ML Training | FuturesML

Dataset Training Mode

Collect feature snapshots, label future movement, and train an offline baseline model.

idle

Last runner error: mexc {"code":10072,"msg":"Api key info invalid"}; kucoinfutures fetchOrderBook() limit argument must be 20 or 100

Dataset Stats

Current feature and label inventory.

Total feature snapshots: 62250
Total labels: 186750
Pending labels: 90
Eligible pending labels: 90
Labeled snapshots: 186660
Labels with advanced TP/SL: 186660
Incomplete advanced labels: 0
Avg long MFE 30s: 0.000924
Avg long MAE 30s: 0.000924
Avg short MFE 30s: 0.087412
Avg short MAE 30s: 0.087412
Long labels: 44198
Short labels: 43758
Flat labels: 98704
Latest snapshot: 2026-09-22 11:02:07.267286+02:00
Recent trades snapshots: 62240
Micro candles: 1244800
Avg data quality: 76.9935421686746988
Latest latency: 11463 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 10 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:45:52.661333+02:00	gate	VELVET/USDT:USDT	0.05907	68	10975 ms	10s short -0.160826 30s short -0.160826 60s short -0.160826	advanced ready
2026-09-22 10:45:41.559853+02:00	binance	VELVET/USDT:USDT	0.059125	80	6392 ms	10s short -0.17759 30s short -0.17759 60s short -0.17759	advanced ready
2026-09-22 10:45:34.731342+02:00	htx	VELVET/USDT:USDT	0.059175	80	7195 ms	10s short -0.16899 30s short -0.16899 60s short -0.16899	advanced ready
2026-09-22 10:45:21.264424+02:00	gate	VELVET/USDT:USDT	0.059125	68	13052 ms	10s short -0.093023 30s short -0.093023 60s short -0.093023	advanced ready
2026-09-22 10:45:08.036511+02:00	binance	VELVET/USDT:USDT	0.05912	80	7768 ms	10s flat 0.008457 30s flat 0.008457 60s flat 0.008457	advanced ready
2026-09-22 10:44:59.863111+02:00	htx	VELVET/USDT:USDT	0.0592	80	5918 ms	10s flat -0.04223 30s flat -0.04223 60s flat -0.04223	advanced ready
2026-09-22 10:44:48.037833+02:00	gate	VELVET/USDT:USDT	0.059135	68	11284 ms	10s flat -0.01691 30s flat -0.01691 60s flat -0.01691	advanced ready
2026-09-22 10:44:36.598716+02:00	binance	VELVET/USDT:USDT	0.059155	80	6457 ms	10s short -0.059167 30s short -0.059167 60s short -0.059167	advanced ready
2026-09-22 10:44:29.749190+02:00	htx	VELVET/USDT:USDT	0.05938	80	5985 ms	10s short -0.303132 30s short -0.303132 60s short -0.303132	advanced ready
2026-09-22 10:44:17.751555+02:00	gate	VELVET/USDT:USDT	0.059115	68	11095 ms	10s flat 0.033832 30s flat 0.033832 60s flat 0.033832	advanced ready

Price

Best bid: 0.05903
Best ask: 0.05911
Spread: 0.00008
Spread %: 0.135433
Mid price: 0.05907
Last price: 0.05907
Mark price: 0.05903
Index price: 0.059028

Order Book

Bid depth 5: 64
Ask depth 5: 165
Bid depth 10: 192
Ask depth 10: 309
Bid depth 20: 410
Ask depth 20: 861
Imbalance 5: -0.441048
Imbalance 10: -0.233533
Imbalance 20: -0.354839
Top bid size: 4
Top ask size: 41
Bid wall score: 0.009756
Ask wall score: 0.047619

Dynamics

Bid depth 5 delta: -12
Ask depth 5 delta: 25
Imbalance 5 delta: -0.144752
Bid depth 10 delta: -3
Ask depth 10 delta: 45
Imbalance 10 delta: -0.083206
Spread delta: -0.00003
Mid price delta: -0.000055
Wall shift score: -0.005007

Tape

Buy volume: 164
Sell volume: 162
Buy/sell delta: 2
Buy/sell ratio: 1.012346
Avg trade size: 3.26
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.236606
Return 3: -0.287162
Volume 1: 71
Volume avg 5: 89.4
Momentum 5: -0.135341

Cross Exchange

Mid avg: 0.05914167
Mid median: 0.059125
Price deviation %: -0.121178
Spread %: 0.084543

Funding / OI / Volume

Funding rate: 0.000075
Funding delta: 0
Funding abs: 0.000075
Funding pressure: 0.000075
Open interest: -
Volume 24h: 15690400
Quote volume 24h: 935931
Price change 24h %: 0.25

Quality

Capture latency ms: 10975
Order book timestamp: 2026-09-22 10:45:51+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.751000+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	short	-0.160826	-0.160826	-0.160826	0.160826	0.160826	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.160826	0.160826	0.160826	0.160826	-0.160826	0.160826	yes
30s	short	-0.160826	-0.160826	-0.160826	0.160826	0.160826	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.160826	0.160826	0.160826	0.160826	-0.160826	0.160826	yes
60s	short	-0.160826	-0.160826	-0.160826	0.160826	0.160826	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.160826	0.160826	0.160826	0.160826	-0.160826	0.160826	yes

Price

Best bid: 0.05911
Best ask: 0.05914
Spread: 0.00003
Spread %: 0.05074
Mid price: 0.059125
Last price: 0.05906
Mark price: -
Index price: -

Order Book

Bid depth 5: 6145
Ask depth 5: 23958
Bid depth 10: 22249
Ask depth 10: 98493
Bid depth 20: 104567
Ask depth 20: 221230
Imbalance 5: -0.591735
Imbalance 10: -0.631462
Imbalance 20: -0.358085
Top bid size: 320
Top ask size: 160
Bid wall score: 0.00306
Ask wall score: 0.000723

Dynamics

Bid depth 5 delta: -2175
Ask depth 5 delta: -3556
Imbalance 5 delta: -0.056098
Bid depth 10 delta: -4717
Ask depth 10 delta: 11960
Imbalance 10 delta: -0.106638
Spread delta: 0.00001
Mid price delta: 0.000005
Wall shift score: 0.020125

Tape

Buy volume: 122043
Sell volume: 84135
Buy/sell delta: 37908
Buy/sell ratio: 1.450562
Avg trade size: 2061.78
Large trade count: 6
Largest trade size: 28839

Candle

Return 1: -0.050753
Return 3: -0.219558
Volume 1: 39120
Volume avg 5: 43861.8
Momentum 5: -0.152104

Cross Exchange

Mid avg: 0.05914
Mid median: 0.059125
Price deviation %: -0.025364
Spread %: 0.093

Funding / OI / Volume

Funding rate: 0.00027052
Funding delta: 0
Funding abs: 0.00027052
Funding pressure: 0.00027052
Open interest: 73161010
Volume 24h: 92357221
Quote volume 24h: 5536687.48143
Price change 24h %: 0.068

Quality

Capture latency ms: 6392
Order book timestamp: 2026-09-22 10:45:39.388000+02:00
Ticker timestamp: 2026-09-22 10:45:36.286000+02:00
Trades timestamp: 2026-09-22 10:45:36.287000+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	short	-0.17759	-0.17759	-0.17759	0.17759	0.17759	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.17759	0.17759	0.17759	0.17759	-0.17759	0.17759	yes
30s	short	-0.17759	-0.17759	-0.17759	0.17759	0.17759	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.17759	0.17759	0.17759	0.17759	-0.17759	0.17759	yes
60s	short	-0.17759	-0.17759	-0.17759	0.17759	0.17759	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.17759	0.17759	0.17759	0.17759	-0.17759	0.17759	yes

Price

Best bid: 0.05909
Best ask: 0.05926
Spread: 0.00017
Spread %: 0.287283
Mid price: 0.059175
Last price: 0.05918
Mark price: -
Index price: -

Order Book

Bid depth 5: 11960
Ask depth 5: 207408
Bid depth 10: 302120
Ask depth 10: 270329
Bid depth 20: 1263857
Ask depth 20: 737468
Imbalance 5: -0.890959
Imbalance 10: 0.055535
Imbalance 20: 0.26302
Top bid size: 652
Top ask size: 18098
Bid wall score: 0.000516
Ask wall score: 0.024541

Dynamics

Bid depth 5 delta: -14275
Ask depth 5 delta: 25915
Imbalance 5 delta: -0.143549
Bid depth 10 delta: 68834
Ask depth 10 delta: 15942
Imbalance 10 delta: 0.098804
Spread delta: 0.00009
Mid price delta: -0.000025
Wall shift score: -0.016603

Tape

Buy volume: 5076
Sell volume: 16288
Buy/sell delta: -11212
Buy/sell ratio: 0.31164
Avg trade size: 213.64
Large trade count: 10
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0.067636
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: 0.067636

Cross Exchange

Mid avg: 0.05914833
Mid median: 0.059125
Price deviation %: 0.045084
Spread %: 0.135253

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202858
Volume 24h: 279754
Quote volume 24h: 279754
Price change 24h %: -2.262593

Quality

Capture latency ms: 7195
Order book timestamp: 2026-09-22 10:45:32.946000+02:00
Ticker timestamp: 2026-09-22 10:45:33.348000+02:00
Trades timestamp: 2026-09-22 10:44:40.291000+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	short	-0.16899	-0.16899	-0.16899	0.16899	0.16899	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.16899	0.16899	0.16899	0.16899	-0.16899	0.16899	yes
30s	short	-0.16899	-0.16899	-0.16899	0.16899	0.16899	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.16899	0.16899	0.16899	0.16899	-0.16899	0.16899	yes
60s	short	-0.16899	-0.16899	-0.16899	0.16899	0.16899	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.16899	0.16899	0.16899	0.16899	-0.16899	0.16899	yes

Price

Best bid: 0.05907
Best ask: 0.05918
Spread: 0.00011
Spread %: 0.186047
Mid price: 0.059125
Last price: 0.05909
Mark price: 0.05909
Index price: 0.059025

Order Book

Bid depth 5: 76
Ask depth 5: 140
Bid depth 10: 195
Ask depth 10: 264
Bid depth 20: 430
Ask depth 20: 719
Imbalance 5: -0.296296
Imbalance 10: -0.150327
Imbalance 20: -0.251523
Top bid size: 8
Top ask size: 37
Bid wall score: 0.018605
Ask wall score: 0.05146

Dynamics

Bid depth 5 delta: 9
Ask depth 5 delta: 37
Imbalance 5 delta: -0.084532
Bid depth 10 delta: 9
Ask depth 10 delta: 33
Imbalance 10 delta: -0.042413
Spread delta: 0.00002
Mid price delta: -0.00001
Wall shift score: -0.004833

Tape

Buy volume: 165
Sell volume: 180
Buy/sell delta: -15
Buy/sell ratio: 0.916667
Avg trade size: 3.45
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.135204
Return 3: -0.185811
Volume 1: 27
Volume avg 5: 80.6
Momentum 5: -0.033835

Cross Exchange

Mid avg: 0.05915167
Mid median: 0.059135
Price deviation %: -0.045082
Spread %: 0.135246

Funding / OI / Volume

Funding rate: 0.000075
Funding delta: -0.000015
Funding abs: 0.000075
Funding pressure: 0.00009
Open interest: -
Volume 24h: 15686700
Quote volume 24h: 935712
Price change 24h %: 0.29

Quality

Capture latency ms: 13052
Order book timestamp: 2026-09-22 10:45:19+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.719000+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	short	-0.093023	-0.093023	-0.093023	0.093023	0.093023	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.093023	0.093023	0.093023	0.093023	-0.093023	0.093023	yes
30s	short	-0.093023	-0.093023	-0.093023	0.093023	0.093023	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.093023	0.093023	0.093023	0.093023	-0.093023	0.093023	yes
60s	short	-0.093023	-0.093023	-0.093023	0.093023	0.093023	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.093023	0.093023	0.093023	0.093023	-0.093023	0.093023	yes

Price

Best bid: 0.05911
Best ask: 0.05913
Spread: 0.00002
Spread %: 0.033829
Mid price: 0.05912
Last price: 0.05912
Mark price: -
Index price: -

Order Book

Bid depth 5: 8320
Ask depth 5: 27514
Bid depth 10: 26966
Ask depth 10: 86533
Bid depth 20: 136417
Ask depth 20: 217573
Imbalance 5: -0.535637
Imbalance 10: -0.524824
Imbalance 20: -0.229261
Top bid size: 1052
Top ask size: 5548
Bid wall score: 0.007712
Ask wall score: 0.025499

Dynamics

Bid depth 5 delta: 4185
Ask depth 5 delta: 23659
Imbalance 5 delta: -0.57068
Bid depth 10 delta: 5017
Ask depth 10 delta: 39394
Imbalance 10 delta: -0.160217
Spread delta: 0.00001
Mid price delta: -0.000035
Wall shift score: -0.034849

Tape

Buy volume: 99269
Sell volume: 81240
Buy/sell delta: 18029
Buy/sell ratio: 1.221923
Avg trade size: 1805.09
Large trade count: 10
Largest trade size: 28839

Candle

Return 1: 0.033835
Return 3: -0.135112
Volume 1: 225
Volume avg 5: 36082.8
Momentum 5: -0.067602

Cross Exchange

Mid avg: 0.05916333
Mid median: 0.059155
Price deviation %: -0.073244
Spread %: 0.109865

Funding / OI / Volume

Funding rate: 0.00027052
Funding delta: -0.00000077
Funding abs: 0.00027052
Funding pressure: 0.00027129
Open interest: 73163317
Volume 24h: 92474586
Quote volume 24h: 5543617.49425
Price change 24h %: 0.085

Quality

Capture latency ms: 7768
Order book timestamp: 2026-09-22 10:45:05.634000+02:00
Ticker timestamp: 2026-09-22 10:44:59.231000+02:00
Trades timestamp: 2026-09-22 10:45:04.280000+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	flat	0.008457	0.008457	0.008457	0.008457	0.008457	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008457	0.008457	0.008457	0.008457	0.008457	-0.008457	yes
30s	flat	0.008457	0.008457	0.008457	0.008457	0.008457	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008457	0.008457	0.008457	0.008457	0.008457	-0.008457	yes
60s	flat	0.008457	0.008457	0.008457	0.008457	0.008457	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008457	0.008457	0.008457	0.008457	0.008457	-0.008457	yes

Price

Best bid: 0.05916
Best ask: 0.05924
Spread: 0.00008
Spread %: 0.135135
Mid price: 0.0592
Last price: 0.05918
Mark price: -
Index price: -

Order Book

Bid depth 5: 26235
Ask depth 5: 181493
Bid depth 10: 233286
Ask depth 10: 254387
Bid depth 20: 1373752
Ask depth 20: 553523
Imbalance 5: -0.74741
Imbalance 10: -0.043269
Imbalance 20: 0.42559
Top bid size: 652
Top ask size: 4371
Bid wall score: 0.000475
Ask wall score: 0.007897

Dynamics

Bid depth 5 delta: 16219
Ask depth 5 delta: 135956
Imbalance 5 delta: -0.108003
Bid depth 10 delta: 177162
Ask depth 10 delta: 179061
Imbalance 10 delta: 0.10281
Spread delta: -0.00036
Mid price delta: -0.00018
Wall shift score: 0.011652

Tape

Buy volume: 5076
Sell volume: 16288
Buy/sell delta: -11212
Buy/sell ratio: 0.31164
Avg trade size: 213.64
Large trade count: 10
Largest trade size: 6554

Candle

Return 1: 0.067636
Return 3: 0.067636
Volume 1: 6
Volume avg 5: 2.4
Momentum 5: -0.067545

Cross Exchange

Mid avg: 0.05922333
Mid median: 0.059155
Price deviation %: -0.039399
Spread %: 0.413688

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202858
Volume 24h: 279754
Quote volume 24h: 279754
Price change 24h %: -2.262593

Quality

Capture latency ms: 5918
Order book timestamp: 2026-09-22 10:44:57.682000+02:00
Ticker timestamp: 2026-09-22 10:44:58.169000+02:00
Trades timestamp: 2026-09-22 10:44:40.291000+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	flat	-0.04223	-0.04223	-0.04223	0.04223	0.04223	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.04223	0.04223	0.04223	0.04223	-0.04223	0.04223	yes
30s	flat	-0.04223	-0.04223	-0.04223	0.04223	0.04223	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.04223	0.04223	0.04223	0.04223	-0.04223	0.04223	yes
60s	flat	-0.04223	-0.04223	-0.04223	0.04223	0.04223	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.04223	0.04223	0.04223	0.04223	-0.04223	0.04223	yes

Price

Best bid: 0.05909
Best ask: 0.05918
Spread: 0.00009
Spread %: 0.152194
Mid price: 0.059135
Last price: 0.05917
Mark price: 0.05914
Index price: 0.059045

Order Book

Bid depth 5: 67
Ask depth 5: 103
Bid depth 10: 186
Ask depth 10: 231
Bid depth 20: 421
Ask depth 20: 686
Imbalance 5: -0.211765
Imbalance 10: -0.107914
Imbalance 20: -0.239386
Top bid size: 6
Top ask size: 29
Bid wall score: 0.014252
Ask wall score: 0.042274

Dynamics

Bid depth 5 delta: -72
Ask depth 5 delta: -59
Imbalance 5 delta: -0.135353
Bid depth 10 delta: -64
Ask depth 10 delta: -55
Imbalance 10 delta: -0.040749
Spread delta: -0.00004
Mid price delta: 0.00002
Wall shift score: 0.009021

Tape

Buy volume: 177
Sell volume: 179
Buy/sell delta: -2
Buy/sell ratio: 0.988827
Avg trade size: 3.56
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0.033812
Return 3: -0.118163
Volume 1: 66
Volume avg 5: 116
Momentum 5: 0.169291

Cross Exchange

Mid avg: 0.05921667
Mid median: 0.059155
Price deviation %: -0.137912
Spread %: 0.447509

Funding / OI / Volume

Funding rate: 0.00009
Funding delta: 0
Funding abs: 0.00009
Funding pressure: 0.00009
Open interest: -
Volume 24h: 15684500
Quote volume 24h: 935582
Price change 24h %: 0.46

Quality

Capture latency ms: 11284
Order book timestamp: 2026-09-22 10:44:46+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.683000+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	flat	-0.01691	-0.01691	-0.01691	0.01691	0.01691	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.01691	0.01691	0.01691	0.01691	-0.01691	0.01691	yes
30s	flat	-0.01691	-0.01691	-0.01691	0.01691	0.01691	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.01691	0.01691	0.01691	0.01691	-0.01691	0.01691	yes
60s	flat	-0.01691	-0.01691	-0.01691	0.01691	0.01691	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.01691	0.01691	0.01691	0.01691	-0.01691	0.01691	yes

Price

Best bid: 0.05915
Best ask: 0.05916
Spread: 0.00001
Spread %: 0.016905
Mid price: 0.059155
Last price: 0.05917
Mark price: -
Index price: -

Order Book

Bid depth 5: 4135
Ask depth 5: 3855
Bid depth 10: 21949
Ask depth 10: 47139
Bid depth 20: 80090
Ask depth 20: 153855
Imbalance 5: 0.035044
Imbalance 10: -0.364607
Imbalance 20: -0.315309
Top bid size: 1533
Top ask size: 320
Bid wall score: 0.019141
Ask wall score: 0.00208

Dynamics

Bid depth 5 delta: -3295
Ask depth 5 delta: -5404
Imbalance 5 delta: 0.144637
Bid depth 10 delta: 5365
Ask depth 10 delta: -16353
Imbalance 10 delta: 0.221186
Spread delta: -0.00001
Mid price delta: -0.000015
Wall shift score: 0.015589

Tape

Buy volume: 87859
Sell volume: 90098
Buy/sell delta: -2239
Buy/sell ratio: 0.975149
Avg trade size: 1779.57
Large trade count: 11
Largest trade size: 28839

Candle

Return 1: -0.016898
Return 3: -0.135021
Volume 1: 20766
Volume avg 5: 63354
Momentum 5: 0.135387

Cross Exchange

Mid avg: 0.05922167
Mid median: 0.05917
Price deviation %: -0.112571
Spread %: 0.447471

Funding / OI / Volume

Funding rate: 0.00027129
Funding delta: 0
Funding abs: 0.00027129
Funding pressure: 0.00027129
Open interest: 73168700
Volume 24h: 92457856
Quote volume 24h: 5542627.90254
Price change 24h %: 0.169

Quality

Capture latency ms: 6457
Order book timestamp: 2026-09-22 10:44:34.405000+02:00
Ticker timestamp: 2026-09-22 10:44:27.594000+02:00
Trades timestamp: 2026-09-22 10:44:27.594000+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	short	-0.059167	-0.059167	-0.059167	0.059167	0.059167	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.059167	0.059167	0.059167	0.059167	-0.059167	0.059167	yes
30s	short	-0.059167	-0.059167	-0.059167	0.059167	0.059167	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.059167	0.059167	0.059167	0.059167	-0.059167	0.059167	yes
60s	short	-0.059167	-0.059167	-0.059167	0.059167	0.059167	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.059167	0.059167	0.059167	0.059167	-0.059167	0.059167	yes

Price

Best bid: 0.05916
Best ask: 0.0596
Spread: 0.00044
Spread %: 0.74099
Mid price: 0.05938
Last price: 0.05914
Mark price: -
Index price: -

Order Book

Bid depth 5: 10016
Ask depth 5: 45537
Bid depth 10: 56124
Ask depth 10: 75326
Bid depth 20: 98347
Ask depth 20: 98156
Imbalance 5: -0.639407
Imbalance 10: -0.146078
Imbalance 20: 0.000972
Top bid size: 652
Top ask size: 2523
Bid wall score: 0.00663
Ask wall score: 0.025704

Dynamics

Bid depth 5 delta: -13472
Ask depth 5 delta: -95023
Imbalance 5 delta: 0.074237
Bid depth 10 delta: -42272
Ask depth 10 delta: -121002
Imbalance 10 delta: 0.186205
Spread delta: 0.00029
Mid price delta: 0.000145
Wall shift score: -0.019919

Tape

Buy volume: 5076
Sell volume: 16288
Buy/sell delta: -11212
Buy/sell ratio: 0.31164
Avg trade size: 213.64
Large trade count: 10
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: -0.135089

Cross Exchange

Mid avg: 0.05917333
Mid median: 0.05917
Price deviation %: 0.349256
Spread %: 0.202794

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202858
Volume 24h: 279748
Quote volume 24h: 279748
Price change 24h %: -2.328654

Quality

Capture latency ms: 5985
Order book timestamp: 2026-09-22 10:44:27.846000+02:00
Ticker timestamp: 2026-09-22 10:44:28.343000+02:00
Trades timestamp: 2026-09-22 10:40:40.291000+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	short	-0.303132	-0.303132	-0.303132	0.303132	0.303132	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.303132	0.303132	0.303132	0.303132	-0.303132	0.303132	yes
30s	short	-0.303132	-0.303132	-0.303132	0.303132	0.303132	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.303132	0.303132	0.303132	0.303132	-0.303132	0.303132	yes
60s	short	-0.303132	-0.303132	-0.303132	0.303132	0.303132	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.303132	0.303132	0.303132	0.303132	-0.303132	0.303132	yes

Price

Best bid: 0.05905
Best ask: 0.05918
Spread: 0.00013
Spread %: 0.21991
Mid price: 0.059115
Last price: 0.05914
Mark price: 0.05914
Index price: 0.059055

Order Book

Bid depth 5: 139
Ask depth 5: 162
Bid depth 10: 250
Ask depth 10: 286
Bid depth 20: 485
Ask depth 20: 769
Imbalance 5: -0.076412
Imbalance 10: -0.067164
Imbalance 20: -0.226475
Top bid size: 6
Top ask size: 38
Bid wall score: 0.012371
Ask wall score: 0.049415

Dynamics

Bid depth 5 delta: 32
Ask depth 5 delta: -191
Imbalance 5 delta: 0.458371
Bid depth 10 delta: 15
Ask depth 10 delta: -191
Imbalance 10 delta: 0.272723
Spread delta: 0
Mid price delta: -0.00004
Wall shift score: -0.016984

Tape

Buy volume: 154
Sell volume: 208
Buy/sell delta: -54
Buy/sell ratio: 0.740385
Avg trade size: 3.62
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.016906
Return 3: -0.168805
Volume 1: 25
Volume avg 5: 107.8
Momentum 5: 0.118503

Cross Exchange

Mid avg: 0.05918667
Mid median: 0.05917
Price deviation %: -0.121086
Spread %: 0.135166

Funding / OI / Volume

Funding rate: 0.00009
Funding delta: 0
Funding abs: 0.00009
Funding pressure: 0.00009
Open interest: -
Volume 24h: 15679500
Quote volume 24h: 935286
Price change 24h %: 0.41

Quality

Capture latency ms: 11095
Order book timestamp: 2026-09-22 10:44:16+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.653000+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	flat	0.033832	0.033832	0.033832	0.033832	0.033832	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033832	0.033832	0.033832	0.033832	0.033832	-0.033832	yes
30s	flat	0.033832	0.033832	0.033832	0.033832	0.033832	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033832	0.033832	0.033832	0.033832	0.033832	-0.033832	yes
60s	flat	0.033832	0.033832	0.033832	0.033832	0.033832	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033832	0.033832	0.033832	0.033832	0.033832	-0.033832	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 20803
gate: 20805
htx: 20642

By Symbol

VELVET/USDT:USDT: 62250

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.