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: 62212
Total labels: 186636
Pending labels: 167153
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 22:01:57.715067+02:00
Recent trades snapshots: 62209
Micro candles: 1244080
Avg data quality: 76.0016717032083842
Latest latency: 10604 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 133 of 6222 · 62212 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-28 18:02:55.312480+02:00	binance	VELVET/USDT:USDT	1.80305	80	6960 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 18:02:48.241610+02:00	mexc	VELVET/USDT:USDT	1.80655	78	4907 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 18:02:43.281255+02:00	htx	VELVET/USDT:USDT	1.78597	80	5691 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 18:02:27.347320+02:00	gate	VELVET/USDT:USDT	1.81742	68	10315 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 18:02:16.908404+02:00	binance	VELVET/USDT:USDT	1.81835	80	7168 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 18:02:09.618578+02:00	mexc	VELVET/USDT:USDT	1.8149	78	4833 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 18:02:04.718321+02:00	htx	VELVET/USDT:USDT	1.7965	80	5612 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 18:01:48.524910+02:00	gate	VELVET/USDT:USDT	1.82296	68	10521 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 18:01:37.891863+02:00	binance	VELVET/USDT:USDT	1.83545	80	7074 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 18:01:30.698871+02:00	mexc	VELVET/USDT:USDT	1.8548	68	28595 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.8029
Best ask: 1.8032
Spread: 0.0003
Spread %: 0.016638
Mid price: 1.80305
Last price: 1.8061
Mark price: -
Index price: -

Order Book

Bid depth 5: 521
Ask depth 5: 460
Bid depth 10: 3169
Ask depth 10: 1448
Bid depth 20: 6328
Ask depth 20: 4563
Imbalance 5: 0.062181
Imbalance 10: 0.372753
Imbalance 20: 0.16206
Top bid size: 27
Top ask size: 32
Bid wall score: 0.004267
Ask wall score: 0.007013

Dynamics

Bid depth 5 delta: 44
Ask depth 5 delta: -121
Imbalance 5 delta: 0.16048
Bid depth 10 delta: 1981
Ask depth 10 delta: -9481
Imbalance 10 delta: 1.176665
Spread delta: -0.0002
Mid price delta: -0.0153
Wall shift score: -0.003272

Tape

Buy volume: 5496
Sell volume: 6714
Buy/sell delta: -1218
Buy/sell ratio: 0.818588
Avg trade size: 122.1
Large trade count: 9
Largest trade size: 868

Candle

Return 1: -1.092086
Return 3: 0.32285
Volume 1: 594287
Volume avg 5: 806971.6
Momentum 5: -0.337315

Cross Exchange

Mid avg: 1.8070725
Mid median: 1.811985
Price deviation %: -0.222598
Spread %: 1.791848

Funding / OI / Volume

Funding rate: 0.00063448
Funding delta: 0
Funding abs: 0.00063448
Funding pressure: 0.00063448
Open interest: 37020904
Volume 24h: 578405180
Quote volume 24h: 875772374.26229
Price change 24h %: 24.8

Quality

Capture latency ms: 6960
Order book timestamp: 2026-06-28 18:02:53.168000+02:00
Ticker timestamp: 2026-06-28 18:02:44.558000+02:00
Trades timestamp: 2026-06-28 18:02:54.818000+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: 1.8064
Best ask: 1.8067
Spread: 0.0003
Spread %: 0.016606
Mid price: 1.80655
Last price: 1.8069
Mark price: -
Index price: 1.8056

Order Book

Bid depth 5: 149
Ask depth 5: 109
Bid depth 10: 477
Ask depth 10: 245
Bid depth 20: 1327
Ask depth 20: 784
Imbalance 5: 0.155039
Imbalance 10: 0.32133
Imbalance 20: 0.257224
Top bid size: 1
Top ask size: 5
Bid wall score: 0.000754
Ask wall score: 0.006378

Dynamics

Bid depth 5 delta: 30
Ask depth 5 delta: 6
Imbalance 5 delta: 0.082967
Bid depth 10 delta: 56
Ask depth 10 delta: -156
Imbalance 10 delta: 0.296999
Spread delta: -0.0005
Mid price delta: -0.00835
Wall shift score: -0.008846

Tape

Buy volume: 1676
Sell volume: 342
Buy/sell delta: 1334
Buy/sell ratio: 4.900585
Avg trade size: 20.18
Large trade count: 3
Largest trade size: 94

Candle

Return 1: -0.899962
Return 3: 0.573624
Volume 1: 22122
Volume avg 5: 22885.8
Momentum 5: -0.110626

Cross Exchange

Mid avg: 1.80916
Mid median: 1.81616
Price deviation %: -0.144266
Spread %: 1.789781

Funding / OI / Volume

Funding rate: 0.000623
Funding delta: 0
Funding abs: 0.000623
Funding pressure: 0.000623
Open interest: -
Volume 24h: 14537264
Quote volume 24h: 220222551.5328
Price change 24h %: 0.62

Quality

Capture latency ms: 4907
Order book timestamp: 2026-06-28 18:02:46.792000+02:00
Ticker timestamp: 2026-06-28 18:02:45.900000+02:00
Trades timestamp: 2026-06-28 18:02:47.057000+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: 1.78585
Best ask: 1.78609
Spread: 0.00024
Spread %: 0.013438
Mid price: 1.78597
Last price: 1.78627
Mark price: -
Index price: -

Order Book

Bid depth 5: 25355
Ask depth 5: 3260
Bid depth 10: 30906
Ask depth 10: 5019
Bid depth 20: 35084
Ask depth 20: 29445
Imbalance 5: 0.772147
Imbalance 10: 0.720585
Imbalance 20: 0.087387
Top bid size: 8
Top ask size: 369
Bid wall score: 0.000228
Ask wall score: 0.012532

Dynamics

Bid depth 5 delta: 8404
Ask depth 5 delta: -2627
Imbalance 5 delta: 0.287692
Bid depth 10 delta: 10236
Ask depth 10 delta: -10365
Imbalance 10 delta: 0.573971
Spread delta: -0.0036
Mid price delta: -0.01053
Wall shift score: 0.00674

Tape

Buy volume: 10558
Sell volume: 7516
Buy/sell delta: 3042
Buy/sell ratio: 1.404737
Avg trade size: 180.74
Large trade count: 9
Largest trade size: 3040

Candle

Return 1: -0.723067
Return 3: -0.274121
Volume 1: 292
Volume avg 5: 3304.8
Momentum 5: -0.234018

Cross Exchange

Mid avg: 1.8117925
Mid median: 1.81616
Price deviation %: -1.425246
Spread %: 1.205988

Funding / OI / Volume

Funding rate: -0.00455481
Funding delta: -0.00103648
Funding abs: 0.00455481
Funding pressure: 0.00559129
Open interest: 118836
Volume 24h: 663154
Quote volume 24h: 663154
Price change 24h %: -0.274121

Quality

Capture latency ms: 5691
Order book timestamp: 2026-06-28 18:02:41.996000+02:00
Ticker timestamp: 2026-06-28 18:02:42.322000+02:00
Trades timestamp: 2026-06-28 18:02:36.268000+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: 1.81639
Best ask: 1.81845
Spread: 0.00206
Spread %: 0.113347
Mid price: 1.81742
Last price: 1.81351
Mark price: 1.81452
Index price: 1.813228

Order Book

Bid depth 5: 11
Ask depth 5: 17
Bid depth 10: 54
Ask depth 10: 57
Bid depth 20: 88
Ask depth 20: 143
Imbalance 5: -0.214286
Imbalance 10: -0.027027
Imbalance 20: -0.238095
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011364
Ask wall score: 0.006993

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 4
Imbalance 5 delta: -0.251323
Bid depth 10 delta: 1
Ask depth 10 delta: 5
Imbalance 10 delta: -0.036551
Spread delta: -0.00116
Mid price delta: -0.00554
Wall shift score: -0.012762

Tape

Buy volume: 78
Sell volume: 82
Buy/sell delta: -4
Buy/sell ratio: 0.95122
Avg trade size: 1.6
Large trade count: 5
Largest trade size: 16

Candle

Return 1: -0.037402
Return 3: 1.400443
Volume 1: 162
Volume avg 5: 436.8
Momentum 5: 0.693121

Cross Exchange

Mid avg: 1.8131775
Mid median: 1.816625
Price deviation %: 0.233982
Spread %: 1.459317

Funding / OI / Volume

Funding rate: 0.000723
Funding delta: -0.001594
Funding abs: 0.000723
Funding pressure: 0.002317
Open interest: -
Volume 24h: 29999000
Quote volume 24h: 45823376
Price change 24h %: 25.83

Quality

Capture latency ms: 10315
Order book timestamp: 2026-06-28 18:02:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:02.544000+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: 1.8181
Best ask: 1.8186
Spread: 0.0005
Spread %: 0.027497
Mid price: 1.81835
Last price: 1.8127
Mark price: -
Index price: -

Order Book

Bid depth 5: 477
Ask depth 5: 581
Bid depth 10: 1188
Ask depth 10: 10929
Bid depth 20: 3921
Ask depth 20: 12529
Imbalance 5: -0.098299
Imbalance 10: -0.803912
Imbalance 20: -0.523283
Top bid size: 3
Top ask size: 3
Bid wall score: 0.000765
Ask wall score: 0.000239

Dynamics

Bid depth 5 delta: -831
Ask depth 5 delta: -3749
Imbalance 5 delta: 0.437707
Bid depth 10 delta: -2105
Ask depth 10 delta: 6375
Imbalance 10 delta: -0.643214
Spread delta: -0.0002
Mid price delta: -0.0171
Wall shift score: -0.003083

Tape

Buy volume: 9422
Sell volume: 3484
Buy/sell delta: 5938
Buy/sell ratio: 2.704363
Avg trade size: 129.06
Large trade count: 3
Largest trade size: 3469

Candle

Return 1: -0.186588
Return 3: 1.241303
Volume 1: 212453
Volume avg 5: 730604.8
Momentum 5: 0.575094

Cross Exchange

Mid avg: 1.8174525
Mid median: 1.81893
Price deviation %: 0.049382
Spread %: 2.14311

Funding / OI / Volume

Funding rate: 0.00063448
Funding delta: 0.00001114
Funding abs: 0.00063448
Funding pressure: 0.00064562
Open interest: 36993565
Volume 24h: 578027810
Quote volume 24h: 875088232.70659
Price change 24h %: 25.256

Quality

Capture latency ms: 7168
Order book timestamp: 2026-06-28 18:02:14.751000+02:00
Ticker timestamp: 2026-06-28 18:02:08.509000+02:00
Trades timestamp: 2026-06-28 18:02:16.384000+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: 1.8145
Best ask: 1.8153
Spread: 0.0008
Spread %: 0.04408
Mid price: 1.8149
Last price: 1.8124
Mark price: -
Index price: 1.8129

Order Book

Bid depth 5: 119
Ask depth 5: 103
Bid depth 10: 421
Ask depth 10: 401
Bid depth 20: 1402
Ask depth 20: 1035
Imbalance 5: 0.072072
Imbalance 10: 0.024331
Imbalance 20: 0.150595
Top bid size: 14
Top ask size: 7
Bid wall score: 0.009986
Ask wall score: 0.006763

Dynamics

Bid depth 5 delta: 68
Ask depth 5 delta: 82
Imbalance 5 delta: -0.344595
Bid depth 10 delta: -31
Ask depth 10 delta: 334
Imbalance 10 delta: -0.71748
Spread delta: 0.0004
Mid price delta: -0.0399
Wall shift score: 0.015051

Tape

Buy volume: 540
Sell volume: 837
Buy/sell delta: -297
Buy/sell ratio: 0.645161
Avg trade size: 13.77
Large trade count: 5
Largest trade size: 110

Candle

Return 1: -0.653021
Return 3: 0.824237
Volume 1: 5037
Volume avg 5: 19468.8
Momentum 5: 0.138282

Cross Exchange

Mid avg: 1.8274275
Mid median: 1.829205
Price deviation %: -0.685527
Spread %: 3.190277

Funding / OI / Volume

Funding rate: 0.000623
Funding delta: -0.000001
Funding abs: 0.000623
Funding pressure: 0.000624
Open interest: -
Volume 24h: 14522254
Quote volume 24h: 219950555.7117
Price change 24h %: 0.93

Quality

Capture latency ms: 4833
Order book timestamp: 2026-06-28 18:02:08.135000+02:00
Ticker timestamp: 2026-06-28 18:02:04.846000+02:00
Trades timestamp: 2026-06-28 18:02:08.650000+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: 1.79458
Best ask: 1.79842
Spread: 0.00384
Spread %: 0.213749
Mid price: 1.7965
Last price: 1.79928
Mark price: -
Index price: -

Order Book

Bid depth 5: 16951
Ask depth 5: 5887
Bid depth 10: 20670
Ask depth 10: 15384
Bid depth 20: 24907
Ask depth 20: 31048
Imbalance 5: 0.484456
Imbalance 10: 0.146613
Imbalance 20: -0.109749
Top bid size: 7
Top ask size: 600
Bid wall score: 0.000281
Ask wall score: 0.019325

Dynamics

Bid depth 5 delta: -9658
Ask depth 5 delta: 3475
Imbalance 5 delta: -0.34932
Bid depth 10 delta: -7489
Ask depth 10 delta: 1601
Imbalance 10 delta: -0.196146
Spread delta: -0.00452
Mid price delta: 0.00068
Wall shift score: -0.056797

Tape

Buy volume: 10556
Sell volume: 7416
Buy/sell delta: 3140
Buy/sell ratio: 1.423409
Avg trade size: 179.72
Large trade count: 9
Largest trade size: 3040

Candle

Return 1: -0.261216
Return 3: 0.189819
Volume 1: 14
Volume avg 5: 3249.2
Momentum 5: 0.230108

Cross Exchange

Mid avg: 1.8272575
Mid median: 1.829205
Price deviation %: -1.68326
Spread %: 3.227788

Funding / OI / Volume

Funding rate: -0.00351833
Funding delta: -0.00148151
Funding abs: 0.00351833
Funding pressure: 0.00499984
Open interest: 118836
Volume 24h: 662862
Quote volume 24h: 662862
Price change 24h %: 0.452216

Quality

Capture latency ms: 5612
Order book timestamp: 2026-06-28 18:02:03.296000+02:00
Ticker timestamp: 2026-06-28 18:02:03.636000+02:00
Trades timestamp: 2026-06-28 18:02:03.738000+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: 1.82135
Best ask: 1.82457
Spread: 0.00322
Spread %: 0.176636
Mid price: 1.82296
Last price: 1.82379
Mark price: 1.82946
Index price: 1.828898

Order Book

Bid depth 5: 14
Ask depth 5: 13
Bid depth 10: 53
Ask depth 10: 52
Bid depth 20: 141
Ask depth 20: 89
Imbalance 5: 0.037037
Imbalance 10: 0.009524
Imbalance 20: 0.226087
Top bid size: 4
Top ask size: 1
Bid wall score: 0.028369
Ask wall score: 0.011236

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: 6
Imbalance 5 delta: -0.087963
Bid depth 10 delta: 6
Ask depth 10 delta: 37
Imbalance 10 delta: -0.506605
Spread delta: 0.00131
Mid price delta: 0.017305
Wall shift score: 0.017248

Tape

Buy volume: 29
Sell volume: 110
Buy/sell delta: -81
Buy/sell ratio: 0.263636
Avg trade size: 1.39
Large trade count: 5
Largest trade size: 7

Candle

Return 1: 0.358945
Return 3: 1.12
Volume 1: 1476
Volume avg 5: 390.8
Momentum 5: 0.576885

Cross Exchange

Mid avg: 1.82293125
Mid median: 1.8205525
Price deviation %: 0.001577
Spread %: 3.235448

Funding / OI / Volume

Funding rate: 0.002317
Funding delta: 0.002267
Funding abs: 0.002317
Funding pressure: 0.004584
Open interest: -
Volume 24h: 29964000
Quote volume 24h: 45759747
Price change 24h %: 26.2

Quality

Capture latency ms: 10521
Order book timestamp: 2026-06-28 18:01:47+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:02.507000+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: 1.8351
Best ask: 1.8358
Spread: 0.0007
Spread %: 0.038138
Mid price: 1.83545
Last price: 1.8403
Mark price: -
Index price: -

Order Book

Bid depth 5: 1308
Ask depth 5: 4330
Bid depth 10: 3293
Ask depth 10: 4554
Bid depth 20: 7220
Ask depth 20: 6691
Imbalance 5: -0.536006
Imbalance 10: -0.160698
Imbalance 20: 0.038027
Top bid size: 39
Top ask size: 12
Bid wall score: 0.005402
Ask wall score: 0.001793

Dynamics

Bid depth 5 delta: 781
Ask depth 5 delta: 3541
Imbalance 5 delta: -0.336918
Bid depth 10 delta: 1812
Ask depth 10 delta: 469
Imbalance 10 delta: 0.307142
Spread delta: 0.0004
Mid price delta: 0.0296
Wall shift score: -0.001821

Tape

Buy volume: 6345
Sell volume: 2444
Buy/sell delta: 3901
Buy/sell ratio: 2.596154
Avg trade size: 87.89
Large trade count: 13
Largest trade size: 495

Candle

Return 1: 0.945834
Return 3: 1.627637
Volume 1: 2281769
Volume avg 5: 646718.2
Momentum 5: 1.307947

Cross Exchange

Mid avg: 1.81553125
Mid median: 1.8057525
Price deviation %: 1.097131
Spread %: 3.248636

Funding / OI / Volume

Funding rate: 0.00062334
Funding delta: -0.00000154
Funding abs: 0.00062334
Funding pressure: 0.00062488
Open interest: 37033164
Volume 24h: 579389423
Quote volume 24h: 876849969.16739
Price change 24h %: 28.208

Quality

Capture latency ms: 7074
Order book timestamp: 2026-06-28 18:01:35.742000+02:00
Ticker timestamp: 2026-06-28 18:01:30.320000+02:00
Trades timestamp: 2026-06-28 18:01:36.995000+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: 1.8546
Best ask: 1.855
Spread: 0.0004
Spread %: 0.021566
Mid price: 1.8548
Last price: 1.8401
Mark price: -
Index price: 1.8339

Order Book

Bid depth 5: 51
Ask depth 5: 21
Bid depth 10: 452
Ask depth 10: 67
Bid depth 20: 2223
Ask depth 20: 194
Imbalance 5: 0.416667
Imbalance 10: 0.741811
Imbalance 20: 0.83947
Top bid size: 31
Top ask size: 5
Bid wall score: 0.013945
Ask wall score: 0.025773

Dynamics

Bid depth 5 delta: -131
Ask depth 5 delta: -186
Imbalance 5 delta: 0.480934
Bid depth 10 delta: -71
Ask depth 10 delta: -451
Imbalance 10 delta: 0.737008
Spread delta: -0.0001
Mid price delta: 0.05005
Wall shift score: -0.019442

Tape

Buy volume: 357
Sell volume: 334
Buy/sell delta: 23
Buy/sell ratio: 1.068862
Avg trade size: 6.91
Large trade count: 7
Largest trade size: 39

Candle

Return 1: 1.198988
Return 3: 1.831867
Volume 1: 42995
Volume avg 5: 16497.6
Momentum 5: 1.545254

Cross Exchange

Mid avg: 1.80301875
Mid median: 1.8052025
Price deviation %: 2.87192
Spread %: 0.556289

Funding / OI / Volume

Funding rate: 0.000624
Funding delta: 0
Funding abs: 0.000624
Funding pressure: 0.000624
Open interest: -
Volume 24h: 14501454
Quote volume 24h: 219570386.9142
Price change 24h %: 2.47

Quality

Capture latency ms: 28595
Order book timestamp: 2026-06-28 18:01:29.012000+02:00
Ticker timestamp: 2026-06-28 18:01:28.790000+02:00
Trades timestamp: 2026-06-28 18:01:29.703000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 15581
gate: 15582
htx: 15470
mexc: 15579

By Symbol

VELVET/USDT:USDT: 62212

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.