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 11 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:44:06.513530+02:00	binance	VELVET/USDT:USDT	0.05917	80	7051 ms	10s flat -0.025351 30s flat -0.025351 60s flat -0.025351	advanced ready
2026-09-22 10:43:58.995750+02:00	htx	VELVET/USDT:USDT	0.059235	80	5335 ms	10s long 0.244788 30s long 0.244788 60s long 0.244788	advanced ready
2026-09-22 10:43:47.770758+02:00	gate	VELVET/USDT:USDT	0.059155	68	13073 ms	10s short -0.067619 30s short -0.067619 60s short -0.067619	advanced ready
2026-09-22 10:43:34.541204+02:00	binance	VELVET/USDT:USDT	0.05929	80	6311 ms	10s short -0.202395 30s short -0.202395 60s short -0.202395	advanced ready
2026-09-22 10:43:27.830156+02:00	htx	VELVET/USDT:USDT	0.05929	80	7162 ms	10s short -0.092764 30s short -0.092764 60s short -0.092764	advanced ready
2026-09-22 10:43:14.743376+02:00	gate	VELVET/USDT:USDT	0.059145	68	11357 ms	10s flat 0.016908 30s flat 0.016908 60s flat 0.016908	advanced ready
2026-09-22 10:43:03.237244+02:00	binance	VELVET/USDT:USDT	0.059215	80	6793 ms	10s long 0.126657 30s long 0.126657 60s long 0.126657	advanced ready
2026-09-22 10:42:56.035246+02:00	htx	VELVET/USDT:USDT	0.05925	80	6484 ms	10s long 0.067511 30s long 0.067511 60s long 0.067511	advanced ready
2026-09-22 10:42:43.485412+02:00	gate	VELVET/USDT:USDT	0.05918	68	10678 ms	10s short -0.059142 30s short -0.059142 60s short -0.059142	advanced ready
2026-09-22 10:42:32.655215+02:00	binance	VELVET/USDT:USDT	0.059235	80	6571 ms	10s flat -0.033764 30s flat -0.033764 60s flat -0.033764	advanced ready

Price

Best bid: 0.05916
Best ask: 0.05918
Spread: 0.00002
Spread %: 0.033801
Mid price: 0.05917
Last price: 0.05919
Mark price: -
Index price: -

Order Book

Bid depth 5: 7430
Ask depth 5: 9259
Bid depth 10: 16584
Ask depth 10: 63492
Bid depth 20: 128943
Ask depth 20: 158401
Imbalance 5: -0.109593
Imbalance 10: -0.585793
Imbalance 20: -0.102518
Top bid size: 320
Top ask size: 160
Bid wall score: 0.002482
Ask wall score: 0.00101

Dynamics

Bid depth 5 delta: -35
Ask depth 5 delta: -13132
Imbalance 5 delta: 0.39034
Bid depth 10 delta: -9352
Ask depth 10 delta: -17946
Imbalance 10 delta: -0.06889
Spread delta: 0
Mid price delta: -0.00012
Wall shift score: -0.002757

Tape

Buy volume: 77544
Sell volume: 92304
Buy/sell delta: -14760
Buy/sell ratio: 0.840094
Avg trade size: 1698.48
Large trade count: 11
Largest trade size: 28839

Candle

Return 1: -0.050667
Return 3: 0.0169
Volume 1: 61690
Volume avg 5: 65673.2
Momentum 5: 0.067636

Cross Exchange

Mid avg: 0.05922667
Mid median: 0.059235
Price deviation %: -0.095678
Spread %: 0.227938

Funding / OI / Volume

Funding rate: 0.00027129
Funding delta: 0.00000563
Funding abs: 0.00027129
Funding pressure: 0.00027692
Open interest: 73171117
Volume 24h: 92437707
Quote volume 24h: 5541436.04118
Price change 24h %: 0.203

Quality

Capture latency ms: 7051
Order book timestamp: 2026-09-22 10:44:04.347000+02:00
Ticker timestamp: 2026-09-22 10:44:03.818000+02:00
Trades timestamp: 2026-09-22 10:44:05.340000+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	-0.025351	-0.025351	-0.025351	0.025351	0.025351	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025351	0.025351	0.025351	0.025351	-0.025351	0.025351	yes
30s	flat	-0.025351	-0.025351	-0.025351	0.025351	0.025351	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025351	0.025351	0.025351	0.025351	-0.025351	0.025351	yes
60s	flat	-0.025351	-0.025351	-0.025351	0.025351	0.025351	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025351	0.025351	0.025351	0.025351	-0.025351	0.025351	yes

Price

Best bid: 0.05916
Best ask: 0.05931
Spread: 0.00015
Spread %: 0.253229
Mid price: 0.059235
Last price: 0.05914
Mark price: -
Index price: -

Order Book

Bid depth 5: 23488
Ask depth 5: 140560
Bid depth 10: 98396
Ask depth 10: 196328
Bid depth 20: 434014
Ask depth 20: 527667
Imbalance 5: -0.713645
Imbalance 10: -0.332284
Imbalance 20: -0.097385
Top bid size: 652
Top ask size: 347
Bid wall score: 0.001502
Ask wall score: 0.000658

Dynamics

Bid depth 5 delta: -79925
Ask depth 5 delta: 13723
Imbalance 5 delta: -0.611912
Bid depth 10 delta: -53906
Ask depth 10 delta: 37724
Imbalance 10 delta: -0.312014
Spread delta: -0.00003
Mid price delta: -0.000055
Wall shift score: 0.001523

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: 0.059245
Mid median: 0.05929
Price deviation %: -0.016879
Spread %: 0.227867

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202858
Volume 24h: 281444
Quote volume 24h: 281444
Price change 24h %: -2.328654

Quality

Capture latency ms: 5335
Order book timestamp: 2026-09-22 10:43:57.246000+02:00
Ticker timestamp: 2026-09-22 10:43:57.682000+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	long	0.244788	0.244788	0.244788	0.244788	0.244788	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.244788	0.244788	0.244788	0.244788	0.244788	-0.244788	yes
30s	long	0.244788	0.244788	0.244788	0.244788	0.244788	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.244788	0.244788	0.244788	0.244788	0.244788	-0.244788	yes
60s	long	0.244788	0.244788	0.244788	0.244788	0.244788	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.244788	0.244788	0.244788	0.244788	0.244788	-0.244788	yes

Price

Best bid: 0.05909
Best ask: 0.05922
Spread: 0.00013
Spread %: 0.219762
Mid price: 0.059155
Last price: 0.05917
Mark price: 0.05917
Index price: 0.059075

Order Book

Bid depth 5: 107
Ask depth 5: 353
Bid depth 10: 235
Ask depth 10: 477
Bid depth 20: 457
Ask depth 20: 772
Imbalance 5: -0.534783
Imbalance 10: -0.339888
Imbalance 20: -0.256306
Top bid size: 8
Top ask size: 29
Bid wall score: 0.017505
Ask wall score: 0.037565

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 229
Imbalance 5 delta: -0.46119
Bid depth 10 delta: 0
Ask depth 10 delta: 242
Imbalance 10 delta: -0.339888
Spread delta: 0.00002
Mid price delta: 0.00001
Wall shift score: -0.027058

Tape

Buy volume: 167
Sell volume: 207
Buy/sell delta: -40
Buy/sell ratio: 0.806763
Avg trade size: 3.74
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.050676
Return 3: 0.101506
Volume 1: 79
Volume avg 5: 116.6
Momentum 5: 0.118443

Cross Exchange

Mid avg: 0.05924167
Mid median: 0.05929
Price deviation %: -0.146293
Spread %: 0.24476

Funding / OI / Volume

Funding rate: 0.00009
Funding delta: 0
Funding abs: 0.00009
Funding pressure: 0.00009
Open interest: -
Volume 24h: 15676100
Quote volume 24h: 935085
Price change 24h %: 0.36

Quality

Capture latency ms: 13073
Order book timestamp: 2026-09-22 10:43:46+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.623000+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	-0.067619	-0.067619	-0.067619	0.067619	0.067619	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.067619	0.067619	0.067619	0.067619	-0.067619	0.067619	yes
30s	short	-0.067619	-0.067619	-0.067619	0.067619	0.067619	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.067619	0.067619	0.067619	0.067619	-0.067619	0.067619	yes
60s	short	-0.067619	-0.067619	-0.067619	0.067619	0.067619	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.067619	0.067619	0.067619	0.067619	-0.067619	0.067619	yes

Price

Best bid: 0.05928
Best ask: 0.0593
Spread: 0.00002
Spread %: 0.033733
Mid price: 0.05929
Last price: 0.05929
Mark price: -
Index price: -

Order Book

Bid depth 5: 7465
Ask depth 5: 22391
Bid depth 10: 25936
Ask depth 10: 81438
Bid depth 20: 204214
Ask depth 20: 161916
Imbalance 5: -0.499933
Imbalance 10: -0.516904
Imbalance 20: 0.115527
Top bid size: 1889
Top ask size: 813
Bid wall score: 0.00925
Ask wall score: 0.005021

Dynamics

Bid depth 5 delta: -6489
Ask depth 5 delta: -3802
Imbalance 5 delta: -0.195078
Bid depth 10 delta: -27232
Ask depth 10 delta: -4238
Imbalance 10 delta: -0.28277
Spread delta: 0.00001
Mid price delta: 0.000075
Wall shift score: 0.028965

Tape

Buy volume: 196894
Sell volume: 56110
Buy/sell delta: 140784
Buy/sell ratio: 3.509071
Avg trade size: 2530.04
Large trade count: 5
Largest trade size: 72542

Candle

Return 1: 0.135112
Return 3: 0.202805
Volume 1: 21082
Volume avg 5: 57551.6
Momentum 5: 0.253635

Cross Exchange

Mid avg: 0.05921667
Mid median: 0.059215
Price deviation %: 0.123839
Spread %: 0.244863

Funding / OI / Volume

Funding rate: 0.00026566
Funding delta: 0
Funding abs: 0.00026566
Funding pressure: 0.00026566
Open interest: 73200188
Volume 24h: 92488756
Quote volume 24h: 5544447.62417
Price change 24h %: 0.321

Quality

Capture latency ms: 6311
Order book timestamp: 2026-09-22 10:43:32.293000+02:00
Ticker timestamp: 2026-09-22 10:43:25.560000+02:00
Trades timestamp: 2026-09-22 10:43:25.560000+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	short	-0.202395	-0.202395	-0.202395	0.202395	0.202395	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.202395	0.202395	0.202395	0.202395	-0.202395	0.202395	yes
30s	short	-0.202395	-0.202395	-0.202395	0.202395	0.202395	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.202395	0.202395	0.202395	0.202395	-0.202395	0.202395	yes
60s	short	-0.202395	-0.202395	-0.202395	0.202395	0.202395	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.202395	0.202395	0.202395	0.202395	-0.202395	0.202395	yes

Price

Best bid: 0.0592
Best ask: 0.05938
Spread: 0.00018
Spread %: 0.303593
Mid price: 0.05929
Last price: 0.05914
Mark price: -
Index price: -

Order Book

Bid depth 5: 103413
Ask depth 5: 126837
Bid depth 10: 152302
Ask depth 10: 158604
Bid depth 20: 438854
Ask depth 20: 489822
Imbalance 5: -0.101733
Imbalance 10: -0.02027
Imbalance 20: -0.054882
Top bid size: 1600
Top ask size: 2118
Bid wall score: 0.003646
Ask wall score: 0.004324

Dynamics

Bid depth 5 delta: 84173
Ask depth 5 delta: -72698
Imbalance 5 delta: 0.722379
Bid depth 10 delta: 46742
Ask depth 10 delta: -95739
Imbalance 10 delta: 0.393128
Spread delta: 0.00004
Mid price delta: 0.00004
Wall shift score: 0.005616

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: 0.05920333
Mid median: 0.059215
Price deviation %: 0.146388
Spread %: 0.177355

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202858
Volume 24h: 281444
Quote volume 24h: 281444
Price change 24h %: -2.328654

Quality

Capture latency ms: 7162
Order book timestamp: 2026-09-22 10:43:24.882000+02:00
Ticker timestamp: 2026-09-22 10:43:26.337000+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	-0.092764	-0.092764	-0.092764	0.092764	0.092764	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.092764	0.092764	0.092764	0.092764	-0.092764	0.092764	yes
30s	short	-0.092764	-0.092764	-0.092764	0.092764	0.092764	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.092764	0.092764	0.092764	0.092764	-0.092764	0.092764	yes
60s	short	-0.092764	-0.092764	-0.092764	0.092764	0.092764	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.092764	0.092764	0.092764	0.092764	-0.092764	0.092764	yes

Price

Best bid: 0.05909
Best ask: 0.0592
Spread: 0.00011
Spread %: 0.185984
Mid price: 0.059145
Last price: 0.05918
Mark price: 0.05916
Index price: 0.059073

Order Book

Bid depth 5: 107
Ask depth 5: 124
Bid depth 10: 235
Ask depth 10: 235
Bid depth 20: 449
Ask depth 20: 647
Imbalance 5: -0.073593
Imbalance 10: 0
Imbalance 20: -0.180657
Top bid size: 8
Top ask size: 7
Bid wall score: 0.017817
Ask wall score: 0.010819

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -14
Imbalance 5 delta: 0.048358
Bid depth 10 delta: -1
Ask depth 10 delta: -13
Imbalance 10 delta: 0.024793
Spread delta: 0.00001
Mid price delta: -0.000035
Wall shift score: 0.001801

Tape

Buy volume: 256
Sell volume: 176
Buy/sell delta: 80
Buy/sell ratio: 1.454545
Avg trade size: 4.32
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.118243
Return 3: 0.033835
Volume 1: 18
Volume avg 5: 104.4
Momentum 5: 0.050761

Cross Exchange

Mid avg: 0.059215
Mid median: 0.059215
Price deviation %: -0.118213
Spread %: 0.118213

Funding / OI / Volume

Funding rate: 0.00009
Funding delta: 0.000002
Funding abs: 0.00009
Funding pressure: 0.000092
Open interest: -
Volume 24h: 15669500
Quote volume 24h: 934694
Price change 24h %: 0.37

Quality

Capture latency ms: 11357
Order book timestamp: 2026-09-22 10:43:13+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.593000+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	0.016908	0.016908	0.016908	0.016908	0.016908	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016908	0.016908	0.016908	0.016908	0.016908	-0.016908	yes
30s	flat	0.016908	0.016908	0.016908	0.016908	0.016908	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016908	0.016908	0.016908	0.016908	0.016908	-0.016908	yes
60s	flat	0.016908	0.016908	0.016908	0.016908	0.016908	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016908	0.016908	0.016908	0.016908	0.016908	-0.016908	yes

Price

Best bid: 0.05921
Best ask: 0.05922
Spread: 0.00001
Spread %: 0.016888
Mid price: 0.059215
Last price: 0.05921
Mark price: -
Index price: -

Order Book

Bid depth 5: 13954
Ask depth 5: 26193
Bid depth 10: 53168
Ask depth 10: 85676
Bid depth 20: 109601
Ask depth 20: 182330
Imbalance 5: -0.304855
Imbalance 10: -0.234133
Imbalance 20: -0.249131
Top bid size: 812
Top ask size: 5861
Bid wall score: 0.007409
Ask wall score: 0.032145

Dynamics

Bid depth 5 delta: 8149
Ask depth 5 delta: 5858
Imbalance 5 delta: 0.250998
Bid depth 10 delta: 3366
Ask depth 10 delta: 24896
Imbalance 10 delta: -0.134859
Spread delta: -0.00002
Mid price delta: -0.00002
Wall shift score: -0.02579

Tape

Buy volume: 178454
Sell volume: 69192
Buy/sell delta: 109262
Buy/sell ratio: 2.579113
Avg trade size: 2476.46
Large trade count: 5
Largest trade size: 72542

Candle

Return 1: -0.067511
Return 3: 0.20308
Volume 1: 16728
Volume avg 5: 58698.4
Momentum 5: 0.101437

Cross Exchange

Mid avg: 0.05922167
Mid median: 0.059235
Price deviation %: -0.011257
Spread %: 0.1182

Funding / OI / Volume

Funding rate: 0.00026566
Funding delta: 0
Funding abs: 0.00026566
Funding pressure: 0.00026566
Open interest: 73192330
Volume 24h: 92889006
Quote volume 24h: 5568117.82007
Price change 24h %: 0.305

Quality

Capture latency ms: 6793
Order book timestamp: 2026-09-22 10:43:00.976000+02:00
Ticker timestamp: 2026-09-22 10:42:56.847000+02:00
Trades timestamp: 2026-09-22 10:42:56.847000+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	long	0.126657	0.126657	0.126657	0.126657	0.126657	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.126657	0.126657	0.126657	0.126657	0.126657	-0.126657	yes
30s	long	0.126657	0.126657	0.126657	0.126657	0.126657	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.126657	0.126657	0.126657	0.126657	0.126657	-0.126657	yes
60s	long	0.126657	0.126657	0.126657	0.126657	0.126657	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.126657	0.126657	0.126657	0.126657	0.126657	-0.126657	yes

Price

Best bid: 0.05918
Best ask: 0.05932
Spread: 0.00014
Spread %: 0.236287
Mid price: 0.05925
Last price: 0.05914
Mark price: -
Index price: -

Order Book

Bid depth 5: 19240
Ask depth 5: 199535
Bid depth 10: 105560
Ask depth 10: 254343
Bid depth 20: 462633
Ask depth 20: 737155
Imbalance 5: -0.824112
Imbalance 10: -0.413397
Imbalance 20: -0.228809
Top bid size: 320
Top ask size: 5150
Bid wall score: 0.000692
Ask wall score: 0.006986

Dynamics

Bid depth 5 delta: -6639
Ask depth 5 delta: 40377
Imbalance 5 delta: -0.103829
Bid depth 10 delta: -32016
Ask depth 10 delta: 74482
Imbalance 10 delta: -0.28019
Spread delta: 0.00004
Mid price delta: -0.00001
Wall shift score: 0.001441

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

Cross Exchange

Mid avg: 0.059225
Mid median: 0.059235
Price deviation %: 0.042212
Spread %: 0.135078

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202858
Volume 24h: 281444
Quote volume 24h: 281444
Price change 24h %: -2.328654

Quality

Capture latency ms: 6484
Order book timestamp: 2026-09-22 10:42:52.682000+02:00
Ticker timestamp: 2026-09-22 10:42:53.993000+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	long	0.067511	0.067511	0.067511	0.067511	0.067511	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.067511	0.067511	0.067511	0.067511	0.067511	-0.067511	yes
30s	long	0.067511	0.067511	0.067511	0.067511	0.067511	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.067511	0.067511	0.067511	0.067511	0.067511	-0.067511	yes
60s	long	0.067511	0.067511	0.067511	0.067511	0.067511	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.067511	0.067511	0.067511	0.067511	0.067511	-0.067511	yes

Price

Best bid: 0.05913
Best ask: 0.05923
Spread: 0.0001
Spread %: 0.168976
Mid price: 0.05918
Last price: 0.05918
Mark price: 0.05914
Index price: 0.05906

Order Book

Bid depth 5: 108
Ask depth 5: 138
Bid depth 10: 236
Ask depth 10: 248
Bid depth 20: 458
Ask depth 20: 652
Imbalance 5: -0.121951
Imbalance 10: -0.024793
Imbalance 20: -0.174775
Top bid size: 8
Top ask size: 8
Bid wall score: 0.017467
Ask wall score: 0.01227

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 4
Imbalance 5 delta: -0.009918
Bid depth 10 delta: 1
Ask depth 10 delta: -5
Imbalance 10 delta: 0.012092
Spread delta: -0.00002
Mid price delta: -0.00002
Wall shift score: -0.01073

Tape

Buy volume: 240
Sell volume: 195
Buy/sell delta: 45
Buy/sell ratio: 1.230769
Avg trade size: 4.35
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.101283
Return 3: 0.18622
Volume 1: 66
Volume avg 5: 113.4
Momentum 5: 0.15231

Cross Exchange

Mid avg: 0.05923167
Mid median: 0.059235
Price deviation %: -0.087228
Spread %: 0.101297

Funding / OI / Volume

Funding rate: 0.000088
Funding delta: 0
Funding abs: 0.000088
Funding pressure: 0.000088
Open interest: -
Volume 24h: 15665600
Quote volume 24h: 934463
Price change 24h %: 0.32

Quality

Capture latency ms: 10678
Order book timestamp: 2026-09-22 10:42:42+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.561000+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	-0.059142	-0.059142	-0.059142	0.059142	0.059142	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.059142	0.059142	0.059142	0.059142	-0.059142	0.059142	yes
30s	short	-0.059142	-0.059142	-0.059142	0.059142	0.059142	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.059142	0.059142	0.059142	0.059142	-0.059142	0.059142	yes
60s	short	-0.059142	-0.059142	-0.059142	0.059142	0.059142	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.059142	0.059142	0.059142	0.059142	-0.059142	0.059142	yes

Price

Best bid: 0.05922
Best ask: 0.05925
Spread: 0.00003
Spread %: 0.050646
Mid price: 0.059235
Last price: 0.05925
Mark price: -
Index price: -

Order Book

Bid depth 5: 5805
Ask depth 5: 20335
Bid depth 10: 49802
Ask depth 10: 60780
Bid depth 20: 111552
Ask depth 20: 176359
Imbalance 5: -0.555853
Imbalance 10: -0.099275
Imbalance 20: -0.225094
Top bid size: 320
Top ask size: 320
Bid wall score: 0.002869
Ask wall score: 0.001814

Dynamics

Bid depth 5 delta: 4436
Ask depth 5 delta: 7588
Imbalance 5 delta: 0.250183
Bid depth 10 delta: -12088
Ask depth 10 delta: 7977
Imbalance 10 delta: -0.178504
Spread delta: 0.00002
Mid price delta: -0.00001
Wall shift score: 0.003783

Tape

Buy volume: 173011
Sell volume: 76217
Buy/sell delta: 96794
Buy/sell ratio: 2.269979
Avg trade size: 2492.28
Large trade count: 5
Largest trade size: 72542

Candle

Return 1: -0.084388
Return 3: 0.186157
Volume 1: 10930
Volume avg 5: 57538.8
Momentum 5: 0.084531

Cross Exchange

Mid avg: 0.059235
Mid median: 0.059245
Price deviation %: 0
Spread %: 0.101291

Funding / OI / Volume

Funding rate: 0.00026566
Funding delta: 0.00000103
Funding abs: 0.00026566
Funding pressure: 0.00026669
Open interest: 73203489
Volume 24h: 92824101
Quote volume 24h: 5564273.67986
Price change 24h %: 0.373

Quality

Capture latency ms: 6571
Order book timestamp: 2026-09-22 10:42:30.505000+02:00
Ticker timestamp: 2026-09-22 10:42:04.853000+02:00
Trades timestamp: 2026-09-22 10:42:30.399000+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	-0.033764	-0.033764	-0.033764	0.033764	0.033764	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033764	0.033764	0.033764	0.033764	-0.033764	0.033764	yes
30s	flat	-0.033764	-0.033764	-0.033764	0.033764	0.033764	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033764	0.033764	0.033764	0.033764	-0.033764	0.033764	yes
60s	flat	-0.033764	-0.033764	-0.033764	0.033764	0.033764	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033764	0.033764	0.033764	0.033764	-0.033764	0.033764	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.