0001
Mid price delta: 0.01525
Wall shift score: 0.035105

Tape

Buy volume: 676
Sell volume: 444
Buy/sell delta: 232
Buy/sell ratio: 1.522523
Avg trade size: 11.2
Large trade count: 7
Largest trade size: 148

Candle

Return 1: 0.449604
Return 3: 0.799543
Volume 1: 1637
Volume avg 5: 3935
Momentum 5: 0.960988

Cross Exchange

Mid avg: 1.7479025
Mid median: 1.74735
Price deviation %: 0.829423
Spread %: 0.179072

Funding / OI / Volume

Funding rate: 0.000648
Funding delta: 0
Funding abs: 0.000648
Funding pressure: 0.000648
Open interest: -
Volume 24h: 15473753
Quote volume 24h: 228889635.4596
Price change 24h %: 25.11

Quality

Capture latency ms: 5025
Order book timestamp: 2026-06-28 16:11:09.412000+02:00
Ticker timestamp: 2026-06-28 16:11:06.747000+02:00
Trades timestamp: 2026-06-28 16:11:09.925000+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: 1.74631
Best ask: 1.75373
Spread: 0.00742
Spread %: 0.423995
Mid price: 1.75002
Last price: 1.74184
Mark price: -
Index price: -

Order Book

Bid depth 5: 5459
Ask depth 5: 576
Bid depth 10: 21259
Ask depth 10: 17454
Bid depth 20: 29441
Ask depth 20: 29988
Imbalance 5: 0.809114
Imbalance 10: 0.098287
Imbalance 20: -0.009204
Top bid size: 921
Top ask size: 130
Bid wall score: 0.031283
Ask wall score: 0.004335

Dynamics

Bid depth 5 delta: 1258
Ask depth 5 delta: -835
Imbalance 5 delta: 0.311965
Bid depth 10 delta: 14019
Ask depth 10 delta: 15396
Imbalance 10 delta: -0.459037
Spread delta: 0.00492
Mid price delta: 0.01478
Wall shift score: -0.039587

Tape

Buy volume: 6436
Sell volume: 3820
Buy/sell delta: 2616
Buy/sell ratio: 1.684817
Avg trade size: 102.56
Large trade count: 6
Largest trade size: 1106

Candle

Return 1: 0.452713
Return 3: 0.053995
Volume 1: 40
Volume avg 5: 91.6
Momentum 5: 0.082165

Cross Exchange

Mid avg: 1.7442075
Mid median: 1.74702
Price deviation %: 0.333246
Spread %: 0.705765

Funding / OI / Volume

Funding rate: -0.00101453
Funding delta: 0.00001501
Funding abs: 0.00101453
Funding pressure: 0.00102954
Open interest: 115322
Volume 24h: 703450
Quote volume 24h: 703450
Price change 24h %: 25.220342

Quality

Capture latency ms: 5192
Order book timestamp: 2026-06-28 16:11:04.638000+02:00
Ticker timestamp: 2026-06-28 16:11:04.935000+02:00
Trades timestamp: 2026-06-28 16:11:00.651000+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: 1.74568
Best ask: 1.7481
Spread: 0.00242
Spread %: 0.138532
Mid price: 1.74689
Last price: 1.747
Mark price: 1.74568
Index price: 1.74562

Order Book

Bid depth 5: 7
Ask depth 5: 40
Bid depth 10: 47
Ask depth 10: 49
Bid depth 20: 77
Ask depth 20: 137
Imbalance 5: -0.702128
Imbalance 10: -0.020833
Imbalance 20: -0.280374
Top bid size: 1
Top ask size: 2
Bid wall score: 0.012987
Ask wall score: 0.014599

Dynamics

Bid depth 5 delta: -31
Ask depth 5 delta: 33
Imbalance 5 delta: -1.391017
Bid depth 10 delta: 1
Ask depth 10 delta: 33
Imbalance 10 delta: -0.504704
Spread delta: 0.00049
Mid price delta: 0.001025
Wall shift score: -0.000431

Tape

Buy volume: 111
Sell volume: 47
Buy/sell delta: 64
Buy/sell ratio: 2.361702
Avg trade size: 1.58
Large trade count: 10
Largest trade size: 6

Candle

Return 1: -0.256923
Return 3: -0.148035
Volume 1: 38
Volume avg 5: 34.4
Momentum 5: -0.514795

Cross Exchange

Mid avg: 1.74395125
Mid median: 1.7465075
Price deviation %: 0.168511
Spread %: 0.705868

Funding / OI / Volume

Funding rate: 0.000083
Funding delta: 0
Funding abs: 0.000083
Funding pressure: 0.000083
Open interest: -
Volume 24h: 32956800
Quote volume 24h: 48946865
Price change 24h %: 23.54

Quality

Capture latency ms: 11652
Order book timestamp: 2026-06-28 16:10:47+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:55.845000+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: 1.7475
Best ask: 1.7476
Spread: 0.0001
Spread %: 0.005722
Mid price: 1.74755
Last price: 1.7445
Mark price: -
Index price: -

Order Book

Bid depth 5: 1251
Ask depth 5: 62
Bid depth 10: 2366
Ask depth 10: 756
Bid depth 20: 6328
Ask depth 20: 6277
Imbalance 5: 0.90556
Imbalance 10: 0.515695
Imbalance 20: 0.004046
Top bid size: 246
Top ask size: 19
Bid wall score: 0.038875
Ask wall score: 0.003027

Dynamics

Bid depth 5 delta: 1140
Ask depth 5 delta: -565
Imbalance 5 delta: 1.604747
Bid depth 10 delta: 1512
Ask depth 10 delta: -407
Imbalance 10 delta: 0.668893
Spread delta: 0
Mid price delta: -0.0073
Wall shift score: 0.079051

Tape

Buy volume: 3708
Sell volume: 4748
Buy/sell delta: -1040
Buy/sell ratio: 0.78096
Avg trade size: 84.56
Large trade count: 11
Largest trade size: 1002

Candle

Return 1: -0.182826
Return 3: -0.33088
Volume 1: 170512
Volume avg 5: 181781.4
Momentum 5: -0.693458

Cross Exchange

Mid avg: 1.74577625
Mid median: 1.7465075
Price deviation %: 0.101602
Spread %: 1.123283

Funding / OI / Volume

Funding rate: 0.00064888
Funding delta: 0.00000054
Funding abs: 0.00064888
Funding pressure: 0.00064942
Open interest: 36616100
Volume 24h: 620387033
Quote volume 24h: 919475305.1434
Price change 24h %: 21.976

Quality

Capture latency ms: 8143
Order book timestamp: 2026-06-28 16:10:34.595000+02:00
Ticker timestamp: 2026-06-28 16:10:29.928000+02:00
Trades timestamp: 2026-06-28 16:10:35.777000+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: 1.747
Best ask: 1.7473
Spread: 0.0003
Spread %: 0.017171
Mid price: 1.74715
Last price: 1.7479
Mark price: -
Index price: 1.7452

Order Book

Bid depth 5: 165
Ask depth 5: 189
Bid depth 10: 465
Ask depth 10: 463
Bid depth 20: 2499
Ask depth 20: 783
Imbalance 5: -0.067797
Imbalance 10: 0.002155
Imbalance 20: 0.522852
Top bid size: 2
Top ask size: 16
Bid wall score: 0.0008
Ask wall score: 0.020434

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 98
Imbalance 5 delta: -0.354071
Bid depth 10 delta: 169
Ask depth 10 delta: 129
Imbalance 10 delta: 0.062473
Spread delta: -0.0002
Mid price delta: -0.009
Wall shift score: -0.063302

Tape

Buy volume: 667
Sell volume: 623
Buy/sell delta: 44
Buy/sell ratio: 1.070626
Avg trade size: 12.9
Large trade count: 7
Largest trade size: 79

Candle

Return 1: -0.091476
Return 3: -0.262542
Volume 1: 2552
Volume avg 5: 5404.8
Momentum 5: -0.687656

Cross Exchange

Mid avg: 1.74802625
Mid median: 1.7503575
Price deviation %: -0.050128
Spread %: 1.196206

Funding / OI / Volume

Funding rate: 0.000648
Funding delta: 0
Funding abs: 0.000648
Funding pressure: 0.000648
Open interest: -
Volume 24h: 15470505
Quote volume 24h: 228832697.2755
Price change 24h %: 23.99

Quality

Capture latency ms: 5081
Order book timestamp: 2026-06-28 16:10:27.200000+02:00
Ticker timestamp: 2026-06-28 16:10:24.754000+02:00
Trades timestamp: 2026-06-28 16:10:27.538000+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: 1.73399
Best ask: 1.73649
Spread: 0.0025
Spread %: 0.144072
Mid price: 1.73524
Last price: 1.73399
Mark price: -
Index price: -

Order Book

Bid depth 5: 4201
Ask depth 5: 1411
Bid depth 10: 7240
Ask depth 10: 2058
Bid depth 20: 10407
Ask depth 20: 9438
Imbalance 5: 0.497149
Imbalance 10: 0.557324
Imbalance 20: 0.048828
Top bid size: 806
Top ask size: 103
Bid wall score: 0.077448
Ask wall score: 0.010913

Dynamics

Bid depth 5 delta: -1175
Ask depth 5 delta: 65
Imbalance 5 delta: -0.102375
Bid depth 10 delta: -10229
Ask depth 10 delta: 398
Imbalance 10 delta: -0.269117
Spread delta: -0.00211
Mid price delta: -0.005355
Wall shift score: 0.041158

Tape

Buy volume: 6436
Sell volume: 3790
Buy/sell delta: 2646
Buy/sell ratio: 1.698153
Avg trade size: 102.26
Large trade count: 6
Largest trade size: 1106

Candle

Return 1: -0.448387
Return 3: -0.375748
Volume 1: 40
Volume avg 5: 84
Momentum 5: -1.264662

Cross Exchange

Mid avg: 1.749365
Mid median: 1.7503575
Price deviation %: -0.807436
Spread %: 0.88918

Funding / OI / Volume

Funding rate: -0.00102954
Funding delta: 0.00001887
Funding abs: 0.00102954
Funding pressure: 0.00104841
Open interest: 115322
Volume 24h: 709428
Quote volume 24h: 709428
Price change 24h %: 24.656008

Quality

Capture latency ms: 6250
Order book timestamp: 2026-06-28 16:10:21.396000+02:00
Ticker timestamp: 2026-06-28 16:10:21.654000+02:00
Trades timestamp: 2026-06-28 16:10:00.601000+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: 15415
gate: 15415
htx: 15304
mexc: 15413

By Symbol

VELVET/USDT:USDT: 61547

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.