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: 68263
Total labels: 204789
Pending labels: 185306
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 15:30:49.250888+02:00
Recent trades snapshots: 68259
Micro candles: 1365080
Avg data quality: 75.9902729150491481
Latest latency: 6779 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 146 of 6827 · 68263 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 11:23:27.876143+02:00	binance	VELVET/USDT:USDT	1.67565	80	6910 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 11:23:20.839443+02:00	mexc	VELVET/USDT:USDT	1.67405	78	4334 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 11:23:16.395332+02:00	htx	VELVET/USDT:USDT	1.66502	80	5223 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 11:22:59.521001+02:00	gate	VELVET/USDT:USDT	1.676565	68	9664 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 11:22:49.743795+02:00	binance	VELVET/USDT:USDT	1.68025	80	6301 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 11:22:43.320323+02:00	mexc	VELVET/USDT:USDT	1.67835	78	4336 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 11:22:38.921811+02:00	htx	VELVET/USDT:USDT	1.66737	80	5217 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 11:22:22.852129+02:00	gate	VELVET/USDT:USDT	1.66954	68	9680 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 11:22:13.075251+02:00	binance	VELVET/USDT:USDT	1.67365	80	6444 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 11:22:06.493835+02:00	mexc	VELVET/USDT:USDT	1.67235	78	4579 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.6755
Best ask: 1.6758
Spread: 0.0003
Spread %: 0.017904
Mid price: 1.67565
Last price: 1.6741
Mark price: -
Index price: -

Order Book

Bid depth 5: 402
Ask depth 5: 151
Bid depth 10: 1820
Ask depth 10: 377
Bid depth 20: 7539
Ask depth 20: 1879
Imbalance 5: 0.453888
Imbalance 10: 0.656805
Imbalance 20: 0.600977
Top bid size: 64
Top ask size: 4
Bid wall score: 0.008489
Ask wall score: 0.002129

Dynamics

Bid depth 5 delta: 252
Ask depth 5 delta: -565
Imbalance 5 delta: 1.107468
Bid depth 10 delta: 1310
Ask depth 10 delta: -836
Imbalance 10 delta: 1.064814
Spread delta: 0.0002
Mid price delta: -0.0046
Wall shift score: 0.011496

Tape

Buy volume: 1284
Sell volume: 9144
Buy/sell delta: -7860
Buy/sell ratio: 0.14042
Avg trade size: 104.28
Large trade count: 8
Largest trade size: 1291

Candle

Return 1: -0.166816
Return 3: -0.148969
Volume 1: 19002
Volume avg 5: 113874
Momentum 5: -0.172763

Cross Exchange

Mid avg: 1.67397125
Mid median: 1.6753075
Price deviation %: 0.100285
Spread %: 0.909813

Funding / OI / Volume

Funding rate: 0.00047623
Funding delta: 0.0000014
Funding abs: 0.00047623
Funding pressure: 0.00047763
Open interest: 35387045
Volume 24h: 426868376
Quote volume 24h: 751998174.60908
Price change 24h %: 5.909

Quality

Capture latency ms: 6910
Order book timestamp: 2026-06-29 11:23:25.745000+02:00
Ticker timestamp: 2026-06-29 11:23:18.848000+02:00
Trades timestamp: 2026-06-29 11:23:27.324000+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: 1.674
Best ask: 1.6741
Spread: 0.0001
Spread %: 0.005974
Mid price: 1.67405
Last price: 1.6782
Mark price: -
Index price: 1.6733

Order Book

Bid depth 5: 263
Ask depth 5: 102
Bid depth 10: 610
Ask depth 10: 204
Bid depth 20: 3288
Ask depth 20: 291
Imbalance 5: 0.441096
Imbalance 10: 0.498771
Imbalance 20: 0.837385
Top bid size: 1
Top ask size: 9
Bid wall score: 0.000304
Ask wall score: 0.030928

Dynamics

Bid depth 5 delta: 193
Ask depth 5 delta: 40
Imbalance 5 delta: 0.38049
Bid depth 10 delta: 172
Ask depth 10 delta: 33
Imbalance 10 delta: 0.060348
Spread delta: -0.0002
Mid price delta: -0.0043
Wall shift score: -0.012642

Tape

Buy volume: 283
Sell volume: 282
Buy/sell delta: 1
Buy/sell ratio: 1.003546
Avg trade size: 5.65
Large trade count: 9
Largest trade size: 44

Candle

Return 1: -0.31557
Return 3: -0.339306
Volume 1: 115
Volume avg 5: 1316.2
Momentum 5: -0.285884

Cross Exchange

Mid avg: 1.67504625
Mid median: 1.6774575
Price deviation %: -0.059476
Spread %: 0.909229

Funding / OI / Volume

Funding rate: -0.002761
Funding delta: 0
Funding abs: 0.002761
Funding pressure: 0.002761
Open interest: -
Volume 24h: 9861305
Quote volume 24h: 173146408.7283
Price change 24h %: -6.53

Quality

Capture latency ms: 4334
Order book timestamp: 2026-06-29 11:23:18.610000+02:00
Ticker timestamp: 2026-06-29 11:23:18.753000+02:00
Trades timestamp: 2026-06-29 11:23:11.892000+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: 1.65066
Best ask: 1.67938
Spread: 0.02872
Spread %: 1.724904
Mid price: 1.66502
Last price: 1.65059
Mark price: -
Index price: -

Order Book

Bid depth 5: 16186
Ask depth 5: 398
Bid depth 10: 38377
Ask depth 10: 13762
Bid depth 20: 46977
Ask depth 20: 39074
Imbalance 5: 0.952002
Imbalance 10: 0.472103
Imbalance 20: 0.091841
Top bid size: 261
Top ask size: 26
Bid wall score: 0.005556
Ask wall score: 0.000665

Dynamics

Bid depth 5 delta: -11
Ask depth 5 delta: -2265
Imbalance 5 delta: 0.234399
Bid depth 10 delta: -24
Ask depth 10 delta: -206
Imbalance 10 delta: 0.005549
Spread delta: -0.00486
Mid price delta: -0.00235
Wall shift score: 0.006375

Tape

Buy volume: 2412
Sell volume: 8304
Buy/sell delta: -5892
Buy/sell ratio: 0.290462
Avg trade size: 107.16
Large trade count: 7
Largest trade size: 2506

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 27.6
Momentum 5: -1.152805

Cross Exchange

Mid avg: 1.67563375
Mid median: 1.6774575
Price deviation %: -0.633417
Spread %: 0.768664

Funding / OI / Volume

Funding rate: -0.00001899
Funding delta: 0.00000736
Funding abs: 0.00001899
Funding pressure: 0.00002636
Open interest: 102475
Volume 24h: 764180
Quote volume 24h: 764180
Price change 24h %: -7.849016

Quality

Capture latency ms: 5223
Order book timestamp: 2026-06-29 11:23:14.438000+02:00
Ticker timestamp: 2026-06-29 11:23:14.784000+02:00
Trades timestamp: 2026-06-29 11:20:43.992000+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: 1.67563
Best ask: 1.6775
Spread: 0.00187
Spread %: 0.111538
Mid price: 1.676565
Last price: 1.67806
Mark price: 1.67751
Index price: 1.67782

Order Book

Bid depth 5: 20
Ask depth 5: 12
Bid depth 10: 54
Ask depth 10: 47
Bid depth 20: 80
Ask depth 20: 83
Imbalance 5: 0.25
Imbalance 10: 0.069307
Imbalance 20: -0.018405
Top bid size: 1
Top ask size: 4
Bid wall score: 0.0125
Ask wall score: 0.048193

Dynamics

Bid depth 5 delta: 7
Ask depth 5 delta: 2
Imbalance 5 delta: 0.119565
Bid depth 10 delta: 10
Ask depth 10 delta: 23
Imbalance 10 delta: -0.224811
Spread delta: -0.00027
Mid price delta: 0.007025
Wall shift score: -0.035492

Tape

Buy volume: 79
Sell volume: 68
Buy/sell delta: 11
Buy/sell ratio: 1.161765
Avg trade size: 1.47
Large trade count: 3
Largest trade size: 5

Candle

Return 1: 0.364841
Return 3: -0.259743
Volume 1: 70
Volume avg 5: 59.8
Momentum 5: -0.123205

Cross Exchange

Mid avg: 1.6738775
Mid median: 1.673945
Price deviation %: 0.160555
Spread %: 0.769471

Funding / OI / Volume

Funding rate: -0.000273
Funding delta: 0
Funding abs: 0.000273
Funding pressure: 0.000273
Open interest: -
Volume 24h: 27114100
Quote volume 24h: 47691361
Price change 24h %: 6.49

Quality

Capture latency ms: 9664
Order book timestamp: 2026-06-29 11:22:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:04.967000+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: 1.6802
Best ask: 1.6803
Spread: 0.0001
Spread %: 0.005951
Mid price: 1.68025
Last price: 1.678
Mark price: -
Index price: -

Order Book

Bid depth 5: 150
Ask depth 5: 716
Bid depth 10: 510
Ask depth 10: 1213
Bid depth 20: 3906
Ask depth 20: 2645
Imbalance 5: -0.65358
Imbalance 10: -0.408009
Imbalance 20: 0.19249
Top bid size: 8
Top ask size: 19
Bid wall score: 0.002048
Ask wall score: 0.007183

Dynamics

Bid depth 5 delta: 74
Ask depth 5 delta: 334
Imbalance 5 delta: 0.014543
Bid depth 10 delta: -17
Ask depth 10 delta: -132
Imbalance 10 delta: 0.028957
Spread delta: 0
Mid price delta: 0.0066
Wall shift score: -0.002408

Tape

Buy volume: 832
Sell volume: 2945
Buy/sell delta: -2113
Buy/sell ratio: 0.282513
Avg trade size: 37.77
Large trade count: 9
Largest trade size: 250

Candle

Return 1: 0.268336
Return 3: -0.142526
Volume 1: 110981
Volume avg 5: 131798
Momentum 5: 0.053552

Cross Exchange

Mid avg: 1.6722275
Mid median: 1.671595
Price deviation %: 0.479749
Spread %: 0.656609

Funding / OI / Volume

Funding rate: 0.00047483
Funding delta: 0
Funding abs: 0.00047483
Funding pressure: 0.00047483
Open interest: 35384997
Volume 24h: 426981038
Quote volume 24h: 752172305.79268
Price change 24h %: 5.948

Quality

Capture latency ms: 6301
Order book timestamp: 2026-06-29 11:22:47.169000+02:00
Ticker timestamp: 2026-06-29 11:22:40.771000+02:00
Trades timestamp: 2026-06-29 11:22:49.156000+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: 1.6782
Best ask: 1.6785
Spread: 0.0003
Spread %: 0.017875
Mid price: 1.67835
Last price: 1.6742
Mark price: -
Index price: 1.6733

Order Book

Bid depth 5: 70
Ask depth 5: 62
Bid depth 10: 438
Ask depth 10: 171
Bid depth 20: 1330
Ask depth 20: 667
Imbalance 5: 0.060606
Imbalance 10: 0.438424
Imbalance 20: 0.331998
Top bid size: 4
Top ask size: 14
Bid wall score: 0.003008
Ask wall score: 0.02099

Dynamics

Bid depth 5 delta: 27
Ask depth 5 delta: -110
Imbalance 5 delta: 0.660606
Bid depth 10 delta: 341
Ask depth 10 delta: -133
Imbalance 10 delta: 0.954633
Spread delta: 0.0002
Mid price delta: 0.006
Wall shift score: -0.058672

Tape

Buy volume: 256
Sell volume: 470
Buy/sell delta: -214
Buy/sell ratio: 0.544681
Avg trade size: 7.26
Large trade count: 7
Largest trade size: 40

Candle

Return 1: 0.011925
Return 3: -0.320894
Volume 1: 839
Volume avg 5: 1836.2
Momentum 5: -0.255694

Cross Exchange

Mid avg: 1.6707275
Mid median: 1.670945
Price deviation %: 0.456238
Spread %: 0.375884

Funding / OI / Volume

Funding rate: -0.002761
Funding delta: 0
Funding abs: 0.002761
Funding pressure: 0.002761
Open interest: -
Volume 24h: 9860988
Quote volume 24h: 173141089.8534
Price change 24h %: -6.76

Quality

Capture latency ms: 4336
Order book timestamp: 2026-06-29 11:22:41.192000+02:00
Ticker timestamp: 2026-06-29 11:22:39.766000+02:00
Trades timestamp: 2026-06-29 11:22:34.003000+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: 1.65058
Best ask: 1.68416
Spread: 0.03358
Spread %: 2.01395
Mid price: 1.66737
Last price: 1.65059
Mark price: -
Index price: -

Order Book

Bid depth 5: 16197
Ask depth 5: 2663
Bid depth 10: 38401
Ask depth 10: 13968
Bid depth 20: 47001
Ask depth 20: 37086
Imbalance 5: 0.717603
Imbalance 10: 0.466555
Imbalance 20: 0.117914
Top bid size: 261
Top ask size: 261
Bid wall score: 0.005553
Ask wall score: 0.007038

Dynamics

Bid depth 5 delta: 15
Ask depth 5 delta: 2065
Imbalance 5 delta: -0.211121
Bid depth 10 delta: 35
Ask depth 10 delta: 304
Imbalance 10 delta: -0.00821
Spread delta: 0.0047
Mid price delta: 0.00175
Wall shift score: -0.000586

Tape

Buy volume: 2412
Sell volume: 8304
Buy/sell delta: -5892
Buy/sell ratio: 0.290462
Avg trade size: 107.16
Large trade count: 7
Largest trade size: 2506

Candle

Return 1: 0
Return 3: -1.152805
Volume 1: 0
Volume avg 5: 48.8
Momentum 5: -1.164051

Cross Exchange

Mid avg: 1.67029
Mid median: 1.670945
Price deviation %: -0.17482
Spread %: 0.480755

Funding / OI / Volume

Funding rate: -0.00002636
Funding delta: 0.00000861
Funding abs: 0.00002636
Funding pressure: 0.00003496
Open interest: 102475
Volume 24h: 764180
Quote volume 24h: 764180
Price change 24h %: -7.849016

Quality

Capture latency ms: 5217
Order book timestamp: 2026-06-29 11:22:37.438000+02:00
Ticker timestamp: 2026-06-29 11:22:37.800000+02:00
Trades timestamp: 2026-06-29 11:20:43.992000+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: 1.66847
Best ask: 1.67061
Spread: 0.00214
Spread %: 0.128179
Mid price: 1.66954
Last price: 1.67013
Mark price: 1.6709
Index price: 1.671975

Order Book

Bid depth 5: 13
Ask depth 5: 10
Bid depth 10: 44
Ask depth 10: 24
Bid depth 20: 71
Ask depth 20: 70
Imbalance 5: 0.130435
Imbalance 10: 0.294118
Imbalance 20: 0.007092
Top bid size: 1
Top ask size: 1
Bid wall score: 0.014085
Ask wall score: 0.014286

Dynamics

Bid depth 5 delta: -11
Ask depth 5 delta: -1
Imbalance 5 delta: -0.240994
Bid depth 10 delta: 6
Ask depth 10 delta: -21
Imbalance 10 delta: 0.378455
Spread delta: -0.0005
Mid price delta: -0.00303
Wall shift score: 0.001188

Tape

Buy volume: 42
Sell volume: 122
Buy/sell delta: -80
Buy/sell ratio: 0.344262
Avg trade size: 1.64
Large trade count: 4
Largest trade size: 8

Candle

Return 1: -0.114237
Return 3: -0.73584
Volume 1: 18
Volume avg 5: 49.4
Momentum 5: -0.599954

Cross Exchange

Mid avg: 1.6710475
Mid median: 1.67246
Price deviation %: -0.090213
Spread %: 0.480537

Funding / OI / Volume

Funding rate: -0.000273
Funding delta: 0.000013
Funding abs: 0.000273
Funding pressure: 0.000286
Open interest: -
Volume 24h: 27107500
Quote volume 24h: 47680312
Price change 24h %: 5.99

Quality

Capture latency ms: 9680
Order book timestamp: 2026-06-29 11:22:21+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:04.939000+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: 1.6736
Best ask: 1.6737
Spread: 0.0001
Spread %: 0.005975
Mid price: 1.67365
Last price: 1.6785
Mark price: -
Index price: -

Order Book

Bid depth 5: 76
Ask depth 5: 382
Bid depth 10: 527
Ask depth 10: 1345
Bid depth 20: 2249
Ask depth 20: 3636
Imbalance 5: -0.668122
Imbalance 10: -0.436966
Imbalance 20: -0.235684
Top bid size: 5
Top ask size: 18
Bid wall score: 0.002223
Ask wall score: 0.00495

Dynamics

Bid depth 5 delta: -66
Ask depth 5 delta: -88
Imbalance 5 delta: -0.132175
Bid depth 10 delta: 249
Ask depth 10 delta: 171
Imbalance 10 delta: 0.180114
Spread delta: 0
Mid price delta: -0.0013
Wall shift score: 0.046876

Tape

Buy volume: 2661
Sell volume: 4101
Buy/sell delta: -1440
Buy/sell ratio: 0.648866
Avg trade size: 67.62
Large trade count: 9
Largest trade size: 695

Candle

Return 1: -0.166965
Return 3: -0.576044
Volume 1: 24644
Volume avg 5: 114530.6
Momentum 5: -0.380816

Cross Exchange

Mid avg: 1.6713725
Mid median: 1.67246
Price deviation %: 0.136265
Spread %: 0.558224

Funding / OI / Volume

Funding rate: 0.00047483
Funding delta: 0
Funding abs: 0.00047483
Funding pressure: 0.00047483
Open interest: 35380537
Volume 24h: 426890295
Quote volume 24h: 752020217.75648
Price change 24h %: 5.979

Quality

Capture latency ms: 6444
Order book timestamp: 2026-06-29 11:22:10.889000+02:00
Ticker timestamp: 2026-06-29 11:22:00.171000+02:00
Trades timestamp: 2026-06-29 11:22:12.473000+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: 1.6723
Best ask: 1.6724
Spread: 0.0001
Spread %: 0.00598
Mid price: 1.67235
Last price: 1.6725
Mark price: -
Index price: 1.6736

Order Book

Bid depth 5: 43
Ask depth 5: 172
Bid depth 10: 97
Ask depth 10: 304
Bid depth 20: 449
Ask depth 20: 615
Imbalance 5: -0.6
Imbalance 10: -0.516209
Imbalance 20: -0.156015
Top bid size: 19
Top ask size: 1
Bid wall score: 0.042316
Ask wall score: 0.001626

Dynamics

Bid depth 5 delta: -94
Ask depth 5 delta: 27
Imbalance 5 delta: -0.571631
Bid depth 10 delta: -350
Ask depth 10 delta: 39
Imbalance 10 delta: -0.771827
Spread delta: -0.0003
Mid price delta: -0.00155
Wall shift score: 0.039828

Tape

Buy volume: 214
Sell volume: 411
Buy/sell delta: -197
Buy/sell ratio: 0.520681
Avg trade size: 6.25
Large trade count: 4
Largest trade size: 37

Candle

Return 1: -0.274267
Return 3: -0.606133
Volume 1: 112
Volume avg 5: 1690.8
Momentum 5: -0.541119

Cross Exchange

Mid avg: 1.67176
Mid median: 1.673235
Price deviation %: 0.035292
Spread %: 0.558094

Funding / OI / Volume

Funding rate: -0.002761
Funding delta: 0
Funding abs: 0.002761
Funding pressure: 0.002761
Open interest: -
Volume 24h: 9860329
Quote volume 24h: 173130046.146
Price change 24h %: -6.85

Quality

Capture latency ms: 4579
Order book timestamp: 2026-06-29 11:22:05.009000+02:00
Ticker timestamp: 2026-06-29 11:22:03.872000+02:00
Trades timestamp: 2026-06-29 11:22:04.735000+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: 17097
gate: 17097
htx: 16975
mexc: 17094

By Symbol

VELVET/USDT:USDT: 68263

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.