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 14 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:38:52.930583+02:00	binance	VELVET/USDT:USDT	0.059135	80	6532 ms	10s flat 0.033821 30s flat 0.033821 60s flat 0.033821	advanced ready
2026-09-22 10:38:45.940283+02:00	htx	VELVET/USDT:USDT	0.059195	80	6324 ms	10s flat 0.008447 30s flat 0.008447 60s flat 0.008447	advanced ready
2026-09-22 10:38:33.559650+02:00	gate	VELVET/USDT:USDT	0.05916	68	11216 ms	10s short -0.109872 30s short -0.109872 60s short -0.109872	advanced ready
2026-09-22 10:38:22.190963+02:00	binance	VELVET/USDT:USDT	0.059145	80	8739 ms	10s flat -0.016908 30s flat -0.016908 60s flat -0.016908	advanced ready
2026-09-22 10:38:13.031657+02:00	htx	VELVET/USDT:USDT	0.05916	68	5821 ms	10s long 0.059162 30s long 0.059162 60s long 0.059162	advanced ready
2026-09-22 10:38:01.119300+02:00	gate	VELVET/USDT:USDT	0.059105	68	11087 ms	10s long 0.093055 30s long 0.093055 60s long 0.093055	advanced ready
2026-09-22 10:37:49.890930+02:00	binance	VELVET/USDT:USDT	0.059115	80	6546 ms	10s long 0.050749 30s long 0.050749 60s long 0.050749	advanced ready
2026-09-22 10:37:42.919581+02:00	htx	VELVET/USDT:USDT	0.059165	80	5702 ms	10s flat -0.008451 30s flat -0.008451 60s flat -0.008451	advanced ready
2026-09-22 10:37:31.190255+02:00	gate	VELVET/USDT:USDT	0.05907	68	11292 ms	10s long 0.059252 30s long 0.059252 60s long 0.059252	advanced ready
2026-09-22 10:37:19.731752+02:00	binance	VELVET/USDT:USDT	0.059155	80	6487 ms	10s short -0.067619 30s short -0.067619 60s short -0.067619	advanced ready

Price

Best bid: 0.05913
Best ask: 0.05914
Spread: 0.00001
Spread %: 0.01691
Mid price: 0.059135
Last price: 0.05915
Mark price: -
Index price: -

Order Book

Bid depth 5: 1706
Ask depth 5: 28598
Bid depth 10: 14492
Ask depth 10: 90231
Bid depth 20: 82360
Ask depth 20: 167066
Imbalance 5: -0.887408
Imbalance 10: -0.723232
Imbalance 20: -0.339604
Top bid size: 92
Top ask size: 2526
Bid wall score: 0.001117
Ask wall score: 0.01512

Dynamics

Bid depth 5 delta: -1504
Ask depth 5 delta: 21400
Imbalance 5 delta: -0.504241
Bid depth 10 delta: 662
Ask depth 10 delta: 22393
Imbalance 10 delta: -0.06192
Spread delta: 0
Mid price delta: -0.00001
Wall shift score: -0.02243

Tape

Buy volume: 63650
Sell volume: 302162
Buy/sell delta: -238512
Buy/sell ratio: 0.210649
Avg trade size: 3658.12
Large trade count: 6
Largest trade size: 77855

Candle

Return 1: 0
Return 3: 0.254237
Volume 1: 24341
Volume avg 5: 100138.2
Momentum 5: 0.322252

Cross Exchange

Mid avg: 0.05916667
Mid median: 0.05916
Price deviation %: -0.053521
Spread %: 0.084507

Funding / OI / Volume

Funding rate: 0.00026247
Funding delta: 0
Funding abs: 0.00026247
Funding pressure: 0.00026247
Open interest: 73217156
Volume 24h: 94307956
Quote volume 24h: 5651141.49143
Price change 24h %: 0.578

Quality

Capture latency ms: 6532
Order book timestamp: 2026-09-22 10:38:50.707000+02:00
Ticker timestamp: 2026-09-22 10:38:38.336000+02:00
Trades timestamp: 2026-09-22 10:38:50.289000+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	0.033821	0.033821	0.033821	0.033821	0.033821	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033821	0.033821	0.033821	0.033821	0.033821	-0.033821	yes
30s	flat	0.033821	0.033821	0.033821	0.033821	0.033821	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033821	0.033821	0.033821	0.033821	0.033821	-0.033821	yes
60s	flat	0.033821	0.033821	0.033821	0.033821	0.033821	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033821	0.033821	0.033821	0.033821	0.033821	-0.033821	yes

Price

Best bid: 0.05913
Best ask: 0.05926
Spread: 0.00013
Spread %: 0.219613
Mid price: 0.059195
Last price: 0.05922
Mark price: -
Index price: -

Order Book

Bid depth 5: 21528
Ask depth 5: 147835
Bid depth 10: 68234
Ask depth 10: 174934
Bid depth 20: 529263
Ask depth 20: 505566
Imbalance 5: -0.745777
Imbalance 10: -0.438791
Imbalance 20: 0.022899
Top bid size: 652
Top ask size: 1716
Bid wall score: 0.001232
Ask wall score: 0.003394

Dynamics

Bid depth 5 delta: -7050
Ask depth 5 delta: 13396
Imbalance 5 delta: -0.096391
Bid depth 10 delta: -150566
Ask depth 10 delta: -303606
Imbalance 10 delta: -0.066319
Spread delta: -0.00003
Mid price delta: 0.000035
Wall shift score: 0.001205

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: 0.440977
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: 0.440977

Cross Exchange

Mid avg: 0.059155
Mid median: 0.05916
Price deviation %: 0.067619
Spread %: 0.025357

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: -
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202855
Volume 24h: 282868
Quote volume 24h: 282868
Price change 24h %: -2.196532

Quality

Capture latency ms: 6324
Order book timestamp: 2026-09-22 10:38:43.646000+02:00
Ticker timestamp: 2026-09-22 10:38:44.059000+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	0.008447	0.008447	0.008447	0.008447	0.008447	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008447	0.008447	0.008447	0.008447	0.008447	-0.008447	yes
30s	flat	0.008447	0.008447	0.008447	0.008447	0.008447	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008447	0.008447	0.008447	0.008447	0.008447	-0.008447	yes
60s	flat	0.008447	0.008447	0.008447	0.008447	0.008447	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008447	0.008447	0.008447	0.008447	0.008447	-0.008447	yes

Price

Best bid: 0.0591
Best ask: 0.05922
Spread: 0.00012
Spread %: 0.20284
Mid price: 0.05916
Last price: 0.05918
Mark price: 0.05917
Index price: 0.059052

Order Book

Bid depth 5: 175
Ask depth 5: 127
Bid depth 10: 358
Ask depth 10: 287
Bid depth 20: 606
Ask depth 20: 984
Imbalance 5: 0.15894
Imbalance 10: 0.110078
Imbalance 20: -0.237736
Top bid size: 54
Top ask size: 8
Bid wall score: 0.089109
Ask wall score: 0.00813

Dynamics

Bid depth 5 delta: 22
Ask depth 5 delta: 8
Imbalance 5 delta: 0.03394
Bid depth 10 delta: 61
Ask depth 10 delta: 8
Imbalance 10 delta: 0.078828
Spread delta: -0.00001
Mid price delta: 0.000055
Wall shift score: 0.075494

Tape

Buy volume: 128
Sell volume: 332
Buy/sell delta: -204
Buy/sell ratio: 0.385542
Avg trade size: 4.6
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0.15231
Return 3: 0.390161
Volume 1: 39
Volume avg 5: 127.6
Momentum 5: 0.424232

Cross Exchange

Mid avg: 0.05913667
Mid median: 0.059145
Price deviation %: 0.039457
Spread %: 0.093005

Funding / OI / Volume

Funding rate: 0.000068
Funding delta: 0
Funding abs: 0.000068
Funding pressure: 0.000068
Open interest: -
Volume 24h: 15612600
Quote volume 24h: 931330
Price change 24h %: 0.9

Quality

Capture latency ms: 11216
Order book timestamp: 2026-09-22 10:38:32+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.311000+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	-0.109872	-0.109872	-0.109872	0.109872	0.109872	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.109872	0.109872	0.109872	0.109872	-0.109872	0.109872	yes
30s	short	-0.109872	-0.109872	-0.109872	0.109872	0.109872	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.109872	0.109872	0.109872	0.109872	-0.109872	0.109872	yes
60s	short	-0.109872	-0.109872	-0.109872	0.109872	0.109872	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.109872	0.109872	0.109872	0.109872	-0.109872	0.109872	yes

Price

Best bid: 0.05914
Best ask: 0.05915
Spread: 0.00001
Spread %: 0.016908
Mid price: 0.059145
Last price: 0.05913
Mark price: -
Index price: -

Order Book

Bid depth 5: 3210
Ask depth 5: 7198
Bid depth 10: 13830
Ask depth 10: 67838
Bid depth 20: 79841
Ask depth 20: 147055
Imbalance 5: -0.383167
Imbalance 10: -0.661312
Imbalance 20: -0.296233
Top bid size: 808
Top ask size: 249
Bid wall score: 0.01012
Ask wall score: 0.001693

Dynamics

Bid depth 5 delta: -7658
Ask depth 5 delta: -9143
Imbalance 5 delta: -0.18202
Bid depth 10 delta: -7369
Ask depth 10 delta: -3573
Imbalance 10 delta: -0.119124
Spread delta: -0.00002
Mid price delta: 0.00003
Wall shift score: 0.007017

Tape

Buy volume: 57522
Sell volume: 323752
Buy/sell delta: -266230
Buy/sell ratio: 0.177673
Avg trade size: 3812.74
Large trade count: 5
Largest trade size: 77855

Candle

Return 1: 0
Return 3: 0.254237
Volume 1: 120
Volume avg 5: 95294
Momentum 5: 0.322252

Cross Exchange

Mid avg: 0.05912667
Mid median: 0.059115
Price deviation %: 0.031007
Spread %: 0.093021

Funding / OI / Volume

Funding rate: 0.00026247
Funding delta: 0.00000739
Funding abs: 0.00026247
Funding pressure: 0.00026986
Open interest: 73219378
Volume 24h: 94235064
Quote volume 24h: 5646824.86659
Price change 24h %: 0.544

Quality

Capture latency ms: 8739
Order book timestamp: 2026-09-22 10:38:20.055000+02:00
Ticker timestamp: 2026-09-22 10:38:17.401000+02:00
Trades timestamp: 2026-09-22 10:38:20.113000+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	-0.016908	-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: 0.05908
Best ask: 0.05924
Spread: 0.00016
Spread %: 0.270453
Mid price: 0.05916
Last price: 0.05922
Mark price: -
Index price: -

Order Book

Bid depth 5: 28578
Ask depth 5: 134439
Bid depth 10: 218800
Ask depth 10: 478540
Bid depth 20: 1267523
Ask depth 20: 501370
Imbalance 5: -0.649386
Imbalance 10: -0.372473
Imbalance 20: 0.433126
Top bid size: 652
Top ask size: 1946
Bid wall score: 0.000514
Ask wall score: 0.003881

Dynamics

Bid depth 5 delta: 6111
Ask depth 5 delta: 7968
Imbalance 5 delta: 0.048918
Bid depth 10 delta: 141937
Ask depth 10 delta: 320655
Imbalance 10 delta: -0.027328
Spread delta: -0.00001
Mid price delta: -0.000005
Wall shift score: -0.001429

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: 0.440977
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: 0.440977

Cross Exchange

Mid avg: 0.05912833
Mid median: 0.059115
Price deviation %: 0.053556
Spread %: 0.101474

Funding / OI / Volume

Funding rate: -
Funding delta: -
Funding abs: -
Funding pressure: -
Open interest: 202855
Volume 24h: 282868
Quote volume 24h: 282868
Price change 24h %: -2.196532

Quality

Capture latency ms: 5821
Order book timestamp: 2026-09-22 10:38:10.882000+02:00
Ticker timestamp: 2026-09-22 10:38:11.367000+02:00
Trades timestamp: 2026-09-22 10:36:40.289000+02:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	long	0.059162	0.059162	0.059162	0.059162	0.059162	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059162	0.059162	0.059162	0.059162	0.059162	-0.059162	yes
30s	long	0.059162	0.059162	0.059162	0.059162	0.059162	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059162	0.059162	0.059162	0.059162	0.059162	-0.059162	yes
60s	long	0.059162	0.059162	0.059162	0.059162	0.059162	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059162	0.059162	0.059162	0.059162	0.059162	-0.059162	yes

Price

Best bid: 0.05904
Best ask: 0.05917
Spread: 0.00013
Spread %: 0.219948
Mid price: 0.059105
Last price: 0.05909
Mark price: 0.05907
Index price: 0.059015

Order Book

Bid depth 5: 153
Ask depth 5: 119
Bid depth 10: 297
Ask depth 10: 279
Bid depth 20: 584
Ask depth 20: 974
Imbalance 5: 0.125
Imbalance 10: 0.03125
Imbalance 20: -0.250321
Top bid size: 8
Top ask size: 8
Bid wall score: 0.013699
Ask wall score: 0.008214

Dynamics

Bid depth 5 delta: -49
Ask depth 5 delta: -39
Imbalance 5 delta: 0.002778
Bid depth 10 delta: -49
Ask depth 10 delta: -39
Imbalance 10 delta: -0.010919
Spread delta: 0.00003
Mid price delta: 0.000035
Wall shift score: -0.00687

Tape

Buy volume: 127
Sell volume: 333
Buy/sell delta: -206
Buy/sell ratio: 0.381381
Avg trade size: 4.6
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0
Return 3: 0.237489
Volume 1: 0
Volume avg 5: 119.8
Momentum 5: 0.271509

Cross Exchange

Mid avg: 0.05911667
Mid median: 0.059115
Price deviation %: -0.019735
Spread %: 0.160699

Funding / OI / Volume

Funding rate: 0.000068
Funding delta: -0.000003
Funding abs: 0.000068
Funding pressure: 0.000071
Open interest: -
Volume 24h: 15607700
Quote volume 24h: 931041
Price change 24h %: 0.63

Quality

Capture latency ms: 11087
Order book timestamp: 2026-09-22 10:37:59+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.279000+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	0.093055	0.093055	0.093055	0.093055	0.093055	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093055	0.093055	0.093055	0.093055	0.093055	-0.093055	yes
30s	long	0.093055	0.093055	0.093055	0.093055	0.093055	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093055	0.093055	0.093055	0.093055	0.093055	-0.093055	yes
60s	long	0.093055	0.093055	0.093055	0.093055	0.093055	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093055	0.093055	0.093055	0.093055	0.093055	-0.093055	yes

Price

Best bid: 0.0591
Best ask: 0.05913
Spread: 0.00003
Spread %: 0.050749
Mid price: 0.059115
Last price: 0.05915
Mark price: -
Index price: -

Order Book

Bid depth 5: 10868
Ask depth 5: 16341
Bid depth 10: 21199
Ask depth 10: 71411
Bid depth 20: 93425
Ask depth 20: 158782
Imbalance 5: -0.201147
Imbalance 10: -0.542188
Imbalance 20: -0.25914
Top bid size: 320
Top ask size: 320
Bid wall score: 0.003425
Ask wall score: 0.002015

Dynamics

Bid depth 5 delta: 4683
Ask depth 5 delta: -7301
Imbalance 5 delta: 0.384128
Bid depth 10 delta: 11498
Ask depth 10 delta: -21261
Imbalance 10 delta: 0.26829
Spread delta: 0.00002
Mid price delta: -0.00004
Wall shift score: -0.008306

Tape

Buy volume: 62271
Sell volume: 321787
Buy/sell delta: -259516
Buy/sell ratio: 0.193516
Avg trade size: 3840.58
Large trade count: 5
Largest trade size: 77855

Candle

Return 1: -0.236327
Return 3: 0.220451
Volume 1: 375233
Volume avg 5: 127353.8
Momentum 5: 0.339559

Cross Exchange

Mid avg: 0.05913
Mid median: 0.059155
Price deviation %: -0.025368
Spread %: 0.160663

Funding / OI / Volume

Funding rate: 0.00025508
Funding delta: 0
Funding abs: 0.00025508
Funding pressure: 0.00025508
Open interest: 73219883
Volume 24h: 94308629
Quote volume 24h: 5651169.5024
Price change 24h %: 0.767

Quality

Capture latency ms: 6546
Order book timestamp: 2026-09-22 10:37:47.608000+02:00
Ticker timestamp: 2026-09-22 10:37:44.406000+02:00
Trades timestamp: 2026-09-22 10:37:46.715000+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	0.050749	0.050749	0.050749	0.050749	0.050749	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050749	0.050749	0.050749	0.050749	0.050749	-0.050749	yes
30s	long	0.050749	0.050749	0.050749	0.050749	0.050749	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050749	0.050749	0.050749	0.050749	0.050749	-0.050749	yes
60s	long	0.050749	0.050749	0.050749	0.050749	0.050749	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050749	0.050749	0.050749	0.050749	0.050749	-0.050749	yes

Price

Best bid: 0.05908
Best ask: 0.05925
Spread: 0.00017
Spread %: 0.287332
Mid price: 0.059165
Last price: 0.05922
Mark price: -
Index price: -

Order Book

Bid depth 5: 22467
Ask depth 5: 126471
Bid depth 10: 76863
Ask depth 10: 157885
Bid depth 20: 499538
Ask depth 20: 489052
Imbalance 5: -0.698304
Imbalance 10: -0.345145
Imbalance 20: 0.010607
Top bid size: 652
Top ask size: 1586
Bid wall score: 0.001305
Ask wall score: 0.003243

Dynamics

Bid depth 5 delta: -87495
Ask depth 5 delta: -51714
Imbalance 5 delta: -0.461539
Bid depth 10 delta: -79433
Ask depth 10 delta: -50674
Imbalance 10 delta: -0.201901
Spread delta: -0.00002
Mid price delta: -0.00016
Wall shift score: -0.002367

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: 0.440977
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: 0.440977

Cross Exchange

Mid avg: 0.05918333
Mid median: 0.059155
Price deviation %: -0.030977
Spread %: 0.430865

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202855
Volume 24h: 282868
Quote volume 24h: 282868
Price change 24h %: -2.196532

Quality

Capture latency ms: 5702
Order book timestamp: 2026-09-22 10:37:39.482000+02:00
Ticker timestamp: 2026-09-22 10:37:41.070000+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	-0.008451	-0.008451	-0.008451	0.008451	0.008451	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008451	0.008451	0.008451	0.008451	-0.008451	0.008451	yes
30s	flat	-0.008451	-0.008451	-0.008451	0.008451	0.008451	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008451	0.008451	0.008451	0.008451	-0.008451	0.008451	yes
60s	flat	-0.008451	-0.008451	-0.008451	0.008451	0.008451	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008451	0.008451	0.008451	0.008451	-0.008451	0.008451	yes

Price

Best bid: 0.05902
Best ask: 0.05912
Spread: 0.0001
Spread %: 0.169291
Mid price: 0.05907
Last price: 0.05909
Mark price: 0.05909
Index price: 0.05901

Order Book

Bid depth 5: 202
Ask depth 5: 158
Bid depth 10: 346
Ask depth 10: 318
Bid depth 20: 619
Ask depth 20: 770
Imbalance 5: 0.122222
Imbalance 10: 0.042169
Imbalance 20: -0.108711
Top bid size: 39
Top ask size: 39
Bid wall score: 0.063005
Ask wall score: 0.050649

Dynamics

Bid depth 5 delta: 44
Ask depth 5 delta: 43
Imbalance 5 delta: -0.035287
Bid depth 10 delta: 5
Ask depth 10 delta: 89
Imbalance 10 delta: -0.154323
Spread delta: -0.00001
Mid price delta: -0.000155
Wall shift score: 0.013284

Tape

Buy volume: 127
Sell volume: 332
Buy/sell delta: -205
Buy/sell ratio: 0.38253
Avg trade size: 4.59
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.286871
Return 3: 0.254496
Volume 1: 257
Volume avg 5: 132.8
Momentum 5: 0.339616

Cross Exchange

Mid avg: 0.059235
Mid median: 0.059225
Price deviation %: -0.278552
Spread %: 0.286992

Funding / OI / Volume

Funding rate: 0.000071
Funding delta: 0.000021
Funding abs: 0.000071
Funding pressure: 0.000092
Open interest: -
Volume 24h: 15603300
Quote volume 24h: 930781
Price change 24h %: 0.63

Quality

Capture latency ms: 11292
Order book timestamp: 2026-09-22 10:37:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.247000+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	0.059252	0.059252	0.059252	0.059252	0.059252	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059252	0.059252	0.059252	0.059252	0.059252	-0.059252	yes
30s	long	0.059252	0.059252	0.059252	0.059252	0.059252	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059252	0.059252	0.059252	0.059252	0.059252	-0.059252	yes
60s	long	0.059252	0.059252	0.059252	0.059252	0.059252	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059252	0.059252	0.059252	0.059252	0.059252	-0.059252	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: 6185
Ask depth 5: 23642
Bid depth 10: 9701
Ask depth 10: 92672
Bid depth 20: 135382
Ask depth 20: 183447
Imbalance 5: -0.585275
Imbalance 10: -0.810477
Imbalance 20: -0.150755
Top bid size: 4006
Top ask size: 3646
Bid wall score: 0.02959
Ask wall score: 0.019875

Dynamics

Bid depth 5 delta: 344
Ask depth 5 delta: 15057
Imbalance 5 delta: -0.395063
Bid depth 10 delta: -34476
Ask depth 10 delta: 32864
Imbalance 10 delta: -0.660158
Spread delta: 0
Mid price delta: 0.00003
Wall shift score: 0.009119

Tape

Buy volume: 63546
Sell volume: 324048
Buy/sell delta: -260502
Buy/sell ratio: 0.196101
Avg trade size: 3875.94
Large trade count: 5
Largest trade size: 77855

Candle

Return 1: -0.151924
Return 3: 0.30524
Volume 1: 365854
Volume avg 5: 125478
Momentum 5: 0.424448

Cross Exchange

Mid avg: 0.059225
Mid median: 0.059225
Price deviation %: -0.118193
Spread %: 0.337695

Funding / OI / Volume

Funding rate: 0.00025508
Funding delta: -0.00000113
Funding abs: 0.00025508
Funding pressure: 0.00025621
Open interest: 73220533
Volume 24h: 94299916
Quote volume 24h: 5650654.19253
Price change 24h %: 0.784

Quality

Capture latency ms: 6487
Order book timestamp: 2026-09-22 10:37:17.559000+02:00
Ticker timestamp: 2026-09-22 10:37:10.548000+02:00
Trades timestamp: 2026-09-22 10:37:18.125000+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	-0.067619	-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

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.