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 18 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:32:01.042595+02:00	htx	VELVET/USDT:USDT	0.059225	80	5684 ms	10s short -0.430561 30s short -0.430561 60s short -0.219502	advanced ready
2026-09-22 10:31:49.246899+02:00	gate	VELVET/USDT:USDT	0.059035	68	11323 ms	10s short -0.18633 30s short -0.18633 60s short -0.143982	advanced ready
2026-09-22 10:31:37.798411+02:00	binance	VELVET/USDT:USDT	0.05906	80	6828 ms	10s flat -0.04233 30s flat -0.04233 60s short -0.237047	advanced ready
2026-09-22 10:31:30.549861+02:00	htx	VELVET/USDT:USDT	0.059135	90	4911 ms	10s long 0.152194 30s long 0.152194 60s short -0.279023	advanced ready
2026-09-22 10:31:19.395393+02:00	gate	VELVET/USDT:USDT	0.0589	68	12139 ms	10s long 0.229202 30s long 0.229202 60s flat 0.042445	advanced ready
2026-09-22 10:31:07.068665+02:00	binance	VELVET/USDT:USDT	0.058945	80	7219 ms	10s long 0.195097 30s long 0.195097 60s long 0.195097	advanced ready
2026-09-22 10:30:59.370090+02:00	htx	VELVET/USDT:USDT	0.05898	80	6473 ms	10s long 0.262801 30s long 0.262801 60s long 0.262801	advanced ready
2026-09-22 10:30:46.799359+02:00	gate	VELVET/USDT:USDT	0.05894	68	11126 ms	10s short -0.067866 30s short -0.067866 60s short -0.067866	advanced ready
2026-09-22 10:30:35.483935+02:00	binance	VELVET/USDT:USDT	0.058945	80	6748 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:30:28.318010+02:00	htx	VELVET/USDT:USDT	0.058925	80	6267 ms	10s long 0.093339 30s long 0.093339 60s long 0.093339	advanced ready

Price

Best bid: 0.05899
Best ask: 0.05946
Spread: 0.00047
Spread %: 0.793584
Mid price: 0.059225
Last price: 0.05902
Mark price: -
Index price: -

Order Book

Bid depth 5: 10095
Ask depth 5: 11898
Bid depth 10: 45760
Ask depth 10: 57932
Bid depth 20: 97363
Ask depth 20: 97974
Imbalance 5: -0.081981
Imbalance 10: -0.117386
Imbalance 20: -0.003128
Top bid size: 92
Top ask size: 2523
Bid wall score: 0.000945
Ask wall score: 0.025752

Dynamics

Bid depth 5 delta: 3078
Ask depth 5 delta: -7993
Imbalance 5 delta: 0.396464
Bid depth 10 delta: 12944
Ask depth 10 delta: -190535
Imbalance 10 delta: 0.649283
Spread delta: -0.00002
Mid price delta: 0.00009
Wall shift score: -0.020547

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: 196.8
Momentum 5: -1.022975

Cross Exchange

Mid avg: 0.05907667
Mid median: 0.05906
Price deviation %: 0.251086
Spread %: 0.169272

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202850
Volume 24h: 286266
Quote volume 24h: 286266
Price change 24h %: -2.526837

Quality

Capture latency ms: 5684
Order book timestamp: 2026-09-22 10:31:59.182000+02:00
Ticker timestamp: 2026-09-22 10:31:59.598000+02:00
Trades timestamp: 2026-09-22 10:29:28.320000+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	-0.430561	-0.430561	-0.430561	0.430561	0.430561	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.430561	0.430561	0.430561	0.430561	-0.430561	0.430561	yes
30s	short	-0.430561	-0.430561	-0.430561	0.430561	0.430561	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.430561	0.430561	0.430561	0.430561	-0.430561	0.430561	yes
60s	short	-0.219502	-0.219502	-0.430561	0.430561	0.219502	no	yes	yes	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.219502	0.430561	0.430561	0.219502	-0.219502	0.219502	yes

Price

Best bid: 0.05899
Best ask: 0.05908
Spread: 0.00009
Spread %: 0.152452
Mid price: 0.059035
Last price: 0.059
Mark price: 0.0589
Index price: 0.058893

Order Book

Bid depth 5: 137
Ask depth 5: 132
Bid depth 10: 274
Ask depth 10: 237
Bid depth 20: 538
Ask depth 20: 657
Imbalance 5: 0.018587
Imbalance 10: 0.072407
Imbalance 20: -0.099582
Top bid size: 7
Top ask size: 40
Bid wall score: 0.013011
Ask wall score: 0.060883

Dynamics

Bid depth 5 delta: 25
Ask depth 5 delta: -31
Imbalance 5 delta: 0.204042
Bid depth 10 delta: 32
Ask depth 10 delta: -55
Imbalance 10 delta: 0.16604
Spread delta: -0.00001
Mid price delta: 0.000135
Wall shift score: 0.01082

Tape

Buy volume: 275
Sell volume: 164
Buy/sell delta: 111
Buy/sell ratio: 1.676829
Avg trade size: 4.39
Large trade count: 0
Largest trade size: 13

Candle

Return 1: 0.152775
Return 3: 0.169779
Volume 1: 86
Volume avg 5: 118.8
Momentum 5: -0.202977

Cross Exchange

Mid avg: 0.05903167
Mid median: 0.05906
Price deviation %: 0.005647
Spread %: 0.398091

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15527100
Quote volume 24h: 926285
Price change 24h %: 0.92

Quality

Capture latency ms: 11323
Order book timestamp: 2026-09-22 10:31:48+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.907000+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	-0.18633	-0.18633	-0.18633	0.18633	0.18633	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.18633	0.18633	0.18633	0.18633	-0.18633	0.18633	yes
30s	short	-0.18633	-0.18633	-0.18633	0.18633	0.18633	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.18633	0.18633	0.18633	0.18633	-0.18633	0.18633	yes
60s	short	-0.143982	-0.143982	-0.18633	0.18633	0.143982	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.143982	0.18633	0.18633	0.143982	-0.143982	0.143982	yes

Price

Best bid: 0.05905
Best ask: 0.05907
Spread: 0.00002
Spread %: 0.033864
Mid price: 0.05906
Last price: 0.05895
Mark price: -
Index price: -

Order Book

Bid depth 5: 9884
Ask depth 5: 9812
Bid depth 10: 22743
Ask depth 10: 95873
Bid depth 20: 114894
Ask depth 20: 231730
Imbalance 5: 0.003656
Imbalance 10: -0.616527
Imbalance 20: -0.337068
Top bid size: 320
Top ask size: 1693
Bid wall score: 0.002785
Ask wall score: 0.007306

Dynamics

Bid depth 5 delta: -22345
Ask depth 5 delta: -48733
Imbalance 5 delta: 0.293562
Bid depth 10 delta: -37711
Ask depth 10 delta: -260032
Imbalance 10 delta: 0.093079
Spread delta: 0.00001
Mid price delta: 0.000115
Wall shift score: -0.189017

Tape

Buy volume: 33713
Sell volume: 60905
Buy/sell delta: -27192
Buy/sell ratio: 0.553534
Avg trade size: 946.18
Large trade count: 5
Largest trade size: 27597

Candle

Return 1: 0.118725
Return 3: 0.135708
Volume 1: 42410
Volume avg 5: 78766.8
Momentum 5: -0.219743

Cross Exchange

Mid avg: 0.05899333
Mid median: 0.058945
Price deviation %: 0.113007
Spread %: 0.39835

Funding / OI / Volume

Funding rate: 0.00026027
Funding delta: 0
Funding abs: 0.00026027
Funding pressure: 0.00026027
Open interest: 73327688
Volume 24h: 94112001
Quote volume 24h: 5639433.63285
Price change 24h %: 0.683

Quality

Capture latency ms: 6828
Order book timestamp: 2026-09-22 10:31:35.633000+02:00
Ticker timestamp: 2026-09-22 10:31:29.327000+02:00
Trades timestamp: 2026-09-22 10:31:35.346000+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	-0.04233	-0.04233	-0.04233	0.04233	0.04233	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.04233	0.04233	0.04233	0.04233	-0.04233	0.04233	yes
30s	flat	-0.04233	-0.04233	-0.04233	0.04233	0.04233	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.04233	0.04233	0.04233	0.04233	-0.04233	0.04233	yes
60s	short	-0.237047	-0.04233	-0.237047	0.237047	0.04233	no	no	no	no	no	yes	yes	no	no	no	no	no	no	no	no	no	-0.04233	0.237047	0.237047	0.04233	-0.237047	0.237047	yes

Price

Best bid: 0.05889
Best ask: 0.05938
Spread: 0.00049
Spread %: 0.828612
Mid price: 0.059135
Last price: 0.05902
Mark price: -
Index price: -

Order Book

Bid depth 5: 7017
Ask depth 5: 19891
Bid depth 10: 32816
Ask depth 10: 248467
Bid depth 20: 388756
Ask depth 20: 545763
Imbalance 5: -0.478445
Imbalance 10: -0.766669
Imbalance 20: -0.168008
Top bid size: 141
Top ask size: 2523
Bid wall score: 0.000363
Ask wall score: 0.004623

Dynamics

Bid depth 5 delta: -64459
Ask depth 5 delta: -418741
Imbalance 5 delta: 0.241316
Bid depth 10 delta: -77570
Ask depth 10 delta: -268966
Imbalance 10 delta: -0.118318
Spread delta: 0.00031
Mid price delta: 0.000155
Wall shift score: -0.015714

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: -0.067728
Volume 1: 0
Volume avg 5: 196.8
Momentum 5: -1.022975

Cross Exchange

Mid avg: 0.05894167
Mid median: 0.058945
Price deviation %: 0.328008
Spread %: 0.135727

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202850
Volume 24h: 286266
Quote volume 24h: 286266
Price change 24h %: -2.526837

Quality

Capture latency ms: 4911
Order book timestamp: 2026-09-22 10:31:27.146000+02:00
Ticker timestamp: 2026-09-22 10:31:29.005000+02:00
Trades timestamp: 2026-09-22 10:29:28.320000+02:00
Data quality score: 90
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	0.152194	0.152194	0.152194	0.152194	0.152194	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.152194	0.152194	0.152194	0.152194	0.152194	-0.152194	yes
30s	long	0.152194	0.152194	0.152194	0.152194	0.152194	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.152194	0.152194	0.152194	0.152194	0.152194	-0.152194	yes
60s	short	-0.279023	0.152194	-0.279023	0.279023	0.152194	no	no	no	no	no	yes	yes	no	no	no	no	no	no	no	no	no	0.152194	0.279023	0.279023	0.152194	-0.279023	0.279023	yes

Price

Best bid: 0.05885
Best ask: 0.05895
Spread: 0.0001
Spread %: 0.169779
Mid price: 0.0589
Last price: 0.0589
Mark price: 0.05886
Index price: 0.058865

Order Book

Bid depth 5: 112
Ask depth 5: 163
Bid depth 10: 242
Ask depth 10: 292
Bid depth 20: 514
Ask depth 20: 692
Imbalance 5: -0.185455
Imbalance 10: -0.093633
Imbalance 20: -0.147595
Top bid size: 4
Top ask size: 46
Bid wall score: 0.007782
Ask wall score: 0.066474

Dynamics

Bid depth 5 delta: -33
Ask depth 5 delta: 39
Imbalance 5 delta: -0.263521
Bid depth 10 delta: -45
Ask depth 10 delta: 38
Imbalance 10 delta: -0.154631
Spread delta: 0
Mid price delta: -0.00004
Wall shift score: -0.077438

Tape

Buy volume: 279
Sell volume: 156
Buy/sell delta: 123
Buy/sell ratio: 1.788462
Avg trade size: 4.35
Large trade count: 0
Largest trade size: 13

Candle

Return 1: -0.016975
Return 3: 0
Volume 1: 32
Volume avg 5: 108
Momentum 5: -0.372124

Cross Exchange

Mid avg: 0.058955
Mid median: 0.058945
Price deviation %: -0.093291
Spread %: 0.067848

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15520400
Quote volume 24h: 925890
Price change 24h %: 0.75

Quality

Capture latency ms: 12139
Order book timestamp: 2026-09-22 10:31:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.877000+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	0.229202	0.229202	0.229202	0.229202	0.229202	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.229202	0.229202	0.229202	0.229202	0.229202	-0.229202	yes
30s	long	0.229202	0.229202	0.229202	0.229202	0.229202	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.229202	0.229202	0.229202	0.229202	0.229202	-0.229202	yes
60s	flat	0.042445	0.229202	0.042445	0.042445	0.229202	no	no	no	no	yes	no	no	yes	no	no	no	no	no	no	no	no	0.229202	0.042445	0.042445	0.229202	0.042445	-0.042445	yes

Price

Best bid: 0.05894
Best ask: 0.05895
Spread: 0.00001
Spread %: 0.016965
Mid price: 0.058945
Last price: 0.05896
Mark price: -
Index price: -

Order Book

Bid depth 5: 32229
Ask depth 5: 58545
Bid depth 10: 60454
Ask depth 10: 355905
Bid depth 20: 145650
Ask depth 20: 430499
Imbalance 5: -0.289907
Imbalance 10: -0.709606
Imbalance 20: -0.494402
Top bid size: 26926
Top ask size: 160
Bid wall score: 0.184868
Ask wall score: 0.000372

Dynamics

Bid depth 5 delta: 23630
Ask depth 5 delta: 36093
Imbalance 5 delta: 0.15623
Bid depth 10 delta: 21455
Ask depth 10 delta: 34875
Imbalance 10 delta: 0.07375
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.184212

Tape

Buy volume: 175626
Sell volume: 55929
Buy/sell delta: 119697
Buy/sell ratio: 3.14016
Avg trade size: 2315.55
Large trade count: 2
Largest trade size: 138711

Candle

Return 1: -0.016961
Return 3: 0
Volume 1: 133
Volume avg 5: 70311.4
Momentum 5: -0.35497

Cross Exchange

Mid avg: 0.058955
Mid median: 0.058945
Price deviation %: -0.016962
Spread %: 0.067848

Funding / OI / Volume

Funding rate: 0.00026027
Funding delta: -0.00000588
Funding abs: 0.00026027
Funding pressure: 0.00026615
Open interest: 73349924
Volume 24h: 94129654
Quote volume 24h: 5640485.31302
Price change 24h %: 0.632

Quality

Capture latency ms: 7219
Order book timestamp: 2026-09-22 10:31:04.060000+02:00
Ticker timestamp: 2026-09-22 10:30:57.050000+02:00
Trades timestamp: 2026-09-22 10:31:03.556000+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	0.195097	0.195097	0.195097	0.195097	0.195097	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.195097	0.195097	0.195097	0.195097	0.195097	-0.195097	yes
30s	long	0.195097	0.195097	0.195097	0.195097	0.195097	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.195097	0.195097	0.195097	0.195097	0.195097	-0.195097	yes
60s	long	0.195097	0.195097	0.195097	0.195097	0.195097	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.195097	0.195097	0.195097	0.195097	0.195097	-0.195097	yes

Price

Best bid: 0.05889
Best ask: 0.05907
Spread: 0.00018
Spread %: 0.305188
Mid price: 0.05898
Last price: 0.05902
Mark price: -
Index price: -

Order Book

Bid depth 5: 71476
Ask depth 5: 438632
Bid depth 10: 110386
Ask depth 10: 517433
Bid depth 20: 1273814
Ask depth 20: 1033075
Imbalance 5: -0.719761
Imbalance 10: -0.648351
Imbalance 20: 0.104357
Top bid size: 22637
Top ask size: 6526
Bid wall score: 0.017771
Ask wall score: 0.006317

Dynamics

Bid depth 5 delta: 29437
Ask depth 5 delta: 47886
Imbalance 5 delta: 0.085967
Bid depth 10 delta: -53906
Ask depth 10 delta: 76249
Imbalance 10 delta: -0.191038
Spread delta: -0.00001
Mid price delta: 0.000055
Wall shift score: 0.006327

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: -1.022975
Volume 1: 0
Volume avg 5: 196.8
Momentum 5: -1.022975

Cross Exchange

Mid avg: 0.05893667
Mid median: 0.05894
Price deviation %: 0.073525
Spread %: 0.033935

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202850
Volume 24h: 287968
Quote volume 24h: 287968
Price change 24h %: -2.526837

Quality

Capture latency ms: 6473
Order book timestamp: 2026-09-22 10:30:57.146000+02:00
Ticker timestamp: 2026-09-22 10:30:57.667000+02:00
Trades timestamp: 2026-09-22 10:29:28.320000+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	0.262801	0.262801	0.262801	0.262801	0.262801	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.262801	0.262801	0.262801	0.262801	0.262801	-0.262801	yes
30s	long	0.262801	0.262801	0.262801	0.262801	0.262801	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.262801	0.262801	0.262801	0.262801	0.262801	-0.262801	yes
60s	long	0.262801	0.262801	0.262801	0.262801	0.262801	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.262801	0.262801	0.262801	0.262801	0.262801	-0.262801	yes

Price

Best bid: 0.05889
Best ask: 0.05899
Spread: 0.0001
Spread %: 0.169664
Mid price: 0.05894
Last price: 0.05896
Mark price: 0.05885
Index price: 0.05885

Order Book

Bid depth 5: 145
Ask depth 5: 124
Bid depth 10: 287
Ask depth 10: 254
Bid depth 20: 514
Ask depth 20: 598
Imbalance 5: 0.078067
Imbalance 10: 0.060998
Imbalance 20: -0.07554
Top bid size: 38
Top ask size: 33
Bid wall score: 0.07393
Ask wall score: 0.055184

Dynamics

Bid depth 5 delta: 56
Ask depth 5 delta: -26
Imbalance 5 delta: 0.333297
Bid depth 10 delta: 32
Ask depth 10 delta: -25
Imbalance 10 delta: 0.105942
Spread delta: -0.00003
Mid price delta: 0.000055
Wall shift score: 0.063319

Tape

Buy volume: 280
Sell volume: 158
Buy/sell delta: 122
Buy/sell ratio: 1.772152
Avg trade size: 4.38
Large trade count: 0
Largest trade size: 13

Candle

Return 1: 0.016975
Return 3: -0.304569
Volume 1: 70
Volume avg 5: 116.6
Momentum 5: -0.707786

Cross Exchange

Mid avg: 0.05891833
Mid median: 0.058925
Price deviation %: 0.036774
Spread %: 0.101836

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15517100
Quote volume 24h: 925695
Price change 24h %: 0.8

Quality

Capture latency ms: 11126
Order book timestamp: 2026-09-22 10:30:45+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.844000+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	-0.067866	-0.067866	-0.067866	0.067866	0.067866	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.067866	0.067866	0.067866	0.067866	-0.067866	0.067866	yes
30s	short	-0.067866	-0.067866	-0.067866	0.067866	0.067866	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.067866	0.067866	0.067866	0.067866	-0.067866	0.067866	yes
60s	short	-0.067866	-0.067866	-0.067866	0.067866	0.067866	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.067866	0.067866	0.067866	0.067866	-0.067866	0.067866	yes

Price

Best bid: 0.05894
Best ask: 0.05895
Spread: 0.00001
Spread %: 0.016965
Mid price: 0.058945
Last price: 0.05895
Mark price: -
Index price: -

Order Book

Bid depth 5: 8599
Ask depth 5: 22452
Bid depth 10: 38999
Ask depth 10: 321030
Bid depth 20: 133923
Ask depth 20: 395693
Imbalance 5: -0.446137
Imbalance 10: -0.783356
Imbalance 20: -0.494264
Top bid size: 141
Top ask size: 304
Bid wall score: 0.001053
Ask wall score: 0.000768

Dynamics

Bid depth 5 delta: 2810
Ask depth 5 delta: -99
Imbalance 5 delta: 0.145324
Bid depth 10 delta: -4932
Ask depth 10 delta: -186
Imbalance 10 delta: -0.023977
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.0038

Tape

Buy volume: 195681
Sell volume: 55796
Buy/sell delta: 139885
Buy/sell ratio: 3.507079
Avg trade size: 2514.77
Large trade count: 3
Largest trade size: 138711

Candle

Return 1: -0.016961
Return 3: -0.304414
Volume 1: 10401
Volume avg 5: 81981.8
Momentum 5: -0.72415

Cross Exchange

Mid avg: 0.05891833
Mid median: 0.058925
Price deviation %: 0.04526
Spread %: 0.101836

Funding / OI / Volume

Funding rate: 0.00026615
Funding delta: -0.00000681
Funding abs: 0.00026615
Funding pressure: 0.00027296
Open interest: 73351158
Volume 24h: 94078758
Quote volume 24h: 5637470.90179
Price change 24h %: 0.614

Quality

Capture latency ms: 6748
Order book timestamp: 2026-09-22 10:30:33.016000+02:00
Ticker timestamp: 2026-09-22 10:30:27.216000+02:00
Trades timestamp: 2026-09-22 10:30:27.216000+02:00
Data quality score: 80
Missing fields count: 0

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: 0.05883
Best ask: 0.05902
Spread: 0.00019
Spread %: 0.322444
Mid price: 0.058925
Last price: 0.05902
Mark price: -
Index price: -

Order Book

Bid depth 5: 42039
Ask depth 5: 390746
Bid depth 10: 164292
Ask depth 10: 441184
Bid depth 20: 1092797
Ask depth 20: 1041216
Imbalance 5: -0.805728
Imbalance 10: -0.457313
Imbalance 20: 0.024171
Top bid size: 5929
Top ask size: 311
Bid wall score: 0.005426
Ask wall score: 0.000299

Dynamics

Bid depth 5 delta: 4402
Ask depth 5 delta: -7715
Imbalance 5 delta: 0.021664
Bid depth 10 delta: 81412
Ask depth 10 delta: 10383
Imbalance 10 delta: 0.219997
Spread delta: 0.00003
Mid price delta: -0.000075
Wall shift score: 0.007611

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: -1.022975
Volume 1: 0
Volume avg 5: 196.8
Momentum 5: -1.022975

Cross Exchange

Mid avg: 0.05894333
Mid median: 0.058945
Price deviation %: -0.031103
Spread %: 0.195103

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202850
Volume 24h: 287968
Quote volume 24h: 287968
Price change 24h %: -2.526837

Quality

Capture latency ms: 6267
Order book timestamp: 2026-09-22 10:30:24.282000+02:00
Ticker timestamp: 2026-09-22 10:30:26.419000+02:00
Trades timestamp: 2026-09-22 10:29:28.320000+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	0.093339	0.093339	0.093339	0.093339	0.093339	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093339	0.093339	0.093339	0.093339	0.093339	-0.093339	yes
30s	long	0.093339	0.093339	0.093339	0.093339	0.093339	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093339	0.093339	0.093339	0.093339	0.093339	-0.093339	yes
60s	long	0.093339	0.093339	0.093339	0.093339	0.093339	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093339	0.093339	0.093339	0.093339	0.093339	-0.093339	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.