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 16 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:35:26.017102+02:00	gate	VELVET/USDT:USDT	0.058945	68	11043 ms	10s flat 0.042412 30s flat 0.042412 60s flat 0.042412	advanced ready
2026-09-22 10:35:14.819823+02:00	binance	VELVET/USDT:USDT	0.058965	80	6517 ms	10s long 0.059357 30s long 0.059357 60s long 0.059357	advanced ready
2026-09-22 10:35:07.883619+02:00	htx	VELVET/USDT:USDT	0.05897	80	6689 ms	10s long 0.067831 30s long 0.067831 60s long 0.084789	advanced ready
2026-09-22 10:34:55.011892+02:00	gate	VELVET/USDT:USDT	0.05892	68	11025 ms	10s flat 0.04243 30s flat 0.04243 60s flat 0.04243	advanced ready
2026-09-22 10:34:43.841258+02:00	binance	VELVET/USDT:USDT	0.058935	80	6463 ms	10s long 0.050904 30s long 0.050904 60s long 0.050904	advanced ready
2026-09-22 10:34:36.952028+02:00	htx	VELVET/USDT:USDT	0.058875	80	7329 ms	10s long 0.161359 30s long 0.161359 60s long 0.161359	advanced ready
2026-09-22 10:34:23.570090+02:00	gate	VELVET/USDT:USDT	0.05892	68	14346 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:34:09.074604+02:00	binance	VELVET/USDT:USDT	0.058985	80	6771 ms	10s short -0.084767 30s short -0.084767 60s short -0.084767	advanced ready
2026-09-22 10:34:01.875773+02:00	htx	VELVET/USDT:USDT	0.058985	80	6510 ms	10s short -0.186488 30s short -0.186488 60s short -0.186488	advanced ready
2026-09-22 10:33:49.345960+02:00	gate	VELVET/USDT:USDT	0.058875	68	11220 ms	10s long 0.076433 30s long 0.076433 60s long 0.076433	advanced ready

Price

Best bid: 0.0589
Best ask: 0.05899
Spread: 0.00009
Spread %: 0.152685
Mid price: 0.058945
Last price: 0.05894
Mark price: 0.05892
Index price: 0.058838

Order Book

Bid depth 5: 164
Ask depth 5: 133
Bid depth 10: 328
Ask depth 10: 285
Bid depth 20: 567
Ask depth 20: 605
Imbalance 5: 0.104377
Imbalance 10: 0.070147
Imbalance 20: -0.032423
Top bid size: 41
Top ask size: 8
Bid wall score: 0.07231
Ask wall score: 0.013223

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 46
Imbalance 5 delta: -0.202396
Bid depth 10 delta: 16
Ask depth 10 delta: 48
Imbalance 10 delta: -0.066465
Spread delta: -0.00003
Mid price delta: 0.000025
Wall shift score: -0.010229

Tape

Buy volume: 188
Sell volume: 216
Buy/sell delta: -28
Buy/sell ratio: 0.87037
Avg trade size: 4.04
Large trade count: 1
Largest trade size: 13

Candle

Return 1: 0.050899
Return 3: 0.135846
Volume 1: 36
Volume avg 5: 88.8
Momentum 5: 0.10185

Cross Exchange

Mid avg: 0.05895167
Mid median: 0.058965
Price deviation %: -0.011309
Spread %: 0.084815

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15561900
Quote volume 24h: 928334
Price change 24h %: 0.15

Quality

Capture latency ms: 11043
Order book timestamp: 2026-09-22 10:35:24+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.125000+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	0.042412	0.042412	0.042412	0.042412	0.042412	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042412	0.042412	0.042412	0.042412	0.042412	-0.042412	yes
30s	flat	0.042412	0.042412	0.042412	0.042412	0.042412	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042412	0.042412	0.042412	0.042412	0.042412	-0.042412	yes
60s	flat	0.042412	0.042412	0.042412	0.042412	0.042412	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042412	0.042412	0.042412	0.042412	0.042412	-0.042412	yes

Price

Best bid: 0.05896
Best ask: 0.05897
Spread: 0.00001
Spread %: 0.016959
Mid price: 0.058965
Last price: 0.05894
Mark price: -
Index price: -

Order Book

Bid depth 5: 8620
Ask depth 5: 12406
Bid depth 10: 26148
Ask depth 10: 61692
Bid depth 20: 110275
Ask depth 20: 212085
Imbalance 5: -0.180063
Imbalance 10: -0.404645
Imbalance 20: -0.315827
Top bid size: 160
Top ask size: 92
Bid wall score: 0.001451
Ask wall score: 0.000434

Dynamics

Bid depth 5 delta: -492
Ask depth 5 delta: 2211
Imbalance 5 delta: -0.123969
Bid depth 10 delta: -2513
Ask depth 10 delta: -22579
Imbalance 10 delta: 0.087775
Spread delta: 0
Mid price delta: 0.00003
Wall shift score: 0.023295

Tape

Buy volume: 38805
Sell volume: 190527
Buy/sell delta: -151722
Buy/sell ratio: 0.203672
Avg trade size: 2293.32
Large trade count: 6
Largest trade size: 66854

Candle

Return 1: -0.050873
Return 3: 0.067912
Volume 1: 2100
Volume avg 5: 60402.6
Momentum 5: -0.033921

Cross Exchange

Mid avg: 0.05894167
Mid median: 0.058935
Price deviation %: 0.039587
Spread %: 0.08483

Funding / OI / Volume

Funding rate: 0.00025621
Funding delta: -0.00000266
Funding abs: 0.00025621
Funding pressure: 0.00025887
Open interest: 73222071
Volume 24h: 94251177
Quote volume 24h: 5647655.53859
Price change 24h %: 0.358

Quality

Capture latency ms: 6517
Order book timestamp: 2026-09-22 10:35:12.615000+02:00
Ticker timestamp: 2026-09-22 10:35:04.865000+02:00
Trades timestamp: 2026-09-22 10:35:14.216000+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	0.059357	0.059357	0.059357	0.059357	0.059357	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059357	0.059357	0.059357	0.059357	0.059357	-0.059357	yes
30s	long	0.059357	0.059357	0.059357	0.059357	0.059357	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059357	0.059357	0.059357	0.059357	0.059357	-0.059357	yes
60s	long	0.059357	0.059357	0.059357	0.059357	0.059357	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059357	0.059357	0.059357	0.059357	0.059357	-0.059357	yes

Price

Best bid: 0.05888
Best ask: 0.05906
Spread: 0.00018
Spread %: 0.30524
Mid price: 0.05897
Last price: 0.05896
Mark price: -
Index price: -

Order Book

Bid depth 5: 13676
Ask depth 5: 194534
Bid depth 10: 141970
Ask depth 10: 210120
Bid depth 20: 448923
Ask depth 20: 541418
Imbalance 5: -0.868633
Imbalance 10: -0.193558
Imbalance 20: -0.093397
Top bid size: 617
Top ask size: 5628
Bid wall score: 0.001374
Ask wall score: 0.010395

Dynamics

Bid depth 5 delta: -69638
Ask depth 5 delta: 175993
Imbalance 5 delta: -1.504566
Bid depth 10 delta: -148372
Ask depth 10 delta: -21158
Imbalance 10 delta: -0.30679
Spread delta: -0.00001
Mid price delta: 0.000095
Wall shift score: -0.015684

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: 0.05891
Mid median: 0.05892
Price deviation %: 0.10185
Spread %: 0.10185

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: 6689
Order book timestamp: 2026-09-22 10:35:04.582000+02:00
Ticker timestamp: 2026-09-22 10:35:05.929000+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	0.067831	0.067831	0.067831	0.067831	0.067831	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.067831	0.067831	0.067831	0.067831	0.067831	-0.067831	yes
30s	long	0.067831	0.067831	0.067831	0.067831	0.067831	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.067831	0.067831	0.067831	0.067831	0.067831	-0.067831	yes
60s	long	0.084789	0.084789	0.067831	0.067831	0.084789	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.084789	0.067831	0.067831	0.084789	0.084789	-0.084789	yes

Price

Best bid: 0.05886
Best ask: 0.05898
Spread: 0.00012
Spread %: 0.203666
Mid price: 0.05892
Last price: 0.05891
Mark price: 0.05888
Index price: 0.058808

Order Book

Bid depth 5: 164
Ask depth 5: 87
Bid depth 10: 312
Ask depth 10: 237
Bid depth 20: 534
Ask depth 20: 536
Imbalance 5: 0.306773
Imbalance 10: 0.136612
Imbalance 20: -0.001869
Top bid size: 41
Top ask size: 4
Bid wall score: 0.076779
Ask wall score: 0.007463

Dynamics

Bid depth 5 delta: -41
Ask depth 5 delta: -60
Imbalance 5 delta: 0.142
Bid depth 10 delta: -57
Ask depth 10 delta: -62
Imbalance 10 delta: 0.031822
Spread delta: 0.00002
Mid price delta: 0
Wall shift score: 0.028066

Tape

Buy volume: 197
Sell volume: 208
Buy/sell delta: -11
Buy/sell ratio: 0.947115
Avg trade size: 4.05
Large trade count: 1
Largest trade size: 13

Candle

Return 1: -0.033939
Return 3: -0.152542
Volume 1: 89
Volume avg 5: 97
Momentum 5: 0

Cross Exchange

Mid avg: 0.05891
Mid median: 0.05892
Price deviation %: 0.016975
Spread %: 0.10185

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15558000
Quote volume 24h: 928105
Price change 24h %: 0.49

Quality

Capture latency ms: 11025
Order book timestamp: 2026-09-22 10:34:53+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.093000+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	0.04243	0.04243	0.04243	0.04243	0.04243	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.04243	0.04243	0.04243	0.04243	0.04243	-0.04243	yes
30s	flat	0.04243	0.04243	0.04243	0.04243	0.04243	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.04243	0.04243	0.04243	0.04243	0.04243	-0.04243	yes
60s	flat	0.04243	0.04243	0.04243	0.04243	0.04243	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.04243	0.04243	0.04243	0.04243	0.04243	-0.04243	yes

Price

Best bid: 0.05893
Best ask: 0.05894
Spread: 0.00001
Spread %: 0.016968
Mid price: 0.058935
Last price: 0.05893
Mark price: -
Index price: -

Order Book

Bid depth 5: 9112
Ask depth 5: 10195
Bid depth 10: 28661
Ask depth 10: 84271
Bid depth 20: 143772
Ask depth 20: 183009
Imbalance 5: -0.056094
Imbalance 10: -0.49242
Imbalance 20: -0.120071
Top bid size: 355
Top ask size: 4529
Bid wall score: 0.002469
Ask wall score: 0.024747

Dynamics

Bid depth 5 delta: -1123
Ask depth 5 delta: -7968
Imbalance 5 delta: 0.223081
Bid depth 10 delta: -563
Ask depth 10 delta: 18211
Imbalance 10 delta: -0.105829
Spread delta: 0
Mid price delta: -0.00005
Wall shift score: -0.024342

Tape

Buy volume: 30738
Sell volume: 190330
Buy/sell delta: -159592
Buy/sell ratio: 0.161498
Avg trade size: 2210.68
Large trade count: 6
Largest trade size: 66854

Candle

Return 1: -0.050882
Return 3: -0.203218
Volume 1: 57456
Volume avg 5: 61178
Momentum 5: -0.050882

Cross Exchange

Mid avg: 0.05892667
Mid median: 0.05892
Price deviation %: 0.014142
Spread %: 0.186673

Funding / OI / Volume

Funding rate: 0.00025887
Funding delta: 0
Funding abs: 0.00025887
Funding pressure: 0.00025887
Open interest: 73226742
Volume 24h: 94216003
Quote volume 24h: 5645561.85094
Price change 24h %: 0.358

Quality

Capture latency ms: 6463
Order book timestamp: 2026-09-22 10:34:41.141000+02:00
Ticker timestamp: 2026-09-22 10:34:39.850000+02:00
Trades timestamp: 2026-09-22 10:34:39.850000+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	0.050904	0.050904	0.050904	0.050904	0.050904	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050904	0.050904	0.050904	0.050904	0.050904	-0.050904	yes
30s	long	0.050904	0.050904	0.050904	0.050904	0.050904	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050904	0.050904	0.050904	0.050904	0.050904	-0.050904	yes
60s	long	0.050904	0.050904	0.050904	0.050904	0.050904	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050904	0.050904	0.050904	0.050904	0.050904	-0.050904	yes

Price

Best bid: 0.05878
Best ask: 0.05897
Spread: 0.00019
Spread %: 0.322718
Mid price: 0.058875
Last price: 0.05896
Mark price: -
Index price: -

Order Book

Bid depth 5: 83314
Ask depth 5: 18541
Bid depth 10: 290342
Ask depth 10: 231278
Bid depth 20: 396804
Ask depth 20: 822249
Imbalance 5: 0.635933
Imbalance 10: 0.113232
Imbalance 20: -0.348996
Top bid size: 2818
Top ask size: 360
Bid wall score: 0.007102
Ask wall score: 0.000438

Dynamics

Bid depth 5 delta: 40248
Ask depth 5 delta: -169499
Imbalance 5 delta: 1.263239
Bid depth 10 delta: 181250
Ask depth 10 delta: 27207
Imbalance 10 delta: 0.416521
Spread delta: 0.00002
Mid price delta: -0.00011
Wall shift score: 0.006749

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

Cross Exchange

Mid avg: 0.05896333
Mid median: 0.058985
Price deviation %: -0.149811
Spread %: 0.110238

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: 7329
Order book timestamp: 2026-09-22 10:34:32.182000+02:00
Ticker timestamp: 2026-09-22 10:34:34.383000+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	0.161359	0.161359	0.161359	0.161359	0.161359	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.161359	0.161359	0.161359	0.161359	0.161359	-0.161359	yes
30s	long	0.161359	0.161359	0.161359	0.161359	0.161359	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.161359	0.161359	0.161359	0.161359	0.161359	-0.161359	yes
60s	long	0.161359	0.161359	0.161359	0.161359	0.161359	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.161359	0.161359	0.161359	0.161359	0.161359	-0.161359	yes

Price

Best bid: 0.05887
Best ask: 0.05897
Spread: 0.0001
Spread %: 0.169722
Mid price: 0.05892
Last price: 0.05895
Mark price: 0.05893
Index price: 0.058863

Order Book

Bid depth 5: 205
Ask depth 5: 147
Bid depth 10: 369
Ask depth 10: 299
Bid depth 20: 559
Ask depth 20: 592
Imbalance 5: 0.164773
Imbalance 10: 0.10479
Imbalance 20: -0.028671
Top bid size: 41
Top ask size: 19
Bid wall score: 0.073345
Ask wall score: 0.032095

Dynamics

Bid depth 5 delta: 25
Ask depth 5 delta: 42
Imbalance 5 delta: -0.098385
Bid depth 10 delta: 38
Ask depth 10 delta: 28
Imbalance 10 delta: 0.005123
Spread delta: 0.00001
Mid price delta: 0.000045
Wall shift score: -0.026442

Tape

Buy volume: 206
Sell volume: 197
Buy/sell delta: 9
Buy/sell ratio: 1.045685
Avg trade size: 4.03
Large trade count: 1
Largest trade size: 13

Candle

Return 1: 0.033939
Return 3: -0.084746
Volume 1: 42
Volume avg 5: 87.6
Momentum 5: 0.0679

Cross Exchange

Mid avg: 0.05894833
Mid median: 0.058985
Price deviation %: -0.048065
Spread %: 0.186604

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15550500
Quote volume 24h: 927663
Price change 24h %: 0.56

Quality

Capture latency ms: 14346
Order book timestamp: 2026-09-22 10:34:22+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.061000+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: 0.05898
Best ask: 0.05899
Spread: 0.00001
Spread %: 0.016953
Mid price: 0.058985
Last price: 0.059
Mark price: -
Index price: -

Order Book

Bid depth 5: 10235
Ask depth 5: 18163
Bid depth 10: 29224
Ask depth 10: 66060
Bid depth 20: 120996
Ask depth 20: 202518
Imbalance 5: -0.279175
Imbalance 10: -0.386592
Imbalance 20: -0.251989
Top bid size: 457
Top ask size: 347
Bid wall score: 0.003777
Ask wall score: 0.001713

Dynamics

Bid depth 5 delta: -15795
Ask depth 5 delta: 12918
Imbalance 5 delta: -0.943763
Bid depth 10 delta: -15621
Ask depth 10 delta: 19983
Imbalance 10 delta: -0.373042
Spread delta: 0
Mid price delta: 0.00013
Wall shift score: -0.0179

Tape

Buy volume: 29904
Sell volume: 164461
Buy/sell delta: -134557
Buy/sell ratio: 0.18183
Avg trade size: 1943.65
Large trade count: 7
Largest trade size: 66854

Candle

Return 1: 0.067843
Return 3: -0.084674
Volume 1: 1696
Volume avg 5: 50026
Momentum 5: 0.067843

Cross Exchange

Mid avg: 0.058905
Mid median: 0.058875
Price deviation %: 0.135812
Spread %: 0.220694

Funding / OI / Volume

Funding rate: 0.00025887
Funding delta: -0.00000174
Funding abs: 0.00025887
Funding pressure: 0.00026061
Open interest: 73255607
Volume 24h: 94209035
Quote volume 24h: 5645169.4987
Price change 24h %: 0.477

Quality

Capture latency ms: 6771
Order book timestamp: 2026-09-22 10:34:06.309000+02:00
Ticker timestamp: 2026-09-22 10:34:00.485000+02:00
Trades timestamp: 2026-09-22 10:34:00.485000+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	-0.084767	-0.084767	-0.084767	0.084767	0.084767	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.084767	0.084767	0.084767	0.084767	-0.084767	0.084767	yes
30s	short	-0.084767	-0.084767	-0.084767	0.084767	0.084767	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.084767	0.084767	0.084767	0.084767	-0.084767	0.084767	yes
60s	short	-0.084767	-0.084767	-0.084767	0.084767	0.084767	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.084767	0.084767	0.084767	0.084767	-0.084767	0.084767	yes

Price

Best bid: 0.0589
Best ask: 0.05907
Spread: 0.00017
Spread %: 0.288209
Mid price: 0.058985
Last price: 0.05896
Mark price: -
Index price: -

Order Book

Bid depth 5: 43066
Ask depth 5: 188040
Bid depth 10: 109092
Ask depth 10: 204071
Bid depth 20: 1351302
Ask depth 20: 732449
Imbalance 5: -0.627305
Imbalance 10: -0.303289
Imbalance 20: 0.29699
Top bid size: 654
Top ask size: 417
Bid wall score: 0.000484
Ask wall score: 0.000569

Dynamics

Bid depth 5 delta: 14887
Ask depth 5 delta: -63303
Imbalance 5 delta: 0.171072
Bid depth 10 delta: -138958
Ask depth 10 delta: -118065
Imbalance 10 delta: -0.173356
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.000286

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

Cross Exchange

Mid avg: 0.05887167
Mid median: 0.058875
Price deviation %: 0.192509
Spread %: 0.050958

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202852
Volume 24h: 286270
Quote volume 24h: 286270
Price change 24h %: -2.625929

Quality

Capture latency ms: 6510
Order book timestamp: 2026-09-22 10:33:59.046000+02:00
Ticker timestamp: 2026-09-22 10:33:59.859000+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	short	-0.186488	-0.186488	-0.186488	0.186488	0.186488	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.186488	0.186488	0.186488	0.186488	-0.186488	0.186488	yes
30s	short	-0.186488	-0.186488	-0.186488	0.186488	0.186488	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.186488	0.186488	0.186488	0.186488	-0.186488	0.186488	yes
60s	short	-0.186488	-0.186488	-0.186488	0.186488	0.186488	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.186488	0.186488	0.186488	0.186488	-0.186488	0.186488	yes

Price

Best bid: 0.05883
Best ask: 0.05892
Spread: 0.00009
Spread %: 0.152866
Mid price: 0.058875
Last price: 0.05887
Mark price: 0.05885
Index price: 0.058805

Order Book

Bid depth 5: 180
Ask depth 5: 105
Bid depth 10: 331
Ask depth 10: 271
Bid depth 20: 533
Ask depth 20: 650
Imbalance 5: 0.263158
Imbalance 10: 0.099668
Imbalance 20: -0.098901
Top bid size: 41
Top ask size: 6
Bid wall score: 0.076923
Ask wall score: 0.009231

Dynamics

Bid depth 5 delta: 16
Ask depth 5 delta: -282
Imbalance 5 delta: 0.667877
Bid depth 10 delta: 42
Ask depth 10 delta: -260
Imbalance 10 delta: 0.39479
Spread delta: -0.00001
Mid price delta: 0.000035
Wall shift score: -0.003191

Tape

Buy volume: 191
Sell volume: 214
Buy/sell delta: -23
Buy/sell ratio: 0.892523
Avg trade size: 4.05
Large trade count: 1
Largest trade size: 13

Candle

Return 1: -0.033962
Return 3: -0.0679
Volume 1: 101
Volume avg 5: 105.6
Momentum 5: -0.050934

Cross Exchange

Mid avg: 0.05886
Mid median: 0.058855
Price deviation %: 0.025484
Spread %: 0.076453

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15547200
Quote volume 24h: 927468
Price change 24h %: 0.43

Quality

Capture latency ms: 11220
Order book timestamp: 2026-09-22 10:33:48+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.028000+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	0.076433	0.076433	0.076433	0.076433	0.076433	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.076433	0.076433	0.076433	0.076433	0.076433	-0.076433	yes
30s	long	0.076433	0.076433	0.076433	0.076433	0.076433	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.076433	0.076433	0.076433	0.076433	0.076433	-0.076433	yes
60s	long	0.076433	0.076433	0.076433	0.076433	0.076433	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.076433	0.076433	0.076433	0.076433	0.076433	-0.076433	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.