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 21 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:26:45.449561+02:00	htx	VELVET/USDT:USDT	0.05928	90	4961 ms	10s short -0.118084 30s short -0.118084 60s short -0.118084	advanced ready
2026-09-22 10:26:34.469737+02:00	gate	VELVET/USDT:USDT	0.05917	68	12496 ms	10s short -0.126753 30s short -0.126753 60s short -0.126753	advanced ready
2026-09-22 10:26:21.811237+02:00	binance	VELVET/USDT:USDT	0.059285	80	6695 ms	10s short -0.050603 30s short -0.050603 60s short -0.050603	advanced ready
2026-09-22 10:26:14.715552+02:00	htx	VELVET/USDT:USDT	0.05931	80	6318 ms	10s short -0.050582 30s short -0.050582 60s short -0.050582	advanced ready
2026-09-22 10:26:02.314238+02:00	gate	VELVET/USDT:USDT	0.05933	68	13217 ms	10s short -0.269678 30s short -0.269678 60s short -0.269678	advanced ready
2026-09-22 10:25:48.955465+02:00	binance	VELVET/USDT:USDT	0.059385	80	6385 ms	10s short -0.168393 30s short -0.168393 60s short -0.168393	advanced ready
2026-09-22 10:25:42.166329+02:00	htx	VELVET/USDT:USDT	0.05947	80	5661 ms	10s short -0.269043 30s short -0.269043 60s short -0.269043	advanced ready
2026-09-22 10:25:30.460180+02:00	gate	VELVET/USDT:USDT	0.059365	68	11439 ms	10s short -0.058957 30s short -0.058957 60s short -0.058957	advanced ready
2026-09-22 10:25:18.839784+02:00	binance	VELVET/USDT:USDT	0.05925	80	8225 ms	10s long 0.227848 30s long 0.227848 60s long 0.227848	advanced ready
2026-09-22 10:25:10.194248+02:00	htx	VELVET/USDT:USDT	0.059375	90	4981 ms	10s long 0.16 30s long 0.16 60s long 0.16	advanced ready

Price

Best bid: 0.05918
Best ask: 0.05938
Spread: 0.0002
Spread %: 0.337382
Mid price: 0.05928
Last price: 0.05963
Mark price: -
Index price: -

Order Book

Bid depth 5: 60707
Ask depth 5: 213960
Bid depth 10: 221145
Ask depth 10: 257490
Bid depth 20: 1381857
Ask depth 20: 888412
Imbalance 5: -0.557959
Imbalance 10: -0.075935
Imbalance 20: 0.217351
Top bid size: 2836
Top ask size: 7957
Bid wall score: 0.002052
Ask wall score: 0.008956

Dynamics

Bid depth 5 delta: -52280
Ask depth 5 delta: 54792
Imbalance 5 delta: -0.388273
Bid depth 10 delta: 40325
Ask depth 10 delta: 26741
Imbalance 10 delta: 0.045379
Spread delta: 0.00002
Mid price delta: -0.00003
Wall shift score: -0.007808

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

Cross Exchange

Mid avg: 0.059255
Mid median: 0.059285
Price deviation %: 0.042191
Spread %: 0.236267

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: 4961
Order book timestamp: 2026-09-22 10:26:43.646000+02:00
Ticker timestamp: 2026-09-22 10:26:43.990000+02:00
Trades timestamp: 2026-09-22 10:24:40.287000+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	short	-0.118084	-0.118084	-0.118084	0.118084	0.118084	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.118084	0.118084	0.118084	0.118084	-0.118084	0.118084	yes
30s	short	-0.118084	-0.118084	-0.118084	0.118084	0.118084	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.118084	0.118084	0.118084	0.118084	-0.118084	0.118084	yes
60s	short	-0.118084	-0.118084	-0.118084	0.118084	0.118084	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.118084	0.118084	0.118084	0.118084	-0.118084	0.118084	yes

Price

Best bid: 0.05912
Best ask: 0.05922
Spread: 0.0001
Spread %: 0.169005
Mid price: 0.05917
Last price: 0.05922
Mark price: 0.05932
Index price: 0.05932

Order Book

Bid depth 5: 77
Ask depth 5: 98
Bid depth 10: 201
Ask depth 10: 235
Bid depth 20: 468
Ask depth 20: 790
Imbalance 5: -0.12
Imbalance 10: -0.077982
Imbalance 20: -0.255962
Top bid size: 6
Top ask size: 1
Bid wall score: 0.012821
Ask wall score: 0.001266

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -39
Imbalance 5 delta: 0.154419
Bid depth 10 delta: -15
Ask depth 10 delta: -32
Imbalance 10 delta: 0.027608
Spread delta: 0
Mid price delta: -0.00016
Wall shift score: 0.039057

Tape

Buy volume: 153
Sell volume: 252
Buy/sell delta: -99
Buy/sell ratio: 0.607143
Avg trade size: 4.05
Large trade count: 1
Largest trade size: 25

Candle

Return 1: -0.202224
Return 3: -0.737513
Volume 1: 65
Volume avg 5: 99.4
Momentum 5: -0.820633

Cross Exchange

Mid avg: 0.05930833
Mid median: 0.05931
Price deviation %: -0.233244
Spread %: 0.075875

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15465300
Quote volume 24h: 922639
Price change 24h %: 1.09

Quality

Capture latency ms: 12496
Order book timestamp: 2026-09-22 10:26:33+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.591000+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	-0.126753	-0.126753	-0.126753	0.126753	0.126753	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.126753	0.126753	0.126753	0.126753	-0.126753	0.126753	yes
30s	short	-0.126753	-0.126753	-0.126753	0.126753	0.126753	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.126753	0.126753	0.126753	0.126753	-0.126753	0.126753	yes
60s	short	-0.126753	-0.126753	-0.126753	0.126753	0.126753	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.126753	0.126753	0.126753	0.126753	-0.126753	0.126753	yes

Price

Best bid: 0.05928
Best ask: 0.05929
Spread: 0.00001
Spread %: 0.016868
Mid price: 0.059285
Last price: 0.05929
Mark price: -
Index price: -

Order Book

Bid depth 5: 3028
Ask depth 5: 27702
Bid depth 10: 8096
Ask depth 10: 64841
Bid depth 20: 223051
Ask depth 20: 140438
Imbalance 5: -0.802929
Imbalance 10: -0.778
Imbalance 20: 0.227278
Top bid size: 598
Top ask size: 2299
Bid wall score: 0.002681
Ask wall score: 0.01637

Dynamics

Bid depth 5 delta: -9410
Ask depth 5 delta: -9887
Imbalance 5 delta: -0.30018
Bid depth 10 delta: -25172
Ask depth 10 delta: -23479
Imbalance 10 delta: -0.325225
Spread delta: -0.00002
Mid price delta: -0.0001
Wall shift score: -0.061806

Tape

Buy volume: 17782
Sell volume: 49435
Buy/sell delta: -31653
Buy/sell ratio: 0.359705
Avg trade size: 672.17
Large trade count: 5
Largest trade size: 27094

Candle

Return 1: -0.151566
Return 3: -0.620181
Volume 1: 22446
Volume avg 5: 105996.2
Momentum 5: -0.636836

Cross Exchange

Mid avg: 0.05934167
Mid median: 0.05933
Price deviation %: -0.095492
Spread %: 0.126387

Funding / OI / Volume

Funding rate: 0.00028399
Funding delta: 0
Funding abs: 0.00028399
Funding pressure: 0.00028399
Open interest: 73447943
Volume 24h: 93777397
Quote volume 24h: 5619650.35166
Price change 24h %: 1.298

Quality

Capture latency ms: 6695
Order book timestamp: 2026-09-22 10:26:19.627000+02:00
Ticker timestamp: 2026-09-22 10:26:16.635000+02:00
Trades timestamp: 2026-09-22 10:26:21.126000+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	-0.050603	-0.050603	-0.050603	0.050603	0.050603	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050603	0.050603	0.050603	0.050603	-0.050603	0.050603	yes
30s	short	-0.050603	-0.050603	-0.050603	0.050603	0.050603	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050603	0.050603	0.050603	0.050603	-0.050603	0.050603	yes
60s	short	-0.050603	-0.050603	-0.050603	0.050603	0.050603	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050603	0.050603	0.050603	0.050603	-0.050603	0.050603	yes

Price

Best bid: 0.05922
Best ask: 0.0594
Spread: 0.00018
Spread %: 0.30349
Mid price: 0.05931
Last price: 0.05963
Mark price: -
Index price: -

Order Book

Bid depth 5: 112987
Ask depth 5: 159168
Bid depth 10: 180820
Ask depth 10: 230749
Bid depth 20: 508172
Ask depth 20: 565971
Imbalance 5: -0.169686
Imbalance 10: -0.121314
Imbalance 20: -0.053809
Top bid size: 744
Top ask size: 317
Bid wall score: 0.001464
Ask wall score: 0.00056

Dynamics

Bid depth 5 delta: 106204
Ask depth 5 delta: 138433
Imbalance 5 delta: 0.337327
Bid depth 10 delta: 140884
Ask depth 10 delta: 76491
Imbalance 10 delta: 0.467386
Spread delta: -0.00032
Mid price delta: -0.00016
Wall shift score: 0.003874

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

Cross Exchange

Mid avg: 0.059395
Mid median: 0.059385
Price deviation %: -0.14311
Spread %: 0.23571

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: 6318
Order book timestamp: 2026-09-22 10:26:12.446000+02:00
Ticker timestamp: 2026-09-22 10:26:13.118000+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	-0.050582	-0.050582	-0.050582	0.050582	0.050582	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050582	0.050582	0.050582	0.050582	-0.050582	0.050582	yes
30s	short	-0.050582	-0.050582	-0.050582	0.050582	0.050582	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050582	0.050582	0.050582	0.050582	-0.050582	0.050582	yes
60s	short	-0.050582	-0.050582	-0.050582	0.050582	0.050582	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050582	0.050582	0.050582	0.050582	-0.050582	0.050582	yes

Price

Best bid: 0.05928
Best ask: 0.05938
Spread: 0.0001
Spread %: 0.168549
Mid price: 0.05933
Last price: 0.05934
Mark price: 0.05933
Index price: 0.05929

Order Book

Bid depth 5: 78
Ask depth 5: 137
Bid depth 10: 216
Ask depth 10: 267
Bid depth 20: 453
Ask depth 20: 589
Imbalance 5: -0.274419
Imbalance 10: -0.10559
Imbalance 20: -0.130518
Top bid size: 6
Top ask size: 24
Bid wall score: 0.013245
Ask wall score: 0.040747

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: -17
Imbalance 5 delta: 0.053168
Bid depth 10 delta: 0
Ask depth 10 delta: -56
Imbalance 10 delta: 0.092926
Spread delta: -0.00001
Mid price delta: -0.000035
Wall shift score: -0.003422

Tape

Buy volume: 159
Sell volume: 242
Buy/sell delta: -83
Buy/sell ratio: 0.657025
Avg trade size: 4.01
Large trade count: 1
Largest trade size: 25

Candle

Return 1: -0.067408
Return 3: -0.603419
Volume 1: 4
Volume avg 5: 87.2
Momentum 5: -0.686652

Cross Exchange

Mid avg: 0.05940667
Mid median: 0.059385
Price deviation %: -0.129054
Spread %: 0.176748

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15458300
Quote volume 24h: 922224
Price change 24h %: 1.47

Quality

Capture latency ms: 13217
Order book timestamp: 2026-09-22 10:26:01+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.561000+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	short	-0.269678	-0.269678	-0.269678	0.269678	0.269678	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.269678	0.269678	0.269678	0.269678	-0.269678	0.269678	yes
30s	short	-0.269678	-0.269678	-0.269678	0.269678	0.269678	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.269678	0.269678	0.269678	0.269678	-0.269678	0.269678	yes
60s	short	-0.269678	-0.269678	-0.269678	0.269678	0.269678	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.269678	0.269678	0.269678	0.269678	-0.269678	0.269678	yes

Price

Best bid: 0.05937
Best ask: 0.0594
Spread: 0.00003
Spread %: 0.050518
Mid price: 0.059385
Last price: 0.05938
Mark price: -
Index price: -

Order Book

Bid depth 5: 12438
Ask depth 5: 37589
Bid depth 10: 33268
Ask depth 10: 88320
Bid depth 20: 115793
Ask depth 20: 191076
Imbalance 5: -0.502749
Imbalance 10: -0.452775
Imbalance 20: -0.245326
Top bid size: 6137
Top ask size: 933
Bid wall score: 0.053
Ask wall score: 0.004883

Dynamics

Bid depth 5 delta: 2028
Ask depth 5 delta: 35642
Imbalance 5 delta: -1.187623
Bid depth 10 delta: -2721
Ask depth 10 delta: 45059
Imbalance 10 delta: -0.361015
Spread delta: 0.00001
Mid price delta: 0.000135
Wall shift score: 0.046044

Tape

Buy volume: 17293
Sell volume: 74676
Buy/sell delta: -57383
Buy/sell ratio: 0.231574
Avg trade size: 919.69
Large trade count: 4
Largest trade size: 27094

Candle

Return 1: 0.08426
Return 3: -0.485925
Volume 1: 97862
Volume avg 5: 104086
Momentum 5: -0.335627

Cross Exchange

Mid avg: 0.05936167
Mid median: 0.059365
Price deviation %: 0.039307
Spread %: 0.37061

Funding / OI / Volume

Funding rate: 0.00028399
Funding delta: 0
Funding abs: 0.00028399
Funding pressure: 0.00028399
Open interest: 73450142
Volume 24h: 93789992
Quote volume 24h: 5620340.06502
Price change 24h %: 1.348

Quality

Capture latency ms: 6385
Order book timestamp: 2026-09-22 10:25:46.672000+02:00
Ticker timestamp: 2026-09-22 10:25:44.140000+02:00
Trades timestamp: 2026-09-22 10:25:48.127000+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	-0.168393	-0.168393	-0.168393	0.168393	0.168393	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.168393	0.168393	0.168393	0.168393	-0.168393	0.168393	yes
30s	short	-0.168393	-0.168393	-0.168393	0.168393	0.168393	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.168393	0.168393	0.168393	0.168393	-0.168393	0.168393	yes
60s	short	-0.168393	-0.168393	-0.168393	0.168393	0.168393	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.168393	0.168393	0.168393	0.168393	-0.168393	0.168393	yes

Price

Best bid: 0.05922
Best ask: 0.05972
Spread: 0.0005
Spread %: 0.84076
Mid price: 0.05947
Last price: 0.05963
Mark price: -
Index price: -

Order Book

Bid depth 5: 6783
Ask depth 5: 20735
Bid depth 10: 39936
Ask depth 10: 154258
Bid depth 20: 299137
Ask depth 20: 511300
Imbalance 5: -0.507014
Imbalance 10: -0.5887
Imbalance 20: -0.261788
Top bid size: 253
Top ask size: 1951
Bid wall score: 0.000846
Ask wall score: 0.003816

Dynamics

Bid depth 5 delta: -3027
Ask depth 5 delta: -22539
Imbalance 5 delta: 0.123384
Bid depth 10 delta: -15828
Ask depth 10 delta: 107717
Imbalance 10 delta: -0.678852
Spread delta: -0.00021
Mid price delta: 0.000095
Wall shift score: -0.004432

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

Cross Exchange

Mid avg: 0.05933
Mid median: 0.059365
Price deviation %: 0.235968
Spread %: 0.210686

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202356
Volume 24h: 288860
Quote volume 24h: 288860
Price change 24h %: -1.519405

Quality

Capture latency ms: 5661
Order book timestamp: 2026-09-22 10:25:40.382000+02:00
Ticker timestamp: 2026-09-22 10:25:40.713000+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	-0.269043	-0.269043	-0.269043	0.269043	0.269043	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.269043	0.269043	0.269043	0.269043	-0.269043	0.269043	yes
30s	short	-0.269043	-0.269043	-0.269043	0.269043	0.269043	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.269043	0.269043	0.269043	0.269043	-0.269043	0.269043	yes
60s	short	-0.269043	-0.269043	-0.269043	0.269043	0.269043	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.269043	0.269043	0.269043	0.269043	-0.269043	0.269043	yes

Price

Best bid: 0.05931
Best ask: 0.05942
Spread: 0.00011
Spread %: 0.185294
Mid price: 0.059365
Last price: 0.05936
Mark price: 0.05927
Index price: 0.059268

Order Book

Bid depth 5: 78
Ask depth 5: 154
Bid depth 10: 216
Ask depth 10: 323
Bid depth 20: 453
Ask depth 20: 643
Imbalance 5: -0.327586
Imbalance 10: -0.198516
Imbalance 20: -0.173358
Top bid size: 6
Top ask size: 24
Bid wall score: 0.013245
Ask wall score: 0.037325

Dynamics

Bid depth 5 delta: -89
Ask depth 5 delta: 20
Imbalance 5 delta: -0.437221
Bid depth 10 delta: -96
Ask depth 10 delta: 70
Imbalance 10 delta: -0.302941
Spread delta: 0
Mid price delta: 0.00003
Wall shift score: 0.01771

Tape

Buy volume: 147
Sell volume: 227
Buy/sell delta: -80
Buy/sell ratio: 0.647577
Avg trade size: 3.74
Large trade count: 1
Largest trade size: 25

Candle

Return 1: 0.016858
Return 3: -0.503102
Volume 1: 58
Volume avg 5: 85.2
Momentum 5: -0.352704

Cross Exchange

Mid avg: 0.05932
Mid median: 0.059335
Price deviation %: 0.07586
Spread %: 0.210722

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15450800
Quote volume 24h: 921779
Price change 24h %: 1.5

Quality

Capture latency ms: 11439
Order book timestamp: 2026-09-22 10:25:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.529000+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	-0.058957	-0.058957	-0.058957	0.058957	0.058957	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058957	0.058957	0.058957	0.058957	-0.058957	0.058957	yes
30s	short	-0.058957	-0.058957	-0.058957	0.058957	0.058957	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058957	0.058957	0.058957	0.058957	-0.058957	0.058957	yes
60s	short	-0.058957	-0.058957	-0.058957	0.058957	0.058957	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058957	0.058957	0.058957	0.058957	-0.058957	0.058957	yes

Price

Best bid: 0.05924
Best ask: 0.05926
Spread: 0.00002
Spread %: 0.033755
Mid price: 0.05925
Last price: 0.0592
Mark price: -
Index price: -

Order Book

Bid depth 5: 10410
Ask depth 5: 1947
Bid depth 10: 35989
Ask depth 10: 43261
Bid depth 20: 117383
Ask depth 20: 140759
Imbalance 5: 0.684875
Imbalance 10: -0.09176
Imbalance 20: -0.090555
Top bid size: 320
Top ask size: 92
Bid wall score: 0.002726
Ask wall score: 0.000654

Dynamics

Bid depth 5 delta: -4645
Ask depth 5 delta: -1632
Imbalance 5 delta: 0.069011
Bid depth 10 delta: 2105
Ask depth 10 delta: 21312
Imbalance 10 delta: -0.305523
Spread delta: 0.00001
Mid price delta: -0.000375
Wall shift score: -0.007687

Tape

Buy volume: 47880
Sell volume: 183930
Buy/sell delta: -136050
Buy/sell ratio: 0.260316
Avg trade size: 2318.1
Large trade count: 8
Largest trade size: 32403

Candle

Return 1: -0.151668
Return 3: -0.720509
Volume 1: 51991
Volume avg 5: 94911.8
Momentum 5: -0.570566

Cross Exchange

Mid avg: 0.059445
Mid median: 0.059375
Price deviation %: -0.328034
Spread %: 0.487846

Funding / OI / Volume

Funding rate: 0.00028399
Funding delta: -0.00000466
Funding abs: 0.00028399
Funding pressure: 0.00028865
Open interest: 73446956
Volume 24h: 93775624
Quote volume 24h: 5619487.27454
Price change 24h %: 1.041

Quality

Capture latency ms: 8225
Order book timestamp: 2026-09-22 10:25:16.593000+02:00
Ticker timestamp: 2026-09-22 10:25:10.539000+02:00
Trades timestamp: 2026-09-22 10:25:13.287000+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	long	0.227848	0.227848	0.227848	0.227848	0.227848	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.227848	0.227848	0.227848	0.227848	0.227848	-0.227848	yes
30s	long	0.227848	0.227848	0.227848	0.227848	0.227848	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.227848	0.227848	0.227848	0.227848	0.227848	-0.227848	yes
60s	long	0.227848	0.227848	0.227848	0.227848	0.227848	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.227848	0.227848	0.227848	0.227848	0.227848	-0.227848	yes

Price

Best bid: 0.05902
Best ask: 0.05973
Spread: 0.00071
Spread %: 1.195789
Mid price: 0.059375
Last price: 0.05963
Mark price: -
Index price: -

Order Book

Bid depth 5: 9810
Ask depth 5: 43274
Bid depth 10: 55764
Ask depth 10: 46541
Bid depth 20: 97240
Ask depth 20: 95597
Imbalance 5: -0.630397
Imbalance 10: 0.090152
Imbalance 20: 0.00852
Top bid size: 490
Top ask size: 342
Bid wall score: 0.005039
Ask wall score: 0.003578

Dynamics

Bid depth 5 delta: 933
Ask depth 5 delta: 32124
Imbalance 5 delta: -0.5169
Bid depth 10 delta: -2534
Ask depth 10 delta: -10148
Imbalance 10 delta: 0.076159
Spread delta: 0.00056
Mid price delta: -0.00031
Wall shift score: -0.00003

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

Cross Exchange

Mid avg: 0.05954833
Mid median: 0.059625
Price deviation %: -0.29108
Spread %: 0.587758

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202356
Volume 24h: 288860
Quote volume 24h: 288860
Price change 24h %: -1.519405

Quality

Capture latency ms: 4981
Order book timestamp: 2026-09-22 10:25:08.346000+02:00
Ticker timestamp: 2026-09-22 10:25:08.699000+02:00
Trades timestamp: 2026-09-22 10:24:40.287000+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	0.16	0.16	0.16	0.16	0.16	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.16	0.16	0.16	0.16	0.16	-0.16	yes
30s	long	0.16	0.16	0.16	0.16	0.16	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.16	0.16	0.16	0.16	0.16	-0.16	yes
60s	long	0.16	0.16	0.16	0.16	0.16	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.16	0.16	0.16	0.16	0.16	-0.16	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.