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: 66323
Total labels: 198969
Pending labels: 179486
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 10:04:23.293604+02:00
Recent trades snapshots: 66320
Micro candles: 1326280
Avg data quality: 75.9906819655323191
Latest latency: 9662 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 142 of 6633 · 66323 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 05:54:19.415234+02:00	htx	VELVET/USDT:USDT	1.858095	80	6069 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 05:54:03.084045+02:00	gate	VELVET/USDT:USDT	1.872555	68	9880 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 05:53:53.097402+02:00	binance	VELVET/USDT:USDT	1.8715	80	6107 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 05:53:46.855993+02:00	mexc	VELVET/USDT:USDT	1.87345	78	4634 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 05:53:42.152130+02:00	htx	VELVET/USDT:USDT	1.871665	80	5302 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 05:53:25.620251+02:00	gate	VELVET/USDT:USDT	1.879405	68	9543 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 05:53:15.893866+02:00	binance	VELVET/USDT:USDT	1.88035	80	6110 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 05:53:09.670998+02:00	mexc	VELVET/USDT:USDT	1.8845	78	4349 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 05:53:05.240578+02:00	htx	VELVET/USDT:USDT	1.88554	80	5580 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 05:52:49.046827+02:00	gate	VELVET/USDT:USDT	1.875335	68	9867 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.85573
Best ask: 1.86046
Spread: 0.00473
Spread %: 0.254562
Mid price: 1.858095
Last price: 1.86232
Mark price: -
Index price: -

Order Book

Bid depth 5: 41448
Ask depth 5: 5626
Bid depth 10: 95701
Ask depth 10: 38535
Bid depth 20: 100407
Ask depth 20: 104201
Imbalance 5: 0.760972
Imbalance 10: 0.425862
Imbalance 20: -0.018543
Top bid size: 19
Top ask size: 34
Bid wall score: 0.000189
Ask wall score: 0.000326

Dynamics

Bid depth 5 delta: 34451
Ask depth 5 delta: 5395
Imbalance 5 delta: -0.17511
Bid depth 10 delta: -259
Ask depth 10 delta: 249
Imbalance 10 delta: -0.003752
Spread delta: 0.00142
Mid price delta: -0.01357
Wall shift score: 0.00034

Tape

Buy volume: 3740
Sell volume: 3194
Buy/sell delta: 546
Buy/sell ratio: 1.170946
Avg trade size: 69.34
Large trade count: 5
Largest trade size: 1616

Candle

Return 1: 0.321599
Return 3: -2.01771
Volume 1: 82
Volume avg 5: 409.2
Momentum 5: -1.311557

Cross Exchange

Mid avg: 1.8722925
Mid median: 1.87211
Price deviation %: -0.758295
Spread %: 0.10415

Funding / OI / Volume

Funding rate: -0.00052678
Funding delta: 0.00000504
Funding abs: 0.00052678
Funding pressure: 0.00053181
Open interest: 105910
Volume 24h: 642220
Quote volume 24h: 642220
Price change 24h %: 3.971683

Quality

Capture latency ms: 6069
Order book timestamp: 2026-06-29 05:54:17.496000+02:00
Ticker timestamp: 2026-06-29 05:54:17.788000+02:00
Trades timestamp: 2026-06-29 05:54:06.792000+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: 1.87108
Best ask: 1.87403
Spread: 0.00295
Spread %: 0.157539
Mid price: 1.872555
Last price: 1.87083
Mark price: 1.86196
Index price: 1.861958

Order Book

Bid depth 5: 11
Ask depth 5: 6
Bid depth 10: 31
Ask depth 10: 17
Bid depth 20: 86
Ask depth 20: 135
Imbalance 5: 0.294118
Imbalance 10: 0.291667
Imbalance 20: -0.221719
Top bid size: 4
Top ask size: 1
Bid wall score: 0.046512
Ask wall score: 0.007407

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -11
Imbalance 5 delta: 0.508403
Bid depth 10 delta: 11
Ask depth 10 delta: -9
Imbalance 10 delta: 0.422101
Spread delta: -0.00022
Mid price delta: -0.00685
Wall shift score: 0.045191

Tape

Buy volume: 75
Sell volume: 73
Buy/sell delta: 2
Buy/sell ratio: 1.027397
Avg trade size: 1.48
Large trade count: 7
Largest trade size: 5

Candle

Return 1: 0.291903
Return 3: -1.578166
Volume 1: 21
Volume avg 5: 177.8
Momentum 5: -1.229694

Cross Exchange

Mid avg: 1.874005
Mid median: 1.8725575
Price deviation %: -0.077374
Spread %: 0.421824

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23172400
Quote volume 24h: 40738974
Price change 24h %: 22.83

Quality

Capture latency ms: 9880
Order book timestamp: 2026-06-29 05:54:01+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:45.242000+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: 1.8713
Best ask: 1.8717
Spread: 0.0004
Spread %: 0.021373
Mid price: 1.8715
Last price: 1.8735
Mark price: -
Index price: -

Order Book

Bid depth 5: 299
Ask depth 5: 176
Bid depth 10: 1247
Ask depth 10: 805
Bid depth 20: 5377
Ask depth 20: 2570
Imbalance 5: 0.258947
Imbalance 10: 0.2154
Imbalance 20: 0.353215
Top bid size: 35
Top ask size: 63
Bid wall score: 0.006509
Ask wall score: 0.024514

Dynamics

Bid depth 5 delta: -287
Ask depth 5 delta: 105
Imbalance 5 delta: -0.524919
Bid depth 10 delta: -1473
Ask depth 10 delta: 263
Imbalance 10 delta: -0.452289
Spread delta: 0.0001
Mid price delta: -0.00885
Wall shift score: -0.009893

Tape

Buy volume: 1941
Sell volume: 5229
Buy/sell delta: -3288
Buy/sell ratio: 0.371199
Avg trade size: 71.7
Large trade count: 10
Largest trade size: 1053

Candle

Return 1: -0.748249
Return 3: -1.960476
Volume 1: 311706
Volume avg 5: 497050.6
Momentum 5: 1.934816

Cross Exchange

Mid avg: 1.8762175
Mid median: 1.8764275
Price deviation %: -0.251437
Spread %: 0.462899

Funding / OI / Volume

Funding rate: 0.00069724
Funding delta: 0
Funding abs: 0.00069724
Funding pressure: 0.00069724
Open interest: 37380707
Volume 24h: 397084841
Quote volume 24h: 692469423.38215
Price change 24h %: 24.048

Quality

Capture latency ms: 6107
Order book timestamp: 2026-06-29 05:53:50.957000+02:00
Ticker timestamp: 2026-06-29 05:53:44.483000+02:00
Trades timestamp: 2026-06-29 05:53:52.626000+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: 1.8733
Best ask: 1.8736
Spread: 0.0003
Spread %: 0.016013
Mid price: 1.87345
Last price: 1.873
Mark price: -
Index price: 1.875

Order Book

Bid depth 5: 96
Ask depth 5: 64
Bid depth 10: 250
Ask depth 10: 211
Bid depth 20: 533
Ask depth 20: 462
Imbalance 5: 0.2
Imbalance 10: 0.084599
Imbalance 20: 0.071357
Top bid size: 29
Top ask size: 8
Bid wall score: 0.054409
Ask wall score: 0.017316

Dynamics

Bid depth 5 delta: 24
Ask depth 5 delta: 35
Imbalance 5 delta: -0.225743
Bid depth 10 delta: 66
Ask depth 10 delta: -5
Imbalance 10 delta: 0.164599
Spread delta: -0.0001
Mid price delta: -0.01105
Wall shift score: 0.015475

Tape

Buy volume: 237
Sell volume: 214
Buy/sell delta: 23
Buy/sell ratio: 1.107477
Avg trade size: 4.51
Large trade count: 4
Largest trade size: 54

Candle

Return 1: -0.572853
Return 3: -1.724861
Volume 1: 2034
Volume avg 5: 6397.8
Momentum 5: 2.152589

Cross Exchange

Mid avg: 1.87898
Mid median: 1.8798775
Price deviation %: -0.294309
Spread %: 0.683083

Funding / OI / Volume

Funding rate: -0.002161
Funding delta: 0
Funding abs: 0.002161
Funding pressure: 0.002161
Open interest: -
Volume 24h: 10410905
Quote volume 24h: 179580083.0994
Price change 24h %: 4.31

Quality

Capture latency ms: 4634
Order book timestamp: 2026-06-29 05:53:45.333000+02:00
Ticker timestamp: 2026-06-29 05:53:42.804000+02:00
Trades timestamp: 2026-06-29 05:53:44.603000+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: 1.87001
Best ask: 1.87332
Spread: 0.00331
Spread %: 0.176848
Mid price: 1.871665
Last price: 1.8731
Mark price: -
Index price: -

Order Book

Bid depth 5: 6997
Ask depth 5: 231
Bid depth 10: 95960
Ask depth 10: 38286
Bid depth 20: 99010
Ask depth 20: 100376
Imbalance 5: 0.936082
Imbalance 10: 0.429614
Imbalance 20: -0.006851
Top bid size: 7
Top ask size: 55
Bid wall score: 0.000071
Ask wall score: 0.000548

Dynamics

Bid depth 5 delta: -33593
Ask depth 5 delta: -5389
Imbalance 5 delta: 0.179319
Bid depth 10 delta: 1246
Ask depth 10 delta: -56485
Imbalance 10 delta: 0.429915
Spread delta: -0.01137
Mid price delta: -0.013875
Wall shift score: -0.001088

Tape

Buy volume: 3740
Sell volume: 3312
Buy/sell delta: 428
Buy/sell ratio: 1.129227
Avg trade size: 70.52
Large trade count: 4
Largest trade size: 1616

Candle

Return 1: -0.415225
Return 3: -1.931937
Volume 1: 36
Volume avg 5: 692.4
Momentum 5: 1.342322

Cross Exchange

Mid avg: 1.88244875
Mid median: 1.882425
Price deviation %: -0.572858
Spread %: 0.325905

Funding / OI / Volume

Funding rate: -0.00053181
Funding delta: 0.00000377
Funding abs: 0.00053181
Funding pressure: 0.00053558
Open interest: 105910
Volume 24h: 641864
Quote volume 24h: 641864
Price change 24h %: 4.573521

Quality

Capture latency ms: 5302
Order book timestamp: 2026-06-29 05:53:40.838000+02:00
Ticker timestamp: 2026-06-29 05:53:41.131000+02:00
Trades timestamp: 2026-06-29 05:53:40.397000+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: 1.87782
Best ask: 1.88099
Spread: 0.00317
Spread %: 0.16867
Mid price: 1.879405
Last price: 1.8782
Mark price: 1.87286
Index price: 1.872865

Order Book

Bid depth 5: 11
Ask depth 5: 17
Bid depth 10: 20
Ask depth 10: 26
Bid depth 20: 138
Ask depth 20: 75
Imbalance 5: -0.214286
Imbalance 10: -0.130435
Imbalance 20: 0.295775
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007246
Ask wall score: 0.013333

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 9
Imbalance 5 delta: -0.214286
Bid depth 10 delta: 0
Ask depth 10 delta: 6
Imbalance 10 delta: -0.130435
Spread delta: 0.00054
Mid price delta: 0.00407
Wall shift score: 0.009706

Tape

Buy volume: 61
Sell volume: 64
Buy/sell delta: -3
Buy/sell ratio: 0.953125
Avg trade size: 1.25
Large trade count: 2
Largest trade size: 5

Candle

Return 1: -0.093088
Return 3: -1.350897
Volume 1: 28
Volume avg 5: 203.6
Momentum 5: 2.261157

Cross Exchange

Mid avg: 1.88143125
Mid median: 1.882425
Price deviation %: -0.107697
Spread %: 0.542406

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23161500
Quote volume 24h: 40718555
Price change 24h %: 23.31

Quality

Capture latency ms: 9543
Order book timestamp: 2026-06-29 05:53:24+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:45.203000+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: 1.8802
Best ask: 1.8805
Spread: 0.0003
Spread %: 0.015954
Mid price: 1.88035
Last price: 1.8847
Mark price: -
Index price: -

Order Book

Bid depth 5: 586
Ask depth 5: 71
Bid depth 10: 2720
Ask depth 10: 542
Bid depth 20: 3704
Ask depth 20: 2172
Imbalance 5: 0.783866
Imbalance 10: 0.667689
Imbalance 20: 0.260722
Top bid size: 16
Top ask size: 27
Bid wall score: 0.00432
Ask wall score: 0.012431

Dynamics

Bid depth 5 delta: 438
Ask depth 5 delta: -90
Imbalance 5 delta: 0.825937
Bid depth 10 delta: 2113
Ask depth 10 delta: 32
Imbalance 10 delta: 0.580849
Spread delta: 0.0001
Mid price delta: -0.00665
Wall shift score: 0.008127

Tape

Buy volume: 1182
Sell volume: 4269
Buy/sell delta: -3087
Buy/sell ratio: 0.27688
Avg trade size: 54.51
Large trade count: 10
Largest trade size: 363

Candle

Return 1: -0.350244
Return 3: -1.567332
Volume 1: 71293
Volume avg 5: 448968
Momentum 5: 2.34358

Cross Exchange

Mid avg: 1.88309375
Mid median: 1.88502
Price deviation %: -0.145704
Spread %: 0.619459

Funding / OI / Volume

Funding rate: 0.00069724
Funding delta: 0
Funding abs: 0.00069724
Funding pressure: 0.00069724
Open interest: 37348589
Volume 24h: 396853671
Quote volume 24h: 692035421.37815
Price change 24h %: 24.79

Quality

Capture latency ms: 6110
Order book timestamp: 2026-06-29 05:53:13.744000+02:00
Ticker timestamp: 2026-06-29 05:53:08.373000+02:00
Trades timestamp: 2026-06-29 05:53:15.424000+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: 1.8843
Best ask: 1.8847
Spread: 0.0004
Spread %: 0.021226
Mid price: 1.8845
Last price: 1.8858
Mark price: -
Index price: 1.8848

Order Book

Bid depth 5: 72
Ask depth 5: 29
Bid depth 10: 184
Ask depth 10: 216
Bid depth 20: 473
Ask depth 20: 533
Imbalance 5: 0.425743
Imbalance 10: -0.08
Imbalance 20: -0.059642
Top bid size: 12
Top ask size: 2
Bid wall score: 0.02537
Ask wall score: 0.003752

Dynamics

Bid depth 5 delta: -25
Ask depth 5 delta: -9
Imbalance 5 delta: -0.011294
Bid depth 10 delta: -102
Ask depth 10 delta: 143
Imbalance 10 delta: -0.673315
Spread delta: 0.0002
Mid price delta: -0.0069
Wall shift score: 0.038596

Tape

Buy volume: 253
Sell volume: 227
Buy/sell delta: 26
Buy/sell ratio: 1.114537
Avg trade size: 4.8
Large trade count: 5
Largest trade size: 45

Candle

Return 1: 0.047738
Return 3: -1.111461
Volume 1: 496
Volume avg 5: 6090.2
Momentum 5: 2.790191

Cross Exchange

Mid avg: 1.88481875
Mid median: 1.88627
Price deviation %: -0.016911
Spread %: 0.852337

Funding / OI / Volume

Funding rate: -0.002161
Funding delta: 0
Funding abs: 0.002161
Funding pressure: 0.002161
Open interest: -
Volume 24h: 10409504
Quote volume 24h: 179553735.6237
Price change 24h %: 5.02

Quality

Capture latency ms: 4349
Order book timestamp: 2026-06-29 05:53:08.256000+02:00
Ticker timestamp: 2026-06-29 05:53:06.731000+02:00
Trades timestamp: 2026-06-29 05:53:08.837000+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: 1.8782
Best ask: 1.89288
Spread: 0.01468
Spread %: 0.778557
Mid price: 1.88554
Last price: 1.88091
Mark price: -
Index price: -

Order Book

Bid depth 5: 40590
Ask depth 5: 5620
Bid depth 10: 94714
Ask depth 10: 94771
Bid depth 20: 97534
Ask depth 20: 100161
Imbalance 5: 0.756763
Imbalance 10: -0.000301
Imbalance 20: -0.013288
Top bid size: 81
Top ask size: 22
Bid wall score: 0.00083
Ask wall score: 0.00022

Dynamics

Bid depth 5 delta: 225
Ask depth 5 delta: 5457
Imbalance 5 delta: -0.235194
Bid depth 10 delta: -2684
Ask depth 10 delta: 88496
Imbalance 10 delta: -0.879247
Spread delta: 0.01053
Mid price delta: 0.001185
Wall shift score: 0.000659

Tape

Buy volume: 3740
Sell volume: 3410
Buy/sell delta: 330
Buy/sell ratio: 1.096774
Avg trade size: 71.5
Large trade count: 4
Largest trade size: 1616

Candle

Return 1: 0
Return 3: -1.523037
Volume 1: 0
Volume avg 5: 685.2
Momentum 5: 1.764875

Cross Exchange

Mid avg: 1.8845225
Mid median: 1.8856775
Price deviation %: 0.053992
Spread %: 0.852471

Funding / OI / Volume

Funding rate: -0.00053558
Funding delta: 0.00000569
Funding abs: 0.00053558
Funding pressure: 0.00054128
Open interest: 105884
Volume 24h: 641828
Quote volume 24h: 641828
Price change 24h %: 5.009547

Quality

Capture latency ms: 5580
Order book timestamp: 2026-06-29 05:53:03.896000+02:00
Ticker timestamp: 2026-06-29 05:53:04.233000+02:00
Trades timestamp: 2026-06-29 05:52:28.705000+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: 1.87402
Best ask: 1.87665
Spread: 0.00263
Spread %: 0.140242
Mid price: 1.875335
Last price: 1.87696
Mark price: 1.88558
Index price: 1.886895

Order Book

Bid depth 5: 8
Ask depth 5: 8
Bid depth 10: 20
Ask depth 10: 20
Bid depth 20: 134
Ask depth 20: 43
Imbalance 5: 0
Imbalance 10: 0
Imbalance 20: 0.514124
Top bid size: 1
Top ask size: 1
Bid wall score: 0.007463
Ask wall score: 0.023256

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -1
Imbalance 5 delta: -0.1
Bid depth 10 delta: -1
Ask depth 10 delta: 3
Imbalance 10 delta: -0.105263
Spread delta: -0.00074
Mid price delta: -0.01172
Wall shift score: -0.01558

Tape

Buy volume: 68
Sell volume: 54
Buy/sell delta: 14
Buy/sell ratio: 1.259259
Avg trade size: 1.22
Large trade count: 2
Largest trade size: 5

Candle

Return 1: -1.191655
Return 3: -0.841815
Volume 1: 82
Volume avg 5: 278
Momentum 5: 2.676896

Cross Exchange

Mid avg: 1.8874525
Mid median: 1.8870275
Price deviation %: -0.642003
Spread %: 0.373254

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23155900
Quote volume 24h: 40708040
Price change 24h %: 24.5

Quality

Capture latency ms: 9867
Order book timestamp: 2026-06-29 05:52:47+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:45.168000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 16611
gate: 16612
htx: 16492
mexc: 16608

By Symbol

VELVET/USDT:USDT: 66323

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.