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: 63089
Total labels: 189267
Pending labels: 169784
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: 2026-06-29 00:37:44.260070+02:00
Recent trades snapshots: 63086
Micro candles: 1261620
Avg data quality: 76.0016167636196484
Latest latency: 5326 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 135 of 6309 · 63089 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-28 20:38:50.545088+02:00	htx	VELVET/USDT:USDT	1.791915	90	4616 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 20:38:34.204474+02:00	gate	VELVET/USDT:USDT	1.800765	68	10277 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 20:38:23.776570+02:00	binance	VELVET/USDT:USDT	1.80365	80	8397 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 20:38:15.060906+02:00	mexc	VELVET/USDT:USDT	1.8045	68	5195 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 20:38:09.619632+02:00	htx	VELVET/USDT:USDT	1.78802	80	7284 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 20:37:49.695574+02:00	gate	VELVET/USDT:USDT	1.80082	68	10386 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 20:37:39.202768+02:00	binance	VELVET/USDT:USDT	1.80395	80	6867 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 20:37:32.129892+02:00	mexc	VELVET/USDT:USDT	1.80355	68	6041 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 20:37:26.002353+02:00	htx	VELVET/USDT:USDT	1.77637	80	6928 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 20:37:06.890124+02:00	gate	VELVET/USDT:USDT	1.799055	68	10425 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.78952
Best ask: 1.79431
Spread: 0.00479
Spread %: 0.267312
Mid price: 1.791915
Last price: 1.79031
Mark price: -
Index price: -

Order Book

Bid depth 5: 17342
Ask depth 5: 1695
Bid depth 10: 42906
Ask depth 10: 3780
Bid depth 20: 44669
Ask depth 20: 43906
Imbalance 5: 0.821926
Imbalance 10: 0.838067
Imbalance 20: 0.008614
Top bid size: 136
Top ask size: 897
Bid wall score: 0.003045
Ask wall score: 0.02043

Dynamics

Bid depth 5 delta: -41
Ask depth 5 delta: 506
Imbalance 5 delta: -0.050032
Bid depth 10 delta: -41
Ask depth 10 delta: -1607
Imbalance 10 delta: 0.060974
Spread delta: 0.00059
Mid price delta: 0.003895
Wall shift score: -0.000159

Tape

Buy volume: 3046
Sell volume: 4524
Buy/sell delta: -1478
Buy/sell ratio: 0.673298
Avg trade size: 75.7
Large trade count: 8
Largest trade size: 920

Candle

Return 1: 0.32783
Return 3: -0.095423
Volume 1: 54
Volume avg 5: 104.8
Momentum 5: 0.041351

Cross Exchange

Mid avg: 1.79923375
Mid median: 1.8022075
Price deviation %: -0.40677
Spread %: 0.915945

Funding / OI / Volume

Funding rate: -0.00056497
Funding delta: -0.00001554
Funding abs: 0.00056497
Funding pressure: 0.00058051
Open interest: 123579
Volume 24h: 632676
Quote volume 24h: 632676
Price change 24h %: -0.048571

Quality

Capture latency ms: 4616
Order book timestamp: 2026-06-28 20:38:49.096000+02:00
Ticker timestamp: 2026-06-28 20:38:49.463000+02:00
Trades timestamp: 2026-06-28 20:38:45.444000+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: 1.79982
Best ask: 1.80171
Spread: 0.00189
Spread %: 0.104955
Mid price: 1.800765
Last price: 1.80085
Mark price: 1.8024
Index price: 1.802873

Order Book

Bid depth 5: 9
Ask depth 5: 8
Bid depth 10: 16
Ask depth 10: 47
Bid depth 20: 63
Ask depth 20: 132
Imbalance 5: 0.058824
Imbalance 10: -0.492063
Imbalance 20: -0.353846
Top bid size: 1
Top ask size: 1
Bid wall score: 0.015873
Ask wall score: 0.007576

Dynamics

Bid depth 5 delta: -30
Ask depth 5 delta: 1
Imbalance 5 delta: -0.636829
Bid depth 10 delta: -33
Ask depth 10 delta: 32
Imbalance 10 delta: -1.023313
Spread delta: -0.00035
Mid price delta: -0.000055
Wall shift score: 0.009765

Tape

Buy volume: 88
Sell volume: 71
Buy/sell delta: 17
Buy/sell ratio: 1.239437
Avg trade size: 1.59
Large trade count: 11
Largest trade size: 6

Candle

Return 1: -0.01166
Return 3: -0.113706
Volume 1: 23
Volume avg 5: 34
Momentum 5: 0.028884

Cross Exchange

Mid avg: 1.7992475
Mid median: 1.802235
Price deviation %: 0.084341
Spread %: 0.915938

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 26346100
Quote volume 24h: 42089244
Price change 24h %: 30.96

Quality

Capture latency ms: 10277
Order book timestamp: 2026-06-28 20:38:33+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:11.910000+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: 1.8036
Best ask: 1.8037
Spread: 0.0001
Spread %: 0.005544
Mid price: 1.80365
Last price: 1.8054
Mark price: -
Index price: -

Order Book

Bid depth 5: 1897
Ask depth 5: 241
Bid depth 10: 3590
Ask depth 10: 1720
Bid depth 20: 6145
Ask depth 20: 6643
Imbalance 5: 0.774556
Imbalance 10: 0.352166
Imbalance 20: -0.038943
Top bid size: 240
Top ask size: 5
Bid wall score: 0.039056
Ask wall score: 0.000753

Dynamics

Bid depth 5 delta: 394
Ask depth 5 delta: -333
Imbalance 5 delta: 0.327276
Bid depth 10 delta: 891
Ask depth 10 delta: -338
Imbalance 10 delta: 0.217417
Spread delta: 0
Mid price delta: -0.0003
Wall shift score: 0.00064

Tape

Buy volume: 3569
Sell volume: 2396
Buy/sell delta: 1173
Buy/sell ratio: 1.489566
Avg trade size: 59.65
Large trade count: 8
Largest trade size: 1341

Candle

Return 1: -0.083089
Return 3: -0.066482
Volume 1: 14032
Volume avg 5: 91527.4
Momentum 5: 0.005544

Cross Exchange

Mid avg: 1.7993225
Mid median: 1.802385
Price deviation %: 0.240507
Spread %: 0.9159

Funding / OI / Volume

Funding rate: 0.00082622
Funding delta: -0.00000392
Funding abs: 0.00082622
Funding pressure: 0.00083014
Open interest: 38152816
Volume 24h: 496659763
Quote volume 24h: 787602250.01988
Price change 24h %: 33.615

Quality

Capture latency ms: 8397
Order book timestamp: 2026-06-28 20:38:21.512000+02:00
Ticker timestamp: 2026-06-28 20:38:14.817000+02:00
Trades timestamp: 2026-06-28 20:38:23.135000+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: 1.8043
Best ask: 1.8047
Spread: 0.0004
Spread %: 0.022167
Mid price: 1.8045
Last price: 1.8046
Mark price: -
Index price: 1.8016

Order Book

Bid depth 5: 263
Ask depth 5: 230
Bid depth 10: 793
Ask depth 10: 697
Bid depth 20: 1429
Ask depth 20: 2433
Imbalance 5: 0.066937
Imbalance 10: 0.06443
Imbalance 20: -0.259969
Top bid size: 42
Top ask size: 36
Bid wall score: 0.029391
Ask wall score: 0.014797

Dynamics

Bid depth 5 delta: 165
Ask depth 5 delta: 13
Imbalance 5 delta: 0.444715
Bid depth 10 delta: 487
Ask depth 10 delta: 52
Imbalance 10 delta: 0.420896
Spread delta: 0.0003
Mid price delta: 0.00095
Wall shift score: 0.04394

Tape

Buy volume: 848
Sell volume: 1043
Buy/sell delta: -195
Buy/sell ratio: 0.813039
Avg trade size: 18.91
Large trade count: 6
Largest trade size: 82

Candle

Return 1: -0.066453
Return 3: 0.033259
Volume 1: 505
Volume avg 5: 4684.8
Momentum 5: 0.07764

Cross Exchange

Mid avg: 1.799085
Mid median: 1.802185
Price deviation %: 0.300986
Spread %: 0.88545

Funding / OI / Volume

Funding rate: 0.00083
Funding delta: 0
Funding abs: 0.00083
Funding pressure: 0.00083
Open interest: -
Volume 24h: 13450454
Quote volume 24h: 212610027.0585
Price change 24h %: 0.5

Quality

Capture latency ms: 5195
Order book timestamp: 2026-06-28 20:38:13.330000+02:00
Ticker timestamp: 2026-06-28 20:38:10.966000+02:00
Trades timestamp: 2026-06-28 20:38:14.009000+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: 1.78592
Best ask: 1.79012
Spread: 0.0042
Spread %: 0.234897
Mid price: 1.78802
Last price: 1.78446
Mark price: -
Index price: -

Order Book

Bid depth 5: 17383
Ask depth 5: 1189
Bid depth 10: 42947
Ask depth 10: 5387
Bid depth 20: 44403
Ask depth 20: 44063
Imbalance 5: 0.871958
Imbalance 10: 0.777093
Imbalance 20: 0.003843
Top bid size: 139
Top ask size: 897
Bid wall score: 0.00313
Ask wall score: 0.020357

Dynamics

Bid depth 5 delta: 1029
Ask depth 5 delta: 467
Imbalance 5 delta: -0.043479
Bid depth 10 delta: 2986
Ask depth 10 delta: 2107
Imbalance 10 delta: -0.071199
Spread delta: -0.01198
Mid price delta: 0.01165
Wall shift score: -0.016211

Tape

Buy volume: 3046
Sell volume: 4484
Buy/sell delta: -1438
Buy/sell ratio: 0.679304
Avg trade size: 75.3
Large trade count: 8
Largest trade size: 920

Candle

Return 1: 0
Return 3: -0.42187
Volume 1: 0
Volume avg 5: 94
Momentum 5: -0.285543

Cross Exchange

Mid avg: 1.7961725
Mid median: 1.802185
Price deviation %: -0.453882
Spread %: 1.535487

Funding / OI / Volume

Funding rate: -0.00054942
Funding delta: -0.00001297
Funding abs: 0.00054942
Funding pressure: 0.00056239
Open interest: 123579
Volume 24h: 632622
Quote volume 24h: 632622
Price change 24h %: -0.375172

Quality

Capture latency ms: 7284
Order book timestamp: 2026-06-28 20:38:07.138000+02:00
Ticker timestamp: 2026-06-28 20:38:07.532000+02:00
Trades timestamp: 2026-06-28 20:37:23.930000+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: 1.7997
Best ask: 1.80194
Spread: 0.00224
Spread %: 0.124388
Mid price: 1.80082
Last price: 1.79937
Mark price: 1.80049
Index price: 1.800897

Order Book

Bid depth 5: 39
Ask depth 5: 7
Bid depth 10: 49
Ask depth 10: 15
Bid depth 20: 67
Ask depth 20: 61
Imbalance 5: 0.695652
Imbalance 10: 0.53125
Imbalance 20: 0.046875
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014925
Ask wall score: 0.016393

Dynamics

Bid depth 5 delta: 28
Ask depth 5 delta: -35
Imbalance 5 delta: 1.280558
Bid depth 10 delta: -1
Ask depth 10 delta: -37
Imbalance 10 delta: 0.550858
Spread delta: 0.00015
Mid price delta: 0.001765
Wall shift score: -0.001468

Tape

Buy volume: 76
Sell volume: 93
Buy/sell delta: -17
Buy/sell ratio: 0.817204
Avg trade size: 1.69
Large trade count: 3
Largest trade size: 9

Candle

Return 1: 0.081205
Return 3: -0.001667
Volume 1: 9
Volume avg 5: 40
Momentum 5: -0.590588

Cross Exchange

Mid avg: 1.79573125
Mid median: 1.8013025
Price deviation %: 0.28338
Spread %: 1.535865

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 26343600
Quote volume 24h: 42084739
Price change 24h %: 33.12

Quality

Capture latency ms: 10386
Order book timestamp: 2026-06-28 20:37:48+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:11.863000+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: 1.8039
Best ask: 1.804
Spread: 0.0001
Spread %: 0.005543
Mid price: 1.80395
Last price: 1.8038
Mark price: -
Index price: -

Order Book

Bid depth 5: 1503
Ask depth 5: 574
Bid depth 10: 2699
Ask depth 10: 2058
Bid depth 20: 5270
Ask depth 20: 6975
Imbalance 5: 0.44728
Imbalance 10: 0.134749
Imbalance 20: -0.139241
Top bid size: 234
Top ask size: 47
Bid wall score: 0.044402
Ask wall score: 0.006738

Dynamics

Bid depth 5 delta: 84
Ask depth 5 delta: -19
Imbalance 5 delta: 0.036743
Bid depth 10 delta: -1072
Ask depth 10 delta: 684
Imbalance 10 delta: -0.33114
Spread delta: -0.0001
Mid price delta: 0.00175
Wall shift score: 0.010607

Tape

Buy volume: 2505
Sell volume: 4753
Buy/sell delta: -2248
Buy/sell ratio: 0.527036
Avg trade size: 72.58
Large trade count: 10
Largest trade size: 731

Candle

Return 1: 0.066563
Return 3: 0.188826
Volume 1: 33218
Volume avg 5: 133485.4
Momentum 5: -0.55675

Cross Exchange

Mid avg: 1.79529375
Mid median: 1.8006275
Price deviation %: 0.482163
Spread %: 1.513958

Funding / OI / Volume

Funding rate: 0.00083014
Funding delta: 0
Funding abs: 0.00083014
Funding pressure: 0.00083014
Open interest: 38151607
Volume 24h: 497197182
Quote volume 24h: 788314721.26508
Price change 24h %: 32.331

Quality

Capture latency ms: 6867
Order book timestamp: 2026-06-28 20:37:37.048000+02:00
Ticker timestamp: 2026-06-28 20:37:32.541000+02:00
Trades timestamp: 2026-06-28 20:37:38.516000+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: 1.8035
Best ask: 1.8036
Spread: 0.0001
Spread %: 0.005545
Mid price: 1.80355
Last price: 1.8046
Mark price: -
Index price: 1.8008

Order Book

Bid depth 5: 98
Ask depth 5: 217
Bid depth 10: 306
Ask depth 10: 645
Bid depth 20: 1105
Ask depth 20: 1466
Imbalance 5: -0.377778
Imbalance 10: -0.356467
Imbalance 20: -0.140412
Top bid size: 3
Top ask size: 47
Bid wall score: 0.002715
Ask wall score: 0.03206

Dynamics

Bid depth 5 delta: -129
Ask depth 5 delta: 53
Imbalance 5 delta: -0.538903
Bid depth 10 delta: -659
Ask depth 10 delta: 66
Imbalance 10 delta: -0.606467
Spread delta: -0.0004
Mid price delta: 0.0025
Wall shift score: -0.013254

Tape

Buy volume: 1415
Sell volume: 638
Buy/sell delta: 777
Buy/sell ratio: 2.217868
Avg trade size: 20.53
Large trade count: 5
Largest trade size: 102

Candle

Return 1: 0.088756
Return 3: 0.183232
Volume 1: 2288
Volume avg 5: 6806
Momentum 5: -0.600485

Cross Exchange

Mid avg: 1.79466875
Mid median: 1.8000525
Price deviation %: 0.494868
Spread %: 1.439263

Funding / OI / Volume

Funding rate: 0.00083
Funding delta: -0.000003
Funding abs: 0.00083
Funding pressure: 0.000833
Open interest: -
Volume 24h: 13448635
Quote volume 24h: 212577202.3413
Price change 24h %: 0.5

Quality

Capture latency ms: 6041
Order book timestamp: 2026-06-28 20:37:30.392000+02:00
Ticker timestamp: 2026-06-28 20:37:28.726000+02:00
Trades timestamp: 2026-06-28 20:37:31.259000+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: 1.76828
Best ask: 1.78446
Spread: 0.01618
Spread %: 0.910846
Mid price: 1.77637
Last price: 1.78446
Mark price: -
Index price: -

Order Book

Bid depth 5: 16354
Ask depth 5: 722
Bid depth 10: 39961
Ask depth 10: 3280
Bid depth 20: 40776
Ask depth 20: 29780
Imbalance 5: 0.915437
Imbalance 10: 0.848292
Imbalance 20: 0.155848
Top bid size: 242
Top ask size: 207
Bid wall score: 0.005935
Ask wall score: 0.006951

Dynamics

Bid depth 5 delta: -880
Ask depth 5 delta: -331
Imbalance 5 delta: 0.030601
Bid depth 10 delta: -1843
Ask depth 10 delta: 96
Imbalance 10 delta: -0.010159
Spread delta: 0.01159
Mid price delta: -0.008545
Wall shift score: 0.00696

Tape

Buy volume: 3046
Sell volume: 4484
Buy/sell delta: -1438
Buy/sell ratio: 0.679304
Avg trade size: 75.3
Large trade count: 8
Largest trade size: 920

Candle

Return 1: -0.362934
Return 3: -0.285543
Volume 1: 414
Volume avg 5: 104.8
Momentum 5: -0.753611

Cross Exchange

Mid avg: 1.796805
Mid median: 1.8000525
Price deviation %: -1.137296
Spread %: 0.961985

Funding / OI / Volume

Funding rate: -0.00053645
Funding delta: -0.00001754
Funding abs: 0.00053645
Funding pressure: 0.00055399
Open interest: 123372
Volume 24h: 633320
Quote volume 24h: 633320
Price change 24h %: -0.375172

Quality

Capture latency ms: 6928
Order book timestamp: 2026-06-28 20:37:23.638000+02:00
Ticker timestamp: 2026-06-28 20:37:23.981000+02:00
Trades timestamp: 2026-06-28 20:37:23.930000+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: 1.79801
Best ask: 1.8001
Spread: 0.00209
Spread %: 0.116172
Mid price: 1.799055
Last price: 1.7985
Mark price: 1.79688
Index price: 1.796858

Order Book

Bid depth 5: 11
Ask depth 5: 42
Bid depth 10: 50
Ask depth 10: 52
Bid depth 20: 69
Ask depth 20: 138
Imbalance 5: -0.584906
Imbalance 10: -0.019608
Imbalance 20: -0.333333
Top bid size: 1
Top ask size: 2
Bid wall score: 0.014493
Ask wall score: 0.014493

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 34
Imbalance 5 delta: -0.643729
Bid depth 10 delta: 1
Ask depth 10 delta: 7
Imbalance 10 delta: -0.062161
Spread delta: -0.00032
Mid price delta: -0.0036
Wall shift score: 0.022498

Tape

Buy volume: 73
Sell volume: 94
Buy/sell delta: -21
Buy/sell ratio: 0.776596
Avg trade size: 1.67
Large trade count: 3
Largest trade size: 9

Candle

Return 1: 0.066744
Return 3: -0.016116
Volume 1: 4
Volume avg 5: 39
Momentum 5: -0.604952

Cross Exchange

Mid avg: 1.797705
Mid median: 1.801625
Price deviation %: 0.075096
Spread %: 0.986814

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 26341200
Quote volume 24h: 42080424
Price change 24h %: 32.1

Quality

Capture latency ms: 10425
Order book timestamp: 2026-06-28 20:37:05+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:11.824000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 15800
gate: 15801
htx: 15689
mexc: 15799

By Symbol

VELVET/USDT:USDT: 63089

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.