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 15 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:37:12.818203+02:00	htx	VELVET/USDT:USDT	0.059325	80	7551 ms	10s short -0.269701 30s short -0.269701 60s short -0.269701	advanced ready
2026-09-22 10:36:58.992482+02:00	gate	VELVET/USDT:USDT	0.059225	68	11081 ms	10s short -0.261714 30s short -0.261714 60s short -0.261714	advanced ready
2026-09-22 10:36:47.766778+02:00	binance	VELVET/USDT:USDT	0.059125	80	6573 ms	10s long 0.05074 30s long 0.05074 60s long 0.05074	advanced ready
2026-09-22 10:36:40.782295+02:00	htx	VELVET/USDT:USDT	0.05918	80	6113 ms	10s long 0.245015 30s long 0.245015 60s long 0.245015	advanced ready
2026-09-22 10:36:28.139500+02:00	gate	VELVET/USDT:USDT	0.05905	68	11847 ms	10s long 0.296359 30s long 0.296359 60s long 0.296359	advanced ready
2026-09-22 10:36:16.059886+02:00	binance	VELVET/USDT:USDT	0.05897	80	7816 ms	10s long 0.262846 30s long 0.262846 60s long 0.262846	advanced ready
2026-09-22 10:36:07.810252+02:00	htx	VELVET/USDT:USDT	0.05902	80	5350 ms	10s long 0.271095 30s long 0.271095 60s long 0.271095	advanced ready
2026-09-22 10:35:56.475744+02:00	gate	VELVET/USDT:USDT	0.05897	68	10988 ms	10s long 0.135662 30s long 0.135662 60s long 0.135662	advanced ready
2026-09-22 10:35:45.370135+02:00	binance	VELVET/USDT:USDT	0.059	80	6679 ms	10s short -0.050847 30s short -0.050847 60s short -0.050847	advanced ready
2026-09-22 10:35:38.245330+02:00	htx	VELVET/USDT:USDT	0.05901	80	6219 ms	10s flat 0.016946 30s flat 0.016946 60s flat 0.016946	advanced ready

Price

Best bid: 0.05923
Best ask: 0.05942
Spread: 0.00019
Spread %: 0.32027
Mid price: 0.059325
Last price: 0.05922
Mark price: -
Index price: -

Order Book

Bid depth 5: 109962
Ask depth 5: 178185
Bid depth 10: 156296
Ask depth 10: 208559
Bid depth 20: 434876
Ask depth 20: 539665
Imbalance 5: -0.236765
Imbalance 10: -0.143243
Imbalance 20: -0.107527
Top bid size: 3119
Top ask size: 3639
Bid wall score: 0.007172
Ask wall score: 0.006743

Dynamics

Bid depth 5 delta: 22886
Ask depth 5 delta: 44862
Imbalance 5 delta: -0.026931
Bid depth 10 delta: -47753
Ask depth 10 delta: 58879
Imbalance 10 delta: -0.296946
Spread delta: -0.00001
Mid price delta: 0.000145
Wall shift score: 0.005436

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: 0.05917667
Mid median: 0.05918
Price deviation %: 0.250662
Spread %: 0.168986

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202852
Volume 24h: 282868
Quote volume 24h: 282868
Price change 24h %: -2.196532

Quality

Capture latency ms: 7551
Order book timestamp: 2026-09-22 10:37:08.182000+02:00
Ticker timestamp: 2026-09-22 10:37:11.139000+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	-0.269701	-0.269701	-0.269701	0.269701	0.269701	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.269701	0.269701	0.269701	0.269701	-0.269701	0.269701	yes
30s	short	-0.269701	-0.269701	-0.269701	0.269701	0.269701	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.269701	0.269701	0.269701	0.269701	-0.269701	0.269701	yes
60s	short	-0.269701	-0.269701	-0.269701	0.269701	0.269701	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.269701	0.269701	0.269701	0.269701	-0.269701	0.269701	yes

Price

Best bid: 0.05917
Best ask: 0.05928
Spread: 0.00011
Spread %: 0.185732
Mid price: 0.059225
Last price: 0.05927
Mark price: 0.05904
Index price: 0.058933

Order Book

Bid depth 5: 158
Ask depth 5: 115
Bid depth 10: 341
Ask depth 10: 229
Bid depth 20: 653
Ask depth 20: 643
Imbalance 5: 0.157509
Imbalance 10: 0.196491
Imbalance 20: 0.007716
Top bid size: 39
Top ask size: 39
Bid wall score: 0.059724
Ask wall score: 0.060653

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 28
Imbalance 5 delta: -0.132287
Bid depth 10 delta: 23
Ask depth 10 delta: 37
Imbalance 10 delta: -0.050568
Spread delta: 0.00001
Mid price delta: 0.000175
Wall shift score: -0.058316

Tape

Buy volume: 190
Sell volume: 182
Buy/sell delta: 8
Buy/sell ratio: 1.043956
Avg trade size: 3.72
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0.525869
Return 3: 0.559986
Volume 1: 102
Volume avg 5: 98.2
Momentum 5: 0.440678

Cross Exchange

Mid avg: 0.05911833
Mid median: 0.059125
Price deviation %: 0.180429
Spread %: 0.219898

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15576800
Quote volume 24h: 929213
Price change 24h %: 1.09

Quality

Capture latency ms: 11081
Order book timestamp: 2026-09-22 10:36:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.217000+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	-0.261714	-0.261714	-0.261714	0.261714	0.261714	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.261714	0.261714	0.261714	0.261714	-0.261714	0.261714	yes
30s	short	-0.261714	-0.261714	-0.261714	0.261714	0.261714	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.261714	0.261714	0.261714	0.261714	-0.261714	0.261714	yes
60s	short	-0.261714	-0.261714	-0.261714	0.261714	0.261714	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.261714	0.261714	0.261714	0.261714	-0.261714	0.261714	yes

Price

Best bid: 0.05912
Best ask: 0.05913
Spread: 0.00001
Spread %: 0.016913
Mid price: 0.059125
Last price: 0.05917
Mark price: -
Index price: -

Order Book

Bid depth 5: 5841
Ask depth 5: 8585
Bid depth 10: 44177
Ask depth 10: 59808
Bid depth 20: 219644
Ask depth 20: 161637
Imbalance 5: -0.190212
Imbalance 10: -0.15032
Imbalance 20: 0.152137
Top bid size: 252
Top ask size: 89
Bid wall score: 0.001147
Ask wall score: 0.000551

Dynamics

Bid depth 5 delta: -12956
Ask depth 5 delta: 124
Imbalance 5 delta: -0.569404
Bid depth 10 delta: 14506
Ask depth 10 delta: -11724
Imbalance 10 delta: 0.263314
Spread delta: -0.00001
Mid price delta: 0.000155
Wall shift score: -0.008768

Tape

Buy volume: 32044
Sell volume: 66202
Buy/sell delta: -34158
Buy/sell ratio: 0.484034
Avg trade size: 982.46
Large trade count: 9
Largest trade size: 5902

Candle

Return 1: 0.254237
Return 3: 0.322252
Volume 1: 16869
Volume avg 5: 56274
Momentum 5: 0.169348

Cross Exchange

Mid avg: 0.05906667
Mid median: 0.05905
Price deviation %: 0.098758
Spread %: 0.35553

Funding / OI / Volume

Funding rate: 0.00025621
Funding delta: 0
Funding abs: 0.00025621
Funding pressure: 0.00025621
Open interest: 73215270
Volume 24h: 94173186
Quote volume 24h: 5643066.00209
Price change 24h %: 0.339

Quality

Capture latency ms: 6573
Order book timestamp: 2026-09-22 10:36:45.469000+02:00
Ticker timestamp: 2026-09-22 10:36:28.904000+02:00
Trades timestamp: 2026-09-22 10:36:44.333000+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	0.05074	0.05074	0.05074	0.05074	0.05074	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05074	0.05074	0.05074	0.05074	0.05074	-0.05074	yes
30s	long	0.05074	0.05074	0.05074	0.05074	0.05074	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05074	0.05074	0.05074	0.05074	0.05074	-0.05074	yes
60s	long	0.05074	0.05074	0.05074	0.05074	0.05074	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05074	0.05074	0.05074	0.05074	0.05074	-0.05074	yes

Price

Best bid: 0.05908
Best ask: 0.05928
Spread: 0.0002
Spread %: 0.337952
Mid price: 0.05918
Last price: 0.05896
Mark price: -
Index price: -

Order Book

Bid depth 5: 87076
Ask depth 5: 133323
Bid depth 10: 204049
Ask depth 10: 149680
Bid depth 20: 513869
Ask depth 20: 622696
Imbalance 5: -0.209833
Imbalance 10: 0.153702
Imbalance 20: -0.095751
Top bid size: 652
Top ask size: 3908
Bid wall score: 0.001269
Ask wall score: 0.006276

Dynamics

Bid depth 5 delta: 44485
Ask depth 5 delta: -30352
Imbalance 5 delta: 0.377195
Bid depth 10 delta: 19683
Ask depth 10 delta: -81586
Imbalance 10 delta: 0.266543
Spread delta: 0.00006
Mid price delta: 0.00016
Wall shift score: 0.001879

Tape

Buy volume: 5070
Sell volume: 16292
Buy/sell delta: -11222
Buy/sell ratio: 0.311196
Avg trade size: 213.62
Large trade count: 10
Largest trade size: 6554

Candle

Return 1: 0.440977
Return 3: 0.440977
Volume 1: 6
Volume avg 5: 2
Momentum 5: 0.338868

Cross Exchange

Mid avg: 0.05901333
Mid median: 0.05902
Price deviation %: 0.282422
Spread %: 0.135563

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202852
Volume 24h: 282862
Quote volume 24h: 282862
Price change 24h %: -2.625929

Quality

Capture latency ms: 6113
Order book timestamp: 2026-09-22 10:36:38.782000+02:00
Ticker timestamp: 2026-09-22 10:36:39.259000+02:00
Trades timestamp: 2026-09-22 10:32:40.288000+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	0.245015	0.245015	0.245015	0.245015	0.245015	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.245015	0.245015	0.245015	0.245015	0.245015	-0.245015	yes
30s	long	0.245015	0.245015	0.245015	0.245015	0.245015	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.245015	0.245015	0.245015	0.245015	0.245015	-0.245015	yes
60s	long	0.245015	0.245015	0.245015	0.245015	0.245015	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.245015	0.245015	0.245015	0.245015	0.245015	-0.245015	yes

Price

Best bid: 0.059
Best ask: 0.0591
Spread: 0.0001
Spread %: 0.169348
Mid price: 0.05905
Last price: 0.05903
Mark price: 0.05897
Index price: 0.058875

Order Book

Bid depth 5: 158
Ask depth 5: 87
Bid depth 10: 318
Ask depth 10: 192
Bid depth 20: 577
Ask depth 20: 588
Imbalance 5: 0.289796
Imbalance 10: 0.247059
Imbalance 20: -0.009442
Top bid size: 39
Top ask size: 6
Bid wall score: 0.067591
Ask wall score: 0.010204

Dynamics

Bid depth 5 delta: -14
Ask depth 5 delta: -34
Imbalance 5 delta: 0.115734
Bid depth 10 delta: -2
Ask depth 10 delta: -59
Imbalance 10 delta: 0.126218
Spread delta: 0
Mid price delta: 0.00008
Wall shift score: 0.056521

Tape

Buy volume: 204
Sell volume: 195
Buy/sell delta: 9
Buy/sell ratio: 1.046154
Avg trade size: 3.99
Large trade count: 1
Largest trade size: 13

Candle

Return 1: 0.135708
Return 3: 0.169693
Volume 1: 46
Volume avg 5: 87
Momentum 5: 0.050847

Cross Exchange

Mid avg: 0.05898667
Mid median: 0.05897
Price deviation %: 0.107369
Spread %: 0.084765

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15572700
Quote volume 24h: 928971
Price change 24h %: 0.68

Quality

Capture latency ms: 11847
Order book timestamp: 2026-09-22 10:36:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.185000+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	0.296359	0.296359	0.296359	0.296359	0.296359	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.296359	0.296359	0.296359	0.296359	0.296359	-0.296359	yes
30s	long	0.296359	0.296359	0.296359	0.296359	0.296359	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.296359	0.296359	0.296359	0.296359	0.296359	-0.296359	yes
60s	long	0.296359	0.296359	0.296359	0.296359	0.296359	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.296359	0.296359	0.296359	0.296359	0.296359	-0.296359	yes

Price

Best bid: 0.05896
Best ask: 0.05898
Spread: 0.00002
Spread %: 0.033916
Mid price: 0.05897
Last price: 0.05897
Mark price: -
Index price: -

Order Book

Bid depth 5: 18797
Ask depth 5: 8461
Bid depth 10: 29671
Ask depth 10: 71532
Bid depth 20: 92866
Ask depth 20: 165962
Imbalance 5: 0.379191
Imbalance 10: -0.413634
Imbalance 20: -0.282411
Top bid size: 1775
Top ask size: 1618
Bid wall score: 0.019114
Ask wall score: 0.009749

Dynamics

Bid depth 5 delta: 6731
Ask depth 5 delta: -7433
Imbalance 5 delta: 0.516101
Bid depth 10 delta: 5705
Ask depth 10 delta: -3216
Imbalance 10 delta: 0.100802
Spread delta: 0
Mid price delta: -0.00003
Wall shift score: 0.041496

Tape

Buy volume: 29135
Sell volume: 63823
Buy/sell delta: -34688
Buy/sell ratio: 0.456497
Avg trade size: 929.58
Large trade count: 10
Largest trade size: 5902

Candle

Return 1: -0.050847
Return 3: 0.016961
Volume 1: 8172
Volume avg 5: 54534.6
Momentum 5: -0.135478

Cross Exchange

Mid avg: 0.05899667
Mid median: 0.059
Price deviation %: -0.0452
Spread %: 0.084751

Funding / OI / Volume

Funding rate: 0.00025621
Funding delta: 0
Funding abs: 0.00025621
Funding pressure: 0.00025621
Open interest: 73219502
Volume 24h: 94159815
Quote volume 24h: 5642277.19309
Price change 24h %: 0

Quality

Capture latency ms: 7816
Order book timestamp: 2026-09-22 10:36:12.747000+02:00
Ticker timestamp: 2026-09-22 10:36:09.891000+02:00
Trades timestamp: 2026-09-22 10:36:11.167000+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	0.262846	0.262846	0.262846	0.262846	0.262846	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.262846	0.262846	0.262846	0.262846	0.262846	-0.262846	yes
30s	long	0.262846	0.262846	0.262846	0.262846	0.262846	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.262846	0.262846	0.262846	0.262846	0.262846	-0.262846	yes
60s	long	0.262846	0.262846	0.262846	0.262846	0.262846	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.262846	0.262846	0.262846	0.262846	0.262846	-0.262846	yes

Price

Best bid: 0.05895
Best ask: 0.05909
Spread: 0.00014
Spread %: 0.237208
Mid price: 0.05902
Last price: 0.05896
Mark price: -
Index price: -

Order Book

Bid depth 5: 42591
Ask depth 5: 163675
Bid depth 10: 184366
Ask depth 10: 231266
Bid depth 20: 550170
Ask depth 20: 528849
Imbalance 5: -0.587028
Imbalance 10: -0.11284
Imbalance 20: 0.01976
Top bid size: 432
Top ask size: 4057
Bid wall score: 0.000785
Ask wall score: 0.007671

Dynamics

Bid depth 5 delta: 15480
Ask depth 5 delta: 21753
Imbalance 5 delta: 0.092194
Bid depth 10 delta: 49312
Ask depth 10 delta: 68632
Imbalance 10 delta: -0.020193
Spread delta: -0.00004
Mid price delta: 0.00001
Wall shift score: -0.006268

Tape

Buy volume: 5070
Sell volume: 16292
Buy/sell delta: -11222
Buy/sell ratio: 0.311196
Avg trade size: 213.62
Large trade count: 10
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: -0.10166

Cross Exchange

Mid avg: 0.05899333
Mid median: 0.059
Price deviation %: 0.045203
Spread %: 0.067804

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202852
Volume 24h: 282862
Quote volume 24h: 282862
Price change 24h %: -2.625929

Quality

Capture latency ms: 5350
Order book timestamp: 2026-09-22 10:36:04.446000+02:00
Ticker timestamp: 2026-09-22 10:36:06.189000+02:00
Trades timestamp: 2026-09-22 10:32:40.288000+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	0.271095	0.271095	0.271095	0.271095	0.271095	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.271095	0.271095	0.271095	0.271095	0.271095	-0.271095	yes
30s	long	0.271095	0.271095	0.271095	0.271095	0.271095	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.271095	0.271095	0.271095	0.271095	0.271095	-0.271095	yes
60s	long	0.271095	0.271095	0.271095	0.271095	0.271095	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.271095	0.271095	0.271095	0.271095	0.271095	-0.271095	yes

Price

Best bid: 0.05892
Best ask: 0.05902
Spread: 0.0001
Spread %: 0.169578
Mid price: 0.05897
Last price: 0.05897
Mark price: 0.05893
Index price: 0.058838

Order Book

Bid depth 5: 172
Ask depth 5: 121
Bid depth 10: 320
Ask depth 10: 251
Bid depth 20: 559
Ask depth 20: 595
Imbalance 5: 0.174061
Imbalance 10: 0.120841
Imbalance 20: -0.031196
Top bid size: 8
Top ask size: 8
Bid wall score: 0.014311
Ask wall score: 0.013445

Dynamics

Bid depth 5 delta: 8
Ask depth 5 delta: -12
Imbalance 5 delta: 0.069684
Bid depth 10 delta: -8
Ask depth 10 delta: -34
Imbalance 10 delta: 0.050694
Spread delta: 0.00001
Mid price delta: 0.000025
Wall shift score: -0.058221

Tape

Buy volume: 200
Sell volume: 201
Buy/sell delta: -1
Buy/sell ratio: 0.995025
Avg trade size: 4.01
Large trade count: 1
Largest trade size: 13

Candle

Return 1: 0.101798
Return 3: 0.186789
Volume 1: 79
Volume avg 5: 97.4
Momentum 5: 0.152775

Cross Exchange

Mid avg: 0.058985
Mid median: 0.059
Price deviation %: -0.02543
Spread %: 0.110198

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15567700
Quote volume 24h: 928676
Price change 24h %: 0.2

Quality

Capture latency ms: 10988
Order book timestamp: 2026-09-22 10:35:55+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.155000+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	0.135662	0.135662	0.135662	0.135662	0.135662	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.135662	0.135662	0.135662	0.135662	0.135662	-0.135662	yes
30s	long	0.135662	0.135662	0.135662	0.135662	0.135662	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.135662	0.135662	0.135662	0.135662	0.135662	-0.135662	yes
60s	long	0.135662	0.135662	0.135662	0.135662	0.135662	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.135662	0.135662	0.135662	0.135662	0.135662	-0.135662	yes

Price

Best bid: 0.05899
Best ask: 0.05901
Spread: 0.00002
Spread %: 0.033898
Mid price: 0.059
Last price: 0.05899
Mark price: -
Index price: -

Order Book

Bid depth 5: 12066
Ask depth 5: 15894
Bid depth 10: 23966
Ask depth 10: 74748
Bid depth 20: 189443
Ask depth 20: 163048
Imbalance 5: -0.13691
Imbalance 10: -0.514436
Imbalance 20: 0.074881
Top bid size: 388
Top ask size: 5573
Bid wall score: 0.002048
Ask wall score: 0.03418

Dynamics

Bid depth 5 delta: 3446
Ask depth 5 delta: 3488
Imbalance 5 delta: 0.043153
Bid depth 10 delta: -2182
Ask depth 10 delta: 13056
Imbalance 10 delta: -0.109791
Spread delta: 0.00001
Mid price delta: 0.000035
Wall shift score: -0.033149

Tape

Buy volume: 40319
Sell volume: 174918
Buy/sell delta: -134599
Buy/sell ratio: 0.230502
Avg trade size: 2152.37
Large trade count: 5
Largest trade size: 66854

Candle

Return 1: 0.033916
Return 3: 0.152801
Volume 1: 7949
Volume avg 5: 61572.4
Momentum 5: 0.050882

Cross Exchange

Mid avg: 0.05897333
Mid median: 0.058965
Price deviation %: 0.045218
Spread %: 0.110219

Funding / OI / Volume

Funding rate: 0.00025621
Funding delta: 0
Funding abs: 0.00025621
Funding pressure: 0.00025621
Open interest: 73218147
Volume 24h: 94257026
Quote volume 24h: 5648000.43559
Price change 24h %: 0.443

Quality

Capture latency ms: 6679
Order book timestamp: 2026-09-22 10:35:42.476000+02:00
Ticker timestamp: 2026-09-22 10:35:38.569000+02:00
Trades timestamp: 2026-09-22 10:35:38.569000+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	-0.050847	-0.050847	-0.050847	0.050847	0.050847	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050847	0.050847	0.050847	0.050847	-0.050847	0.050847	yes
30s	short	-0.050847	-0.050847	-0.050847	0.050847	0.050847	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050847	0.050847	0.050847	0.050847	-0.050847	0.050847	yes
60s	short	-0.050847	-0.050847	-0.050847	0.050847	0.050847	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050847	0.050847	0.050847	0.050847	-0.050847	0.050847	yes

Price

Best bid: 0.05892
Best ask: 0.0591
Spread: 0.00018
Spread %: 0.305033
Mid price: 0.05901
Last price: 0.05896
Mark price: -
Index price: -

Order Book

Bid depth 5: 27111
Ask depth 5: 141922
Bid depth 10: 135054
Ask depth 10: 162634
Bid depth 20: 1415182
Ask depth 20: 493433
Imbalance 5: -0.679222
Imbalance 10: -0.092647
Imbalance 20: 0.482941
Top bid size: 160
Top ask size: 361
Bid wall score: 0.000113
Ask wall score: 0.000732

Dynamics

Bid depth 5 delta: 13435
Ask depth 5 delta: -52612
Imbalance 5 delta: 0.18941
Bid depth 10 delta: -6916
Ask depth 10 delta: -47486
Imbalance 10 delta: 0.100911
Spread delta: 0
Mid price delta: 0.00004
Wall shift score: 0.008402

Tape

Buy volume: 5070
Sell volume: 16292
Buy/sell delta: -11222
Buy/sell ratio: 0.311196
Avg trade size: 213.62
Large trade count: 10
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: -0.10166

Cross Exchange

Mid avg: 0.05896
Mid median: 0.058965
Price deviation %: 0.084803
Spread %: 0.042402

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202852
Volume 24h: 284564
Quote volume 24h: 284564
Price change 24h %: -2.625929

Quality

Capture latency ms: 6219
Order book timestamp: 2026-09-22 10:35:35.882000+02:00
Ticker timestamp: 2026-09-22 10:35:36.800000+02:00
Trades timestamp: 2026-09-22 10:32:40.288000+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	0.016946	0.016946	0.016946	0.016946	0.016946	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016946	0.016946	0.016946	0.016946	0.016946	-0.016946	yes
30s	flat	0.016946	0.016946	0.016946	0.016946	0.016946	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016946	0.016946	0.016946	0.016946	0.016946	-0.016946	yes
60s	flat	0.016946	0.016946	0.016946	0.016946	0.016946	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016946	0.016946	0.016946	0.016946	0.016946	-0.016946	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.