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: 69202
Total labels: 207606
Pending labels: 188123
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 18:05:52.849904+02:00
Recent trades snapshots: 69198
Micro candles: 1383860
Avg data quality: 75.9936996040576862
Latest latency: 7985 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 148 of 6921 · 69202 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 13:58:45.692409+02:00	mexc	VELVET/USDT:USDT	1.72795	78	4808 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 13:58:40.794457+02:00	htx	VELVET/USDT:USDT	1.70915	80	5889 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 13:58:24.658805+02:00	gate	VELVET/USDT:USDT	1.72745	68	9538 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 13:58:14.932533+02:00	binance	VELVET/USDT:USDT	1.73095	80	7189 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 13:58:07.638754+02:00	mexc	VELVET/USDT:USDT	1.7341	68	28964 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 13:57:38.618045+02:00	htx	VELVET/USDT:USDT	1.703775	80	6351 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 13:57:21.401737+02:00	gate	VELVET/USDT:USDT	1.723705	68	10033 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 13:57:11.206429+02:00	binance	VELVET/USDT:USDT	1.73285	80	8304 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 13:57:02.717112+02:00	mexc	VELVET/USDT:USDT	1.73295	78	4803 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 13:56:57.828486+02:00	htx	VELVET/USDT:USDT	1.7143	80	5931 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.7279
Best ask: 1.728
Spread: 0.0001
Spread %: 0.005787
Mid price: 1.72795
Last price: 1.7285
Mark price: -
Index price: 1.7271

Order Book

Bid depth 5: 17
Ask depth 5: 119
Bid depth 10: 158
Ask depth 10: 313
Bid depth 20: 627
Ask depth 20: 665
Imbalance 5: -0.75
Imbalance 10: -0.329087
Imbalance 20: -0.029412
Top bid size: 2
Top ask size: 15
Bid wall score: 0.00319
Ask wall score: 0.022556

Dynamics

Bid depth 5 delta: -19
Ask depth 5 delta: -109
Imbalance 5 delta: -0.022727
Bid depth 10 delta: 58
Ask depth 10 delta: -32
Imbalance 10 delta: 0.221475
Spread delta: -0.0005
Mid price delta: -0.00615
Wall shift score: -0.012317

Tape

Buy volume: 855
Sell volume: 167
Buy/sell delta: 688
Buy/sell ratio: 5.11976
Avg trade size: 10.22
Large trade count: 6
Largest trade size: 87

Candle

Return 1: 0.185507
Return 3: -0.495164
Volume 1: 1595
Volume avg 5: 3711.2
Momentum 5: -0.99112

Cross Exchange

Mid avg: 1.7254125
Mid median: 1.7292
Price deviation %: 0.147066
Spread %: 1.446031

Funding / OI / Volume

Funding rate: -0.002586
Funding delta: 0
Funding abs: 0.002586
Funding pressure: 0.002586
Open interest: -
Volume 24h: 9135457
Quote volume 24h: 161787693.6171
Price change 24h %: -3.73

Quality

Capture latency ms: 4808
Order book timestamp: 2026-06-29 13:58:43.948000+02:00
Ticker timestamp: 2026-06-29 13:58:43.850000+02:00
Trades timestamp: 2026-06-29 13:58:43.956000+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: 1.70412
Best ask: 1.71418
Spread: 0.01006
Spread %: 0.588597
Mid price: 1.70915
Last price: 1.71405
Mark price: -
Index price: -

Order Book

Bid depth 5: 29715
Ask depth 5: 203
Bid depth 10: 34101
Ask depth 10: 12575
Bid depth 20: 44382
Ask depth 20: 38518
Imbalance 5: 0.98643
Imbalance 10: 0.461179
Imbalance 20: 0.070736
Top bid size: 1696
Top ask size: 38
Bid wall score: 0.038214
Ask wall score: 0.000987

Dynamics

Bid depth 5 delta: 16906
Ask depth 5 delta: -1
Imbalance 5 delta: 0.017783
Bid depth 10 delta: -82
Ask depth 10 delta: 10142
Imbalance 10 delta: -0.405928
Spread delta: 0.00053
Mid price delta: 0.005375
Wall shift score: -0.000302

Tape

Buy volume: 6404
Sell volume: 2382
Buy/sell delta: 4022
Buy/sell ratio: 2.688497
Avg trade size: 87.86
Large trade count: 6
Largest trade size: 1238

Candle

Return 1: 0.320149
Return 3: 0.039688
Volume 1: 10
Volume avg 5: 7.2
Momentum 5: -0.918529

Cross Exchange

Mid avg: 1.72406875
Mid median: 1.7292
Price deviation %: -0.865322
Spread %: 1.758921

Funding / OI / Volume

Funding rate: -0.00001216
Funding delta: 0.00000432
Funding abs: 0.00001216
Funding pressure: 0.00001648
Open interest: 104794
Volume 24h: 741012
Quote volume 24h: 741012
Price change 24h %: -4.3061

Quality

Capture latency ms: 5889
Order book timestamp: 2026-06-29 13:58:38.738000+02:00
Ticker timestamp: 2026-06-29 13:58:39.694000+02:00
Trades timestamp: 2026-06-29 13:58:36.124000+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: 1.72618
Best ask: 1.72872
Spread: 0.00254
Spread %: 0.147038
Mid price: 1.72745
Last price: 1.72766
Mark price: 1.72689
Index price: 1.726893

Order Book

Bid depth 5: 6
Ask depth 5: 5
Bid depth 10: 13
Ask depth 10: 10
Bid depth 20: 116
Ask depth 20: 42
Imbalance 5: 0.090909
Imbalance 10: 0.130435
Imbalance 20: 0.468354
Top bid size: 1
Top ask size: 1
Bid wall score: 0.008621
Ask wall score: 0.02381

Dynamics

Bid depth 5 delta: -20
Ask depth 5 delta: 0
Imbalance 5 delta: -0.58651
Bid depth 10 delta: -24
Ask depth 10 delta: 0
Imbalance 10 delta: -0.444033
Spread delta: 0.00033
Mid price delta: 0.003745
Wall shift score: -0.00942

Tape

Buy volume: 23
Sell volume: 98
Buy/sell delta: -75
Buy/sell ratio: 0.234694
Avg trade size: 1.21
Large trade count: 2
Largest trade size: 4

Candle

Return 1: 0.202416
Return 3: -0.50334
Volume 1: 4
Volume avg 5: 113.4
Momentum 5: -0.874405

Cross Exchange

Mid avg: 1.7231325
Mid median: 1.7273275
Price deviation %: 0.250561
Spread %: 1.759876

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 25327500
Quote volume 24h: 44889223
Price change 24h %: 1.46

Quality

Capture latency ms: 9538
Order book timestamp: 2026-06-29 13:58:23+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:14.294000+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: 1.7309
Best ask: 1.731
Spread: 0.0001
Spread %: 0.005777
Mid price: 1.73095
Last price: 1.7328
Mark price: -
Index price: -

Order Book

Bid depth 5: 81
Ask depth 5: 307
Bid depth 10: 762
Ask depth 10: 746
Bid depth 20: 2697
Ask depth 20: 2358
Imbalance 5: -0.582474
Imbalance 10: 0.01061
Imbalance 20: 0.067062
Top bid size: 38
Top ask size: 49
Bid wall score: 0.01409
Ask wall score: 0.02078

Dynamics

Bid depth 5 delta: -1094
Ask depth 5 delta: 197
Imbalance 5 delta: -1.411268
Bid depth 10 delta: -966
Ask depth 10 delta: 391
Imbalance 10 delta: -0.648535
Spread delta: 0
Mid price delta: -0.0019
Wall shift score: -0.096724

Tape

Buy volume: 1977
Sell volume: 1637
Buy/sell delta: 340
Buy/sell ratio: 1.207697
Avg trade size: 36.14
Large trade count: 11
Largest trade size: 311

Candle

Return 1: 0.249145
Return 3: -0.357061
Volume 1: 22539
Volume avg 5: 210859.2
Momentum 5: -0.825404

Cross Exchange

Mid avg: 1.7236075
Mid median: 1.7282775
Price deviation %: 0.425996
Spread %: 1.759391

Funding / OI / Volume

Funding rate: 0.00035612
Funding delta: -0.0000059
Funding abs: 0.00035612
Funding pressure: 0.00036202
Open interest: 34313481
Volume 24h: 383246161
Quote volume 24h: 682503969.38816
Price change 24h %: 2.351

Quality

Capture latency ms: 7189
Order book timestamp: 2026-06-29 13:58:12.776000+02:00
Ticker timestamp: 2026-06-29 13:58:06.764000+02:00
Trades timestamp: 2026-06-29 13:58:14.225000+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: 1.7338
Best ask: 1.7344
Spread: 0.0006
Spread %: 0.0346
Mid price: 1.7341
Last price: 1.7306
Mark price: -
Index price: 1.7281

Order Book

Bid depth 5: 36
Ask depth 5: 228
Bid depth 10: 100
Ask depth 10: 345
Bid depth 20: 298
Ask depth 20: 654
Imbalance 5: -0.727273
Imbalance 10: -0.550562
Imbalance 20: -0.37395
Top bid size: 2
Top ask size: 9
Bid wall score: 0.006711
Ask wall score: 0.013761

Dynamics

Bid depth 5 delta: 20
Ask depth 5 delta: 138
Imbalance 5 delta: -0.02916
Bid depth 10 delta: -31
Ask depth 10 delta: 110
Imbalance 10 delta: -0.266409
Spread delta: 0.0005
Mid price delta: 0.00115
Wall shift score: 0.006279

Tape

Buy volume: 708
Sell volume: 130
Buy/sell delta: 578
Buy/sell ratio: 5.446154
Avg trade size: 8.38
Large trade count: 4
Largest trade size: 144

Candle

Return 1: 0.255072
Return 3: -0.426071
Volume 1: 420
Volume avg 5: 3476.2
Momentum 5: -0.922372

Cross Exchange

Mid avg: 1.72332
Mid median: 1.7282775
Price deviation %: 0.625537
Spread %: 1.692953

Funding / OI / Volume

Funding rate: -0.002586
Funding delta: 0
Funding abs: 0.002586
Funding pressure: 0.002586
Open interest: -
Volume 24h: 9134330
Quote volume 24h: 161768200.1886
Price change 24h %: -3.61

Quality

Capture latency ms: 28964
Order book timestamp: 2026-06-29 13:58:06.196000+02:00
Ticker timestamp: 2026-06-29 13:58:04.774000+02:00
Trades timestamp: 2026-06-29 13:58:06.680000+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: 1.69901
Best ask: 1.70854
Spread: 0.00953
Spread %: 0.559346
Mid price: 1.703775
Last price: 1.70858
Mark price: -
Index price: -

Order Book

Bid depth 5: 12809
Ask depth 5: 204
Bid depth 10: 34183
Ask depth 10: 2433
Bid depth 20: 44477
Ask depth 20: 38588
Imbalance 5: 0.968647
Imbalance 10: 0.867107
Imbalance 20: 0.070896
Top bid size: 1713
Top ask size: 38
Bid wall score: 0.038514
Ask wall score: 0.000985

Dynamics

Bid depth 5 delta: -16860
Ask depth 5 delta: 4
Imbalance 5 delta: -0.017961
Bid depth 10 delta: 128
Ask depth 10 delta: 13
Imbalance 10 delta: -0.000199
Spread delta: -0.00039
Mid price delta: -0.010525
Wall shift score: 0.000907

Tape

Buy volume: 6450
Sell volume: 2372
Buy/sell delta: 4078
Buy/sell ratio: 2.719224
Avg trade size: 88.22
Large trade count: 6
Largest trade size: 1238

Candle

Return 1: -0.279566
Return 3: -1.234725
Volume 1: 12
Volume avg 5: 27.6
Momentum 5: -1.936498

Cross Exchange

Mid avg: 1.72595125
Mid median: 1.7282775
Price deviation %: -1.284871
Spread %: 1.080564

Funding / OI / Volume

Funding rate: -0.00001648
Funding delta: 0.00000328
Funding abs: 0.00001648
Funding pressure: 0.00001976
Open interest: 104794
Volume 24h: 741332
Quote volume 24h: 741332
Price change 24h %: -4.611485

Quality

Capture latency ms: 6351
Order book timestamp: 2026-06-29 13:57:37.296000+02:00
Ticker timestamp: 2026-06-29 13:57:37.555000+02:00
Trades timestamp: 2026-06-29 13:57:00.702000+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: 1.7226
Best ask: 1.72481
Spread: 0.00221
Spread %: 0.128212
Mid price: 1.723705
Last price: 1.72431
Mark price: 1.72791
Index price: 1.728278

Order Book

Bid depth 5: 26
Ask depth 5: 5
Bid depth 10: 37
Ask depth 10: 10
Bid depth 20: 52
Ask depth 20: 40
Imbalance 5: 0.677419
Imbalance 10: 0.574468
Imbalance 20: 0.130435
Top bid size: 1
Top ask size: 1
Bid wall score: 0.019231
Ask wall score: 0.025

Dynamics

Bid depth 5 delta: 20
Ask depth 5 delta: -1
Imbalance 5 delta: 0.677419
Bid depth 10 delta: 6
Ask depth 10 delta: -1
Imbalance 10 delta: 0.098278
Spread delta: -0.00034
Mid price delta: -0.00759
Wall shift score: -0.005769

Tape

Buy volume: 73
Sell volume: 66
Buy/sell delta: 7
Buy/sell ratio: 1.106061
Avg trade size: 1.39
Large trade count: 3
Largest trade size: 5

Candle

Return 1: -0.572576
Return 3: 0.219335
Volume 1: 11
Volume avg 5: 120.2
Momentum 5: -1.475071

Cross Exchange

Mid avg: 1.72784875
Mid median: 1.7320725
Price deviation %: -0.239821
Spread %: 1.079377

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 25315400
Quote volume 24h: 44868374
Price change 24h %: 2.06

Quality

Capture latency ms: 10033
Order book timestamp: 2026-06-29 13:57:20+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:14.240000+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: 1.7328
Best ask: 1.7329
Spread: 0.0001
Spread %: 0.005771
Mid price: 1.73285
Last price: 1.7342
Mark price: -
Index price: -

Order Book

Bid depth 5: 1175
Ask depth 5: 110
Bid depth 10: 1728
Ask depth 10: 355
Bid depth 20: 3212
Ask depth 20: 1198
Imbalance 5: 0.828794
Imbalance 10: 0.659145
Imbalance 20: 0.456689
Top bid size: 316
Top ask size: 10
Bid wall score: 0.098381
Ask wall score: 0.008347

Dynamics

Bid depth 5 delta: 625
Ask depth 5 delta: -348
Imbalance 5 delta: 0.737524
Bid depth 10 delta: -1460
Ask depth 10 delta: -796
Imbalance 10 delta: 0.189682
Spread delta: 0
Mid price delta: 0.0002
Wall shift score: 0.099323

Tape

Buy volume: 2613
Sell volume: 2929
Buy/sell delta: -316
Buy/sell ratio: 0.892113
Avg trade size: 55.42
Large trade count: 10
Largest trade size: 410

Candle

Return 1: 0.051921
Return 3: 0.428514
Volume 1: 8125
Volume avg 5: 246070.8
Momentum 5: -0.902806

Cross Exchange

Mid avg: 1.72779875
Mid median: 1.7319725
Price deviation %: 0.292352
Spread %: 1.079408

Funding / OI / Volume

Funding rate: 0.00036202
Funding delta: 0.00000051
Funding abs: 0.00036202
Funding pressure: 0.00036253
Open interest: 34282156
Volume 24h: 383862424
Quote volume 24h: 683542475.68776
Price change 24h %: 1.76

Quality

Capture latency ms: 8304
Order book timestamp: 2026-06-29 13:57:08.978000+02:00
Ticker timestamp: 2026-06-29 13:57:04.652000+02:00
Trades timestamp: 2026-06-29 13:57:10.581000+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: 1.7329
Best ask: 1.733
Spread: 0.0001
Spread %: 0.005771
Mid price: 1.73295
Last price: 1.7345
Mark price: -
Index price: 1.7314

Order Book

Bid depth 5: 16
Ask depth 5: 90
Bid depth 10: 131
Ask depth 10: 235
Bid depth 20: 434
Ask depth 20: 669
Imbalance 5: -0.698113
Imbalance 10: -0.284153
Imbalance 20: -0.213055
Top bid size: 2
Top ask size: 12
Bid wall score: 0.004608
Ask wall score: 0.017937

Dynamics

Bid depth 5 delta: -383
Ask depth 5 delta: -21
Imbalance 5 delta: -1.262819
Bid depth 10 delta: -417
Ask depth 10 delta: -23
Imbalance 10 delta: -0.643954
Spread delta: -0.0006
Mid price delta: -0.002
Wall shift score: 0.006307

Tape

Buy volume: 510
Sell volume: 455
Buy/sell delta: 55
Buy/sell ratio: 1.120879
Avg trade size: 9.65
Large trade count: 7
Largest trade size: 48

Candle

Return 1: -0.0692
Return 3: 0.457971
Volume 1: 78
Volume avg 5: 3740.2
Momentum 5: -0.994115

Cross Exchange

Mid avg: 1.72829875
Mid median: 1.7319725
Price deviation %: 0.269123
Spread %: 1.194817

Funding / OI / Volume

Funding rate: -0.002586
Funding delta: 0
Funding abs: 0.002586
Funding pressure: 0.002586
Open interest: -
Volume 24h: 9131140
Quote volume 24h: 161713101.1149
Price change 24h %: -3.4

Quality

Capture latency ms: 4803
Order book timestamp: 2026-06-29 13:57:00.798000+02:00
Ticker timestamp: 2026-06-29 13:56:58.735000+02:00
Trades timestamp: 2026-06-29 13:57:01.090000+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: 1.70934
Best ask: 1.71926
Spread: 0.00992
Spread %: 0.578662
Mid price: 1.7143
Last price: 1.71337
Mark price: -
Index price: -

Order Book

Bid depth 5: 29669
Ask depth 5: 200
Bid depth 10: 34055
Ask depth 10: 2420
Bid depth 20: 45279
Ask depth 20: 38379
Imbalance 5: 0.986608
Imbalance 10: 0.867306
Imbalance 20: 0.082479
Top bid size: 1696
Top ask size: 32
Bid wall score: 0.037457
Ask wall score: 0.000834

Dynamics

Bid depth 5 delta: -297
Ask depth 5 delta: -19
Imbalance 5 delta: 0.001119
Bid depth 10 delta: -5721
Ask depth 10 delta: -10335
Imbalance 10 delta: 0.352924
Spread delta: -0.00039
Mid price delta: -0.004225
Wall shift score: 0.00002

Tape

Buy volume: 6496
Sell volume: 2360
Buy/sell delta: 4136
Buy/sell ratio: 2.752542
Avg trade size: 88.56
Large trade count: 6
Largest trade size: 1238

Candle

Return 1: 0
Return 3: -0.957837
Volume 1: 0
Volume avg 5: 25.2
Momentum 5: -1.661578

Cross Exchange

Mid avg: 1.729355
Mid median: 1.7319725
Price deviation %: -0.870556
Spread %: 0.949776

Funding / OI / Volume

Funding rate: -0.00001976
Funding delta: 0.00000442
Funding abs: 0.00001976
Funding pressure: 0.00002418
Open interest: 104794
Volume 24h: 741500
Quote volume 24h: 741500
Price change 24h %: -4.344064

Quality

Capture latency ms: 5931
Order book timestamp: 2026-06-29 13:56:56.396000+02:00
Ticker timestamp: 2026-06-29 13:56:56.749000+02:00
Trades timestamp: 2026-06-29 13:55:57.844000+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: 17332
gate: 17332
htx: 17209
mexc: 17329

By Symbol

VELVET/USDT:USDT: 69202

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.