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 12 of 6225 · 62250 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:42:25.655938+02:00	htx	VELVET/USDT:USDT	0.05926	80	6353 ms	10s flat -0.016875 30s flat -0.016875 60s flat -0.016875	advanced ready
2026-09-22 10:42:13.149167+02:00	gate	VELVET/USDT:USDT	0.0592	68	11031 ms	10s flat -0.033784 30s flat -0.033784 60s flat -0.033784	advanced ready
2026-09-22 10:42:01.953315+02:00	binance	VELVET/USDT:USDT	0.059245	80	7084 ms	10s flat -0.016879 30s flat -0.016879 60s flat -0.016879	advanced ready
2026-09-22 10:41:54.465877+02:00	htx	VELVET/USDT:USDT	0.05928	80	7534 ms	10s flat -0.033738 30s flat -0.033738 60s flat -0.033738	advanced ready
2026-09-22 10:41:40.669533+02:00	gate	VELVET/USDT:USDT	0.059225	68	11867 ms	10s flat -0.042212 30s flat -0.042212 60s flat -0.042212	advanced ready
2026-09-22 10:41:28.661036+02:00	binance	VELVET/USDT:USDT	0.059185	80	6799 ms	10s long 0.101377 30s long 0.101377 60s long 0.101377	advanced ready
2026-09-22 10:41:21.449115+02:00	htx	VELVET/USDT:USDT	0.05914	80	6026 ms	10s long 0.236726 30s long 0.236726 60s long 0.236726	advanced ready
2026-09-22 10:41:09.588700+02:00	gate	VELVET/USDT:USDT	0.059125	68	11092 ms	10s long 0.169133 30s long 0.169133 60s long 0.169133	advanced ready
2026-09-22 10:40:58.361402+02:00	binance	VELVET/USDT:USDT	0.05916	80	6711 ms	10s flat 0.042258 30s flat 0.042258 60s flat 0.042258	advanced ready
2026-09-22 10:40:51.247109+02:00	htx	VELVET/USDT:USDT	0.059175	80	6167 ms	10s short -0.059147 30s short -0.059147 60s short -0.059147	advanced ready

Price

Best bid: 0.05921
Best ask: 0.05931
Spread: 0.0001
Spread %: 0.168748
Mid price: 0.05926
Last price: 0.05914
Mark price: -
Index price: -

Order Book

Bid depth 5: 25879
Ask depth 5: 159158
Bid depth 10: 137576
Ask depth 10: 179861
Bid depth 20: 548019
Ask depth 20: 735256
Imbalance 5: -0.720283
Imbalance 10: -0.133208
Imbalance 20: -0.145906
Top bid size: 651
Top ask size: 6561
Bid wall score: 0.001188
Ask wall score: 0.008923

Dynamics

Bid depth 5 delta: -6144
Ask depth 5 delta: 39879
Imbalance 5 delta: -0.143582
Bid depth 10 delta: 46342
Ask depth 10 delta: 35341
Imbalance 10 delta: 0.092816
Spread delta: -0.00004
Mid price delta: -0.00002
Wall shift score: -0.002701

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: 0.05924167
Mid median: 0.059245
Price deviation %: 0.030947
Spread %: 0.13504

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: 6353
Order book timestamp: 2026-09-22 10:42:22.546000+02:00
Ticker timestamp: 2026-09-22 10:42:23.921000+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	flat	-0.016875	-0.016875	-0.016875	0.016875	0.016875	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016875	0.016875	0.016875	0.016875	-0.016875	0.016875	yes
30s	flat	-0.016875	-0.016875	-0.016875	0.016875	0.016875	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016875	0.016875	0.016875	0.016875	-0.016875	0.016875	yes
60s	flat	-0.016875	-0.016875	-0.016875	0.016875	0.016875	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016875	0.016875	0.016875	0.016875	-0.016875	0.016875	yes

Price

Best bid: 0.05914
Best ask: 0.05926
Spread: 0.00012
Spread %: 0.202703
Mid price: 0.0592
Last price: 0.05924
Mark price: 0.05912
Index price: 0.059038

Order Book

Bid depth 5: 107
Ask depth 5: 134
Bid depth 10: 235
Ask depth 10: 253
Bid depth 20: 478
Ask depth 20: 659
Imbalance 5: -0.112033
Imbalance 10: -0.036885
Imbalance 20: -0.159191
Top bid size: 33
Top ask size: 35
Bid wall score: 0.069038
Ask wall score: 0.053111

Dynamics

Bid depth 5 delta: 22
Ask depth 5 delta: 6
Imbalance 5 delta: 0.089845
Bid depth 10 delta: 10
Ask depth 10 delta: 6
Imbalance 10 delta: 0.009725
Spread delta: 0.00001
Mid price delta: -0.000025
Wall shift score: 0.045507

Tape

Buy volume: 242
Sell volume: 194
Buy/sell delta: 48
Buy/sell ratio: 1.247423
Avg trade size: 4.36
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0
Return 3: 0.287794
Volume 1: 21
Volume avg 5: 104.4
Momentum 5: 0.25385

Cross Exchange

Mid avg: 0.05925
Mid median: 0.059245
Price deviation %: -0.084388
Spread %: 0.092827

Funding / OI / Volume

Funding rate: 0.000088
Funding delta: 0.000031
Funding abs: 0.000088
Funding pressure: 0.000119
Open interest: -
Volume 24h: 15659400
Quote volume 24h: 934096
Price change 24h %: 0.42

Quality

Capture latency ms: 11031
Order book timestamp: 2026-09-22 10:42:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.531000+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	-0.033784	-0.033784	-0.033784	0.033784	0.033784	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033784	0.033784	0.033784	0.033784	-0.033784	0.033784	yes
30s	flat	-0.033784	-0.033784	-0.033784	0.033784	0.033784	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033784	0.033784	0.033784	0.033784	-0.033784	0.033784	yes
60s	flat	-0.033784	-0.033784	-0.033784	0.033784	0.033784	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033784	0.033784	0.033784	0.033784	-0.033784	0.033784	yes

Price

Best bid: 0.05924
Best ask: 0.05925
Spread: 0.00001
Spread %: 0.016879
Mid price: 0.059245
Last price: 0.05925
Mark price: -
Index price: -

Order Book

Bid depth 5: 1369
Ask depth 5: 12747
Bid depth 10: 61890
Ask depth 10: 52803
Bid depth 20: 140284
Ask depth 20: 122748
Imbalance 5: -0.806036
Imbalance 10: 0.079229
Imbalance 20: 0.066669
Top bid size: 320
Top ask size: 615
Bid wall score: 0.002281
Ask wall score: 0.00501

Dynamics

Bid depth 5 delta: -5065
Ask depth 5 delta: -16760
Imbalance 5 delta: -0.164067
Bid depth 10 delta: 36455
Ask depth 10 delta: -5664
Imbalance 10 delta: 0.472926
Spread delta: 0
Mid price delta: 0.00006
Wall shift score: 0.002508

Tape

Buy volume: 163959
Sell volume: 76045
Buy/sell delta: 87914
Buy/sell ratio: 2.156079
Avg trade size: 2400.04
Large trade count: 5
Largest trade size: 72542

Candle

Return 1: 0.135204
Return 3: 0.185999
Volume 1: 64204
Volume avg 5: 130562.4
Momentum 5: 0.01688

Cross Exchange

Mid avg: 0.05923
Mid median: 0.059225
Price deviation %: 0.025325
Spread %: 0.160392

Funding / OI / Volume

Funding rate: 0.00026463
Funding delta: 0
Funding abs: 0.00026463
Funding pressure: 0.00026463
Open interest: 73201387
Volume 24h: 92910762
Quote volume 24h: 5569380.64174
Price change 24h %: 0.834

Quality

Capture latency ms: 7084
Order book timestamp: 2026-09-22 10:41:59.614000+02:00
Ticker timestamp: 2026-09-22 10:41:56.045000+02:00
Trades timestamp: 2026-09-22 10:42:00.124000+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	-0.016879	-0.016879	-0.016879	0.016879	0.016879	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016879	0.016879	0.016879	0.016879	-0.016879	0.016879	yes
30s	flat	-0.016879	-0.016879	-0.016879	0.016879	0.016879	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016879	0.016879	0.016879	0.016879	-0.016879	0.016879	yes
60s	flat	-0.016879	-0.016879	-0.016879	0.016879	0.016879	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016879	0.016879	0.016879	0.016879	-0.016879	0.016879	yes

Price

Best bid: 0.05921
Best ask: 0.05935
Spread: 0.00014
Spread %: 0.236167
Mid price: 0.05928
Last price: 0.05914
Mark price: -
Index price: -

Order Book

Bid depth 5: 32023
Ask depth 5: 119279
Bid depth 10: 91234
Ask depth 10: 144520
Bid depth 20: 1375725
Ask depth 20: 722131
Imbalance 5: -0.576701
Imbalance 10: -0.226024
Imbalance 20: 0.311553
Top bid size: 651
Top ask size: 3977
Bid wall score: 0.000473
Ask wall score: 0.005507

Dynamics

Bid depth 5 delta: 21916
Ask depth 5 delta: 75377
Imbalance 5 delta: 0.049028
Bid depth 10 delta: 34890
Ask depth 10 delta: 53878
Imbalance 10 delta: 0.007318
Spread delta: -0.00068
Mid price delta: 0.00014
Wall shift score: 0.026458

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: 0.05918333
Mid median: 0.059185
Price deviation %: 0.163334
Spread %: 0.143622

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202855
Volume 24h: 281576
Quote volume 24h: 281576
Price change 24h %: -2.328654

Quality

Capture latency ms: 7534
Order book timestamp: 2026-09-22 10:41:51.382000+02:00
Ticker timestamp: 2026-09-22 10:41:52.380000+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	flat	-0.033738	-0.033738	-0.033738	0.033738	0.033738	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033738	0.033738	0.033738	0.033738	-0.033738	0.033738	yes
30s	flat	-0.033738	-0.033738	-0.033738	0.033738	0.033738	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033738	0.033738	0.033738	0.033738	-0.033738	0.033738	yes
60s	flat	-0.033738	-0.033738	-0.033738	0.033738	0.033738	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033738	0.033738	0.033738	0.033738	-0.033738	0.033738	yes

Price

Best bid: 0.05917
Best ask: 0.05928
Spread: 0.00011
Spread %: 0.185732
Mid price: 0.059225
Last price: 0.05926
Mark price: 0.05911
Index price: 0.059025

Order Book

Bid depth 5: 85
Ask depth 5: 128
Bid depth 10: 225
Ask depth 10: 247
Bid depth 20: 472
Ask depth 20: 653
Imbalance 5: -0.201878
Imbalance 10: -0.04661
Imbalance 20: -0.160889
Top bid size: 7
Top ask size: 29
Bid wall score: 0.014831
Ask wall score: 0.04441

Dynamics

Bid depth 5 delta: -78
Ask depth 5 delta: -8
Imbalance 5 delta: -0.292179
Bid depth 10 delta: -49
Ask depth 10 delta: 0
Imbalance 10 delta: -0.098434
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: -0.053597

Tape

Buy volume: 251
Sell volume: 181
Buy/sell delta: 70
Buy/sell ratio: 1.38674
Avg trade size: 4.32
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0.253764
Return 3: 0.270728
Volume 1: 101
Volume avg 5: 157.2
Momentum 5: 0

Cross Exchange

Mid avg: 0.05915
Mid median: 0.05914
Price deviation %: 0.126796
Spread %: 0.101437

Funding / OI / Volume

Funding rate: 0.000057
Funding delta: 0
Funding abs: 0.000057
Funding pressure: 0.000057
Open interest: -
Volume 24h: 15652400
Quote volume 24h: 933682
Price change 24h %: 0.51

Quality

Capture latency ms: 11867
Order book timestamp: 2026-09-22 10:41:39+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.499000+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	-0.042212	-0.042212	-0.042212	0.042212	0.042212	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042212	0.042212	0.042212	0.042212	-0.042212	0.042212	yes
30s	flat	-0.042212	-0.042212	-0.042212	0.042212	0.042212	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042212	0.042212	0.042212	0.042212	-0.042212	0.042212	yes
60s	flat	-0.042212	-0.042212	-0.042212	0.042212	0.042212	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042212	0.042212	0.042212	0.042212	-0.042212	0.042212	yes

Price

Best bid: 0.05918
Best ask: 0.05919
Spread: 0.00001
Spread %: 0.016896
Mid price: 0.059185
Last price: 0.05911
Mark price: -
Index price: -

Order Book

Bid depth 5: 6434
Ask depth 5: 29507
Bid depth 10: 25435
Ask depth 10: 58467
Bid depth 20: 68106
Ask depth 20: 164514
Imbalance 5: -0.641969
Imbalance 10: -0.393697
Imbalance 20: -0.414444
Top bid size: 160
Top ask size: 1248
Bid wall score: 0.002349
Ask wall score: 0.007586

Dynamics

Bid depth 5 delta: -756
Ask depth 5 delta: 9045
Imbalance 5 delta: -0.162003
Bid depth 10 delta: 1154
Ask depth 10 delta: -13965
Imbalance 10 delta: 0.104178
Spread delta: -0.00001
Mid price delta: 0.000025
Wall shift score: 0.012004

Tape

Buy volume: 170574
Sell volume: 71067
Buy/sell delta: 99507
Buy/sell ratio: 2.400186
Avg trade size: 2416.41
Large trade count: 5
Largest trade size: 72542

Candle

Return 1: -0.033801
Return 3: 0.016909
Volume 1: 38016
Volume avg 5: 125324.8
Momentum 5: -0.151924

Cross Exchange

Mid avg: 0.05914167
Mid median: 0.05914
Price deviation %: 0.07327
Spread %: 0.05918

Funding / OI / Volume

Funding rate: 0.00026463
Funding delta: 0.00000035
Funding abs: 0.00026463
Funding pressure: 0.00026498
Open interest: 73215391
Volume 24h: 92866458
Quote volume 24h: 5566758.06306
Price change 24h %: 0.596

Quality

Capture latency ms: 6799
Order book timestamp: 2026-09-22 10:41:26.065000+02:00
Ticker timestamp: 2026-09-22 10:41:15.710000+02:00
Trades timestamp: 2026-09-22 10:41:27.358000+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	0.101377	0.101377	0.101377	0.101377	0.101377	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.101377	0.101377	0.101377	0.101377	0.101377	-0.101377	yes
30s	long	0.101377	0.101377	0.101377	0.101377	0.101377	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.101377	0.101377	0.101377	0.101377	0.101377	-0.101377	yes
60s	long	0.101377	0.101377	0.101377	0.101377	0.101377	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.101377	0.101377	0.101377	0.101377	0.101377	-0.101377	yes

Price

Best bid: 0.05873
Best ask: 0.05955
Spread: 0.00082
Spread %: 1.38654
Mid price: 0.05914
Last price: 0.05914
Mark price: -
Index price: -

Order Book

Bid depth 5: 10107
Ask depth 5: 43902
Bid depth 10: 56344
Ask depth 10: 90642
Bid depth 20: 83585
Ask depth 20: 117913
Imbalance 5: -0.625729
Imbalance 10: -0.233342
Imbalance 20: -0.170364
Top bid size: 732
Top ask size: 4746
Bid wall score: 0.008758
Ask wall score: 0.04025

Dynamics

Bid depth 5 delta: -7131
Ask depth 5 delta: -114362
Imbalance 5 delta: 0.177829
Bid depth 10 delta: -28795
Ask depth 10 delta: -155966
Imbalance 10 delta: 0.253381
Spread delta: 0.00069
Mid price delta: -0.000035
Wall shift score: -0.029489

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: 0.05915333
Mid median: 0.05916
Price deviation %: -0.02254
Spread %: 0.084526

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202855
Volume 24h: 281576
Quote volume 24h: 281576
Price change 24h %: -2.328654

Quality

Capture latency ms: 6026
Order book timestamp: 2026-09-22 10:41:19.582000+02:00
Ticker timestamp: 2026-09-22 10:41:19.884000+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	0.236726	0.236726	0.236726	0.236726	0.236726	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.236726	0.236726	0.236726	0.236726	0.236726	-0.236726	yes
30s	long	0.236726	0.236726	0.236726	0.236726	0.236726	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.236726	0.236726	0.236726	0.236726	0.236726	-0.236726	yes
60s	long	0.236726	0.236726	0.236726	0.236726	0.236726	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.236726	0.236726	0.236726	0.236726	0.236726	-0.236726	yes

Price

Best bid: 0.05907
Best ask: 0.05918
Spread: 0.00011
Spread %: 0.186047
Mid price: 0.059125
Last price: 0.05915
Mark price: 0.05908
Index price: 0.058985

Order Book

Bid depth 5: 163
Ask depth 5: 136
Bid depth 10: 274
Ask depth 10: 247
Bid depth 20: 501
Ask depth 20: 766
Imbalance 5: 0.090301
Imbalance 10: 0.051823
Imbalance 20: -0.209155
Top bid size: 31
Top ask size: 29
Bid wall score: 0.061876
Ask wall score: 0.037859

Dynamics

Bid depth 5 delta: 56
Ask depth 5 delta: 29
Imbalance 5 delta: 0.090301
Bid depth 10 delta: 27
Ask depth 10 delta: 25
Imbalance 10 delta: -0.001481
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.005672

Tape

Buy volume: 264
Sell volume: 158
Buy/sell delta: 106
Buy/sell ratio: 1.670886
Avg trade size: 4.22
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0.06767
Return 3: 0.084602
Volume 1: 14
Volume avg 5: 139.8
Momentum 5: -0.185623

Cross Exchange

Mid avg: 0.05915333
Mid median: 0.05916
Price deviation %: -0.047898
Spread %: 0.084526

Funding / OI / Volume

Funding rate: 0.000057
Funding delta: 0.000007
Funding abs: 0.000057
Funding pressure: 0.000064
Open interest: -
Volume 24h: 15648500
Quote volume 24h: 933451
Price change 24h %: 0.32

Quality

Capture latency ms: 11092
Order book timestamp: 2026-09-22 10:41:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.467000+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	long	0.169133	0.169133	0.169133	0.169133	0.169133	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.169133	0.169133	0.169133	0.169133	0.169133	-0.169133	yes
30s	long	0.169133	0.169133	0.169133	0.169133	0.169133	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.169133	0.169133	0.169133	0.169133	0.169133	-0.169133	yes
60s	long	0.169133	0.169133	0.169133	0.169133	0.169133	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.169133	0.169133	0.169133	0.169133	0.169133	-0.169133	yes

Price

Best bid: 0.05915
Best ask: 0.05917
Spread: 0.00002
Spread %: 0.033807
Mid price: 0.05916
Last price: 0.05914
Mark price: -
Index price: -

Order Book

Bid depth 5: 7190
Ask depth 5: 20462
Bid depth 10: 24281
Ask depth 10: 72432
Bid depth 20: 92919
Ask depth 20: 155573
Imbalance 5: -0.479965
Imbalance 10: -0.497875
Imbalance 20: -0.252137
Top bid size: 160
Top ask size: 2950
Bid wall score: 0.001722
Ask wall score: 0.018962

Dynamics

Bid depth 5 delta: -5422
Ask depth 5 delta: 3227
Imbalance 5 delta: -0.325075
Bid depth 10 delta: -2972
Ask depth 10 delta: -279
Imbalance 10 delta: -0.043131
Spread delta: 0
Mid price delta: -0.00001
Wall shift score: -0.043323

Tape

Buy volume: 155259
Sell volume: 57301
Buy/sell delta: 97958
Buy/sell ratio: 2.709534
Avg trade size: 2125.6
Large trade count: 5
Largest trade size: 72542

Candle

Return 1: 0.135387
Return 3: 0.033812
Volume 1: 153382
Volume avg 5: 122937.8
Momentum 5: 0.288136

Cross Exchange

Mid avg: 0.05915667
Mid median: 0.05917
Price deviation %: 0.005635
Spread %: 0.084521

Funding / OI / Volume

Funding rate: 0.00026428
Funding delta: 0
Funding abs: 0.00026428
Funding pressure: 0.00026428
Open interest: 73210096
Volume 24h: 93174916
Quote volume 24h: 5584873.45245
Price change 24h %: 0.939

Quality

Capture latency ms: 6711
Order book timestamp: 2026-09-22 10:40:56.175000+02:00
Ticker timestamp: 2026-09-22 10:40:51.187000+02:00
Trades timestamp: 2026-09-22 10:40:52.500000+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	0.042258	0.042258	0.042258	0.042258	0.042258	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042258	0.042258	0.042258	0.042258	0.042258	-0.042258	yes
30s	flat	0.042258	0.042258	0.042258	0.042258	0.042258	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042258	0.042258	0.042258	0.042258	0.042258	-0.042258	yes
60s	flat	0.042258	0.042258	0.042258	0.042258	0.042258	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042258	0.042258	0.042258	0.042258	0.042258	-0.042258	yes

Price

Best bid: 0.05911
Best ask: 0.05924
Spread: 0.00013
Spread %: 0.219687
Mid price: 0.059175
Last price: 0.05914
Mark price: -
Index price: -

Order Book

Bid depth 5: 17238
Ask depth 5: 158264
Bid depth 10: 85139
Ask depth 10: 246608
Bid depth 20: 632242
Ask depth 20: 545182
Imbalance 5: -0.803558
Imbalance 10: -0.486723
Imbalance 20: 0.073941
Top bid size: 160
Top ask size: 1230
Bid wall score: 0.000253
Ask wall score: 0.002256

Dynamics

Bid depth 5 delta: -7532
Ask depth 5 delta: 9733
Imbalance 5 delta: -0.089419
Bid depth 10 delta: -33216
Ask depth 10 delta: 78407
Imbalance 10 delta: -0.312775
Spread delta: -0.00006
Mid price delta: -0.00001
Wall shift score: -0.017589

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: -0.135089
Return 3: -0.135089
Volume 1: 6
Volume avg 5: 2.4
Momentum 5: 0.305292

Cross Exchange

Mid avg: 0.05916
Mid median: 0.05917
Price deviation %: 0.025355
Spread %: 0.10142

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202855
Volume 24h: 281576
Quote volume 24h: 281576
Price change 24h %: -2.328654

Quality

Capture latency ms: 6167
Order book timestamp: 2026-09-22 10:40:48.846000+02:00
Ticker timestamp: 2026-09-22 10:40:49.947000+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	-0.059147	-0.059147	-0.059147	0.059147	0.059147	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.059147	0.059147	0.059147	0.059147	-0.059147	0.059147	yes
30s	short	-0.059147	-0.059147	-0.059147	0.059147	0.059147	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.059147	0.059147	0.059147	0.059147	-0.059147	0.059147	yes
60s	short	-0.059147	-0.059147	-0.059147	0.059147	0.059147	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.059147	0.059147	0.059147	0.059147	-0.059147	0.059147	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.