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: 63562
Total labels: 190686
Pending labels: 171203
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 01:58:09.356908+02:00
Recent trades snapshots: 63559
Micro candles: 1271080
Avg data quality: 76.0000000000000000
Latest latency: 9891 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 136 of 6357 · 63562 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-28 22:01:57.715067+02:00	gate	VELVET/USDT:USDT	1.854545	68	10604 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 22:01:46.980956+02:00	binance	VELVET/USDT:USDT	1.85775	80	6516 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 22:01:40.357488+02:00	mexc	VELVET/USDT:USDT	1.86055	78	4426 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 22:01:35.694847+02:00	htx	VELVET/USDT:USDT	1.842355	80	5492 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 22:01:18.342007+02:00	gate	VELVET/USDT:USDT	1.864185	68	10924 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 22:01:07.297543+02:00	binance	VELVET/USDT:USDT	1.84785	80	7634 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 22:00:59.515768+02:00	mexc	VELVET/USDT:USDT	1.8491	78	3999 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 22:00:55.416318+02:00	htx	VELVET/USDT:USDT	1.83594	80	5496 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 22:00:36.094490+02:00	gate	VELVET/USDT:USDT	1.858825	68	11544 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 22:00:24.335089+02:00	binance	VELVET/USDT:USDT	1.86935	80	8048 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.8529
Best ask: 1.85619
Spread: 0.00329
Spread %: 0.177402
Mid price: 1.854545
Last price: 1.85722
Mark price: 1.85483
Index price: 1.854808

Order Book

Bid depth 5: 6
Ask depth 5: 38
Bid depth 10: 14
Ask depth 10: 45
Bid depth 20: 59
Ask depth 20: 60
Imbalance 5: -0.727273
Imbalance 10: -0.525424
Imbalance 20: -0.008403
Top bid size: 1
Top ask size: 2
Bid wall score: 0.016949
Ask wall score: 0.033333

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 29
Imbalance 5 delta: -0.602273
Bid depth 10 delta: -30
Ask depth 10 delta: -1
Imbalance 10 delta: -0.503202
Spread delta: -0.00066
Mid price delta: -0.00964
Wall shift score: -0.008573

Tape

Buy volume: 135
Sell volume: 77
Buy/sell delta: 58
Buy/sell ratio: 1.753247
Avg trade size: 2.12
Large trade count: 5
Largest trade size: 22

Candle

Return 1: 0.246811
Return 3: 0.825095
Volume 1: 301
Volume avg 5: 304.8
Momentum 5: 1.639425

Cross Exchange

Mid avg: 1.85621
Mid median: 1.85915
Price deviation %: -0.089699
Spread %: 1.176052

Funding / OI / Volume

Funding rate: 0.00003
Funding delta: 0
Funding abs: 0.00003
Funding pressure: 0.00003
Open interest: -
Volume 24h: 25913100
Quote volume 24h: 41806413
Price change 24h %: 39.78

Quality

Capture latency ms: 10604
Order book timestamp: 2026-06-28 22:01:56+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:16.917000+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: 1.8576
Best ask: 1.8579
Spread: 0.0003
Spread %: 0.016149
Mid price: 1.85775
Last price: 1.8593
Mark price: -
Index price: -

Order Book

Bid depth 5: 631
Ask depth 5: 189
Bid depth 10: 2742
Ask depth 10: 772
Bid depth 20: 6655
Ask depth 20: 3215
Imbalance 5: 0.539024
Imbalance 10: 0.560615
Imbalance 20: 0.348531
Top bid size: 31
Top ask size: 97
Bid wall score: 0.004658
Ask wall score: 0.030171

Dynamics

Bid depth 5 delta: 527
Ask depth 5 delta: -1932
Imbalance 5 delta: 1.445541
Bid depth 10 delta: 539
Ask depth 10 delta: -1816
Imbalance 10 delta: 0.640974
Spread delta: 0
Mid price delta: 0.0099
Wall shift score: 0.369761

Tape

Buy volume: 2842
Sell volume: 4298
Buy/sell delta: -1456
Buy/sell ratio: 0.661238
Avg trade size: 71.4
Large trade count: 8
Largest trade size: 937

Candle

Return 1: 0.064641
Return 3: 0.721141
Volume 1: 562588
Volume avg 5: 587930.8
Momentum 5: 1.508197

Cross Exchange

Mid avg: 1.853735
Mid median: 1.8542
Price deviation %: 0.21659
Spread %: 1.177622

Funding / OI / Volume

Funding rate: 0.00062545
Funding delta: 0
Funding abs: 0.00062545
Funding pressure: 0.00062545
Open interest: 38234180
Volume 24h: 485870910
Quote volume 24h: 779691378.96004
Price change 24h %: 39.556

Quality

Capture latency ms: 6516
Order book timestamp: 2026-06-28 22:01:44.801000+02:00
Ticker timestamp: 2026-06-28 22:01:37.201000+02:00
Trades timestamp: 2026-06-28 22:01:46.433000+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: 1.859
Best ask: 1.8621
Spread: 0.0031
Spread %: 0.166617
Mid price: 1.86055
Last price: 1.8609
Mark price: -
Index price: 1.8628

Order Book

Bid depth 5: 195
Ask depth 5: 108
Bid depth 10: 313
Ask depth 10: 468
Bid depth 20: 2154
Ask depth 20: 949
Imbalance 5: 0.287129
Imbalance 10: -0.198464
Imbalance 20: 0.388334
Top bid size: 29
Top ask size: 46
Bid wall score: 0.013463
Ask wall score: 0.048472

Dynamics

Bid depth 5 delta: -567
Ask depth 5 delta: -65
Imbalance 5 delta: -0.342818
Bid depth 10 delta: -546
Ask depth 10 delta: 184
Imbalance 10 delta: -0.701526
Spread delta: 0.0025
Mid price delta: 0.01145
Wall shift score: -0.22232

Tape

Buy volume: 1803
Sell volume: 283
Buy/sell delta: 1520
Buy/sell ratio: 6.371025
Avg trade size: 20.86
Large trade count: 5
Largest trade size: 538

Candle

Return 1: 0.518807
Return 3: 0.955276
Volume 1: 18513
Volume avg 5: 19246
Momentum 5: 1.639344

Cross Exchange

Mid avg: 1.8508725
Mid median: 1.848475
Price deviation %: 0.522862
Spread %: 1.179444

Funding / OI / Volume

Funding rate: 0.000627
Funding delta: 0
Funding abs: 0.000627
Funding pressure: 0.000627
Open interest: -
Volume 24h: 12610348
Quote volume 24h: 203813420.7405
Price change 24h %: 3.63

Quality

Capture latency ms: 4426
Order book timestamp: 2026-06-28 22:01:38.891000+02:00
Ticker timestamp: 2026-06-28 22:01:35.830000+02:00
Trades timestamp: 2026-06-28 22:01:39.214000+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: 1.83807
Best ask: 1.84664
Spread: 0.00857
Spread %: 0.465166
Mid price: 1.842355
Last price: 1.865
Mark price: -
Index price: -

Order Book

Bid depth 5: 92117
Ask depth 5: 8567
Bid depth 10: 93668
Ask depth 10: 39954
Bid depth 20: 96026
Ask depth 20: 97011
Imbalance 5: 0.829824
Imbalance 10: 0.401985
Imbalance 20: -0.005103
Top bid size: 1217
Top ask size: 40
Bid wall score: 0.012674
Ask wall score: 0.000412

Dynamics

Bid depth 5 delta: -680
Ask depth 5 delta: 5183
Imbalance 5 delta: -0.099809
Bid depth 10 delta: -1587
Ask depth 10 delta: -100
Imbalance 10 delta: -0.005978
Spread delta: -0.00283
Mid price delta: 0.006415
Wall shift score: 0.014748

Tape

Buy volume: 8146
Sell volume: 5814
Buy/sell delta: 2332
Buy/sell ratio: 1.401101
Avg trade size: 139.6
Large trade count: 9
Largest trade size: 1900

Candle

Return 1: -0.907281
Return 3: -0.674602
Volume 1: 678
Volume avg 5: 382.4
Momentum 5: 0.695452

Cross Exchange

Mid avg: 1.84926875
Mid median: 1.848475
Price deviation %: -0.373864
Spread %: 1.52736

Funding / OI / Volume

Funding rate: -0.00164977
Funding delta: 0.00097567
Funding abs: 0.00164977
Funding pressure: 0.00262544
Open interest: 123600
Volume 24h: 647644
Quote volume 24h: 647644
Price change 24h %: 4.121306

Quality

Capture latency ms: 5492
Order book timestamp: 2026-06-28 22:01:34.296000+02:00
Ticker timestamp: 2026-06-28 22:01:34.548000+02:00
Trades timestamp: 2026-06-28 22:01:28.363000+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: 1.86221
Best ask: 1.86616
Spread: 0.00395
Spread %: 0.211889
Mid price: 1.864185
Last price: 1.86341
Mark price: 1.87595
Index price: 1.87833

Order Book

Bid depth 5: 7
Ask depth 5: 9
Bid depth 10: 44
Ask depth 10: 46
Bid depth 20: 126
Ask depth 20: 127
Imbalance 5: -0.125
Imbalance 10: -0.022222
Imbalance 20: -0.003953
Top bid size: 1
Top ask size: 2
Bid wall score: 0.007937
Ask wall score: 0.015748

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -34
Imbalance 5 delta: 0.467593
Bid depth 10 delta: 24
Ask depth 10 delta: -73
Imbalance 10 delta: 0.690008
Spread delta: 0.0016
Mid price delta: 0.00536
Wall shift score: 0.022034

Tape

Buy volume: 84
Sell volume: 71
Buy/sell delta: 13
Buy/sell ratio: 1.183099
Avg trade size: 1.55
Large trade count: 8
Largest trade size: 13

Candle

Return 1: 0.63674
Return 3: 1.217273
Volume 1: 130
Volume avg 5: 270.6
Momentum 5: 2.034771

Cross Exchange

Mid avg: 1.84792875
Mid median: 1.848475
Price deviation %: 0.879701
Spread %: 1.238414

Funding / OI / Volume

Funding rate: 0.00003
Funding delta: -0.00002
Funding abs: 0.00003
Funding pressure: 0.00005
Open interest: -
Volume 24h: 25892000
Quote volume 24h: 41767080
Price change 24h %: 40.25

Quality

Capture latency ms: 10924
Order book timestamp: 2026-06-28 22:01:17+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:16.876000+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: 1.8477
Best ask: 1.848
Spread: 0.0003
Spread %: 0.016235
Mid price: 1.84785
Last price: 1.8535
Mark price: -
Index price: -

Order Book

Bid depth 5: 104
Ask depth 5: 2121
Bid depth 10: 2203
Ask depth 10: 2588
Bid depth 20: 6029
Ask depth 20: 4861
Imbalance 5: -0.906517
Imbalance 10: -0.080359
Imbalance 20: 0.107254
Top bid size: 28
Top ask size: 1944
Bid wall score: 0.004644
Ask wall score: 0.399918

Dynamics

Bid depth 5 delta: 8
Ask depth 5 delta: 1823
Imbalance 5 delta: -0.393826
Bid depth 10 delta: 755
Ask depth 10 delta: 692
Imbalance 10 delta: 0.053612
Spread delta: 0
Mid price delta: -0.0215
Wall shift score: -0.391872

Tape

Buy volume: 4388
Sell volume: 3433
Buy/sell delta: 955
Buy/sell ratio: 1.278182
Avg trade size: 78.21
Large trade count: 10
Largest trade size: 1042

Candle

Return 1: -0.026934
Return 3: 0.628965
Volume 1: 30289
Volume avg 5: 481471
Momentum 5: 1.415301

Cross Exchange

Mid avg: 1.85330375
Mid median: 1.8539625
Price deviation %: -0.294272
Spread %: 1.802727

Funding / OI / Volume

Funding rate: 0.00062545
Funding delta: -0.0000024
Funding abs: 0.00062545
Funding pressure: 0.00062785
Open interest: 38242681
Volume 24h: 485563985
Quote volume 24h: 779000372.83104
Price change 24h %: 37.684

Quality

Capture latency ms: 7634
Order book timestamp: 2026-06-28 22:01:05.110000+02:00
Ticker timestamp: 2026-06-28 22:00:58.371000+02:00
Trades timestamp: 2026-06-28 22:01:06.769000+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: 1.8488
Best ask: 1.8494
Spread: 0.0006
Spread %: 0.032448
Mid price: 1.8491
Last price: 1.8506
Mark price: -
Index price: 1.8545

Order Book

Bid depth 5: 762
Ask depth 5: 173
Bid depth 10: 859
Ask depth 10: 284
Bid depth 20: 3626
Ask depth 20: 597
Imbalance 5: 0.629947
Imbalance 10: 0.503062
Imbalance 20: 0.717263
Top bid size: 746
Top ask size: 11
Bid wall score: 0.205736
Ask wall score: 0.018425

Dynamics

Bid depth 5 delta: 556
Ask depth 5 delta: -646
Imbalance 5 delta: 1.227995
Bid depth 10 delta: 510
Ask depth 10 delta: -548
Imbalance 10 delta: 0.912038
Spread delta: 0.0005
Mid price delta: -0.03085
Wall shift score: 0.80729

Tape

Buy volume: 643
Sell volume: 3079
Buy/sell delta: -2436
Buy/sell ratio: 0.208834
Avg trade size: 37.22
Large trade count: 6
Largest trade size: 1041

Candle

Return 1: 0.966632
Return 3: 0.680717
Volume 1: 35504
Volume avg 5: 16316
Momentum 5: 1.016282

Cross Exchange

Mid avg: 1.86101625
Mid median: 1.8640875
Price deviation %: -0.640309
Spread %: 2.364837

Funding / OI / Volume

Funding rate: 0.000627
Funding delta: 0
Funding abs: 0.000627
Funding pressure: 0.000627
Open interest: -
Volume 24h: 12594501
Quote volume 24h: 203518628.0859
Price change 24h %: 3.06

Quality

Capture latency ms: 3999
Order book timestamp: 2026-06-28 22:00:58.119000+02:00
Ticker timestamp: 2026-06-28 22:00:56.837000+02:00
Trades timestamp: 2026-06-28 22:00:57.958000+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: 1.83024
Best ask: 1.84164
Spread: 0.0114
Spread %: 0.620935
Mid price: 1.83594
Last price: 1.84838
Mark price: -
Index price: -

Order Book

Bid depth 5: 92797
Ask depth 5: 3384
Bid depth 10: 95255
Ask depth 10: 40054
Bid depth 20: 96728
Ask depth 20: 97725
Imbalance 5: 0.929633
Imbalance 10: 0.407963
Imbalance 20: -0.005127
Top bid size: 1257
Top ask size: 1513
Bid wall score: 0.012995
Ask wall score: 0.015482

Dynamics

Bid depth 5 delta: 5237
Ask depth 5 delta: -28171
Imbalance 5 delta: 0.459457
Bid depth 10 delta: 5027
Ask depth 10 delta: -47066
Imbalance 10 delta: 0.390438
Spread delta: -0.00922
Mid price delta: 0.00027
Wall shift score: -0.011574

Tape

Buy volume: 9366
Sell volume: 5662
Buy/sell delta: 3704
Buy/sell ratio: 1.654186
Avg trade size: 150.28
Large trade count: 9
Largest trade size: 1900

Candle

Return 1: 0.234809
Return 3: 1.617408
Volume 1: 1146
Volume avg 5: 254
Momentum 5: 2.01223

Cross Exchange

Mid avg: 1.86094875
Mid median: 1.8640875
Price deviation %: -1.343871
Spread %: 2.379431

Funding / OI / Volume

Funding rate: -0.00262544
Funding delta: -0.00172526
Funding abs: 0.00262544
Funding pressure: 0.0043507
Open interest: 123580
Volume 24h: 647046
Quote volume 24h: 647046
Price change 24h %: 3.193426

Quality

Capture latency ms: 5496
Order book timestamp: 2026-06-28 22:00:53.896000+02:00
Ticker timestamp: 2026-06-28 22:00:54.349000+02:00
Trades timestamp: 2026-06-28 22:00:23.400000+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: 1.85765
Best ask: 1.86
Spread: 0.00235
Spread %: 0.126424
Mid price: 1.858825
Last price: 1.86
Mark price: 1.85636
Index price: 1.85627

Order Book

Bid depth 5: 11
Ask depth 5: 43
Bid depth 10: 20
Ask depth 10: 119
Bid depth 20: 137
Ask depth 20: 135
Imbalance 5: -0.592593
Imbalance 10: -0.71223
Imbalance 20: 0.007353
Top bid size: 2
Top ask size: 6
Bid wall score: 0.014599
Ask wall score: 0.044444

Dynamics

Bid depth 5 delta: -27
Ask depth 5 delta: 32
Imbalance 5 delta: -1.143613
Bid depth 10 delta: -27
Ask depth 10 delta: 67
Imbalance 10 delta: -0.661725
Spread delta: -0.00105
Mid price delta: 0.022695
Wall shift score: -0.01203

Tape

Buy volume: 64
Sell volume: 73
Buy/sell delta: -9
Buy/sell ratio: 0.876712
Avg trade size: 1.37
Large trade count: 1
Largest trade size: 5

Candle

Return 1: 1.395334
Return 3: 1.247758
Volume 1: 857
Volume avg 5: 239
Momentum 5: 1.55611

Cross Exchange

Mid avg: 1.855275
Mid median: 1.85274
Price deviation %: 0.191346
Spread %: 2.386708

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 25878300
Quote volume 24h: 41741693
Price change 24h %: 40.06

Quality

Capture latency ms: 11544
Order book timestamp: 2026-06-28 22:00:34+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:16.835000+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: 1.8692
Best ask: 1.8695
Spread: 0.0003
Spread %: 0.016048
Mid price: 1.86935
Last price: 1.8641
Mark price: -
Index price: -

Order Book

Bid depth 5: 96
Ask depth 5: 298
Bid depth 10: 1448
Ask depth 10: 1896
Bid depth 20: 4743
Ask depth 20: 4069
Imbalance 5: -0.51269
Imbalance 10: -0.133971
Imbalance 20: 0.076487
Top bid size: 20
Top ask size: 31
Bid wall score: 0.004217
Ask wall score: 0.007619

Dynamics

Bid depth 5 delta: -300
Ask depth 5 delta: -504
Imbalance 5 delta: -0.173792
Bid depth 10 delta: -203
Ask depth 10 delta: 215
Imbalance 10 delta: -0.124968
Spread delta: 0.0001
Mid price delta: 0.02555
Wall shift score: 0.054239

Tape

Buy volume: 2141
Sell volume: 4343
Buy/sell delta: -2202
Buy/sell ratio: 0.492977
Avg trade size: 64.84
Large trade count: 8
Largest trade size: 628

Candle

Return 1: 1.754195
Return 3: 1.461242
Volume 1: 1066883
Volume avg 5: 429800.8
Momentum 5: 1.909646

Cross Exchange

Mid avg: 1.8488875
Mid median: 1.839965
Price deviation %: 1.106747
Spread %: 2.394954

Funding / OI / Volume

Funding rate: 0.00062785
Funding delta: 0
Funding abs: 0.00062785
Funding pressure: 0.00062785
Open interest: 38256330
Volume 24h: 484392507
Quote volume 24h: 776803475.54007
Price change 24h %: 38.471

Quality

Capture latency ms: 8048
Order book timestamp: 2026-06-28 22:00:22.063000+02:00
Ticker timestamp: 2026-06-28 22:00:12.103000+02:00
Trades timestamp: 2026-06-28 22:00:23.829000+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: 15919
gate: 15920
htx: 15807
mexc: 15916

By Symbol

VELVET/USDT:USDT: 63562

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.