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: 71594
Total labels: 214782
Pending labels: 195299
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: 2026-06-30 00:35:01.476875+02:00
Recent trades snapshots: 71589
Micro candles: 1431700
Avg data quality: 76.0049724837276867
Latest latency: 9494 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 153 of 7160 · 71594 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 20:28:04.776177+02:00	gate	VELVET/USDT:USDT	1.600115	68	9827 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 20:27:54.796955+02:00	binance	VELVET/USDT:USDT	1.6007	80	7815 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 20:27:46.854581+02:00	mexc	VELVET/USDT:USDT	1.60155	66	4201 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 20:27:42.573730+02:00	htx	VELVET/USDT:USDT	1.579465	80	5577 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 20:27:26.376811+02:00	gate	VELVET/USDT:USDT	1.600325	68	9469 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 20:27:16.799661+02:00	binance	VELVET/USDT:USDT	1.60635	80	7971 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 20:27:08.720018+02:00	mexc	VELVET/USDT:USDT	1.60095	78	4111 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 20:27:04.522718+02:00	htx	VELVET/USDT:USDT	1.574985	80	5821 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 20:26:49.165821+02:00	gate	VELVET/USDT:USDT	1.592175	68	9608 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 20:26:39.456821+02:00	binance	VELVET/USDT:USDT	1.5929	80	6522 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.59891
Best ask: 1.60132
Spread: 0.00241
Spread %: 0.150614
Mid price: 1.600115
Last price: 1.59862
Mark price: 1.59808
Index price: 1.597515

Order Book

Bid depth 5: 5
Ask depth 5: 27
Bid depth 10: 32
Ask depth 10: 32
Bid depth 20: 42
Ask depth 20: 108
Imbalance 5: -0.6875
Imbalance 10: 0
Imbalance 20: -0.44
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02381
Ask wall score: 0.009259

Dynamics

Bid depth 5 delta: -22
Ask depth 5 delta: 0
Imbalance 5 delta: -0.6875
Bid depth 10 delta: 0
Ask depth 10 delta: 0
Imbalance 10 delta: 0
Spread delta: 0.00024
Mid price delta: -0.00021
Wall shift score: 0.01455

Tape

Buy volume: 81
Sell volume: 58
Buy/sell delta: 23
Buy/sell ratio: 1.396552
Avg trade size: 1.39
Large trade count: 1
Largest trade size: 5

Candle

Return 1: 0.011887
Return 3: 0.264048
Volume 1: 2
Volume avg 5: 33
Momentum 5: 0.229473

Cross Exchange

Mid avg: 1.59551
Mid median: 1.6005125
Price deviation %: 0.288622
Spread %: 1.384197

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 22557800
Quote volume 24h: 39505989
Price change 24h %: -11.62

Quality

Capture latency ms: 9827
Order book timestamp: 2026-06-29 20:28:03+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:37.680000+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: 1.6006
Best ask: 1.6008
Spread: 0.0002
Spread %: 0.012495
Mid price: 1.6007
Last price: 1.6009
Mark price: -
Index price: -

Order Book

Bid depth 5: 138
Ask depth 5: 366
Bid depth 10: 775
Ask depth 10: 819
Bid depth 20: 2373
Ask depth 20: 1898
Imbalance 5: -0.452381
Imbalance 10: -0.027604
Imbalance 20: 0.111215
Top bid size: 2
Top ask size: 88
Bid wall score: 0.000843
Ask wall score: 0.046365

Dynamics

Bid depth 5 delta: -280
Ask depth 5 delta: -240
Imbalance 5 delta: -0.268787
Bid depth 10 delta: -212
Ask depth 10 delta: -316
Imbalance 10 delta: 0.042142
Spread delta: -0.0001
Mid price delta: -0.00565
Wall shift score: -0.048082

Tape

Buy volume: 1804
Sell volume: 1231
Buy/sell delta: 573
Buy/sell ratio: 1.465475
Avg trade size: 30.35
Large trade count: 4
Largest trade size: 584

Candle

Return 1: 0.237901
Return 3: 0.426519
Volume 1: 82820
Volume avg 5: 70812.6
Momentum 5: 0.26301

Cross Exchange

Mid avg: 1.5969225
Mid median: 1.6009375
Price deviation %: 0.236549
Spread %: 1.683551

Funding / OI / Volume

Funding rate: 0.00043992
Funding delta: 0
Funding abs: 0.00043992
Funding pressure: 0.00043992
Open interest: 33187559
Volume 24h: 329054829
Quote volume 24h: 579513543.05358
Price change 24h %: -11.45

Quality

Capture latency ms: 7815
Order book timestamp: 2026-06-29 20:27:52.647000+02:00
Ticker timestamp: 2026-06-29 20:27:44.218000+02:00
Trades timestamp: 2026-06-29 20:27:53.844000+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

Price

Best bid: 1.6015
Best ask: 1.6016
Spread: 0.0001
Spread %: 0.006244
Mid price: 1.60155
Last price: -
Mark price: -
Index price: -

Order Book

Bid depth 5: 14
Ask depth 5: 88
Bid depth 10: 147
Ask depth 10: 257
Bid depth 20: 453
Ask depth 20: 543
Imbalance 5: -0.72549
Imbalance 10: -0.272277
Imbalance 20: -0.090361
Top bid size: 2
Top ask size: 21
Bid wall score: 0.004415
Ask wall score: 0.038674

Dynamics

Bid depth 5 delta: -83
Ask depth 5 delta: -105
Imbalance 5 delta: -0.394456
Bid depth 10 delta: -66
Ask depth 10 delta: -74
Imbalance 10 delta: -0.055365
Spread delta: -0.0004
Mid price delta: 0.0006
Wall shift score: -0.048615

Tape

Buy volume: 661
Sell volume: 512
Buy/sell delta: 149
Buy/sell ratio: 1.291016
Avg trade size: 11.73
Large trade count: 7
Largest trade size: 60

Candle

Return 1: 0.181568
Return 3: 0.420484
Volume 1: 1468
Volume avg 5: 1864.6
Momentum 5: 0.169025

Cross Exchange

Mid avg: 1.5967725
Mid median: 1.6006375
Price deviation %: 0.299197
Spread %: 1.683709

Funding / OI / Volume

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

Quality

Capture latency ms: 4201
Order book timestamp: 2026-06-29 20:27:45.343000+02:00
Ticker timestamp: -
Trades timestamp: 2026-06-29 20:27:44.123000+02:00
Data quality score: 66
Missing fields count: 2

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: 1.56894
Best ask: 1.58999
Spread: 0.02105
Spread %: 1.33273
Mid price: 1.579465
Last price: 1.58997
Mark price: -
Index price: -

Order Book

Bid depth 5: 3781
Ask depth 5: 558
Bid depth 10: 6857
Ask depth 10: 833
Bid depth 20: 13559
Ask depth 20: 6887
Imbalance 5: 0.742798
Imbalance 10: 0.783355
Imbalance 20: 0.326323
Top bid size: 271
Top ask size: 16
Bid wall score: 0.019987
Ask wall score: 0.002323

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: -21
Ask depth 10 delta: -137
Imbalance 10 delta: 0.030552
Spread delta: -0.00896
Mid price delta: 0.00448
Wall shift score: -0.000051

Tape

Buy volume: 1106
Sell volume: 4292
Buy/sell delta: -3186
Buy/sell ratio: 0.257689
Avg trade size: 53.98
Large trade count: 4
Largest trade size: 500

Candle

Return 1: 0
Return 3: 1.84477
Volume 1: 0
Volume avg 5: 20.4
Momentum 5: -0.056573

Cross Exchange

Mid avg: 1.5956525
Mid median: 1.6006375
Price deviation %: -1.014475
Spread %: 1.965654

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 101550
Volume 24h: 561308
Quote volume 24h: 561308
Price change 24h %: -5.357239

Quality

Capture latency ms: 5577
Order book timestamp: 2026-06-29 20:27:40.896000+02:00
Ticker timestamp: 2026-06-29 20:27:41.681000+02:00
Trades timestamp: 2026-06-29 20:25:35.135000+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: 1.59924
Best ask: 1.60141
Spread: 0.00217
Spread %: 0.135597
Mid price: 1.600325
Last price: 1.60214
Mark price: 1.59915
Index price: 1.598568

Order Book

Bid depth 5: 27
Ask depth 5: 27
Bid depth 10: 32
Ask depth 10: 32
Bid depth 20: 108
Ask depth 20: 108
Imbalance 5: 0
Imbalance 10: 0
Imbalance 20: 0
Top bid size: 1
Top ask size: 1
Bid wall score: 0.009259
Ask wall score: 0.009259

Dynamics

Bid depth 5 delta: 22
Ask depth 5 delta: 22
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 0
Imbalance 10 delta: 0
Spread delta: -0.00012
Mid price delta: 0.00815
Wall shift score: 0.01455

Tape

Buy volume: 103
Sell volume: 41
Buy/sell delta: 62
Buy/sell ratio: 2.512195
Avg trade size: 1.44
Large trade count: 2
Largest trade size: 5

Candle

Return 1: 0.55861
Return 3: 0.600284
Volume 1: 51
Volume avg 5: 30.6
Momentum 5: 0.633774

Cross Exchange

Mid avg: 1.593615
Mid median: 1.5965625
Price deviation %: 0.421055
Spread %: 1.968167

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 22555400
Quote volume 24h: 39502150
Price change 24h %: -11.43

Quality

Capture latency ms: 9469
Order book timestamp: 2026-06-29 20:27:25+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:37.641000+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: 1.6062
Best ask: 1.6065
Spread: 0.0003
Spread %: 0.018676
Mid price: 1.60635
Last price: 1.6016
Mark price: -
Index price: -

Order Book

Bid depth 5: 418
Ask depth 5: 606
Bid depth 10: 987
Ask depth 10: 1135
Bid depth 20: 2316
Ask depth 20: 3186
Imbalance 5: -0.183594
Imbalance 10: -0.069746
Imbalance 20: -0.158124
Top bid size: 51
Top ask size: 62
Bid wall score: 0.022021
Ask wall score: 0.01946

Dynamics

Bid depth 5 delta: -2313
Ask depth 5 delta: 153
Imbalance 5 delta: -0.899046
Bid depth 10 delta: -15848
Ask depth 10 delta: 222
Imbalance 10 delta: -0.966861
Spread delta: -0.0001
Mid price delta: 0.01345
Wall shift score: 0.014786

Tape

Buy volume: 1983
Sell volume: 2052
Buy/sell delta: -69
Buy/sell ratio: 0.966374
Avg trade size: 40.35
Large trade count: 7
Largest trade size: 363

Candle

Return 1: 0.657359
Return 3: 0.846767
Volume 1: 30988
Volume avg 5: 60446.2
Momentum 5: 0.682572

Cross Exchange

Mid avg: 1.5902525
Mid median: 1.5925375
Price deviation %: 1.012261
Spread %: 1.63276

Funding / OI / Volume

Funding rate: 0.00043992
Funding delta: 0
Funding abs: 0.00043992
Funding pressure: 0.00043992
Open interest: 33201728
Volume 24h: 328991631
Quote volume 24h: 579412212.01468
Price change 24h %: -11.411

Quality

Capture latency ms: 7971
Order book timestamp: 2026-06-29 20:27:14.625000+02:00
Ticker timestamp: 2026-06-29 20:27:06.512000+02:00
Trades timestamp: 2026-06-29 20:27:16.232000+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: 1.6007
Best ask: 1.6012
Spread: 0.0005
Spread %: 0.031231
Mid price: 1.60095
Last price: 1.6014
Mark price: -
Index price: 1.5963

Order Book

Bid depth 5: 97
Ask depth 5: 193
Bid depth 10: 213
Ask depth 10: 331
Bid depth 20: 561
Ask depth 20: 650
Imbalance 5: -0.331034
Imbalance 10: -0.216912
Imbalance 20: -0.073493
Top bid size: 21
Top ask size: 15
Bid wall score: 0.037433
Ask wall score: 0.023077

Dynamics

Bid depth 5 delta: 39
Ask depth 5 delta: 114
Imbalance 5 delta: -0.17775
Bid depth 10 delta: -63
Ask depth 10 delta: 94
Imbalance 10 delta: -0.292935
Spread delta: 0.0003
Mid price delta: 0.00665
Wall shift score: 0.012531

Tape

Buy volume: 752
Sell volume: 846
Buy/sell delta: -94
Buy/sell ratio: 0.888889
Avg trade size: 15.98
Large trade count: 5
Largest trade size: 131

Candle

Return 1: 0.26296
Return 3: 0.502071
Volume 1: 248
Volume avg 5: 1620.6
Momentum 5: 0.250407

Cross Exchange

Mid avg: 1.58859
Mid median: 1.5925375
Price deviation %: 0.778048
Spread %: 1.215858

Funding / OI / Volume

Funding rate: -0.002488
Funding delta: 0
Funding abs: 0.002488
Funding pressure: 0.002488
Open interest: -
Volume 24h: 6046020
Quote volume 24h: 106735022.4678
Price change 24h %: -5.47

Quality

Capture latency ms: 4111
Order book timestamp: 2026-06-29 20:27:07.219000+02:00
Ticker timestamp: 2026-06-29 20:27:06.970000+02:00
Trades timestamp: 2026-06-29 20:27:06.202000+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: 1.55998
Best ask: 1.58999
Spread: 0.03001
Spread %: 1.905415
Mid price: 1.574985
Last price: 1.58997
Mark price: -
Index price: -

Order Book

Bid depth 5: 3781
Ask depth 5: 558
Bid depth 10: 6878
Ask depth 10: 970
Bid depth 20: 13609
Ask depth 20: 7277
Imbalance 5: 0.742798
Imbalance 10: 0.752803
Imbalance 20: 0.30317
Top bid size: 271
Top ask size: 16
Bid wall score: 0.019913
Ask wall score: 0.002199

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 178
Imbalance 5 delta: -0.074554
Bid depth 10 delta: 0
Ask depth 10 delta: -9
Imbalance 10 delta: 0.002008
Spread delta: -0.00069
Mid price delta: 0.000345
Wall shift score: 0.000122

Tape

Buy volume: 1106
Sell volume: 4292
Buy/sell delta: -3186
Buy/sell ratio: 0.257689
Avg trade size: 53.98
Large trade count: 4
Largest trade size: 500

Candle

Return 1: 0
Return 3: 1.84477
Volume 1: 0
Volume avg 5: 20.4
Momentum 5: -0.056573

Cross Exchange

Mid avg: 1.58850375
Mid median: 1.5925375
Price deviation %: -0.851037
Spread %: 1.237643

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 101550
Volume 24h: 561308
Quote volume 24h: 561308
Price change 24h %: -5.357239

Quality

Capture latency ms: 5821
Order book timestamp: 2026-06-29 20:27:03.096000+02:00
Ticker timestamp: 2026-06-29 20:27:03.456000+02:00
Trades timestamp: 2026-06-29 20:25:35.135000+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: 1.59103
Best ask: 1.59332
Spread: 0.00229
Spread %: 0.143828
Mid price: 1.592175
Last price: 1.59324
Mark price: 1.59351
Index price: 1.593485

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 32
Ask depth 10: 32
Bid depth 20: 108
Ask depth 20: 42
Imbalance 5: 0
Imbalance 10: 0
Imbalance 20: 0.44
Top bid size: 1
Top ask size: 1
Bid wall score: 0.009259
Ask wall score: 0.02381

Dynamics

Bid depth 5 delta: -22
Ask depth 5 delta: -22
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 0
Imbalance 10 delta: 0
Spread delta: 0.00003
Mid price delta: 0.001405
Wall shift score: 0.000085

Tape

Buy volume: 97
Sell volume: 45
Buy/sell delta: 52
Buy/sell ratio: 2.155556
Avg trade size: 1.42
Large trade count: 2
Largest trade size: 5

Candle

Return 1: -0.073381
Return 3: -0.10784
Volume 1: 28
Volume avg 5: 31.6
Momentum 5: 0.469797

Cross Exchange

Mid avg: 1.5881525
Mid median: 1.591835
Price deviation %: 0.253282
Spread %: 1.237916

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 22547800
Quote volume 24h: 39490010
Price change 24h %: -11.74

Quality

Capture latency ms: 9608
Order book timestamp: 2026-06-29 20:26:48+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:37.602000+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: 1.5927
Best ask: 1.5931
Spread: 0.0004
Spread %: 0.025111
Mid price: 1.5929
Last price: 1.5937
Mark price: -
Index price: -

Order Book

Bid depth 5: 2731
Ask depth 5: 453
Bid depth 10: 16835
Ask depth 10: 913
Bid depth 20: 17599
Ask depth 20: 2496
Imbalance 5: 0.715452
Imbalance 10: 0.897115
Imbalance 20: 0.75158
Top bid size: 222
Top ask size: 62
Bid wall score: 0.012614
Ask wall score: 0.02484

Dynamics

Bid depth 5 delta: 2185
Ask depth 5 delta: 60
Imbalance 5 delta: 0.552513
Bid depth 10 delta: 15749
Ask depth 10 delta: -640
Imbalance 10 delta: 1.074076
Spread delta: 0
Mid price delta: -0.0018
Wall shift score: -0.168629

Tape

Buy volume: 946
Sell volume: 1743
Buy/sell delta: -797
Buy/sell ratio: 0.542742
Avg trade size: 26.89
Large trade count: 9
Largest trade size: 297

Candle

Return 1: -0.150376
Return 3: -0.244131
Volume 1: 43209
Volume avg 5: 72723.6
Momentum 5: 0.201207

Cross Exchange

Mid avg: 1.5886025
Mid median: 1.592535
Price deviation %: 0.270521
Spread %: 1.262745

Funding / OI / Volume

Funding rate: 0.00043992
Funding delta: 0
Funding abs: 0.00043992
Funding pressure: 0.00043992
Open interest: 33193688
Volume 24h: 329017255
Quote volume 24h: 579467243.11648
Price change 24h %: -11.833

Quality

Capture latency ms: 6522
Order book timestamp: 2026-06-29 20:26:37.322000+02:00
Ticker timestamp: 2026-06-29 20:26:31.933000+02:00
Trades timestamp: 2026-06-29 20:26:38.917000+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: 17931
gate: 17931
htx: 17804
mexc: 17928

By Symbol

VELVET/USDT:USDT: 71594

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.