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 20 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:28:26.533197+02:00	binance	VELVET/USDT:USDT	0.059085	80	7157 ms	10s short -0.186172 30s short -0.186172 60s short -0.186172	advanced ready
2026-09-22 10:28:18.894794+02:00	htx	VELVET/USDT:USDT	0.05913	80	5699 ms	10s short -0.126839 30s short -0.126839 60s short -0.126839	advanced ready
2026-09-22 10:28:07.170029+02:00	gate	VELVET/USDT:USDT	0.059075	68	11197 ms	10s short -0.093102 30s short -0.093102 60s short -0.093102	advanced ready
2026-09-22 10:27:55.808649+02:00	binance	VELVET/USDT:USDT	0.059155	80	7910 ms	10s short -0.118333 30s short -0.118333 60s short -0.118333	advanced ready
2026-09-22 10:27:47.487770+02:00	htx	VELVET/USDT:USDT	0.05921	80	6114 ms	10s short -0.135112 30s short -0.135112 60s short -0.135112	advanced ready
2026-09-22 10:27:35.086443+02:00	gate	VELVET/USDT:USDT	0.059075	68	11136 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:27:23.821023+02:00	binance	VELVET/USDT:USDT	0.059155	80	6328 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:27:17.066374+02:00	htx	VELVET/USDT:USDT	0.05921	80	5491 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:27:05.041699+02:00	gate	VELVET/USDT:USDT	0.059095	68	11600 ms	10s flat -0.033844 30s flat -0.033844 60s flat -0.033844	advanced ready
2026-09-22 10:26:53.314520+02:00	binance	VELVET/USDT:USDT	0.059255	80	7468 ms	10s short -0.168762 30s short -0.168762 60s short -0.168762	advanced ready

Price

Best bid: 0.05908
Best ask: 0.05909
Spread: 0.00001
Spread %: 0.016925
Mid price: 0.059085
Last price: 0.0591
Mark price: -
Index price: -

Order Book

Bid depth 5: 2298
Ask depth 5: 18415
Bid depth 10: 12833
Ask depth 10: 74842
Bid depth 20: 119078
Ask depth 20: 149446
Imbalance 5: -0.77811
Imbalance 10: -0.70726
Imbalance 20: -0.113092
Top bid size: 985
Top ask size: 5316
Bid wall score: 0.008272
Ask wall score: 0.035571

Dynamics

Bid depth 5 delta: -16494
Ask depth 5 delta: -51871
Imbalance 5 delta: -0.200033
Bid depth 10 delta: -13348
Ask depth 10 delta: -9082
Imbalance 10 delta: -0.182824
Spread delta: 0
Mid price delta: -0.00007
Wall shift score: 0.037497

Tape

Buy volume: 13655
Sell volume: 75041
Buy/sell delta: -61386
Buy/sell ratio: 0.181967
Avg trade size: 886.96
Large trade count: 10
Largest trade size: 13180

Candle

Return 1: -0.050736
Return 3: -0.471539
Volume 1: 21045
Volume avg 5: 85430
Momentum 5: -0.938652

Cross Exchange

Mid avg: 0.05912
Mid median: 0.05913
Price deviation %: -0.059202
Spread %: 0.135318

Funding / OI / Volume

Funding rate: 0.00027296
Funding delta: -0.00000638
Funding abs: 0.00027296
Funding pressure: 0.00027934
Open interest: 73469881
Volume 24h: 93814485
Quote volume 24h: 5621862.18791
Price change 24h %: 0.853

Quality

Capture latency ms: 7157
Order book timestamp: 2026-09-22 10:28:24.207000+02:00
Ticker timestamp: 2026-09-22 10:28:16.061000+02:00
Trades timestamp: 2026-09-22 10:28:25.660000+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	-0.186172	-0.186172	-0.186172	0.186172	0.186172	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.186172	0.186172	0.186172	0.186172	-0.186172	0.186172	yes
30s	short	-0.186172	-0.186172	-0.186172	0.186172	0.186172	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.186172	0.186172	0.186172	0.186172	-0.186172	0.186172	yes
60s	short	-0.186172	-0.186172	-0.186172	0.186172	0.186172	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.186172	0.186172	0.186172	0.186172	-0.186172	0.186172	yes

Price

Best bid: 0.05902
Best ask: 0.05924
Spread: 0.00022
Spread %: 0.372062
Mid price: 0.05913
Last price: 0.05963
Mark price: -
Index price: -

Order Book

Bid depth 5: 9858
Ask depth 5: 44440
Bid depth 10: 57436
Ask depth 10: 73949
Bid depth 20: 98912
Ask depth 20: 96779
Imbalance 5: -0.636893
Imbalance 10: -0.125684
Imbalance 20: 0.0109
Top bid size: 490
Top ask size: 1419
Bid wall score: 0.004954
Ask wall score: 0.014662

Dynamics

Bid depth 5 delta: -7547
Ask depth 5 delta: -148155
Imbalance 5 delta: 0.197345
Bid depth 10 delta: -17232
Ask depth 10 delta: -172271
Imbalance 10 delta: 0.408932
Spread delta: 0.0001
Mid price delta: -0.00008
Wall shift score: -0.001991

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
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: -0.133981

Cross Exchange

Mid avg: 0.05914667
Mid median: 0.059155
Price deviation %: -0.028179
Spread %: 0.228246

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202358
Volume 24h: 286984
Quote volume 24h: 286984
Price change 24h %: -1.519405

Quality

Capture latency ms: 5699
Order book timestamp: 2026-09-22 10:28:16.846000+02:00
Ticker timestamp: 2026-09-22 10:28:17.123000+02:00
Trades timestamp: 2026-09-22 10:24:40.287000+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	-0.126839	-0.126839	-0.126839	0.126839	0.126839	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.126839	0.126839	0.126839	0.126839	-0.126839	0.126839	yes
30s	short	-0.126839	-0.126839	-0.126839	0.126839	0.126839	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.126839	0.126839	0.126839	0.126839	-0.126839	0.126839	yes
60s	short	-0.126839	-0.126839	-0.126839	0.126839	0.126839	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.126839	0.126839	0.126839	0.126839	-0.126839	0.126839	yes

Price

Best bid: 0.05903
Best ask: 0.05912
Spread: 0.00009
Spread %: 0.152349
Mid price: 0.059075
Last price: 0.0591
Mark price: 0.05909
Index price: 0.05909

Order Book

Bid depth 5: 96
Ask depth 5: 121
Bid depth 10: 213
Ask depth 10: 235
Bid depth 20: 480
Ask depth 20: 815
Imbalance 5: -0.115207
Imbalance 10: -0.049107
Imbalance 20: -0.258687
Top bid size: 8
Top ask size: 24
Bid wall score: 0.016667
Ask wall score: 0.029448

Dynamics

Bid depth 5 delta: 25
Ask depth 5 delta: 0
Imbalance 5 delta: 0.145209
Bid depth 10 delta: 13
Ask depth 10 delta: 0
Imbalance 10 delta: 0.031353
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.000464

Tape

Buy volume: 160
Sell volume: 241
Buy/sell delta: -81
Buy/sell ratio: 0.6639
Avg trade size: 4.01
Large trade count: 1
Largest trade size: 25

Candle

Return 1: 0
Return 3: -0.404449
Volume 1: 11
Volume avg 5: 90.2
Momentum 5: -0.938652

Cross Exchange

Mid avg: 0.05914667
Mid median: 0.059155
Price deviation %: -0.121168
Spread %: 0.228246

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15479800
Quote volume 24h: 923496
Price change 24h %: 0.92

Quality

Capture latency ms: 11197
Order book timestamp: 2026-09-22 10:28:05+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.685000+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	-0.093102	-0.093102	-0.093102	0.093102	0.093102	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.093102	0.093102	0.093102	0.093102	-0.093102	0.093102	yes
30s	short	-0.093102	-0.093102	-0.093102	0.093102	0.093102	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.093102	0.093102	0.093102	0.093102	-0.093102	0.093102	yes
60s	short	-0.093102	-0.093102	-0.093102	0.093102	0.093102	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.093102	0.093102	0.093102	0.093102	-0.093102	0.093102	yes

Price

Best bid: 0.05915
Best ask: 0.05916
Spread: 0.00001
Spread %: 0.016905
Mid price: 0.059155
Last price: 0.05916
Mark price: -
Index price: -

Order Book

Bid depth 5: 18792
Ask depth 5: 70286
Bid depth 10: 26181
Ask depth 10: 83924
Bid depth 20: 133119
Ask depth 20: 156473
Imbalance 5: -0.578078
Imbalance 10: -0.524436
Imbalance 20: -0.080644
Top bid size: 1334
Top ask size: 11707
Bid wall score: 0.010021
Ask wall score: 0.074818

Dynamics

Bid depth 5 delta: 60
Ask depth 5 delta: 734
Imbalance 5 delta: -0.002435
Bid depth 10 delta: 60
Ask depth 10 delta: 3134
Imbalance 10 delta: -0.013085
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.021392

Tape

Buy volume: 12089
Sell volume: 55368
Buy/sell delta: -43279
Buy/sell ratio: 0.218339
Avg trade size: 674.57
Large trade count: 8
Largest trade size: 13180

Candle

Return 1: 0
Return 3: -0.303337
Volume 1: 5564
Volume avg 5: 106410.6
Momentum 5: -0.871314

Cross Exchange

Mid avg: 0.05914667
Mid median: 0.059155
Price deviation %: 0.014089
Spread %: 0.228246

Funding / OI / Volume

Funding rate: 0.00027934
Funding delta: 0
Funding abs: 0.00027934
Funding pressure: 0.00027934
Open interest: 73462327
Volume 24h: 93801153
Quote volume 24h: 5621069.44497
Price change 24h %: 0.835

Quality

Capture latency ms: 7910
Order book timestamp: 2026-09-22 10:27:53.156000+02:00
Ticker timestamp: 2026-09-22 10:27:36.597000+02:00
Trades timestamp: 2026-09-22 10:27:36.597000+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	-0.118333	-0.118333	-0.118333	0.118333	0.118333	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.118333	0.118333	0.118333	0.118333	-0.118333	0.118333	yes
30s	short	-0.118333	-0.118333	-0.118333	0.118333	0.118333	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.118333	0.118333	0.118333	0.118333	-0.118333	0.118333	yes
60s	short	-0.118333	-0.118333	-0.118333	0.118333	0.118333	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.118333	0.118333	0.118333	0.118333	-0.118333	0.118333	yes

Price

Best bid: 0.05915
Best ask: 0.05927
Spread: 0.00012
Spread %: 0.202668
Mid price: 0.05921
Last price: 0.05963
Mark price: -
Index price: -

Order Book

Bid depth 5: 17405
Ask depth 5: 192595
Bid depth 10: 74668
Ask depth 10: 246220
Bid depth 20: 278114
Ask depth 20: 944045
Imbalance 5: -0.834238
Imbalance 10: -0.534616
Imbalance 20: -0.544881
Top bid size: 652
Top ask size: 9499
Bid wall score: 0.002344
Ask wall score: 0.010062

Dynamics

Bid depth 5 delta: -126
Ask depth 5 delta: 7720
Imbalance 5 delta: -0.007464
Bid depth 10 delta: -864
Ask depth 10 delta: 4956
Imbalance 10 delta: -0.011466
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.002974

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
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: -0.133981

Cross Exchange

Mid avg: 0.05914667
Mid median: 0.059155
Price deviation %: 0.107078
Spread %: 0.228246

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202358
Volume 24h: 288686
Quote volume 24h: 288686
Price change 24h %: -1.519405

Quality

Capture latency ms: 6114
Order book timestamp: 2026-09-22 10:27:44.182000+02:00
Ticker timestamp: 2026-09-22 10:27:45.946000+02:00
Trades timestamp: 2026-09-22 10:24:40.287000+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	-0.135112	-0.135112	-0.135112	0.135112	0.135112	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.135112	0.135112	0.135112	0.135112	-0.135112	0.135112	yes
30s	short	-0.135112	-0.135112	-0.135112	0.135112	0.135112	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.135112	0.135112	0.135112	0.135112	-0.135112	0.135112	yes
60s	short	-0.135112	-0.135112	-0.135112	0.135112	0.135112	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.135112	0.135112	0.135112	0.135112	-0.135112	0.135112	yes

Price

Best bid: 0.05903
Best ask: 0.05912
Spread: 0.00009
Spread %: 0.152349
Mid price: 0.059075
Last price: 0.05908
Mark price: 0.05909
Index price: 0.05909

Order Book

Bid depth 5: 71
Ask depth 5: 121
Bid depth 10: 200
Ask depth 10: 235
Bid depth 20: 467
Ask depth 20: 815
Imbalance 5: -0.260417
Imbalance 10: -0.08046
Imbalance 20: -0.271451
Top bid size: 8
Top ask size: 24
Bid wall score: 0.017131
Ask wall score: 0.029448

Dynamics

Bid depth 5 delta: -22
Ask depth 5 delta: 4
Imbalance 5 delta: -0.146131
Bid depth 10 delta: -22
Ask depth 10 delta: -20
Imbalance 10 delta: -0.011277
Spread delta: -0.00004
Mid price delta: -0.00002
Wall shift score: 0.004024

Tape

Buy volume: 149
Sell volume: 251
Buy/sell delta: -102
Buy/sell ratio: 0.593625
Avg trade size: 4
Large trade count: 1
Largest trade size: 25

Candle

Return 1: -0.067659
Return 3: -0.404585
Volume 1: 58
Volume avg 5: 98.6
Momentum 5: -0.922355

Cross Exchange

Mid avg: 0.05915333
Mid median: 0.059155
Price deviation %: -0.132424
Spread %: 0.19441

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15474600
Quote volume 24h: 923189
Price change 24h %: 0.97

Quality

Capture latency ms: 11136
Order book timestamp: 2026-09-22 10:27:33+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.653000+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: 0.05915
Best ask: 0.05916
Spread: 0.00001
Spread %: 0.016905
Mid price: 0.059155
Last price: 0.05916
Mark price: -
Index price: -

Order Book

Bid depth 5: 18732
Ask depth 5: 69552
Bid depth 10: 26121
Ask depth 10: 80790
Bid depth 20: 133575
Ask depth 20: 154921
Imbalance 5: -0.575642
Imbalance 10: -0.511351
Imbalance 20: -0.073991
Top bid size: 1594
Top ask size: 8573
Bid wall score: 0.011933
Ask wall score: 0.055338

Dynamics

Bid depth 5 delta: 8805
Ask depth 5 delta: 58480
Imbalance 5 delta: -0.521116
Bid depth 10 delta: -28149
Ask depth 10 delta: 46854
Imbalance 10 delta: -0.741879
Spread delta: 0
Mid price delta: -0.0001
Wall shift score: -0.029991

Tape

Buy volume: 12073
Sell volume: 55276
Buy/sell delta: -43203
Buy/sell ratio: 0.218413
Avg trade size: 673.49
Large trade count: 8
Largest trade size: 13180

Candle

Return 1: -0.016903
Return 3: -0.320189
Volume 1: 4616
Volume avg 5: 106221
Momentum 5: -0.88807

Cross Exchange

Mid avg: 0.05918667
Mid median: 0.05921
Price deviation %: -0.053503
Spread %: 0.270331

Funding / OI / Volume

Funding rate: 0.00027934
Funding delta: -0.00000465
Funding abs: 0.00027934
Funding pressure: 0.00028399
Open interest: 73463051
Volume 24h: 93800025
Quote volume 24h: 5621002.71689
Price change 24h %: 0.835

Quality

Capture latency ms: 6328
Order book timestamp: 2026-09-22 10:27:21.627000+02:00
Ticker timestamp: 2026-09-22 10:27:09.703000+02:00
Trades timestamp: 2026-09-22 10:27:20.599000+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: 0.05915
Best ask: 0.05927
Spread: 0.00012
Spread %: 0.202668
Mid price: 0.05921
Last price: 0.05963
Mark price: -
Index price: -

Order Book

Bid depth 5: 17531
Ask depth 5: 184875
Bid depth 10: 75532
Ask depth 10: 241264
Bid depth 20: 300711
Ask depth 20: 935075
Imbalance 5: -0.826774
Imbalance 10: -0.523151
Imbalance 20: -0.513328
Top bid size: 652
Top ask size: 6463
Bid wall score: 0.002168
Ask wall score: 0.006912

Dynamics

Bid depth 5 delta: -43176
Ask depth 5 delta: -29085
Imbalance 5 delta: -0.268815
Bid depth 10 delta: -145613
Ask depth 10 delta: -16226
Imbalance 10 delta: -0.447216
Spread delta: -0.00008
Mid price delta: -0.00007
Wall shift score: 0.002161

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
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: -0.133981

Cross Exchange

Mid avg: 0.05921
Mid median: 0.059255
Price deviation %: 0
Spread %: 0.312447

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202358
Volume 24h: 288686
Quote volume 24h: 288686
Price change 24h %: -1.519405

Quality

Capture latency ms: 5491
Order book timestamp: 2026-09-22 10:27:12.082000+02:00
Ticker timestamp: 2026-09-22 10:27:15.421000+02:00
Trades timestamp: 2026-09-22 10:24:40.287000+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: 0.05903
Best ask: 0.05916
Spread: 0.00013
Spread %: 0.219985
Mid price: 0.059095
Last price: 0.0591
Mark price: 0.05916
Index price: 0.059163

Order Book

Bid depth 5: 93
Ask depth 5: 117
Bid depth 10: 222
Ask depth 10: 255
Bid depth 20: 473
Ask depth 20: 842
Imbalance 5: -0.114286
Imbalance 10: -0.069182
Imbalance 20: -0.280608
Top bid size: 8
Top ask size: 28
Bid wall score: 0.016913
Ask wall score: 0.033254

Dynamics

Bid depth 5 delta: 16
Ask depth 5 delta: 19
Imbalance 5 delta: 0.005714
Bid depth 10 delta: 21
Ask depth 10 delta: 20
Imbalance 10 delta: 0.008799
Spread delta: 0.00003
Mid price delta: -0.000075
Wall shift score: -0.027896

Tape

Buy volume: 152
Sell volume: 243
Buy/sell delta: -91
Buy/sell ratio: 0.625514
Avg trade size: 3.95
Large trade count: 1
Largest trade size: 25

Candle

Return 1: -0.033829
Return 3: -0.37087
Volume 1: 6
Volume avg 5: 88.2
Momentum 5: -0.888814

Cross Exchange

Mid avg: 0.059235
Mid median: 0.059255
Price deviation %: -0.236347
Spread %: 0.185701

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15468200
Quote volume 24h: 922811
Price change 24h %: 0.89

Quality

Capture latency ms: 11600
Order book timestamp: 2026-09-22 10:27:03+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.623000+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	-0.033844	-0.033844	-0.033844	0.033844	0.033844	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033844	0.033844	0.033844	0.033844	-0.033844	0.033844	yes
30s	flat	-0.033844	-0.033844	-0.033844	0.033844	0.033844	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033844	0.033844	0.033844	0.033844	-0.033844	0.033844	yes
60s	flat	-0.033844	-0.033844	-0.033844	0.033844	0.033844	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033844	0.033844	0.033844	0.033844	-0.033844	0.033844	yes

Price

Best bid: 0.05925
Best ask: 0.05926
Spread: 0.00001
Spread %: 0.016876
Mid price: 0.059255
Last price: 0.05925
Mark price: -
Index price: -

Order Book

Bid depth 5: 9927
Ask depth 5: 11072
Bid depth 10: 54270
Ask depth 10: 33936
Bid depth 20: 215373
Ask depth 20: 168533
Imbalance 5: -0.054526
Imbalance 10: 0.230529
Imbalance 20: 0.122009
Top bid size: 159
Top ask size: 2385
Bid wall score: 0.000738
Ask wall score: 0.014152

Dynamics

Bid depth 5 delta: 6899
Ask depth 5 delta: -16630
Imbalance 5 delta: 0.748402
Bid depth 10 delta: 46174
Ask depth 10 delta: -30905
Imbalance 10 delta: 1.008529
Spread delta: 0
Mid price delta: -0.00003
Wall shift score: 0.000276

Tape

Buy volume: 15912
Sell volume: 36186
Buy/sell delta: -20274
Buy/sell ratio: 0.439728
Avg trade size: 520.98
Large trade count: 10
Largest trade size: 5578

Candle

Return 1: -0.218929
Return 3: -0.687228
Volume 1: 30856
Volume avg 5: 107678.2
Momentum 5: -0.703871

Cross Exchange

Mid avg: 0.059245
Mid median: 0.05928
Price deviation %: 0.016879
Spread %: 0.194109

Funding / OI / Volume

Funding rate: 0.00028399
Funding delta: 0
Funding abs: 0.00028399
Funding pressure: 0.00028399
Open interest: 73450980
Volume 24h: 93787151
Quote volume 24h: 5620228.19364
Price change 24h %: 1.23

Quality

Capture latency ms: 7468
Order book timestamp: 2026-09-22 10:26:50.243000+02:00
Ticker timestamp: 2026-09-22 10:26:39.838000+02:00
Trades timestamp: 2026-09-22 10:26:50.606000+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	-0.168762	-0.168762	-0.168762	0.168762	0.168762	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.168762	0.168762	0.168762	0.168762	-0.168762	0.168762	yes
30s	short	-0.168762	-0.168762	-0.168762	0.168762	0.168762	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.168762	0.168762	0.168762	0.168762	-0.168762	0.168762	yes
60s	short	-0.168762	-0.168762	-0.168762	0.168762	0.168762	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.168762	0.168762	0.168762	0.168762	-0.168762	0.168762	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.