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: 63978
Total labels: 191934
Pending labels: 172451
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 03:12:03.317188+02:00
Recent trades snapshots: 63975
Micro candles: 1279400
Avg data quality: 75.9964675357154022
Latest latency: 6412 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 137 of 6398 · 63978 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-28 23:14:29.816876+02:00	mexc	VELVET/USDT:USDT	1.82645	78	4405 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 23:14:25.352805+02:00	htx	VELVET/USDT:USDT	1.813795	80	5986 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 23:14:08.526587+02:00	gate	VELVET/USDT:USDT	1.826125	68	10370 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 23:13:58.063681+02:00	binance	VELVET/USDT:USDT	1.82575	80	6226 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 23:13:51.713783+02:00	mexc	VELVET/USDT:USDT	1.81995	68	5171 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 23:13:46.476039+02:00	htx	VELVET/USDT:USDT	1.806385	80	5540 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 23:13:30.136814+02:00	gate	VELVET/USDT:USDT	1.82238	68	10442 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 23:13:19.584524+02:00	binance	VELVET/USDT:USDT	1.8257	80	8686 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 23:13:10.710844+02:00	mexc	VELVET/USDT:USDT	1.82265	78	4488 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-28 23:13:06.135695+02:00	htx	VELVET/USDT:USDT	1.805655	80	6573 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.8255
Best ask: 1.8274
Spread: 0.0019
Spread %: 0.104027
Mid price: 1.82645
Last price: 1.8251
Mark price: -
Index price: 1.8277

Order Book

Bid depth 5: 1716
Ask depth 5: 105
Bid depth 10: 3613
Ask depth 10: 227
Bid depth 20: 5887
Ask depth 20: 459
Imbalance 5: 0.884679
Imbalance 10: 0.881771
Imbalance 20: 0.855342
Top bid size: 33
Top ask size: 5
Bid wall score: 0.005606
Ask wall score: 0.010893

Dynamics

Bid depth 5 delta: -130
Ask depth 5 delta: -33
Imbalance 5 delta: 0.023792
Bid depth 10 delta: -917
Ask depth 10 delta: -34
Imbalance 10 delta: -0.009275
Spread delta: 0.0006
Mid price delta: 0.0065
Wall shift score: 0.062982

Tape

Buy volume: 991
Sell volume: 2341
Buy/sell delta: -1350
Buy/sell ratio: 0.423323
Avg trade size: 33.32
Large trade count: 4
Largest trade size: 478

Candle

Return 1: 0.164645
Return 3: 0.456847
Volume 1: 4602
Volume avg 5: 4742.8
Momentum 5: 0.562014

Cross Exchange

Mid avg: 1.821405
Mid median: 1.82285
Price deviation %: 0.276984
Spread %: 0.67695

Funding / OI / Volume

Funding rate: 0.000633
Funding delta: 0.000005
Funding abs: 0.000633
Funding pressure: 0.000638
Open interest: -
Volume 24h: 12406338
Quote volume 24h: 203124790.227
Price change 24h %: 1.64

Quality

Capture latency ms: 4405
Order book timestamp: 2026-06-28 23:14:28.318000+02:00
Ticker timestamp: 2026-06-28 23:14:27.857000+02:00
Trades timestamp: 2026-06-28 23:14:27.753000+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: 1.81106
Best ask: 1.81653
Spread: 0.00547
Spread %: 0.301578
Mid price: 1.813795
Last price: 1.8135
Mark price: -
Index price: -

Order Book

Bid depth 5: 8425
Ask depth 5: 845
Bid depth 10: 95826
Ask depth 10: 1026
Bid depth 20: 99369
Ask depth 20: 95577
Imbalance 5: 0.817691
Imbalance 10: 0.978813
Imbalance 20: 0.019452
Top bid size: 1735
Top ask size: 12
Bid wall score: 0.01746
Ask wall score: 0.000126

Dynamics

Bid depth 5 delta: -31409
Ask depth 5 delta: -3
Imbalance 5 delta: -0.140619
Bid depth 10 delta: -278
Ask depth 10 delta: -1736
Imbalance 10 delta: 0.034687
Spread delta: 0.0011
Mid price delta: 0.00741
Wall shift score: -0.000152

Tape

Buy volume: 4052
Sell volume: 2148
Buy/sell delta: 1904
Buy/sell ratio: 1.886406
Avg trade size: 62
Large trade count: 5
Largest trade size: 1000

Candle

Return 1: 0.256515
Return 3: 1.124723
Volume 1: 28
Volume avg 5: 46
Momentum 5: 0.616404

Cross Exchange

Mid avg: 1.8195525
Mid median: 1.82285
Price deviation %: -0.316424
Spread %: 1.084882

Funding / OI / Volume

Funding rate: -0.00104929
Funding delta: 0.00001255
Funding abs: 0.00104929
Funding pressure: 0.00106185
Open interest: 123571
Volume 24h: 650550
Quote volume 24h: 650550
Price change 24h %: 1.246106

Quality

Capture latency ms: 5986
Order book timestamp: 2026-06-28 23:14:24.038000+02:00
Ticker timestamp: 2026-06-28 23:14:24.320000+02:00
Trades timestamp: 2026-06-28 23:14:14.829000+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

Price

Best bid: 1.82449
Best ask: 1.82776
Spread: 0.00327
Spread %: 0.179068
Mid price: 1.826125
Last price: 1.82445
Mark price: 1.82328
Index price: 1.82434

Order Book

Bid depth 5: 9
Ask depth 5: 8
Bid depth 10: 48
Ask depth 10: 45
Bid depth 20: 132
Ask depth 20: 128
Imbalance 5: 0.058824
Imbalance 10: 0.032258
Imbalance 20: 0.015385
Top bid size: 2
Top ask size: 1
Bid wall score: 0.015152
Ask wall score: 0.007812

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -2
Imbalance 5 delta: 0.111455
Bid depth 10 delta: 0
Ask depth 10 delta: -3
Imbalance 10 delta: 0.032258
Spread delta: 0.00003
Mid price delta: 0.003745
Wall shift score: -0.000353

Tape

Buy volume: 137
Sell volume: 85
Buy/sell delta: 52
Buy/sell ratio: 1.611765
Avg trade size: 2.22
Large trade count: 3
Largest trade size: 25

Candle

Return 1: 0.256624
Return 3: 0.429362
Volume 1: 3
Volume avg 5: 47.4
Momentum 5: 0.389574

Cross Exchange

Mid avg: 1.81861625
Mid median: 1.821165
Price deviation %: 0.412883
Spread %: 1.064821

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 26034800
Quote volume 24h: 42233885
Price change 24h %: 32.63

Quality

Capture latency ms: 10370
Order book timestamp: 2026-06-28 23:14:07+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:21.246000+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: 1.8257
Best ask: 1.8258
Spread: 0.0001
Spread %: 0.005477
Mid price: 1.82575
Last price: 1.8252
Mark price: -
Index price: -

Order Book

Bid depth 5: 463
Ask depth 5: 655
Bid depth 10: 2610
Ask depth 10: 2031
Bid depth 20: 10260
Ask depth 20: 6344
Imbalance 5: -0.171735
Imbalance 10: 0.124758
Imbalance 20: 0.235847
Top bid size: 13
Top ask size: 4
Bid wall score: 0.001267
Ask wall score: 0.000631

Dynamics

Bid depth 5 delta: -166
Ask depth 5 delta: -58
Imbalance 5 delta: -0.109142
Bid depth 10 delta: -63
Ask depth 10 delta: 369
Imbalance 10 delta: -0.10846
Spread delta: -0.0001
Mid price delta: 0.00005
Wall shift score: 0.002705

Tape

Buy volume: 2946
Sell volume: 2634
Buy/sell delta: 312
Buy/sell ratio: 1.118451
Avg trade size: 55.8
Large trade count: 8
Largest trade size: 913

Candle

Return 1: 0.2414
Return 3: -0.016417
Volume 1: 113450
Volume avg 5: 183641.4
Momentum 5: 0.274409

Cross Exchange

Mid avg: 1.81860375
Mid median: 1.821165
Price deviation %: 0.392953
Spread %: 1.062079

Funding / OI / Volume

Funding rate: 0.00063333
Funding delta: 0
Funding abs: 0.00063333
Funding pressure: 0.00063333
Open interest: 38366089
Volume 24h: 483944723
Quote volume 24h: 783251108.45104
Price change 24h %: 32.511

Quality

Capture latency ms: 6226
Order book timestamp: 2026-06-28 23:13:55.927000+02:00
Ticker timestamp: 2026-06-28 23:13:49.784000+02:00
Trades timestamp: 2026-06-28 23:13:57.406000+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: 1.8193
Best ask: 1.8206
Spread: 0.0013
Spread %: 0.071431
Mid price: 1.81995
Last price: 1.8208
Mark price: -
Index price: 1.8222

Order Book

Bid depth 5: 1846
Ask depth 5: 138
Bid depth 10: 4530
Ask depth 10: 261
Bid depth 20: 9411
Ask depth 20: 468
Imbalance 5: 0.860887
Imbalance 10: 0.891046
Imbalance 20: 0.905254
Top bid size: 1
Top ask size: 32
Bid wall score: 0.000106
Ask wall score: 0.068376

Dynamics

Bid depth 5 delta: 56
Ask depth 5 delta: 68
Imbalance 5 delta: -0.063844
Bid depth 10 delta: -651
Ask depth 10 delta: 7
Imbalance 10 delta: -0.015486
Spread delta: 0.0012
Mid price delta: -0.0027
Wall shift score: -0.07706

Tape

Buy volume: 632
Sell volume: 1056
Buy/sell delta: -424
Buy/sell ratio: 0.598485
Avg trade size: 16.88
Large trade count: 0
Largest trade size: 38

Candle

Return 1: 0.098945
Return 3: -0.10423
Volume 1: 3685
Volume avg 5: 5835.2
Momentum 5: 0.093443

Cross Exchange

Mid avg: 1.81927875
Mid median: 1.822515
Price deviation %: 0.036896
Spread %: 1.061684

Funding / OI / Volume

Funding rate: 0.000628
Funding delta: 0
Funding abs: 0.000628
Funding pressure: 0.000628
Open interest: -
Volume 24h: 12402133
Quote volume 24h: 203047916.6946
Price change 24h %: 1.4

Quality

Capture latency ms: 5171
Order book timestamp: 2026-06-28 23:13:49.291000+02:00
Ticker timestamp: 2026-06-28 23:13:48.975000+02:00
Trades timestamp: 2026-06-28 23:13:48.978000+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: 1.8042
Best ask: 1.80857
Spread: 0.00437
Spread %: 0.24192
Mid price: 1.806385
Last price: 1.80886
Mark price: -
Index price: -

Order Book

Bid depth 5: 39834
Ask depth 5: 848
Bid depth 10: 96104
Ask depth 10: 2762
Bid depth 20: 99795
Ask depth 20: 92935
Imbalance 5: 0.958311
Imbalance 10: 0.944126
Imbalance 20: 0.035594
Top bid size: 1758
Top ask size: 12
Bid wall score: 0.017616
Ask wall score: 0.000129

Dynamics

Bid depth 5 delta: 31353
Ask depth 5 delta: 0
Imbalance 5 delta: 0.140109
Bid depth 10 delta: -258
Ask depth 10 delta: 0
Imbalance 10 delta: -0.000145
Spread delta: 0.00094
Mid price delta: 0.00073
Wall shift score: 0.000045

Tape

Buy volume: 4024
Sell volume: 2152
Buy/sell delta: 1872
Buy/sell ratio: 1.869888
Avg trade size: 61.76
Large trade count: 5
Largest trade size: 1000

Candle

Return 1: 0.439213
Return 3: -0.046417
Volume 1: 8
Volume avg 5: 46.4
Momentum 5: 0.71155

Cross Exchange

Mid avg: 1.81909625
Mid median: 1.822515
Price deviation %: -0.698767
Spread %: 1.101921

Funding / OI / Volume

Funding rate: -0.00106185
Funding delta: 0.0000193
Funding abs: 0.00106185
Funding pressure: 0.00108115
Open interest: 123571
Volume 24h: 650522
Quote volume 24h: 650522
Price change 24h %: 0.987059

Quality

Capture latency ms: 5540
Order book timestamp: 2026-06-28 23:13:44.496000+02:00
Ticker timestamp: 2026-06-28 23:13:44.791000+02:00
Trades timestamp: 2026-06-28 23:13:17.371000+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: 1.82076
Best ask: 1.824
Spread: 0.00324
Spread %: 0.177789
Mid price: 1.82238
Last price: 1.82412
Mark price: 1.82284
Index price: 1.822783

Order Book

Bid depth 5: 9
Ask depth 5: 10
Bid depth 10: 48
Ask depth 10: 48
Bid depth 20: 130
Ask depth 20: 130
Imbalance 5: -0.052632
Imbalance 10: 0
Imbalance 20: 0
Top bid size: 2
Top ask size: 1
Bid wall score: 0.015385
Ask wall score: 0.007692

Dynamics

Bid depth 5 delta: -30
Ask depth 5 delta: 5
Imbalance 5 delta: -0.825359
Bid depth 10 delta: 1
Ask depth 10 delta: 36
Imbalance 10 delta: -0.59322
Spread delta: 0.00067
Mid price delta: 0.002015
Wall shift score: 0.017544

Tape

Buy volume: 136
Sell volume: 85
Buy/sell delta: 51
Buy/sell ratio: 1.6
Avg trade size: 2.21
Large trade count: 3
Largest trade size: 25

Candle

Return 1: 0.417277
Return 3: 0.106466
Volume 1: 90
Volume avg 5: 63.4
Momentum 5: 0.567862

Cross Exchange

Mid avg: 1.8185925
Mid median: 1.8215075
Price deviation %: 0.208265
Spread %: 1.102226

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 26027500
Quote volume 24h: 42220554
Price change 24h %: 32.61

Quality

Capture latency ms: 10442
Order book timestamp: 2026-06-28 23:13:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:21.206000+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: 1.8256
Best ask: 1.8258
Spread: 0.0002
Spread %: 0.010955
Mid price: 1.8257
Last price: 1.8299
Mark price: -
Index price: -

Order Book

Bid depth 5: 629
Ask depth 5: 713
Bid depth 10: 2673
Ask depth 10: 1662
Bid depth 20: 9841
Ask depth 20: 4319
Imbalance 5: -0.062593
Imbalance 10: 0.233218
Imbalance 20: 0.389972
Top bid size: 48
Top ask size: 30
Bid wall score: 0.004878
Ask wall score: 0.006946

Dynamics

Bid depth 5 delta: -22
Ask depth 5 delta: -420
Imbalance 5 delta: 0.207586
Bid depth 10 delta: -590
Ask depth 10 delta: -1402
Imbalance 10 delta: 0.201765
Spread delta: -0.0001
Mid price delta: 0.00215
Wall shift score: 0.01981

Tape

Buy volume: 3463
Sell volume: 3744
Buy/sell delta: -281
Buy/sell ratio: 0.924947
Avg trade size: 72.07
Large trade count: 7
Largest trade size: 1047

Candle

Return 1: 0.202996
Return 3: -0.054723
Volume 1: 60388
Volume avg 5: 173029
Momentum 5: 0.235991

Cross Exchange

Mid avg: 1.818055
Mid median: 1.8215075
Price deviation %: 0.420504
Spread %: 0.984294

Funding / OI / Volume

Funding rate: 0.00063333
Funding delta: 0.00000505
Funding abs: 0.00063333
Funding pressure: 0.00063838
Open interest: 38360449
Volume 24h: 483885907
Quote volume 24h: 783143595.40984
Price change 24h %: 32.852

Quality

Capture latency ms: 8686
Order book timestamp: 2026-06-28 23:13:17.404000+02:00
Ticker timestamp: 2026-06-28 23:13:08.384000+02:00
Trades timestamp: 2026-06-28 23:13:19.115000+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: 1.8226
Best ask: 1.8227
Spread: 0.0001
Spread %: 0.005487
Mid price: 1.82265
Last price: 1.8187
Mark price: -
Index price: 1.8215

Order Book

Bid depth 5: 1790
Ask depth 5: 70
Bid depth 10: 5181
Ask depth 10: 254
Bid depth 20: 5735
Ask depth 20: 495
Imbalance 5: 0.924731
Imbalance 10: 0.906532
Imbalance 20: 0.841091
Top bid size: 62
Top ask size: 1
Bid wall score: 0.010811
Ask wall score: 0.00202

Dynamics

Bid depth 5 delta: 1680
Ask depth 5 delta: -104
Imbalance 5 delta: 1.150083
Bid depth 10 delta: 4983
Ask depth 10 delta: -2
Imbalance 10 delta: 1.034285
Spread delta: -0.0006
Mid price delta: 0.0054
Wall shift score: 0.009261

Tape

Buy volume: 655
Sell volume: 1301
Buy/sell delta: -646
Buy/sell ratio: 0.503459
Avg trade size: 19.56
Large trade count: 2
Largest trade size: 241

Candle

Return 1: 0.324318
Return 3: 0.120687
Volume 1: 143
Volume avg 5: 5126.8
Momentum 5: 0.318804

Cross Exchange

Mid avg: 1.816705
Mid median: 1.8188075
Price deviation %: 0.327241
Spread %: 0.985025

Funding / OI / Volume

Funding rate: 0.000628
Funding delta: 0
Funding abs: 0.000628
Funding pressure: 0.000628
Open interest: -
Volume 24h: 12398894
Quote volume 24h: 202988771.0733
Price change 24h %: 1.28

Quality

Capture latency ms: 4488
Order book timestamp: 2026-06-28 23:13:09.137000+02:00
Ticker timestamp: 2026-06-28 23:13:06.809000+02:00
Trades timestamp: 2026-06-28 23:13:09.579000+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: 1.80394
Best ask: 1.80737
Spread: 0.00343
Spread %: 0.189959
Mid price: 1.805655
Last price: 1.80095
Mark price: -
Index price: -

Order Book

Bid depth 5: 8481
Ask depth 5: 848
Bid depth 10: 96362
Ask depth 10: 2762
Bid depth 20: 100053
Ask depth 20: 93080
Imbalance 5: 0.818201
Imbalance 10: 0.944272
Imbalance 20: 0.036105
Top bid size: 1758
Top ask size: 12
Bid wall score: 0.017571
Ask wall score: 0.000129

Dynamics

Bid depth 5 delta: -72
Ask depth 5 delta: 397
Imbalance 5 delta: -0.081621
Bid depth 10 delta: -144
Ask depth 10 delta: 22
Imbalance 10 delta: -0.000512
Spread delta: -0.00118
Mid price delta: 0.00312
Wall shift score: -0.0006

Tape

Buy volume: 4024
Sell volume: 2184
Buy/sell delta: 1840
Buy/sell ratio: 1.842491
Avg trade size: 62.08
Large trade count: 5
Largest trade size: 1000

Candle

Return 1: 0
Return 3: -0.483506
Volume 1: 0
Volume avg 5: 44.8
Momentum 5: 0.271146

Cross Exchange

Mid avg: 1.815925
Mid median: 1.8188075
Price deviation %: -0.565552
Spread %: 1.157261

Funding / OI / Volume

Funding rate: -0.00108115
Funding delta: 0.00001859
Funding abs: 0.00108115
Funding pressure: 0.00109974
Open interest: 123511
Volume 24h: 650514
Quote volume 24h: 650514
Price change 24h %: 0.54545

Quality

Capture latency ms: 6573
Order book timestamp: 2026-06-28 23:13:04.296000+02:00
Ticker timestamp: 2026-06-28 23:13:04.578000+02:00
Trades timestamp: 2026-06-28 23:12:32.354000+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: 16023
gate: 16024
htx: 15911
mexc: 16020

By Symbol

VELVET/USDT:USDT: 63978

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.