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: 73386
Total labels: 220158
Pending labels: 200675
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 05:28:38.704904+02:00
Recent trades snapshots: 73381
Micro candles: 1467540
Avg data quality: 76.0112010465211348
Latest latency: 7075 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 157 of 7339 · 73386 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-30 01:12:15.554471+02:00	gate	VELVET/USDT:USDT	1.61448	68	10040 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 01:12:05.399083+02:00	binance	VELVET/USDT:USDT	1.61575	80	5912 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 01:11:59.375364+02:00	mexc	VELVET/USDT:USDT	1.6154	68	5222 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 01:11:54.085920+02:00	htx	VELVET/USDT:USDT	1.601195	80	5163 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 01:11:38.985224+02:00	gate	VELVET/USDT:USDT	1.61179	68	9663 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 01:11:29.205063+02:00	binance	VELVET/USDT:USDT	1.6146	80	5754 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 01:11:23.345233+02:00	mexc	VELVET/USDT:USDT	1.61495	68	27244 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 01:10:56.046052+02:00	htx	VELVET/USDT:USDT	1.60541	80	5540 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 01:10:40.450600+02:00	gate	VELVET/USDT:USDT	1.618215	68	9935 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 01:10:30.421167+02:00	binance	VELVET/USDT:USDT	1.61945	80	6684 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.61318
Best ask: 1.61578
Spread: 0.0026
Spread %: 0.161043
Mid price: 1.61448
Last price: 1.61075
Mark price: 1.61422
Index price: 1.61421

Order Book

Bid depth 5: 6
Ask depth 5: 7
Bid depth 10: 37
Ask depth 10: 14
Bid depth 20: 54
Ask depth 20: 49
Imbalance 5: -0.076923
Imbalance 10: 0.45098
Imbalance 20: 0.048544
Top bid size: 1
Top ask size: 1
Bid wall score: 0.018519
Ask wall score: 0.020408

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 1
Imbalance 5 delta: -0.326923
Bid depth 10 delta: -1
Ask depth 10 delta: 1
Imbalance 10 delta: -0.039216
Spread delta: -0.00034
Mid price delta: 0.00269
Wall shift score: -0.001089

Tape

Buy volume: 119
Sell volume: 111
Buy/sell delta: 8
Buy/sell ratio: 1.072072
Avg trade size: 2.3
Large trade count: 3
Largest trade size: 20

Candle

Return 1: 0
Return 3: -0.460388
Volume 1: 0
Volume avg 5: 8
Momentum 5: -1.003638

Cross Exchange

Mid avg: 1.61103375
Mid median: 1.613595
Price deviation %: 0.213915
Spread %: 0.903457

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 21256300
Quote volume 24h: 36917027
Price change 24h %: -13.26

Quality

Capture latency ms: 10040
Order book timestamp: 2026-06-30 01:12:14+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:54.704000+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: 1.6157
Best ask: 1.6158
Spread: 0.0001
Spread %: 0.006189
Mid price: 1.61575
Last price: 1.6156
Mark price: -
Index price: -

Order Book

Bid depth 5: 566
Ask depth 5: 1354
Bid depth 10: 1325
Ask depth 10: 7457
Bid depth 20: 4625
Ask depth 20: 9349
Imbalance 5: -0.410417
Imbalance 10: -0.698246
Imbalance 20: -0.338056
Top bid size: 316
Top ask size: 9
Bid wall score: 0.068324
Ask wall score: 0.000963

Dynamics

Bid depth 5 delta: 74
Ask depth 5 delta: 745
Imbalance 5 delta: -0.30415
Bid depth 10 delta: 279
Ask depth 10 delta: 6202
Imbalance 10 delta: -0.607416
Spread delta: -0.0001
Mid price delta: 0.00115
Wall shift score: 0.066938

Tape

Buy volume: 3888
Sell volume: 1776
Buy/sell delta: 2112
Buy/sell ratio: 2.189189
Avg trade size: 56.64
Large trade count: 8
Largest trade size: 428

Candle

Return 1: -0.191476
Return 3: -0.834612
Volume 1: 59343
Volume avg 5: 33285.2
Momentum 5: -0.913662

Cross Exchange

Mid avg: 1.61074625
Mid median: 1.613195
Price deviation %: 0.310648
Spread %: 0.881889

Funding / OI / Volume

Funding rate: 0.00040012
Funding delta: -0.00000412
Funding abs: 0.00040012
Funding pressure: 0.00040424
Open interest: 33329233
Volume 24h: 299420341
Quote volume 24h: 522045541.96671
Price change 24h %: -12.976

Quality

Capture latency ms: 5912
Order book timestamp: 2026-06-30 01:12:03.237000+02:00
Ticker timestamp: 2026-06-30 01:11:51.170000+02:00
Trades timestamp: 2026-06-30 01:12:04.965000+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: 1.6152
Best ask: 1.6156
Spread: 0.0004
Spread %: 0.024762
Mid price: 1.6154
Last price: 1.6164
Mark price: -
Index price: 1.6132

Order Book

Bid depth 5: 76
Ask depth 5: 149
Bid depth 10: 307
Ask depth 10: 431
Bid depth 20: 679
Ask depth 20: 1102
Imbalance 5: -0.324444
Imbalance 10: -0.168022
Imbalance 20: -0.237507
Top bid size: 2
Top ask size: 28
Bid wall score: 0.002946
Ask wall score: 0.025408

Dynamics

Bid depth 5 delta: -87
Ask depth 5 delta: 30
Imbalance 5 delta: -0.480473
Bid depth 10 delta: -160
Ask depth 10 delta: 50
Imbalance 10 delta: -0.269437
Spread delta: 0.0001
Mid price delta: 0.00045
Wall shift score: 0.019623

Tape

Buy volume: 685
Sell volume: 614
Buy/sell delta: 71
Buy/sell ratio: 1.115635
Avg trade size: 12.99
Large trade count: 3
Largest trade size: 55

Candle

Return 1: -0.209902
Return 3: -0.755204
Volume 1: 904
Volume avg 5: 1282
Momentum 5: -0.840439

Cross Exchange

Mid avg: 1.61063375
Mid median: 1.613195
Price deviation %: 0.295924
Spread %: 0.854012

Funding / OI / Volume

Funding rate: -0.00244
Funding delta: 0
Funding abs: 0.00244
Funding pressure: 0.00244
Open interest: -
Volume 24h: 4882628
Quote volume 24h: 84701470.3179
Price change 24h %: -4.59

Quality

Capture latency ms: 5222
Order book timestamp: 2026-06-30 01:11:57.907000+02:00
Ticker timestamp: 2026-06-30 01:11:56.838000+02:00
Trades timestamp: 2026-06-30 01:11:56.431000+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

Price

Best bid: 1.58332
Best ask: 1.61907
Spread: 0.03575
Spread %: 2.232707
Mid price: 1.601195
Last price: 1.61885
Mark price: -
Index price: -

Order Book

Bid depth 5: 3779
Ask depth 5: 1088
Bid depth 10: 6854
Ask depth 10: 9049
Bid depth 20: 13514
Ask depth 20: 10667
Imbalance 5: 0.552907
Imbalance 10: -0.138024
Imbalance 20: 0.117737
Top bid size: 270
Top ask size: 93
Bid wall score: 0.019979
Ask wall score: 0.008718

Dynamics

Bid depth 5 delta: 8
Ask depth 5 delta: 587
Imbalance 5 delta: -0.212542
Bid depth 10 delta: -4265
Ask depth 10 delta: 4787
Imbalance 10 delta: -0.583834
Spread delta: 0.00153
Mid price delta: -0.004215
Wall shift score: 0.016606

Tape

Buy volume: 1154
Sell volume: 2134
Buy/sell delta: -980
Buy/sell ratio: 0.540769
Avg trade size: 32.88
Large trade count: 1
Largest trade size: 350

Candle

Return 1: 0
Return 3: -0.656623
Volume 1: 0
Volume avg 5: 4.8
Momentum 5: -0.650526

Cross Exchange

Mid avg: 1.6116875
Mid median: 1.613195
Price deviation %: -0.651026
Spread %: 0.591926

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 101379
Volume 24h: 528430
Quote volume 24h: 528430
Price change 24h %: -3.63816

Quality

Capture latency ms: 5163
Order book timestamp: 2026-06-30 01:11:52.696000+02:00
Ticker timestamp: 2026-06-30 01:11:53.021000+02:00
Trades timestamp: 2026-06-30 01:10:54.593000+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: 1.61032
Best ask: 1.61326
Spread: 0.00294
Spread %: 0.182406
Mid price: 1.61179
Last price: 1.61355
Mark price: 1.61364
Index price: 1.61363

Order Book

Bid depth 5: 10
Ask depth 5: 6
Bid depth 10: 38
Ask depth 10: 13
Bid depth 20: 51
Ask depth 20: 49
Imbalance 5: 0.25
Imbalance 10: 0.490196
Imbalance 20: 0.02
Top bid size: 1
Top ask size: 1
Bid wall score: 0.019608
Ask wall score: 0.020408

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: 0
Imbalance 5 delta: 0.340909
Bid depth 10 delta: 27
Ask depth 10 delta: -22
Imbalance 10 delta: 1.011935
Spread delta: 0.00087
Mid price delta: -0.006425
Wall shift score: -0.002614

Tape

Buy volume: 119
Sell volume: 111
Buy/sell delta: 8
Buy/sell ratio: 1.072072
Avg trade size: 2.3
Large trade count: 3
Largest trade size: 20

Candle

Return 1: -0.266401
Return 3: -0.790699
Volume 1: 4
Volume avg 5: 8
Momentum 5: -0.848614

Cross Exchange

Mid avg: 1.61329375
Mid median: 1.614775
Price deviation %: -0.09321
Spread %: 0.793718

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 21256200
Quote volume 24h: 36916866
Price change 24h %: -12.84

Quality

Capture latency ms: 9663
Order book timestamp: 2026-06-30 01:11:37+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:54.681000+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: 1.6145
Best ask: 1.6147
Spread: 0.0002
Spread %: 0.012387
Mid price: 1.6146
Last price: 1.6155
Mark price: -
Index price: -

Order Book

Bid depth 5: 492
Ask depth 5: 609
Bid depth 10: 1046
Ask depth 10: 1255
Bid depth 20: 3982
Ask depth 20: 5394
Imbalance 5: -0.106267
Imbalance 10: -0.09083
Imbalance 20: -0.150597
Top bid size: 29
Top ask size: 37
Bid wall score: 0.007283
Ask wall score: 0.006859

Dynamics

Bid depth 5 delta: 12
Ask depth 5 delta: 288
Imbalance 5 delta: -0.304769
Bid depth 10 delta: -87
Ask depth 10 delta: -405
Imbalance 10 delta: 0.097856
Spread delta: 0.0001
Mid price delta: -0.00485
Wall shift score: -0.023603

Tape

Buy volume: 2651
Sell volume: 6972
Buy/sell delta: -4321
Buy/sell ratio: 0.380235
Avg trade size: 96.23
Large trade count: 5
Largest trade size: 3415

Candle

Return 1: -0.265596
Return 3: -0.908254
Volume 1: 23512
Volume avg 5: 26119
Momentum 5: -0.987246

Cross Exchange

Mid avg: 1.61450625
Mid median: 1.6165825
Price deviation %: 0.005807
Spread %: 0.869616

Funding / OI / Volume

Funding rate: 0.00040424
Funding delta: -0.0000063
Funding abs: 0.00040424
Funding pressure: 0.00041054
Open interest: 33332629
Volume 24h: 299382249
Quote volume 24h: 521984027.96461
Price change 24h %: -12.981

Quality

Capture latency ms: 5754
Order book timestamp: 2026-06-30 01:11:27.058000+02:00
Ticker timestamp: 2026-06-30 01:11:19.221000+02:00
Trades timestamp: 2026-06-30 01:11:28.165000+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: 1.6148
Best ask: 1.6151
Spread: 0.0003
Spread %: 0.018576
Mid price: 1.61495
Last price: 1.6152
Mark price: -
Index price: 1.6145

Order Book

Bid depth 5: 163
Ask depth 5: 119
Bid depth 10: 467
Ask depth 10: 381
Bid depth 20: 1426
Ask depth 20: 867
Imbalance 5: 0.156028
Imbalance 10: 0.101415
Imbalance 20: 0.243785
Top bid size: 14
Top ask size: 45
Bid wall score: 0.009818
Ask wall score: 0.051903

Dynamics

Bid depth 5 delta: 58
Ask depth 5 delta: -142
Imbalance 5 delta: 0.582258
Bid depth 10 delta: 194
Ask depth 10 delta: -89
Imbalance 10 delta: 0.366556
Spread delta: -0.0004
Mid price delta: -0.0052
Wall shift score: 0.090836

Tape

Buy volume: 897
Sell volume: 666
Buy/sell delta: 231
Buy/sell ratio: 1.346847
Avg trade size: 15.63
Large trade count: 5
Largest trade size: 128

Candle

Return 1: -0.290159
Return 3: -0.835022
Volume 1: 210
Volume avg 5: 1143.2
Momentum 5: -0.920189

Cross Exchange

Mid avg: 1.61580625
Mid median: 1.6188325
Price deviation %: -0.052992
Spread %: 0.912238

Funding / OI / Volume

Funding rate: -0.00244
Funding delta: 0
Funding abs: 0.00244
Funding pressure: 0.00244
Open interest: -
Volume 24h: 4881872
Quote volume 24h: 84689265.1956
Price change 24h %: -4.66

Quality

Capture latency ms: 27244
Order book timestamp: 2026-06-30 01:11:21.909000+02:00
Ticker timestamp: 2026-06-30 01:11:20.902000+02:00
Trades timestamp: 2026-06-30 01:11:22.147000+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

Price

Best bid: 1.5883
Best ask: 1.62252
Spread: 0.03422
Spread %: 2.131543
Mid price: 1.60541
Last price: 1.61885
Mark price: -
Index price: -

Order Book

Bid depth 5: 3771
Ask depth 5: 501
Bid depth 10: 11119
Ask depth 10: 4262
Bid depth 20: 13493
Ask depth 20: 10615
Imbalance 5: 0.765449
Imbalance 10: 0.44581
Imbalance 20: 0.119379
Top bid size: 266
Top ask size: 266
Bid wall score: 0.019714
Ask wall score: 0.025059

Dynamics

Bid depth 5 delta: -51
Ask depth 5 delta: 7
Imbalance 5 delta: -0.005635
Bid depth 10 delta: -361
Ask depth 10 delta: -907
Imbalance 10 delta: 0.066748
Spread delta: 0.00411
Mid price delta: -0.001055
Wall shift score: -0.029363

Tape

Buy volume: 1154
Sell volume: 2134
Buy/sell delta: -980
Buy/sell ratio: 0.540769
Avg trade size: 32.88
Large trade count: 1
Largest trade size: 350

Candle

Return 1: -0.656623
Return 3: -0.650526
Volume 1: 4
Volume avg 5: 4.8
Momentum 5: -0.650526

Cross Exchange

Mid avg: 1.61607
Mid median: 1.6188325
Price deviation %: -0.659625
Spread %: 0.846807

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 101379
Volume 24h: 528430
Quote volume 24h: 528430
Price change 24h %: -3.63816

Quality

Capture latency ms: 5540
Order book timestamp: 2026-06-30 01:10:54.538000+02:00
Ticker timestamp: 2026-06-30 01:10:54.975000+02:00
Trades timestamp: 2026-06-30 01:10:54.593000+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: 1.61718
Best ask: 1.61925
Spread: 0.00207
Spread %: 0.127919
Mid price: 1.618215
Last price: 1.61786
Mark price: 1.6169
Index price: 1.616663

Order Book

Bid depth 5: 5
Ask depth 5: 6
Bid depth 10: 11
Ask depth 10: 35
Bid depth 20: 45
Ask depth 20: 49
Imbalance 5: -0.090909
Imbalance 10: -0.521739
Imbalance 20: -0.042553
Top bid size: 1
Top ask size: 1
Bid wall score: 0.022222
Ask wall score: 0.020408

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: -23
Ask depth 10 delta: 1
Imbalance 10 delta: -0.521739
Spread delta: 0.00014
Mid price delta: 0.00224
Wall shift score: 0.013719

Tape

Buy volume: 117
Sell volume: 113
Buy/sell delta: 4
Buy/sell ratio: 1.035398
Avg trade size: 2.3
Large trade count: 3
Largest trade size: 20

Candle

Return 1: -0.021011
Return 3: -0.566659
Volume 1: 10
Volume avg 5: 11.8
Momentum 5: -0.613082

Cross Exchange

Mid avg: 1.61551
Mid median: 1.6177125
Price deviation %: 0.167439
Spread %: 0.847101

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 21255800
Quote volume 24h: 36916220
Price change 24h %: -12.77

Quality

Capture latency ms: 9935
Order book timestamp: 2026-06-30 01:10:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:54.616000+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: 1.6194
Best ask: 1.6195
Spread: 0.0001
Spread %: 0.006175
Mid price: 1.61945
Last price: 1.6205
Mark price: -
Index price: -

Order Book

Bid depth 5: 480
Ask depth 5: 321
Bid depth 10: 1133
Ask depth 10: 1660
Bid depth 20: 3929
Ask depth 20: 5940
Imbalance 5: 0.198502
Imbalance 10: -0.188686
Imbalance 20: -0.203769
Top bid size: 103
Top ask size: 13
Bid wall score: 0.026215
Ask wall score: 0.002189

Dynamics

Bid depth 5 delta: -377
Ask depth 5 delta: 116
Imbalance 5 delta: -0.415434
Bid depth 10 delta: -790
Ask depth 10 delta: 661
Imbalance 10 delta: -0.504908
Spread delta: 0
Mid price delta: -0.0027
Wall shift score: 0.033541

Tape

Buy volume: 1883
Sell volume: 2260
Buy/sell delta: -377
Buy/sell ratio: 0.833186
Avg trade size: 41.43
Large trade count: 7
Largest trade size: 290

Candle

Return 1: 0.080336
Return 3: -0.638076
Volume 1: 16373
Volume avg 5: 23164.4
Momentum 5: -0.570972

Cross Exchange

Mid avg: 1.616185
Mid median: 1.6180625
Price deviation %: 0.202019
Spread %: 0.970495

Funding / OI / Volume

Funding rate: 0.00041054
Funding delta: 0
Funding abs: 0.00041054
Funding pressure: 0.00041054
Open interest: 33327750
Volume 24h: 299548777
Quote volume 24h: 522302527.84491
Price change 24h %: -13.249

Quality

Capture latency ms: 6684
Order book timestamp: 2026-06-30 01:10:28.285000+02:00
Ticker timestamp: 2026-06-30 01:10:18.950000+02:00
Trades timestamp: 2026-06-30 01:10:29.281000+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: 18380
gate: 18379
htx: 18250
mexc: 18377

By Symbol

VELVET/USDT:USDT: 73386

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.