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 13 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:40:38.250176+02:00	gate	VELVET/USDT:USDT	0.059125	68	11303 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:40:26.796799+02:00	binance	VELVET/USDT:USDT	0.05917	80	7272 ms	10s flat -0.0169 30s flat -0.0169 60s flat -0.0169	advanced ready
2026-09-22 10:40:19.104649+02:00	htx	VELVET/USDT:USDT	0.059185	80	5306 ms	10s flat -0.016896 30s flat -0.016896 60s flat -0.016896	advanced ready
2026-09-22 10:40:07.876657+02:00	gate	VELVET/USDT:USDT	0.059065	68	12085 ms	10s long 0.101583 30s long 0.101583 60s long 0.101583	advanced ready
2026-09-22 10:39:55.661790+02:00	binance	VELVET/USDT:USDT	0.05921	80	6372 ms	10s short -0.067556 30s short -0.067556 60s short -0.067556	advanced ready
2026-09-22 10:39:48.835946+02:00	htx	VELVET/USDT:USDT	0.059385	80	5557 ms	10s short -0.336785 30s short -0.336785 60s short -0.336785	advanced ready
2026-09-22 10:39:37.302114+02:00	gate	VELVET/USDT:USDT	0.0591	68	10595 ms	10s short -0.059222 30s short -0.059222 60s short -0.059222	advanced ready
2026-09-22 10:39:26.542293+02:00	binance	VELVET/USDT:USDT	0.059155	80	7891 ms	10s long 0.092976 30s long 0.092976 60s long 0.092976	advanced ready
2026-09-22 10:39:18.191225+02:00	htx	VELVET/USDT:USDT	0.0592	80	7640 ms	10s long 0.3125 30s long 0.3125 60s long 0.3125	advanced ready
2026-09-22 10:39:04.509146+02:00	gate	VELVET/USDT:USDT	0.059095	68	11409 ms	10s flat 0.008461 30s flat 0.008461 60s flat 0.008461	advanced ready

Price

Best bid: 0.05907
Best ask: 0.05918
Spread: 0.00011
Spread %: 0.186047
Mid price: 0.059125
Last price: 0.0591
Mark price: 0.0591
Index price: 0.059015

Order Book

Bid depth 5: 107
Ask depth 5: 107
Bid depth 10: 247
Ask depth 10: 222
Bid depth 20: 474
Ask depth 20: 677
Imbalance 5: 0
Imbalance 10: 0.053305
Imbalance 20: -0.176368
Top bid size: 29
Top ask size: 29
Bid wall score: 0.061181
Ask wall score: 0.042836

Dynamics

Bid depth 5 delta: -12
Ask depth 5 delta: -51
Imbalance 5 delta: 0.140794
Bid depth 10 delta: -16
Ask depth 10 delta: -127
Imbalance 10 delta: 0.193828
Spread delta: 0.00002
Mid price delta: 0.00006
Wall shift score: 0.068306

Tape

Buy volume: 268
Sell volume: 157
Buy/sell delta: 111
Buy/sell ratio: 1.707006
Avg trade size: 4.25
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0.050787
Return 3: 0.016923
Volume 1: 194
Volume avg 5: 155.4
Momentum 5: 0.254453

Cross Exchange

Mid avg: 0.05914
Mid median: 0.05917
Price deviation %: -0.025364
Spread %: 0.202908

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15645800
Quote volume 24h: 933292
Price change 24h %: 0.65

Quality

Capture latency ms: 11303
Order book timestamp: 2026-09-22 10:40:36+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.437000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	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	Labeled
10s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
30s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
60s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes

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: 12612
Ask depth 5: 17235
Bid depth 10: 27253
Ask depth 10: 72711
Bid depth 20: 63336
Ask depth 20: 152199
Imbalance 5: -0.15489
Imbalance 10: -0.454744
Imbalance 20: -0.41229
Top bid size: 1689
Top ask size: 89
Bid wall score: 0.026667
Ask wall score: 0.000585

Dynamics

Bid depth 5 delta: 2953
Ask depth 5 delta: 12112
Imbalance 5 delta: -0.46175
Bid depth 10 delta: 5019
Ask depth 10 delta: 8367
Imbalance 10 delta: 0.031639
Spread delta: 0
Mid price delta: -0.00004
Wall shift score: 0.022433

Tape

Buy volume: 154657
Sell volume: 46744
Buy/sell delta: 107913
Buy/sell ratio: 3.308596
Avg trade size: 2014.01
Large trade count: 4
Largest trade size: 72542

Candle

Return 1: 0.169233
Return 3: 0.067625
Volume 1: 138813
Volume avg 5: 120024
Momentum 5: 0.322034

Cross Exchange

Mid avg: 0.05915333
Mid median: 0.059185
Price deviation %: 0.028175
Spread %: 0.245126

Funding / OI / Volume

Funding rate: 0.00026428
Funding delta: 0
Funding abs: 0.00026428
Funding pressure: 0.00026428
Open interest: 73209422
Volume 24h: 93112781
Quote volume 24h: 5581193.93046
Price change 24h %: 1.024

Quality

Capture latency ms: 7272
Order book timestamp: 2026-09-22 10:40:24.201000+02:00
Ticker timestamp: 2026-09-22 10:40:16.659000+02:00
Trades timestamp: 2026-09-22 10:40:16.659000+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	-0.0169	-0.0169	-0.0169	0.0169	0.0169	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.0169	0.0169	0.0169	0.0169	-0.0169	0.0169	yes
30s	flat	-0.0169	-0.0169	-0.0169	0.0169	0.0169	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.0169	0.0169	0.0169	0.0169	-0.0169	0.0169	yes
60s	flat	-0.0169	-0.0169	-0.0169	0.0169	0.0169	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.0169	0.0169	0.0169	0.0169	-0.0169	0.0169	yes

Price

Best bid: 0.05909
Best ask: 0.05928
Spread: 0.00019
Spread %: 0.321027
Mid price: 0.059185
Last price: 0.05922
Mark price: -
Index price: -

Order Book

Bid depth 5: 24770
Ask depth 5: 148531
Bid depth 10: 118355
Ask depth 10: 168201
Bid depth 20: 415363
Ask depth 20: 499357
Imbalance 5: -0.714139
Imbalance 10: -0.173949
Imbalance 20: -0.091825
Top bid size: 6883
Top ask size: 492
Bid wall score: 0.016571
Ask wall score: 0.000985

Dynamics

Bid depth 5 delta: 18509
Ask depth 5 delta: 102992
Imbalance 5 delta: 0.044124
Bid depth 10 delta: 72157
Ask depth 10 delta: 119395
Imbalance 10 delta: -0.146497
Spread delta: -0.00032
Mid price delta: -0.0002
Wall shift score: 0.034698

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: 0.440977

Cross Exchange

Mid avg: 0.05922
Mid median: 0.05921
Price deviation %: -0.059102
Spread %: 0.540358

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202855
Volume 24h: 281570
Quote volume 24h: 281570
Price change 24h %: -2.196532

Quality

Capture latency ms: 5306
Order book timestamp: 2026-09-22 10:40:17.246000+02:00
Ticker timestamp: 2026-09-22 10:40:17.804000+02:00
Trades timestamp: 2026-09-22 10:36:40.289000+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	-0.016896	-0.016896	-0.016896	0.016896	0.016896	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016896	0.016896	0.016896	0.016896	-0.016896	0.016896	yes
30s	flat	-0.016896	-0.016896	-0.016896	0.016896	0.016896	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016896	0.016896	0.016896	0.016896	-0.016896	0.016896	yes
60s	flat	-0.016896	-0.016896	-0.016896	0.016896	0.016896	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016896	0.016896	0.016896	0.016896	-0.016896	0.016896	yes

Price

Best bid: 0.05902
Best ask: 0.05911
Spread: 0.00009
Spread %: 0.152375
Mid price: 0.059065
Last price: 0.05909
Mark price: 0.05907
Index price: 0.059058

Order Book

Bid depth 5: 119
Ask depth 5: 158
Bid depth 10: 263
Ask depth 10: 349
Bid depth 20: 567
Ask depth 20: 754
Imbalance 5: -0.140794
Imbalance 10: -0.140523
Imbalance 20: -0.141559
Top bid size: 1
Top ask size: 39
Bid wall score: 0.001764
Ask wall score: 0.051724

Dynamics

Bid depth 5 delta: 21
Ask depth 5 delta: -8
Imbalance 5 delta: 0.116782
Bid depth 10 delta: -18
Ask depth 10 delta: -228
Imbalance 10 delta: 0.204465
Spread delta: -0.00001
Mid price delta: -0.000035
Wall shift score: -0.026565

Tape

Buy volume: 266
Sell volume: 180
Buy/sell delta: 86
Buy/sell ratio: 1.477778
Avg trade size: 4.46
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0.033858
Return 3: 0
Volume 1: 150
Volume avg 5: 146.6
Momentum 5: 0.237489

Cross Exchange

Mid avg: 0.05923167
Mid median: 0.05921
Price deviation %: -0.281381
Spread %: 0.481162

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: -0.000003
Funding abs: 0.00005
Funding pressure: 0.000053
Open interest: -
Volume 24h: 15628100
Quote volume 24h: 932247
Price change 24h %: 0.63

Quality

Capture latency ms: 12085
Order book timestamp: 2026-09-22 10:40:06+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.406000+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	0.101583	0.101583	0.101583	0.101583	0.101583	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.101583	0.101583	0.101583	0.101583	0.101583	-0.101583	yes
30s	long	0.101583	0.101583	0.101583	0.101583	0.101583	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.101583	0.101583	0.101583	0.101583	0.101583	-0.101583	yes
60s	long	0.101583	0.101583	0.101583	0.101583	0.101583	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.101583	0.101583	0.101583	0.101583	0.101583	-0.101583	yes

Price

Best bid: 0.0592
Best ask: 0.05922
Spread: 0.00002
Spread %: 0.033778
Mid price: 0.05921
Last price: 0.0592
Mark price: -
Index price: -

Order Book

Bid depth 5: 9659
Ask depth 5: 5123
Bid depth 10: 22234
Ask depth 10: 64344
Bid depth 20: 79201
Ask depth 20: 143236
Imbalance 5: 0.30686
Imbalance 10: -0.486382
Imbalance 20: -0.287879
Top bid size: 320
Top ask size: 56
Bid wall score: 0.00404
Ask wall score: 0.000391

Dynamics

Bid depth 5 delta: 3266
Ask depth 5 delta: -27145
Imbalance 5 delta: 0.976139
Bid depth 10 delta: 2723
Ask depth 10 delta: -17029
Imbalance 10 delta: 0.126817
Spread delta: 0.00001
Mid price delta: 0.000055
Wall shift score: -0.013938

Tape

Buy volume: 71227
Sell volume: 43049
Buy/sell delta: 28178
Buy/sell ratio: 1.654556
Avg trade size: 1142.76
Large trade count: 11
Largest trade size: 11203

Candle

Return 1: 0.084545
Return 3: -0.084402
Volume 1: 10361
Volume avg 5: 89908.6
Momentum 5: 0.373071

Cross Exchange

Mid avg: 0.05921333
Mid median: 0.059155
Price deviation %: -0.005629
Spread %: 0.481311

Funding / OI / Volume

Funding rate: 0.00026428
Funding delta: 0
Funding abs: 0.00026428
Funding pressure: 0.00026428
Open interest: 73215006
Volume 24h: 93910174
Quote volume 24h: 5627726.55939
Price change 24h %: 0.715

Quality

Capture latency ms: 6372
Order book timestamp: 2026-09-22 10:39:53.133000+02:00
Ticker timestamp: 2026-09-22 10:39:52.351000+02:00
Trades timestamp: 2026-09-22 10:39:52.351000+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	-0.067556	-0.067556	-0.067556	0.067556	0.067556	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.067556	0.067556	0.067556	0.067556	-0.067556	0.067556	yes
30s	short	-0.067556	-0.067556	-0.067556	0.067556	0.067556	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.067556	0.067556	0.067556	0.067556	-0.067556	0.067556	yes
60s	short	-0.067556	-0.067556	-0.067556	0.067556	0.067556	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.067556	0.067556	0.067556	0.067556	-0.067556	0.067556	yes

Price

Best bid: 0.05913
Best ask: 0.05964
Spread: 0.00051
Spread %: 0.858803
Mid price: 0.059385
Last price: 0.05922
Mark price: -
Index price: -

Order Book

Bid depth 5: 6261
Ask depth 5: 45539
Bid depth 10: 46198
Ask depth 10: 48806
Bid depth 20: 98072
Ask depth 20: 97942
Imbalance 5: -0.758263
Imbalance 10: -0.027451
Imbalance 20: 0.000663
Top bid size: 652
Top ask size: 2523
Bid wall score: 0.006648
Ask wall score: 0.02576

Dynamics

Bid depth 5 delta: -10923
Ask depth 5 delta: -122069
Imbalance 5 delta: 0.055755
Bid depth 10 delta: -1234
Ask depth 10 delta: -148529
Imbalance 10 delta: 0.58498
Spread delta: 0.00037
Mid price delta: 0.000185
Wall shift score: -0.013978

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: 0.440977

Cross Exchange

Mid avg: 0.05915167
Mid median: 0.059155
Price deviation %: 0.394466
Spread %: 0.169057

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202855
Volume 24h: 281570
Quote volume 24h: 281570
Price change 24h %: -2.196532

Quality

Capture latency ms: 5557
Order book timestamp: 2026-09-22 10:39:46.482000+02:00
Ticker timestamp: 2026-09-22 10:39:47.050000+02:00
Trades timestamp: 2026-09-22 10:36:40.289000+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	-0.336785	-0.336785	-0.336785	0.336785	0.336785	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.336785	0.336785	0.336785	0.336785	-0.336785	0.336785	yes
30s	short	-0.336785	-0.336785	-0.336785	0.336785	0.336785	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.336785	0.336785	0.336785	0.336785	-0.336785	0.336785	yes
60s	short	-0.336785	-0.336785	-0.336785	0.336785	0.336785	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.336785	0.336785	0.336785	0.336785	-0.336785	0.336785	yes

Price

Best bid: 0.05905
Best ask: 0.05915
Spread: 0.0001
Spread %: 0.169205
Mid price: 0.0591
Last price: 0.0591
Mark price: 0.05914
Index price: 0.059052

Order Book

Bid depth 5: 98
Ask depth 5: 166
Bid depth 10: 281
Ask depth 10: 577
Bid depth 20: 560
Ask depth 20: 1035
Imbalance 5: -0.257576
Imbalance 10: -0.344988
Imbalance 20: -0.297806
Top bid size: 8
Top ask size: 39
Bid wall score: 0.014286
Ask wall score: 0.037681

Dynamics

Bid depth 5 delta: -34
Ask depth 5 delta: 25
Imbalance 5 delta: -0.224609
Bid depth 10 delta: -11
Ask depth 10 delta: 39
Imbalance 10 delta: -0.048603
Spread delta: -0.00001
Mid price delta: 0.000005
Wall shift score: 0.006653

Tape

Buy volume: 147
Sell volume: 315
Buy/sell delta: -168
Buy/sell ratio: 0.466667
Avg trade size: 4.62
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0
Return 3: -0.269997
Volume 1: 50
Volume avg 5: 126.4
Momentum 5: 0.271463

Cross Exchange

Mid avg: 0.05915
Mid median: 0.059155
Price deviation %: -0.084531
Spread %: 0.177515

Funding / OI / Volume

Funding rate: 0.000053
Funding delta: 0
Funding abs: 0.000053
Funding pressure: 0.000053
Open interest: -
Volume 24h: 15622500
Quote volume 24h: 931915
Price change 24h %: 1.08

Quality

Capture latency ms: 10595
Order book timestamp: 2026-09-22 10:39:36+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.375000+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	-0.059222	-0.059222	-0.059222	0.059222	0.059222	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.059222	0.059222	0.059222	0.059222	-0.059222	0.059222	yes
30s	short	-0.059222	-0.059222	-0.059222	0.059222	0.059222	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.059222	0.059222	0.059222	0.059222	-0.059222	0.059222	yes
60s	short	-0.059222	-0.059222	-0.059222	0.059222	0.059222	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.059222	0.059222	0.059222	0.059222	-0.059222	0.059222	yes

Price

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

Order Book

Bid depth 5: 6393
Ask depth 5: 32268
Bid depth 10: 19511
Ask depth 10: 81373
Bid depth 20: 90492
Ask depth 20: 174150
Imbalance 5: -0.669279
Imbalance 10: -0.613199
Imbalance 20: -0.316118
Top bid size: 3922
Top ask size: 4485
Bid wall score: 0.043341
Ask wall score: 0.025754

Dynamics

Bid depth 5 delta: 4687
Ask depth 5 delta: 3670
Imbalance 5 delta: 0.218128
Bid depth 10 delta: 5019
Ask depth 10 delta: -8858
Imbalance 10 delta: 0.110032
Spread delta: 0
Mid price delta: 0.00002
Wall shift score: 0.03159

Tape

Buy volume: 67893
Sell volume: 155615
Buy/sell delta: -87722
Buy/sell ratio: 0.436288
Avg trade size: 2235.08
Large trade count: 5
Largest trade size: 55888

Candle

Return 1: 0.033818
Return 3: -0.135044
Volume 1: 3918
Volume avg 5: 88620
Momentum 5: 0.322198

Cross Exchange

Mid avg: 0.05914333
Mid median: 0.059135
Price deviation %: 0.019726
Spread %: 0.177535

Funding / OI / Volume

Funding rate: 0.00026428
Funding delta: 0.00000181
Funding abs: 0.00026428
Funding pressure: 0.00026609
Open interest: 73220348
Volume 24h: 93903642
Quote volume 24h: 5627340.05945
Price change 24h %: 0.646

Quality

Capture latency ms: 7891
Order book timestamp: 2026-09-22 10:39:23.229000+02:00
Ticker timestamp: 2026-09-22 10:39:15.500000+02:00
Trades timestamp: 2026-09-22 10:39:15.500000+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	long	0.092976	0.092976	0.092976	0.092976	0.092976	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.092976	0.092976	0.092976	0.092976	0.092976	-0.092976	yes
30s	long	0.092976	0.092976	0.092976	0.092976	0.092976	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.092976	0.092976	0.092976	0.092976	0.092976	-0.092976	yes
60s	long	0.092976	0.092976	0.092976	0.092976	0.092976	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.092976	0.092976	0.092976	0.092976	0.092976	-0.092976	yes

Price

Best bid: 0.05913
Best ask: 0.05927
Spread: 0.00014
Spread %: 0.236486
Mid price: 0.0592
Last price: 0.05922
Mark price: -
Index price: -

Order Book

Bid depth 5: 17184
Ask depth 5: 167608
Bid depth 10: 47432
Ask depth 10: 197335
Bid depth 20: 446379
Ask depth 20: 807976
Imbalance 5: -0.814018
Imbalance 10: -0.612431
Imbalance 20: -0.288273
Top bid size: 652
Top ask size: 5328
Bid wall score: 0.001461
Ask wall score: 0.006594

Dynamics

Bid depth 5 delta: -4344
Ask depth 5 delta: 19773
Imbalance 5 delta: -0.068241
Bid depth 10 delta: -20802
Ask depth 10 delta: 22401
Imbalance 10 delta: -0.17364
Spread delta: 0.00001
Mid price delta: 0.000005
Wall shift score: -0.002971

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: 0.440977

Cross Exchange

Mid avg: 0.05914167
Mid median: 0.059135
Price deviation %: 0.098633
Spread %: 0.169086

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202855
Volume 24h: 281570
Quote volume 24h: 281570
Price change 24h %: -2.196532

Quality

Capture latency ms: 7640
Order book timestamp: 2026-09-22 10:39:14.482000+02:00
Ticker timestamp: 2026-09-22 10:39:15.903000+02:00
Trades timestamp: 2026-09-22 10:36:40.289000+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	0.3125	0.3125	0.3125	0.3125	0.3125	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.3125	0.3125	0.3125	0.3125	0.3125	-0.3125	yes
30s	long	0.3125	0.3125	0.3125	0.3125	0.3125	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.3125	0.3125	0.3125	0.3125	0.3125	-0.3125	yes
60s	long	0.3125	0.3125	0.3125	0.3125	0.3125	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.3125	0.3125	0.3125	0.3125	0.3125	-0.3125	yes

Price

Best bid: 0.05904
Best ask: 0.05915
Spread: 0.00011
Spread %: 0.186141
Mid price: 0.059095
Last price: 0.0591
Mark price: 0.0591
Index price: 0.059058

Order Book

Bid depth 5: 132
Ask depth 5: 141
Bid depth 10: 292
Ask depth 10: 538
Bid depth 20: 619
Ask depth 20: 943
Imbalance 5: -0.032967
Imbalance 10: -0.296386
Imbalance 20: -0.207426
Top bid size: 7
Top ask size: 39
Bid wall score: 0.011309
Ask wall score: 0.041357

Dynamics

Bid depth 5 delta: -43
Ask depth 5 delta: 14
Imbalance 5 delta: -0.191907
Bid depth 10 delta: -66
Ask depth 10 delta: 251
Imbalance 10 delta: -0.406463
Spread delta: -0.00001
Mid price delta: -0.000065
Wall shift score: -0.111028

Tape

Buy volume: 142
Sell volume: 318
Buy/sell delta: -176
Buy/sell ratio: 0.446541
Avg trade size: 4.6
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0.067682
Return 3: -0.202497
Volume 1: 7
Volume avg 5: 117.8
Momentum 5: 0.339328

Cross Exchange

Mid avg: 0.05916333
Mid median: 0.05916
Price deviation %: -0.115499
Spread %: 0.101414

Funding / OI / Volume

Funding rate: 0.000053
Funding delta: -0.000015
Funding abs: 0.000053
Funding pressure: 0.000068
Open interest: -
Volume 24h: 15619100
Quote volume 24h: 931715
Price change 24h %: 0.77

Quality

Capture latency ms: 11409
Order book timestamp: 2026-09-22 10:39:03+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.343000+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	0.008461	0.008461	0.008461	0.008461	0.008461	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008461	0.008461	0.008461	0.008461	0.008461	-0.008461	yes
30s	flat	0.008461	0.008461	0.008461	0.008461	0.008461	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008461	0.008461	0.008461	0.008461	0.008461	-0.008461	yes
60s	flat	0.008461	0.008461	0.008461	0.008461	0.008461	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008461	0.008461	0.008461	0.008461	0.008461	-0.008461	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.