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: 61875
Total labels: 185625
Pending labels: 166142
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 21:00:55.529509+02:00
Recent trades snapshots: 61872
Micro candles: 1237340
Avg data quality: 76.0051393939393939
Latest latency: 7150 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 132 of 6188 · 61875 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-28 17:08:38.190818+02:00	gate	VELVET/USDT:USDT	1.74439	68	11059 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 17:08:26.973901+02:00	binance	VELVET/USDT:USDT	1.7483	80	7084 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 17:08:19.774774+02:00	mexc	VELVET/USDT:USDT	1.7491	68	5314 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 17:08:14.396036+02:00	htx	VELVET/USDT:USDT	1.731235	90	4568 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 17:07:57.564489+02:00	gate	VELVET/USDT:USDT	1.757275	68	9674 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 17:07:47.780933+02:00	binance	VELVET/USDT:USDT	1.75825	80	6383 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 17:07:41.261755+02:00	mexc	VELVET/USDT:USDT	1.7573	68	5697 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 17:07:35.479517+02:00	htx	VELVET/USDT:USDT	1.73402	80	5297 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 17:07:19.399053+02:00	gate	VELVET/USDT:USDT	1.755495	68	9593 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 17:07:09.676784+02:00	binance	VELVET/USDT:USDT	1.75295	80	6017 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.74321
Best ask: 1.74557
Spread: 0.00236
Spread %: 0.135291
Mid price: 1.74439
Last price: 1.745
Mark price: 1.74223
Index price: 1.742173

Order Book

Bid depth 5: 39
Ask depth 5: 8
Bid depth 10: 47
Ask depth 10: 48
Bid depth 20: 133
Ask depth 20: 136
Imbalance 5: 0.659574
Imbalance 10: -0.010526
Imbalance 20: -0.011152
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007519
Ask wall score: 0.007353

Dynamics

Bid depth 5 delta: 28
Ask depth 5 delta: 0
Imbalance 5 delta: 0.50168
Bid depth 10 delta: -74
Ask depth 10 delta: 0
Imbalance 10 delta: -0.442479
Spread delta: -0.00013
Mid price delta: -0.012885
Wall shift score: 0.001802

Tape

Buy volume: 66
Sell volume: 102
Buy/sell delta: -36
Buy/sell ratio: 0.647059
Avg trade size: 1.68
Large trade count: 5
Largest trade size: 10

Candle

Return 1: -0.7922
Return 3: 0.691329
Volume 1: 47
Volume avg 5: 130.4
Momentum 5: 0.147753

Cross Exchange

Mid avg: 1.7464775
Mid median: 1.7487
Price deviation %: -0.119526
Spread %: 1.491001

Funding / OI / Volume

Funding rate: 0.000154
Funding delta: 0.000002
Funding abs: 0.000154
Funding pressure: 0.000156
Open interest: -
Volume 24h: 32656900
Quote volume 24h: 49001417
Price change 24h %: 29.41

Quality

Capture latency ms: 11059
Order book timestamp: 2026-06-28 17:08:36+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:59.317000+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: 1.7482
Best ask: 1.7484
Spread: 0.0002
Spread %: 0.01144
Mid price: 1.7483
Last price: 1.748
Mark price: -
Index price: -

Order Book

Bid depth 5: 164
Ask depth 5: 890
Bid depth 10: 966
Ask depth 10: 1395
Bid depth 20: 4094
Ask depth 20: 4465
Imbalance 5: -0.688805
Imbalance 10: -0.181703
Imbalance 20: -0.043346
Top bid size: 28
Top ask size: 13
Bid wall score: 0.006839
Ask wall score: 0.002912

Dynamics

Bid depth 5 delta: -209
Ask depth 5 delta: 275
Imbalance 5 delta: -0.443865
Bid depth 10 delta: -878
Ask depth 10 delta: 86
Imbalance 10 delta: -0.351382
Spread delta: 0.0001
Mid price delta: -0.00995
Wall shift score: 0.003442

Tape

Buy volume: 2678
Sell volume: 1276
Buy/sell delta: 1402
Buy/sell ratio: 2.098746
Avg trade size: 39.54
Large trade count: 8
Largest trade size: 375

Candle

Return 1: -0.602341
Return 3: 0.742959
Volume 1: 104273
Volume avg 5: 246832
Momentum 5: 0.280915

Cross Exchange

Mid avg: 1.748965
Mid median: 1.7531875
Price deviation %: -0.038022
Spread %: 1.544628

Funding / OI / Volume

Funding rate: 0.00060107
Funding delta: 0
Funding abs: 0.00060107
Funding pressure: 0.00060107
Open interest: 36465992
Volume 24h: 591801773
Quote volume 24h: 888723760.60165
Price change 24h %: 29.013

Quality

Capture latency ms: 7084
Order book timestamp: 2026-06-28 17:08:24.786000+02:00
Ticker timestamp: 2026-06-28 17:08:16.833000+02:00
Trades timestamp: 2026-06-28 17:08:26.499000+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: 1.749
Best ask: 1.7492
Spread: 0.0002
Spread %: 0.011434
Mid price: 1.7491
Last price: 1.7537
Mark price: -
Index price: 1.7495

Order Book

Bid depth 5: 121
Ask depth 5: 145
Bid depth 10: 319
Ask depth 10: 342
Bid depth 20: 640
Ask depth 20: 858
Imbalance 5: -0.090226
Imbalance 10: -0.034796
Imbalance 20: -0.145527
Top bid size: 35
Top ask size: 18
Bid wall score: 0.054688
Ask wall score: 0.020979

Dynamics

Bid depth 5 delta: -288
Ask depth 5 delta: 14
Imbalance 5 delta: -0.60504
Bid depth 10 delta: -213
Ask depth 10 delta: -61
Imbalance 10 delta: -0.172764
Spread delta: 0
Mid price delta: -0.0082
Wall shift score: 0.02688

Tape

Buy volume: 588
Sell volume: 760
Buy/sell delta: -172
Buy/sell ratio: 0.773684
Avg trade size: 13.48
Large trade count: 11
Largest trade size: 96

Candle

Return 1: -0.562468
Return 3: 0.928435
Volume 1: 5427
Volume avg 5: 10164.6
Momentum 5: 0.343997

Cross Exchange

Mid avg: 1.751015
Mid median: 1.7572875
Price deviation %: -0.109365
Spread %: 1.542819

Funding / OI / Volume

Funding rate: 0.000601
Funding delta: 0.000006
Funding abs: 0.000601
Funding pressure: 0.000607
Open interest: -
Volume 24h: 14893983
Quote volume 24h: 223119528.42
Price change 24h %: 24.41

Quality

Capture latency ms: 5314
Order book timestamp: 2026-06-28 17:08:18.051000+02:00
Ticker timestamp: 2026-06-28 17:08:15.802000+02:00
Trades timestamp: 2026-06-28 17:08:18.489000+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: 1.72675
Best ask: 1.73572
Spread: 0.00897
Spread %: 0.518127
Mid price: 1.731235
Last price: 1.73572
Mark price: -
Index price: -

Order Book

Bid depth 5: 14217
Ask depth 5: 5358
Bid depth 10: 30096
Ask depth 10: 5709
Bid depth 20: 38732
Ask depth 20: 33841
Imbalance 5: 0.452567
Imbalance 10: 0.681106
Imbalance 20: 0.067394
Top bid size: 1440
Top ask size: 4
Bid wall score: 0.037179
Ask wall score: 0.000118

Dynamics

Bid depth 5 delta: 19
Ask depth 5 delta: 3198
Imbalance 5 delta: -0.283342
Bid depth 10 delta: -5
Ask depth 10 delta: 1656
Imbalance 10 delta: -0.081557
Spread delta: 0.00557
Mid price delta: -0.002785
Wall shift score: 0.014338

Tape

Buy volume: 18610
Sell volume: 9954
Buy/sell delta: 8656
Buy/sell ratio: 1.8696
Avg trade size: 285.64
Large trade count: 9
Largest trade size: 3200

Candle

Return 1: 0
Return 3: 1.628306
Volume 1: 0
Volume avg 5: 650.4
Momentum 5: 1.116186

Cross Exchange

Mid avg: 1.75171125
Mid median: 1.7572875
Price deviation %: -1.168928
Spread %: 1.383219

Funding / OI / Volume

Funding rate: -0.00162029
Funding delta: -0.0000182
Funding abs: 0.00162029
Funding pressure: 0.00163848
Open interest: 118981
Volume 24h: 619430
Quote volume 24h: 619430
Price change 24h %: 24.780377

Quality

Capture latency ms: 4568
Order book timestamp: 2026-06-28 17:08:13.038000+02:00
Ticker timestamp: 2026-06-28 17:08:13.331000+02:00
Trades timestamp: 2026-06-28 17:07:19.724000+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: 1.75603
Best ask: 1.75852
Spread: 0.00249
Spread %: 0.141697
Mid price: 1.757275
Last price: 1.75587
Mark price: 1.75304
Index price: 1.751995

Order Book

Bid depth 5: 11
Ask depth 5: 8
Bid depth 10: 121
Ask depth 10: 48
Bid depth 20: 138
Ask depth 20: 62
Imbalance 5: 0.157895
Imbalance 10: 0.431953
Imbalance 20: 0.38
Top bid size: 2
Top ask size: 1
Bid wall score: 0.014493
Ask wall score: 0.016129

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 1
Imbalance 5 delta: 0.091228
Bid depth 10 delta: 73
Ask depth 10 delta: 34
Imbalance 10 delta: -0.116434
Spread delta: -0.00022
Mid price delta: 0.00178
Wall shift score: 0.00735

Tape

Buy volume: 104
Sell volume: 76
Buy/sell delta: 28
Buy/sell ratio: 1.368421
Avg trade size: 1.8
Large trade count: 7
Largest trade size: 10

Candle

Return 1: 0.47782
Return 3: 1.547617
Volume 1: 178
Volume avg 5: 136.8
Momentum 5: 1.622845

Cross Exchange

Mid avg: 1.75126625
Mid median: 1.7563975
Price deviation %: 0.343109
Spread %: 1.38357

Funding / OI / Volume

Funding rate: 0.000152
Funding delta: 0
Funding abs: 0.000152
Funding pressure: 0.000152
Open interest: -
Volume 24h: 32650700
Quote volume 24h: 48990558
Price change 24h %: 29.78

Quality

Capture latency ms: 9674
Order book timestamp: 2026-06-28 17:07:56+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:59.275000+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: 1.7582
Best ask: 1.7583
Spread: 0.0001
Spread %: 0.005687
Mid price: 1.75825
Last price: 1.7581
Mark price: -
Index price: -

Order Book

Bid depth 5: 373
Ask depth 5: 615
Bid depth 10: 1844
Ask depth 10: 1309
Bid depth 20: 6656
Ask depth 20: 4761
Imbalance 5: -0.244939
Imbalance 10: 0.16968
Imbalance 20: 0.165981
Top bid size: 27
Top ask size: 17
Bid wall score: 0.004056
Ask wall score: 0.003571

Dynamics

Bid depth 5 delta: -24
Ask depth 5 delta: 374
Imbalance 5 delta: -0.489453
Bid depth 10 delta: 483
Ask depth 10 delta: -314
Imbalance 10 delta: 0.257481
Spread delta: 0
Mid price delta: 0.0053
Wall shift score: -0.000798

Tape

Buy volume: 4358
Sell volume: 3937
Buy/sell delta: 421
Buy/sell ratio: 1.106934
Avg trade size: 82.95
Large trade count: 6
Largest trade size: 476

Candle

Return 1: 0.285225
Return 3: 1.442585
Volume 1: 249403
Volume avg 5: 242788.2
Momentum 5: 1.208981

Cross Exchange

Mid avg: 1.74994125
Mid median: 1.7542225
Price deviation %: 0.474802
Spread %: 1.33033

Funding / OI / Volume

Funding rate: 0.00060107
Funding delta: 0
Funding abs: 0.00060107
Funding pressure: 0.00060107
Open interest: 36455557
Volume 24h: 592371785
Quote volume 24h: 889409239.56365
Price change 24h %: 30.394

Quality

Capture latency ms: 6383
Order book timestamp: 2026-06-28 17:07:45.649000+02:00
Ticker timestamp: 2026-06-28 17:07:40.769000+02:00
Trades timestamp: 2026-06-28 17:07:47.242000+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: 1.7572
Best ask: 1.7574
Spread: 0.0002
Spread %: 0.011381
Mid price: 1.7573
Last price: 1.7575
Mark price: -
Index price: 1.7518

Order Book

Bid depth 5: 409
Ask depth 5: 131
Bid depth 10: 532
Ask depth 10: 403
Bid depth 20: 1140
Ask depth 20: 917
Imbalance 5: 0.514815
Imbalance 10: 0.137968
Imbalance 20: 0.10841
Top bid size: 14
Top ask size: 5
Bid wall score: 0.012281
Ask wall score: 0.005453

Dynamics

Bid depth 5 delta: 158
Ask depth 5 delta: 83
Imbalance 5 delta: -0.164115
Bid depth 10 delta: -83
Ask depth 10 delta: 154
Imbalance 10 delta: -0.285643
Spread delta: -0.0002
Mid price delta: 0.0064
Wall shift score: -0.05102

Tape

Buy volume: 1086
Sell volume: 269
Buy/sell delta: 817
Buy/sell ratio: 4.037175
Avg trade size: 13.55
Large trade count: 9
Largest trade size: 150

Candle

Return 1: 0.474177
Return 3: 1.389369
Volume 1: 8859
Volume avg 5: 9865.2
Momentum 5: 1.24928

Cross Exchange

Mid avg: 1.74834125
Mid median: 1.751925
Price deviation %: 0.512414
Spread %: 1.228307

Funding / OI / Volume

Funding rate: 0.000595
Funding delta: 0
Funding abs: 0.000595
Funding pressure: 0.000595
Open interest: -
Volume 24h: 14886289
Quote volume 24h: 222984415.0335
Price change 24h %: 24.68

Quality

Capture latency ms: 5697
Order book timestamp: 2026-06-28 17:07:39.786000+02:00
Ticker timestamp: 2026-06-28 17:07:39.800000+02:00
Trades timestamp: 2026-06-28 17:07:37.386000+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: 1.73232
Best ask: 1.73572
Spread: 0.0034
Spread %: 0.196076
Mid price: 1.73402
Last price: 1.73572
Mark price: -
Index price: -

Order Book

Bid depth 5: 14198
Ask depth 5: 2160
Bid depth 10: 30101
Ask depth 10: 4053
Bid depth 20: 38402
Ask depth 20: 34795
Imbalance 5: 0.735909
Imbalance 10: 0.762663
Imbalance 20: 0.049278
Top bid size: 877
Top ask size: 4
Bid wall score: 0.022837
Ask wall score: 0.000115

Dynamics

Bid depth 5 delta: -247
Ask depth 5 delta: -311
Imbalance 5 delta: 0.028058
Bid depth 10 delta: 703
Ask depth 10 delta: -2162
Imbalance 10 delta: 0.111693
Spread delta: -0.00433
Mid price delta: 0.004435
Wall shift score: 0.041877

Tape

Buy volume: 18610
Sell volume: 9954
Buy/sell delta: 8656
Buy/sell ratio: 1.8696
Avg trade size: 285.64
Large trade count: 9
Largest trade size: 3200

Candle

Return 1: 0
Return 3: 1.116186
Volume 1: 1444
Volume avg 5: 1202.8
Momentum 5: 1.11383

Cross Exchange

Mid avg: 1.7472325
Mid median: 1.751925
Price deviation %: -0.756196
Spread %: 1.482917

Funding / OI / Volume

Funding rate: -0.00160209
Funding delta: -0.00001719
Funding abs: 0.00160209
Funding pressure: 0.00161929
Open interest: 119500
Volume 24h: 618578
Quote volume 24h: 618578
Price change 24h %: 24.780377

Quality

Capture latency ms: 5297
Order book timestamp: 2026-06-28 17:07:33.596000+02:00
Ticker timestamp: 2026-06-28 17:07:33.878000+02:00
Trades timestamp: 2026-06-28 17:07:19.724000+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: 1.75414
Best ask: 1.75685
Spread: 0.00271
Spread %: 0.154372
Mid price: 1.755495
Last price: 1.75216
Mark price: 1.75077
Index price: 1.749945

Order Book

Bid depth 5: 8
Ask depth 5: 7
Bid depth 10: 48
Ask depth 10: 14
Bid depth 20: 135
Ask depth 20: 61
Imbalance 5: 0.066667
Imbalance 10: 0.548387
Imbalance 20: 0.377551
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007407
Ask wall score: 0.016393

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: -70
Ask depth 10 delta: -34
Imbalance 10 delta: 0.1267
Spread delta: 0.00002
Mid price delta: 0.00865
Wall shift score: -0.00557

Tape

Buy volume: 107
Sell volume: 96
Buy/sell delta: 11
Buy/sell ratio: 1.114583
Avg trade size: 2.03
Large trade count: 2
Largest trade size: 25

Candle

Return 1: 0.265519
Return 3: 1.333056
Volume 1: 49
Volume avg 5: 111
Momentum 5: 1.408125

Cross Exchange

Mid avg: 1.74507
Mid median: 1.7488725
Price deviation %: 0.597397
Spread %: 1.338915

Funding / OI / Volume

Funding rate: 0.000152
Funding delta: 0.000008
Funding abs: 0.000152
Funding pressure: 0.00016
Open interest: -
Volume 24h: 32637300
Quote volume 24h: 48967038
Price change 24h %: 29.5

Quality

Capture latency ms: 9593
Order book timestamp: 2026-06-28 17:07:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:10:59.232000+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: 1.7529
Best ask: 1.753
Spread: 0.0001
Spread %: 0.005705
Mid price: 1.75295
Last price: 1.7504
Mark price: -
Index price: -

Order Book

Bid depth 5: 397
Ask depth 5: 241
Bid depth 10: 1361
Ask depth 10: 1623
Bid depth 20: 4975
Ask depth 20: 4851
Imbalance 5: 0.244514
Imbalance 10: -0.087802
Imbalance 20: 0.01262
Top bid size: 31
Top ask size: 24
Bid wall score: 0.006231
Ask wall score: 0.004947

Dynamics

Bid depth 5 delta: 170
Ask depth 5 delta: -67
Imbalance 5 delta: 0.395916
Bid depth 10 delta: 505
Ask depth 10 delta: -72
Imbalance 10 delta: 0.241089
Spread delta: -0.0002
Mid price delta: -0.0011
Wall shift score: -0.012254

Tape

Buy volume: 6218
Sell volume: 875
Buy/sell delta: 5343
Buy/sell ratio: 7.106286
Avg trade size: 70.93
Large trade count: 10
Largest trade size: 923

Candle

Return 1: -0.085568
Return 3: 1.067513
Volume 1: 19666
Volume avg 5: 196840.8
Momentum 5: 0.834773

Cross Exchange

Mid avg: 1.745345
Mid median: 1.7488725
Price deviation %: 0.43573
Spread %: 1.401729

Funding / OI / Volume

Funding rate: 0.00060107
Funding delta: 0.0000056
Funding abs: 0.00060107
Funding pressure: 0.00060667
Open interest: 36438873
Volume 24h: 592158430
Quote volume 24h: 889034010.77785
Price change 24h %: 29.823

Quality

Capture latency ms: 6017
Order book timestamp: 2026-06-28 17:07:07.521000+02:00
Ticker timestamp: 2026-06-28 17:07:02.710000+02:00
Trades timestamp: 2026-06-28 17:07:09.224000+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: 15497
gate: 15497
htx: 15386
mexc: 15495

By Symbol

VELVET/USDT:USDT: 61875

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.