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: 72471
Total labels: 217413
Pending labels: 197930
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 02:59:34.243638+02:00
Recent trades snapshots: 72466
Micro candles: 1449240
Avg data quality: 76.0069545059403072
Latest latency: 6741 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 155 of 7248 · 72471 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 22:47:22.721925+02:00	binance	VELVET/USDT:USDT	1.63695	80	6938 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 22:47:15.670877+02:00	mexc	VELVET/USDT:USDT	1.63615	78	4459 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 22:47:11.151323+02:00	htx	VELVET/USDT:USDT	1.621575	80	5883 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 22:46:55.357610+02:00	gate	VELVET/USDT:USDT	1.63449	68	9243 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 22:46:45.958710+02:00	binance	VELVET/USDT:USDT	1.63745	80	6461 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 22:46:39.413919+02:00	mexc	VELVET/USDT:USDT	1.63875	78	4581 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 22:46:34.756456+02:00	htx	VELVET/USDT:USDT	1.62145	80	5099 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 22:46:19.708846+02:00	gate	VELVET/USDT:USDT	1.634785	68	9407 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 22:46:10.173513+02:00	binance	VELVET/USDT:USDT	1.6356	80	7564 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 22:46:02.470877+02:00	mexc	VELVET/USDT:USDT	1.6379	78	4199 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.6369
Best ask: 1.637
Spread: 0.0001
Spread %: 0.006109
Mid price: 1.63695
Last price: 1.6361
Mark price: -
Index price: -

Order Book

Bid depth 5: 132
Ask depth 5: 953
Bid depth 10: 1538
Ask depth 10: 1094
Bid depth 20: 3817
Ask depth 20: 4347
Imbalance 5: -0.756682
Imbalance 10: 0.168693
Imbalance 20: -0.064919
Top bid size: 44
Top ask size: 140
Bid wall score: 0.011527
Ask wall score: 0.032206

Dynamics

Bid depth 5 delta: -63
Ask depth 5 delta: 783
Imbalance 5 delta: -0.825175
Bid depth 10 delta: 588
Ask depth 10 delta: 395
Imbalance 10 delta: 0.01648
Spread delta: 0
Mid price delta: -0.0005
Wall shift score: -0.006219

Tape

Buy volume: 3511
Sell volume: 7518
Buy/sell delta: -4007
Buy/sell ratio: 0.467013
Avg trade size: 110.29
Large trade count: 11
Largest trade size: 868

Candle

Return 1: 0
Return 3: -0.176851
Volume 1: 15825
Volume avg 5: 26549.6
Momentum 5: -0.176851

Cross Exchange

Mid avg: 1.63241625
Mid median: 1.63532
Price deviation %: 0.277732
Spread %: 0.972485

Funding / OI / Volume

Funding rate: 0.00052138
Funding delta: -0.00000146
Funding abs: 0.00052138
Funding pressure: 0.00052284
Open interest: 33338607
Volume 24h: 314328846
Quote volume 24h: 550700126.47291
Price change 24h %: -9.583

Quality

Capture latency ms: 6938
Order book timestamp: 2026-06-29 22:47:20.594000+02:00
Ticker timestamp: 2026-06-29 22:47:12.478000+02:00
Trades timestamp: 2026-06-29 22:47:21.577000+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: 1.6361
Best ask: 1.6362
Spread: 0.0001
Spread %: 0.006112
Mid price: 1.63615
Last price: 1.6364
Mark price: -
Index price: 1.6342

Order Book

Bid depth 5: 44
Ask depth 5: 91
Bid depth 10: 166
Ask depth 10: 278
Bid depth 20: 898
Ask depth 20: 712
Imbalance 5: -0.348148
Imbalance 10: -0.252252
Imbalance 20: 0.115528
Top bid size: 11
Top ask size: 37
Bid wall score: 0.012249
Ask wall score: 0.051966

Dynamics

Bid depth 5 delta: -60
Ask depth 5 delta: 16
Imbalance 5 delta: -0.510159
Bid depth 10 delta: -36
Ask depth 10 delta: -145
Imbalance 10 delta: 0.101348
Spread delta: 0
Mid price delta: -0.0026
Wall shift score: -0.038491

Tape

Buy volume: 780
Sell volume: 438
Buy/sell delta: 342
Buy/sell ratio: 1.780822
Avg trade size: 12.18
Large trade count: 6
Largest trade size: 106

Candle

Return 1: -0.061084
Return 3: -0.225637
Volume 1: 38
Volume avg 5: 684.2
Momentum 5: -0.237805

Cross Exchange

Mid avg: 1.63306625
Mid median: 1.63597
Price deviation %: 0.188832
Spread %: 1.051703

Funding / OI / Volume

Funding rate: -0.00244
Funding delta: 0
Funding abs: 0.00244
Funding pressure: 0.00244
Open interest: -
Volume 24h: 5574606
Quote volume 24h: 97713107.6838
Price change 24h %: -3.41

Quality

Capture latency ms: 4459
Order book timestamp: 2026-06-29 22:47:14.161000+02:00
Ticker timestamp: 2026-06-29 22:47:11.886000+02:00
Trades timestamp: 2026-06-29 22:47:13.288000+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: 1.60457
Best ask: 1.63858
Spread: 0.03401
Spread %: 2.097344
Mid price: 1.621575
Last price: 1.63645
Mark price: -
Index price: -

Order Book

Bid depth 5: 3771
Ask depth 5: 1221
Bid depth 10: 11053
Ask depth 10: 4931
Bid depth 20: 13443
Ask depth 20: 11190
Imbalance 5: 0.510817
Imbalance 10: 0.383008
Imbalance 20: 0.091463
Top bid size: 666
Top ask size: 266
Bid wall score: 0.049543
Ask wall score: 0.023771

Dynamics

Bid depth 5 delta: -1061
Ask depth 5 delta: 587
Imbalance 5 delta: -0.257203
Bid depth 10 delta: 4667
Ask depth 10 delta: 644
Imbalance 10 delta: 0.186344
Spread delta: -0.00003
Mid price delta: 0.000125
Wall shift score: 0.031322

Tape

Buy volume: 5124
Sell volume: 4924
Buy/sell delta: 200
Buy/sell ratio: 1.040617
Avg trade size: 100.48
Large trade count: 8
Largest trade size: 1336

Candle

Return 1: 0
Return 3: -0.137913
Volume 1: 0
Volume avg 5: 14
Momentum 5: -0.14096

Cross Exchange

Mid avg: 1.633035
Mid median: 1.63597
Price deviation %: -0.701761
Spread %: 1.059377

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 101520
Volume 24h: 550646
Quote volume 24h: 550646
Price change 24h %: -2.590522

Quality

Capture latency ms: 5883
Order book timestamp: 2026-06-29 22:47:09.696000+02:00
Ticker timestamp: 2026-06-29 22:47:10.050000+02:00
Trades timestamp: 2026-06-29 22:46:59.526000+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: 1.63326
Best ask: 1.63572
Spread: 0.00246
Spread %: 0.150506
Mid price: 1.63449
Last price: 1.63682
Mark price: 1.63518
Index price: 1.635118

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 32
Ask depth 10: 10
Bid depth 20: 43
Ask depth 20: 42
Imbalance 5: 0
Imbalance 10: 0.52381
Imbalance 20: 0.011765
Top bid size: 1
Top ask size: 1
Bid wall score: 0.023256
Ask wall score: 0.02381

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: 0
Imbalance 5 delta: -0.230769
Bid depth 10 delta: -2
Ask depth 10 delta: -21
Imbalance 10 delta: 0.477656
Spread delta: 0.00083
Mid price delta: -0.000295
Wall shift score: -0.065052

Tape

Buy volume: 53
Sell volume: 119
Buy/sell delta: -66
Buy/sell ratio: 0.445378
Avg trade size: 1.72
Large trade count: 6
Largest trade size: 22

Candle

Return 1: 0.118663
Return 3: -0.061667
Volume 1: 13
Volume avg 5: 27
Momentum 5: -0.151284

Cross Exchange

Mid avg: 1.63310875
Mid median: 1.6361175
Price deviation %: 0.084578
Spread %: 1.059329

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 22156700
Quote volume 24h: 38670185
Price change 24h %: -9.68

Quality

Capture latency ms: 9243
Order book timestamp: 2026-06-29 22:46:54+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:45.997000+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: 1.6374
Best ask: 1.6375
Spread: 0.0001
Spread %: 0.006107
Mid price: 1.63745
Last price: 1.6384
Mark price: -
Index price: -

Order Book

Bid depth 5: 195
Ask depth 5: 170
Bid depth 10: 950
Ask depth 10: 699
Bid depth 20: 3699
Ask depth 20: 3409
Imbalance 5: 0.068493
Imbalance 10: 0.152213
Imbalance 20: 0.040799
Top bid size: 42
Top ask size: 88
Bid wall score: 0.011354
Ask wall score: 0.025814

Dynamics

Bid depth 5 delta: 61
Ask depth 5 delta: -93
Imbalance 5 delta: 0.39343
Bid depth 10 delta: 310
Ask depth 10 delta: -903
Imbalance 10 delta: 0.581295
Spread delta: -0.0001
Mid price delta: 0.00185
Wall shift score: -0.014869

Tape

Buy volume: 3056
Sell volume: 1579
Buy/sell delta: 1477
Buy/sell ratio: 1.935402
Avg trade size: 46.35
Large trade count: 5
Largest trade size: 627

Candle

Return 1: -0.054935
Return 3: -0.121996
Volume 1: 22681
Volume avg 5: 23641
Momentum 5: -0.225459

Cross Exchange

Mid avg: 1.63264625
Mid median: 1.6351925
Price deviation %: 0.294231
Spread %: 1.059629

Funding / OI / Volume

Funding rate: 0.00052284
Funding delta: 0
Funding abs: 0.00052284
Funding pressure: 0.00052284
Open interest: 33333654
Volume 24h: 314508264
Quote volume 24h: 551027699.33931
Price change 24h %: -9.396

Quality

Capture latency ms: 6461
Order book timestamp: 2026-06-29 22:46:43.714000+02:00
Ticker timestamp: 2026-06-29 22:46:39.014000+02:00
Trades timestamp: 2026-06-29 22:46:44.111000+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: 1.6387
Best ask: 1.6388
Spread: 0.0001
Spread %: 0.006102
Mid price: 1.63875
Last price: 1.6388
Mark price: -
Index price: 1.635

Order Book

Bid depth 5: 104
Ask depth 5: 75
Bid depth 10: 202
Ask depth 10: 423
Bid depth 20: 410
Ask depth 20: 983
Imbalance 5: 0.162011
Imbalance 10: -0.3536
Imbalance 20: -0.411342
Top bid size: 2
Top ask size: 6
Bid wall score: 0.004878
Ask wall score: 0.006104

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: -53
Imbalance 5 delta: 0.237641
Bid depth 10 delta: -208
Ask depth 10 delta: 65
Imbalance 10 delta: -0.421308
Spread delta: -0.0003
Mid price delta: 0.00085
Wall shift score: -0.000206

Tape

Buy volume: 781
Sell volume: 542
Buy/sell delta: 239
Buy/sell ratio: 1.440959
Avg trade size: 13.23
Large trade count: 3
Largest trade size: 106

Candle

Return 1: 0.042732
Return 3: -0.048792
Volume 1: 1312
Volume avg 5: 667
Momentum 5: -0.225266

Cross Exchange

Mid avg: 1.63243375
Mid median: 1.6351925
Price deviation %: 0.386922
Spread %: 1.007698

Funding / OI / Volume

Funding rate: -0.00244
Funding delta: 0
Funding abs: 0.00244
Funding pressure: 0.00244
Open interest: -
Volume 24h: 5574498
Quote volume 24h: 97711339.9632
Price change 24h %: -3.26

Quality

Capture latency ms: 4581
Order book timestamp: 2026-06-29 22:46:38.014000+02:00
Ticker timestamp: 2026-06-29 22:46:35.934000+02:00
Trades timestamp: 2026-06-29 22:46:35.429000+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: 1.60443
Best ask: 1.63847
Spread: 0.03404
Spread %: 2.099356
Mid price: 1.62145
Last price: 1.63871
Mark price: -
Index price: -

Order Book

Bid depth 5: 4832
Ask depth 5: 634
Bid depth 10: 6386
Ask depth 10: 4287
Bid depth 20: 13353
Ask depth 20: 10443
Imbalance 5: 0.76802
Imbalance 10: 0.196664
Imbalance 20: 0.122289
Top bid size: 266
Top ask size: 266
Bid wall score: 0.019921
Ask wall score: 0.025472

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 1
Imbalance 5 delta: -0.000324
Bid depth 10 delta: 0
Ask depth 10 delta: -34
Imbalance 10 delta: 0.0038
Spread delta: -0.00029
Mid price delta: -0.000085
Wall shift score: -0.00033

Tape

Buy volume: 5124
Sell volume: 4924
Buy/sell delta: 200
Buy/sell ratio: 1.040617
Avg trade size: 100.48
Large trade count: 8
Largest trade size: 1336

Candle

Return 1: 0
Return 3: -0.003051
Volume 1: 0
Volume avg 5: 2
Momentum 5: -0.003051

Cross Exchange

Mid avg: 1.632455
Mid median: 1.6351925
Price deviation %: -0.674138
Spread %: 1.002478

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 101520
Volume 24h: 550700
Quote volume 24h: 550700
Price change 24h %: -2.455996

Quality

Capture latency ms: 5099
Order book timestamp: 2026-06-29 22:46:33.438000+02:00
Ticker timestamp: 2026-06-29 22:46:33.726000+02:00
Trades timestamp: 2026-06-29 22:44:18.946000+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: 1.63397
Best ask: 1.6356
Spread: 0.00163
Spread %: 0.099707
Mid price: 1.634785
Last price: 1.63366
Mark price: 1.63392
Index price: 1.63386

Order Book

Bid depth 5: 8
Ask depth 5: 5
Bid depth 10: 34
Ask depth 10: 31
Bid depth 20: 45
Ask depth 20: 41
Imbalance 5: 0.230769
Imbalance 10: 0.046154
Imbalance 20: 0.046512
Top bid size: 4
Top ask size: 1
Bid wall score: 0.088889
Ask wall score: 0.02439

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 0
Imbalance 5 delta: 0.230769
Bid depth 10 delta: 2
Ask depth 10 delta: 21
Imbalance 10 delta: -0.477656
Spread delta: -0.00082
Mid price delta: -0.00032
Wall shift score: 0.065052

Tape

Buy volume: 59
Sell volume: 118
Buy/sell delta: -59
Buy/sell ratio: 0.5
Avg trade size: 1.77
Large trade count: 7
Largest trade size: 22

Candle

Return 1: -0.074623
Return 3: -0.254605
Volume 1: 8
Volume avg 5: 26
Momentum 5: -0.344049

Cross Exchange

Mid avg: 1.632535
Mid median: 1.6353525
Price deviation %: 0.137822
Spread %: 1.002429

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 22156200
Quote volume 24h: 38669368
Price change 24h %: -9.85

Quality

Capture latency ms: 9407
Order book timestamp: 2026-06-29 22:46:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:45.971000+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: 1.6355
Best ask: 1.6357
Spread: 0.0002
Spread %: 0.012228
Mid price: 1.6356
Last price: 1.6383
Mark price: -
Index price: -

Order Book

Bid depth 5: 134
Ask depth 5: 263
Bid depth 10: 640
Ask depth 10: 1602
Bid depth 20: 4633
Ask depth 20: 4058
Imbalance 5: -0.324937
Imbalance 10: -0.429081
Imbalance 20: 0.06616
Top bid size: 43
Top ask size: 36
Bid wall score: 0.009281
Ask wall score: 0.008871

Dynamics

Bid depth 5 delta: -132
Ask depth 5 delta: 15
Imbalance 5 delta: -0.359956
Bid depth 10 delta: -232
Ask depth 10 delta: 405
Imbalance 10 delta: -0.272
Spread delta: 0.0001
Mid price delta: -0.00315
Wall shift score: -0.025643

Tape

Buy volume: 4498
Sell volume: 6122
Buy/sell delta: -1624
Buy/sell ratio: 0.734727
Avg trade size: 106.2
Large trade count: 10
Largest trade size: 755

Candle

Return 1: -0.170909
Return 3: -0.237892
Volume 1: 13300
Volume avg 5: 21764.8
Momentum 5: -0.341235

Cross Exchange

Mid avg: 1.6333225
Mid median: 1.6365025
Price deviation %: 0.13944
Spread %: 1.053987

Funding / OI / Volume

Funding rate: 0.00052284
Funding delta: -0.00000394
Funding abs: 0.00052284
Funding pressure: 0.00052678
Open interest: 33333490
Volume 24h: 314725313
Quote volume 24h: 551424082.41421
Price change 24h %: -8.872

Quality

Capture latency ms: 7564
Order book timestamp: 2026-06-29 22:46:08.034000+02:00
Ticker timestamp: 2026-06-29 22:45:59.467000+02:00
Trades timestamp: 2026-06-29 22:46:09.523000+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: 1.6377
Best ask: 1.6381
Spread: 0.0004
Spread %: 0.024422
Mid price: 1.6379
Last price: 1.6383
Mark price: -
Index price: 1.6356

Order Book

Bid depth 5: 110
Ask depth 5: 128
Bid depth 10: 410
Ask depth 10: 358
Bid depth 20: 1020
Ask depth 20: 1000
Imbalance 5: -0.07563
Imbalance 10: 0.067708
Imbalance 20: 0.009901
Top bid size: 1
Top ask size: 2
Bid wall score: 0.00098
Ask wall score: 0.002

Dynamics

Bid depth 5 delta: 14
Ask depth 5 delta: 33
Imbalance 5 delta: -0.080866
Bid depth 10 delta: 6
Ask depth 10 delta: 178
Imbalance 10 delta: -0.315853
Spread delta: 0.0001
Mid price delta: 0.00015
Wall shift score: 0.008767

Tape

Buy volume: 904
Sell volume: 424
Buy/sell delta: 480
Buy/sell ratio: 2.132075
Avg trade size: 13.28
Large trade count: 8
Largest trade size: 114

Candle

Return 1: -0.006105
Return 3: -0.097585
Volume 1: 55
Volume avg 5: 415.6
Momentum 5: -0.273973

Cross Exchange

Mid avg: 1.633285
Mid median: 1.6364275
Price deviation %: 0.282559
Spread %: 1.054011

Funding / OI / Volume

Funding rate: -0.00244
Funding delta: 0
Funding abs: 0.00244
Funding pressure: 0.00244
Open interest: -
Volume 24h: 5573307
Quote volume 24h: 97691844.4395
Price change 24h %: -3.29

Quality

Capture latency ms: 4199
Order book timestamp: 2026-06-29 22:46:01.024000+02:00
Ticker timestamp: 2026-06-29 22:45:59.787000+02:00
Trades timestamp: 2026-06-29 22:46:00.965000+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: 18151
gate: 18150
htx: 18022
mexc: 18148

By Symbol

VELVET/USDT:USDT: 72471

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.