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: 68700
Total labels: 206100
Pending labels: 186617
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 16:44:27.468217+02:00
Recent trades snapshots: 68696
Micro candles: 1373820
Avg data quality: 75.9889665211062591
Latest latency: 9788 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 147 of 6870 · 68700 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 12:35:14.868155+02:00	mexc	VELVET/USDT:USDT	1.67375	78	4665 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 12:35:10.102962+02:00	htx	VELVET/USDT:USDT	1.665415	80	6338 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 12:34:53.115717+02:00	gate	VELVET/USDT:USDT	1.67404	68	9876 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 12:34:43.125310+02:00	binance	VELVET/USDT:USDT	1.6777	80	5835 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 12:34:37.195383+02:00	mexc	VELVET/USDT:USDT	1.67485	78	4751 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 12:34:32.374091+02:00	htx	VELVET/USDT:USDT	1.664865	90	3995 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 12:34:15.298901+02:00	gate	VELVET/USDT:USDT	1.672395	68	9881 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 12:34:05.245745+02:00	binance	VELVET/USDT:USDT	1.67395	80	6040 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 12:33:59.088937+02:00	mexc	VELVET/USDT:USDT	1.67405	68	28368 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 12:33:30.646519+02:00	htx	VELVET/USDT:USDT	1.663385	80	6428 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.6735
Best ask: 1.674
Spread: 0.0005
Spread %: 0.029873
Mid price: 1.67375
Last price: 1.674
Mark price: -
Index price: 1.6715

Order Book

Bid depth 5: 90
Ask depth 5: 148
Bid depth 10: 395
Ask depth 10: 231
Bid depth 20: 900
Ask depth 20: 446
Imbalance 5: -0.243697
Imbalance 10: 0.261981
Imbalance 20: 0.337296
Top bid size: 20
Top ask size: 45
Bid wall score: 0.022222
Ask wall score: 0.100897

Dynamics

Bid depth 5 delta: 39
Ask depth 5 delta: -10
Imbalance 5 delta: 0.268264
Bid depth 10 delta: 137
Ask depth 10 delta: -130
Imbalance 10 delta: 0.428378
Spread delta: 0
Mid price delta: -0.0011
Wall shift score: 0.042835

Tape

Buy volume: 288
Sell volume: 427
Buy/sell delta: -139
Buy/sell ratio: 0.674473
Avg trade size: 7.15
Large trade count: 5
Largest trade size: 102

Candle

Return 1: 0.005974
Return 3: 0.131595
Volume 1: 22
Volume avg 5: 915.6
Momentum 5: 0.029878

Cross Exchange

Mid avg: 1.67300125
Mid median: 1.674445
Price deviation %: 0.044755
Spread %: 0.734309

Funding / OI / Volume

Funding rate: -0.002761
Funding delta: 0
Funding abs: 0.002761
Funding pressure: 0.002761
Open interest: -
Volume 24h: 9569755
Quote volume 24h: 168618381.0786
Price change 24h %: -6.77

Quality

Capture latency ms: 4665
Order book timestamp: 2026-06-29 12:35:13.428000+02:00
Ticker timestamp: 2026-06-29 12:35:11.741000+02:00
Trades timestamp: 2026-06-29 12:35:05.221000+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: 1.65358
Best ask: 1.67725
Spread: 0.02367
Spread %: 1.421267
Mid price: 1.665415
Last price: 1.6704
Mark price: -
Index price: -

Order Book

Bid depth 5: 13205
Ask depth 5: 902
Bid depth 10: 34257
Ask depth 10: 13587
Bid depth 20: 48415
Ask depth 20: 38765
Imbalance 5: 0.87212
Imbalance 10: 0.432029
Imbalance 20: 0.110691
Top bid size: 1787
Top ask size: 652
Bid wall score: 0.03691
Ask wall score: 0.016819

Dynamics

Bid depth 5 delta: 324
Ask depth 5 delta: 390
Imbalance 5 delta: -0.051422
Bid depth 10 delta: -1
Ask depth 10 delta: 1
Imbalance 10 delta: -0.000042
Spread delta: -0.00068
Mid price delta: 0.00055
Wall shift score: -0.010134

Tape

Buy volume: 1812
Sell volume: 5350
Buy/sell delta: -3538
Buy/sell ratio: 0.338692
Avg trade size: 71.62
Large trade count: 5
Largest trade size: 782

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 1082
Momentum 5: 1.020242

Cross Exchange

Mid avg: 1.67286375
Mid median: 1.674445
Price deviation %: -0.445269
Spread %: 0.767247

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 102653
Volume 24h: 760324
Quote volume 24h: 760324
Price change 24h %: -6.743041

Quality

Capture latency ms: 6338
Order book timestamp: 2026-06-29 12:35:07.996000+02:00
Ticker timestamp: 2026-06-29 12:35:08.316000+02:00
Trades timestamp: 2026-06-29 12:33:08.007000+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: 1.67306
Best ask: 1.67502
Spread: 0.00196
Spread %: 0.117082
Mid price: 1.67404
Last price: 1.67412
Mark price: 1.67454
Index price: 1.673708

Order Book

Bid depth 5: 8
Ask depth 5: 10
Bid depth 10: 38
Ask depth 10: 42
Bid depth 20: 57
Ask depth 20: 64
Imbalance 5: -0.111111
Imbalance 10: -0.05
Imbalance 20: -0.057851
Top bid size: 1
Top ask size: 3
Bid wall score: 0.017544
Ask wall score: 0.046875

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: -3
Imbalance 5 delta: 0.333333
Bid depth 10 delta: 21
Ask depth 10 delta: 20
Imbalance 10 delta: 0.078205
Spread delta: -0.00009
Mid price delta: 0.001645
Wall shift score: 0.017003

Tape

Buy volume: 78
Sell volume: 56
Buy/sell delta: 22
Buy/sell ratio: 1.392857
Avg trade size: 1.34
Large trade count: 1
Largest trade size: 6

Candle

Return 1: 0.054984
Return 3: -0.136006
Volume 1: 28
Volume avg 5: 17.4
Momentum 5: 0.162139

Cross Exchange

Mid avg: 1.6724525
Mid median: 1.6736225
Price deviation %: 0.09492
Spread %: 0.767436

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 26277700
Quote volume 24h: 46350892
Price change 24h %: 2.75

Quality

Capture latency ms: 9876
Order book timestamp: 2026-06-29 12:34:51+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:09.289000+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: 1.6776
Best ask: 1.6778
Spread: 0.0002
Spread %: 0.011921
Mid price: 1.6777
Last price: 1.675
Mark price: -
Index price: -

Order Book

Bid depth 5: 266
Ask depth 5: 173
Bid depth 10: 1252
Ask depth 10: 373
Bid depth 20: 3259
Ask depth 20: 2408
Imbalance 5: 0.211845
Imbalance 10: 0.540923
Imbalance 20: 0.150168
Top bid size: 84
Top ask size: 59
Bid wall score: 0.025775
Ask wall score: 0.024502

Dynamics

Bid depth 5 delta: -236
Ask depth 5 delta: -241
Imbalance 5 delta: 0.115775
Bid depth 10 delta: 257
Ask depth 10 delta: -343
Imbalance 10 delta: 0.377861
Spread delta: 0.0001
Mid price delta: 0.00375
Wall shift score: 0.011104

Tape

Buy volume: 10020
Sell volume: 1510
Buy/sell delta: 8510
Buy/sell ratio: 6.635762
Avg trade size: 115.3
Large trade count: 10
Largest trade size: 1138

Candle

Return 1: -0.065644
Return 3: -0.071608
Volume 1: 15318
Volume avg 5: 39275.2
Momentum 5: 0.083672

Cross Exchange

Mid avg: 1.671515
Mid median: 1.6731725
Price deviation %: 0.370024
Spread %: 0.597362

Funding / OI / Volume

Funding rate: 0.00044408
Funding delta: 0
Funding abs: 0.00044408
Funding pressure: 0.00044408
Open interest: 35254904
Volume 24h: 414851060
Quote volume 24h: 732768828.24238
Price change 24h %: 2.378

Quality

Capture latency ms: 5835
Order book timestamp: 2026-06-29 12:34:40.998000+02:00
Ticker timestamp: 2026-06-29 12:34:32.502000+02:00
Trades timestamp: 2026-06-29 12:34:42.374000+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: 1.6746
Best ask: 1.6751
Spread: 0.0005
Spread %: 0.029853
Mid price: 1.67485
Last price: 1.6748
Mark price: -
Index price: 1.6712

Order Book

Bid depth 5: 51
Ask depth 5: 158
Bid depth 10: 258
Ask depth 10: 361
Bid depth 20: 573
Ask depth 20: 784
Imbalance 5: -0.511962
Imbalance 10: -0.166397
Imbalance 20: -0.15549
Top bid size: 2
Top ask size: 98
Bid wall score: 0.00349
Ask wall score: 0.125

Dynamics

Bid depth 5 delta: -14
Ask depth 5 delta: -142
Imbalance 5 delta: 0.131874
Bid depth 10 delta: 96
Ask depth 10 delta: 34
Imbalance 10 delta: 0.171026
Spread delta: 0.0002
Mid price delta: 0.0008
Wall shift score: -0.141555

Tape

Buy volume: 411
Sell volume: 498
Buy/sell delta: -87
Buy/sell ratio: 0.825301
Avg trade size: 9.09
Large trade count: 10
Largest trade size: 60

Candle

Return 1: 0.065711
Return 3: -0.035806
Volume 1: 180
Volume avg 5: 1019.4
Momentum 5: 0.035832

Cross Exchange

Mid avg: 1.671315
Mid median: 1.6731725
Price deviation %: 0.21151
Spread %: 0.549567

Funding / OI / Volume

Funding rate: -0.002761
Funding delta: 0
Funding abs: 0.002761
Funding pressure: 0.002761
Open interest: -
Volume 24h: 9569358
Quote volume 24h: 168611714.9964
Price change 24h %: -6.72

Quality

Capture latency ms: 4751
Order book timestamp: 2026-06-29 12:34:35.411000+02:00
Ticker timestamp: 2026-06-29 12:34:32.914000+02:00
Trades timestamp: 2026-06-29 12:34:34.576000+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: 1.65269
Best ask: 1.67704
Spread: 0.02435
Spread %: 1.462581
Mid price: 1.664865
Last price: 1.6704
Mark price: -
Index price: -

Order Book

Bid depth 5: 12881
Ask depth 5: 512
Bid depth 10: 34258
Ask depth 10: 13586
Bid depth 20: 48377
Ask depth 20: 38755
Imbalance 5: 0.923542
Imbalance 10: 0.432071
Imbalance 20: 0.11043
Top bid size: 1788
Top ask size: 261
Bid wall score: 0.03696
Ask wall score: 0.006735

Dynamics

Bid depth 5 delta: -3299
Ask depth 5 delta: 3
Imbalance 5 delta: -0.01546
Bid depth 10 delta: -24
Ask depth 10 delta: 0
Imbalance 10 delta: -0.000285
Spread delta: 0.0009
Mid price delta: 0.00148
Wall shift score: 0.000031

Tape

Buy volume: 1812
Sell volume: 5350
Buy/sell delta: -3538
Buy/sell ratio: 0.338692
Avg trade size: 71.62
Large trade count: 5
Largest trade size: 782

Candle

Return 1: 0
Return 3: 1.020242
Volume 1: 0
Volume avg 5: 2685.6
Momentum 5: 1.020242

Cross Exchange

Mid avg: 1.670945
Mid median: 1.6731725
Price deviation %: -0.363866
Spread %: 0.638262

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 102653
Volume 24h: 760420
Quote volume 24h: 760420
Price change 24h %: -6.743041

Quality

Capture latency ms: 3995
Order book timestamp: 2026-06-29 12:34:30.538000+02:00
Ticker timestamp: 2026-06-29 12:34:30.862000+02:00
Trades timestamp: 2026-06-29 12:33:08.007000+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: 1.67137
Best ask: 1.67342
Spread: 0.00205
Spread %: 0.122579
Mid price: 1.672395
Last price: 1.67279
Mark price: 1.67257
Index price: 1.670803

Order Book

Bid depth 5: 5
Ask depth 5: 13
Bid depth 10: 17
Ask depth 10: 22
Bid depth 20: 55
Ask depth 20: 62
Imbalance 5: -0.444444
Imbalance 10: -0.128205
Imbalance 20: -0.059829
Top bid size: 1
Top ask size: 4
Bid wall score: 0.018182
Ask wall score: 0.064516

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: 7
Imbalance 5 delta: -0.738562
Bid depth 10 delta: -24
Ask depth 10 delta: -16
Imbalance 10 delta: -0.16618
Spread delta: -0.00009
Mid price delta: 0.001945
Wall shift score: -0.029668

Tape

Buy volume: 72
Sell volume: 59
Buy/sell delta: 13
Buy/sell ratio: 1.220339
Avg trade size: 1.31
Large trade count: 3
Largest trade size: 6

Candle

Return 1: -0.024504
Return 3: -0.215342
Volume 1: 8
Volume avg 5: 13.4
Momentum 5: 0.082565

Cross Exchange

Mid avg: 1.67045875
Mid median: 1.6722
Price deviation %: 0.115911
Spread %: 0.638447

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 26276000
Quote volume 24h: 46348049
Price change 24h %: 2.67

Quality

Capture latency ms: 9881
Order book timestamp: 2026-06-29 12:34:14+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:09.248000+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: 1.6739
Best ask: 1.674
Spread: 0.0001
Spread %: 0.005974
Mid price: 1.67395
Last price: 1.6739
Mark price: -
Index price: -

Order Book

Bid depth 5: 502
Ask depth 5: 414
Bid depth 10: 995
Ask depth 10: 716
Bid depth 20: 3760
Ask depth 20: 2369
Imbalance 5: 0.09607
Imbalance 10: 0.163063
Imbalance 20: 0.226954
Top bid size: 17
Top ask size: 34
Bid wall score: 0.004521
Ask wall score: 0.014352

Dynamics

Bid depth 5 delta: -15
Ask depth 5 delta: 64
Imbalance 5 delta: -0.096548
Bid depth 10 delta: 96
Ask depth 10 delta: -52
Imbalance 10 delta: 0.084478
Spread delta: -0.0001
Mid price delta: 0.00055
Wall shift score: -0.037873

Tape

Buy volume: 4823
Sell volume: 1516
Buy/sell delta: 3307
Buy/sell ratio: 3.181398
Avg trade size: 63.39
Large trade count: 6
Largest trade size: 1519

Candle

Return 1: 0.035857
Return 3: 0.053796
Volume 1: 23317
Volume avg 5: 47756.4
Momentum 5: 0.365751

Cross Exchange

Mid avg: 1.67032125
Mid median: 1.671925
Price deviation %: 0.217249
Spread %: 0.6385

Funding / OI / Volume

Funding rate: 0.00044408
Funding delta: 0
Funding abs: 0.00044408
Funding pressure: 0.00044408
Open interest: 35251858
Volume 24h: 414938625
Quote volume 24h: 732911219.68218
Price change 24h %: 2.511

Quality

Capture latency ms: 6040
Order book timestamp: 2026-06-29 12:34:03.122000+02:00
Ticker timestamp: 2026-06-29 12:33:56.286000+02:00
Trades timestamp: 2026-06-29 12:34:04.514000+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: 1.6739
Best ask: 1.6742
Spread: 0.0003
Spread %: 0.017921
Mid price: 1.67405
Last price: 1.6739
Mark price: -
Index price: 1.6714

Order Book

Bid depth 5: 65
Ask depth 5: 300
Bid depth 10: 162
Ask depth 10: 327
Bid depth 20: 500
Ask depth 20: 1023
Imbalance 5: -0.643836
Imbalance 10: -0.337423
Imbalance 20: -0.343401
Top bid size: 11
Top ask size: 2
Bid wall score: 0.022
Ask wall score: 0.001955

Dynamics

Bid depth 5 delta: 20
Ask depth 5 delta: 245
Imbalance 5 delta: -0.543836
Bid depth 10 delta: -3
Ask depth 10 delta: 211
Imbalance 10 delta: -0.511801
Spread delta: -0.0003
Mid price delta: 0.00255
Wall shift score: 0.015101

Tape

Buy volume: 470
Sell volume: 481
Buy/sell delta: -11
Buy/sell ratio: 0.977131
Avg trade size: 9.51
Large trade count: 9
Largest trade size: 60

Candle

Return 1: 0.125613
Return 3: 0.023902
Volume 1: 934
Volume avg 5: 1305.2
Momentum 5: 0.510388

Cross Exchange

Mid avg: 1.66968375
Mid median: 1.670975
Price deviation %: 0.261502
Spread %: 0.599814

Funding / OI / Volume

Funding rate: -0.002761
Funding delta: 0
Funding abs: 0.002761
Funding pressure: 0.002761
Open interest: -
Volume 24h: 9569189
Quote volume 24h: 168608897.8857
Price change 24h %: -6.77

Quality

Capture latency ms: 28368
Order book timestamp: 2026-06-29 12:33:57.457000+02:00
Ticker timestamp: 2026-06-29 12:33:56.772000+02:00
Trades timestamp: 2026-06-29 12:33:49.955000+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: 1.65166
Best ask: 1.67511
Spread: 0.02345
Spread %: 1.409776
Mid price: 1.663385
Last price: 1.6704
Mark price: -
Index price: -

Order Book

Bid depth 5: 16180
Ask depth 5: 509
Bid depth 10: 34282
Ask depth 10: 13586
Bid depth 20: 48445
Ask depth 20: 38755
Imbalance 5: 0.939002
Imbalance 10: 0.432356
Imbalance 20: 0.111124
Top bid size: 1789
Top ask size: 261
Bid wall score: 0.036928
Ask wall score: 0.006735

Dynamics

Bid depth 5 delta: 288
Ask depth 5 delta: -80
Imbalance 5 delta: 0.010478
Bid depth 10 delta: -2770
Ask depth 10 delta: -18017
Imbalance 10 delta: 0.352988
Spread delta: 0.00283
Mid price delta: -0.000455
Wall shift score: -0.01365

Tape

Buy volume: 1812
Sell volume: 5350
Buy/sell delta: -3538
Buy/sell ratio: 0.338692
Avg trade size: 71.62
Large trade count: 5
Largest trade size: 782

Candle

Return 1: 0
Return 3: 1.020242
Volume 1: 5350
Volume avg 5: 2688
Momentum 5: 1.020242

Cross Exchange

Mid avg: 1.6697975
Mid median: 1.670975
Price deviation %: -0.384029
Spread %: 0.572525

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 102653
Volume 24h: 759980
Quote volume 24h: 759980
Price change 24h %: -6.743041

Quality

Capture latency ms: 6428
Order book timestamp: 2026-06-29 12:33:29.238000+02:00
Ticker timestamp: 2026-06-29 12:33:29.591000+02:00
Trades timestamp: 2026-06-29 12:33:08.007000+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: 17206
gate: 17207
htx: 17084
mexc: 17203

By Symbol

VELVET/USDT:USDT: 68700

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.