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 19 of 6225 · 62250 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:30:15.234890+02:00	gate	VELVET/USDT:USDT	0.058885	68	11482 ms	10s long 0.093402 30s long 0.093402 60s long 0.093402	advanced ready
2026-09-22 10:30:03.597893+02:00	binance	VELVET/USDT:USDT	0.058945	80	8547 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:29:54.626519+02:00	htx	VELVET/USDT:USDT	0.059	80	7369 ms	10s short -0.127119 30s short -0.127119 60s short -0.127119	advanced ready
2026-09-22 10:29:41.314271+02:00	gate	VELVET/USDT:USDT	0.05894	68	11186 ms	10s short -0.093315 30s short -0.093315 60s short -0.093315	advanced ready
2026-09-22 10:29:29.987448+02:00	binance	VELVET/USDT:USDT	0.058895	80	6827 ms	10s long 0.084897 30s long 0.084897 60s long 0.084897	advanced ready
2026-09-22 10:29:22.760279+02:00	htx	VELVET/USDT:USDT	0.05906	80	5442 ms	10s short -0.101592 30s short -0.101592 60s short -0.101592	advanced ready
2026-09-22 10:29:11.408166+02:00	gate	VELVET/USDT:USDT	0.058945	68	13333 ms	10s flat -0.008482 30s flat -0.008482 60s flat -0.008482	advanced ready
2026-09-22 10:28:57.956480+02:00	binance	VELVET/USDT:USDT	0.058975	80	6511 ms	10s short -0.135651 30s short -0.135651 60s short -0.135651	advanced ready
2026-09-22 10:28:51.048950+02:00	htx	VELVET/USDT:USDT	0.059055	80	5631 ms	10s flat 0.008467 30s flat 0.008467 60s flat 0.008467	advanced ready
2026-09-22 10:28:39.452783+02:00	gate	VELVET/USDT:USDT	0.05902	68	12761 ms	10s short -0.127076 30s short -0.127076 60s short -0.127076	advanced ready

Price

Best bid: 0.05882
Best ask: 0.05895
Spread: 0.00013
Spread %: 0.220769
Mid price: 0.058885
Last price: 0.0589
Mark price: 0.05887
Index price: 0.058875

Order Book

Bid depth 5: 89
Ask depth 5: 150
Bid depth 10: 255
Ask depth 10: 279
Bid depth 20: 506
Ask depth 20: 679
Imbalance 5: -0.25523
Imbalance 10: -0.044944
Imbalance 20: -0.145992
Top bid size: 8
Top ask size: 41
Bid wall score: 0.01581
Ask wall score: 0.060383

Dynamics

Bid depth 5 delta: 13
Ask depth 5 delta: 26
Imbalance 5 delta: -0.01523
Bid depth 10 delta: 29
Ask depth 10 delta: 26
Imbalance 10 delta: 0.011424
Spread delta: 0.00003
Mid price delta: -0.000055
Wall shift score: -0.010808

Tape

Buy volume: 270
Sell volume: 169
Buy/sell delta: 101
Buy/sell ratio: 1.597633
Avg trade size: 4.39
Large trade count: 0
Largest trade size: 13

Candle

Return 1: -0.016975
Return 3: -0.338409
Volume 1: 21
Volume avg 5: 106.8
Momentum 5: -0.74149

Cross Exchange

Mid avg: 0.05896167
Mid median: 0.058945
Price deviation %: -0.130028
Spread %: 0.101761

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15511300
Quote volume 24h: 925353
Price change 24h %: 0.7

Quality

Capture latency ms: 11482
Order book timestamp: 2026-09-22 10:30:14+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.812000+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	0.093402	0.093402	0.093402	0.093402	0.093402	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093402	0.093402	0.093402	0.093402	0.093402	-0.093402	yes
30s	long	0.093402	0.093402	0.093402	0.093402	0.093402	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093402	0.093402	0.093402	0.093402	0.093402	-0.093402	yes
60s	long	0.093402	0.093402	0.093402	0.093402	0.093402	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093402	0.093402	0.093402	0.093402	0.093402	-0.093402	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: 5789
Ask depth 5: 22551
Bid depth 10: 43931
Ask depth 10: 321216
Bid depth 20: 144040
Ask depth 20: 396155
Imbalance 5: -0.591461
Imbalance 10: -0.759379
Imbalance 20: -0.466711
Top bid size: 235
Top ask size: 2039
Bid wall score: 0.001631
Ask wall score: 0.005147

Dynamics

Bid depth 5 delta: -2232
Ask depth 5 delta: -6097
Imbalance 5 delta: -0.028942
Bid depth 10 delta: 23221
Ask depth 10 delta: 206228
Imbalance 10 delta: -0.064616
Spread delta: 0
Mid price delta: 0.00005
Wall shift score: -0.014581

Tape

Buy volume: 193997
Sell volume: 80510
Buy/sell delta: 113487
Buy/sell ratio: 2.409601
Avg trade size: 2745.07
Large trade count: 4
Largest trade size: 138711

Candle

Return 1: 0.016964
Return 3: -0.338066
Volume 1: 62912
Volume avg 5: 101393.8
Momentum 5: -0.640377

Cross Exchange

Mid avg: 0.058945
Mid median: 0.05894
Price deviation %: 0
Spread %: 0.178132

Funding / OI / Volume

Funding rate: 0.00027296
Funding delta: 0
Funding abs: 0.00027296
Funding pressure: 0.00027296
Open interest: 73355267
Volume 24h: 94092844
Quote volume 24h: 5638293.69849
Price change 24h %: 0.529

Quality

Capture latency ms: 8547
Order book timestamp: 2026-09-22 10:29:59.655000+02:00
Ticker timestamp: 2026-09-22 10:29:52.968000+02:00
Trades timestamp: 2026-09-22 10:29:58.140000+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: 0.05892
Best ask: 0.05908
Spread: 0.00016
Spread %: 0.271186
Mid price: 0.059
Last price: 0.05902
Mark price: -
Index price: -

Order Book

Bid depth 5: 37637
Ask depth 5: 398461
Bid depth 10: 82880
Ask depth 10: 430801
Bid depth 20: 405495
Ask depth 20: 1031814
Imbalance 5: -0.827392
Imbalance 10: -0.677309
Imbalance 20: -0.435758
Top bid size: 654
Top ask size: 4227
Bid wall score: 0.001613
Ask wall score: 0.004097

Dynamics

Bid depth 5 delta: 11169
Ask depth 5 delta: 238217
Imbalance 5 delta: -0.110909
Bid depth 10 delta: -6410
Ask depth 10 delta: 251525
Imbalance 10 delta: -0.342248
Spread delta: 0.00008
Mid price delta: -0.00006
Wall shift score: 0.047363

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: -0.067728
Return 3: -1.022975
Volume 1: 980
Volume avg 5: 196.8
Momentum 5: -1.022975

Cross Exchange

Mid avg: 0.058965
Mid median: 0.05894
Price deviation %: 0.059357
Spread %: 0.279827

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202358
Volume 24h: 287968
Quote volume 24h: 287968
Price change 24h %: -2.526837

Quality

Capture latency ms: 7369
Order book timestamp: 2026-09-22 10:29:50.882000+02:00
Ticker timestamp: 2026-09-22 10:29:51.733000+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	-0.127119	-0.127119	-0.127119	0.127119	0.127119	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.127119	0.127119	0.127119	0.127119	-0.127119	0.127119	yes
30s	short	-0.127119	-0.127119	-0.127119	0.127119	0.127119	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.127119	0.127119	0.127119	0.127119	-0.127119	0.127119	yes
60s	short	-0.127119	-0.127119	-0.127119	0.127119	0.127119	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.127119	0.127119	0.127119	0.127119	-0.127119	0.127119	yes

Price

Best bid: 0.05889
Best ask: 0.05899
Spread: 0.0001
Spread %: 0.169664
Mid price: 0.05894
Last price: 0.05892
Mark price: 0.05887
Index price: 0.058875

Order Book

Bid depth 5: 76
Ask depth 5: 124
Bid depth 10: 226
Ask depth 10: 253
Bid depth 20: 477
Ask depth 20: 653
Imbalance 5: -0.24
Imbalance 10: -0.056367
Imbalance 20: -0.155752
Top bid size: 8
Top ask size: 33
Bid wall score: 0.016771
Ask wall score: 0.050536

Dynamics

Bid depth 5 delta: -12
Ask depth 5 delta: 11
Imbalance 5 delta: -0.115622
Bid depth 10 delta: 8
Ask depth 10 delta: 11
Imbalance 10 delta: -0.004194
Spread delta: 0.00001
Mid price delta: -0.000005
Wall shift score: 0.002716

Tape

Buy volume: 277
Sell volume: 157
Buy/sell delta: 120
Buy/sell ratio: 1.764331
Avg trade size: 4.34
Large trade count: 0
Largest trade size: 13

Candle

Return 1: 0.033956
Return 3: -0.338295
Volume 1: 127
Volume avg 5: 120.2
Momentum 5: -0.674309

Cross Exchange

Mid avg: 0.05896667
Mid median: 0.058945
Price deviation %: -0.045223
Spread %: 0.279819

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15504200
Quote volume 24h: 924935
Price change 24h %: 0.67

Quality

Capture latency ms: 11186
Order book timestamp: 2026-09-22 10:29:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.779000+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	-0.093315	-0.093315	-0.093315	0.093315	0.093315	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.093315	0.093315	0.093315	0.093315	-0.093315	0.093315	yes
30s	short	-0.093315	-0.093315	-0.093315	0.093315	0.093315	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.093315	0.093315	0.093315	0.093315	-0.093315	0.093315	yes
60s	short	-0.093315	-0.093315	-0.093315	0.093315	0.093315	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.093315	0.093315	0.093315	0.093315	-0.093315	0.093315	yes

Price

Best bid: 0.05889
Best ask: 0.0589
Spread: 0.00001
Spread %: 0.016979
Mid price: 0.058895
Last price: 0.05898
Mark price: -
Index price: -

Order Book

Bid depth 5: 8021
Ask depth 5: 28648
Bid depth 10: 20710
Ask depth 10: 114988
Bid depth 20: 137820
Ask depth 20: 449938
Imbalance 5: -0.562519
Imbalance 10: -0.694763
Imbalance 20: -0.531031
Top bid size: 1574
Top ask size: 160
Bid wall score: 0.011421
Ask wall score: 0.000356

Dynamics

Bid depth 5 delta: -825
Ask depth 5 delta: -134
Imbalance 5 delta: -0.032701
Bid depth 10 delta: -22643
Ask depth 10 delta: 37637
Imbalance 10 delta: -0.413099
Spread delta: 0
Mid price delta: -0.00008
Wall shift score: 0.026591

Tape

Buy volume: 184209
Sell volume: 98146
Buy/sell delta: 86063
Buy/sell ratio: 1.876887
Avg trade size: 2823.55
Large trade count: 4
Largest trade size: 138711

Candle

Return 1: -0.067854
Return 3: -0.422583
Volume 1: 20022
Volume avg 5: 92815.8
Momentum 5: -0.724638

Cross Exchange

Mid avg: 0.05899333
Mid median: 0.058975
Price deviation %: -0.166686
Spread %: 0.194937

Funding / OI / Volume

Funding rate: 0.00027296
Funding delta: 0
Funding abs: 0.00027296
Funding pressure: 0.00027296
Open interest: 73373766
Volume 24h: 94086190
Quote volume 24h: 5637917.17114
Price change 24h %: 0.563

Quality

Capture latency ms: 6827
Order book timestamp: 2026-09-22 10:29:27.315000+02:00
Ticker timestamp: 2026-09-22 10:29:21.357000+02:00
Trades timestamp: 2026-09-22 10:29:28.491000+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	0.084897	0.084897	0.084897	0.084897	0.084897	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.084897	0.084897	0.084897	0.084897	0.084897	-0.084897	yes
30s	long	0.084897	0.084897	0.084897	0.084897	0.084897	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.084897	0.084897	0.084897	0.084897	0.084897	-0.084897	yes
60s	long	0.084897	0.084897	0.084897	0.084897	0.084897	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.084897	0.084897	0.084897	0.084897	0.084897	-0.084897	yes

Price

Best bid: 0.05902
Best ask: 0.0591
Spread: 0.00008
Spread %: 0.135455
Mid price: 0.05906
Last price: 0.05906
Mark price: -
Index price: -

Order Book

Bid depth 5: 26468
Ask depth 5: 160244
Bid depth 10: 89290
Ask depth 10: 179276
Bid depth 20: 368141
Ask depth 20: 510357
Imbalance 5: -0.716483
Imbalance 10: -0.335061
Imbalance 20: -0.161885
Top bid size: 650
Top ask size: 26341
Bid wall score: 0.001766
Ask wall score: 0.051613

Dynamics

Bid depth 5 delta: 2776
Ask depth 5 delta: 10929
Imbalance 5 delta: 0.009632
Bid depth 10 delta: 3056
Ask depth 10 delta: 1053
Imbalance 10 delta: 0.01278
Spread delta: 0.00001
Mid price delta: 0.000005
Wall shift score: -0.050781

Tape

Buy volume: 5074
Sell volume: 15312
Buy/sell delta: -10238
Buy/sell ratio: 0.331374
Avg trade size: 203.86
Large trade count: 9
Largest trade size: 6554

Candle

Return 1: 0
Return 3: -0.955895
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: -0.955895

Cross Exchange

Mid avg: 0.05899167
Mid median: 0.058975
Price deviation %: 0.115836
Spread %: 0.186467

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202358
Volume 24h: 286988
Quote volume 24h: 286988
Price change 24h %: -2.460776

Quality

Capture latency ms: 5442
Order book timestamp: 2026-09-22 10:29:19.782000+02:00
Ticker timestamp: 2026-09-22 10:29:21.109000+02:00
Trades timestamp: 2026-09-22 10:28:40.289000+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	-0.101592	-0.101592	-0.101592	0.101592	0.101592	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101592	0.101592	0.101592	0.101592	-0.101592	0.101592	yes
30s	short	-0.101592	-0.101592	-0.101592	0.101592	0.101592	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101592	0.101592	0.101592	0.101592	-0.101592	0.101592	yes
60s	short	-0.101592	-0.101592	-0.101592	0.101592	0.101592	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101592	0.101592	0.101592	0.101592	-0.101592	0.101592	yes

Price

Best bid: 0.0589
Best ask: 0.05899
Spread: 0.00009
Spread %: 0.152685
Mid price: 0.058945
Last price: 0.05893
Mark price: 0.05892
Index price: 0.058922

Order Book

Bid depth 5: 88
Ask depth 5: 113
Bid depth 10: 218
Ask depth 10: 242
Bid depth 20: 461
Ask depth 20: 613
Imbalance 5: -0.124378
Imbalance 10: -0.052174
Imbalance 20: -0.141527
Top bid size: 8
Top ask size: 33
Bid wall score: 0.017354
Ask wall score: 0.053834

Dynamics

Bid depth 5 delta: 9
Ask depth 5 delta: -32
Imbalance 5 delta: 0.170265
Bid depth 10 delta: 9
Ask depth 10 delta: -17
Imbalance 10 delta: 0.054664
Spread delta: 0.00005
Mid price delta: -0.000075
Wall shift score: -0.019081

Tape

Buy volume: 200
Sell volume: 196
Buy/sell delta: 4
Buy/sell ratio: 1.020408
Avg trade size: 3.96
Large trade count: 1
Largest trade size: 13

Candle

Return 1: 0.050934
Return 3: -0.32138
Volume 1: 23
Volume avg 5: 99.4
Momentum 5: -0.657451

Cross Exchange

Mid avg: 0.05901667
Mid median: 0.05902
Price deviation %: -0.121435
Spread %: 0.135555

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15496600
Quote volume 24h: 924487
Price change 24h %: 0.68

Quality

Capture latency ms: 13333
Order book timestamp: 2026-09-22 10:29:10+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.749000+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	-0.008482	-0.008482	-0.008482	0.008482	0.008482	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008482	0.008482	0.008482	0.008482	-0.008482	0.008482	yes
30s	flat	-0.008482	-0.008482	-0.008482	0.008482	0.008482	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008482	0.008482	0.008482	0.008482	-0.008482	0.008482	yes
60s	flat	-0.008482	-0.008482	-0.008482	0.008482	0.008482	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008482	0.008482	0.008482	0.008482	-0.008482	0.008482	yes

Price

Best bid: 0.05897
Best ask: 0.05898
Spread: 0.00001
Spread %: 0.016956
Mid price: 0.058975
Last price: 0.05895
Mark price: -
Index price: -

Order Book

Bid depth 5: 8846
Ask depth 5: 28782
Bid depth 10: 43353
Ask depth 10: 77351
Bid depth 20: 130728
Ask depth 20: 140677
Imbalance 5: -0.529818
Imbalance 10: -0.281664
Imbalance 20: -0.036657
Top bid size: 406
Top ask size: 2621
Bid wall score: 0.003106
Ask wall score: 0.018631

Dynamics

Bid depth 5 delta: 6548
Ask depth 5 delta: 10367
Imbalance 5 delta: 0.248292
Bid depth 10 delta: 30520
Ask depth 10 delta: 2509
Imbalance 10 delta: 0.425596
Spread delta: 0
Mid price delta: -0.00011
Wall shift score: 0.011774

Tape

Buy volume: 185150
Sell volume: 90241
Buy/sell delta: 94909
Buy/sell ratio: 2.051728
Avg trade size: 2753.91
Large trade count: 4
Largest trade size: 138711

Candle

Return 1: -0.304414
Return 3: -0.72415
Volume 1: 268268
Volume avg 5: 134874.6
Momentum 5: -1.190077

Cross Exchange

Mid avg: 0.05905333
Mid median: 0.059055
Price deviation %: -0.132648
Spread %: 0.11007

Funding / OI / Volume

Funding rate: 0.00027296
Funding delta: 0
Funding abs: 0.00027296
Funding pressure: 0.00027296
Open interest: 73368219
Volume 24h: 94061708
Quote volume 24h: 5636449.02992
Price change 24h %: 0.597

Quality

Capture latency ms: 6511
Order book timestamp: 2026-09-22 10:28:55.489000+02:00
Ticker timestamp: 2026-09-22 10:28:48.004000+02:00
Trades timestamp: 2026-09-22 10:28:48.004000+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	-0.135651	-0.135651	-0.135651	0.135651	0.135651	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.135651	0.135651	0.135651	0.135651	-0.135651	0.135651	yes
30s	short	-0.135651	-0.135651	-0.135651	0.135651	0.135651	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.135651	0.135651	0.135651	0.135651	-0.135651	0.135651	yes
60s	short	-0.135651	-0.135651	-0.135651	0.135651	0.135651	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.135651	0.135651	0.135651	0.135651	-0.135651	0.135651	yes

Price

Best bid: 0.05902
Best ask: 0.05909
Spread: 0.00007
Spread %: 0.118534
Mid price: 0.059055
Last price: 0.05906
Mark price: -
Index price: -

Order Book

Bid depth 5: 23692
Ask depth 5: 149315
Bid depth 10: 86234
Ask depth 10: 178223
Bid depth 20: 363866
Ask depth 20: 501648
Imbalance 5: -0.726115
Imbalance 10: -0.347841
Imbalance 20: -0.159191
Top bid size: 490
Top ask size: 207
Bid wall score: 0.001347
Ask wall score: 0.000413

Dynamics

Bid depth 5 delta: 13834
Ask depth 5 delta: 104875
Imbalance 5 delta: -0.089222
Bid depth 10 delta: 28798
Ask depth 10 delta: 104274
Imbalance 10 delta: -0.222157
Spread delta: -0.00015
Mid price delta: -0.000075
Wall shift score: 0.010642

Tape

Buy volume: 5074
Sell volume: 15312
Buy/sell delta: -10238
Buy/sell ratio: 0.331374
Avg trade size: 203.86
Large trade count: 9
Largest trade size: 6554

Candle

Return 1: -0.955895
Return 3: -0.955895
Volume 1: 4
Volume avg 5: 1.6
Momentum 5: -1.088595

Cross Exchange

Mid avg: 0.05907833
Mid median: 0.059085
Price deviation %: -0.039496
Spread %: 0.186193

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202358
Volume 24h: 286988
Quote volume 24h: 286988
Price change 24h %: -2.460776

Quality

Capture latency ms: 5631
Order book timestamp: 2026-09-22 10:28:47.546000+02:00
Ticker timestamp: 2026-09-22 10:28:48.808000+02:00
Trades timestamp: 2026-09-22 10:28:40.289000+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	0.008467	0.008467	0.008467	0.008467	0.008467	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008467	0.008467	0.008467	0.008467	0.008467	-0.008467	yes
30s	flat	0.008467	0.008467	0.008467	0.008467	0.008467	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008467	0.008467	0.008467	0.008467	0.008467	-0.008467	yes
60s	flat	0.008467	0.008467	0.008467	0.008467	0.008467	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008467	0.008467	0.008467	0.008467	0.008467	-0.008467	yes

Price

Best bid: 0.059
Best ask: 0.05904
Spread: 0.00004
Spread %: 0.067774
Mid price: 0.05902
Last price: 0.05902
Mark price: 0.05905
Index price: 0.059053

Order Book

Bid depth 5: 79
Ask depth 5: 145
Bid depth 10: 209
Ask depth 10: 259
Bid depth 20: 472
Ask depth 20: 622
Imbalance 5: -0.294643
Imbalance 10: -0.106838
Imbalance 20: -0.137112
Top bid size: 10
Top ask size: 24
Bid wall score: 0.021186
Ask wall score: 0.038585

Dynamics

Bid depth 5 delta: -17
Ask depth 5 delta: 24
Imbalance 5 delta: -0.179435
Bid depth 10 delta: -4
Ask depth 10 delta: 24
Imbalance 10 delta: -0.05773
Spread delta: -0.00005
Mid price delta: -0.000055
Wall shift score: -0.004618

Tape

Buy volume: 172
Sell volume: 194
Buy/sell delta: -22
Buy/sell ratio: 0.886598
Avg trade size: 3.66
Large trade count: 0
Largest trade size: 8

Candle

Return 1: -0.135364
Return 3: -0.539265
Volume 1: 61
Volume avg 5: 100.2
Momentum 5: -1.072746

Cross Exchange

Mid avg: 0.05909667
Mid median: 0.059085
Price deviation %: -0.129731
Spread %: 0.093068

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15483300
Quote volume 24h: 923703
Price change 24h %: 0.79

Quality

Capture latency ms: 12761
Order book timestamp: 2026-09-22 10:28:38+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.717000+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	-0.127076	-0.127076	-0.127076	0.127076	0.127076	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.127076	0.127076	0.127076	0.127076	-0.127076	0.127076	yes
30s	short	-0.127076	-0.127076	-0.127076	0.127076	0.127076	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.127076	0.127076	0.127076	0.127076	-0.127076	0.127076	yes
60s	short	-0.127076	-0.127076	-0.127076	0.127076	0.127076	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.127076	0.127076	0.127076	0.127076	-0.127076	0.127076	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.