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: 70157
Total labels: 210471
Pending labels: 190988
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 20:41:21.743399+02:00
Recent trades snapshots: 70152
Micro candles: 1402960
Avg data quality: 75.9993443277221090
Latest latency: 6533 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 150 of 7016 · 70157 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 16:39:12.009819+02:00	binance	VELVET/USDT:USDT	1.646	80	7954 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 16:39:03.930676+02:00	mexc	VELVET/USDT:USDT	1.6483	78	4506 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 16:38:59.347744+02:00	htx	VELVET/USDT:USDT	1.641995	80	5756 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 16:38:43.843467+02:00	gate	VELVET/USDT:USDT	1.65263	68	11144 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 16:38:32.601222+02:00	binance	VELVET/USDT:USDT	1.65165	80	7045 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 16:38:25.448766+02:00	mexc	VELVET/USDT:USDT	1.64835	78	4148 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 16:38:21.229949+02:00	htx	VELVET/USDT:USDT	1.641855	80	5734 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 16:38:02.597963+02:00	gate	VELVET/USDT:USDT	1.656105	68	9675 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 16:37:52.806415+02:00	binance	VELVET/USDT:USDT	1.66115	80	6751 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 16:37:45.887041+02:00	mexc	VELVET/USDT:USDT	1.66115	78	4111 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.6458
Best ask: 1.6462
Spread: 0.0004
Spread %: 0.024301
Mid price: 1.646
Last price: 1.6485
Mark price: -
Index price: -

Order Book

Bid depth 5: 788
Ask depth 5: 789
Bid depth 10: 1857
Ask depth 10: 1292
Bid depth 20: 4718
Ask depth 20: 3797
Imbalance 5: -0.000634
Imbalance 10: 0.179422
Imbalance 20: 0.108162
Top bid size: 68
Top ask size: 15
Bid wall score: 0.014413
Ask wall score: 0.00395

Dynamics

Bid depth 5 delta: 662
Ask depth 5 delta: 570
Imbalance 5 delta: 0.268931
Bid depth 10 delta: 1188
Ask depth 10 delta: 482
Imbalance 10 delta: 0.274757
Spread delta: 0.0003
Mid price delta: -0.00565
Wall shift score: 0.034139

Tape

Buy volume: 2091
Sell volume: 5475
Buy/sell delta: -3384
Buy/sell ratio: 0.381918
Avg trade size: 75.66
Large trade count: 8
Largest trade size: 911

Candle

Return 1: -0.272595
Return 3: -1.330536
Volume 1: 14683
Volume avg 5: 79221.8
Momentum 5: -0.43544

Cross Exchange

Mid avg: 1.64864375
Mid median: 1.649975
Price deviation %: -0.160359
Spread %: 0.645076

Funding / OI / Volume

Funding rate: 0.00042581
Funding delta: 0
Funding abs: 0.00042581
Funding pressure: 0.00042581
Open interest: 33760689
Volume 24h: 363230796
Quote volume 24h: 643600791.84028
Price change 24h %: -5.881

Quality

Capture latency ms: 7954
Order book timestamp: 2026-06-29 16:39:09.418000+02:00
Ticker timestamp: 2026-06-29 16:39:01.869000+02:00
Trades timestamp: 2026-06-29 16:39:11.439000+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: 1.6481
Best ask: 1.6485
Spread: 0.0004
Spread %: 0.024267
Mid price: 1.6483
Last price: 1.6509
Mark price: -
Index price: 1.649

Order Book

Bid depth 5: 83
Ask depth 5: 34
Bid depth 10: 360
Ask depth 10: 202
Bid depth 20: 783
Ask depth 20: 467
Imbalance 5: 0.418803
Imbalance 10: 0.281139
Imbalance 20: 0.2528
Top bid size: 2
Top ask size: 8
Bid wall score: 0.002554
Ask wall score: 0.017131

Dynamics

Bid depth 5 delta: 36
Ask depth 5 delta: 6
Imbalance 5 delta: 0.16547
Bid depth 10 delta: 57
Ask depth 10 delta: 33
Imbalance 10 delta: -0.00276
Spread delta: 0.0001
Mid price delta: -0.00005
Wall shift score: -0.009789

Tape

Buy volume: 899
Sell volume: 524
Buy/sell delta: 375
Buy/sell ratio: 1.715649
Avg trade size: 14.23
Large trade count: 9
Largest trade size: 96

Candle

Return 1: -0.145366
Return 3: -1.19861
Volume 1: 29
Volume avg 5: 1700.6
Momentum 5: -0.302371

Cross Exchange

Mid avg: 1.64865625
Mid median: 1.65
Price deviation %: -0.021609
Spread %: 0.645071

Funding / OI / Volume

Funding rate: -0.002586
Funding delta: 0
Funding abs: 0.002586
Funding pressure: 0.002586
Open interest: -
Volume 24h: 7814990
Quote volume 24h: 138788645.2611
Price change 24h %: -8.05

Quality

Capture latency ms: 4506
Order book timestamp: 2026-06-29 16:39:02.397000+02:00
Ticker timestamp: 2026-06-29 16:38:59.749000+02:00
Trades timestamp: 2026-06-29 16:39:01.468000+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: 1.63001
Best ask: 1.65398
Spread: 0.02397
Spread %: 1.45981
Mid price: 1.641995
Last price: 1.65095
Mark price: -
Index price: -

Order Book

Bid depth 5: 7926
Ask depth 5: 1509
Bid depth 10: 29335
Ask depth 10: 26377
Bid depth 20: 41764
Ask depth 20: 37155
Imbalance 5: 0.680127
Imbalance 10: 0.053094
Imbalance 20: 0.058402
Top bid size: 263
Top ask size: 24
Bid wall score: 0.006297
Ask wall score: 0.000646

Dynamics

Bid depth 5 delta: -4950
Ask depth 5 delta: 1241
Imbalance 5 delta: -0.279094
Bid depth 10 delta: 19
Ask depth 10 delta: 16348
Imbalance 10 delta: -0.437108
Spread delta: 0.00028
Mid price delta: 0.00014
Wall shift score: -0.000198

Tape

Buy volume: 7204
Sell volume: 840
Buy/sell delta: 6364
Buy/sell ratio: 8.57619
Avg trade size: 80.44
Large trade count: 4
Largest trade size: 2346

Candle

Return 1: -0.291705
Return 3: 0.673822
Volume 1: 60
Volume avg 5: 193.2
Momentum 5: 0.182044

Cross Exchange

Mid avg: 1.64862125
Mid median: 1.65
Price deviation %: -0.401927
Spread %: 0.653576

Funding / OI / Volume

Funding rate: -0.00079745
Funding delta: 0.00001096
Funding abs: 0.00079745
Funding pressure: 0.00080841
Open interest: 106144
Volume 24h: 644772
Quote volume 24h: 644772
Price change 24h %: -7.828917

Quality

Capture latency ms: 5756
Order book timestamp: 2026-06-29 16:38:57.938000+02:00
Ticker timestamp: 2026-06-29 16:38:58.264000+02:00
Trades timestamp: 2026-06-29 16:38:51.310000+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: 1.65192
Best ask: 1.65334
Spread: 0.00142
Spread %: 0.085924
Mid price: 1.65263
Last price: 1.65527
Mark price: 1.65192
Index price: 1.651193

Order Book

Bid depth 5: 5
Ask depth 5: 12
Bid depth 10: 32
Ask depth 10: 25
Bid depth 20: 52
Ask depth 20: 69
Imbalance 5: -0.411765
Imbalance 10: 0.122807
Imbalance 20: -0.140496
Top bid size: 1
Top ask size: 3
Bid wall score: 0.019231
Ask wall score: 0.043478

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.036765
Bid depth 10 delta: 18
Ask depth 10 delta: 1
Imbalance 10 delta: 0.385965
Spread delta: -0.00015
Mid price delta: -0.003475
Wall shift score: -0.043295

Tape

Buy volume: 65
Sell volume: 55
Buy/sell delta: 10
Buy/sell ratio: 1.181818
Avg trade size: 1.2
Large trade count: 3
Largest trade size: 6

Candle

Return 1: -0.634399
Return 3: -0.107604
Volume 1: 33
Volume avg 5: 63.2
Momentum 5: -0.32813

Cross Exchange

Mid avg: 1.64949
Mid median: 1.65
Price deviation %: 0.190362
Spread %: 0.863903

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23630000
Quote volume 24h: 41678186
Price change 24h %: -5.32

Quality

Capture latency ms: 11144
Order book timestamp: 2026-06-29 16:38:41+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:23.916000+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: 1.6516
Best ask: 1.6517
Spread: 0.0001
Spread %: 0.006055
Mid price: 1.65165
Last price: 1.6497
Mark price: -
Index price: -

Order Book

Bid depth 5: 126
Ask depth 5: 219
Bid depth 10: 669
Ask depth 10: 810
Bid depth 20: 2999
Ask depth 20: 2359
Imbalance 5: -0.269565
Imbalance 10: -0.095335
Imbalance 20: 0.119448
Top bid size: 4
Top ask size: 59
Bid wall score: 0.001334
Ask wall score: 0.025011

Dynamics

Bid depth 5 delta: -204
Ask depth 5 delta: -327
Imbalance 5 delta: -0.02299
Bid depth 10 delta: -417
Ask depth 10 delta: 136
Imbalance 10 delta: -0.329426
Spread delta: -0.0002
Mid price delta: -0.0095
Wall shift score: -0.047572

Tape

Buy volume: 3951
Sell volume: 1588
Buy/sell delta: 2363
Buy/sell ratio: 2.488035
Avg trade size: 55.39
Large trade count: 8
Largest trade size: 343

Candle

Return 1: -0.464135
Return 3: -0.08471
Volume 1: 49998
Volume avg 5: 95114.4
Momentum 5: -0.476133

Cross Exchange

Mid avg: 1.651865
Mid median: 1.6522275
Price deviation %: -0.013016
Spread %: 1.168074

Funding / OI / Volume

Funding rate: 0.00042581
Funding delta: 0.00000198
Funding abs: 0.00042581
Funding pressure: 0.00042779
Open interest: 33751827
Volume 24h: 363604548
Quote volume 24h: 644265473.16208
Price change 24h %: -6.368

Quality

Capture latency ms: 7045
Order book timestamp: 2026-06-29 16:38:30.024000+02:00
Ticker timestamp: 2026-06-29 16:38:22.144000+02:00
Trades timestamp: 2026-06-29 16:38:31.743000+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: 1.6482
Best ask: 1.6485
Spread: 0.0003
Spread %: 0.0182
Mid price: 1.64835
Last price: 1.6505
Mark price: -
Index price: 1.6496

Order Book

Bid depth 5: 47
Ask depth 5: 28
Bid depth 10: 303
Ask depth 10: 169
Bid depth 20: 912
Ask depth 20: 573
Imbalance 5: 0.253333
Imbalance 10: 0.283898
Imbalance 20: 0.228283
Top bid size: 2
Top ask size: 4
Bid wall score: 0.002193
Ask wall score: 0.006981

Dynamics

Bid depth 5 delta: 27
Ask depth 5 delta: -205
Imbalance 5 delta: 1.095231
Bid depth 10 delta: 148
Ask depth 10 delta: -135
Imbalance 10 delta: 0.608517
Spread delta: 0.0002
Mid price delta: -0.0128
Wall shift score: -0.003876

Tape

Buy volume: 383
Sell volume: 792
Buy/sell delta: -409
Buy/sell ratio: 0.483586
Avg trade size: 11.75
Large trade count: 9
Largest trade size: 84

Candle

Return 1: -0.578906
Return 3: -0.199758
Volume 1: 909
Volume avg 5: 2356
Momentum 5: -0.66277

Cross Exchange

Mid avg: 1.655065
Mid median: 1.6586275
Price deviation %: -0.405724
Spread %: 1.165815

Funding / OI / Volume

Funding rate: -0.002586
Funding delta: 0
Funding abs: 0.002586
Funding pressure: 0.002586
Open interest: -
Volume 24h: 7813467
Quote volume 24h: 138763471.2036
Price change 24h %: -8.08

Quality

Capture latency ms: 4148
Order book timestamp: 2026-06-29 16:38:24.016000+02:00
Ticker timestamp: 2026-06-29 16:38:20.756000+02:00
Trades timestamp: 2026-06-29 16:38:24.069000+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: 1.63001
Best ask: 1.6537
Spread: 0.02369
Spread %: 1.44288
Mid price: 1.641855
Last price: 1.65578
Mark price: -
Index price: -

Order Book

Bid depth 5: 12876
Ask depth 5: 268
Bid depth 10: 29316
Ask depth 10: 10029
Bid depth 20: 41745
Ask depth 20: 37213
Imbalance 5: 0.959221
Imbalance 10: 0.490202
Imbalance 20: 0.057398
Top bid size: 261
Top ask size: 15
Bid wall score: 0.006252
Ask wall score: 0.000403

Dynamics

Bid depth 5 delta: 4967
Ask depth 5 delta: -2
Imbalance 5 delta: 0.025244
Bid depth 10 delta: 162
Ask depth 10 delta: -263
Imbalance 10 delta: 0.012029
Spread delta: 0.00128
Mid price delta: -0.01306
Wall shift score: -0.000078

Tape

Buy volume: 7250
Sell volume: 780
Buy/sell delta: 6470
Buy/sell ratio: 9.294872
Avg trade size: 80.3
Large trade count: 4
Largest trade size: 2346

Candle

Return 1: 0
Return 3: 0.968352
Volume 1: 0
Volume avg 5: 181.2
Momentum 5: 0.475136

Cross Exchange

Mid avg: 1.65833
Mid median: 1.6586275
Price deviation %: -0.993469
Spread %: 0.375981

Funding / OI / Volume

Funding rate: -0.00080841
Funding delta: 0.0000111
Funding abs: 0.00080841
Funding pressure: 0.00081952
Open interest: 106144
Volume 24h: 644712
Quote volume 24h: 644712
Price change 24h %: -7.559263

Quality

Capture latency ms: 5734
Order book timestamp: 2026-06-29 16:38:19.638000+02:00
Ticker timestamp: 2026-06-29 16:38:20.179000+02:00
Trades timestamp: 2026-06-29 16:36:15.701000+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: 1.65532
Best ask: 1.65689
Spread: 0.00157
Spread %: 0.094801
Mid price: 1.656105
Last price: 1.65686
Mark price: 1.66
Index price: 1.65924

Order Book

Bid depth 5: 5
Ask depth 5: 11
Bid depth 10: 14
Ask depth 10: 24
Bid depth 20: 30
Ask depth 20: 70
Imbalance 5: -0.375
Imbalance 10: -0.263158
Imbalance 20: -0.4
Top bid size: 1
Top ask size: 1
Bid wall score: 0.033333
Ask wall score: 0.014286

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -3
Imbalance 5 delta: -0.102273
Bid depth 10 delta: -24
Ask depth 10 delta: -23
Imbalance 10 delta: -0.157276
Spread delta: 0.00003
Mid price delta: -0.006085
Wall shift score: 0.071412

Tape

Buy volume: 56
Sell volume: 66
Buy/sell delta: -10
Buy/sell ratio: 0.848485
Avg trade size: 1.22
Large trade count: 3
Largest trade size: 6

Candle

Return 1: -0.368613
Return 3: 0.159592
Volume 1: 9
Volume avg 5: 58.4
Momentum 5: -0.061524

Cross Exchange

Mid avg: 1.65985125
Mid median: 1.66115
Price deviation %: -0.225698
Spread %: 0.438292

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23627700
Quote volume 24h: 41674383
Price change 24h %: -5.8

Quality

Capture latency ms: 9675
Order book timestamp: 2026-06-29 16:38:01+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:23.880000+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: 1.661
Best ask: 1.6613
Spread: 0.0003
Spread %: 0.01806
Mid price: 1.66115
Last price: 1.6631
Mark price: -
Index price: -

Order Book

Bid depth 5: 330
Ask depth 5: 546
Bid depth 10: 1086
Ask depth 10: 674
Bid depth 20: 3661
Ask depth 20: 9647
Imbalance 5: -0.246575
Imbalance 10: 0.234091
Imbalance 20: -0.449805
Top bid size: 89
Top ask size: 4
Bid wall score: 0.02431
Ask wall score: 0.000415

Dynamics

Bid depth 5 delta: -123
Ask depth 5 delta: 474
Imbalance 5 delta: -0.97229
Bid depth 10 delta: 19
Ask depth 10 delta: 330
Imbalance 10 delta: -0.278312
Spread delta: 0.0002
Mid price delta: -0.0075
Wall shift score: 0.013326

Tape

Buy volume: 2162
Sell volume: 2359
Buy/sell delta: -197
Buy/sell ratio: 0.91649
Avg trade size: 45.21
Large trade count: 5
Largest trade size: 641

Candle

Return 1: -0.485466
Return 3: 0.417297
Volume 1: 57714
Volume avg 5: 107324.4
Momentum 5: -0.847964

Cross Exchange

Mid avg: 1.66172625
Mid median: 1.66167
Price deviation %: -0.034678
Spread %: 0.82655

Funding / OI / Volume

Funding rate: 0.00042383
Funding delta: 0
Funding abs: 0.00042383
Funding pressure: 0.00042383
Open interest: 33749504
Volume 24h: 363976459
Quote volume 24h: 644928249.41318
Price change 24h %: -6.278

Quality

Capture latency ms: 6751
Order book timestamp: 2026-06-29 16:37:50.666000+02:00
Ticker timestamp: 2026-06-29 16:37:39.545000+02:00
Trades timestamp: 2026-06-29 16:37:52.063000+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: 1.6611
Best ask: 1.6612
Spread: 0.0001
Spread %: 0.00602
Mid price: 1.66115
Last price: 1.6628
Mark price: -
Index price: 1.6613

Order Book

Bid depth 5: 20
Ask depth 5: 233
Bid depth 10: 155
Ask depth 10: 304
Bid depth 20: 714
Ask depth 20: 808
Imbalance 5: -0.841897
Imbalance 10: -0.324619
Imbalance 20: -0.061761
Top bid size: 2
Top ask size: 3
Bid wall score: 0.002801
Ask wall score: 0.003713

Dynamics

Bid depth 5 delta: -106
Ask depth 5 delta: 115
Imbalance 5 delta: -0.874684
Bid depth 10 delta: -221
Ask depth 10 delta: 53
Imbalance 10 delta: -0.523981
Spread delta: -0.0004
Mid price delta: -0.0024
Wall shift score: 0.004949

Tape

Buy volume: 335
Sell volume: 674
Buy/sell delta: -339
Buy/sell ratio: 0.497033
Avg trade size: 10.09
Large trade count: 6
Largest trade size: 57

Candle

Return 1: -0.443486
Return 3: 0.459603
Volume 1: 826
Volume avg 5: 2694
Momentum 5: -0.806115

Cross Exchange

Mid avg: 1.66232625
Mid median: 1.66287
Price deviation %: -0.070759
Spread %: 0.826252

Funding / OI / Volume

Funding rate: -0.002586
Funding delta: 0
Funding abs: 0.002586
Funding pressure: 0.002586
Open interest: -
Volume 24h: 7812247
Quote volume 24h: 138743248.0929
Price change 24h %: -7.39

Quality

Capture latency ms: 4111
Order book timestamp: 2026-06-29 16:37:44.452000+02:00
Ticker timestamp: 2026-06-29 16:37:41.702000+02:00
Trades timestamp: 2026-06-29 16:37:44.376000+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: 17571
gate: 17571
htx: 17447
mexc: 17568

By Symbol

VELVET/USDT:USDT: 70157

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.