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: 67298
Total labels: 201894
Pending labels: 182411
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 12:44:31.217924+02:00
Recent trades snapshots: 67295
Micro candles: 1345780
Avg data quality: 75.9959286170671184
Latest latency: 35685 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 144 of 6730 · 67298 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 08:42:51.015623+02:00	gate	VELVET/USDT:USDT	1.672655	68	10601 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 08:42:40.251313+02:00	binance	VELVET/USDT:USDT	1.67175	80	5929 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 08:42:33.690621+02:00	mexc	VELVET/USDT:USDT	1.66965	78	4515 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 08:42:29.090028+02:00	htx	VELVET/USDT:USDT	1.648095	80	5573 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 08:42:10.122576+02:00	gate	VELVET/USDT:USDT	1.670745	68	11152 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 08:41:58.820589+02:00	binance	VELVET/USDT:USDT	1.66065	80	7677 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 08:41:50.999853+02:00	mexc	VELVET/USDT:USDT	1.6604	68	5603 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 08:41:45.279111+02:00	htx	VELVET/USDT:USDT	1.637615	90	4477 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 08:41:25.138988+02:00	gate	VELVET/USDT:USDT	1.66134	68	13182 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 08:41:11.767984+02:00	binance	VELVET/USDT:USDT	1.6552	80	6831 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.67141
Best ask: 1.6739
Spread: 0.00249
Spread %: 0.148865
Mid price: 1.672655
Last price: 1.67278
Mark price: 1.67084
Index price: 1.66897

Order Book

Bid depth 5: 12
Ask depth 5: 10
Bid depth 10: 22
Ask depth 10: 21
Bid depth 20: 47
Ask depth 20: 49
Imbalance 5: 0.090909
Imbalance 10: 0.023256
Imbalance 20: -0.020833
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021277
Ask wall score: 0.020408

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 2
Imbalance 5 delta: -0.066986
Bid depth 10 delta: -4
Ask depth 10 delta: -14
Imbalance 10 delta: 0.170797
Spread delta: 0.00046
Mid price delta: 0.00191
Wall shift score: 0.034104

Tape

Buy volume: 103
Sell volume: 73
Buy/sell delta: 30
Buy/sell ratio: 1.410959
Avg trade size: 1.76
Large trade count: 1
Largest trade size: 10

Candle

Return 1: 0.70133
Return 3: 1.691845
Volume 1: 240
Volume avg 5: 179.4
Momentum 5: 1.588092

Cross Exchange

Mid avg: 1.66506
Mid median: 1.6701975
Price deviation %: 0.45614
Spread %: 1.42067

Funding / OI / Volume

Funding rate: -0.000187
Funding delta: 0
Funding abs: 0.000187
Funding pressure: 0.000187
Open interest: -
Volume 24h: 27159800
Quote volume 24h: 47525882
Price change 24h %: 8.22

Quality

Capture latency ms: 10601
Order book timestamp: 2026-06-29 08:42:49+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:55.368000+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: 1.6716
Best ask: 1.6719
Spread: 0.0003
Spread %: 0.017945
Mid price: 1.67175
Last price: 1.6686
Mark price: -
Index price: -

Order Book

Bid depth 5: 280
Ask depth 5: 274
Bid depth 10: 856
Ask depth 10: 388
Bid depth 20: 2014
Ask depth 20: 1612
Imbalance 5: 0.01083
Imbalance 10: 0.376206
Imbalance 20: 0.110866
Top bid size: 60
Top ask size: 12
Bid wall score: 0.029791
Ask wall score: 0.007444

Dynamics

Bid depth 5 delta: 134
Ask depth 5 delta: -280
Imbalance 5 delta: 0.593687
Bid depth 10 delta: 293
Ask depth 10 delta: -934
Imbalance 10 delta: 0.778858
Spread delta: 0
Mid price delta: 0.0111
Wall shift score: 0.08775

Tape

Buy volume: 3041
Sell volume: 1754
Buy/sell delta: 1287
Buy/sell ratio: 1.733751
Avg trade size: 47.95
Large trade count: 7
Largest trade size: 232

Candle

Return 1: 0.511987
Return 3: 1.496259
Volume 1: 236357
Volume avg 5: 271951
Momentum 5: 1.206938

Cross Exchange

Mid avg: 1.662285
Mid median: 1.66515
Price deviation %: 0.569397
Spread %: 1.362582

Funding / OI / Volume

Funding rate: 0.00020361
Funding delta: 0.00000983
Funding abs: 0.00020361
Funding pressure: 0.00021344
Open interest: 35501378
Volume 24h: 447827610
Quote volume 24h: 781987724.43346
Price change 24h %: 7.333

Quality

Capture latency ms: 5929
Order book timestamp: 2026-06-29 08:42:38.050000+02:00
Ticker timestamp: 2026-06-29 08:42:30.631000+02:00
Trades timestamp: 2026-06-29 08:42:39.761000+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: 1.6696
Best ask: 1.6697
Spread: 0.0001
Spread %: 0.005989
Mid price: 1.66965
Last price: 1.67
Mark price: -
Index price: 1.664

Order Book

Bid depth 5: 57
Ask depth 5: 45
Bid depth 10: 239
Ask depth 10: 130
Bid depth 20: 471
Ask depth 20: 285
Imbalance 5: 0.117647
Imbalance 10: 0.295393
Imbalance 20: 0.246032
Top bid size: 4
Top ask size: 6
Bid wall score: 0.008493
Ask wall score: 0.021053

Dynamics

Bid depth 5 delta: -243
Ask depth 5 delta: -21
Imbalance 5 delta: -0.521697
Bid depth 10 delta: -177
Ask depth 10 delta: -190
Imbalance 10 delta: 0.164958
Spread delta: -0.0007
Mid price delta: 0.00925
Wall shift score: -0.153197

Tape

Buy volume: 444
Sell volume: 244
Buy/sell delta: 200
Buy/sell ratio: 1.819672
Avg trade size: 6.88
Large trade count: 5
Largest trade size: 50

Candle

Return 1: 0.439494
Return 3: 1.478102
Volume 1: 3798
Volume avg 5: 5108.4
Momentum 5: 1.231796

Cross Exchange

Mid avg: 1.6599725
Mid median: 1.660525
Price deviation %: 0.582992
Spread %: 1.36448

Funding / OI / Volume

Funding rate: -0.002161
Funding delta: 0
Funding abs: 0.002161
Funding pressure: 0.002161
Open interest: -
Volume 24h: 10681314
Quote volume 24h: 185593164.8913
Price change 24h %: -6.99

Quality

Capture latency ms: 4515
Order book timestamp: 2026-06-29 08:42:31.969000+02:00
Ticker timestamp: 2026-06-29 08:42:30.830000+02:00
Trades timestamp: 2026-06-29 08:42:31.089000+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: 1.64411
Best ask: 1.65208
Spread: 0.00797
Spread %: 0.483589
Mid price: 1.648095
Last price: 1.63771
Mark price: -
Index price: -

Order Book

Bid depth 5: 15428
Ask depth 5: 287
Bid depth 10: 33337
Ask depth 10: 12890
Bid depth 20: 51455
Ask depth 20: 47274
Imbalance 5: 0.963474
Imbalance 10: 0.442317
Imbalance 20: 0.042348
Top bid size: 1712
Top ask size: 17
Bid wall score: 0.033272
Ask wall score: 0.00036

Dynamics

Bid depth 5 delta: -17450
Ask depth 5 delta: 90
Imbalance 5 delta: -0.024613
Bid depth 10 delta: -4931
Ask depth 10 delta: -4
Imbalance 10 delta: -0.053637
Spread delta: -0.00074
Mid price delta: 0.01048
Wall shift score: -0.000651

Tape

Buy volume: 4806
Sell volume: 382
Buy/sell delta: 4424
Buy/sell ratio: 12.581152
Avg trade size: 51.88
Large trade count: 1
Largest trade size: 244

Candle

Return 1: 1.890949
Return 3: 1.646389
Volume 1: 92
Volume avg 5: 2012.4
Momentum 5: 1.848332

Cross Exchange

Mid avg: 1.6573525
Mid median: 1.660525
Price deviation %: -0.558572
Spread %: 1.998971

Funding / OI / Volume

Funding rate: -0.00014435
Funding delta: 0.00000556
Funding abs: 0.00014435
Funding pressure: 0.00014991
Open interest: 102737
Volume 24h: 759846
Quote volume 24h: 759846
Price change 24h %: -8.568095

Quality

Capture latency ms: 5573
Order book timestamp: 2026-06-29 08:42:27.638000+02:00
Ticker timestamp: 2026-06-29 08:42:27.907000+02:00
Trades timestamp: 2026-06-29 08:42:01.061000+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: 1.66973
Best ask: 1.67176
Spread: 0.00203
Spread %: 0.121503
Mid price: 1.670745
Last price: 1.66989
Mark price: 1.67033
Index price: 1.66817

Order Book

Bid depth 5: 11
Ask depth 5: 8
Bid depth 10: 26
Ask depth 10: 35
Bid depth 20: 66
Ask depth 20: 62
Imbalance 5: 0.157895
Imbalance 10: -0.147541
Imbalance 20: 0.03125
Top bid size: 1
Top ask size: 3
Bid wall score: 0.015152
Ask wall score: 0.048387

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -2
Imbalance 5 delta: 0.066986
Bid depth 10 delta: -9
Ask depth 10 delta: 10
Imbalance 10 delta: -0.314208
Spread delta: -0.00041
Mid price delta: 0.009405
Wall shift score: -0.034478

Tape

Buy volume: 104
Sell volume: 53
Buy/sell delta: 51
Buy/sell ratio: 1.962264
Avg trade size: 1.57
Large trade count: 4
Largest trade size: 8

Candle

Return 1: 0.473774
Return 3: 1.462051
Volume 1: 23
Volume avg 5: 136
Momentum 5: 1.358532

Cross Exchange

Mid avg: 1.65500125
Mid median: 1.660525
Price deviation %: 0.951283
Spread %: 1.433534

Funding / OI / Volume

Funding rate: -0.000187
Funding delta: 0.000006
Funding abs: 0.000187
Funding pressure: 0.000193
Open interest: -
Volume 24h: 27141600
Quote volume 24h: 47495481
Price change 24h %: 8.03

Quality

Capture latency ms: 11152
Order book timestamp: 2026-06-29 08:42:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:55.328000+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: 1.6605
Best ask: 1.6608
Spread: 0.0003
Spread %: 0.018065
Mid price: 1.66065
Last price: 1.6591
Mark price: -
Index price: -

Order Book

Bid depth 5: 146
Ask depth 5: 554
Bid depth 10: 563
Ask depth 10: 1322
Bid depth 20: 3209
Ask depth 20: 3871
Imbalance 5: -0.582857
Imbalance 10: -0.402653
Imbalance 20: -0.093503
Top bid size: 4
Top ask size: 258
Bid wall score: 0.001246
Ask wall score: 0.066649

Dynamics

Bid depth 5 delta: -532
Ask depth 5 delta: 526
Imbalance 5 delta: -1.503537
Bid depth 10 delta: -564
Ask depth 10 delta: 796
Imbalance 10 delta: -0.766234
Spread delta: -0.0001
Mid price delta: 0.00545
Wall shift score: -0.068783

Tape

Buy volume: 8467
Sell volume: 2363
Buy/sell delta: 6104
Buy/sell ratio: 3.583157
Avg trade size: 108.3
Large trade count: 5
Largest trade size: 2869

Candle

Return 1: 0.283885
Return 3: 1.163783
Volume 1: 146108
Volume avg 5: 277318.6
Momentum 5: -0.539148

Cross Exchange

Mid avg: 1.65363875
Mid median: 1.6578
Price deviation %: 0.423989
Spread %: 1.434715

Funding / OI / Volume

Funding rate: 0.00019378
Funding delta: 0
Funding abs: 0.00019378
Funding pressure: 0.00019378
Open interest: 35502576
Volume 24h: 447787429
Quote volume 24h: 781896633.22216
Price change 24h %: 7.26

Quality

Capture latency ms: 7677
Order book timestamp: 2026-06-29 08:41:56.636000+02:00
Ticker timestamp: 2026-06-29 08:41:48.555000+02:00
Trades timestamp: 2026-06-29 08:41:58.287000+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: 1.66
Best ask: 1.6608
Spread: 0.0008
Spread %: 0.048181
Mid price: 1.6604
Last price: 1.6582
Mark price: -
Index price: 1.6548

Order Book

Bid depth 5: 300
Ask depth 5: 66
Bid depth 10: 416
Ask depth 10: 320
Bid depth 20: 824
Ask depth 20: 1320
Imbalance 5: 0.639344
Imbalance 10: 0.130435
Imbalance 20: -0.231343
Top bid size: 124
Top ask size: 13
Bid wall score: 0.150485
Ask wall score: 0.009848

Dynamics

Bid depth 5 delta: 247
Ask depth 5 delta: -57
Imbalance 5 delta: 1.037072
Bid depth 10 delta: 226
Ask depth 10 delta: 68
Imbalance 10 delta: 0.270706
Spread delta: 0.0001
Mid price delta: 0.00205
Wall shift score: 0.211164

Tape

Buy volume: 674
Sell volume: 390
Buy/sell delta: 284
Buy/sell ratio: 1.728205
Avg trade size: 10.64
Large trade count: 7
Largest trade size: 82

Candle

Return 1: 0.181225
Return 3: 0.998782
Volume 1: 3098
Volume avg 5: 5349.6
Momentum 5: -0.783727

Cross Exchange

Mid avg: 1.65312625
Mid median: 1.656775
Price deviation %: 0.44
Spread %: 1.43516

Funding / OI / Volume

Funding rate: -0.002161
Funding delta: 0
Funding abs: 0.002161
Funding pressure: 0.002161
Open interest: -
Volume 24h: 10677548
Quote volume 24h: 185530319.8893
Price change 24h %: -7.65

Quality

Capture latency ms: 5603
Order book timestamp: 2026-06-29 08:41:49.392000+02:00
Ticker timestamp: 2026-06-29 08:41:48.792000+02:00
Trades timestamp: 2026-06-29 08:41:49.372000+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: 1.63326
Best ask: 1.64197
Spread: 0.00871
Spread %: 0.531871
Mid price: 1.637615
Last price: 1.62511
Mark price: -
Index price: -

Order Book

Bid depth 5: 32878
Ask depth 5: 197
Bid depth 10: 38268
Ask depth 10: 12894
Bid depth 20: 51839
Ask depth 20: 47459
Imbalance 5: 0.988088
Imbalance 10: 0.495954
Imbalance 20: 0.04411
Top bid size: 1741
Top ask size: 1
Bid wall score: 0.033585
Ask wall score: 0.000021

Dynamics

Bid depth 5 delta: 17376
Ask depth 5 delta: 5
Imbalance 5 delta: 0.012556
Bid depth 10 delta: 3862
Ask depth 10 delta: 10062
Imbalance 10 delta: -0.351943
Spread delta: -0.00131
Mid price delta: -0.001125
Wall shift score: -0.000033

Tape

Buy volume: 4842
Sell volume: 350
Buy/sell delta: 4492
Buy/sell ratio: 13.834286
Avg trade size: 51.92
Large trade count: 1
Largest trade size: 244

Candle

Return 1: 0
Return 3: -0.213682
Volume 1: 0
Volume avg 5: 2085.2
Momentum 5: -1.855856

Cross Exchange

Mid avg: 1.6534075
Mid median: 1.656775
Price deviation %: -0.955149
Spread %: 1.366874

Funding / OI / Volume

Funding rate: -0.00014991
Funding delta: 0.00000576
Funding abs: 0.00014991
Funding pressure: 0.00015568
Open interest: 102707
Volume 24h: 759880
Quote volume 24h: 759880
Price change 24h %: -9.271542

Quality

Capture latency ms: 4477
Order book timestamp: 2026-06-29 08:41:44.038000+02:00
Ticker timestamp: 2026-06-29 08:41:44.325000+02:00
Trades timestamp: 2026-06-29 08:40:26.953000+02:00
Data quality score: 90
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: 1.66012
Best ask: 1.66256
Spread: 0.00244
Spread %: 0.146869
Mid price: 1.66134
Last price: 1.66041
Mark price: 1.65745
Index price: 1.655615

Order Book

Bid depth 5: 12
Ask depth 5: 10
Bid depth 10: 35
Ask depth 10: 25
Bid depth 20: 61
Ask depth 20: 66
Imbalance 5: 0.090909
Imbalance 10: 0.166667
Imbalance 20: -0.03937
Top bid size: 1
Top ask size: 1
Bid wall score: 0.016393
Ask wall score: 0.015152

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 0
Imbalance 5 delta: 0.090909
Bid depth 10 delta: 14
Ask depth 10 delta: 4
Imbalance 10 delta: 0.166667
Spread delta: 0.00004
Mid price delta: 0.01843
Wall shift score: 0.000722

Tape

Buy volume: 115
Sell volume: 51
Buy/sell delta: 64
Buy/sell ratio: 2.254902
Avg trade size: 1.66
Large trade count: 4
Largest trade size: 8

Candle

Return 1: 0.317796
Return 3: 1.059032
Volume 1: 39
Volume avg 5: 151.4
Momentum 5: -0.45802

Cross Exchange

Mid avg: 1.6488
Mid median: 1.649055
Price deviation %: 0.760553
Spread %: 1.18935

Funding / OI / Volume

Funding rate: -0.000193
Funding delta: -0.000005
Funding abs: 0.000193
Funding pressure: 0.000198
Open interest: -
Volume 24h: 27139600
Quote volume 24h: 47492163
Price change 24h %: 7.1

Quality

Capture latency ms: 13182
Order book timestamp: 2026-06-29 08:41:23+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:11:55.281000+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: 1.655
Best ask: 1.6554
Spread: 0.0004
Spread %: 0.024166
Mid price: 1.6552
Last price: 1.6576
Mark price: -
Index price: -

Order Book

Bid depth 5: 678
Ask depth 5: 28
Bid depth 10: 1127
Ask depth 10: 526
Bid depth 20: 2783
Ask depth 20: 1466
Imbalance 5: 0.92068
Imbalance 10: 0.363581
Imbalance 20: 0.309955
Top bid size: 17
Top ask size: 4
Bid wall score: 0.006109
Ask wall score: 0.002729

Dynamics

Bid depth 5 delta: 398
Ask depth 5 delta: -143
Imbalance 5 delta: 0.678995
Bid depth 10 delta: 150
Ask depth 10 delta: -281
Imbalance 10 delta: 0.26829
Spread delta: 0.0001
Mid price delta: 0.01795
Wall shift score: 0.0012

Tape

Buy volume: 1938
Sell volume: 2851
Buy/sell delta: -913
Buy/sell ratio: 0.679761
Avg trade size: 47.89
Large trade count: 5
Largest trade size: 1174

Candle

Return 1: -0.090602
Return 3: 0.78601
Volume 1: 23163
Volume avg 5: 252729.6
Momentum 5: -0.910561

Cross Exchange

Mid avg: 1.6443125
Mid median: 1.640825
Price deviation %: 0.662131
Spread %: 1.283211

Funding / OI / Volume

Funding rate: 0.00019378
Funding delta: -0.0000022
Funding abs: 0.00019378
Funding pressure: 0.00019598
Open interest: 35498822
Volume 24h: 447673511
Quote volume 24h: 781707887.75516
Price change 24h %: 7.163

Quality

Capture latency ms: 6831
Order book timestamp: 2026-06-29 08:41:09.594000+02:00
Ticker timestamp: 2026-06-29 08:41:03.564000+02:00
Trades timestamp: 2026-06-29 08:41:11.205000+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: 16855
gate: 16856
htx: 16736
mexc: 16852

By Symbol

VELVET/USDT:USDT: 67299

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.