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: 72863
Total labels: 218589
Pending labels: 199106
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 04:05:08.780600+02:00
Recent trades snapshots: 72858
Micro candles: 1457080
Avg data quality: 76.0082895296652622
Latest latency: 9913 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 156 of 7287 · 72863 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-29 23:49:07.198129+02:00	binance	VELVET/USDT:USDT	1.62395	80	7498 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 23:48:59.595279+02:00	mexc	VELVET/USDT:USDT	1.6257	78	3908 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 23:48:55.621491+02:00	htx	VELVET/USDT:USDT	1.6048	80	6181 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 23:48:39.621381+02:00	gate	VELVET/USDT:USDT	1.62347	68	9449 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 23:48:30.075832+02:00	binance	VELVET/USDT:USDT	1.62435	80	5846 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 23:48:24.127141+02:00	mexc	VELVET/USDT:USDT	1.62465	78	4327 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 23:48:19.738640+02:00	htx	VELVET/USDT:USDT	1.604805	90	3795 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 23:48:06.269226+02:00	gate	VELVET/USDT:USDT	1.62057	68	9782 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 23:47:56.396214+02:00	binance	VELVET/USDT:USDT	1.62125	80	5817 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-29 23:47:50.487630+02:00	mexc	VELVET/USDT:USDT	1.62105	68	5149 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.6238
Best ask: 1.6241
Spread: 0.0003
Spread %: 0.018473
Mid price: 1.62395
Last price: 1.6259
Mark price: -
Index price: -

Order Book

Bid depth 5: 232
Ask depth 5: 289
Bid depth 10: 1095
Ask depth 10: 860
Bid depth 20: 3523
Ask depth 20: 4366
Imbalance 5: -0.109405
Imbalance 10: 0.120205
Imbalance 20: -0.106858
Top bid size: 168
Top ask size: 142
Bid wall score: 0.047687
Ask wall score: 0.032524

Dynamics

Bid depth 5 delta: 81
Ask depth 5 delta: 120
Imbalance 5 delta: -0.053155
Bid depth 10 delta: 32
Ask depth 10 delta: -72
Imbalance 10 delta: 0.05454
Spread delta: 0.0002
Mid price delta: -0.0004
Wall shift score: 0.001975

Tape

Buy volume: 4601
Sell volume: 2252
Buy/sell delta: 2349
Buy/sell ratio: 2.043073
Avg trade size: 68.53
Large trade count: 10
Largest trade size: 665

Candle

Return 1: -0.012311
Return 3: 0.08626
Volume 1: 330
Volume avg 5: 20425.6
Momentum 5: 0.358334

Cross Exchange

Mid avg: 1.61958
Mid median: 1.62391
Price deviation %: 0.269823
Spread %: 1.290458

Funding / OI / Volume

Funding rate: 0.00045324
Funding delta: 0.00000192
Funding abs: 0.00045324
Funding pressure: 0.00045516
Open interest: 33384427
Volume 24h: 307850984
Quote volume 24h: 538553299.44321
Price change 24h %: -11.492

Quality

Capture latency ms: 7498
Order book timestamp: 2026-06-29 23:49:05.048000+02:00
Ticker timestamp: 2026-06-29 23:48:56.664000+02:00
Trades timestamp: 2026-06-29 23:49:06.483000+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: 1.6256
Best ask: 1.6258
Spread: 0.0002
Spread %: 0.012302
Mid price: 1.6257
Last price: 1.6253
Mark price: -
Index price: 1.6216

Order Book

Bid depth 5: 88
Ask depth 5: 123
Bid depth 10: 232
Ask depth 10: 377
Bid depth 20: 782
Ask depth 20: 1356
Imbalance 5: -0.165877
Imbalance 10: -0.238095
Imbalance 20: -0.268475
Top bid size: 30
Top ask size: 12
Bid wall score: 0.038363
Ask wall score: 0.00885

Dynamics

Bid depth 5 delta: -27
Ask depth 5 delta: -23
Imbalance 5 delta: -0.047103
Bid depth 10 delta: -89
Ask depth 10 delta: -57
Imbalance 10 delta: -0.088426
Spread delta: -0.0005
Mid price delta: 0.00105
Wall shift score: -0.007968

Tape

Buy volume: 561
Sell volume: 850
Buy/sell delta: -289
Buy/sell ratio: 0.66
Avg trade size: 14.11
Large trade count: 4
Largest trade size: 249

Candle

Return 1: 0.246716
Return 3: 0.030773
Volume 1: 450
Volume avg 5: 870.6
Momentum 5: 0.451174

Cross Exchange

Mid avg: 1.6193175
Mid median: 1.62391
Price deviation %: 0.394148
Spread %: 1.225825

Funding / OI / Volume

Funding rate: -0.00244
Funding delta: 0
Funding abs: 0.00244
Funding pressure: 0.00244
Open interest: -
Volume 24h: 5218262
Quote volume 24h: 91068828.3249
Price change 24h %: -4.06

Quality

Capture latency ms: 3908
Order book timestamp: 2026-06-29 23:48:57.748000+02:00
Ticker timestamp: 2026-06-29 23:48:56.776000+02:00
Trades timestamp: 2026-06-29 23:48:55.328000+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: 1.59113
Best ask: 1.61847
Spread: 0.02734
Spread %: 1.703639
Mid price: 1.6048
Last price: 1.61845
Mark price: -
Index price: -

Order Book

Bid depth 5: 5249
Ask depth 5: 402
Bid depth 10: 11053
Ask depth 10: 787
Bid depth 20: 13352
Ask depth 20: 7314
Imbalance 5: 0.857724
Imbalance 10: 0.867061
Imbalance 20: 0.292171
Top bid size: 3000
Top ask size: 16
Bid wall score: 0.224685
Ask wall score: 0.002188

Dynamics

Bid depth 5 delta: 1420
Ask depth 5 delta: 0
Imbalance 5 delta: 0.04775
Bid depth 10 delta: -447
Ask depth 10 delta: -336
Imbalance 10 delta: 0.04499
Spread delta: 0.00001
Mid price delta: -0.000005
Wall shift score: 0.175441

Tape

Buy volume: 3002
Sell volume: 4080
Buy/sell delta: -1078
Buy/sell ratio: 0.735784
Avg trade size: 70.82
Large trade count: 5
Largest trade size: 1336

Candle

Return 1: 0
Return 3: 0
Volume 1: 62
Volume avg 5: 25.2
Momentum 5: 1.950891

Cross Exchange

Mid avg: 1.61931875
Mid median: 1.62391
Price deviation %: -0.896596
Spread %: 1.225515

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 101543
Volume 24h: 546284
Quote volume 24h: 546284
Price change 24h %: -3.66197

Quality

Capture latency ms: 6181
Order book timestamp: 2026-06-29 23:48:53.638000+02:00
Ticker timestamp: 2026-06-29 23:48:54.590000+02:00
Trades timestamp: 2026-06-29 23:48:16.948000+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: 1.6228
Best ask: 1.62414
Spread: 0.00134
Spread %: 0.082539
Mid price: 1.62347
Last price: 1.62263
Mark price: 1.62263
Index price: 1.621968

Order Book

Bid depth 5: 66
Ask depth 5: 5
Bid depth 10: 93
Ask depth 10: 32
Bid depth 20: 103
Ask depth 20: 42
Imbalance 5: 0.859155
Imbalance 10: 0.488
Imbalance 20: 0.42069
Top bid size: 61
Top ask size: 1
Bid wall score: 0.592233
Ask wall score: 0.02381

Dynamics

Bid depth 5 delta: 61
Ask depth 5 delta: -22
Imbalance 5 delta: 1.546655
Bid depth 10 delta: 83
Ask depth 10 delta: 0
Imbalance 10 delta: 1.01181
Spread delta: -0.00098
Mid price delta: 0.0029
Wall shift score: 0.554513

Tape

Buy volume: 62
Sell volume: 59
Buy/sell delta: 3
Buy/sell ratio: 1.050847
Avg trade size: 1.21
Large trade count: 4
Largest trade size: 6

Candle

Return 1: 0.294214
Return 3: 0.083885
Volume 1: 11
Volume avg 5: 10.4
Momentum 5: 0.668172

Cross Exchange

Mid avg: 1.61859375
Mid median: 1.62246
Price deviation %: 0.301265
Spread %: 1.226064

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 21754800
Quote volume 24h: 37912202
Price change 24h %: -11.43

Quality

Capture latency ms: 9449
Order book timestamp: 2026-06-29 23:48:38+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:49.709000+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: 1.6243
Best ask: 1.6244
Spread: 0.0001
Spread %: 0.006156
Mid price: 1.62435
Last price: 1.624
Mark price: -
Index price: -

Order Book

Bid depth 5: 151
Ask depth 5: 169
Bid depth 10: 1063
Ask depth 10: 932
Bid depth 20: 4033
Ask depth 20: 4736
Imbalance 5: -0.05625
Imbalance 10: 0.065664
Imbalance 20: -0.080169
Top bid size: 60
Top ask size: 8
Bid wall score: 0.014877
Ask wall score: 0.001689

Dynamics

Bid depth 5 delta: -3041
Ask depth 5 delta: -265
Imbalance 5 delta: -0.816868
Bid depth 10 delta: -2355
Ask depth 10 delta: -793
Imbalance 10 delta: -0.263521
Spread delta: -0.0002
Mid price delta: 0.0031
Wall shift score: 0.022115

Tape

Buy volume: 7420
Sell volume: 1280
Buy/sell delta: 6140
Buy/sell ratio: 5.796875
Avg trade size: 87
Large trade count: 11
Largest trade size: 1069

Candle

Return 1: 0.160316
Return 3: -0.024618
Volume 1: 11628
Volume avg 5: 21605.2
Momentum 5: 0.364535

Cross Exchange

Mid avg: 1.61781875
Mid median: 1.62091
Price deviation %: 0.403707
Spread %: 1.226652

Funding / OI / Volume

Funding rate: 0.00045132
Funding delta: 0.00000246
Funding abs: 0.00045132
Funding pressure: 0.00045378
Open interest: 33386252
Volume 24h: 307838800
Quote volume 24h: 538533495.76851
Price change 24h %: -11.595

Quality

Capture latency ms: 5846
Order book timestamp: 2026-06-29 23:48:27.936000+02:00
Ticker timestamp: 2026-06-29 23:48:23.943000+02:00
Trades timestamp: 2026-06-29 23:48:29.609000+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: 1.6243
Best ask: 1.625
Spread: 0.0007
Spread %: 0.043086
Mid price: 1.62465
Last price: 1.6244
Mark price: -
Index price: 1.6205

Order Book

Bid depth 5: 115
Ask depth 5: 146
Bid depth 10: 321
Ask depth 10: 434
Bid depth 20: 573
Ask depth 20: 1096
Imbalance 5: -0.118774
Imbalance 10: -0.149669
Imbalance 20: -0.313361
Top bid size: 22
Top ask size: 1
Bid wall score: 0.038394
Ask wall score: 0.000912

Dynamics

Bid depth 5 delta: -361
Ask depth 5 delta: 109
Imbalance 5 delta: -0.974524
Bid depth 10 delta: -271
Ask depth 10 delta: 111
Imbalance 10 delta: -0.443658
Spread delta: 0.0004
Mid price delta: 0.0036
Wall shift score: -0.376282

Tape

Buy volume: 580
Sell volume: 853
Buy/sell delta: -273
Buy/sell ratio: 0.679953
Avg trade size: 14.33
Large trade count: 4
Largest trade size: 249

Candle

Return 1: 0.191205
Return 3: -0.024618
Volume 1: 255
Volume avg 5: 831.6
Momentum 5: 0.39555

Cross Exchange

Mid avg: 1.61691875
Mid median: 1.62081
Price deviation %: 0.478147
Spread %: 1.017058

Funding / OI / Volume

Funding rate: -0.00244
Funding delta: 0
Funding abs: 0.00244
Funding pressure: 0.00244
Open interest: -
Volume 24h: 5218086
Quote volume 24h: 91065976.1565
Price change 24h %: -4.11

Quality

Capture latency ms: 4327
Order book timestamp: 2026-06-29 23:48:22.795000+02:00
Ticker timestamp: 2026-06-29 23:48:20.883000+02:00
Trades timestamp: 2026-06-29 23:48:20.220000+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: 1.59114
Best ask: 1.61847
Spread: 0.02733
Spread %: 1.703011
Mid price: 1.604805
Last price: 1.61845
Mark price: -
Index price: -

Order Book

Bid depth 5: 3829
Ask depth 5: 402
Bid depth 10: 11500
Ask depth 10: 1123
Bid depth 20: 13642
Ask depth 20: 7262
Imbalance 5: 0.809974
Imbalance 10: 0.822071
Imbalance 20: 0.305205
Top bid size: 672
Top ask size: 16
Bid wall score: 0.04926
Ask wall score: 0.002203

Dynamics

Bid depth 5 delta: 53
Ask depth 5 delta: 0
Imbalance 5 delta: 0.002411
Bid depth 10 delta: 369
Ask depth 10 delta: 336
Imbalance 10 delta: -0.04586
Spread delta: -0.00365
Mid price delta: 0.001815
Wall shift score: 0.029214

Tape

Buy volume: 3002
Sell volume: 4080
Buy/sell delta: -1078
Buy/sell ratio: 0.735784
Avg trade size: 70.82
Large trade count: 5
Largest trade size: 1336

Candle

Return 1: 0
Return 3: 0
Volume 1: 62
Volume avg 5: 25.2
Momentum 5: 1.950891

Cross Exchange

Mid avg: 1.616465
Mid median: 1.62081
Price deviation %: -0.721327
Spread %: 1.129625

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 101512
Volume 24h: 546284
Quote volume 24h: 546284
Price change 24h %: -3.66197

Quality

Capture latency ms: 3795
Order book timestamp: 2026-06-29 23:48:18.296000+02:00
Ticker timestamp: 2026-06-29 23:48:18.625000+02:00
Trades timestamp: 2026-06-29 23:48:16.948000+02:00
Data quality score: 90
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: 1.61941
Best ask: 1.62173
Spread: 0.00232
Spread %: 0.14316
Mid price: 1.62057
Last price: 1.61787
Mark price: 1.61852
Index price: 1.61848

Order Book

Bid depth 5: 5
Ask depth 5: 27
Bid depth 10: 10
Ask depth 10: 32
Bid depth 20: 43
Ask depth 20: 107
Imbalance 5: -0.6875
Imbalance 10: -0.52381
Imbalance 20: -0.426667
Top bid size: 1
Top ask size: 1
Bid wall score: 0.023256
Ask wall score: 0.009346

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 22
Imbalance 5 delta: -0.973214
Bid depth 10 delta: -26
Ask depth 10 delta: 0
Imbalance 10 delta: -0.582633
Spread delta: 0.00048
Mid price delta: 0.00067
Wall shift score: 0.016443

Tape

Buy volume: 66
Sell volume: 55
Buy/sell delta: 11
Buy/sell ratio: 1.2
Avg trade size: 1.21
Large trade count: 4
Largest trade size: 6

Candle

Return 1: 0.127946
Return 3: -0.082034
Volume 1: 4
Volume avg 5: 9
Momentum 5: 0.501284

Cross Exchange

Mid avg: 1.6162975
Mid median: 1.620475
Price deviation %: 0.264339
Spread %: 1.129743

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 21753400
Quote volume 24h: 37909933
Price change 24h %: -11.76

Quality

Capture latency ms: 9782
Order book timestamp: 2026-06-29 23:48:05+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:49.684000+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: 1.6211
Best ask: 1.6214
Spread: 0.0003
Spread %: 0.018504
Mid price: 1.62125
Last price: 1.6213
Mark price: -
Index price: -

Order Book

Bid depth 5: 3192
Ask depth 5: 434
Bid depth 10: 3418
Ask depth 10: 1725
Bid depth 20: 5760
Ask depth 20: 5434
Imbalance 5: 0.760618
Imbalance 10: 0.329185
Imbalance 20: 0.029123
Top bid size: 9
Top ask size: 57
Bid wall score: 0.001562
Ask wall score: 0.01049

Dynamics

Bid depth 5 delta: 2804
Ask depth 5 delta: 184
Imbalance 5 delta: 0.544317
Bid depth 10 delta: 2260
Ask depth 10 delta: 1013
Imbalance 10 delta: 0.090683
Spread delta: 0.0002
Mid price delta: -0.0011
Wall shift score: -0.009915

Tape

Buy volume: 2389
Sell volume: 5104
Buy/sell delta: -2715
Buy/sell ratio: 0.468064
Avg trade size: 74.93
Large trade count: 9
Largest trade size: 616

Candle

Return 1: -0.098583
Return 3: 0.172989
Volume 1: 17613
Volume avg 5: 21722.4
Momentum 5: 0.222524

Cross Exchange

Mid avg: 1.6165725
Mid median: 1.620475
Price deviation %: 0.289347
Spread %: 1.197596

Funding / OI / Volume

Funding rate: 0.00044886
Funding delta: 0
Funding abs: 0.00044886
Funding pressure: 0.00044886
Open interest: 33387716
Volume 24h: 307875854
Quote volume 24h: 538603995.71191
Price change 24h %: -11.283

Quality

Capture latency ms: 5817
Order book timestamp: 2026-06-29 23:47:54.272000+02:00
Ticker timestamp: 2026-06-29 23:47:49.751000+02:00
Trades timestamp: 2026-06-29 23:47:55.176000+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: 1.6209
Best ask: 1.6212
Spread: 0.0003
Spread %: 0.018507
Mid price: 1.62105
Last price: 1.6214
Mark price: -
Index price: 1.6188

Order Book

Bid depth 5: 476
Ask depth 5: 37
Bid depth 10: 592
Ask depth 10: 323
Bid depth 20: 1056
Ask depth 20: 991
Imbalance 5: 0.85575
Imbalance 10: 0.293989
Imbalance 20: 0.031754
Top bid size: 438
Top ask size: 1
Bid wall score: 0.414773
Ask wall score: 0.001009

Dynamics

Bid depth 5 delta: 377
Ask depth 5 delta: -21
Imbalance 5 delta: 0.594604
Bid depth 10 delta: 323
Ask depth 10 delta: 43
Imbalance 10 delta: 0.314026
Spread delta: -0.0002
Mid price delta: -0.002
Wall shift score: 0.405397

Tape

Buy volume: 643
Sell volume: 637
Buy/sell delta: 6
Buy/sell ratio: 1.009419
Avg trade size: 12.8
Large trade count: 5
Largest trade size: 140

Candle

Return 1: -0.135543
Return 3: 0.204006
Volume 1: 638
Volume avg 5: 908.2
Momentum 5: 0.228791

Cross Exchange

Mid avg: 1.6170725
Mid median: 1.621125
Price deviation %: 0.245969
Spread %: 1.240513

Funding / OI / Volume

Funding rate: -0.00244
Funding delta: 0
Funding abs: 0.00244
Funding pressure: 0.00244
Open interest: -
Volume 24h: 5217595
Quote volume 24h: 91058003.6136
Price change 24h %: -4.29

Quality

Capture latency ms: 5149
Order book timestamp: 2026-06-29 23:47:48.894000+02:00
Ticker timestamp: 2026-06-29 23:47:47.785000+02:00
Trades timestamp: 2026-06-29 23:47:42.303000+02:00
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: 18249
gate: 18249
htx: 18119
mexc: 18246

By Symbol

VELVET/USDT:USDT: 72863

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.