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: 70604
Total labels: 211812
Pending labels: 192329
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 21:54:04.651642+02:00
Recent trades snapshots: 70599
Micro candles: 1411900
Avg data quality: 76.0019828904877911
Latest latency: 9764 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 151 of 7061 · 70604 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 17:50:28.205764+02:00	htx	VELVET/USDT:USDT	1.672225	80	7618 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 17:50:09.548095+02:00	gate	VELVET/USDT:USDT	1.67442	68	9913 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 17:49:59.528871+02:00	binance	VELVET/USDT:USDT	1.67955	80	6621 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 17:49:52.805410+02:00	mexc	VELVET/USDT:USDT	1.67915	78	4357 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 17:49:48.385344+02:00	htx	VELVET/USDT:USDT	1.6654	80	5620 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 17:49:32.992228+02:00	gate	VELVET/USDT:USDT	1.677965	68	9515 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 17:49:23.379153+02:00	binance	VELVET/USDT:USDT	1.6811	80	7147 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 17:49:16.107167+02:00	mexc	VELVET/USDT:USDT	1.67665	78	4617 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 17:49:11.419858+02:00	htx	VELVET/USDT:USDT	1.65532	80	5201 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 17:48:55.701661+02:00	gate	VELVET/USDT:USDT	1.676015	68	9723 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.66423
Best ask: 1.68022
Spread: 0.01599
Spread %: 0.956211
Mid price: 1.672225
Last price: 1.66423
Mark price: -
Index price: -

Order Book

Bid depth 5: 11895
Ask depth 5: 266
Bid depth 10: 35815
Ask depth 10: 13554
Bid depth 20: 50459
Ask depth 20: 43488
Imbalance 5: 0.956254
Imbalance 10: 0.45091
Imbalance 20: 0.074201
Top bid size: 31
Top ask size: 14
Bid wall score: 0.000614
Ask wall score: 0.000322

Dynamics

Bid depth 5 delta: -1275
Ask depth 5 delta: -3060
Imbalance 5 delta: 0.359503
Bid depth 10 delta: -1275
Ask depth 10 delta: -1362
Imbalance 10 delta: 0.024537
Spread delta: 0.01367
Mid price delta: 0.006825
Wall shift score: 0.070379

Tape

Buy volume: 2546
Sell volume: 14220
Buy/sell delta: -11674
Buy/sell ratio: 0.179044
Avg trade size: 167.66
Large trade count: 3
Largest trade size: 6286

Candle

Return 1: 0
Return 3: 0.171544
Volume 1: 6292
Volume avg 5: 1262
Momentum 5: 0.171544

Cross Exchange

Mid avg: 1.67463
Mid median: 1.676785
Price deviation %: -0.143614
Spread %: 0.844963

Funding / OI / Volume

Funding rate: -0.00042804
Funding delta: -0.00001409
Funding abs: 0.00042804
Funding pressure: 0.00044213
Open interest: 105692
Volume 24h: 595194
Quote volume 24h: 595194
Price change 24h %: -7.087507

Quality

Capture latency ms: 7618
Order book timestamp: 2026-06-29 17:50:24.696000+02:00
Ticker timestamp: 2026-06-29 17:50:25.294000+02:00
Trades timestamp: 2026-06-29 17:50:00.927000+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: 1.67335
Best ask: 1.67549
Spread: 0.00214
Spread %: 0.127805
Mid price: 1.67442
Last price: 1.67812
Mark price: 1.67611
Index price: 1.67551

Order Book

Bid depth 5: 11
Ask depth 5: 10
Bid depth 10: 40
Ask depth 10: 18
Bid depth 20: 58
Ask depth 20: 56
Imbalance 5: 0.047619
Imbalance 10: 0.37931
Imbalance 20: 0.017544
Top bid size: 2
Top ask size: 2
Bid wall score: 0.034483
Ask wall score: 0.035714

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 2
Imbalance 5 delta: -0.152381
Bid depth 10 delta: -2
Ask depth 10 delta: 3
Imbalance 10 delta: -0.094374
Spread delta: -0.00011
Mid price delta: -0.003545
Wall shift score: -0.028344

Tape

Buy volume: 85
Sell volume: 95
Buy/sell delta: -10
Buy/sell ratio: 0.894737
Avg trade size: 1.8
Large trade count: 5
Largest trade size: 13

Candle

Return 1: 0
Return 3: 0.255101
Volume 1: 0
Volume avg 5: 6.4
Momentum 5: 0.337824

Cross Exchange

Mid avg: 1.67551625
Mid median: 1.6785575
Price deviation %: -0.065428
Spread %: 0.844516

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23484700
Quote volume 24h: 41352138
Price change 24h %: -5.99

Quality

Capture latency ms: 9913
Order book timestamp: 2026-06-29 17:50:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:28.181000+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: 1.6794
Best ask: 1.6797
Spread: 0.0003
Spread %: 0.017862
Mid price: 1.67955
Last price: 1.6792
Mark price: -
Index price: -

Order Book

Bid depth 5: 212
Ask depth 5: 431
Bid depth 10: 457
Ask depth 10: 1239
Bid depth 20: 2766
Ask depth 20: 3694
Imbalance 5: -0.340591
Imbalance 10: -0.461085
Imbalance 20: -0.143653
Top bid size: 45
Top ask size: 47
Bid wall score: 0.016269
Ask wall score: 0.012723

Dynamics

Bid depth 5 delta: -66
Ask depth 5 delta: 66
Imbalance 5 delta: -0.205288
Bid depth 10 delta: -400
Ask depth 10 delta: -1936
Imbalance 10 delta: 0.113816
Spread delta: 0.0001
Mid price delta: -0.00155
Wall shift score: 0.036628

Tape

Buy volume: 1330
Sell volume: 3429
Buy/sell delta: -2099
Buy/sell ratio: 0.387868
Avg trade size: 47.59
Large trade count: 7
Largest trade size: 972

Candle

Return 1: 0.017856
Return 3: 0.532456
Volume 1: 44855
Volume avg 5: 51245.6
Momentum 5: -0.01785

Cross Exchange

Mid avg: 1.67590375
Mid median: 1.6785575
Price deviation %: 0.217569
Spread %: 0.936808

Funding / OI / Volume

Funding rate: 0.00051117
Funding delta: 0
Funding abs: 0.00051117
Funding pressure: 0.00051117
Open interest: 33775950
Volume 24h: 351359541
Quote volume 24h: 622513301.72342
Price change 24h %: -6.399

Quality

Capture latency ms: 6621
Order book timestamp: 2026-06-29 17:49:57.399000+02:00
Ticker timestamp: 2026-06-29 17:49:51.249000+02:00
Trades timestamp: 2026-06-29 17:49:58.839000+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: 1.6788
Best ask: 1.6795
Spread: 0.0007
Spread %: 0.041688
Mid price: 1.67915
Last price: 1.6805
Mark price: -
Index price: 1.6778

Order Book

Bid depth 5: 256
Ask depth 5: 53
Bid depth 10: 472
Ask depth 10: 191
Bid depth 20: 829
Ask depth 20: 491
Imbalance 5: 0.656958
Imbalance 10: 0.423831
Imbalance 20: 0.256061
Top bid size: 83
Top ask size: 8
Bid wall score: 0.100121
Ask wall score: 0.016293

Dynamics

Bid depth 5 delta: 170
Ask depth 5 delta: 23
Imbalance 5 delta: 0.174199
Bid depth 10 delta: 58
Ask depth 10 delta: -11
Imbalance 10 delta: 0.079675
Spread delta: 0.0004
Mid price delta: 0.0025
Wall shift score: 0.065958

Tape

Buy volume: 622
Sell volume: 426
Buy/sell delta: 196
Buy/sell ratio: 1.460094
Avg trade size: 10.48
Large trade count: 5
Largest trade size: 76

Candle

Return 1: -0.089227
Return 3: 0.496619
Volume 1: 1454
Volume avg 5: 2029.2
Momentum 5: -0.071395

Cross Exchange

Mid avg: 1.67527875
Mid median: 1.6773075
Price deviation %: 0.231081
Spread %: 0.937157

Funding / OI / Volume

Funding rate: -0.002488
Funding delta: 0
Funding abs: 0.002488
Funding pressure: 0.002488
Open interest: -
Volume 24h: 7383413
Quote volume 24h: 131118415.3545
Price change 24h %: -6.41

Quality

Capture latency ms: 4357
Order book timestamp: 2026-06-29 17:49:51.394000+02:00
Ticker timestamp: 2026-06-29 17:49:49.825000+02:00
Trades timestamp: 2026-06-29 17:49:51.209000+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: 1.66424
Best ask: 1.66656
Spread: 0.00232
Spread %: 0.139306
Mid price: 1.6654
Last price: 1.66423
Mark price: -
Index price: -

Order Book

Bid depth 5: 13170
Ask depth 5: 3326
Bid depth 10: 37090
Ask depth 10: 14916
Bid depth 20: 51734
Ask depth 20: 44850
Imbalance 5: 0.596751
Imbalance 10: 0.426374
Imbalance 20: 0.071275
Top bid size: 3
Top ask size: 3146
Bid wall score: 0.000058
Ask wall score: 0.070145

Dynamics

Bid depth 5 delta: -17770
Ask depth 5 delta: -785
Imbalance 5 delta: -0.168677
Bid depth 10 delta: -2357
Ask depth 10 delta: -802
Imbalance 10 delta: -0.003772
Spread delta: -0.01142
Mid price delta: 0.01008
Wall shift score: -0.014154

Tape

Buy volume: 2546
Sell volume: 8048
Buy/sell delta: -5502
Buy/sell ratio: 0.316352
Avg trade size: 105.94
Large trade count: 2
Largest trade size: 3472

Candle

Return 1: 0
Return 3: 0.171544
Volume 1: 0
Volume avg 5: 17.6
Momentum 5: 0.021636

Cross Exchange

Mid avg: 1.67275875
Mid median: 1.6773075
Price deviation %: -0.439917
Spread %: 1.541167

Funding / OI / Volume

Funding rate: -0.00041396
Funding delta: -0.00001751
Funding abs: 0.00041396
Funding pressure: 0.00043147
Open interest: 105692
Volume 24h: 589340
Quote volume 24h: 589340
Price change 24h %: -7.087507

Quality

Capture latency ms: 5620
Order book timestamp: 2026-06-29 17:49:46.638000+02:00
Ticker timestamp: 2026-06-29 17:49:47.285000+02:00
Trades timestamp: 2026-06-29 17:48:17.429000+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: 1.67684
Best ask: 1.67909
Spread: 0.00225
Spread %: 0.134091
Mid price: 1.677965
Last price: 1.67909
Mark price: 1.67745
Index price: 1.67676

Order Book

Bid depth 5: 12
Ask depth 5: 8
Bid depth 10: 42
Ask depth 10: 15
Bid depth 20: 61
Ask depth 20: 52
Imbalance 5: 0.2
Imbalance 10: 0.473684
Imbalance 20: 0.079646
Top bid size: 4
Top ask size: 2
Bid wall score: 0.065574
Ask wall score: 0.038462

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -4
Imbalance 5 delta: 0.290909
Bid depth 10 delta: 3
Ask depth 10 delta: -29
Imbalance 10 delta: 0.533925
Spread delta: -0.00028
Mid price delta: 0.00195
Wall shift score: 0.041826

Tape

Buy volume: 81
Sell volume: 99
Buy/sell delta: -18
Buy/sell ratio: 0.818182
Avg trade size: 1.8
Large trade count: 5
Largest trade size: 13

Candle

Return 1: 0.176597
Return 3: 0.372416
Volume 1: 15
Volume avg 5: 17.4
Momentum 5: 0.180183

Cross Exchange

Mid avg: 1.67227125
Mid median: 1.6763325
Price deviation %: 0.34048
Spread %: 1.541616

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23484100
Quote volume 24h: 41351131
Price change 24h %: -5.89

Quality

Capture latency ms: 9515
Order book timestamp: 2026-06-29 17:49:31+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:28.167000+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: 1.681
Best ask: 1.6812
Spread: 0.0002
Spread %: 0.011897
Mid price: 1.6811
Last price: 1.6748
Mark price: -
Index price: -

Order Book

Bid depth 5: 278
Ask depth 5: 365
Bid depth 10: 857
Ask depth 10: 3175
Bid depth 20: 3184
Ask depth 20: 4817
Imbalance 5: -0.135303
Imbalance 10: -0.574901
Imbalance 20: -0.204099
Top bid size: 50
Top ask size: 235
Bid wall score: 0.015704
Ask wall score: 0.048786

Dynamics

Bid depth 5 delta: 147
Ask depth 5 delta: -762
Imbalance 5 delta: 0.65643
Bid depth 10 delta: 50
Ask depth 10 delta: 1379
Imbalance 10 delta: -0.194955
Spread delta: 0.0001
Mid price delta: 0.00365
Wall shift score: -0.013865

Tape

Buy volume: 6500
Sell volume: 1366
Buy/sell delta: 5134
Buy/sell ratio: 4.758419
Avg trade size: 78.66
Large trade count: 4
Largest trade size: 1366

Candle

Return 1: -0.017856
Return 3: 0.49656
Volume 1: 23471
Volume avg 5: 46968.8
Momentum 5: -0.053549

Cross Exchange

Mid avg: 1.67135875
Mid median: 1.6763325
Price deviation %: 0.582834
Spread %: 1.324072

Funding / OI / Volume

Funding rate: 0.00051117
Funding delta: 0.00000134
Funding abs: 0.00051117
Funding pressure: 0.00051251
Open interest: 33771299
Volume 24h: 351328127
Quote volume 24h: 622460541.47822
Price change 24h %: -6.644

Quality

Capture latency ms: 7147
Order book timestamp: 2026-06-29 17:49:21.238000+02:00
Ticker timestamp: 2026-06-29 17:49:10.877000+02:00
Trades timestamp: 2026-06-29 17:49:22.317000+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: 1.6765
Best ask: 1.6768
Spread: 0.0003
Spread %: 0.017893
Mid price: 1.67665
Last price: 1.6779
Mark price: -
Index price: 1.6754

Order Book

Bid depth 5: 86
Ask depth 5: 30
Bid depth 10: 414
Ask depth 10: 202
Bid depth 20: 877
Ask depth 20: 527
Imbalance 5: 0.482759
Imbalance 10: 0.344156
Imbalance 20: 0.249288
Top bid size: 19
Top ask size: 2
Bid wall score: 0.021665
Ask wall score: 0.003795

Dynamics

Bid depth 5 delta: 12
Ask depth 5 delta: -56
Imbalance 5 delta: 0.557759
Bid depth 10 delta: 150
Ask depth 10 delta: 9
Imbalance 10 delta: 0.188795
Spread delta: 0.0001
Mid price delta: 0.00025
Wall shift score: 0.045261

Tape

Buy volume: 765
Sell volume: 695
Buy/sell delta: 70
Buy/sell ratio: 1.100719
Avg trade size: 14.6
Large trade count: 6
Largest trade size: 138

Candle

Return 1: -0.31527
Return 3: 0.269251
Volume 1: 839
Volume avg 5: 1906.2
Momentum 5: -0.297477

Cross Exchange

Mid avg: 1.67129625
Mid median: 1.6762075
Price deviation %: 0.320335
Spread %: 1.324122

Funding / OI / Volume

Funding rate: -0.002488
Funding delta: 0
Funding abs: 0.002488
Funding pressure: 0.002488
Open interest: -
Volume 24h: 7382975
Quote volume 24h: 131111050.1019
Price change 24h %: -6.55

Quality

Capture latency ms: 4617
Order book timestamp: 2026-06-29 17:49:14.394000+02:00
Ticker timestamp: 2026-06-29 17:49:13.819000+02:00
Trades timestamp: 2026-06-29 17:49:13.593000+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: 1.64845
Best ask: 1.66219
Spread: 0.01374
Spread %: 0.830051
Mid price: 1.65532
Last price: 1.66423
Mark price: -
Index price: -

Order Book

Bid depth 5: 30940
Ask depth 5: 4111
Bid depth 10: 39447
Ask depth 10: 15718
Bid depth 20: 49924
Ask depth 20: 45652
Imbalance 5: 0.765428
Imbalance 10: 0.430146
Imbalance 20: 0.044697
Top bid size: 648
Top ask size: 3146
Bid wall score: 0.01298
Ask wall score: 0.068913

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 541
Imbalance 5 delta: -0.027676
Bid depth 10 delta: 0
Ask depth 10 delta: 702
Imbalance 10 delta: -0.018434
Spread delta: -0.00159
Mid price delta: -0.000795
Wall shift score: -0.004478

Tape

Buy volume: 2546
Sell volume: 8048
Buy/sell delta: -5502
Buy/sell ratio: 0.316352
Avg trade size: 105.94
Large trade count: 2
Largest trade size: 3472

Candle

Return 1: 0
Return 3: 0.171544
Volume 1: 0
Volume avg 5: 17.6
Momentum 5: 0.021636

Cross Exchange

Mid avg: 1.671495
Mid median: 1.6762075
Price deviation %: -0.967697
Spread %: 1.276402

Funding / OI / Volume

Funding rate: -0.00039644
Funding delta: -0.00001525
Funding abs: 0.00039644
Funding pressure: 0.00041169
Open interest: 105692
Volume 24h: 589340
Quote volume 24h: 589340
Price change 24h %: -7.087507

Quality

Capture latency ms: 5201
Order book timestamp: 2026-06-29 17:49:09.838000+02:00
Ticker timestamp: 2026-06-29 17:49:10.343000+02:00
Trades timestamp: 2026-06-29 17:48:17.429000+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: 1.67475
Best ask: 1.67728
Spread: 0.00253
Spread %: 0.150953
Mid price: 1.676015
Last price: 1.67613
Mark price: 1.67613
Index price: 1.675395

Order Book

Bid depth 5: 10
Ask depth 5: 12
Bid depth 10: 39
Ask depth 10: 44
Bid depth 20: 57
Ask depth 20: 62
Imbalance 5: -0.090909
Imbalance 10: -0.060241
Imbalance 20: -0.042017
Top bid size: 1
Top ask size: 2
Bid wall score: 0.017544
Ask wall score: 0.032258

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 3
Imbalance 5 delta: -0.032086
Bid depth 10 delta: 2
Ask depth 10 delta: 1
Imbalance 10 delta: 0.014759
Spread delta: 0.00042
Mid price delta: 0.00125
Wall shift score: 0.000762

Tape

Buy volume: 73
Sell volume: 102
Buy/sell delta: -29
Buy/sell ratio: 0.715686
Avg trade size: 1.75
Large trade count: 5
Largest trade size: 13

Candle

Return 1: 0.136213
Return 3: 0.218838
Volume 1: 2
Volume avg 5: 34.6
Momentum 5: 0.427202

Cross Exchange

Mid avg: 1.6711825
Mid median: 1.6755825
Price deviation %: 0.289167
Spread %: 1.276641

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 23482700
Quote volume 24h: 41348783
Price change 24h %: -6.41

Quality

Capture latency ms: 9723
Order book timestamp: 2026-06-29 17:48:54+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:28.115000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 17683
gate: 17684
htx: 17557
mexc: 17680

By Symbol

VELVET/USDT:USDT: 70604

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.