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: 64405
Total labels: 193215
Pending labels: 173732
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 04:26:58.154080+02:00
Recent trades snapshots: 64402
Micro candles: 1287940
Avg data quality: 75.9970809719742256
Latest latency: 9762 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 138 of 6441 · 64405 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 00:28:19.504194+02:00	gate	VELVET/USDT:USDT	1.85368	68	10314 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 00:28:09.032475+02:00	binance	VELVET/USDT:USDT	1.85555	80	7212 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 00:28:01.667968+02:00	mexc	VELVET/USDT:USDT	1.85955	68	5395 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 00:27:56.201530+02:00	htx	VELVET/USDT:USDT	1.851545	80	5878 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 00:27:38.756968+02:00	gate	VELVET/USDT:USDT	1.85143	68	9589 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 00:27:29.034777+02:00	binance	VELVET/USDT:USDT	1.85895	80	7509 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 00:27:21.408118+02:00	mexc	VELVET/USDT:USDT	1.85895	68	5116 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 00:27:16.106619+02:00	htx	VELVET/USDT:USDT	1.860095	80	5638 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 00:26:57.728867+02:00	gate	VELVET/USDT:USDT	1.86242	68	10482 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 00:26:47.077635+02:00	binance	VELVET/USDT:USDT	1.86675	80	6611 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.85233
Best ask: 1.85503
Spread: 0.0027
Spread %: 0.145656
Mid price: 1.85368
Last price: 1.85507
Mark price: 1.85575
Index price: 1.855873

Order Book

Bid depth 5: 10
Ask depth 5: 38
Bid depth 10: 49
Ask depth 10: 51
Bid depth 20: 136
Ask depth 20: 134
Imbalance 5: -0.583333
Imbalance 10: -0.02
Imbalance 20: 0.007407
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007353
Ask wall score: 0.007463

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -2
Imbalance 5 delta: 0.083333
Bid depth 10 delta: 2
Ask depth 10 delta: 0
Imbalance 10 delta: 0.020816
Spread delta: 0.00042
Mid price delta: 0.00225
Wall shift score: 0.006713

Tape

Buy volume: 126
Sell volume: 84
Buy/sell delta: 42
Buy/sell ratio: 1.5
Avg trade size: 2.1
Large trade count: 5
Largest trade size: 18

Candle

Return 1: -0.108772
Return 3: -0.789907
Volume 1: 11
Volume avg 5: 130.6
Momentum 5: -0.156622

Cross Exchange

Mid avg: 1.85451875
Mid median: 1.8535475
Price deviation %: -0.045227
Spread %: 0.437849

Funding / OI / Volume

Funding rate: -0.000163
Funding delta: 0.000006
Funding abs: 0.000163
Funding pressure: 0.000169
Open interest: -
Volume 24h: 26142200
Quote volume 24h: 42686472
Price change 24h %: 31.35

Quality

Capture latency ms: 10314
Order book timestamp: 2026-06-29 00:28:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:25.697000+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: 1.8555
Best ask: 1.8556
Spread: 0.0001
Spread %: 0.005389
Mid price: 1.85555
Last price: 1.8615
Mark price: -
Index price: -

Order Book

Bid depth 5: 146
Ask depth 5: 430
Bid depth 10: 971
Ask depth 10: 1595
Bid depth 20: 5529
Ask depth 20: 4311
Imbalance 5: -0.493056
Imbalance 10: -0.24318
Imbalance 20: 0.12378
Top bid size: 15
Top ask size: 54
Bid wall score: 0.002713
Ask wall score: 0.012526

Dynamics

Bid depth 5 delta: -414
Ask depth 5 delta: 76
Imbalance 5 delta: -0.718438
Bid depth 10 delta: -938
Ask depth 10 delta: -574
Imbalance 10 delta: -0.179423
Spread delta: -0.0002
Mid price delta: -0.0034
Wall shift score: -0.030283

Tape

Buy volume: 2972
Sell volume: 4420
Buy/sell delta: -1448
Buy/sell ratio: 0.672398
Avg trade size: 73.92
Large trade count: 5
Largest trade size: 1362

Candle

Return 1: -0.279495
Return 3: -1.150834
Volume 1: 14540
Volume avg 5: 218411.4
Momentum 5: -0.642639

Cross Exchange

Mid avg: 1.85536875
Mid median: 1.8552475
Price deviation %: 0.009769
Spread %: 0.437649

Funding / OI / Volume

Funding rate: 0.00076305
Funding delta: 0
Funding abs: 0.00076305
Funding pressure: 0.00076305
Open interest: 38376673
Volume 24h: 478156443
Quote volume 24h: 779727029.55034
Price change 24h %: 32.162

Quality

Capture latency ms: 7212
Order book timestamp: 2026-06-29 00:28:06.850000+02:00
Ticker timestamp: 2026-06-29 00:27:58.841000+02:00
Trades timestamp: 2026-06-29 00:28:08.448000+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: 1.8585
Best ask: 1.8606
Spread: 0.0021
Spread %: 0.112931
Mid price: 1.85955
Last price: 1.8592
Mark price: -
Index price: 1.858

Order Book

Bid depth 5: 135
Ask depth 5: 190
Bid depth 10: 251
Ask depth 10: 425
Bid depth 20: 471
Ask depth 20: 940
Imbalance 5: -0.169231
Imbalance 10: -0.257396
Imbalance 20: -0.332388
Top bid size: 31
Top ask size: 27
Bid wall score: 0.065817
Ask wall score: 0.028723

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: 58
Imbalance 5 delta: -0.202198
Bid depth 10 delta: 40
Ask depth 10 delta: 184
Imbalance 10 delta: -0.191025
Spread delta: 0.0014
Mid price delta: 0.0006
Wall shift score: 0.054347

Tape

Buy volume: 1423
Sell volume: 351
Buy/sell delta: 1072
Buy/sell ratio: 4.054131
Avg trade size: 17.74
Large trade count: 4
Largest trade size: 110

Candle

Return 1: 0.069934
Return 3: -0.725798
Volume 1: 7
Volume avg 5: 7530
Momentum 5: 0.166927

Cross Exchange

Mid avg: 1.85521875
Mid median: 1.8552475
Price deviation %: 0.233463
Spread %: 0.405343

Funding / OI / Volume

Funding rate: 0.000762
Funding delta: 0
Funding abs: 0.000762
Funding pressure: 0.000762
Open interest: -
Volume 24h: 12168465
Quote volume 24h: 201046179.9927
Price change 24h %: 3.54

Quality

Capture latency ms: 5395
Order book timestamp: 2026-06-29 00:27:59.981000+02:00
Ticker timestamp: 2026-06-29 00:27:57.833000+02:00
Trades timestamp: 2026-06-29 00:28:00.214000+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: 1.84441
Best ask: 1.85868
Spread: 0.01427
Spread %: 0.770708
Mid price: 1.851545
Last price: 1.8565
Mark price: -
Index price: -

Order Book

Bid depth 5: 26879
Ask depth 5: 464
Bid depth 10: 68573
Ask depth 10: 26971
Bid depth 20: 93035
Ask depth 20: 79281
Imbalance 5: 0.966061
Imbalance 10: 0.435422
Imbalance 20: 0.079818
Top bid size: 340
Top ask size: 235
Bid wall score: 0.003655
Ask wall score: 0.002964

Dynamics

Bid depth 5 delta: 20685
Ask depth 5 delta: -1192
Imbalance 5 delta: 0.387972
Bid depth 10 delta: 37114
Ask depth 10 delta: 24187
Imbalance 10 delta: -0.401975
Spread delta: -0.00354
Mid price delta: -0.00855
Wall shift score: -0.014045

Tape

Buy volume: 7978
Sell volume: 4684
Buy/sell delta: 3294
Buy/sell ratio: 1.703245
Avg trade size: 126.62
Large trade count: 7
Largest trade size: 3492

Candle

Return 1: 0.116348
Return 3: -0.612795
Volume 1: 12
Volume avg 5: 193.6
Momentum 5: 0.366656

Cross Exchange

Mid avg: 1.85735625
Mid median: 1.85895
Price deviation %: -0.312878
Spread %: 0.466523

Funding / OI / Volume

Funding rate: -0.0006425
Funding delta: 0.00000862
Funding abs: 0.0006425
Funding pressure: 0.00065112
Open interest: 121784
Volume 24h: 638166
Quote volume 24h: 638166
Price change 24h %: 3.646758

Quality

Capture latency ms: 5878
Order book timestamp: 2026-06-29 00:27:54.838000+02:00
Ticker timestamp: 2026-06-29 00:27:55.151000+02:00
Trades timestamp: 2026-06-29 00:26:32.552000+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: 1.85029
Best ask: 1.85257
Spread: 0.00228
Spread %: 0.123148
Mid price: 1.85143
Last price: 1.85159
Mark price: 1.8529
Index price: 1.853843

Order Book

Bid depth 5: 8
Ask depth 5: 40
Bid depth 10: 47
Ask depth 10: 51
Bid depth 20: 134
Ask depth 20: 140
Imbalance 5: -0.666667
Imbalance 10: -0.040816
Imbalance 20: -0.021898
Top bid size: 1
Top ask size: 2
Bid wall score: 0.007463
Ask wall score: 0.014286

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 2
Imbalance 5 delta: -0.014493
Bid depth 10 delta: 0
Ask depth 10 delta: 2
Imbalance 10 delta: -0.019983
Spread delta: -0.00088
Mid price delta: -0.01099
Wall shift score: -0.007802

Tape

Buy volume: 129
Sell volume: 74
Buy/sell delta: 55
Buy/sell ratio: 1.743243
Avg trade size: 2.03
Large trade count: 5
Largest trade size: 18

Candle

Return 1: -0.583103
Return 3: -0.959599
Volume 1: 42
Volume avg 5: 133
Momentum 5: -0.475159

Cross Exchange

Mid avg: 1.86010375
Mid median: 1.8595225
Price deviation %: -0.466305
Spread %: 0.186549

Funding / OI / Volume

Funding rate: -0.000169
Funding delta: 0.000005
Funding abs: 0.000169
Funding pressure: 0.000174
Open interest: -
Volume 24h: 26141000
Quote volume 24h: 42684247
Price change 24h %: 31.38

Quality

Capture latency ms: 9589
Order book timestamp: 2026-06-29 00:27:37+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:25.656000+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: 1.8588
Best ask: 1.8591
Spread: 0.0003
Spread %: 0.016138
Mid price: 1.85895
Last price: 1.8649
Mark price: -
Index price: -

Order Book

Bid depth 5: 560
Ask depth 5: 354
Bid depth 10: 1909
Ask depth 10: 2169
Bid depth 20: 4929
Ask depth 20: 4218
Imbalance 5: 0.225383
Imbalance 10: -0.063757
Imbalance 20: 0.07773
Top bid size: 164
Top ask size: 54
Bid wall score: 0.033272
Ask wall score: 0.012802

Dynamics

Bid depth 5 delta: 421
Ask depth 5 delta: -182
Imbalance 5 delta: 0.813531
Bid depth 10 delta: 1123
Ask depth 10 delta: 492
Imbalance 10 delta: 0.297997
Spread delta: 0
Mid price delta: -0.0078
Wall shift score: 0.032671

Tape

Buy volume: 4078
Sell volume: 707
Buy/sell delta: 3371
Buy/sell ratio: 5.768034
Avg trade size: 47.85
Large trade count: 7
Largest trade size: 920

Candle

Return 1: -0.599091
Return 3: -0.858942
Volume 1: 61469
Volume avg 5: 215963.8
Momentum 5: -0.332529

Cross Exchange

Mid avg: 1.86205375
Mid median: 1.8612575
Price deviation %: -0.166684
Spread %: 0.418892

Funding / OI / Volume

Funding rate: 0.00076305
Funding delta: 0.00000035
Funding abs: 0.00076305
Funding pressure: 0.0007634
Open interest: 38384615
Volume 24h: 478045012
Quote volume 24h: 779520054.07684
Price change 24h %: 32.403

Quality

Capture latency ms: 7509
Order book timestamp: 2026-06-29 00:27:26.874000+02:00
Ticker timestamp: 2026-06-29 00:27:16.270000+02:00
Trades timestamp: 2026-06-29 00:27:28.367000+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: 1.8586
Best ask: 1.8593
Spread: 0.0007
Spread %: 0.037656
Mid price: 1.85895
Last price: 1.8607
Mark price: -
Index price: 1.8631

Order Book

Bid depth 5: 141
Ask depth 5: 132
Bid depth 10: 211
Ask depth 10: 241
Bid depth 20: 437
Ask depth 20: 660
Imbalance 5: 0.032967
Imbalance 10: -0.066372
Imbalance 20: -0.203282
Top bid size: 11
Top ask size: 28
Bid wall score: 0.025172
Ask wall score: 0.042424

Dynamics

Bid depth 5 delta: -3323
Ask depth 5 delta: 29
Imbalance 5 delta: -0.909281
Bid depth 10 delta: -7984
Ask depth 10 delta: 13
Imbalance 10 delta: -1.012234
Spread delta: -0.0005
Mid price delta: -0.00135
Wall shift score: 0.003653

Tape

Buy volume: 1007
Sell volume: 543
Buy/sell delta: 464
Buy/sell ratio: 1.854512
Avg trade size: 15.5
Large trade count: 6
Largest trade size: 82

Candle

Return 1: -0.375074
Return 3: -0.449751
Volume 1: 1674
Volume avg 5: 6875
Momentum 5: -0.048382

Cross Exchange

Mid avg: 1.86239125
Mid median: 1.86136
Price deviation %: -0.184776
Spread %: 0.357336

Funding / OI / Volume

Funding rate: 0.000762
Funding delta: 0.000009
Funding abs: 0.000762
Funding pressure: 0.000771
Open interest: -
Volume 24h: 12163646
Quote volume 24h: 200956862.4492
Price change 24h %: 3.62

Quality

Capture latency ms: 5116
Order book timestamp: 2026-06-29 00:27:19.796000+02:00
Ticker timestamp: 2026-06-29 00:27:18.738000+02:00
Trades timestamp: 2026-06-29 00:27:19.370000+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: 1.85119
Best ask: 1.869
Spread: 0.01781
Spread %: 0.957478
Mid price: 1.860095
Last price: 1.8565
Mark price: -
Index price: -

Order Book

Bid depth 5: 6194
Ask depth 5: 1656
Bid depth 10: 31459
Ask depth 10: 2784
Bid depth 20: 80830
Ask depth 20: 69479
Imbalance 5: 0.578089
Imbalance 10: 0.837397
Imbalance 20: 0.075518
Top bid size: 1461
Top ask size: 232
Bid wall score: 0.018075
Ask wall score: 0.003339

Dynamics

Bid depth 5 delta: -242
Ask depth 5 delta: 557
Imbalance 5 delta: -0.130205
Bid depth 10 delta: -674
Ask depth 10 delta: 382
Imbalance 10 delta: -0.023497
Spread delta: 0.00038
Mid price delta: 0.00132
Wall shift score: -0.001994

Tape

Buy volume: 7978
Sell volume: 4684
Buy/sell delta: 3294
Buy/sell ratio: 1.703245
Avg trade size: 126.62
Large trade count: 7
Largest trade size: 3492

Candle

Return 1: 0
Return 3: -0.728296
Volume 1: 0
Volume avg 5: 191.2
Momentum 5: 0.250018

Cross Exchange

Mid avg: 1.86206125
Mid median: 1.86136
Price deviation %: -0.105595
Spread %: 0.428289

Funding / OI / Volume

Funding rate: -0.00065112
Funding delta: 0.0000105
Funding abs: 0.00065112
Funding pressure: 0.00066163
Open interest: 122004
Volume 24h: 638166
Quote volume 24h: 638166
Price change 24h %: 3.646758

Quality

Capture latency ms: 5638
Order book timestamp: 2026-06-29 00:27:14.138000+02:00
Ticker timestamp: 2026-06-29 00:27:14.523000+02:00
Trades timestamp: 2026-06-29 00:26:32.552000+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: 1.86084
Best ask: 1.864
Spread: 0.00316
Spread %: 0.169672
Mid price: 1.86242
Last price: 1.86213
Mark price: 1.8642
Index price: 1.864875

Order Book

Bid depth 5: 8
Ask depth 5: 38
Bid depth 10: 47
Ask depth 10: 49
Bid depth 20: 69
Ask depth 20: 74
Imbalance 5: -0.652174
Imbalance 10: -0.020833
Imbalance 20: -0.034965
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014493
Ask wall score: 0.013514

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 24
Imbalance 5 delta: -0.575251
Bid depth 10 delta: -4
Ask depth 10 delta: 24
Imbalance 10 delta: -0.362939
Spread delta: -0.00008
Mid price delta: -0.00678
Wall shift score: 0.035156

Tape

Buy volume: 157
Sell volume: 73
Buy/sell delta: 84
Buy/sell ratio: 2.150685
Avg trade size: 2.3
Large trade count: 7
Largest trade size: 18

Candle

Return 1: -0.395221
Return 3: 0.240584
Volume 1: 41
Volume avg 5: 132.8
Momentum 5: 0.305367

Cross Exchange

Mid avg: 1.86375625
Mid median: 1.863525
Price deviation %: -0.071697
Spread %: 0.559354

Funding / OI / Volume

Funding rate: -0.000174
Funding delta: 0
Funding abs: 0.000174
Funding pressure: 0.000174
Open interest: -
Volume 24h: 26136700
Quote volume 24h: 42676262
Price change 24h %: 32.12

Quality

Capture latency ms: 10482
Order book timestamp: 2026-06-29 00:26:56+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:25.616000+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: 1.8666
Best ask: 1.8669
Spread: 0.0003
Spread %: 0.016071
Mid price: 1.86675
Last price: 1.8672
Mark price: -
Index price: -

Order Book

Bid depth 5: 139
Ask depth 5: 536
Bid depth 10: 786
Ask depth 10: 1677
Bid depth 20: 5129
Ask depth 20: 4694
Imbalance 5: -0.588148
Imbalance 10: -0.361754
Imbalance 20: 0.044284
Top bid size: 15
Top ask size: 71
Bid wall score: 0.002925
Ask wall score: 0.015126

Dynamics

Bid depth 5 delta: -352
Ask depth 5 delta: 77
Imbalance 5 delta: -0.621832
Bid depth 10 delta: -465
Ask depth 10 delta: 802
Imbalance 10 delta: -0.538612
Spread delta: -0.0001
Mid price delta: 0.00035
Wall shift score: -0.026211

Tape

Buy volume: 1922
Sell volume: 1913
Buy/sell delta: 9
Buy/sell ratio: 1.004705
Avg trade size: 38.35
Large trade count: 10
Largest trade size: 261

Candle

Return 1: -0.543449
Return 3: -0.032132
Volume 1: 192453
Volume avg 5: 223579.8
Momentum 5: -0.117716

Cross Exchange

Mid avg: 1.86366875
Mid median: 1.86335
Price deviation %: 0.165332
Spread %: 0.559381

Funding / OI / Volume

Funding rate: 0.0007627
Funding delta: 0
Funding abs: 0.0007627
Funding pressure: 0.0007627
Open interest: 38388349
Volume 24h: 478159545
Quote volume 24h: 779651829.72544
Price change 24h %: 31.29

Quality

Capture latency ms: 6611
Order book timestamp: 2026-06-29 00:26:44.904000+02:00
Ticker timestamp: 2026-06-29 00:26:40.633000+02:00
Trades timestamp: 2026-06-29 00:26:46.440000+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: 16130
gate: 16131
htx: 16017
mexc: 16127

By Symbol

VELVET/USDT:USDT: 64405

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.