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: 66825
Total labels: 200475
Pending labels: 180992
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 11:25:23.212577+02:00
Recent trades snapshots: 66822
Micro candles: 1336320
Avg data quality: 75.9935353535353535
Latest latency: 5943 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 143 of 6683 · 66825 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 07:20:31.177274+02:00	binance	VELVET/USDT:USDT	1.7088	80	7958 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 07:20:23.110749+02:00	mexc	VELVET/USDT:USDT	1.7101	68	6132 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 07:20:16.838584+02:00	htx	VELVET/USDT:USDT	1.711425	80	6738 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 07:19:54.477704+02:00	gate	VELVET/USDT:USDT	1.70901	68	10524 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 07:19:43.793172+02:00	binance	VELVET/USDT:USDT	1.71185	80	7358 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 07:19:36.311409+02:00	mexc	VELVET/USDT:USDT	1.71525	78	4279 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 07:19:31.911954+02:00	htx	VELVET/USDT:USDT	1.703265	80	7485 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 07:19:13.533320+02:00	gate	VELVET/USDT:USDT	1.706365	68	10364 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 07:19:02.968407+02:00	binance	VELVET/USDT:USDT	1.7229	80	5836 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 07:18:56.950040+02:00	mexc	VELVET/USDT:USDT	1.72255	78	4583 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.7087
Best ask: 1.7089
Spread: 0.0002
Spread %: 0.011704
Mid price: 1.7088
Last price: 1.7143
Mark price: -
Index price: -

Order Book

Bid depth 5: 468
Ask depth 5: 109
Bid depth 10: 1078
Ask depth 10: 470
Bid depth 20: 3361
Ask depth 20: 1609
Imbalance 5: 0.622184
Imbalance 10: 0.392765
Imbalance 20: 0.352515
Top bid size: 50
Top ask size: 9
Bid wall score: 0.014877
Ask wall score: 0.005594

Dynamics

Bid depth 5 delta: -105
Ask depth 5 delta: 66
Imbalance 5 delta: -0.238206
Bid depth 10 delta: 69
Ask depth 10 delta: 12
Imbalance 10 delta: 0.017168
Spread delta: 0.0001
Mid price delta: -0.00305
Wall shift score: -0.092583

Tape

Buy volume: 9288
Sell volume: 2006
Buy/sell delta: 7282
Buy/sell ratio: 4.63011
Avg trade size: 112.94
Large trade count: 4
Largest trade size: 6459

Candle

Return 1: -0.656786
Return 3: -0.192701
Volume 1: 170972
Volume avg 5: 241045.8
Momentum 5: 0.428932

Cross Exchange

Mid avg: 1.71059625
Mid median: 1.7107625
Price deviation %: -0.105007
Spread %: 0.166024

Funding / OI / Volume

Funding rate: 0.00044101
Funding delta: 0.00000438
Funding abs: 0.00044101
Funding pressure: 0.00044539
Open interest: 36057522
Volume 24h: 439304787
Quote volume 24h: 765735251.06804
Price change 24h %: 10.743

Quality

Capture latency ms: 7958
Order book timestamp: 2026-06-29 07:20:29.010000+02:00
Ticker timestamp: 2026-06-29 07:20:18.877000+02:00
Trades timestamp: 2026-06-29 07:20:30.630000+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: 1.7098
Best ask: 1.7104
Spread: 0.0006
Spread %: 0.035086
Mid price: 1.7101
Last price: 1.7102
Mark price: -
Index price: 1.7121

Order Book

Bid depth 5: 138
Ask depth 5: 46
Bid depth 10: 217
Ask depth 10: 95
Bid depth 20: 615
Ask depth 20: 292
Imbalance 5: 0.5
Imbalance 10: 0.391026
Imbalance 20: 0.356119
Top bid size: 40
Top ask size: 1
Bid wall score: 0.065041
Ask wall score: 0.003425

Dynamics

Bid depth 5 delta: 67
Ask depth 5 delta: 30
Imbalance 5 delta: -0.132184
Bid depth 10 delta: -52
Ask depth 10 delta: 62
Imbalance 10 delta: -0.390431
Spread delta: 0.0005
Mid price delta: -0.00515
Wall shift score: 0.069354

Tape

Buy volume: 267
Sell volume: 743
Buy/sell delta: -476
Buy/sell ratio: 0.359354
Avg trade size: 10.1
Large trade count: 6
Largest trade size: 69

Candle

Return 1: -0.441989
Return 3: -0.081714
Volume 1: 2526
Volume avg 5: 4688.2
Momentum 5: 0.711848

Cross Exchange

Mid avg: 1.71188375
Mid median: 1.7116375
Price deviation %: -0.104198
Spread %: 0.364511

Funding / OI / Volume

Funding rate: -0.002161
Funding delta: 0
Funding abs: 0.002161
Funding pressure: 0.002161
Open interest: -
Volume 24h: 10601809
Quote volume 24h: 183825004.914
Price change 24h %: -4.75

Quality

Capture latency ms: 6132
Order book timestamp: 2026-06-29 07:20:21.370000+02:00
Ticker timestamp: 2026-06-29 07:20:21.732000+02:00
Trades timestamp: 2026-06-29 07:20:21.317000+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: 1.70154
Best ask: 1.72131
Spread: 0.01977
Spread %: 1.155178
Mid price: 1.711425
Last price: 1.69932
Mark price: -
Index price: -

Order Book

Bid depth 5: 35779
Ask depth 5: 230
Bid depth 10: 98687
Ask depth 10: 41834
Bid depth 20: 114579
Ask depth 20: 113518
Imbalance 5: 0.987225
Imbalance 10: 0.404587
Imbalance 20: 0.004652
Top bid size: 53
Top ask size: 50
Bid wall score: 0.000463
Ask wall score: 0.00044

Dynamics

Bid depth 5 delta: -8665
Ask depth 5 delta: -175
Imbalance 5 delta: 0.005286
Bid depth 10 delta: -6441
Ask depth 10 delta: -257
Imbalance 10 delta: -0.023598
Spread delta: 0.00062
Mid price delta: 0.00816
Wall shift score: 0.00067

Tape

Buy volume: 9506
Sell volume: 5514
Buy/sell delta: 3992
Buy/sell ratio: 1.723975
Avg trade size: 150.2
Large trade count: 7
Largest trade size: 3300

Candle

Return 1: 0
Return 3: 0.06006
Volume 1: 0
Volume avg 5: 387.2
Momentum 5: -1.102278

Cross Exchange

Mid avg: 1.70984375
Mid median: 1.71043
Price deviation %: 0.092479
Spread %: 0.700941

Funding / OI / Volume

Funding rate: -0.0004197
Funding delta: 0.00001573
Funding abs: 0.0004197
Funding pressure: 0.00043543
Open interest: 101660
Volume 24h: 708398
Quote volume 24h: 708398
Price change 24h %: -5.128463

Quality

Capture latency ms: 6738
Order book timestamp: 2026-06-29 07:20:15.396000+02:00
Ticker timestamp: 2026-06-29 07:20:15.697000+02:00
Trades timestamp: 2026-06-29 07:19:54.210000+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: 1.70796
Best ask: 1.71006
Spread: 0.0021
Spread %: 0.122878
Mid price: 1.70901
Last price: 1.70922
Mark price: 1.70994
Index price: 1.713918

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 10
Ask depth 10: 26
Bid depth 20: 37
Ask depth 20: 36
Imbalance 5: 0
Imbalance 10: -0.444444
Imbalance 20: 0.013699
Top bid size: 1
Top ask size: 1
Bid wall score: 0.027027
Ask wall score: 0.027778

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 16
Imbalance 10 delta: -0.444444
Spread delta: -0.00021
Mid price delta: 0.002645
Wall shift score: -0.000751

Tape

Buy volume: 82
Sell volume: 50
Buy/sell delta: 32
Buy/sell ratio: 1.64
Avg trade size: 1.32
Large trade count: 3
Largest trade size: 6

Candle

Return 1: -0.483255
Return 3: 0.990275
Volume 1: 50
Volume avg 5: 126.2
Momentum 5: -0.046783

Cross Exchange

Mid avg: 1.7091825
Mid median: 1.7091075
Price deviation %: -0.010093
Spread %: 0.701212

Funding / OI / Volume

Funding rate: 0.000005
Funding delta: 0
Funding abs: 0.000005
Funding pressure: 0.000005
Open interest: -
Volume 24h: 26228600
Quote volume 24h: 45854819
Price change 24h %: 10.82

Quality

Capture latency ms: 10524
Order book timestamp: 2026-06-29 07:19:53+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:50.383000+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: 1.7118
Best ask: 1.7119
Spread: 0.0001
Spread %: 0.005842
Mid price: 1.71185
Last price: 1.7136
Mark price: -
Index price: -

Order Book

Bid depth 5: 573
Ask depth 5: 43
Bid depth 10: 1009
Ask depth 10: 458
Bid depth 20: 2826
Ask depth 20: 1384
Imbalance 5: 0.86039
Imbalance 10: 0.375596
Imbalance 20: 0.342518
Top bid size: 294
Top ask size: 3
Bid wall score: 0.104034
Ask wall score: 0.002168

Dynamics

Bid depth 5 delta: 212
Ask depth 5 delta: -191
Imbalance 5 delta: 0.646944
Bid depth 10 delta: -479
Ask depth 10 delta: -607
Imbalance 10 delta: 0.209909
Spread delta: -0.0001
Mid price delta: -0.01105
Wall shift score: 0.09827

Tape

Buy volume: 2009
Sell volume: 541
Buy/sell delta: 1468
Buy/sell ratio: 3.713494
Avg trade size: 25.5
Large trade count: 6
Largest trade size: 301

Candle

Return 1: -0.70259
Return 3: 0.837314
Volume 1: 145674
Volume avg 5: 263340.4
Momentum 5: -0.233359

Cross Exchange

Mid avg: 1.711945
Mid median: 1.7108075
Price deviation %: -0.005549
Spread %: 1.146941

Funding / OI / Volume

Funding rate: 0.00043663
Funding delta: 0
Funding abs: 0.00043663
Funding pressure: 0.00043663
Open interest: 36045530
Volume 24h: 439301500
Quote volume 24h: 765702474.03034
Price change 24h %: 10.92

Quality

Capture latency ms: 7358
Order book timestamp: 2026-06-29 07:19:41.638000+02:00
Ticker timestamp: 2026-06-29 07:19:34.839000+02:00
Trades timestamp: 2026-06-29 07:19:43.196000+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: 1.7152
Best ask: 1.7153
Spread: 0.0001
Spread %: 0.00583
Mid price: 1.71525
Last price: 1.7095
Mark price: -
Index price: 1.7101

Order Book

Bid depth 5: 71
Ask depth 5: 16
Bid depth 10: 269
Ask depth 10: 33
Bid depth 20: 643
Ask depth 20: 446
Imbalance 5: 0.632184
Imbalance 10: 0.781457
Imbalance 20: 0.1809
Top bid size: 8
Top ask size: 9
Bid wall score: 0.012442
Ask wall score: 0.020179

Dynamics

Bid depth 5 delta: -59
Ask depth 5 delta: -18
Imbalance 5 delta: 0.046818
Bid depth 10 delta: -25
Ask depth 10 delta: -104
Imbalance 10 delta: 0.417188
Spread delta: 0
Mid price delta: -0.0073
Wall shift score: 0.057085

Tape

Buy volume: 529
Sell volume: 526
Buy/sell delta: 3
Buy/sell ratio: 1.005703
Avg trade size: 10.55
Large trade count: 4
Largest trade size: 82

Candle

Return 1: -0.447466
Return 3: 1.014211
Volume 1: 3146
Volume avg 5: 4897.2
Momentum 5: -0.151542

Cross Exchange

Mid avg: 1.71377
Mid median: 1.7144575
Price deviation %: 0.086359
Spread %: 1.14572

Funding / OI / Volume

Funding rate: -0.002161
Funding delta: 0
Funding abs: 0.002161
Funding pressure: 0.002161
Open interest: -
Volume 24h: 10598668
Quote volume 24h: 183771028.9692
Price change 24h %: -4.79

Quality

Capture latency ms: 4279
Order book timestamp: 2026-06-29 07:19:34.560000+02:00
Ticker timestamp: 2026-06-29 07:19:33.841000+02:00
Trades timestamp: 2026-06-29 07:19:35.071000+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: 1.69369
Best ask: 1.71284
Spread: 0.01915
Spread %: 1.124311
Mid price: 1.703265
Last price: 1.72497
Mark price: -
Index price: -

Order Book

Bid depth 5: 44444
Ask depth 5: 405
Bid depth 10: 105128
Ask depth 10: 42091
Bid depth 20: 120714
Ask depth 20: 113927
Imbalance 5: 0.981939
Imbalance 10: 0.428185
Imbalance 20: 0.028925
Top bid size: 33
Top ask size: 105
Bid wall score: 0.000273
Ask wall score: 0.000922

Dynamics

Bid depth 5 delta: 199
Ask depth 5 delta: -41036
Imbalance 5 delta: 0.949215
Bid depth 10 delta: 1603
Ask depth 10 delta: -62472
Imbalance 10 delta: 0.433173
Spread delta: 0.00512
Mid price delta: -0.00598
Wall shift score: 0.00002

Tape

Buy volume: 9540
Sell volume: 5414
Buy/sell delta: 4126
Buy/sell ratio: 1.762098
Avg trade size: 149.54
Large trade count: 7
Largest trade size: 3300

Candle

Return 1: 0.507499
Return 3: 1.787959
Volume 1: 148
Volume avg 5: 395.2
Momentum 5: 1.14338

Cross Exchange

Mid avg: 1.715265
Mid median: 1.7158975
Price deviation %: -0.6996
Spread %: 0.963991

Funding / OI / Volume

Funding rate: -0.00043543
Funding delta: 0.00001516
Funding abs: 0.00043543
Funding pressure: 0.00045058
Open interest: 101618
Volume 24h: 708282
Quote volume 24h: 708282
Price change 24h %: -3.696446

Quality

Capture latency ms: 7485
Order book timestamp: 2026-06-29 07:19:29.638000+02:00
Ticker timestamp: 2026-06-29 07:19:30.346000+02:00
Trades timestamp: 2026-06-29 07:19:00.567000+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: 1.70521
Best ask: 1.70752
Spread: 0.00231
Spread %: 0.135375
Mid price: 1.706365
Last price: 1.71408
Mark price: 1.71408
Index price: 1.7174

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 10
Ask depth 10: 10
Bid depth 20: 36
Ask depth 20: 36
Imbalance 5: 0
Imbalance 10: 0
Imbalance 20: 0
Top bid size: 1
Top ask size: 1
Bid wall score: 0.027778
Ask wall score: 0.027778

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: -12
Imbalance 10 delta: 0.375
Spread delta: 0.00058
Mid price delta: -0.00973
Wall shift score: -0.005908

Tape

Buy volume: 103
Sell volume: 32
Buy/sell delta: 71
Buy/sell ratio: 3.21875
Avg trade size: 1.35
Large trade count: 2
Largest trade size: 10

Candle

Return 1: -0.200289
Return 3: 1.27743
Volume 1: 15
Volume avg 5: 119.2
Momentum 5: 0.237424

Cross Exchange

Mid avg: 1.7176975
Mid median: 1.7193225
Price deviation %: -0.659749
Spread %: 0.79496

Funding / OI / Volume

Funding rate: 0.000005
Funding delta: 0.000006
Funding abs: 0.000005
Funding pressure: 0.000011
Open interest: -
Volume 24h: 26223400
Quote volume 24h: 45845916
Price change 24h %: 11.13

Quality

Capture latency ms: 10364
Order book timestamp: 2026-06-29 07:19:12+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:50.348000+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: 1.7228
Best ask: 1.723
Spread: 0.0002
Spread %: 0.011608
Mid price: 1.7229
Last price: 1.7239
Mark price: -
Index price: -

Order Book

Bid depth 5: 361
Ask depth 5: 234
Bid depth 10: 1488
Ask depth 10: 1065
Bid depth 20: 3562
Ask depth 20: 5751
Imbalance 5: 0.213445
Imbalance 10: 0.165687
Imbalance 20: -0.235048
Top bid size: 102
Top ask size: 144
Bid wall score: 0.028636
Ask wall score: 0.025039

Dynamics

Bid depth 5 delta: 66
Ask depth 5 delta: 186
Imbalance 5 delta: -0.506671
Bid depth 10 delta: 825
Ask depth 10 delta: 739
Imbalance 10 delta: -0.175061
Spread delta: 0.0001
Mid price delta: 0.00725
Wall shift score: -0.007029

Tape

Buy volume: 2105
Sell volume: 1498
Buy/sell delta: 607
Buy/sell ratio: 1.405207
Avg trade size: 36.03
Large trade count: 6
Largest trade size: 382

Candle

Return 1: 0.472993
Return 3: 1.098772
Volume 1: 223032
Volume avg 5: 300154.8
Momentum 5: 1.979611

Cross Exchange

Mid avg: 1.715885
Mid median: 1.7158725
Price deviation %: 0.408827
Spread %: 0.775402

Funding / OI / Volume

Funding rate: 0.00043663
Funding delta: -0.00000508
Funding abs: 0.00043663
Funding pressure: 0.00044171
Open interest: 36055669
Volume 24h: 439305955
Quote volume 24h: 765682675.75884
Price change 24h %: 12.051

Quality

Capture latency ms: 5836
Order book timestamp: 2026-06-29 07:19:00.812000+02:00
Ticker timestamp: 2026-06-29 07:18:54.901000+02:00
Trades timestamp: 2026-06-29 07:19:02.523000+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: 1.7225
Best ask: 1.7226
Spread: 0.0001
Spread %: 0.005805
Mid price: 1.72255
Last price: 1.7234
Mark price: -
Index price: 1.716

Order Book

Bid depth 5: 130
Ask depth 5: 34
Bid depth 10: 294
Ask depth 10: 137
Bid depth 20: 585
Ask depth 20: 381
Imbalance 5: 0.585366
Imbalance 10: 0.364269
Imbalance 20: 0.21118
Top bid size: 2
Top ask size: 26
Bid wall score: 0.003419
Ask wall score: 0.068241

Dynamics

Bid depth 5 delta: 68
Ask depth 5 delta: 6
Imbalance 5 delta: 0.207588
Bid depth 10 delta: 103
Ask depth 10 delta: 27
Imbalance 10 delta: 0.095166
Spread delta: -0.0001
Mid price delta: 0.01255
Wall shift score: -0.077296

Tape

Buy volume: 427
Sell volume: 719
Buy/sell delta: -292
Buy/sell ratio: 0.59388
Avg trade size: 11.46
Large trade count: 9
Largest trade size: 60

Candle

Return 1: 0.519465
Return 3: 1.317802
Volume 1: 7119
Volume avg 5: 5276.2
Momentum 5: 1.724749

Cross Exchange

Mid avg: 1.7127475
Mid median: 1.712825
Price deviation %: 0.572326
Spread %: 0.399942

Funding / OI / Volume

Funding rate: -0.002161
Funding delta: 0
Funding abs: 0.002161
Funding pressure: 0.002161
Open interest: -
Volume 24h: 10595836
Quote volume 24h: 183722409.4509
Price change 24h %: -4.02

Quality

Capture latency ms: 4583
Order book timestamp: 2026-06-29 07:18:55.435000+02:00
Ticker timestamp: 2026-06-29 07:18:54.882000+02:00
Trades timestamp: 2026-06-29 07:18:55.514000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 16737
gate: 16737
htx: 16617
mexc: 16734

By Symbol

VELVET/USDT:USDT: 66825

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.