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: 65853
Total labels: 197559
Pending labels: 178076
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 08:39:54.942873+02:00
Recent trades snapshots: 65850
Micro candles: 1316880
Avg data quality: 75.9913443578880233
Latest latency: 10444 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 141 of 6586 · 65853 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 04:34:46.686473+02:00	gate	VELVET/USDT:USDT	1.924425	68	10107 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 04:34:36.433980+02:00	binance	VELVET/USDT:USDT	1.92795	80	6170 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 04:34:30.131424+02:00	mexc	VELVET/USDT:USDT	1.9299	68	5260 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 04:34:24.679942+02:00	htx	VELVET/USDT:USDT	1.920655	80	5443 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 04:34:07.783103+02:00	gate	VELVET/USDT:USDT	1.9267	68	10398 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 04:33:57.225705+02:00	binance	VELVET/USDT:USDT	1.9345	80	6120 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 04:33:50.968549+02:00	mexc	VELVET/USDT:USDT	1.93605	68	5531 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 04:33:45.278025+02:00	htx	VELVET/USDT:USDT	1.927385	80	5894 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 04:33:28.317156+02:00	gate	VELVET/USDT:USDT	1.931575	68	10185 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 04:33:17.993778+02:00	binance	VELVET/USDT:USDT	1.93825	80	6014 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.92349
Best ask: 1.92536
Spread: 0.00187
Spread %: 0.097172
Mid price: 1.924425
Last price: 1.92261
Mark price: 1.92487
Index price: 1.92635

Order Book

Bid depth 5: 11
Ask depth 5: 8
Bid depth 10: 21
Ask depth 10: 44
Bid depth 20: 70
Ask depth 20: 125
Imbalance 5: 0.157895
Imbalance 10: -0.353846
Imbalance 20: -0.282051
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014286
Ask wall score: 0.008

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 3
Imbalance 5 delta: -0.175439
Bid depth 10 delta: 3
Ask depth 10 delta: 30
Imbalance 10 delta: -0.478846
Spread delta: 0.00047
Mid price delta: -0.002275
Wall shift score: 0.015298

Tape

Buy volume: 82
Sell volume: 70
Buy/sell delta: 12
Buy/sell ratio: 1.171429
Avg trade size: 1.52
Large trade count: 5
Largest trade size: 17

Candle

Return 1: -0.194263
Return 3: -0.571812
Volume 1: 65
Volume avg 5: 73
Momentum 5: -0.379532

Cross Exchange

Mid avg: 1.92630125
Mid median: 1.927325
Price deviation %: -0.097402
Spread %: 0.479935

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 21469400
Quote volume 24h: 36755219
Price change 24h %: 22.24

Quality

Capture latency ms: 10107
Order book timestamp: 2026-06-29 04:34:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:40.485000+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: 1.9278
Best ask: 1.9281
Spread: 0.0003
Spread %: 0.015561
Mid price: 1.92795
Last price: 1.9287
Mark price: -
Index price: -

Order Book

Bid depth 5: 354
Ask depth 5: 149
Bid depth 10: 1387
Ask depth 10: 623
Bid depth 20: 4306
Ask depth 20: 3540
Imbalance 5: 0.407555
Imbalance 10: 0.3801
Imbalance 20: 0.097629
Top bid size: 87
Top ask size: 12
Bid wall score: 0.020204
Ask wall score: 0.00339

Dynamics

Bid depth 5 delta: -4576
Ask depth 5 delta: -1135
Imbalance 5 delta: -0.179185
Bid depth 10 delta: -4329
Ask depth 10 delta: -850
Imbalance 10 delta: -0.210108
Spread delta: 0.0001
Mid price delta: -0.00655
Wall shift score: 0.01634

Tape

Buy volume: 1517
Sell volume: 2511
Buy/sell delta: -994
Buy/sell ratio: 0.604142
Avg trade size: 40.28
Large trade count: 7
Largest trade size: 400

Candle

Return 1: -0.356644
Return 3: -0.787402
Volume 1: 136512
Volume avg 5: 102348.8
Momentum 5: -0.674945

Cross Exchange

Mid avg: 1.92793875
Mid median: 1.9283
Price deviation %: 0.000584
Spread %: 0.718124

Funding / OI / Volume

Funding rate: 0.00080253
Funding delta: -0.00000226
Funding abs: 0.00080253
Funding pressure: 0.00080479
Open interest: 39045115
Volume 24h: 389208548
Quote volume 24h: 662564157.90578
Price change 24h %: 22.077

Quality

Capture latency ms: 6170
Order book timestamp: 2026-06-29 04:34:34.251000+02:00
Ticker timestamp: 2026-06-29 04:34:30.393000+02:00
Trades timestamp: 2026-06-29 04:34:35.811000+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: 1.9298
Best ask: 1.93
Spread: 0.0002
Spread %: 0.010363
Mid price: 1.9299
Last price: 1.9279
Mark price: -
Index price: 1.9267

Order Book

Bid depth 5: 44
Ask depth 5: 73
Bid depth 10: 124
Ask depth 10: 222
Bid depth 20: 486
Ask depth 20: 1008
Imbalance 5: -0.247863
Imbalance 10: -0.283237
Imbalance 20: -0.349398
Top bid size: 3
Top ask size: 1
Bid wall score: 0.006173
Ask wall score: 0.000992

Dynamics

Bid depth 5 delta: -51
Ask depth 5 delta: -145
Imbalance 5 delta: 0.145108
Bid depth 10 delta: -181
Ask depth 10 delta: -1084
Imbalance 10 delta: 0.338116
Spread delta: 0.0001
Mid price delta: -0.00615
Wall shift score: -0.010449

Tape

Buy volume: 289
Sell volume: 919
Buy/sell delta: -630
Buy/sell ratio: 0.314472
Avg trade size: 12.08
Large trade count: 5
Largest trade size: 104

Candle

Return 1: -0.423729
Return 3: -0.813259
Volume 1: 1676
Volume avg 5: 2100.6
Momentum 5: -0.670103

Cross Exchange

Mid avg: 1.92947625
Mid median: 1.9306
Price deviation %: 0.021962
Spread %: 0.797885

Funding / OI / Volume

Funding rate: -0.002181
Funding delta: 0
Funding abs: 0.002181
Funding pressure: 0.002181
Open interest: -
Volume 24h: 10250571
Quote volume 24h: 174868584.2382
Price change 24h %: 7.36

Quality

Capture latency ms: 5260
Order book timestamp: 2026-06-29 04:34:28.722000+02:00
Ticker timestamp: 2026-06-29 04:34:25.739000+02:00
Trades timestamp: 2026-06-29 04:34:27.548000+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: 1.90793
Best ask: 1.93338
Spread: 0.02545
Spread %: 1.325069
Mid price: 1.920655
Last price: 1.93666
Mark price: -
Index price: -

Order Book

Bid depth 5: 6211
Ask depth 5: 2149
Bid depth 10: 8985
Ask depth 10: 2521
Bid depth 20: 9750
Ask depth 20: 5815
Imbalance 5: 0.485885
Imbalance 10: 0.561794
Imbalance 20: 0.252811
Top bid size: 21
Top ask size: 77
Bid wall score: 0.002154
Ask wall score: 0.013242

Dynamics

Bid depth 5 delta: 2675
Ask depth 5 delta: 278
Imbalance 5 delta: 0.177951
Bid depth 10 delta: 51
Ask depth 10 delta: 380
Imbalance 10 delta: -0.05157
Spread delta: 0.00434
Mid price delta: -0.00673
Wall shift score: -0.128717

Tape

Buy volume: 6416
Sell volume: 1676
Buy/sell delta: 4740
Buy/sell ratio: 3.828162
Avg trade size: 80.92
Large trade count: 6
Largest trade size: 816

Candle

Return 1: -0.020134
Return 3: 0.250022
Volume 1: 76
Volume avg 5: 73.6
Momentum 5: 0.220451

Cross Exchange

Mid avg: 1.93115875
Mid median: 1.9309425
Price deviation %: -0.543909
Spread %: 0.484165

Funding / OI / Volume

Funding rate: -0.00095891
Funding delta: 0.00001214
Funding abs: 0.00095891
Funding pressure: 0.00097105
Open interest: 117717
Volume 24h: 581968
Quote volume 24h: 581968
Price change 24h %: 8.12202

Quality

Capture latency ms: 5443
Order book timestamp: 2026-06-29 04:34:23.296000+02:00
Ticker timestamp: 2026-06-29 04:34:23.558000+02:00
Trades timestamp: 2026-06-29 04:34:00.642000+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: 1.926
Best ask: 1.9274
Spread: 0.0014
Spread %: 0.072663
Mid price: 1.9267
Last price: 1.93025
Mark price: 1.93175
Index price: 1.932783

Order Book

Bid depth 5: 10
Ask depth 5: 5
Bid depth 10: 18
Ask depth 10: 14
Bid depth 20: 126
Ask depth 20: 59
Imbalance 5: 0.333333
Imbalance 10: 0.125
Imbalance 20: 0.362162
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007937
Ask wall score: 0.016949

Dynamics

Bid depth 5 delta: -28
Ask depth 5 delta: -3
Imbalance 5 delta: -0.318841
Bid depth 10 delta: -29
Ask depth 10 delta: -4
Imbalance 10 delta: -0.321154
Spread delta: -0.00085
Mid price delta: -0.004875
Wall shift score: -0.003616

Tape

Buy volume: 162
Sell volume: 74
Buy/sell delta: 88
Buy/sell ratio: 2.189189
Avg trade size: 2.36
Large trade count: 5
Largest trade size: 17

Candle

Return 1: -0.006216
Return 3: -0.384476
Volume 1: 4
Volume avg 5: 60.8
Momentum 5: -0.191834

Cross Exchange

Mid avg: 1.9323775
Mid median: 1.9330375
Price deviation %: -0.293809
Spread %: 0.448411

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 21465000
Quote volume 24h: 36746757
Price change 24h %: 22.45

Quality

Capture latency ms: 10398
Order book timestamp: 2026-06-29 04:34:06+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:40.440000+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: 1.9344
Best ask: 1.9346
Spread: 0.0002
Spread %: 0.010339
Mid price: 1.9345
Last price: 1.936
Mark price: -
Index price: -

Order Book

Bid depth 5: 4930
Ask depth 5: 1284
Bid depth 10: 5716
Ask depth 10: 1473
Bid depth 20: 15869
Ask depth 20: 3817
Imbalance 5: 0.58674
Imbalance 10: 0.590207
Imbalance 20: 0.612212
Top bid size: 20
Top ask size: 3
Bid wall score: 0.00126
Ask wall score: 0.000786

Dynamics

Bid depth 5 delta: 4234
Ask depth 5 delta: 900
Imbalance 5 delta: 0.297851
Bid depth 10 delta: 4627
Ask depth 10 delta: -238
Imbalance 10 delta: 0.81235
Spread delta: -0.0001
Mid price delta: -0.00375
Wall shift score: 0.010602

Tape

Buy volume: 6455
Sell volume: 6694
Buy/sell delta: -239
Buy/sell ratio: 0.964296
Avg trade size: 131.49
Large trade count: 5
Largest trade size: 3521

Candle

Return 1: -0.129026
Return 3: -0.144486
Volume 1: 72565
Volume avg 5: 119993.6
Momentum 5: -0.232007

Cross Exchange

Mid avg: 1.933315
Mid median: 1.9338125
Price deviation %: 0.061294
Spread %: 0.561988

Funding / OI / Volume

Funding rate: 0.00080479
Funding delta: 0
Funding abs: 0.00080479
Funding pressure: 0.00080479
Open interest: 39075960
Volume 24h: 389324106
Quote volume 24h: 662692234.79308
Price change 24h %: 24.134

Quality

Capture latency ms: 6120
Order book timestamp: 2026-06-29 04:33:55.075000+02:00
Ticker timestamp: 2026-06-29 04:33:48.752000+02:00
Trades timestamp: 2026-06-29 04:33:56.731000+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: 1.936
Best ask: 1.9361
Spread: 0.0001
Spread %: 0.005165
Mid price: 1.93605
Last price: 1.9361
Mark price: -
Index price: 1.934

Order Book

Bid depth 5: 95
Ask depth 5: 218
Bid depth 10: 305
Ask depth 10: 1306
Bid depth 20: 769
Ask depth 20: 1568
Imbalance 5: -0.392971
Imbalance 10: -0.621353
Imbalance 20: -0.341891
Top bid size: 13
Top ask size: 2
Bid wall score: 0.016905
Ask wall score: 0.001276

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 111
Imbalance 5 delta: -0.369048
Bid depth 10 delta: 27
Ask depth 10 delta: 472
Imbalance 10 delta: -0.121353
Spread delta: -0.0008
Mid price delta: 0.0021
Wall shift score: 0.003717

Tape

Buy volume: 1229
Sell volume: 341
Buy/sell delta: 888
Buy/sell ratio: 3.604106
Avg trade size: 15.7
Large trade count: 7
Largest trade size: 123

Candle

Return 1: -0.036133
Return 3: -0.02065
Volume 1: 2725
Volume avg 5: 2426.8
Momentum 5: -0.149523

Cross Exchange

Mid avg: 1.93279
Mid median: 1.9327625
Price deviation %: 0.168668
Spread %: 0.562141

Funding / OI / Volume

Funding rate: -0.002181
Funding delta: 0
Funding abs: 0.002181
Funding pressure: 0.002181
Open interest: -
Volume 24h: 10248435
Quote volume 24h: 174827339.1273
Price change 24h %: 7.82

Quality

Capture latency ms: 5531
Order book timestamp: 2026-06-29 04:33:48.881000+02:00
Ticker timestamp: 2026-06-29 04:33:46.750000+02:00
Trades timestamp: 2026-06-29 04:33:47.712000+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: 1.91683
Best ask: 1.93794
Spread: 0.02111
Spread %: 1.095266
Mid price: 1.927385
Last price: 1.93705
Mark price: -
Index price: -

Order Book

Bid depth 5: 3536
Ask depth 5: 1871
Bid depth 10: 8934
Ask depth 10: 2141
Bid depth 20: 9699
Ask depth 20: 6332
Imbalance 5: 0.307934
Imbalance 10: 0.613363
Imbalance 20: 0.210031
Top bid size: 1484
Top ask size: 224
Bid wall score: 0.153005
Ask wall score: 0.035376

Dynamics

Bid depth 5 delta: -2665
Ask depth 5 delta: -185
Imbalance 5 delta: -0.194064
Bid depth 10 delta: -1
Ask depth 10 delta: -512
Imbalance 10 delta: 0.071251
Spread delta: -0.00269
Mid price delta: 0.001125
Wall shift score: 0.149857

Tape

Buy volume: 6340
Sell volume: 1702
Buy/sell delta: 4638
Buy/sell ratio: 3.725029
Avg trade size: 80.42
Large trade count: 6
Largest trade size: 816

Candle

Return 1: 0.27021
Return 3: 0.27021
Volume 1: 168
Volume avg 5: 163.2
Momentum 5: 0.737439

Cross Exchange

Mid avg: 1.93250875
Mid median: 1.9327625
Price deviation %: -0.265135
Spread %: 0.620437

Funding / OI / Volume

Funding rate: -0.00097105
Funding delta: 0.00001104
Funding abs: 0.00097105
Funding pressure: 0.00098209
Open interest: 117717
Volume 24h: 581892
Quote volume 24h: 581892
Price change 24h %: 8.143793

Quality

Capture latency ms: 5894
Order book timestamp: 2026-06-29 04:33:43.938000+02:00
Ticker timestamp: 2026-06-29 04:33:44.351000+02:00
Trades timestamp: 2026-06-29 04:33:20.433000+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: 1.93045
Best ask: 1.9327
Spread: 0.00225
Spread %: 0.116485
Mid price: 1.931575
Last price: 1.93134
Mark price: 1.93088
Index price: 1.930852

Order Book

Bid depth 5: 38
Ask depth 5: 8
Bid depth 10: 47
Ask depth 10: 18
Bid depth 20: 126
Ask depth 20: 75
Imbalance 5: 0.652174
Imbalance 10: 0.446154
Imbalance 20: 0.253731
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007937
Ask wall score: 0.013333

Dynamics

Bid depth 5 delta: 31
Ask depth 5 delta: 0
Imbalance 5 delta: 0.718841
Bid depth 10 delta: 3
Ask depth 10 delta: -2
Imbalance 10 delta: 0.071154
Spread delta: 0.00012
Mid price delta: 0.00223
Wall shift score: -0.006485

Tape

Buy volume: 143
Sell volume: 103
Buy/sell delta: 40
Buy/sell ratio: 1.38835
Avg trade size: 2.46
Large trade count: 4
Largest trade size: 25

Candle

Return 1: -0.034161
Return 3: 0.116116
Volume 1: 23
Volume avg 5: 56.4
Momentum 5: -0.151995

Cross Exchange

Mid avg: 1.93195125
Mid median: 1.9316475
Price deviation %: -0.019475
Spread %: 0.620616

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 21456300
Quote volume 24h: 36729957
Price change 24h %: 22.52

Quality

Capture latency ms: 10185
Order book timestamp: 2026-06-29 04:33:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:40.404000+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: 1.9381
Best ask: 1.9384
Spread: 0.0003
Spread %: 0.015478
Mid price: 1.93825
Last price: 1.9351
Mark price: -
Index price: -

Order Book

Bid depth 5: 696
Ask depth 5: 384
Bid depth 10: 1089
Ask depth 10: 1711
Bid depth 20: 3739
Ask depth 20: 3689
Imbalance 5: 0.288889
Imbalance 10: -0.222143
Imbalance 20: 0.006731
Top bid size: 27
Top ask size: 64
Bid wall score: 0.007221
Ask wall score: 0.017349

Dynamics

Bid depth 5 delta: 418
Ask depth 5 delta: 37
Imbalance 5 delta: 0.399289
Bid depth 10 delta: -175
Ask depth 10 delta: 742
Imbalance 10 delta: -0.354252
Spread delta: 0
Mid price delta: -0.0035
Wall shift score: -0.000181

Tape

Buy volume: 2121
Sell volume: 1899
Buy/sell delta: 222
Buy/sell ratio: 1.116904
Avg trade size: 40.2
Large trade count: 9
Largest trade size: 306

Candle

Return 1: 0.020644
Return 3: 0.00516
Volume 1: 31955
Volume avg 5: 111871.6
Momentum 5: -0.082491

Cross Exchange

Mid avg: 1.93282625
Mid median: 1.9316475
Price deviation %: 0.280612
Spread %: 0.801417

Funding / OI / Volume

Funding rate: 0.00080479
Funding delta: -0.00000047
Funding abs: 0.00080479
Funding pressure: 0.00080526
Open interest: 39070047
Volume 24h: 389287451
Quote volume 24h: 662621272.34988
Price change 24h %: 24.077

Quality

Capture latency ms: 6014
Order book timestamp: 2026-06-29 04:33:15.764000+02:00
Ticker timestamp: 2026-06-29 04:33:07.286000+02:00
Trades timestamp: 2026-06-29 04:33:17.526000+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: 16493
gate: 16494
htx: 16376
mexc: 16490

By Symbol

VELVET/USDT:USDT: 65853

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.