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: 65342
Total labels: 196026
Pending labels: 176543
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 07:09:26.877176+02:00
Recent trades snapshots: 65339
Micro candles: 1306660
Avg data quality: 75.9951639068286860
Latest latency: 10830 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 140 of 6535 · 65342 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 03:07:39.833389+02:00	binance	VELVET/USDT:USDT	1.8265	80	6756 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 03:07:32.959972+02:00	mexc	VELVET/USDT:USDT	1.82415	78	4484 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 03:07:28.404949+02:00	htx	VELVET/USDT:USDT	1.81109	80	6280 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 03:07:11.514397+02:00	gate	VELVET/USDT:USDT	1.828065	68	10330 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 03:07:01.020017+02:00	binance	VELVET/USDT:USDT	1.8382	80	6601 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 03:06:54.308066+02:00	mexc	VELVET/USDT:USDT	1.83115	78	4465 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 03:06:49.658157+02:00	htx	VELVET/USDT:USDT	1.81873	80	5768 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 03:06:32.625138+02:00	gate	VELVET/USDT:USDT	1.828525	68	10368 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 03:06:22.140957+02:00	binance	VELVET/USDT:USDT	1.83805	80	7189 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 03:06:14.833245+02:00	mexc	VELVET/USDT:USDT	1.83755	68	5040 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.8264
Best ask: 1.8266
Spread: 0.0002
Spread %: 0.01095
Mid price: 1.8265
Last price: 1.8295
Mark price: -
Index price: -

Order Book

Bid depth 5: 72
Ask depth 5: 467
Bid depth 10: 1606
Ask depth 10: 1198
Bid depth 20: 7715
Ask depth 20: 3670
Imbalance 5: -0.732839
Imbalance 10: 0.145506
Imbalance 20: 0.355292
Top bid size: 3
Top ask size: 55
Bid wall score: 0.000389
Ask wall score: 0.014986

Dynamics

Bid depth 5 delta: -339
Ask depth 5 delta: 202
Imbalance 5 delta: -0.948815
Bid depth 10 delta: 690
Ask depth 10 delta: -290
Imbalance 10 delta: 0.383443
Spread delta: 0
Mid price delta: -0.0117
Wall shift score: -0.023794

Tape

Buy volume: 3145
Sell volume: 1725
Buy/sell delta: 1420
Buy/sell ratio: 1.823188
Avg trade size: 48.7
Large trade count: 9
Largest trade size: 410

Candle

Return 1: -0.419824
Return 3: -2.027679
Volume 1: 111268
Volume avg 5: 233659
Momentum 5: -0.932957

Cross Exchange

Mid avg: 1.82537625
Mid median: 1.8261075
Price deviation %: 0.061563
Spread %: 1.485173

Funding / OI / Volume

Funding rate: 0.00080749
Funding delta: 0
Funding abs: 0.00080749
Funding pressure: 0.00080749
Open interest: 38506441
Volume 24h: 415246557
Quote volume 24h: 698085419.1024
Price change 24h %: 22.563

Quality

Capture latency ms: 6756
Order book timestamp: 2026-06-29 03:07:37.245000+02:00
Ticker timestamp: 2026-06-29 03:07:29.331000+02:00
Trades timestamp: 2026-06-29 03:07:38.955000+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: 1.824
Best ask: 1.8243
Spread: 0.0003
Spread %: 0.016446
Mid price: 1.82415
Last price: 1.8244
Mark price: -
Index price: 1.8278

Order Book

Bid depth 5: 397
Ask depth 5: 63
Bid depth 10: 4948
Ask depth 10: 125
Bid depth 20: 6860
Ask depth 20: 532
Imbalance 5: 0.726087
Imbalance 10: 0.950719
Imbalance 20: 0.856061
Top bid size: 386
Top ask size: 11
Bid wall score: 0.056268
Ask wall score: 0.020677

Dynamics

Bid depth 5 delta: 351
Ask depth 5 delta: -17
Imbalance 5 delta: 0.995928
Bid depth 10 delta: 4839
Ask depth 10 delta: -38
Imbalance 10 delta: 1.149249
Spread delta: 0
Mid price delta: -0.007
Wall shift score: 0.072037

Tape

Buy volume: 99
Sell volume: 1197
Buy/sell delta: -1098
Buy/sell ratio: 0.082707
Avg trade size: 12.96
Large trade count: 7
Largest trade size: 104

Candle

Return 1: -0.393185
Return 3: -1.90384
Volume 1: 1542
Volume avg 5: 2122.4
Momentum 5: -0.772495

Cross Exchange

Mid avg: 1.82712625
Mid median: 1.8296075
Price deviation %: -0.162892
Spread %: 1.483751

Funding / OI / Volume

Funding rate: 0.000807
Funding delta: 0
Funding abs: 0.000807
Funding pressure: 0.000807
Open interest: -
Volume 24h: 10710728
Quote volume 24h: 181164104.2992
Price change 24h %: 1.6

Quality

Capture latency ms: 4484
Order book timestamp: 2026-06-29 03:07:31.311000+02:00
Ticker timestamp: 2026-06-29 03:07:30.849000+02:00
Trades timestamp: 2026-06-29 03:07:31.806000+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: 1.80848
Best ask: 1.8137
Spread: 0.00522
Spread %: 0.288224
Mid price: 1.81109
Last price: 1.8137
Mark price: -
Index price: -

Order Book

Bid depth 5: 4912
Ask depth 5: 2984
Bid depth 10: 7399
Ask depth 10: 6792
Bid depth 20: 7899
Ask depth 20: 12215
Imbalance 5: 0.244174
Imbalance 10: 0.042774
Imbalance 20: -0.214577
Top bid size: 1197
Top ask size: 1632
Bid wall score: 0.151538
Ask wall score: 0.133606

Dynamics

Bid depth 5 delta: 1167
Ask depth 5 delta: 2656
Imbalance 5 delta: -0.594765
Bid depth 10 delta: 1097
Ask depth 10 delta: 2729
Imbalance 10 delta: -0.173242
Spread delta: -0.03444
Mid price delta: -0.00764
Wall shift score: -0.005974

Tape

Buy volume: 8864
Sell volume: 3268
Buy/sell delta: 5596
Buy/sell ratio: 2.712362
Avg trade size: 121.32
Large trade count: 6
Largest trade size: 3034

Candle

Return 1: -0.164585
Return 3: -0.446255
Volume 1: 136
Volume avg 5: 156
Momentum 5: -0.675235

Cross Exchange

Mid avg: 1.82903625
Mid median: 1.8296075
Price deviation %: -0.981186
Spread %: 1.064495

Funding / OI / Volume

Funding rate: -0.00115844
Funding delta: -0.00004289
Funding abs: 0.00115844
Funding pressure: 0.00120134
Open interest: 114744
Volume 24h: 587902
Quote volume 24h: 587902
Price change 24h %: 1.257272

Quality

Capture latency ms: 6280
Order book timestamp: 2026-06-29 03:07:26.396000+02:00
Ticker timestamp: 2026-06-29 03:07:26.853000+02:00
Trades timestamp: 2026-06-29 03:07:24.330000+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: 1.82719
Best ask: 1.82894
Spread: 0.00175
Spread %: 0.09573
Mid price: 1.828065
Last price: 1.82876
Mark price: 1.82896
Index price: 1.828898

Order Book

Bid depth 5: 6
Ask depth 5: 7
Bid depth 10: 43
Ask depth 10: 45
Bid depth 20: 144
Ask depth 20: 63
Imbalance 5: -0.076923
Imbalance 10: -0.022727
Imbalance 20: 0.391304
Top bid size: 1
Top ask size: 1
Bid wall score: 0.006944
Ask wall score: 0.015873

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -2
Imbalance 5 delta: 0.048077
Bid depth 10 delta: -1
Ask depth 10 delta: -1
Imbalance 10 delta: -0.000505
Spread delta: -0.0013
Mid price delta: -0.00046
Wall shift score: -0.000441

Tape

Buy volume: 97
Sell volume: 86
Buy/sell delta: 11
Buy/sell ratio: 1.127907
Avg trade size: 1.83
Large trade count: 4
Largest trade size: 17

Candle

Return 1: -0.126701
Return 3: -1.62721
Volume 1: 4
Volume avg 5: 107.2
Momentum 5: -0.650285

Cross Exchange

Mid avg: 1.82915125
Mid median: 1.8298375
Price deviation %: -0.059385
Spread %: 1.064428

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 21168000
Quote volume 24h: 35906550
Price change 24h %: 22.12

Quality

Capture latency ms: 10330
Order book timestamp: 2026-06-29 03:07:10+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:35.228000+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: 1.8381
Best ask: 1.8383
Spread: 0.0002
Spread %: 0.01088
Mid price: 1.8382
Last price: 1.8347
Mark price: -
Index price: -

Order Book

Bid depth 5: 411
Ask depth 5: 265
Bid depth 10: 916
Ask depth 10: 1488
Bid depth 20: 3066
Ask depth 20: 11428
Imbalance 5: 0.215976
Imbalance 10: -0.237937
Imbalance 20: -0.576928
Top bid size: 29
Top ask size: 3
Bid wall score: 0.009459
Ask wall score: 0.000263

Dynamics

Bid depth 5 delta: -110
Ask depth 5 delta: -537
Imbalance 5 delta: 0.428372
Bid depth 10 delta: -371
Ask depth 10 delta: -198
Imbalance 10 delta: -0.103729
Spread delta: -0.0001
Mid price delta: 0.00015
Wall shift score: -0.009945

Tape

Buy volume: 3729
Sell volume: 7304
Buy/sell delta: -3575
Buy/sell ratio: 0.510542
Avg trade size: 110.33
Large trade count: 11
Largest trade size: 840

Candle

Return 1: 0.059936
Return 3: -1.226334
Volume 1: 171523
Volume avg 5: 236294
Momentum 5: -0.874447

Cross Exchange

Mid avg: 1.82911375
Mid median: 1.8298375
Price deviation %: 0.496757
Spread %: 1.056249

Funding / OI / Volume

Funding rate: 0.00080749
Funding delta: 0
Funding abs: 0.00080749
Funding pressure: 0.00080749
Open interest: 38512317
Volume 24h: 416056941
Quote volume 24h: 699237058.4604
Price change 24h %: 24.471

Quality

Capture latency ms: 6601
Order book timestamp: 2026-06-29 03:06:58.857000+02:00
Ticker timestamp: 2026-06-29 03:06:51.339000+02:00
Trades timestamp: 2026-06-29 03:07:00.449000+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: 1.831
Best ask: 1.8313
Spread: 0.0003
Spread %: 0.016383
Mid price: 1.83115
Last price: 1.8312
Mark price: -
Index price: 1.8309

Order Book

Bid depth 5: 46
Ask depth 5: 80
Bid depth 10: 109
Ask depth 10: 163
Bid depth 20: 2869
Ask depth 20: 350
Imbalance 5: -0.269841
Imbalance 10: -0.198529
Imbalance 20: 0.782541
Top bid size: 2
Top ask size: 13
Bid wall score: 0.000697
Ask wall score: 0.037143

Dynamics

Bid depth 5 delta: -34
Ask depth 5 delta: -48
Imbalance 5 delta: -0.039072
Bid depth 10 delta: -37
Ask depth 10 delta: -440
Imbalance 10 delta: 0.411617
Spread delta: -0.0022
Mid price delta: -0.0064
Wall shift score: -0.084668

Tape

Buy volume: 570
Sell volume: 369
Buy/sell delta: 201
Buy/sell ratio: 1.544715
Avg trade size: 9.39
Large trade count: 3
Largest trade size: 54

Candle

Return 1: -0.174463
Return 3: -1.346983
Volume 1: 2130
Volume avg 5: 2061.4
Momentum 5: -0.978855

Cross Exchange

Mid avg: 1.83071375
Mid median: 1.8330375
Price deviation %: 0.02383
Spread %: 1.055326

Funding / OI / Volume

Funding rate: 0.000807
Funding delta: 0
Funding abs: 0.000807
Funding pressure: 0.000807
Open interest: -
Volume 24h: 10709395
Quote volume 24h: 181139731.2075
Price change 24h %: 1.98

Quality

Capture latency ms: 4465
Order book timestamp: 2026-06-29 03:06:52.779000+02:00
Ticker timestamp: 2026-06-29 03:06:51.786000+02:00
Trades timestamp: 2026-06-29 03:06:48.759000+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: 1.7989
Best ask: 1.83856
Spread: 0.03966
Spread %: 2.180643
Mid price: 1.81873
Last price: 1.81669
Mark price: -
Index price: -

Order Book

Bid depth 5: 3745
Ask depth 5: 328
Bid depth 10: 6302
Ask depth 10: 4063
Bid depth 20: 7078
Ask depth 20: 9980
Imbalance 5: 0.838939
Imbalance 10: 0.216015
Imbalance 20: -0.170125
Top bid size: 238
Top ask size: 97
Bid wall score: 0.033625
Ask wall score: 0.009719

Dynamics

Bid depth 5 delta: -1014
Ask depth 5 delta: -947
Imbalance 5 delta: 0.261545
Bid depth 10 delta: -944
Ask depth 10 delta: -947
Imbalance 10 delta: 0.033574
Spread delta: 0.0155
Mid price delta: -0.01023
Wall shift score: -0.103094

Tape

Buy volume: 8728
Sell volume: 3288
Buy/sell delta: 5440
Buy/sell ratio: 2.654501
Avg trade size: 120.16
Large trade count: 6
Largest trade size: 3034

Candle

Return 1: -1.202415
Return 3: 0.436201
Volume 1: 432
Volume avg 5: 150.4
Momentum 5: -0.913583

Cross Exchange

Mid avg: 1.83327125
Mid median: 1.833255
Price deviation %: -0.793186
Spread %: 0.519563

Funding / OI / Volume

Funding rate: -0.00111555
Funding delta: -0.00004306
Funding abs: 0.00111555
Funding pressure: 0.00115861
Open interest: 114744
Volume 24h: 594436
Quote volume 24h: 594436
Price change 24h %: 1.424201

Quality

Capture latency ms: 5768
Order book timestamp: 2026-06-29 03:06:48.338000+02:00
Ticker timestamp: 2026-06-29 03:06:48.611000+02:00
Trades timestamp: 2026-06-29 03:06:32.968000+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: 1.827
Best ask: 1.83005
Spread: 0.00305
Spread %: 0.166801
Mid price: 1.828525
Last price: 1.83108
Mark price: 1.82979
Index price: 1.829725

Order Book

Bid depth 5: 7
Ask depth 5: 9
Bid depth 10: 44
Ask depth 10: 46
Bid depth 20: 145
Ask depth 20: 130
Imbalance 5: -0.125
Imbalance 10: -0.022222
Imbalance 20: 0.054545
Top bid size: 1
Top ask size: 2
Bid wall score: 0.006897
Ask wall score: 0.015385

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.058333
Bid depth 10 delta: -1
Ask depth 10 delta: 1
Imbalance 10 delta: -0.022222
Spread delta: -0.00028
Mid price delta: -0.01235
Wall shift score: -0.016361

Tape

Buy volume: 93
Sell volume: 84
Buy/sell delta: 9
Buy/sell ratio: 1.107143
Avg trade size: 1.77
Large trade count: 3
Largest trade size: 17

Candle

Return 1: -0.0933
Return 3: -1.357554
Volume 1: 53
Volume avg 5: 166.8
Momentum 5: -0.876965

Cross Exchange

Mid avg: 1.83635875
Mid median: 1.8378
Price deviation %: -0.426591
Spread %: 0.648838

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 21162900
Quote volume 24h: 35897216
Price change 24h %: 22.81

Quality

Capture latency ms: 10368
Order book timestamp: 2026-06-29 03:06:31+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:35.188000+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: 1.8379
Best ask: 1.8382
Spread: 0.0003
Spread %: 0.016322
Mid price: 1.83805
Last price: 1.8377
Mark price: -
Index price: -

Order Book

Bid depth 5: 521
Ask depth 5: 802
Bid depth 10: 1287
Ask depth 10: 1686
Bid depth 20: 4434
Ask depth 20: 25959
Imbalance 5: -0.212396
Imbalance 10: -0.134208
Imbalance 20: -0.708222
Top bid size: 207
Top ask size: 715
Bid wall score: 0.046685
Ask wall score: 0.027543

Dynamics

Bid depth 5 delta: 233
Ask depth 5 delta: -198
Imbalance 5 delta: 0.340399
Bid depth 10 delta: 184
Ask depth 10 delta: 139
Imbalance 10 delta: 0.033339
Spread delta: 0.0002
Mid price delta: -0.0161
Wall shift score: 0.157727

Tape

Buy volume: 3909
Sell volume: 4020
Buy/sell delta: -111
Buy/sell ratio: 0.972388
Avg trade size: 79.29
Large trade count: 7
Largest trade size: 779

Candle

Return 1: 0.108974
Return 3: -1.177926
Volume 1: 52181
Volume avg 5: 212425.6
Momentum 5: -0.825866

Cross Exchange

Mid avg: 1.84038375
Mid median: 1.8392125
Price deviation %: -0.126808
Spread %: 1.368736

Funding / OI / Volume

Funding rate: 0.00080749
Funding delta: 0.00000035
Funding abs: 0.00080749
Funding pressure: 0.00080784
Open interest: 38517866
Volume 24h: 415948677
Quote volume 24h: 699038450.0263
Price change 24h %: 24.674

Quality

Capture latency ms: 7189
Order book timestamp: 2026-06-29 03:06:19.978000+02:00
Ticker timestamp: 2026-06-29 03:06:15.352000+02:00
Trades timestamp: 2026-06-29 03:06:21.707000+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: 1.8363
Best ask: 1.8388
Spread: 0.0025
Spread %: 0.136051
Mid price: 1.83755
Last price: 1.8384
Mark price: -
Index price: 1.8377

Order Book

Bid depth 5: 80
Ask depth 5: 128
Bid depth 10: 146
Ask depth 10: 603
Bid depth 20: 271
Ask depth 20: 2525
Imbalance 5: -0.230769
Imbalance 10: -0.610147
Imbalance 20: -0.806152
Top bid size: 15
Top ask size: 18
Bid wall score: 0.055351
Ask wall score: 0.007129

Dynamics

Bid depth 5 delta: 49
Ask depth 5 delta: 29
Imbalance 5 delta: 0.292308
Bid depth 10 delta: -1526
Ask depth 10 delta: 447
Imbalance 10 delta: -1.439469
Spread delta: 0.0024
Mid price delta: -0.0107
Wall shift score: 0.114759

Tape

Buy volume: 826
Sell volume: 95
Buy/sell delta: 731
Buy/sell ratio: 8.694737
Avg trade size: 9.21
Large trade count: 1
Largest trade size: 29

Candle

Return 1: 0.114491
Return 3: -1.061422
Volume 1: 1061
Volume avg 5: 1847.6
Momentum 5: -0.692229

Cross Exchange

Mid avg: 1.84305875
Mid median: 1.8445625
Price deviation %: -0.298892
Spread %: 1.36675

Funding / OI / Volume

Funding rate: 0.000807
Funding delta: 0
Funding abs: 0.000807
Funding pressure: 0.000807
Open interest: -
Volume 24h: 10708434
Quote volume 24h: 181122131.8002
Price change 24h %: 2.38

Quality

Capture latency ms: 5040
Order book timestamp: 2026-06-29 03:06:13.175000+02:00
Ticker timestamp: 2026-06-29 03:06:12.797000+02:00
Trades timestamp: 2026-06-29 03:06:12.491000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 16365
gate: 16366
htx: 16249
mexc: 16362

By Symbol

VELVET/USDT:USDT: 65342

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.