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: 72022
Total labels: 216066
Pending labels: 196583
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 01:45:09.215677+02:00
Recent trades snapshots: 72017
Micro candles: 1440260
Avg data quality: 76.0055538585432229
Latest latency: 3767 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 154 of 7203 · 72022 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 21:35:58.767557+02:00	gate	VELVET/USDT:USDT	1.68622	68	9501 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 21:35:49.156913+02:00	binance	VELVET/USDT:USDT	1.68705	80	6599 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 21:35:42.456541+02:00	mexc	VELVET/USDT:USDT	1.6883	78	4577 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 21:35:37.790499+02:00	htx	VELVET/USDT:USDT	1.66204	80	5674 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 21:35:22.090963+02:00	gate	VELVET/USDT:USDT	1.69016	68	9576 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 21:35:12.399644+02:00	binance	VELVET/USDT:USDT	1.69205	80	5722 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 21:35:06.566867+02:00	mexc	VELVET/USDT:USDT	1.68935	78	4459 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 21:35:02.026462+02:00	htx	VELVET/USDT:USDT	1.66176	80	5038 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 21:34:46.953878+02:00	gate	VELVET/USDT:USDT	1.685135	68	9724 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 21:34:37.112622+02:00	binance	VELVET/USDT:USDT	1.68645	80	6326 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.68514
Best ask: 1.6873
Spread: 0.00216
Spread %: 0.128097
Mid price: 1.68622
Last price: 1.68677
Mark price: 1.68379
Index price: 1.683773

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 31
Ask depth 10: 31
Bid depth 20: 41
Ask depth 20: 41
Imbalance 5: 0
Imbalance 10: 0
Imbalance 20: 0
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02439
Ask wall score: 0.02439

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: 21
Imbalance 10 delta: -0.512195
Spread delta: 0.00068
Mid price delta: -0.00394
Wall shift score: -0.003114

Tape

Buy volume: 99
Sell volume: 55
Buy/sell delta: 44
Buy/sell ratio: 1.8
Avg trade size: 1.54
Large trade count: 8
Largest trade size: 6

Candle

Return 1: 0.13238
Return 3: 0.173412
Volume 1: 15
Volume avg 5: 88.8
Momentum 5: 0.663022

Cross Exchange

Mid avg: 1.6818875
Mid median: 1.687675
Price deviation %: 0.257597
Spread %: 1.671931

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 22577900
Quote volume 24h: 39474481
Price change 24h %: -6.66

Quality

Capture latency ms: 9501
Order book timestamp: 2026-06-29 21:35:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:41.756000+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: 1.687
Best ask: 1.6871
Spread: 0.0001
Spread %: 0.005928
Mid price: 1.68705
Last price: 1.6883
Mark price: -
Index price: -

Order Book

Bid depth 5: 122
Ask depth 5: 393
Bid depth 10: 705
Ask depth 10: 918
Bid depth 20: 3516
Ask depth 20: 6942
Imbalance 5: -0.526214
Imbalance 10: -0.131238
Imbalance 20: -0.327596
Top bid size: 21
Top ask size: 73
Bid wall score: 0.005973
Ask wall score: 0.010516

Dynamics

Bid depth 5 delta: -179
Ask depth 5 delta: 221
Imbalance 5 delta: -0.798941
Bid depth 10 delta: -128
Ask depth 10 delta: 306
Imbalance 10 delta: -0.28418
Spread delta: -0.0002
Mid price delta: -0.005
Wall shift score: -0.007544

Tape

Buy volume: 2875
Sell volume: 815
Buy/sell delta: 2060
Buy/sell ratio: 3.527607
Avg trade size: 36.9
Large trade count: 6
Largest trade size: 1063

Candle

Return 1: -0.100639
Return 3: 0.356824
Volume 1: 55886
Volume avg 5: 59542
Momentum 5: 0.494283

Cross Exchange

Mid avg: 1.6831375
Mid median: 1.68923
Price deviation %: 0.232453
Spread %: 1.78298

Funding / OI / Volume

Funding rate: 0.00056168
Funding delta: 0
Funding abs: 0.00056168
Funding pressure: 0.00056168
Open interest: 33359340
Volume 24h: 324182604
Quote volume 24h: 569513591.95008
Price change 24h %: -6.445

Quality

Capture latency ms: 6599
Order book timestamp: 2026-06-29 21:35:47.028000+02:00
Ticker timestamp: 2026-06-29 21:35:38.887000+02:00
Trades timestamp: 2026-06-29 21:35:48.295000+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: 1.6882
Best ask: 1.6884
Spread: 0.0002
Spread %: 0.011846
Mid price: 1.6883
Last price: 1.6868
Mark price: -
Index price: 1.6858

Order Book

Bid depth 5: 102
Ask depth 5: 341
Bid depth 10: 247
Ask depth 10: 1063
Bid depth 20: 615
Ask depth 20: 1701
Imbalance 5: -0.539503
Imbalance 10: -0.622901
Imbalance 20: -0.468912
Top bid size: 17
Top ask size: 2
Bid wall score: 0.027642
Ask wall score: 0.001176

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 297
Imbalance 5 delta: -0.924119
Bid depth 10 delta: -109
Ask depth 10 delta: 985
Imbalance 10 delta: -1.263454
Spread delta: -0.0001
Mid price delta: -0.00105
Wall shift score: 0.050898

Tape

Buy volume: 378
Sell volume: 564
Buy/sell delta: -186
Buy/sell ratio: 0.670213
Avg trade size: 9.42
Large trade count: 8
Largest trade size: 125

Candle

Return 1: -0.065116
Return 3: 0.326856
Volume 1: 999
Volume avg 5: 1873.4
Momentum 5: 0.601871

Cross Exchange

Mid avg: 1.6834
Mid median: 1.689755
Price deviation %: 0.291078
Spread %: 1.782702

Funding / OI / Volume

Funding rate: -0.00244
Funding delta: 0
Funding abs: 0.00244
Funding pressure: 0.00244
Open interest: -
Volume 24h: 5811808
Quote volume 24h: 102221121.3828
Price change 24h %: -0.43

Quality

Capture latency ms: 4577
Order book timestamp: 2026-06-29 21:35:40.901000+02:00
Ticker timestamp: 2026-06-29 21:35:39.934000+02:00
Trades timestamp: 2026-06-29 21:35:41.190000+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: 1.65408
Best ask: 1.67
Spread: 0.01592
Spread %: 0.957859
Mid price: 1.66204
Last price: 1.66998
Mark price: -
Index price: -

Order Book

Bid depth 5: 3409
Ask depth 5: 841
Bid depth 10: 10462
Ask depth 10: 1347
Bid depth 20: 12840
Ask depth 20: 6352
Imbalance 5: 0.604235
Imbalance 10: 0.771869
Imbalance 20: 0.338058
Top bid size: 258
Top ask size: 100
Bid wall score: 0.020093
Ask wall score: 0.015743

Dynamics

Bid depth 5 delta: -336
Ask depth 5 delta: 420
Imbalance 5 delta: -0.193652
Bid depth 10 delta: -377
Ask depth 10 delta: 1
Imbalance 10 delta: -0.007204
Spread delta: -0.00056
Mid price delta: 0.00028
Wall shift score: 0.000248

Tape

Buy volume: 3708
Sell volume: 3138
Buy/sell delta: 570
Buy/sell ratio: 1.181644
Avg trade size: 68.46
Large trade count: 7
Largest trade size: 600

Candle

Return 1: 0
Return 3: 0.061715
Volume 1: 0
Volume avg 5: 16.4
Momentum 5: 0.061116

Cross Exchange

Mid avg: 1.68333
Mid median: 1.689755
Price deviation %: -1.264755
Spread %: 1.79941

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 101686
Volume 24h: 548682
Quote volume 24h: 548682
Price change 24h %: -0.594653

Quality

Capture latency ms: 5674
Order book timestamp: 2026-06-29 21:35:36.238000+02:00
Ticker timestamp: 2026-06-29 21:35:36.682000+02:00
Trades timestamp: 2026-06-29 21:34:48.477000+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: 1.68942
Best ask: 1.6909
Spread: 0.00148
Spread %: 0.087566
Mid price: 1.69016
Last price: 1.68727
Mark price: 1.68734
Index price: 1.68743

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 31
Ask depth 10: 10
Bid depth 20: 41
Ask depth 20: 47
Imbalance 5: 0
Imbalance 10: 0.512195
Imbalance 20: -0.068182
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02439
Ask wall score: 0.021277

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: -24
Imbalance 10 delta: 0.558349
Spread delta: -0.00043
Mid price delta: 0.005025
Wall shift score: 0.002031

Tape

Buy volume: 107
Sell volume: 52
Buy/sell delta: 55
Buy/sell ratio: 2.057692
Avg trade size: 1.59
Large trade count: 8
Largest trade size: 6

Candle

Return 1: 0.222019
Return 3: 0.263088
Volume 1: 11
Volume avg 5: 88
Momentum 5: 0.753136

Cross Exchange

Mid avg: 1.68207375
Mid median: 1.6872425
Price deviation %: 0.480731
Spread %: 1.800753

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 22577500
Quote volume 24h: 39473806
Price change 24h %: -6.64

Quality

Capture latency ms: 9576
Order book timestamp: 2026-06-29 21:35:20+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:41.721000+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: 1.6919
Best ask: 1.6922
Spread: 0.0003
Spread %: 0.01773
Mid price: 1.69205
Last price: 1.6895
Mark price: -
Index price: -

Order Book

Bid depth 5: 301
Ask depth 5: 172
Bid depth 10: 833
Ask depth 10: 612
Bid depth 20: 3348
Ask depth 20: 3381
Imbalance 5: 0.272727
Imbalance 10: 0.152941
Imbalance 20: -0.004904
Top bid size: 15
Top ask size: 5
Bid wall score: 0.00448
Ask wall score: 0.001479

Dynamics

Bid depth 5 delta: 145
Ask depth 5 delta: -431
Imbalance 5 delta: 0.86166
Bid depth 10 delta: 416
Ask depth 10 delta: -1265
Imbalance 10 delta: 0.789384
Spread delta: 0
Mid price delta: 0.0056
Wall shift score: 0.015793

Tape

Buy volume: 1327
Sell volume: 5429
Buy/sell delta: -4102
Buy/sell ratio: 0.244428
Avg trade size: 67.56
Large trade count: 7
Largest trade size: 576

Candle

Return 1: 0.100639
Return 3: 0.559025
Volume 1: 24034
Volume avg 5: 53171.6
Momentum 5: 0.69676

Cross Exchange

Mid avg: 1.68067375
Mid median: 1.6857925
Price deviation %: 0.676886
Spread %: 1.641604

Funding / OI / Volume

Funding rate: 0.00056168
Funding delta: 0.00000148
Funding abs: 0.00056168
Funding pressure: 0.00056316
Open interest: 33360338
Volume 24h: 324135427
Quote volume 24h: 569433833.99998
Price change 24h %: -6.378

Quality

Capture latency ms: 5722
Order book timestamp: 2026-06-29 21:35:10.256000+02:00
Ticker timestamp: 2026-06-29 21:35:01.955000+02:00
Trades timestamp: 2026-06-29 21:35:11.923000+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: 1.6892
Best ask: 1.6895
Spread: 0.0003
Spread %: 0.017758
Mid price: 1.68935
Last price: 1.6892
Mark price: -
Index price: 1.6854

Order Book

Bid depth 5: 99
Ask depth 5: 44
Bid depth 10: 356
Ask depth 10: 78
Bid depth 20: 966
Ask depth 20: 566
Imbalance 5: 0.384615
Imbalance 10: 0.640553
Imbalance 20: 0.261097
Top bid size: 2
Top ask size: 15
Bid wall score: 0.00207
Ask wall score: 0.026502

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: -40
Imbalance 5 delta: 0.333768
Bid depth 10 delta: 145
Ask depth 10 delta: -164
Imbalance 10 delta: 0.708986
Spread delta: 0.0002
Mid price delta: 0.0048
Wall shift score: 0.019007

Tape

Buy volume: 815
Sell volume: 552
Buy/sell delta: 263
Buy/sell ratio: 1.476449
Avg trade size: 13.67
Large trade count: 6
Largest trade size: 84

Candle

Return 1: -0.00592
Return 3: 0.386284
Volume 1: 41
Volume avg 5: 1681.8
Momentum 5: 0.661462

Cross Exchange

Mid avg: 1.67947375
Mid median: 1.6848425
Price deviation %: 0.588056
Spread %: 1.470103

Funding / OI / Volume

Funding rate: -0.00244
Funding delta: 0
Funding abs: 0.00244
Funding pressure: 0.00244
Open interest: -
Volume 24h: 5810963
Quote volume 24h: 102206841.612
Price change 24h %: -0.29

Quality

Capture latency ms: 4459
Order book timestamp: 2026-06-29 21:35:04.938000+02:00
Ticker timestamp: 2026-06-29 21:35:03.845000+02:00
Trades timestamp: 2026-06-29 21:35:03.439000+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: 1.65352
Best ask: 1.67
Spread: 0.01648
Spread %: 0.99172
Mid price: 1.66176
Last price: 1.66998
Mark price: -
Index price: -

Order Book

Bid depth 5: 3745
Ask depth 5: 421
Bid depth 10: 10839
Ask depth 10: 1346
Bid depth 20: 12999
Ask depth 20: 6351
Imbalance 5: 0.797888
Imbalance 10: 0.779073
Imbalance 20: 0.343566
Top bid size: 258
Top ask size: 100
Bid wall score: 0.019848
Ask wall score: 0.015746

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -168
Imbalance 5 delta: 0.069692
Bid depth 10 delta: 4454
Ask depth 10 delta: -1
Imbalance 10 delta: 0.127495
Spread delta: -0.00731
Mid price delta: 0.003655
Wall shift score: -0.009779

Tape

Buy volume: 3708
Sell volume: 3138
Buy/sell delta: 570
Buy/sell ratio: 1.181644
Avg trade size: 68.46
Large trade count: 7
Largest trade size: 600

Candle

Return 1: 0
Return 3: 0.061715
Volume 1: 0
Volume avg 5: 16.4
Momentum 5: 0.061116

Cross Exchange

Mid avg: 1.67856
Mid median: 1.6848425
Price deviation %: -1.000858
Spread %: 1.68865

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 101684
Volume 24h: 548682
Quote volume 24h: 548682
Price change 24h %: -0.594653

Quality

Capture latency ms: 5038
Order book timestamp: 2026-06-29 21:35:00.396000+02:00
Ticker timestamp: 2026-06-29 21:35:00.888000+02:00
Trades timestamp: 2026-06-29 21:34:48.477000+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: 1.68418
Best ask: 1.68609
Spread: 0.00191
Spread %: 0.113344
Mid price: 1.685135
Last price: 1.68507
Mark price: 1.68406
Index price: 1.684057

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 31
Ask depth 10: 34
Bid depth 20: 42
Ask depth 20: 44
Imbalance 5: 0
Imbalance 10: -0.046154
Imbalance 20: -0.023256
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02381
Ask wall score: 0.022727

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 0
Ask depth 10 delta: -1
Imbalance 10 delta: 0.014452
Spread delta: 0.00021
Mid price delta: -0.000935
Wall shift score: -0.000505

Tape

Buy volume: 118
Sell volume: 47
Buy/sell delta: 71
Buy/sell ratio: 2.510638
Avg trade size: 1.65
Large trade count: 9
Largest trade size: 6

Candle

Return 1: 0.166521
Return 3: 0.331804
Volume 1: 44
Volume avg 5: 85.8
Momentum 5: 0.267894

Cross Exchange

Mid avg: 1.67879375
Mid median: 1.68531
Price deviation %: 0.377727
Spread %: 1.688415

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 22572000
Quote volume 24h: 39464534
Price change 24h %: -6.57

Quality

Capture latency ms: 9724
Order book timestamp: 2026-06-29 21:34:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:41.686000+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: 1.6863
Best ask: 1.6866
Spread: 0.0003
Spread %: 0.017789
Mid price: 1.68645
Last price: 1.6839
Mark price: -
Index price: -

Order Book

Bid depth 5: 156
Ask depth 5: 603
Bid depth 10: 417
Ask depth 10: 1877
Bid depth 20: 3119
Ask depth 20: 4550
Imbalance 5: -0.588933
Imbalance 10: -0.636443
Imbalance 20: -0.186595
Top bid size: 17
Top ask size: 83
Bid wall score: 0.00545
Ask wall score: 0.018242

Dynamics

Bid depth 5 delta: -324
Ask depth 5 delta: 451
Imbalance 5 delta: -1.10792
Bid depth 10 delta: -1302
Ask depth 10 delta: -421
Imbalance 10 delta: -0.492305
Spread delta: 0.0002
Mid price delta: 0.0001
Wall shift score: -0.103975

Tape

Buy volume: 3034
Sell volume: 3268
Buy/sell delta: -234
Buy/sell ratio: 0.928397
Avg trade size: 63.02
Large trade count: 6
Largest trade size: 1151

Candle

Return 1: -0.023718
Return 3: 0.530646
Volume 1: 54552
Volume avg 5: 42895
Momentum 5: 0.291458

Cross Exchange

Mid avg: 1.67876875
Mid median: 1.68531
Price deviation %: 0.457553
Spread %: 1.682483

Funding / OI / Volume

Funding rate: 0.0005602
Funding delta: 0.00000092
Funding abs: 0.0005602
Funding pressure: 0.00056112
Open interest: 33365902
Volume 24h: 324173182
Quote volume 24h: 569510033.34588
Price change 24h %: -6.616

Quality

Capture latency ms: 6326
Order book timestamp: 2026-06-29 21:34:34.926000+02:00
Ticker timestamp: 2026-06-29 21:34:30.606000+02:00
Trades timestamp: 2026-06-29 21:34:36.061000+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: 18038
gate: 18038
htx: 17911
mexc: 18035

By Symbol

VELVET/USDT:USDT: 72022

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.