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 2 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 11:00:14.771951+02:00	binance	VELVET/USDT:USDT	0.058935	80	7195 ms	10s pending - 30s pending - 60s pending -	pending
2026-09-22 11:00:07.095507+02:00	htx	VELVET/USDT:USDT	0.059105	80	5777 ms	10s pending - 30s pending - 60s pending -	pending
2026-09-22 10:59:55.452103+02:00	gate	VELVET/USDT:USDT	0.05891	68	11259 ms	10s pending - 30s pending - 60s pending -	pending
2026-09-22 10:59:43.975716+02:00	binance	VELVET/USDT:USDT	0.058935	80	6809 ms	10s pending - 30s pending - 60s pending -	pending
2026-09-22 10:59:36.765521+02:00	htx	VELVET/USDT:USDT	0.058945	80	6838 ms	10s pending - 30s pending - 60s pending -	pending
2026-09-22 10:59:23.914435+02:00	gate	VELVET/USDT:USDT	0.05891	68	11421 ms	10s flat 0 30s pending - 60s pending -	advanced ready
2026-09-22 10:59:12.325557+02:00	binance	VELVET/USDT:USDT	0.058925	80	6395 ms	10s flat 0.016971 30s pending - 60s pending -	advanced ready
2026-09-22 10:59:05.524243+02:00	htx	VELVET/USDT:USDT	0.05901	80	8225 ms	10s short -0.110151 30s short -0.110151 60s pending -	advanced ready
2026-09-22 10:58:51.276094+02:00	gate	VELVET/USDT:USDT	0.058925	68	11191 ms	10s flat -0.025456 30s flat -0.025456 60s pending -	advanced ready
2026-09-22 10:58:39.960617+02:00	binance	VELVET/USDT:USDT	0.058945	80	7101 ms	10s flat -0.03393 30s flat -0.03393 60s pending -	advanced ready

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: 3409
Ask depth 5: 19791
Bid depth 10: 44385
Ask depth 10: 70727
Bid depth 20: 196525
Ask depth 20: 174920
Imbalance 5: -0.706121
Imbalance 10: -0.228838
Imbalance 20: 0.058165
Top bid size: 320
Top ask size: 372
Bid wall score: 0.001628
Ask wall score: 0.002127

Dynamics

Bid depth 5 delta: -15520
Ask depth 5 delta: -3273
Imbalance 5 delta: -0.607652
Bid depth 10 delta: -18721
Ask depth 10 delta: -29947
Imbalance 10 delta: 0.000543
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.009315

Tape

Buy volume: 57492
Sell volume: 73160
Buy/sell delta: -15668
Buy/sell ratio: 0.785839
Avg trade size: 1306.52
Large trade count: 6
Largest trade size: 11953

Candle

Return 1: 0.067923
Return 3: -0.067831
Volume 1: 4407
Volume avg 5: 31569.6
Momentum 5: -0.033927

Cross Exchange

Mid avg: 0.05898333
Mid median: 0.058935
Price deviation %: -0.081944
Spread %: 0.330602

Funding / OI / Volume

Funding rate: 0.00023282
Funding delta: 0
Funding abs: 0.00023282
Funding pressure: 0.00023282
Open interest: 73149773
Volume 24h: 92097723
Quote volume 24h: 5521085.12983
Price change 24h %: -0.925

Quality

Capture latency ms: 7195
Order book timestamp: 2026-09-22 11:00:12.587000+02:00
Ticker timestamp: 2026-09-22 11:00:05.491000+02:00
Trades timestamp: 2026-09-22 11:00:09.823000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05888
Best ask: 0.05933
Spread: 0.00045
Spread %: 0.761357
Mid price: 0.059105
Last price: 0.05897
Mark price: -
Index price: -

Order Book

Bid depth 5: 10062
Ask depth 5: 45865
Bid depth 10: 47257
Ask depth 10: 75659
Bid depth 20: 98557
Ask depth 20: 98389
Imbalance 5: -0.640174
Imbalance 10: -0.231068
Imbalance 20: 0.000853
Top bid size: 655
Top ask size: 4511
Bid wall score: 0.006646
Ask wall score: 0.045849

Dynamics

Bid depth 5 delta: -15288
Ask depth 5 delta: -118764
Imbalance 5 delta: 0.092955
Bid depth 10 delta: -60955
Ask depth 10 delta: -109158
Imbalance 10 delta: 0.030356
Spread delta: 0.00028
Mid price delta: 0.00016
Wall shift score: -0.039177

Tape

Buy volume: 5082
Sell volume: 16280
Buy/sell delta: -11198
Buy/sell ratio: 0.312162
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: 1.2
Momentum 5: -0.186188

Cross Exchange

Mid avg: 0.05893
Mid median: 0.058935
Price deviation %: 0.296962
Spread %: 0.059392

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202869
Volume 24h: 274360
Quote volume 24h: 274360
Price change 24h %: -2.609414

Quality

Capture latency ms: 5777
Order book timestamp: 2026-09-22 11:00:05.282000+02:00
Ticker timestamp: 2026-09-22 11:00:05.631000+02:00
Trades timestamp: 2026-09-22 10:56:40.290000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05886
Best ask: 0.05896
Spread: 0.0001
Spread %: 0.16975
Mid price: 0.05891
Last price: 0.05887
Mark price: 0.05883
Index price: 0.058803

Order Book

Bid depth 5: 137
Ask depth 5: 135
Bid depth 10: 332
Ask depth 10: 287
Bid depth 20: 675
Ask depth 20: 654
Imbalance 5: 0.007353
Imbalance 10: 0.072698
Imbalance 20: 0.015801
Top bid size: 6
Top ask size: 8
Bid wall score: 0.008889
Ask wall score: 0.012232

Dynamics

Bid depth 5 delta: -37
Ask depth 5 delta: -259
Imbalance 5 delta: 0.394677
Bid depth 10 delta: -53
Ask depth 10 delta: -259
Imbalance 10 delta: 0.24563
Spread delta: -0.00002
Mid price delta: 0
Wall shift score: 0.230033

Tape

Buy volume: 162
Sell volume: 181
Buy/sell delta: -19
Buy/sell ratio: 0.895028
Avg trade size: 3.43
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.0679
Return 3: -0.203424
Volume 1: 54
Volume avg 5: 66
Momentum 5: -0.118765

Cross Exchange

Mid avg: 0.05893
Mid median: 0.058935
Price deviation %: -0.033939
Spread %: 0.059392

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15960000
Quote volume 24h: 951832
Price change 24h %: -0.78

Quality

Capture latency ms: 11259
Order book timestamp: 2026-09-22 10:59:54+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.569000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

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

Order Book

Bid depth 5: 18929
Ask depth 5: 23064
Bid depth 10: 63106
Ask depth 10: 100674
Bid depth 20: 237876
Ask depth 20: 225457
Imbalance 5: -0.098469
Imbalance 10: -0.229381
Imbalance 20: 0.026804
Top bid size: 2975
Top ask size: 832
Bid wall score: 0.012507
Ask wall score: 0.00369

Dynamics

Bid depth 5 delta: 7308
Ask depth 5 delta: 19600
Imbalance 5 delta: -0.639205
Bid depth 10 delta: 29447
Ask depth 10 delta: 9679
Imbalance 10 delta: 0.23058
Spread delta: 0
Mid price delta: 0.00001
Wall shift score: 0.002574

Tape

Buy volume: 80103
Sell volume: 86584
Buy/sell delta: -6481
Buy/sell ratio: 0.925148
Avg trade size: 1666.87
Large trade count: 7
Largest trade size: 12205

Candle

Return 1: -0.033927
Return 3: -0.101712
Volume 1: 68527
Volume avg 5: 35975.8
Momentum 5: -0.101712

Cross Exchange

Mid avg: 0.05892667
Mid median: 0.058925
Price deviation %: 0.014142
Spread %: 0.059396

Funding / OI / Volume

Funding rate: 0.00023282
Funding delta: 0
Funding abs: 0.00023282
Funding pressure: 0.00023282
Open interest: 73151309
Volume 24h: 92157803
Quote volume 24h: 5524665.22906
Price change 24h %: -1.074

Quality

Capture latency ms: 6809
Order book timestamp: 2026-09-22 10:59:41.745000+02:00
Ticker timestamp: 2026-09-22 10:59:32.330000+02:00
Trades timestamp: 2026-09-22 10:59:43.131000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05886
Best ask: 0.05903
Spread: 0.00017
Spread %: 0.288404
Mid price: 0.058945
Last price: 0.05897
Mark price: -
Index price: -

Order Book

Bid depth 5: 25350
Ask depth 5: 164629
Bid depth 10: 108212
Ask depth 10: 184817
Bid depth 20: 403099
Ask depth 20: 516123
Imbalance 5: -0.733128
Imbalance 10: -0.261425
Imbalance 20: -0.122956
Top bid size: 655
Top ask size: 852
Bid wall score: 0.001625
Ask wall score: 0.001651

Dynamics

Bid depth 5 delta: -9934
Ask depth 5 delta: -40378
Imbalance 5 delta: -0.026806
Bid depth 10 delta: -108698
Ask depth 10 delta: -50856
Imbalance 10 delta: -0.219967
Spread delta: 0.00007
Mid price delta: -0.000065
Wall shift score: 0.00707

Tape

Buy volume: 5082
Sell volume: 16280
Buy/sell delta: -11198
Buy/sell ratio: 0.312162
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: 1.2
Momentum 5: -0.186188

Cross Exchange

Mid avg: 0.05894833
Mid median: 0.058925
Price deviation %: -0.005655
Spread %: 0.16964

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202869
Volume 24h: 274360
Quote volume 24h: 274360
Price change 24h %: -2.609414

Quality

Capture latency ms: 6838
Order book timestamp: 2026-09-22 10:59:32.482000+02:00
Ticker timestamp: 2026-09-22 10:59:34.655000+02:00
Trades timestamp: 2026-09-22 10:56:40.290000+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	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05885
Best ask: 0.05897
Spread: 0.00012
Spread %: 0.203701
Mid price: 0.05891
Last price: 0.05887
Mark price: 0.05883
Index price: 0.058815

Order Book

Bid depth 5: 174
Ask depth 5: 394
Bid depth 10: 385
Ask depth 10: 546
Bid depth 20: 728
Ask depth 20: 913
Imbalance 5: -0.387324
Imbalance 10: -0.172932
Imbalance 20: -0.112736
Top bid size: 43
Top ask size: 267
Bid wall score: 0.059066
Ask wall score: 0.292442

Dynamics

Bid depth 5 delta: 91
Ask depth 5 delta: 199
Imbalance 5 delta: 0.015554
Bid depth 10 delta: 129
Ask depth 10 delta: 219
Imbalance 10 delta: -0.051148
Spread delta: 0.00003
Mid price delta: -0.000015
Wall shift score: -0.226014

Tape

Buy volume: 163
Sell volume: 182
Buy/sell delta: -19
Buy/sell ratio: 0.895604
Avg trade size: 3.45
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.0679
Return 3: -0.203424
Volume 1: 44
Volume avg 5: 64
Momentum 5: -0.118765

Cross Exchange

Mid avg: 0.05895333
Mid median: 0.058925
Price deviation %: -0.073504
Spread %: 0.144182

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15955300
Quote volume 24h: 951555
Price change 24h %: -0.78

Quality

Capture latency ms: 11421
Order book timestamp: 2026-09-22 10:59:22+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.561000+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	0	0	0	0	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0	0	0	0	0	0	yes
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05892
Best ask: 0.05893
Spread: 0.00001
Spread %: 0.016971
Mid price: 0.058925
Last price: 0.05899
Mark price: -
Index price: -

Order Book

Bid depth 5: 11621
Ask depth 5: 3464
Bid depth 10: 33659
Ask depth 10: 90995
Bid depth 20: 164333
Ask depth 20: 200839
Imbalance 5: 0.540736
Imbalance 10: -0.459961
Imbalance 20: -0.099969
Top bid size: 1615
Top ask size: 720
Bid wall score: 0.009828
Ask wall score: 0.003585

Dynamics

Bid depth 5 delta: -3600
Ask depth 5 delta: -30048
Imbalance 5 delta: 0.916067
Bid depth 10 delta: 7485
Ask depth 10 delta: 18625
Imbalance 10 delta: 0.008824
Spread delta: 0
Mid price delta: -0.00002
Wall shift score: 0.039483

Tape

Buy volume: 91761
Sell volume: 85847
Buy/sell delta: 5914
Buy/sell ratio: 1.06889
Avg trade size: 1776.08
Large trade count: 8
Largest trade size: 14141

Candle

Return 1: 0.067854
Return 3: 0
Volume 1: 11516
Volume avg 5: 24573.6
Momentum 5: 0

Cross Exchange

Mid avg: 0.05896
Mid median: 0.058945
Price deviation %: -0.059362
Spread %: 0.144166

Funding / OI / Volume

Funding rate: 0.00023282
Funding delta: -0.00000419
Funding abs: 0.00023282
Funding pressure: 0.00023701
Open interest: 73182392
Volume 24h: 92149924
Quote volume 24h: 5524217.23591
Price change 24h %: -0.99

Quality

Capture latency ms: 6395
Order book timestamp: 2026-09-22 10:59:10.172000+02:00
Ticker timestamp: 2026-09-22 10:59:09.528000+02:00
Trades timestamp: 2026-09-22 10:59:10.149000+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	0.016971	0.016971	0.016971	0.016971	0.016971	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016971	0.016971	0.016971	0.016971	0.016971	-0.016971	yes
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05896
Best ask: 0.05906
Spread: 0.0001
Spread %: 0.169463
Mid price: 0.05901
Last price: 0.05897
Mark price: -
Index price: -

Order Book

Bid depth 5: 35284
Ask depth 5: 205007
Bid depth 10: 216910
Ask depth 10: 235673
Bid depth 20: 435684
Ask depth 20: 903968
Imbalance 5: -0.706323
Imbalance 10: -0.041458
Imbalance 20: -0.349556
Top bid size: 320
Top ask size: 7078
Bid wall score: 0.000734
Ask wall score: 0.00783

Dynamics

Bid depth 5 delta: 10203
Ask depth 5 delta: -10734
Imbalance 5 delta: 0.085382
Bid depth 10 delta: -7425
Ask depth 10 delta: -48355
Imbalance 10 delta: 0.075964
Spread delta: -0.00003
Mid price delta: -0.000015
Wall shift score: -0.006659

Tape

Buy volume: 5082
Sell volume: 16280
Buy/sell delta: -11198
Buy/sell ratio: 0.312162
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: 1.2
Momentum 5: -0.186188

Cross Exchange

Mid avg: 0.058965
Mid median: 0.058945
Price deviation %: 0.076316
Spread %: 0.169592

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202869
Volume 24h: 274360
Quote volume 24h: 274360
Price change 24h %: -2.609414

Quality

Capture latency ms: 8225
Order book timestamp: 2026-09-22 10:58:59.446000+02:00
Ticker timestamp: 2026-09-22 10:59:01.674000+02:00
Trades timestamp: 2026-09-22 10:56:40.290000+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	-0.110151	-0.110151	-0.110151	0.110151	0.110151	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.110151	0.110151	0.110151	0.110151	-0.110151	0.110151	yes
30s	short	-0.110151	-0.110151	-0.110151	0.110151	0.110151	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.110151	0.110151	0.110151	0.110151	-0.110151	0.110151	yes
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05888
Best ask: 0.05897
Spread: 0.00009
Spread %: 0.152737
Mid price: 0.058925
Last price: 0.05891
Mark price: 0.05886
Index price: 0.058843

Order Book

Bid depth 5: 83
Ask depth 5: 195
Bid depth 10: 256
Ask depth 10: 327
Bid depth 20: 579
Ask depth 20: 677
Imbalance 5: -0.402878
Imbalance 10: -0.121784
Imbalance 20: -0.078025
Top bid size: 6
Top ask size: 12
Bid wall score: 0.010363
Ask wall score: 0.017725

Dynamics

Bid depth 5 delta: -64
Ask depth 5 delta: 14
Imbalance 5 delta: -0.299219
Bid depth 10 delta: -76
Ask depth 10 delta: 14
Imbalance 10 delta: -0.151241
Spread delta: -0.00004
Mid price delta: 0.00002
Wall shift score: 0.058143

Tape

Buy volume: 148
Sell volume: 195
Buy/sell delta: -47
Buy/sell ratio: 0.758974
Avg trade size: 3.43
Large trade count: 0
Largest trade size: 10

Candle

Return 1: -0.033939
Return 3: -0.101747
Volume 1: 67
Volume avg 5: 69.2
Momentum 5: -0.101747

Cross Exchange

Mid avg: 0.05895833
Mid median: 0.058945
Price deviation %: -0.056537
Spread %: 0.203534

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15953400
Quote volume 24h: 951443
Price change 24h %: -0.99

Quality

Capture latency ms: 11191
Order book timestamp: 2026-09-22 10:58:50+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.511000+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	-0.025456	-0.025456	-0.025456	0.025456	0.025456	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025456	0.025456	0.025456	0.025456	-0.025456	0.025456	yes
30s	flat	-0.025456	-0.025456	-0.025456	0.025456	0.025456	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025456	0.025456	0.025456	0.025456	-0.025456	0.025456	yes
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.05894
Best ask: 0.05895
Spread: 0.00001
Spread %: 0.016965
Mid price: 0.058945
Last price: 0.05899
Mark price: -
Index price: -

Order Book

Bid depth 5: 15221
Ask depth 5: 33512
Bid depth 10: 26174
Ask depth 10: 72370
Bid depth 20: 298354
Ask depth 20: 198409
Imbalance 5: -0.375331
Imbalance 10: -0.468786
Imbalance 20: 0.201193
Top bid size: 90
Top ask size: 6655
Bid wall score: 0.000302
Ask wall score: 0.033542

Dynamics

Bid depth 5 delta: 2092
Ask depth 5 delta: 13685
Imbalance 5 delta: -0.17209
Bid depth 10 delta: -14870
Ask depth 10 delta: 6450
Imbalance 10 delta: -0.236221
Spread delta: -0.00001
Mid price delta: -0.000065
Wall shift score: -0.0298

Tape

Buy volume: 109510
Sell volume: 44961
Buy/sell delta: 64549
Buy/sell ratio: 2.435666
Avg trade size: 1544.71
Large trade count: 8
Largest trade size: 14141

Candle

Return 1: 0.033916
Return 3: 0.067854
Volume 1: 25359
Volume avg 5: 30894.2
Momentum 5: 0

Cross Exchange

Mid avg: 0.05898
Mid median: 0.05901
Price deviation %: -0.059342
Spread %: 0.203459

Funding / OI / Volume

Funding rate: 0.00023701
Funding delta: 0
Funding abs: 0.00023701
Funding pressure: 0.00023701
Open interest: 73182435
Volume 24h: 92215450
Quote volume 24h: 5528146.13687
Price change 24h %: -0.957

Quality

Capture latency ms: 7101
Order book timestamp: 2026-09-22 10:58:37.589000+02:00
Ticker timestamp: 2026-09-22 10:58:28.020000+02:00
Trades timestamp: 2026-09-22 10:58:28.020000+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	-0.03393	-0.03393	-0.03393	0.03393	0.03393	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.03393	0.03393	0.03393	0.03393	-0.03393	0.03393	yes
30s	flat	-0.03393	-0.03393	-0.03393	0.03393	0.03393	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.03393	0.03393	0.03393	0.03393	-0.03393	0.03393	yes
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

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.