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: 64799
Total labels: 194397
Pending labels: 174914
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 05:35:20.343575+02:00
Recent trades snapshots: 64796
Micro candles: 1295800
Avg data quality: 75.9986110896773098
Latest latency: 5924 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 139 of 6480 · 64799 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 01:33:46.408895+02:00	gate	VELVET/USDT:USDT	1.85834	68	9672 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 01:33:36.626786+02:00	binance	VELVET/USDT:USDT	1.86215	80	8564 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 01:33:27.915039+02:00	mexc	VELVET/USDT:USDT	1.8576	68	5586 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 01:33:22.155962+02:00	htx	VELVET/USDT:USDT	1.84601	80	6090 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 01:33:03.825256+02:00	gate	VELVET/USDT:USDT	1.863215	68	10605 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 01:32:53.092970+02:00	binance	VELVET/USDT:USDT	1.85965	80	6742 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 01:32:46.189867+02:00	mexc	VELVET/USDT:USDT	1.8514	78	4648 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 01:32:41.411339+02:00	htx	VELVET/USDT:USDT	1.84482	80	5619 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 01:32:23.929843+02:00	gate	VELVET/USDT:USDT	1.854665	68	9776 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 01:32:13.973185+02:00	binance	VELVET/USDT:USDT	1.85495	80	7401 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.85737
Best ask: 1.85931
Spread: 0.00194
Spread %: 0.104394
Mid price: 1.85834
Last price: 1.85909
Mark price: 1.85793
Index price: 1.857905

Order Book

Bid depth 5: 10
Ask depth 5: 7
Bid depth 10: 51
Ask depth 10: 16
Bid depth 20: 138
Ask depth 20: 64
Imbalance 5: 0.176471
Imbalance 10: 0.522388
Imbalance 20: 0.366337
Top bid size: 1
Top ask size: 2
Bid wall score: 0.007246
Ask wall score: 0.03125

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -1
Imbalance 5 delta: 0.065359
Bid depth 10 delta: 30
Ask depth 10 delta: -29
Imbalance 10 delta: 0.886024
Spread delta: -0.00033
Mid price delta: -0.004875
Wall shift score: -0.030295

Tape

Buy volume: 224
Sell volume: 80
Buy/sell delta: 144
Buy/sell ratio: 2.8
Avg trade size: 3.04
Large trade count: 4
Largest trade size: 42

Candle

Return 1: -0.058059
Return 3: 0.939304
Volume 1: 50
Volume avg 5: 92.6
Momentum 5: 0.962875

Cross Exchange

Mid avg: 1.85724375
Mid median: 1.859875
Price deviation %: 0.059026
Spread %: 0.926373

Funding / OI / Volume

Funding rate: -0.000056
Funding delta: 0
Funding abs: 0.000056
Funding pressure: 0.000056
Open interest: -
Volume 24h: 23718800
Quote volume 24h: 38955801
Price change 24h %: 16.52

Quality

Capture latency ms: 9672
Order book timestamp: 2026-06-29 01:33:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:29.623000+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: 1.8621
Best ask: 1.8622
Spread: 0.0001
Spread %: 0.00537
Mid price: 1.86215
Last price: 1.8607
Mark price: -
Index price: -

Order Book

Bid depth 5: 910
Ask depth 5: 500
Bid depth 10: 2287
Ask depth 10: 1249
Bid depth 20: 7772
Ask depth 20: 6309
Imbalance 5: 0.29078
Imbalance 10: 0.293552
Imbalance 20: 0.103899
Top bid size: 83
Top ask size: 123
Bid wall score: 0.010679
Ask wall score: 0.019496

Dynamics

Bid depth 5 delta: 13
Ask depth 5 delta: 430
Imbalance 5 delta: -0.564442
Bid depth 10 delta: 377
Ask depth 10 delta: 299
Imbalance 10 delta: -0.042112
Spread delta: 0
Mid price delta: 0.0025
Wall shift score: -0.065709

Tape

Buy volume: 4633
Sell volume: 1458
Buy/sell delta: 3175
Buy/sell ratio: 3.177641
Avg trade size: 60.91
Large trade count: 9
Largest trade size: 1016

Candle

Return 1: -0.15011
Return 3: 1.003254
Volume 1: 75199
Volume avg 5: 104214
Momentum 5: 0.861042

Cross Exchange

Mid avg: 1.85661875
Mid median: 1.858625
Price deviation %: 0.297921
Spread %: 0.926685

Funding / OI / Volume

Funding rate: 0.00079745
Funding delta: 0
Funding abs: 0.00079745
Funding pressure: 0.00079745
Open interest: 38483201
Volume 24h: 445790573
Quote volume 24h: 732068030.95315
Price change 24h %: 15.036

Quality

Capture latency ms: 8564
Order book timestamp: 2026-06-29 01:33:34.486000+02:00
Ticker timestamp: 2026-06-29 01:33:28.070000+02:00
Trades timestamp: 2026-06-29 01:33:36.081000+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: 1.8568
Best ask: 1.8584
Spread: 0.0016
Spread %: 0.086133
Mid price: 1.8576
Last price: 1.8584
Mark price: -
Index price: 1.8573

Order Book

Bid depth 5: 44
Ask depth 5: 30
Bid depth 10: 160
Ask depth 10: 596
Bid depth 20: 6267
Ask depth 20: 991
Imbalance 5: 0.189189
Imbalance 10: -0.57672
Imbalance 20: 0.726922
Top bid size: 1
Top ask size: 7
Bid wall score: 0.00016
Ask wall score: 0.007064

Dynamics

Bid depth 5 delta: 9
Ask depth 5 delta: 8
Imbalance 5 delta: -0.038881
Bid depth 10 delta: -3493
Ask depth 10 delta: 540
Imbalance 10 delta: -1.546523
Spread delta: 0.0012
Mid price delta: 0.0062
Wall shift score: 0.011229

Tape

Buy volume: 583
Sell volume: 228
Buy/sell delta: 355
Buy/sell ratio: 2.557018
Avg trade size: 8.11
Large trade count: 7
Largest trade size: 100

Candle

Return 1: -0.407354
Return 3: 0.781038
Volume 1: 1025
Volume avg 5: 1842
Momentum 5: 0.611869

Cross Exchange

Mid avg: 1.85506875
Mid median: 1.855525
Price deviation %: 0.13645
Spread %: 0.927459

Funding / OI / Volume

Funding rate: 0.000797
Funding delta: 0
Funding abs: 0.000797
Funding pressure: 0.000797
Open interest: -
Volume 24h: 11865134
Quote volume 24h: 197421319.8228
Price change 24h %: 3.49

Quality

Capture latency ms: 5586
Order book timestamp: 2026-06-29 01:33:26.148000+02:00
Ticker timestamp: 2026-06-29 01:33:23.808000+02:00
Trades timestamp: 2026-06-29 01:33:24.117000+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: 1.843
Best ask: 1.84902
Spread: 0.00602
Spread %: 0.326109
Mid price: 1.84601
Last price: 1.84902
Mark price: -
Index price: -

Order Book

Bid depth 5: 31592
Ask depth 5: 472
Bid depth 10: 70411
Ask depth 10: 3020
Bid depth 20: 95308
Ask depth 20: 68835
Imbalance 5: 0.970559
Imbalance 10: 0.917746
Imbalance 20: 0.16128
Top bid size: 1937
Top ask size: 29
Bid wall score: 0.020324
Ask wall score: 0.000421

Dynamics

Bid depth 5 delta: 24519
Ask depth 5 delta: -2261
Imbalance 5 delta: 0.527973
Bid depth 10 delta: -127
Ask depth 10 delta: -75
Imbalance 10 delta: 0.001811
Spread delta: -0.00236
Mid price delta: 0.00119
Wall shift score: 0.000659

Tape

Buy volume: 2816
Sell volume: 8608
Buy/sell delta: -5792
Buy/sell ratio: 0.327138
Avg trade size: 114.24
Large trade count: 8
Largest trade size: 1994

Candle

Return 1: 0.001623
Return 3: 0.289094
Volume 1: 50
Volume avg 5: 46.8
Momentum 5: 1.056463

Cross Exchange

Mid avg: 1.85477125
Mid median: 1.855525
Price deviation %: -0.472363
Spread %: 0.991767

Funding / OI / Volume

Funding rate: -0.00120525
Funding delta: 0.00001163
Funding abs: 0.00120525
Funding pressure: 0.00121687
Open interest: 119860
Volume 24h: 594384
Quote volume 24h: 594384
Price change 24h %: 3.229156

Quality

Capture latency ms: 6090
Order book timestamp: 2026-06-29 01:33:20.396000+02:00
Ticker timestamp: 2026-06-29 01:33:20.955000+02:00
Trades timestamp: 2026-06-29 01:33:02.648000+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: 1.86208
Best ask: 1.86435
Spread: 0.00227
Spread %: 0.121832
Mid price: 1.863215
Last price: 1.85772
Mark price: 1.85859
Index price: 1.858553

Order Book

Bid depth 5: 10
Ask depth 5: 8
Bid depth 10: 21
Ask depth 10: 45
Bid depth 20: 73
Ask depth 20: 135
Imbalance 5: 0.111111
Imbalance 10: -0.363636
Imbalance 20: -0.298077
Top bid size: 1
Top ask size: 1
Bid wall score: 0.013699
Ask wall score: 0.007407

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -28
Imbalance 5 delta: 0.676329
Bid depth 10 delta: -28
Ask depth 10 delta: -1
Imbalance 10 delta: -0.395215
Spread delta: 0.0003
Mid price delta: 0.00855
Wall shift score: 0.015605

Tape

Buy volume: 197
Sell volume: 79
Buy/sell delta: 118
Buy/sell ratio: 2.493671
Avg trade size: 2.76
Large trade count: 4
Largest trade size: 42

Candle

Return 1: -0.131708
Return 3: 0.864919
Volume 1: 3
Volume avg 5: 83.2
Momentum 5: 0.888474

Cross Exchange

Mid avg: 1.85263375
Mid median: 1.8530325
Price deviation %: 0.571146
Spread %: 0.800482

Funding / OI / Volume

Funding rate: -0.000056
Funding delta: 0.000008
Funding abs: 0.000056
Funding pressure: 0.000064
Open interest: -
Volume 24h: 23715600
Quote volume 24h: 38949856
Price change 24h %: 15.28

Quality

Capture latency ms: 10605
Order book timestamp: 2026-06-29 01:33:02+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:29.582000+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: 1.8596
Best ask: 1.8597
Spread: 0.0001
Spread %: 0.005377
Mid price: 1.85965
Last price: 1.8581
Mark price: -
Index price: -

Order Book

Bid depth 5: 897
Ask depth 5: 70
Bid depth 10: 1910
Ask depth 10: 950
Bid depth 20: 7907
Ask depth 20: 4099
Imbalance 5: 0.855222
Imbalance 10: 0.335664
Imbalance 20: 0.317175
Top bid size: 500
Top ask size: 26
Bid wall score: 0.063235
Ask wall score: 0.006343

Dynamics

Bid depth 5 delta: 242
Ask depth 5 delta: -395
Imbalance 5 delta: 0.685579
Bid depth 10 delta: -132
Ask depth 10 delta: -799
Imbalance 10 delta: 0.258376
Spread delta: 0
Mid price delta: 0.0047
Wall shift score: 0.065246

Tape

Buy volume: 10724
Sell volume: 3245
Buy/sell delta: 7479
Buy/sell ratio: 3.304777
Avg trade size: 139.69
Large trade count: 2
Largest trade size: 7098

Candle

Return 1: 0.458963
Return 3: 0.856508
Volume 1: 86833
Volume avg 5: 97737.6
Momentum 5: 0.938585

Cross Exchange

Mid avg: 1.85145875
Mid median: 1.8530325
Price deviation %: 0.442421
Spread %: 0.547136

Funding / OI / Volume

Funding rate: 0.00079745
Funding delta: 0
Funding abs: 0.00079745
Funding pressure: 0.00079745
Open interest: 38478423
Volume 24h: 446241740
Quote volume 24h: 732773374.14225
Price change 24h %: 15.367

Quality

Capture latency ms: 6742
Order book timestamp: 2026-06-29 01:32:50.906000+02:00
Ticker timestamp: 2026-06-29 01:32:43.237000+02:00
Trades timestamp: 2026-06-29 01:32:52.358000+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: 1.8512
Best ask: 1.8516
Spread: 0.0004
Spread %: 0.021605
Mid price: 1.8514
Last price: 1.8516
Mark price: -
Index price: 1.8542

Order Book

Bid depth 5: 35
Ask depth 5: 22
Bid depth 10: 3653
Ask depth 10: 56
Bid depth 20: 4069
Ask depth 20: 204
Imbalance 5: 0.22807
Imbalance 10: 0.969803
Imbalance 20: 0.904517
Top bid size: 6
Top ask size: 4
Bid wall score: 0.001475
Ask wall score: 0.019608

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: -12
Imbalance 5 delta: 0.274224
Bid depth 10 delta: 1829
Ask depth 10 delta: 2
Imbalance 10 delta: 0.027311
Spread delta: -0.0006
Mid price delta: 0.0056
Wall shift score: 0.000054

Tape

Buy volume: 401
Sell volume: 348
Buy/sell delta: 53
Buy/sell ratio: 1.152299
Avg trade size: 7.49
Large trade count: 6
Largest trade size: 66

Candle

Return 1: 0.173123
Return 3: 0.635904
Volume 1: 1102
Volume avg 5: 1592.2
Momentum 5: 0.800261

Cross Exchange

Mid avg: 1.85005875
Mid median: 1.8502325
Price deviation %: 0.072498
Spread %: 0.54755

Funding / OI / Volume

Funding rate: 0.000797
Funding delta: 0
Funding abs: 0.000797
Funding pressure: 0.000797
Open interest: -
Volume 24h: 11863298
Quote volume 24h: 197387169.4929
Price change 24h %: 3.11

Quality

Capture latency ms: 4648
Order book timestamp: 2026-06-29 01:32:44.254000+02:00
Ticker timestamp: 2026-06-29 01:32:44.772000+02:00
Trades timestamp: 2026-06-29 01:32:44.564000+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: 1.84063
Best ask: 1.84901
Spread: 0.00838
Spread %: 0.454245
Mid price: 1.84482
Last price: 1.84899
Mark price: -
Index price: -

Order Book

Bid depth 5: 7073
Ask depth 5: 2733
Bid depth 10: 70538
Ask depth 10: 3095
Bid depth 20: 95353
Ask depth 20: 69232
Imbalance 5: 0.442586
Imbalance 10: 0.915934
Imbalance 20: 0.158708
Top bid size: 1941
Top ask size: 77
Bid wall score: 0.020356
Ask wall score: 0.001112

Dynamics

Bid depth 5 delta: 337
Ask depth 5 delta: 2166
Imbalance 5 delta: -0.402135
Bid depth 10 delta: 36892
Ask depth 10 delta: 1941
Imbalance 10 delta: -0.017744
Spread delta: -0.00417
Mid price delta: 0.002085
Wall shift score: 0.020127

Tape

Buy volume: 2766
Sell volume: 8730
Buy/sell delta: -5964
Buy/sell ratio: 0.316838
Avg trade size: 114.96
Large trade count: 8
Largest trade size: 1994

Candle

Return 1: 0.316849
Return 3: 1.031632
Volume 1: 54
Volume avg 5: 36.8
Momentum 5: 1.054823

Cross Exchange

Mid avg: 1.8495375
Mid median: 1.8502325
Price deviation %: -0.255064
Spread %: 0.660435

Funding / OI / Volume

Funding rate: -0.00121687
Funding delta: 0.00000947
Funding abs: 0.00121687
Funding pressure: 0.00122634
Open interest: 119860
Volume 24h: 594478
Quote volume 24h: 594478
Price change 24h %: 3.227481

Quality

Capture latency ms: 5619
Order book timestamp: 2026-06-29 01:32:39.338000+02:00
Ticker timestamp: 2026-06-29 01:32:39.857000+02:00
Trades timestamp: 2026-06-29 01:32:16.500000+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: 1.85368
Best ask: 1.85565
Spread: 0.00197
Spread %: 0.106219
Mid price: 1.854665
Last price: 1.85273
Mark price: 1.85064
Index price: 1.850655

Order Book

Bid depth 5: 10
Ask depth 5: 36
Bid depth 10: 49
Ask depth 10: 46
Bid depth 20: 136
Ask depth 20: 60
Imbalance 5: -0.565217
Imbalance 10: 0.031579
Imbalance 20: 0.387755
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007353
Ask wall score: 0.016667

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 28
Imbalance 5 delta: -0.676329
Bid depth 10 delta: 28
Ask depth 10 delta: -1
Imbalance 10 delta: 0.413932
Spread delta: -0.00039
Mid price delta: 0.005085
Wall shift score: -0.007525

Tape

Buy volume: 128
Sell volume: 84
Buy/sell delta: 44
Buy/sell ratio: 1.52381
Avg trade size: 2.12
Large trade count: 2
Largest trade size: 42

Candle

Return 1: 0.25027
Return 3: 0.781416
Volume 1: 20
Volume avg 5: 62.4
Momentum 5: 0.889967

Cross Exchange

Mid avg: 1.84826625
Mid median: 1.84769
Price deviation %: 0.346203
Spread %: 0.66089

Funding / OI / Volume

Funding rate: -0.000064
Funding delta: 0.000003
Funding abs: 0.000064
Funding pressure: 0.000067
Open interest: -
Volume 24h: 23703700
Quote volume 24h: 38927770
Price change 24h %: 14.97

Quality

Capture latency ms: 9776
Order book timestamp: 2026-06-29 01:32:22+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:29.538000+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: 1.8549
Best ask: 1.855
Spread: 0.0001
Spread %: 0.005391
Mid price: 1.85495
Last price: 1.8518
Mark price: -
Index price: -

Order Book

Bid depth 5: 655
Ask depth 5: 465
Bid depth 10: 2042
Ask depth 10: 1749
Bid depth 20: 5574
Ask depth 20: 6660
Imbalance 5: 0.169643
Imbalance 10: 0.077288
Imbalance 20: -0.088769
Top bid size: 7
Top ask size: 64
Bid wall score: 0.001256
Ask wall score: 0.00961

Dynamics

Bid depth 5 delta: 218
Ask depth 5 delta: 9
Imbalance 5 delta: 0.190919
Bid depth 10 delta: 547
Ask depth 10 delta: 265
Imbalance 10 delta: 0.073596
Spread delta: 0
Mid price delta: 0.0029
Wall shift score: -0.022896

Tape

Buy volume: 3056
Sell volume: 3671
Buy/sell delta: -615
Buy/sell ratio: 0.832471
Avg trade size: 67.27
Large trade count: 6
Largest trade size: 509

Candle

Return 1: 0.156587
Return 3: 0.552935
Volume 1: 27704
Volume avg 5: 85911.8
Momentum 5: 0.634766

Cross Exchange

Mid avg: 1.84754125
Mid median: 1.84769
Price deviation %: 0.401006
Spread %: 0.504184

Funding / OI / Volume

Funding rate: 0.00079745
Funding delta: 0.00000042
Funding abs: 0.00079745
Funding pressure: 0.00079787
Open interest: 38476477
Volume 24h: 446172931
Quote volume 24h: 732645667.18425
Price change 24h %: 14.976

Quality

Capture latency ms: 7401
Order book timestamp: 2026-06-29 01:32:11.789000+02:00
Ticker timestamp: 2026-06-29 01:32:03.150000+02:00
Trades timestamp: 2026-06-29 01:32:13.300000+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: 16229
gate: 16229
htx: 16115
mexc: 16226

By Symbol

VELVET/USDT:USDT: 64799

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.