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: 73850
Total labels: 221550
Pending labels: 202067
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 06:42:28.066129+02:00
Recent trades snapshots: 73845
Micro candles: 1476820
Avg data quality: 76.0165470548408937
Latest latency: 9778 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 158 of 7385 · 73850 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-30 02:28:26.593207+02:00	gate	VELVET/USDT:USDT	1.6538	68	9740 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 02:28:16.708395+02:00	binance	VELVET/USDT:USDT	1.65485	80	7567 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 02:28:09.038706+02:00	mexc	VELVET/USDT:USDT	1.6534	78	4260 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 02:28:04.708789+02:00	htx	VELVET/USDT:USDT	1.63201	80	5639 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 02:27:48.710434+02:00	gate	VELVET/USDT:USDT	1.652075	68	9680 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 02:27:38.903010+02:00	binance	VELVET/USDT:USDT	1.65615	80	7259 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 02:27:31.482777+02:00	mexc	VELVET/USDT:USDT	1.6528	78	4613 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 02:27:26.680899+02:00	htx	VELVET/USDT:USDT	1.63179	90	4355 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 02:27:10.605363+02:00	gate	VELVET/USDT:USDT	1.65219	68	10294 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 02:27:00.121251+02:00	binance	VELVET/USDT:USDT	1.6546	80	6903 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.6526
Best ask: 1.655
Spread: 0.0024
Spread %: 0.14512
Mid price: 1.6538
Last price: 1.64749
Mark price: 1.65141
Index price: 1.65134

Order Book

Bid depth 5: 6
Ask depth 5: 6
Bid depth 10: 34
Ask depth 10: 13
Bid depth 20: 47
Ask depth 20: 48
Imbalance 5: 0
Imbalance 10: 0.446809
Imbalance 20: -0.010526
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021277
Ask wall score: 0.020833

Dynamics

Bid depth 5 delta: -21
Ask depth 5 delta: 1
Imbalance 5 delta: -0.6875
Bid depth 10 delta: 1
Ask depth 10 delta: 1
Imbalance 10 delta: -0.019858
Spread delta: -0.00005
Mid price delta: 0.001725
Wall shift score: -0

Tape

Buy volume: 60
Sell volume: 86
Buy/sell delta: -26
Buy/sell ratio: 0.697674
Avg trade size: 1.46
Large trade count: 5
Largest trade size: 9

Candle

Return 1: 0
Return 3: -0.289299
Volume 1: 0
Volume avg 5: 17.6
Momentum 5: 0.273281

Cross Exchange

Mid avg: 1.64808375
Mid median: 1.6527375
Price deviation %: 0.346842
Spread %: 1.385852

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 19575000
Quote volume 24h: 33769125
Price change 24h %: -10.1

Quality

Capture latency ms: 9740
Order book timestamp: 2026-06-30 02:28:25+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:59.232000+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: 1.6548
Best ask: 1.6549
Spread: 0.0001
Spread %: 0.006043
Mid price: 1.65485
Last price: 1.6532
Mark price: -
Index price: -

Order Book

Bid depth 5: 456
Ask depth 5: 1138
Bid depth 10: 2211
Ask depth 10: 1936
Bid depth 20: 7237
Ask depth 20: 4895
Imbalance 5: -0.427854
Imbalance 10: 0.066313
Imbalance 20: 0.193043
Top bid size: 10
Top ask size: 536
Bid wall score: 0.001382
Ask wall score: 0.109499

Dynamics

Bid depth 5 delta: -427
Ask depth 5 delta: 889
Imbalance 5 delta: -0.987925
Bid depth 10 delta: 250
Ask depth 10 delta: 1177
Imbalance 10 delta: -0.375599
Spread delta: 0
Mid price delta: -0.0013
Wall shift score: -0.141473

Tape

Buy volume: 4225
Sell volume: 3509
Buy/sell delta: 716
Buy/sell ratio: 1.204047
Avg trade size: 77.34
Large trade count: 11
Largest trade size: 503

Candle

Return 1: -0.042319
Return 3: -0.205215
Volume 1: 5214
Volume avg 5: 63592.8
Momentum 5: 0.461782

Cross Exchange

Mid avg: 1.64840875
Mid median: 1.6527375
Price deviation %: 0.390756
Spread %: 1.464443

Funding / OI / Volume

Funding rate: 0.00041773
Funding delta: 0.00000076
Funding abs: 0.00041773
Funding pressure: 0.00041849
Open interest: 33465608
Volume 24h: 283361263
Quote volume 24h: 491088951.4238
Price change 24h %: -9.819

Quality

Capture latency ms: 7567
Order book timestamp: 2026-06-30 02:28:14.544000+02:00
Ticker timestamp: 2026-06-30 02:28:05.120000+02:00
Trades timestamp: 2026-06-30 02:28:14.509000+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: 1.6532
Best ask: 1.6536
Spread: 0.0004
Spread %: 0.024193
Mid price: 1.6534
Last price: 1.6532
Mark price: -
Index price: 1.6513

Order Book

Bid depth 5: 503
Ask depth 5: 217
Bid depth 10: 814
Ask depth 10: 466
Bid depth 20: 1518
Ask depth 20: 786
Imbalance 5: 0.397222
Imbalance 10: 0.271875
Imbalance 20: 0.317708
Top bid size: 23
Top ask size: 28
Bid wall score: 0.015152
Ask wall score: 0.035623

Dynamics

Bid depth 5 delta: 420
Ask depth 5 delta: -69
Imbalance 5 delta: 0.947358
Bid depth 10 delta: 589
Ask depth 10 delta: -249
Imbalance 10 delta: 0.793152
Spread delta: -0.0002
Mid price delta: 0.0006
Wall shift score: -0.023665

Tape

Buy volume: 475
Sell volume: 1190
Buy/sell delta: -715
Buy/sell ratio: 0.39916
Avg trade size: 16.65
Large trade count: 7
Largest trade size: 164

Candle

Return 1: -0.012096
Return 3: -0.295519
Volume 1: 5
Volume avg 5: 1143.4
Momentum 5: 0.413022

Cross Exchange

Mid avg: 1.64825875
Mid median: 1.6524375
Price deviation %: 0.31192
Spread %: 1.464576

Funding / OI / Volume

Funding rate: -0.002583
Funding delta: 0
Funding abs: 0.002583
Funding pressure: 0.002583
Open interest: -
Volume 24h: 4832583
Quote volume 24h: 83611990.9752
Price change 24h %: -2.42

Quality

Capture latency ms: 4260
Order book timestamp: 2026-06-30 02:28:07.209000+02:00
Ticker timestamp: 2026-06-30 02:28:05.776000+02:00
Trades timestamp: 2026-06-30 02:28:06.884000+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: 1.62064
Best ask: 1.64338
Spread: 0.02274
Spread %: 1.393374
Mid price: 1.63201
Last price: 1.64336
Mark price: -
Index price: -

Order Book

Bid depth 5: 3813
Ask depth 5: 513
Bid depth 10: 11006
Ask depth 10: 1086
Bid depth 20: 13092
Ask depth 20: 7445
Imbalance 5: 0.762829
Imbalance 10: 0.820377
Imbalance 20: 0.274967
Top bid size: 660
Top ask size: 16
Bid wall score: 0.050412
Ask wall score: 0.002149

Dynamics

Bid depth 5 delta: 51
Ask depth 5 delta: 0
Imbalance 5 delta: 0.002829
Bid depth 10 delta: 17
Ask depth 10 delta: -7
Imbalance 10 delta: 0.001307
Spread delta: -0.00044
Mid price delta: 0.00022
Wall shift score: 0.019644

Tape

Buy volume: 9418
Sell volume: 7856
Buy/sell delta: 1562
Buy/sell ratio: 1.198829
Avg trade size: 172.74
Large trade count: 5
Largest trade size: 5994

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 12.4
Momentum 5: 0

Cross Exchange

Mid avg: 1.64820375
Mid median: 1.6524375
Price deviation %: -0.982509
Spread %: 1.477973

Funding / OI / Volume

Funding rate: -0.00026489
Funding delta: 0.00003771
Funding abs: 0.00026489
Funding pressure: 0.0003026
Open interest: 100669
Volume 24h: 499006
Quote volume 24h: 499006
Price change 24h %: -2.179206

Quality

Capture latency ms: 5639
Order book timestamp: 2026-06-30 02:28:02.796000+02:00
Ticker timestamp: 2026-06-30 02:28:03.653000+02:00
Trades timestamp: 2026-06-30 02:25:43.431000+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: 1.65085
Best ask: 1.6533
Spread: 0.00245
Spread %: 0.148298
Mid price: 1.652075
Last price: 1.64749
Mark price: 1.65215
Index price: 1.65208

Order Book

Bid depth 5: 27
Ask depth 5: 5
Bid depth 10: 33
Ask depth 10: 12
Bid depth 20: 47
Ask depth 20: 48
Imbalance 5: 0.6875
Imbalance 10: 0.466667
Imbalance 20: -0.010526
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021277
Ask wall score: 0.020833

Dynamics

Bid depth 5 delta: 21
Ask depth 5 delta: -1
Imbalance 5 delta: 0.6875
Bid depth 10 delta: 0
Ask depth 10 delta: -22
Imbalance 10 delta: 0.481592
Spread delta: -0.00017
Mid price delta: -0.000115
Wall shift score: 0.000443

Tape

Buy volume: 60
Sell volume: 86
Buy/sell delta: -26
Buy/sell ratio: 0.697674
Avg trade size: 1.46
Large trade count: 5
Largest trade size: 9

Candle

Return 1: -0.467609
Return 3: 0.058304
Volume 1: 24
Volume avg 5: 19.6
Momentum 5: 0.007891

Cross Exchange

Mid avg: 1.6482325
Mid median: 1.652495
Price deviation %: 0.233129
Spread %: 1.477947

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 19575000
Quote volume 24h: 33769125
Price change 24h %: -9.97

Quality

Capture latency ms: 9680
Order book timestamp: 2026-06-30 02:27:47+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:59.232000+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: 1.6561
Best ask: 1.6562
Spread: 0.0001
Spread %: 0.006038
Mid price: 1.65615
Last price: 1.6527
Mark price: -
Index price: -

Order Book

Bid depth 5: 883
Ask depth 5: 249
Bid depth 10: 1961
Ask depth 10: 759
Bid depth 20: 4984
Ask depth 20: 3163
Imbalance 5: 0.560071
Imbalance 10: 0.441912
Imbalance 20: 0.223518
Top bid size: 234
Top ask size: 43
Bid wall score: 0.04695
Ask wall score: 0.013595

Dynamics

Bid depth 5 delta: 290
Ask depth 5 delta: -886
Imbalance 5 delta: 0.873728
Bid depth 10 delta: 353
Ask depth 10 delta: -839
Imbalance 10 delta: 0.438793
Spread delta: -0.0001
Mid price delta: 0.00155
Wall shift score: 0.062057

Tape

Buy volume: 7020
Sell volume: 3001
Buy/sell delta: 4019
Buy/sell ratio: 2.33922
Avg trade size: 100.21
Large trade count: 9
Largest trade size: 1516

Candle

Return 1: -0.150902
Return 3: 0.291015
Volume 1: 88477
Volume avg 5: 66343.8
Momentum 5: 0.492072

Cross Exchange

Mid avg: 1.647845
Mid median: 1.652495
Price deviation %: 0.503992
Spread %: 1.384232

Funding / OI / Volume

Funding rate: 0.00041697
Funding delta: 0.00000322
Funding abs: 0.00041697
Funding pressure: 0.00042019
Open interest: 33463855
Volume 24h: 283595178
Quote volume 24h: 491522103.19
Price change 24h %: -9.232

Quality

Capture latency ms: 7259
Order book timestamp: 2026-06-30 02:27:36.771000+02:00
Ticker timestamp: 2026-06-30 02:27:29.479000+02:00
Trades timestamp: 2026-06-30 02:27:37.560000+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: 1.6525
Best ask: 1.6531
Spread: 0.0006
Spread %: 0.036302
Mid price: 1.6528
Last price: 1.6542
Mark price: -
Index price: 1.6504

Order Book

Bid depth 5: 83
Ask depth 5: 286
Bid depth 10: 225
Ask depth 10: 715
Bid depth 20: 681
Ask depth 20: 1205
Imbalance 5: -0.550136
Imbalance 10: -0.521277
Imbalance 20: -0.277837
Top bid size: 5
Top ask size: 5
Bid wall score: 0.007342
Ask wall score: 0.004149

Dynamics

Bid depth 5 delta: -87
Ask depth 5 delta: -167
Imbalance 5 delta: -0.095882
Bid depth 10 delta: -183
Ask depth 10 delta: 150
Imbalance 10 delta: -0.35992
Spread delta: 0.0005
Mid price delta: -0.00275
Wall shift score: 0.099776

Tape

Buy volume: 464
Sell volume: 1416
Buy/sell delta: -952
Buy/sell ratio: 0.327684
Avg trade size: 18.8
Large trade count: 7
Largest trade size: 164

Candle

Return 1: -0.078588
Return 3: 0.175758
Volume 1: 132
Volume avg 5: 1267.6
Momentum 5: 0.388703

Cross Exchange

Mid avg: 1.6485325
Mid median: 1.653395
Price deviation %: 0.258867
Spread %: 1.441282

Funding / OI / Volume

Funding rate: -0.002583
Funding delta: 0
Funding abs: 0.002583
Funding pressure: 0.002583
Open interest: -
Volume 24h: 4832519
Quote volume 24h: 83610933.6003
Price change 24h %: -2.36

Quality

Capture latency ms: 4613
Order book timestamp: 2026-06-30 02:27:29.768000+02:00
Ticker timestamp: 2026-06-30 02:27:26.716000+02:00
Trades timestamp: 2026-06-30 02:27:19.455000+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: 1.6202
Best ask: 1.64338
Spread: 0.02318
Spread %: 1.420526
Mid price: 1.63179
Last price: 1.64336
Mark price: -
Index price: -

Order Book

Bid depth 5: 3762
Ask depth 5: 513
Bid depth 10: 10989
Ask depth 10: 1093
Bid depth 20: 12871
Ask depth 20: 7452
Imbalance 5: 0.76
Imbalance 10: 0.81907
Imbalance 20: 0.266644
Top bid size: 396
Top ask size: 16
Bid wall score: 0.030767
Ask wall score: 0.002147

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 337
Imbalance 5 delta: -0.150615
Bid depth 10 delta: 0
Ask depth 10 delta: -99
Imbalance 10 delta: 0.014784
Spread delta: -0.00053
Mid price delta: 0.000255
Wall shift score: -0.001484

Tape

Buy volume: 9418
Sell volume: 7856
Buy/sell delta: 1562
Buy/sell ratio: 1.198829
Avg trade size: 172.74
Large trade count: 5
Largest trade size: 5994

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 24.4
Momentum 5: 1.620753

Cross Exchange

Mid avg: 1.64846875
Mid median: 1.653395
Price deviation %: -1.011772
Spread %: 1.456807

Funding / OI / Volume

Funding rate: -0.0003026
Funding delta: 0.00004057
Funding abs: 0.0003026
Funding pressure: 0.00034317
Open interest: 100669
Volume 24h: 499180
Quote volume 24h: 499180
Price change 24h %: -2.179206

Quality

Capture latency ms: 4355
Order book timestamp: 2026-06-30 02:27:24.596000+02:00
Ticker timestamp: 2026-06-30 02:27:25.501000+02:00
Trades timestamp: 2026-06-30 02:25:43.431000+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: 1.65088
Best ask: 1.6535
Spread: 0.00262
Spread %: 0.158577
Mid price: 1.65219
Last price: 1.65293
Mark price: 1.65523
Index price: 1.654985

Order Book

Bid depth 5: 6
Ask depth 5: 6
Bid depth 10: 33
Ask depth 10: 34
Bid depth 20: 46
Ask depth 20: 46
Imbalance 5: 0
Imbalance 10: -0.014925
Imbalance 20: 0
Top bid size: 1
Top ask size: 1
Bid wall score: 0.021739
Ask wall score: 0.021739

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: -0.014925
Spread delta: 0.00026
Mid price delta: -0.00149
Wall shift score: 0.000483

Tape

Buy volume: 59
Sell volume: 85
Buy/sell delta: -26
Buy/sell ratio: 0.694118
Avg trade size: 1.44
Large trade count: 5
Largest trade size: 9

Candle

Return 1: -0.138953
Return 3: 0.388696
Volume 1: 6
Volume avg 5: 16
Momentum 5: 0.338117

Cross Exchange

Mid avg: 1.64884125
Mid median: 1.65414
Price deviation %: 0.203097
Spread %: 1.456477

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 19572600
Quote volume 24h: 33765172
Price change 24h %: -9.67

Quality

Capture latency ms: 10294
Order book timestamp: 2026-06-30 02:27:09+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:12:59.223000+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: 1.6545
Best ask: 1.6547
Spread: 0.0002
Spread %: 0.012088
Mid price: 1.6546
Last price: 1.654
Mark price: -
Index price: -

Order Book

Bid depth 5: 593
Ask depth 5: 1135
Bid depth 10: 1608
Ask depth 10: 1598
Bid depth 20: 4384
Ask depth 20: 4031
Imbalance 5: -0.313657
Imbalance 10: 0.003119
Imbalance 20: 0.041949
Top bid size: 108
Top ask size: 215
Bid wall score: 0.024635
Ask wall score: 0.053337

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -48
Imbalance 5 delta: 0.015556
Bid depth 10 delta: -600
Ask depth 10 delta: 211
Imbalance 10 delta: -0.225254
Spread delta: 0.0001
Mid price delta: -0.00015
Wall shift score: 0.03608

Tape

Buy volume: 4388
Sell volume: 5939
Buy/sell delta: -1551
Buy/sell ratio: 0.738845
Avg trade size: 103.27
Large trade count: 8
Largest trade size: 2324

Candle

Return 1: -0.048286
Return 3: 0.619759
Volume 1: 43429
Volume avg 5: 58447.4
Momentum 5: 0.987925

Cross Exchange

Mid avg: 1.64887875
Mid median: 1.654215
Price deviation %: 0.346978
Spread %: 1.456444

Funding / OI / Volume

Funding rate: 0.00041375
Funding delta: 0
Funding abs: 0.00041375
Funding pressure: 0.00041375
Open interest: 33440767
Volume 24h: 283708780
Quote volume 24h: 491743632.4381
Price change 24h %: -8.986

Quality

Capture latency ms: 6903
Order book timestamp: 2026-06-30 02:26:57.940000+02:00
Ticker timestamp: 2026-06-30 02:26:53.172000+02:00
Trades timestamp: 2026-06-30 02:26:59.410000+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: 18496
gate: 18496
htx: 18365
mexc: 18493

By Symbol

VELVET/USDT:USDT: 73850

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.