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: 74280
Total labels: 222840
Pending labels: 203357
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 07:50:04.579088+02:00
Recent trades snapshots: 74275
Micro candles: 1485420
Avg data quality: 76.0205708131394723
Latest latency: 9846 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 159 of 7428 · 74280 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-30 03:38:03.590057+02:00	htx	VELVET/USDT:USDT	1.55819	80	6812 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 03:37:46.826955+02:00	gate	VELVET/USDT:USDT	1.5766	68	9667 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 03:37:37.043893+02:00	binance	VELVET/USDT:USDT	1.5808	80	5744 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 03:37:31.192525+02:00	mexc	VELVET/USDT:USDT	1.5794	78	4385 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 03:37:26.721079+02:00	htx	VELVET/USDT:USDT	1.558345	80	5186 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 03:37:10.535861+02:00	gate	VELVET/USDT:USDT	1.582805	68	10087 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 03:37:00.336440+02:00	binance	VELVET/USDT:USDT	1.58365	80	6688 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 03:36:53.518025+02:00	mexc	VELVET/USDT:USDT	1.5814	68	31352 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 03:36:22.093211+02:00	htx	VELVET/USDT:USDT	1.55184	80	5742 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 03:36:05.436809+02:00	gate	VELVET/USDT:USDT	1.567045	68	10150 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.54798
Best ask: 1.5684
Spread: 0.02042
Spread %: 1.310495
Mid price: 1.55819
Last price: 1.56838
Mark price: -
Index price: -

Order Book

Bid depth 5: 3794
Ask depth 5: 814
Bid depth 10: 5537
Ask depth 10: 1201
Bid depth 20: 8438
Ask depth 20: 7752
Imbalance 5: 0.646701
Imbalance 10: 0.643514
Imbalance 20: 0.042372
Top bid size: 3000
Top ask size: 17
Bid wall score: 0.355534
Ask wall score: 0.002193

Dynamics

Bid depth 5 delta: 51
Ask depth 5 delta: 610
Imbalance 5 delta: -0.249929
Bid depth 10 delta: -946
Ask depth 10 delta: 0
Imbalance 10 delta: -0.043888
Spread delta: 0.00031
Mid price delta: -0.000155
Wall shift score: 0.323715

Tape

Buy volume: 7426
Sell volume: 8472
Buy/sell delta: -1046
Buy/sell ratio: 0.876534
Avg trade size: 158.98
Large trade count: 5
Largest trade size: 5994

Candle

Return 1: 0
Return 3: -0.741725
Volume 1: 0
Volume avg 5: 15.2
Momentum 5: -0.939207

Cross Exchange

Mid avg: 1.57378625
Mid median: 1.578
Price deviation %: -0.991002
Spread %: 1.426814

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100630
Volume 24h: 483372
Quote volume 24h: 483372
Price change 24h %: -6.642381

Quality

Capture latency ms: 6812
Order book timestamp: 2026-06-30 03:38:01.896000+02:00
Ticker timestamp: 2026-06-30 03:38:02.303000+02:00
Trades timestamp: 2026-06-30 03:37:31.726000+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: 1.57565
Best ask: 1.57755
Spread: 0.0019
Spread %: 0.120512
Mid price: 1.5766
Last price: 1.57718
Mark price: 1.57869
Index price: 1.57865

Order Book

Bid depth 5: 6
Ask depth 5: 6
Bid depth 10: 34
Ask depth 10: 35
Bid depth 20: 50
Ask depth 20: 49
Imbalance 5: 0
Imbalance 10: -0.014493
Imbalance 20: 0.010101
Top bid size: 1
Top ask size: 2
Bid wall score: 0.02
Ask wall score: 0.040816

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 0
Imbalance 5 delta: 0
Bid depth 10 delta: 21
Ask depth 10 delta: 23
Imbalance 10 delta: -0.054493
Spread delta: -0.00019
Mid price delta: -0.006205
Wall shift score: -0.019911

Tape

Buy volume: 84
Sell volume: 47
Buy/sell delta: 37
Buy/sell ratio: 1.787234
Avg trade size: 1.31
Large trade count: 4
Largest trade size: 6

Candle

Return 1: -0.367027
Return 3: -0.063997
Volume 1: 2
Volume avg 5: 39
Momentum 5: -0.43747

Cross Exchange

Mid avg: 1.5753375
Mid median: 1.5801
Price deviation %: 0.080142
Spread %: 1.552683

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 18918900
Quote volume 24h: 32462498
Price change 24h %: -15.18

Quality

Capture latency ms: 9667
Order book timestamp: 2026-06-30 03:37:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:03.449000+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: 1.5807
Best ask: 1.5809
Spread: 0.0002
Spread %: 0.012652
Mid price: 1.5808
Last price: 1.5799
Mark price: -
Index price: -

Order Book

Bid depth 5: 370
Ask depth 5: 728
Bid depth 10: 1495
Ask depth 10: 1021
Bid depth 20: 3857
Ask depth 20: 3351
Imbalance 5: -0.326047
Imbalance 10: 0.188394
Imbalance 20: 0.0702
Top bid size: 30
Top ask size: 49
Bid wall score: 0.007778
Ask wall score: 0.014623

Dynamics

Bid depth 5 delta: 196
Ask depth 5 delta: 496
Imbalance 5 delta: -0.18319
Bid depth 10 delta: 565
Ask depth 10 delta: -103
Imbalance 10 delta: 0.282844
Spread delta: -0.0003
Mid price delta: -0.00285
Wall shift score: -0.004364

Tape

Buy volume: 2805
Sell volume: 6348
Buy/sell delta: -3543
Buy/sell ratio: 0.441871
Avg trade size: 91.53
Large trade count: 9
Largest trade size: 876

Candle

Return 1: -0.35944
Return 3: 0.12039
Volume 1: 30519
Volume avg 5: 82873.8
Momentum 5: -0.447329

Cross Exchange

Mid avg: 1.57605
Mid median: 1.5811025
Price deviation %: 0.301386
Spread %: 1.605596

Funding / OI / Volume

Funding rate: 0.0004023
Funding delta: 0
Funding abs: 0.0004023
Funding pressure: 0.0004023
Open interest: 33434715
Volume 24h: 274107677
Quote volume 24h: 472852721.9325
Price change 24h %: -15.073

Quality

Capture latency ms: 5744
Order book timestamp: 2026-06-30 03:37:34.900000+02:00
Ticker timestamp: 2026-06-30 03:37:28.395000+02:00
Trades timestamp: 2026-06-30 03:37:36.534000+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: 1.5789
Best ask: 1.5799
Spread: 0.001
Spread %: 0.063315
Mid price: 1.5794
Last price: 1.58
Mark price: -
Index price: 1.5799

Order Book

Bid depth 5: 117
Ask depth 5: 70
Bid depth 10: 289
Ask depth 10: 352
Bid depth 20: 982
Ask depth 20: 529
Imbalance 5: 0.251337
Imbalance 10: -0.098284
Imbalance 20: 0.299801
Top bid size: 2
Top ask size: 38
Bid wall score: 0.002037
Ask wall score: 0.071834

Dynamics

Bid depth 5 delta: 74
Ask depth 5 delta: -102
Imbalance 5 delta: 0.851337
Bid depth 10 delta: -123
Ask depth 10 delta: 33
Imbalance 10 delta: -0.225507
Spread delta: 0.0002
Mid price delta: -0.002
Wall shift score: -0.046782

Tape

Buy volume: 258
Sell volume: 1009
Buy/sell delta: -751
Buy/sell ratio: 0.255699
Avg trade size: 12.67
Large trade count: 5
Largest trade size: 105

Candle

Return 1: -0.227388
Return 3: 0.050671
Volume 1: 715
Volume avg 5: 1338
Momentum 5: -0.422367

Cross Exchange

Mid avg: 1.57655
Mid median: 1.5821025
Price deviation %: 0.180774
Spread %: 1.605087

Funding / OI / Volume

Funding rate: -0.002583
Funding delta: 0
Funding abs: 0.002583
Funding pressure: 0.002583
Open interest: -
Volume 24h: 4592974
Quote volume 24h: 78977540.3829
Price change 24h %: -6.74

Quality

Capture latency ms: 4385
Order book timestamp: 2026-06-30 03:37:29.659000+02:00
Ticker timestamp: 2026-06-30 03:37:26.898000+02:00
Trades timestamp: 2026-06-30 03:37:30.318000+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: 1.54829
Best ask: 1.5684
Spread: 0.02011
Spread %: 1.290472
Mid price: 1.558345
Last price: 1.5801
Mark price: -
Index price: -

Order Book

Bid depth 5: 3743
Ask depth 5: 204
Bid depth 10: 6483
Ask depth 10: 1201
Bid depth 20: 8611
Ask depth 20: 7752
Imbalance 5: 0.89663
Imbalance 10: 0.687402
Imbalance 20: 0.052496
Top bid size: 274
Top ask size: 17
Bid wall score: 0.03182
Ask wall score: 0.002193

Dynamics

Bid depth 5 delta: -8
Ask depth 5 delta: -142
Imbalance 5 delta: 0.065534
Bid depth 10 delta: -10
Ask depth 10 delta: -3769
Imbalance 10 delta: 0.55454
Spread delta: -0.01303
Mid price delta: 0.006505
Wall shift score: -0.32283

Tape

Buy volume: 7466
Sell volume: 8408
Buy/sell delta: -942
Buy/sell ratio: 0.887964
Avg trade size: 158.74
Large trade count: 5
Largest trade size: 5994

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 2.4
Momentum 5: -0.198958

Cross Exchange

Mid avg: 1.57492375
Mid median: 1.5821025
Price deviation %: -1.05267
Spread %: 2.01978

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100662
Volume 24h: 483382
Quote volume 24h: 483382
Price change 24h %: -5.944749

Quality

Capture latency ms: 5186
Order book timestamp: 2026-06-30 03:37:25.238000+02:00
Ticker timestamp: 2026-06-30 03:37:25.642000+02:00
Trades timestamp: 2026-06-30 03:34:47.671000+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: 1.58176
Best ask: 1.58385
Spread: 0.00209
Spread %: 0.132044
Mid price: 1.582805
Last price: 1.58299
Mark price: 1.58257
Index price: 1.58218

Order Book

Bid depth 5: 6
Ask depth 5: 6
Bid depth 10: 13
Ask depth 10: 12
Bid depth 20: 48
Ask depth 20: 46
Imbalance 5: 0
Imbalance 10: 0.04
Imbalance 20: 0.021277
Top bid size: 1
Top ask size: 1
Bid wall score: 0.020833
Ask wall score: 0.021739

Dynamics

Bid depth 5 delta: -2
Ask depth 5 delta: -23
Imbalance 5 delta: 0.567568
Bid depth 10 delta: -23
Ask depth 10 delta: -23
Imbalance 10 delta: 0.025915
Spread delta: 0.0004
Mid price delta: 0.01576
Wall shift score: -0.060072

Tape

Buy volume: 93
Sell volume: 46
Buy/sell delta: 47
Buy/sell ratio: 2.021739
Avg trade size: 1.39
Large trade count: 6
Largest trade size: 6

Candle

Return 1: 0
Return 3: 0.304146
Volume 1: 0
Volume avg 5: 38.6
Momentum 5: -0.070702

Cross Exchange

Mid avg: 1.57098375
Mid median: 1.5742225
Price deviation %: 0.752474
Spread %: 2.024846

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 18918700
Quote volume 24h: 32462182
Price change 24h %: -14.87

Quality

Capture latency ms: 10087
Order book timestamp: 2026-06-30 03:37:09+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:03.417000+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: 1.5834
Best ask: 1.5839
Spread: 0.0005
Spread %: 0.031573
Mid price: 1.58365
Last price: 1.5834
Mark price: -
Index price: -

Order Book

Bid depth 5: 174
Ask depth 5: 232
Bid depth 10: 930
Ask depth 10: 1124
Bid depth 20: 2728
Ask depth 20: 4181
Imbalance 5: -0.142857
Imbalance 10: -0.09445
Imbalance 20: -0.210305
Top bid size: 50
Top ask size: 87
Bid wall score: 0.018328
Ask wall score: 0.020808

Dynamics

Bid depth 5 delta: -208
Ask depth 5 delta: -6064
Imbalance 5 delta: 0.742737
Bid depth 10 delta: -372
Ask depth 10 delta: -5529
Imbalance 10 delta: 0.578209
Spread delta: 0.0001
Mid price delta: 0.01585
Wall shift score: -0.017505

Tape

Buy volume: 5665
Sell volume: 5142
Buy/sell delta: 523
Buy/sell ratio: 1.101711
Avg trade size: 108.07
Large trade count: 10
Largest trade size: 978

Candle

Return 1: 0.853775
Return 3: 0.164526
Volume 1: 103616
Volume avg 5: 87290.6
Momentum 5: -0.327435

Cross Exchange

Mid avg: 1.56702125
Mid median: 1.5674225
Price deviation %: 1.061169
Spread %: 1.886382

Funding / OI / Volume

Funding rate: 0.0004023
Funding delta: -0.00000288
Funding abs: 0.0004023
Funding pressure: 0.00040518
Open interest: 33449510
Volume 24h: 274148246
Quote volume 24h: 472941287.3847
Price change 24h %: -15.035

Quality

Capture latency ms: 6688
Order book timestamp: 2026-06-30 03:36:58.197000+02:00
Ticker timestamp: 2026-06-30 03:36:55.097000+02:00
Trades timestamp: 2026-06-30 03:36:59.713000+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: 1.581
Best ask: 1.5818
Spread: 0.0008
Spread %: 0.050588
Mid price: 1.5814
Last price: 1.5825
Mark price: -
Index price: 1.577

Order Book

Bid depth 5: 43
Ask depth 5: 172
Bid depth 10: 412
Ask depth 10: 319
Bid depth 20: 815
Ask depth 20: 746
Imbalance 5: -0.6
Imbalance 10: 0.127223
Imbalance 20: 0.044202
Top bid size: 2
Top ask size: 19
Bid wall score: 0.002454
Ask wall score: 0.025469

Dynamics

Bid depth 5 delta: -24
Ask depth 5 delta: -262
Imbalance 5 delta: 0.132535
Bid depth 10 delta: 133
Ask depth 10 delta: -1461
Imbalance 10 delta: 0.856218
Spread delta: 0.0004
Mid price delta: 0.0135
Wall shift score: -0.029304

Tape

Buy volume: 1519
Sell volume: 30
Buy/sell delta: 1489
Buy/sell ratio: 50.633333
Avg trade size: 15.49
Large trade count: 5
Largest trade size: 91

Candle

Return 1: 0.835033
Return 3: 0.094913
Volume 1: 948
Volume avg 5: 1277.8
Momentum 5: -0.446822

Cross Exchange

Mid avg: 1.56364625
Mid median: 1.5674225
Price deviation %: 1.135407
Spread %: 1.027087

Funding / OI / Volume

Funding rate: -0.002583
Funding delta: 0
Funding abs: 0.002583
Funding pressure: 0.002583
Open interest: -
Volume 24h: 4592044
Quote volume 24h: 78962821.9998
Price change 24h %: -6.59

Quality

Capture latency ms: 31352
Order book timestamp: 2026-06-30 03:36:52.195000+02:00
Ticker timestamp: 2026-06-30 03:36:50.892000+02:00
Trades timestamp: 2026-06-30 03:36:50.110000+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: 1.53527
Best ask: 1.56841
Spread: 0.03314
Spread %: 2.135529
Mid price: 1.55184
Last price: 1.5801
Mark price: -
Index price: -

Order Book

Bid depth 5: 3751
Ask depth 5: 346
Bid depth 10: 6493
Ask depth 10: 4970
Bid depth 20: 8448
Ask depth 20: 6774
Imbalance 5: 0.831096
Imbalance 10: 0.132862
Imbalance 20: 0.109972
Top bid size: 3000
Top ask size: 18
Bid wall score: 0.355114
Ask wall score: 0.002657

Dynamics

Bid depth 5 delta: -47
Ask depth 5 delta: -120
Imbalance 5 delta: 0.04967
Bid depth 10 delta: -93
Ask depth 10 delta: -907
Imbalance 10 delta: 0.075974
Spread delta: 0.00145
Mid price delta: -0.000705
Wall shift score: 0.357039

Tape

Buy volume: 7466
Sell volume: 8408
Buy/sell delta: -942
Buy/sell ratio: 0.887964
Avg trade size: 158.74
Large trade count: 5
Largest trade size: 5994

Candle

Return 1: 0
Return 3: -0.198958
Volume 1: 0
Volume avg 5: 5.2
Momentum 5: -0.546957

Cross Exchange

Mid avg: 1.5638225
Mid median: 1.5674225
Price deviation %: -0.766231
Spread %: 0.981889

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100662
Volume 24h: 483836
Quote volume 24h: 483836
Price change 24h %: -5.944749

Quality

Capture latency ms: 5742
Order book timestamp: 2026-06-30 03:36:20.738000+02:00
Ticker timestamp: 2026-06-30 03:36:20.986000+02:00
Trades timestamp: 2026-06-30 03:34:47.671000+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: 1.5662
Best ask: 1.56789
Spread: 0.00169
Spread %: 0.107846
Mid price: 1.567045
Last price: 1.56788
Mark price: 1.56499
Index price: 1.56495

Order Book

Bid depth 5: 8
Ask depth 5: 29
Bid depth 10: 36
Ask depth 10: 35
Bid depth 20: 50
Ask depth 20: 48
Imbalance 5: -0.567568
Imbalance 10: 0.014085
Imbalance 20: 0.020408
Top bid size: 4
Top ask size: 1
Bid wall score: 0.08
Ask wall score: 0.020833

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 23
Imbalance 5 delta: -0.567568
Bid depth 10 delta: 24
Ask depth 10 delta: 23
Imbalance 10 delta: 0.014085
Spread delta: 0.0002
Mid price delta: -0.00205
Wall shift score: 0.059167

Tape

Buy volume: 113
Sell volume: 37
Buy/sell delta: 76
Buy/sell ratio: 3.054054
Avg trade size: 1.5
Large trade count: 8
Largest trade size: 6

Candle

Return 1: 0.041474
Return 3: -0.618016
Volume 1: 1
Volume avg 5: 39.4
Momentum 5: -1.153715

Cross Exchange

Mid avg: 1.564335
Mid median: 1.56785
Price deviation %: 0.173237
Spread %: 1.057958

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 18916800
Quote volume 24h: 32459190
Price change 24h %: -15.52

Quality

Capture latency ms: 10150
Order book timestamp: 2026-06-30 03:36:04+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:03.361000+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

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 18604
gate: 18604
htx: 18471
mexc: 18601

By Symbol

VELVET/USDT:USDT: 74280

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.