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: 67778
Total labels: 203334
Pending labels: 183851
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 14:06:37.339890+02:00
Recent trades snapshots: 67774
Micro candles: 1355380
Avg data quality: 75.9933901856059488
Latest latency: 9855 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 145 of 6778 · 67778 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 10:06:48.542780+02:00	binance	VELVET/USDT:USDT	1.6901	80	6089 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 10:06:42.283221+02:00	mexc	VELVET/USDT:USDT	1.6936	78	4444 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 10:06:37.780073+02:00	htx	VELVET/USDT:USDT	1.674945	80	6226 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 10:06:20.934697+02:00	gate	VELVET/USDT:USDT	1.69482	68	9879 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 10:06:10.900885+02:00	binance	VELVET/USDT:USDT	1.69395	80	6042 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 10:06:04.772546+02:00	mexc	VELVET/USDT:USDT	1.6989	78	4098 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 10:06:00.610482+02:00	htx	VELVET/USDT:USDT	1.680525	80	6668 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 10:05:43.164497+02:00	gate	VELVET/USDT:USDT	1.688175	68	9714 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 10:05:33.350406+02:00	binance	VELVET/USDT:USDT	1.69765	80	6342 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 10:05:26.901130+02:00	mexc	VELVET/USDT:USDT	1.70335	78	3989 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.69
Best ask: 1.6902
Spread: 0.0002
Spread %: 0.011834
Mid price: 1.6901
Last price: 1.6926
Mark price: -
Index price: -

Order Book

Bid depth 5: 1386
Ask depth 5: 283
Bid depth 10: 1569
Ask depth 10: 990
Bid depth 20: 3205
Ask depth 20: 2809
Imbalance 5: 0.660875
Imbalance 10: 0.22626
Imbalance 20: 0.065846
Top bid size: 1288
Top ask size: 60
Bid wall score: 0.401872
Ask wall score: 0.02136

Dynamics

Bid depth 5 delta: 403
Ask depth 5 delta: -574
Imbalance 5 delta: 0.592397
Bid depth 10 delta: 450
Ask depth 10 delta: -450
Imbalance 10 delta: 0.3517
Spread delta: -0.0001
Mid price delta: -0.00385
Wall shift score: 0.404844

Tape

Buy volume: 1815
Sell volume: 5050
Buy/sell delta: -3235
Buy/sell ratio: 0.359406
Avg trade size: 68.65
Large trade count: 2
Largest trade size: 2499

Candle

Return 1: -0.382803
Return 3: -1.399009
Volume 1: 108254
Volume avg 5: 218443.8
Momentum 5: -1.782604

Cross Exchange

Mid avg: 1.68932875
Mid median: 1.693775
Price deviation %: 0.045654
Spread %: 1.176503

Funding / OI / Volume

Funding rate: 0.0003032
Funding delta: 0
Funding abs: 0.0003032
Funding pressure: 0.0003032
Open interest: 35619638
Volume 24h: 439539343
Quote volume 24h: 770945702.64828
Price change 24h %: 9.165

Quality

Capture latency ms: 6089
Order book timestamp: 2026-06-29 10:06:46.364000+02:00
Ticker timestamp: 2026-06-29 10:06:36.309000+02:00
Trades timestamp: 2026-06-29 10:06:48.084000+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: 1.6935
Best ask: 1.6937
Spread: 0.0002
Spread %: 0.011809
Mid price: 1.6936
Last price: 1.6939
Mark price: -
Index price: 1.6925

Order Book

Bid depth 5: 71
Ask depth 5: 77
Bid depth 10: 283
Ask depth 10: 205
Bid depth 20: 855
Ask depth 20: 413
Imbalance 5: -0.040541
Imbalance 10: 0.159836
Imbalance 20: 0.34858
Top bid size: 2
Top ask size: 4
Bid wall score: 0.002339
Ask wall score: 0.009685

Dynamics

Bid depth 5 delta: -23
Ask depth 5 delta: -31
Imbalance 5 delta: 0.028766
Bid depth 10 delta: 103
Ask depth 10 delta: -60
Imbalance 10 delta: 0.350847
Spread delta: 0
Mid price delta: -0.0053
Wall shift score: 0.09156

Tape

Buy volume: 443
Sell volume: 685
Buy/sell delta: -242
Buy/sell ratio: 0.646715
Avg trade size: 11.28
Large trade count: 4
Largest trade size: 76

Candle

Return 1: -0.182654
Return 3: -1.201376
Volume 1: 2071
Volume avg 5: 4539.8
Momentum 5: -1.54016

Cross Exchange

Mid avg: 1.69065375
Mid median: 1.694385
Price deviation %: 0.174267
Spread %: 1.416908

Funding / OI / Volume

Funding rate: -0.002761
Funding delta: 0
Funding abs: 0.002761
Funding pressure: 0.002761
Open interest: -
Volume 24h: 10203377
Quote volume 24h: 178408468.035
Price change 24h %: -5.66

Quality

Capture latency ms: 4444
Order book timestamp: 2026-06-29 10:06:40.839000+02:00
Ticker timestamp: 2026-06-29 10:06:39.837000+02:00
Trades timestamp: 2026-06-29 10:06:39.781000+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: 1.66989
Best ask: 1.68
Spread: 0.01011
Spread %: 0.603602
Mid price: 1.674945
Last price: 1.66479
Mark price: -
Index price: -

Order Book

Bid depth 5: 15556
Ask depth 5: 248
Bid depth 10: 34134
Ask depth 10: 29597
Bid depth 20: 44719
Ask depth 20: 42197
Imbalance 5: 0.968616
Imbalance 10: 0.07119
Imbalance 20: 0.029017
Top bid size: 1699
Top ask size: 3
Bid wall score: 0.037993
Ask wall score: 0.000071

Dynamics

Bid depth 5 delta: 20
Ask depth 5 delta: -1827
Imbalance 5 delta: 0.204264
Bid depth 10 delta: -935
Ask depth 10 delta: 16675
Imbalance 10 delta: -0.390293
Spread delta: 0.00082
Mid price delta: -0.00558
Wall shift score: 0.001057

Tape

Buy volume: 3708
Sell volume: 2808
Buy/sell delta: 900
Buy/sell ratio: 1.320513
Avg trade size: 65.16
Large trade count: 6
Largest trade size: 782

Candle

Return 1: 0
Return 3: -3.093258
Volume 1: 0
Volume avg 5: 30.4
Momentum 5: -3.63568

Cross Exchange

Mid avg: 1.69204875
Mid median: 1.694385
Price deviation %: -1.010831
Spread %: 1.085962

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 102571
Volume 24h: 765166
Quote volume 24h: 765166
Price change 24h %: -7.056242

Quality

Capture latency ms: 6226
Order book timestamp: 2026-06-29 10:06:35.938000+02:00
Ticker timestamp: 2026-06-29 10:06:36.233000+02:00
Trades timestamp: 2026-06-29 10:05:43.369000+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: 1.69299
Best ask: 1.69665
Spread: 0.00366
Spread %: 0.215952
Mid price: 1.69482
Last price: 1.69598
Mark price: 1.69492
Index price: 1.69406

Order Book

Bid depth 5: 24
Ask depth 5: 8
Bid depth 10: 33
Ask depth 10: 15
Bid depth 20: 51
Ask depth 20: 47
Imbalance 5: 0.5
Imbalance 10: 0.375
Imbalance 20: 0.040816
Top bid size: 2
Top ask size: 1
Bid wall score: 0.039216
Ask wall score: 0.021277

Dynamics

Bid depth 5 delta: 15
Ask depth 5 delta: 1
Imbalance 5 delta: 0.375
Bid depth 10 delta: -47
Ask depth 10 delta: -15
Imbalance 10 delta: -0.079545
Spread delta: 0.00107
Mid price delta: 0.006645
Wall shift score: 0.012457

Tape

Buy volume: 155
Sell volume: 42
Buy/sell delta: 113
Buy/sell ratio: 3.690476
Avg trade size: 1.97
Large trade count: 1
Largest trade size: 10

Candle

Return 1: -0.095461
Return 3: -0.860758
Volume 1: 56
Volume avg 5: 207.8
Momentum 5: -1.574437

Cross Exchange

Mid avg: 1.6903875
Mid median: 1.6910625
Price deviation %: 0.262218
Spread %: 1.087029

Funding / OI / Volume

Funding rate: 0.000523
Funding delta: 0.000288
Funding abs: 0.000523
Funding pressure: 0.000811
Open interest: -
Volume 24h: 26275100
Quote volume 24h: 46215513
Price change 24h %: 10.08

Quality

Capture latency ms: 9879
Order book timestamp: 2026-06-29 10:06:19+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:00.373000+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: 1.6938
Best ask: 1.6941
Spread: 0.0003
Spread %: 0.01771
Mid price: 1.69395
Last price: 1.6964
Mark price: -
Index price: -

Order Book

Bid depth 5: 983
Ask depth 5: 857
Bid depth 10: 1119
Ask depth 10: 1440
Bid depth 20: 2770
Ask depth 20: 4022
Imbalance 5: 0.068478
Imbalance 10: -0.12544
Imbalance 20: -0.184335
Top bid size: 18
Top ask size: 124
Bid wall score: 0.006498
Ask wall score: 0.03083

Dynamics

Bid depth 5 delta: 833
Ask depth 5 delta: 462
Imbalance 5 delta: 0.51802
Bid depth 10 delta: 485
Ask depth 10 delta: 192
Imbalance 10 delta: 0.200809
Spread delta: 0.0002
Mid price delta: -0.0037
Wall shift score: -0.011267

Tape

Buy volume: 1577
Sell volume: 3045
Buy/sell delta: -1468
Buy/sell ratio: 0.517898
Avg trade size: 46.22
Large trade count: 9
Largest trade size: 285

Candle

Return 1: -0.194346
Return 3: -1.212474
Volume 1: 35612
Volume avg 5: 203915.4
Momentum 5: -1.596795

Cross Exchange

Mid avg: 1.6913125
Mid median: 1.6929125
Price deviation %: 0.155944
Spread %: 1.086434

Funding / OI / Volume

Funding rate: 0.0003032
Funding delta: -0.00000123
Funding abs: 0.0003032
Funding pressure: 0.00030443
Open interest: 35619615
Volume 24h: 439698074
Quote volume 24h: 771179296.34278
Price change 24h %: 8.96

Quality

Capture latency ms: 6042
Order book timestamp: 2026-06-29 10:06:08.713000+02:00
Ticker timestamp: 2026-06-29 10:05:58.321000+02:00
Trades timestamp: 2026-06-29 10:06:10.206000+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: 1.6988
Best ask: 1.699
Spread: 0.0002
Spread %: 0.011772
Mid price: 1.6989
Last price: 1.699
Mark price: -
Index price: 1.6935

Order Book

Bid depth 5: 94
Ask depth 5: 108
Bid depth 10: 180
Ask depth 10: 265
Bid depth 20: 557
Ask depth 20: 761
Imbalance 5: -0.069307
Imbalance 10: -0.191011
Imbalance 20: -0.15478
Top bid size: 2
Top ask size: 78
Bid wall score: 0.003591
Ask wall score: 0.102497

Dynamics

Bid depth 5 delta: -72
Ask depth 5 delta: 0
Imbalance 5 delta: -0.280986
Bid depth 10 delta: -163
Ask depth 10 delta: 79
Imbalance 10 delta: -0.487798
Spread delta: -0.0001
Mid price delta: -0.00445
Wall shift score: -0.317066

Tape

Buy volume: 1079
Sell volume: 386
Buy/sell delta: 693
Buy/sell ratio: 2.795337
Avg trade size: 14.65
Large trade count: 11
Largest trade size: 103

Candle

Return 1: 0.106057
Return 3: -0.915612
Volume 1: 361
Volume avg 5: 4197.8
Momentum 5: -1.255376

Cross Exchange

Mid avg: 1.692425
Mid median: 1.6929125
Price deviation %: 0.382587
Spread %: 1.348657

Funding / OI / Volume

Funding rate: -0.002761
Funding delta: 0
Funding abs: 0.002761
Funding pressure: 0.002761
Open interest: -
Volume 24h: 10201577
Quote volume 24h: 178377938.3376
Price change 24h %: -5.37

Quality

Capture latency ms: 4098
Order book timestamp: 2026-06-29 10:06:03.371000+02:00
Ticker timestamp: 2026-06-29 10:06:00.908000+02:00
Trades timestamp: 2026-06-29 10:06:03.347000+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: 1.67588
Best ask: 1.68517
Spread: 0.00929
Spread %: 0.552803
Mid price: 1.680525
Last price: 1.68715
Mark price: -
Index price: -

Order Book

Bid depth 5: 15536
Ask depth 5: 2075
Bid depth 10: 35069
Ask depth 10: 12922
Bid depth 20: 45882
Ask depth 20: 38470
Imbalance 5: 0.764352
Imbalance 10: 0.461482
Imbalance 20: 0.08787
Top bid size: 1695
Top ask size: 3
Bid wall score: 0.036943
Ask wall score: 0.000078

Dynamics

Bid depth 5 delta: 74
Ask depth 5 delta: 1685
Imbalance 5 delta: -0.186443
Bid depth 10 delta: 247
Ask depth 10 delta: -16871
Imbalance 10 delta: 0.383652
Spread delta: -0.0168
Mid price delta: -0.01407
Wall shift score: 0.031721

Tape

Buy volume: 3708
Sell volume: 2808
Buy/sell delta: 900
Buy/sell ratio: 1.320513
Avg trade size: 65.16
Large trade count: 6
Largest trade size: 782

Candle

Return 1: 0
Return 3: -3.093258
Volume 1: 0
Volume avg 5: 30.4
Momentum 5: -3.63568

Cross Exchange

Mid avg: 1.6959425
Mid median: 1.6961225
Price deviation %: -0.909082
Spread %: 0.894783

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 102571
Volume 24h: 766160
Quote volume 24h: 766160
Price change 24h %: -5.807903

Quality

Capture latency ms: 6668
Order book timestamp: 2026-06-29 10:05:59.038000+02:00
Ticker timestamp: 2026-06-29 10:05:59.366000+02:00
Trades timestamp: 2026-06-29 10:05:43.369000+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: 1.68688
Best ask: 1.68947
Spread: 0.00259
Spread %: 0.15342
Mid price: 1.688175
Last price: 1.69163
Mark price: 1.69185
Index price: 1.691503

Order Book

Bid depth 5: 9
Ask depth 5: 7
Bid depth 10: 80
Ask depth 10: 30
Bid depth 20: 114
Ask depth 20: 48
Imbalance 5: 0.125
Imbalance 10: 0.454545
Imbalance 20: 0.407407
Top bid size: 3
Top ask size: 1
Bid wall score: 0.026316
Ask wall score: 0.020833

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: 2
Imbalance 5 delta: -0.25
Bid depth 10 delta: 49
Ask depth 10 delta: 16
Imbalance 10 delta: 0.076768
Spread delta: -0.00012
Mid price delta: -0.01755
Wall shift score: -0.036608

Tape

Buy volume: 117
Sell volume: 41
Buy/sell delta: 76
Buy/sell ratio: 2.853659
Avg trade size: 1.58
Large trade count: 1
Largest trade size: 6

Candle

Return 1: -1.461455
Return 3: -1.853481
Volume 1: 314
Volume avg 5: 187
Momentum 5: -3.152105

Cross Exchange

Mid avg: 1.70033
Mid median: 1.7005
Price deviation %: -0.714861
Spread %: 0.654579

Funding / OI / Volume

Funding rate: 0.000235
Funding delta: 0.000088
Funding abs: 0.000235
Funding pressure: 0.000323
Open interest: -
Volume 24h: 26248000
Quote volume 24h: 46169699
Price change 24h %: 9.17

Quality

Capture latency ms: 9714
Order book timestamp: 2026-06-29 10:05:42+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:00.342000+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: 1.6976
Best ask: 1.6977
Spread: 0.0001
Spread %: 0.00589
Mid price: 1.69765
Last price: 1.7034
Mark price: -
Index price: -

Order Book

Bid depth 5: 150
Ask depth 5: 395
Bid depth 10: 634
Ask depth 10: 1248
Bid depth 20: 2387
Ask depth 20: 3328
Imbalance 5: -0.449541
Imbalance 10: -0.326249
Imbalance 20: -0.164654
Top bid size: 14
Top ask size: 63
Bid wall score: 0.005865
Ask wall score: 0.01893

Dynamics

Bid depth 5 delta: -190
Ask depth 5 delta: 249
Imbalance 5 delta: -0.848718
Bid depth 10 delta: -288
Ask depth 10 delta: 491
Imbalance 10 delta: -0.424521
Spread delta: 0
Mid price delta: -0.0119
Wall shift score: -0.007774

Tape

Buy volume: 4577
Sell volume: 5671
Buy/sell delta: -1094
Buy/sell ratio: 0.807089
Avg trade size: 102.48
Large trade count: 6
Largest trade size: 466

Candle

Return 1: -0.835769
Return 3: -1.228315
Volume 1: 180661
Volume avg 5: 183626.8
Momentum 5: -2.370677

Cross Exchange

Mid avg: 1.703305
Mid median: 1.7045375
Price deviation %: -0.332002
Spread %: 0.877999

Funding / OI / Volume

Funding rate: 0.00030443
Funding delta: -0.00000273
Funding abs: 0.00030443
Funding pressure: 0.00030716
Open interest: 35651830
Volume 24h: 439382056
Quote volume 24h: 770644763.99668
Price change 24h %: 9.41

Quality

Capture latency ms: 6342
Order book timestamp: 2026-06-29 10:05:31.208000+02:00
Ticker timestamp: 2026-06-29 10:05:25.092000+02:00
Trades timestamp: 2026-06-29 10:05:32.781000+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: 1.7032
Best ask: 1.7035
Spread: 0.0003
Spread %: 0.017612
Mid price: 1.70335
Last price: 1.7037
Mark price: -
Index price: 1.7019

Order Book

Bid depth 5: 166
Ask depth 5: 108
Bid depth 10: 343
Ask depth 10: 186
Bid depth 20: 503
Ask depth 20: 539
Imbalance 5: 0.211679
Imbalance 10: 0.296786
Imbalance 20: -0.034549
Top bid size: 120
Top ask size: 11
Bid wall score: 0.238569
Ask wall score: 0.020408

Dynamics

Bid depth 5 delta: 149
Ask depth 5 delta: 66
Imbalance 5 delta: 0.635408
Bid depth 10 delta: 120
Ask depth 10 delta: -121
Imbalance 10 delta: 0.455277
Spread delta: -0.0004
Mid price delta: -0.004
Wall shift score: 0.220768

Tape

Buy volume: 805
Sell volume: 245
Buy/sell delta: 560
Buy/sell ratio: 3.285714
Avg trade size: 10.5
Large trade count: 7
Largest trade size: 98

Candle

Return 1: -0.432445
Return 3: -0.814996
Volume 1: 1789
Volume avg 5: 4079.4
Momentum 5: -1.916988

Cross Exchange

Mid avg: 1.704305
Mid median: 1.7065375
Price deviation %: -0.056035
Spread %: 0.877484

Funding / OI / Volume

Funding rate: -0.002761
Funding delta: 0
Funding abs: 0.002761
Funding pressure: 0.002761
Open interest: -
Volume 24h: 10196219
Quote volume 24h: 178287255.5832
Price change 24h %: -5.11

Quality

Capture latency ms: 3989
Order book timestamp: 2026-06-29 10:05:25.440000+02:00
Ticker timestamp: 2026-06-29 10:05:21.875000+02:00
Trades timestamp: 2026-06-29 10:05:25.708000+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: 16975
gate: 16976
htx: 16855
mexc: 16972

By Symbol

VELVET/USDT:USDT: 67778

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.