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: 74748
Total labels: 224244
Pending labels: 204761
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 09:03:37.002886+02:00
Recent trades snapshots: 74743
Micro candles: 1494780
Avg data quality: 76.0250173917696795
Latest latency: 9652 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 160 of 7475 · 74748 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-30 04:52:38.336286+02:00	binance	VELVET/USDT:USDT	1.6516	80	6576 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 04:52:31.582463+02:00	mexc	VELVET/USDT:USDT	1.65055	68	5258 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 04:52:26.263334+02:00	htx	VELVET/USDT:USDT	1.625615	80	5254 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 04:52:10.978953+02:00	gate	VELVET/USDT:USDT	1.647955	68	9686 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 04:52:01.144634+02:00	binance	VELVET/USDT:USDT	1.64675	80	5987 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 04:51:55.055161+02:00	mexc	VELVET/USDT:USDT	1.6467	78	4406 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 04:51:50.591386+02:00	htx	VELVET/USDT:USDT	1.628735	90	4479 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 04:51:16.137499+02:00	gate	VELVET/USDT:USDT	1.655685	68	9817 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 04:51:06.199926+02:00	binance	VELVET/USDT:USDT	1.6571	80	8191 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-30 04:50:57.867417+02:00	mexc	VELVET/USDT:USDT	1.65135	78	4717 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 1.6515
Best ask: 1.6517
Spread: 0.0002
Spread %: 0.012109
Mid price: 1.6516
Last price: 1.6512
Mark price: -
Index price: -

Order Book

Bid depth 5: 194
Ask depth 5: 680
Bid depth 10: 1548
Ask depth 10: 1960
Bid depth 20: 4918
Ask depth 20: 22114
Imbalance 5: -0.556064
Imbalance 10: -0.117446
Imbalance 20: -0.636135
Top bid size: 50
Top ask size: 40
Bid wall score: 0.010167
Ask wall score: 0.001809

Dynamics

Bid depth 5 delta: 87
Ask depth 5 delta: 78
Imbalance 5 delta: 0.142102
Bid depth 10 delta: 857
Ask depth 10 delta: 28
Imbalance 10 delta: 0.355677
Spread delta: -0.0001
Mid price delta: 0.00485
Wall shift score: 0.055252

Tape

Buy volume: 4236
Sell volume: 2304
Buy/sell delta: 1932
Buy/sell ratio: 1.838542
Avg trade size: 65.4
Large trade count: 9
Largest trade size: 673

Candle

Return 1: 0.145534
Return 3: 0.676664
Volume 1: 37170
Volume avg 5: 140169.6
Momentum 5: 1.74347

Cross Exchange

Mid avg: 1.6427175
Mid median: 1.6473525
Price deviation %: 0.54072
Spread %: 1.517912

Funding / OI / Volume

Funding rate: 0.00040572
Funding delta: 0.00000009
Funding abs: 0.00040572
Funding pressure: 0.00040581
Open interest: 33557370
Volume 24h: 253209321
Quote volume 24h: 429484995.72855
Price change 24h %: -20.359

Quality

Capture latency ms: 6576
Order book timestamp: 2026-06-30 04:52:36.197000+02:00
Ticker timestamp: 2026-06-30 04:52:27.820000+02:00
Trades timestamp: 2026-06-30 04:52:37.889000+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: 1.6505
Best ask: 1.6506
Spread: 0.0001
Spread %: 0.006059
Mid price: 1.65055
Last price: 1.6531
Mark price: -
Index price: 1.6481

Order Book

Bid depth 5: 116
Ask depth 5: 147
Bid depth 10: 346
Ask depth 10: 338
Bid depth 20: 872
Ask depth 20: 942
Imbalance 5: -0.117871
Imbalance 10: 0.011696
Imbalance 20: -0.038589
Top bid size: 10
Top ask size: 16
Bid wall score: 0.011468
Ask wall score: 0.016985

Dynamics

Bid depth 5 delta: 43
Ask depth 5 delta: 45
Imbalance 5 delta: 0.047844
Bid depth 10 delta: -44
Ask depth 10 delta: 60
Imbalance 10 delta: -0.155969
Spread delta: -0.0003
Mid price delta: 0.00385
Wall shift score: 0.037605

Tape

Buy volume: 382
Sell volume: 754
Buy/sell delta: -372
Buy/sell ratio: 0.506631
Avg trade size: 11.36
Large trade count: 6
Largest trade size: 73

Candle

Return 1: 0.188164
Return 3: 0.609533
Volume 1: 116
Volume avg 5: 1701
Momentum 5: 1.756982

Cross Exchange

Mid avg: 1.641755
Mid median: 1.646725
Price deviation %: 0.535707
Spread %: 1.360739

Funding / OI / Volume

Funding rate: -0.002583
Funding delta: 0
Funding abs: 0.002583
Funding pressure: 0.002583
Open interest: -
Volume 24h: 4519179
Quote volume 24h: 77391721.9986
Price change 24h %: -2.42

Quality

Capture latency ms: 5258
Order book timestamp: 2026-06-30 04:52:29.532000+02:00
Ticker timestamp: 2026-06-30 04:52:26.961000+02:00
Trades timestamp: 2026-06-30 04:52:29.625000+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: 1.60989
Best ask: 1.64134
Spread: 0.03145
Spread %: 1.934652
Mid price: 1.625615
Last price: 1.64132
Mark price: -
Index price: -

Order Book

Bid depth 5: 792
Ask depth 5: 306
Bid depth 10: 980
Ask depth 10: 856
Bid depth 20: 4640
Ask depth 20: 7202
Imbalance 5: 0.442623
Imbalance 10: 0.067538
Imbalance 20: -0.216349
Top bid size: 264
Top ask size: 17
Bid wall score: 0.056897
Ask wall score: 0.00236

Dynamics

Bid depth 5 delta: -43
Ask depth 5 delta: -304
Imbalance 5 delta: 0.286914
Bid depth 10 delta: -107
Ask depth 10 delta: -4084
Imbalance 10 delta: 0.706828
Spread delta: 0.00624
Mid price delta: -0.00312
Wall shift score: -0.007119

Tape

Buy volume: 1788
Sell volume: 2422
Buy/sell delta: -634
Buy/sell ratio: 0.738233
Avg trade size: 42.1
Large trade count: 2
Largest trade size: 400

Candle

Return 1: 0
Return 3: 0.696332
Volume 1: 0
Volume avg 5: 223.2
Momentum 5: 2.008067

Cross Exchange

Mid avg: 1.642535
Mid median: 1.646725
Price deviation %: -1.030115
Spread %: 1.170142

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 101091
Volume 24h: 424318
Quote volume 24h: 424318
Price change 24h %: -2.300636

Quality

Capture latency ms: 5254
Order book timestamp: 2026-06-30 04:52:24.996000+02:00
Ticker timestamp: 2026-06-30 04:52:25.249000+02:00
Trades timestamp: 2026-06-30 04:51:55.307000+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: 1.64708
Best ask: 1.64883
Spread: 0.00175
Spread %: 0.106192
Mid price: 1.647955
Last price: 1.64482
Mark price: 1.64661
Index price: 1.646593

Order Book

Bid depth 5: 26
Ask depth 5: 5
Bid depth 10: 31
Ask depth 10: 12
Bid depth 20: 41
Ask depth 20: 43
Imbalance 5: 0.677419
Imbalance 10: 0.44186
Imbalance 20: -0.02381
Top bid size: 1
Top ask size: 1
Bid wall score: 0.02439
Ask wall score: 0.023256

Dynamics

Bid depth 5 delta: 19
Ask depth 5 delta: -3
Imbalance 5 delta: 0.744086
Bid depth 10 delta: -3
Ask depth 10 delta: -3
Imbalance 10 delta: 0.054105
Spread delta: -0.00014
Mid price delta: -0.00773
Wall shift score: 0.021117

Tape

Buy volume: 87
Sell volume: 61
Buy/sell delta: 26
Buy/sell ratio: 1.42623
Avg trade size: 1.48
Large trade count: 7
Largest trade size: 6

Candle

Return 1: 0
Return 3: 0.40778
Volume 1: 0
Volume avg 5: 55.4
Momentum 5: 1.648178

Cross Exchange

Mid avg: 1.6444675
Mid median: 1.646725
Price deviation %: 0.212075
Spread %: 1.638828

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 17199500
Quote volume 24h: 28890394
Price change 24h %: -20.57

Quality

Capture latency ms: 9686
Order book timestamp: 2026-06-30 04:52:09+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:07.919000+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: 1.6466
Best ask: 1.6469
Spread: 0.0003
Spread %: 0.018218
Mid price: 1.64675
Last price: 1.6453
Mark price: -
Index price: -

Order Book

Bid depth 5: 107
Ask depth 5: 602
Bid depth 10: 691
Ask depth 10: 1932
Bid depth 20: 3432
Ask depth 20: 3854
Imbalance 5: -0.698166
Imbalance 10: -0.473122
Imbalance 20: -0.057919
Top bid size: 51
Top ask size: 238
Bid wall score: 0.01486
Ask wall score: 0.061754

Dynamics

Bid depth 5 delta: -236
Ask depth 5 delta: 309
Imbalance 5 delta: -0.776783
Bid depth 10 delta: -1077
Ask depth 10 delta: 1286
Imbalance 10 delta: -0.937911
Spread delta: -0.0001
Mid price delta: -0.01035
Wall shift score: -0.039755

Tape

Buy volume: 6079
Sell volume: 2406
Buy/sell delta: 3673
Buy/sell ratio: 2.5266
Avg trade size: 84.85
Large trade count: 8
Largest trade size: 729

Candle

Return 1: -0.423652
Return 3: 0.796422
Volume 1: 126286
Volume avg 5: 146190
Momentum 5: 2.243351

Cross Exchange

Mid avg: 1.647055
Mid median: 1.6511925
Price deviation %: -0.018518
Spread %: 1.722165

Funding / OI / Volume

Funding rate: 0.00040563
Funding delta: 0
Funding abs: 0.00040563
Funding pressure: 0.00040563
Open interest: 33548122
Volume 24h: 253690145
Quote volume 24h: 430517751.43555
Price change 24h %: -21.983

Quality

Capture latency ms: 5987
Order book timestamp: 2026-06-30 04:51:58.954000+02:00
Ticker timestamp: 2026-06-30 04:51:54.727000+02:00
Trades timestamp: 2026-06-30 04:52:00.633000+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: 1.6465
Best ask: 1.6469
Spread: 0.0004
Spread %: 0.024291
Mid price: 1.6467
Last price: 1.6544
Mark price: -
Index price: 1.6492

Order Book

Bid depth 5: 73
Ask depth 5: 102
Bid depth 10: 390
Ask depth 10: 278
Bid depth 20: 854
Ask depth 20: 587
Imbalance 5: -0.165714
Imbalance 10: 0.167665
Imbalance 20: 0.185288
Top bid size: 1
Top ask size: 26
Bid wall score: 0.001171
Ask wall score: 0.044293

Dynamics

Bid depth 5 delta: -56
Ask depth 5 delta: -56
Imbalance 5 delta: -0.064669
Bid depth 10 delta: 73
Ask depth 10 delta: -80
Imbalance 10 delta: 0.228405
Spread delta: 0.0003
Mid price delta: -0.00465
Wall shift score: -0.016506

Tape

Buy volume: 490
Sell volume: 658
Buy/sell delta: -168
Buy/sell ratio: 0.744681
Avg trade size: 11.48
Large trade count: 6
Largest trade size: 73

Candle

Return 1: -0.345015
Return 3: 0.894717
Volume 1: 1286
Volume avg 5: 2005.4
Momentum 5: 2.279928

Cross Exchange

Mid avg: 1.6482175
Mid median: 1.6535175
Price deviation %: -0.092069
Spread %: 1.72095

Funding / OI / Volume

Funding rate: -0.002583
Funding delta: 0
Funding abs: 0.002583
Funding pressure: 0.002583
Open interest: -
Volume 24h: 4518679
Quote volume 24h: 77383468.6692
Price change 24h %: -2.34

Quality

Capture latency ms: 4406
Order book timestamp: 2026-06-30 04:51:53.469000+02:00
Ticker timestamp: 2026-06-30 04:51:50.801000+02:00
Trades timestamp: 2026-06-30 04:51:48.653000+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: 1.61613
Best ask: 1.64134
Spread: 0.02521
Spread %: 1.547827
Mid price: 1.628735
Last price: 1.61642
Mark price: -
Index price: -

Order Book

Bid depth 5: 835
Ask depth 5: 610
Bid depth 10: 1087
Ask depth 10: 4940
Bid depth 20: 4123
Ask depth 20: 7155
Imbalance 5: 0.155709
Imbalance 10: -0.63929
Imbalance 20: -0.268842
Top bid size: 264
Top ask size: 17
Bid wall score: 0.064031
Ask wall score: 0.002376

Dynamics

Bid depth 5 delta: 127
Ask depth 5 delta: 317
Imbalance 5 delta: -0.258876
Bid depth 10 delta: -2461
Ask depth 10 delta: 3702
Imbalance 10 delta: -1.121948
Spread delta: -0.0121
Mid price delta: 0.00605
Wall shift score: -0.018874

Tape

Buy volume: 1786
Sell volume: 2422
Buy/sell delta: -636
Buy/sell ratio: 0.737407
Avg trade size: 42.08
Large trade count: 2
Largest trade size: 400

Candle

Return 1: -1.377669
Return 3: 0.460532
Volume 1: 40
Volume avg 5: 222.4
Momentum 5: 0.460532

Cross Exchange

Mid avg: 1.646705
Mid median: 1.6535175
Price deviation %: -1.09127
Spread %: 2.089931

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 101091
Volume 24h: 424426
Quote volume 24h: 424426
Price change 24h %: -3.782806

Quality

Capture latency ms: 4479
Order book timestamp: 2026-06-30 04:51:49.196000+02:00
Ticker timestamp: 2026-06-30 04:51:49.509000+02:00
Trades timestamp: 2026-06-30 04:51:09.041000+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: 1.65474
Best ask: 1.65663
Spread: 0.00189
Spread %: 0.114152
Mid price: 1.655685
Last price: 1.65399
Mark price: 1.653
Index price: 1.651878

Order Book

Bid depth 5: 7
Ask depth 5: 8
Bid depth 10: 34
Ask depth 10: 15
Bid depth 20: 48
Ask depth 20: 49
Imbalance 5: -0.066667
Imbalance 10: 0.387755
Imbalance 20: -0.010309
Top bid size: 1
Top ask size: 2
Bid wall score: 0.020833
Ask wall score: 0.040816

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 1
Imbalance 5 delta: 0.1
Bid depth 10 delta: 1
Ask depth 10 delta: -20
Imbalance 10 delta: 0.417167
Spread delta: -0.00032
Mid price delta: 0.00242
Wall shift score: -0.021314

Tape

Buy volume: 80
Sell volume: 67
Buy/sell delta: 13
Buy/sell ratio: 1.19403
Avg trade size: 1.47
Large trade count: 7
Largest trade size: 6

Candle

Return 1: 0.250932
Return 3: 1.552772
Volume 1: 10
Volume avg 5: 56.2
Momentum 5: 3.022168

Cross Exchange

Mid avg: 1.6461
Mid median: 1.6523075
Price deviation %: 0.582285
Spread %: 2.090699

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 17194300
Quote volume 24h: 28881814
Price change 24h %: -20.03

Quality

Capture latency ms: 9817
Order book timestamp: 2026-06-30 04:51:15+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:13:07.868000+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: 1.6569
Best ask: 1.6573
Spread: 0.0004
Spread %: 0.024139
Mid price: 1.6571
Last price: 1.6523
Mark price: -
Index price: -

Order Book

Bid depth 5: 343
Ask depth 5: 293
Bid depth 10: 1768
Ask depth 10: 646
Bid depth 20: 6488
Ask depth 20: 2563
Imbalance 5: 0.078616
Imbalance 10: 0.464789
Imbalance 20: 0.433654
Top bid size: 60
Top ask size: 42
Bid wall score: 0.009248
Ask wall score: 0.016387

Dynamics

Bid depth 5 delta: 280
Ask depth 5 delta: -666
Imbalance 5 delta: 0.955329
Bid depth 10 delta: 1341
Ask depth 10 delta: -912
Imbalance 10 delta: 1.034562
Spread delta: -0.0001
Mid price delta: 0.00425
Wall shift score: 0.010907

Tape

Buy volume: 6041
Sell volume: 1599
Buy/sell delta: 4442
Buy/sell ratio: 3.777986
Avg trade size: 76.4
Large trade count: 6
Largest trade size: 605

Candle

Return 1: 0.260243
Return 3: 1.488697
Volume 1: 10235
Volume avg 5: 122979.8
Momentum 5: 2.945563

Cross Exchange

Mid avg: 1.6450375
Mid median: 1.6521
Price deviation %: 0.733266
Spread %: 1.858924

Funding / OI / Volume

Funding rate: 0.00040563
Funding delta: 0.00000417
Funding abs: 0.00040563
Funding pressure: 0.0004098
Open interest: 33551125
Volume 24h: 255042474
Quote volume 24h: 433423062.60625
Price change 24h %: -20.009

Quality

Capture latency ms: 8191
Order book timestamp: 2026-06-30 04:51:04.050000+02:00
Ticker timestamp: 2026-06-30 04:50:56.466000+02:00
Trades timestamp: 2026-06-30 04:51:05.466000+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: 1.6513
Best ask: 1.6514
Spread: 0.0001
Spread %: 0.006056
Mid price: 1.65135
Last price: 1.6512
Mark price: -
Index price: 1.6522

Order Book

Bid depth 5: 129
Ask depth 5: 158
Bid depth 10: 317
Ask depth 10: 358
Bid depth 20: 875
Ask depth 20: 731
Imbalance 5: -0.101045
Imbalance 10: -0.060741
Imbalance 20: 0.089664
Top bid size: 21
Top ask size: 37
Bid wall score: 0.024
Ask wall score: 0.050616

Dynamics

Bid depth 5 delta: 55
Ask depth 5 delta: -75
Imbalance 5 delta: 0.41687
Bid depth 10 delta: 3
Ask depth 10 delta: 35
Imbalance 10 delta: -0.046612
Spread delta: -0.0001
Mid price delta: -0.00225
Wall shift score: 0.117239

Tape

Buy volume: 602
Sell volume: 726
Buy/sell delta: -124
Buy/sell ratio: 0.829201
Avg trade size: 13.28
Large trade count: 4
Largest trade size: 106

Candle

Return 1: 0.658296
Return 3: 1.8063
Volume 1: 2888
Volume avg 5: 1927.4
Momentum 5: 2.826899

Cross Exchange

Mid avg: 1.6456
Mid median: 1.6530575
Price deviation %: 0.349417
Spread %: 1.878646

Funding / OI / Volume

Funding rate: -0.002583
Funding delta: 0
Funding abs: 0.002583
Funding pressure: 0.002583
Open interest: -
Volume 24h: 4517675
Quote volume 24h: 77366826.6936
Price change 24h %: -2.53

Quality

Capture latency ms: 4717
Order book timestamp: 2026-06-30 04:50:56.306000+02:00
Ticker timestamp: 2026-06-30 04:50:53.775000+02:00
Trades timestamp: 2026-06-30 04:50:56.373000+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: 18721
gate: 18721
htx: 18588
mexc: 18718

By Symbol

VELVET/USDT:USDT: 74748

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.