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: 71086
Total labels: 213258
Pending labels: 193775
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 23:12:54.751956+02:00
Recent trades snapshots: 71081
Micro candles: 1421540
Avg data quality: 76.0027290887094505
Latest latency: 6040 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 152 of 7109 · 71086 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 19:06:08.799714+02:00	mexc	VELVET/USDT:USDT	1.71215	78	4175 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 19:06:04.558001+02:00	htx	VELVET/USDT:USDT	1.699985	80	5987 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 19:05:46.933019+02:00	gate	VELVET/USDT:USDT	1.70742	68	9727 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 19:05:37.101069+02:00	binance	VELVET/USDT:USDT	1.71155	80	7467 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 19:05:29.527171+02:00	mexc	VELVET/USDT:USDT	1.70885	78	4366 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 19:05:25.084526+02:00	htx	VELVET/USDT:USDT	1.69109	80	5982 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 19:05:08.327241+02:00	gate	VELVET/USDT:USDT	1.69749	68	9833 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 19:04:58.374309+02:00	binance	VELVET/USDT:USDT	1.699	80	6793 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 19:04:51.472766+02:00	mexc	VELVET/USDT:USDT	1.69815	78	4716 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 19:04:46.677126+02:00	htx	VELVET/USDT:USDT	1.68446	80	5486 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.7121
Best ask: 1.7122
Spread: 0.0001
Spread %: 0.005841
Mid price: 1.71215
Last price: 1.7111
Mark price: -
Index price: 1.7067

Order Book

Bid depth 5: 108
Ask depth 5: 68
Bid depth 10: 576
Ask depth 10: 225
Bid depth 20: 941
Ask depth 20: 723
Imbalance 5: 0.227273
Imbalance 10: 0.438202
Imbalance 20: 0.13101
Top bid size: 67
Top ask size: 12
Bid wall score: 0.071201
Ask wall score: 0.016598

Dynamics

Bid depth 5 delta: -58
Ask depth 5 delta: 0
Imbalance 5 delta: -0.191531
Bid depth 10 delta: 291
Ask depth 10 delta: 11
Imbalance 10 delta: 0.295918
Spread delta: 0
Mid price delta: 0.0033
Wall shift score: 0.045015

Tape

Buy volume: 319
Sell volume: 843
Buy/sell delta: -524
Buy/sell ratio: 0.37841
Avg trade size: 11.62
Large trade count: 5
Largest trade size: 73

Candle

Return 1: 0.081843
Return 3: 0.777019
Volume 1: 57
Volume avg 5: 1215.8
Momentum 5: 0.759225

Cross Exchange

Mid avg: 1.70695125
Mid median: 1.708135
Price deviation %: 0.304563
Spread %: 0.677524

Funding / OI / Volume

Funding rate: -0.002488
Funding delta: 0
Funding abs: 0.002488
Funding pressure: 0.002488
Open interest: -
Volume 24h: 6279288
Quote volume 24h: 111263377.7481
Price change 24h %: 0.99

Quality

Capture latency ms: 4175
Order book timestamp: 2026-06-29 19:06:07.366000+02:00
Ticker timestamp: 2026-06-29 19:06:06.696000+02:00
Trades timestamp: 2026-06-29 19:06:04.720000+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: 1.69998
Best ask: 1.69999
Spread: 0.00001
Spread %: 0.000588
Mid price: 1.699985
Last price: 1.69998
Mark price: -
Index price: -

Order Book

Bid depth 5: 13020
Ask depth 5: 402
Bid depth 10: 35064
Ask depth 10: 2815
Bid depth 20: 50538
Ask depth 20: 36208
Imbalance 5: 0.940098
Imbalance 10: 0.851369
Imbalance 20: 0.165195
Top bid size: 94
Top ask size: 15
Bid wall score: 0.00186
Ask wall score: 0.000414

Dynamics

Bid depth 5 delta: -2933
Ask depth 5 delta: -1825
Imbalance 5 delta: 0.185093
Bid depth 10 delta: -52
Ask depth 10 delta: -10608
Imbalance 10 delta: 0.40445
Spread delta: -0.01779
Mid price delta: 0.008895
Wall shift score: -0.003141

Tape

Buy volume: 2674
Sell volume: 4182
Buy/sell delta: -1508
Buy/sell ratio: 0.639407
Avg trade size: 68.56
Large trade count: 4
Largest trade size: 1062

Candle

Return 1: 0
Return 3: 0.062393
Volume 1: 28
Volume avg 5: 51.2
Momentum 5: -0.001176

Cross Exchange

Mid avg: 1.7047275
Mid median: 1.708135
Price deviation %: -0.278197
Spread %: 1.200192

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 106779
Volume 24h: 544764
Quote volume 24h: 544764
Price change 24h %: 1.191093

Quality

Capture latency ms: 5987
Order book timestamp: 2026-06-29 19:06:02.438000+02:00
Ticker timestamp: 2026-06-29 19:06:03.321000+02:00
Trades timestamp: 2026-06-29 19:06:00.617000+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: 1.70609
Best ask: 1.70875
Spread: 0.00266
Spread %: 0.155791
Mid price: 1.70742
Last price: 1.70426
Mark price: 1.70581
Index price: 1.706507

Order Book

Bid depth 5: 5
Ask depth 5: 6
Bid depth 10: 30
Ask depth 10: 11
Bid depth 20: 40
Ask depth 20: 41
Imbalance 5: -0.090909
Imbalance 10: 0.463415
Imbalance 20: -0.012346
Top bid size: 1
Top ask size: 1
Bid wall score: 0.025
Ask wall score: 0.02439

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: -2
Ask depth 10 delta: -20
Imbalance 10 delta: 0.447542
Spread delta: 0.00062
Mid price delta: 0.00993
Wall shift score: 0.00119

Tape

Buy volume: 87
Sell volume: 54
Buy/sell delta: 33
Buy/sell ratio: 1.611111
Avg trade size: 1.41
Large trade count: 4
Largest trade size: 5

Candle

Return 1: 0.644302
Return 3: 0.582639
Volume 1: 14
Volume avg 5: 11.4
Momentum 5: 0.466633

Cross Exchange

Mid avg: 1.702245
Mid median: 1.70317
Price deviation %: 0.30401
Spread %: 1.201942

Funding / OI / Volume

Funding rate: -0.000068
Funding delta: 0
Funding abs: 0.000068
Funding pressure: 0.000068
Open interest: -
Volume 24h: 21974500
Quote volume 24h: 38639573
Price change 24h %: -3.26

Quality

Capture latency ms: 9727
Order book timestamp: 2026-06-29 19:05:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:32.745000+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: 1.7115
Best ask: 1.7116
Spread: 0.0001
Spread %: 0.005843
Mid price: 1.71155
Last price: 1.7096
Mark price: -
Index price: -

Order Book

Bid depth 5: 234
Ask depth 5: 289
Bid depth 10: 507
Ask depth 10: 624
Bid depth 20: 3350
Ask depth 20: 3034
Imbalance 5: -0.105163
Imbalance 10: -0.103448
Imbalance 20: 0.049499
Top bid size: 42
Top ask size: 31
Bid wall score: 0.012537
Ask wall score: 0.010218

Dynamics

Bid depth 5 delta: 112
Ask depth 5 delta: -237
Imbalance 5 delta: 0.518294
Bid depth 10 delta: -705
Ask depth 10 delta: -802
Imbalance 10 delta: -0.022326
Spread delta: -0.0001
Mid price delta: 0.01255
Wall shift score: 0.008938

Tape

Buy volume: 2798
Sell volume: 15084
Buy/sell delta: -12286
Buy/sell ratio: 0.185495
Avg trade size: 178.82
Large trade count: 7
Largest trade size: 4265

Candle

Return 1: 0.88334
Return 3: 0.646261
Volume 1: 42866
Volume avg 5: 46570.6
Momentum 5: 0.369112

Cross Exchange

Mid avg: 1.6991075
Mid median: 1.698245
Price deviation %: 0.732296
Spread %: 1.045255

Funding / OI / Volume

Funding rate: 0.00048433
Funding delta: 0
Funding abs: 0.00048433
Funding pressure: 0.00048433
Open interest: 33720116
Volume 24h: 328918549
Quote volume 24h: 581727605.15488
Price change 24h %: -3.445

Quality

Capture latency ms: 7467
Order book timestamp: 2026-06-29 19:05:34.941000+02:00
Ticker timestamp: 2026-06-29 19:05:27.386000+02:00
Trades timestamp: 2026-06-29 19:05:36.645000+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: 1.7088
Best ask: 1.7089
Spread: 0.0001
Spread %: 0.005852
Mid price: 1.70885
Last price: 1.71
Mark price: -
Index price: 1.7038

Order Book

Bid depth 5: 166
Ask depth 5: 68
Bid depth 10: 285
Ask depth 10: 214
Bid depth 20: 1084
Ask depth 20: 675
Imbalance 5: 0.418803
Imbalance 10: 0.142285
Imbalance 20: 0.232518
Top bid size: 12
Top ask size: 1
Bid wall score: 0.01107
Ask wall score: 0.001481

Dynamics

Bid depth 5 delta: -40
Ask depth 5 delta: -27
Imbalance 5 delta: 0.050033
Bid depth 10 delta: -1280
Ask depth 10 delta: -175
Imbalance 10 delta: -0.459558
Spread delta: -0.0002
Mid price delta: 0.0107
Wall shift score: 0.021067

Tape

Buy volume: 1295
Sell volume: 225
Buy/sell delta: 1070
Buy/sell ratio: 5.755556
Avg trade size: 15.2
Large trade count: 4
Largest trade size: 427

Candle

Return 1: 0.670904
Return 3: 0.534822
Volume 1: 1110
Volume avg 5: 1601
Momentum 5: 0.257883

Cross Exchange

Mid avg: 1.6964325
Mid median: 1.69782
Price deviation %: 0.731977
Spread %: 0.466273

Funding / OI / Volume

Funding rate: -0.002488
Funding delta: 0
Funding abs: 0.002488
Funding pressure: 0.002488
Open interest: -
Volume 24h: 6277753
Quote volume 24h: 111237130.6746
Price change 24h %: 0.93

Quality

Capture latency ms: 4366
Order book timestamp: 2026-06-29 19:05:27.772000+02:00
Ticker timestamp: 2026-06-29 19:05:27.664000+02:00
Trades timestamp: 2026-06-29 19:05:27.352000+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: 1.68219
Best ask: 1.69999
Spread: 0.0178
Spread %: 1.052576
Mid price: 1.69109
Last price: 1.69212
Mark price: -
Index price: -

Order Book

Bid depth 5: 15953
Ask depth 5: 2227
Bid depth 10: 35116
Ask depth 10: 13423
Bid depth 20: 51124
Ask depth 20: 39306
Imbalance 5: 0.755006
Imbalance 10: 0.446919
Imbalance 20: 0.130687
Top bid size: 254
Top ask size: 15
Bid wall score: 0.004968
Ask wall score: 0.000382

Dynamics

Bid depth 5 delta: 2937
Ask depth 5 delta: 1362
Imbalance 5 delta: -0.120364
Bid depth 10 delta: 1306
Ask depth 10 delta: 10487
Imbalance 10 delta: -0.393281
Spread delta: 0.00586
Mid price delta: 0.00663
Wall shift score: 0.004397

Tape

Buy volume: 2674
Sell volume: 4208
Buy/sell delta: -1534
Buy/sell ratio: 0.635456
Avg trade size: 68.82
Large trade count: 4
Largest trade size: 1062

Candle

Return 1: 0
Return 3: -0.400254
Volume 1: 0
Volume avg 5: 46
Momentum 5: -0.461773

Cross Exchange

Mid avg: 1.694775
Mid median: 1.69782
Price deviation %: -0.217433
Spread %: 0.857931

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 106779
Volume 24h: 545678
Quote volume 24h: 545678
Price change 24h %: 0.723227

Quality

Capture latency ms: 5982
Order book timestamp: 2026-06-29 19:05:23.638000+02:00
Ticker timestamp: 2026-06-29 19:05:23.969000+02:00
Trades timestamp: 2026-06-29 19:04:47.162000+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: 1.69647
Best ask: 1.69851
Spread: 0.00204
Spread %: 0.120177
Mid price: 1.69749
Last price: 1.69641
Mark price: 1.69623
Index price: 1.696318

Order Book

Bid depth 5: 5
Ask depth 5: 6
Bid depth 10: 32
Ask depth 10: 31
Bid depth 20: 42
Ask depth 20: 41
Imbalance 5: -0.090909
Imbalance 10: 0.015873
Imbalance 20: 0.012048
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02381
Ask wall score: 0.02439

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 1
Imbalance 5 delta: -0.502674
Bid depth 10 delta: -5
Ask depth 10 delta: 20
Imbalance 10 delta: -0.525794
Spread delta: 0.00027
Mid price delta: 0.000955
Wall shift score: -0.019324

Tape

Buy volume: 81
Sell volume: 60
Buy/sell delta: 21
Buy/sell ratio: 1.35
Avg trade size: 1.41
Large trade count: 4
Largest trade size: 5

Candle

Return 1: 0
Return 3: -0.061268
Volume 1: 0
Volume avg 5: 8.6
Momentum 5: -0.176532

Cross Exchange

Mid avg: 1.69453625
Mid median: 1.6973425
Price deviation %: 0.17431
Spread %: 0.858052

Funding / OI / Volume

Funding rate: -0.000068
Funding delta: -0.000001
Funding abs: 0.000068
Funding pressure: 0.000069
Open interest: -
Volume 24h: 21973400
Quote volume 24h: 38637698
Price change 24h %: -3.99

Quality

Capture latency ms: 9833
Order book timestamp: 2026-06-29 19:05:07+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:32.690000+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: 1.6989
Best ask: 1.6991
Spread: 0.0002
Spread %: 0.011772
Mid price: 1.699
Last price: 1.698
Mark price: -
Index price: -

Order Book

Bid depth 5: 122
Ask depth 5: 526
Bid depth 10: 1212
Ask depth 10: 1426
Bid depth 20: 7855
Ask depth 20: 9143
Imbalance 5: -0.623457
Imbalance 10: -0.081122
Imbalance 20: -0.075774
Top bid size: 3
Top ask size: 64
Bid wall score: 0.000382
Ask wall score: 0.007

Dynamics

Bid depth 5 delta: -89
Ask depth 5 delta: 247
Imbalance 5 delta: -0.484681
Bid depth 10 delta: 381
Ask depth 10 delta: -4140
Imbalance 10 delta: 0.659069
Spread delta: 0
Mid price delta: -0.001
Wall shift score: 0.001199

Tape

Buy volume: 4751
Sell volume: 1115
Buy/sell delta: 3636
Buy/sell ratio: 4.260987
Avg trade size: 58.66
Large trade count: 11
Largest trade size: 499

Candle

Return 1: 0.017661
Return 3: 0.047109
Volume 1: 26605
Volume avg 5: 47469.4
Momentum 5: -0.654894

Cross Exchange

Mid avg: 1.69478625
Mid median: 1.6973425
Price deviation %: 0.24863
Spread %: 0.91693

Funding / OI / Volume

Funding rate: 0.00048433
Funding delta: 0
Funding abs: 0.00048433
Funding pressure: 0.00048433
Open interest: 33721295
Volume 24h: 329089935
Quote volume 24h: 582034146.73048
Price change 24h %: -3.905

Quality

Capture latency ms: 6793
Order book timestamp: 2026-06-29 19:04:56.212000+02:00
Ticker timestamp: 2026-06-29 19:04:48.849000+02:00
Trades timestamp: 2026-06-29 19:04:57.162000+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: 1.698
Best ask: 1.6983
Spread: 0.0003
Spread %: 0.017666
Mid price: 1.69815
Last price: 1.6981
Mark price: -
Index price: 1.6961

Order Book

Bid depth 5: 206
Ask depth 5: 95
Bid depth 10: 1565
Ask depth 10: 389
Bid depth 20: 1945
Ask depth 20: 1084
Imbalance 5: 0.368771
Imbalance 10: 0.601842
Imbalance 20: 0.284252
Top bid size: 1
Top ask size: 13
Bid wall score: 0.000514
Ask wall score: 0.011993

Dynamics

Bid depth 5 delta: 175
Ask depth 5 delta: 69
Imbalance 5 delta: 0.281051
Bid depth 10 delta: 1224
Ask depth 10 delta: 205
Imbalance 10 delta: 0.302795
Spread delta: 0.0001
Mid price delta: -0.00055
Wall shift score: 0.005199

Tape

Buy volume: 797
Sell volume: 218
Buy/sell delta: 579
Buy/sell ratio: 3.655963
Avg trade size: 10.15
Large trade count: 6
Largest trade size: 74

Candle

Return 1: 0.023546
Return 3: 0.005885
Volume 1: 688
Volume avg 5: 1806.8
Momentum 5: -0.649009

Cross Exchange

Mid avg: 1.69492375
Mid median: 1.6976175
Price deviation %: 0.190348
Spread %: 0.916855

Funding / OI / Volume

Funding rate: -0.002488
Funding delta: 0
Funding abs: 0.002488
Funding pressure: 0.002488
Open interest: -
Volume 24h: 6277261
Quote volume 24h: 111228738.9684
Price change 24h %: 0.23

Quality

Capture latency ms: 4716
Order book timestamp: 2026-06-29 19:04:49.497000+02:00
Ticker timestamp: 2026-06-29 19:04:48.835000+02:00
Trades timestamp: 2026-06-29 19:04:49.464000+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: 1.67849
Best ask: 1.69043
Spread: 0.01194
Spread %: 0.708833
Mid price: 1.68446
Last price: 1.69079
Mark price: -
Index price: -

Order Book

Bid depth 5: 13016
Ask depth 5: 865
Bid depth 10: 33810
Ask depth 10: 2936
Bid depth 20: 50755
Ask depth 20: 39299
Imbalance 5: 0.875369
Imbalance 10: 0.8402
Imbalance 20: 0.127213
Top bid size: 29
Top ask size: 15
Bid wall score: 0.000571
Ask wall score: 0.000382

Dynamics

Bid depth 5 delta: -21
Ask depth 5 delta: 364
Imbalance 5 delta: -0.050617
Bid depth 10 delta: -2384
Ask depth 10 delta: 2
Imbalance 10 delta: -0.00983
Spread delta: -0.00943
Mid price delta: -0.004715
Wall shift score: 0.006583

Tape

Buy volume: 2674
Sell volume: 4210
Buy/sell delta: -1536
Buy/sell ratio: 0.635154
Avg trade size: 68.84
Large trade count: 4
Largest trade size: 1062

Candle

Return 1: -0.478539
Return 3: -0.541765
Volume 1: 32
Volume avg 5: 116
Momentum 5: -0.00414

Cross Exchange

Mid avg: 1.6961025
Mid median: 1.6976175
Price deviation %: -0.686427
Spread %: 0.638228

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 106779
Volume 24h: 546330
Quote volume 24h: 546330
Price change 24h %: 0.644059

Quality

Capture latency ms: 5486
Order book timestamp: 2026-06-29 19:04:45.238000+02:00
Ticker timestamp: 2026-06-29 19:04:45.541000+02:00
Trades timestamp: 2026-06-29 19:04:42.305000+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: 17804
gate: 17803
htx: 17678
mexc: 17801

By Symbol

VELVET/USDT:USDT: 71086

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.