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 22 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:24:59.333519+02:00	gate	VELVET/USDT:USDT	0.059335	68	10835 ms	10s long 0.05056 30s long 0.05056 60s long 0.05056	advanced ready
2026-09-22 10:24:48.375201+02:00	binance	VELVET/USDT:USDT	0.059625	80	7341 ms	10s short -0.628931 30s short -0.628931 60s short -0.628931	advanced ready
2026-09-22 10:24:40.639159+02:00	htx	VELVET/USDT:USDT	0.059685	80	5822 ms	10s short -0.519393 30s short -0.519393 60s short -0.519393	advanced ready
2026-09-22 10:24:28.730516+02:00	gate	VELVET/USDT:USDT	0.059615	68	11243 ms	10s short -0.46968 30s short -0.46968 60s short -0.46968	advanced ready
2026-09-22 10:24:17.351350+02:00	binance	VELVET/USDT:USDT	0.059655	80	6806 ms	10s short -0.050289 30s short -0.050289 60s short -0.050289	advanced ready
2026-09-22 10:24:10.130129+02:00	htx	VELVET/USDT:USDT	0.059705	80	5935 ms	10s flat -0.033498 30s flat -0.033498 60s flat -0.033498	advanced ready
2026-09-22 10:23:58.226761+02:00	gate	VELVET/USDT:USDT	0.05964	68	10830 ms	10s flat -0.041918 30s flat -0.041918 60s flat -0.041918	advanced ready
2026-09-22 10:23:47.269836+02:00	binance	VELVET/USDT:USDT	0.05968	80	6695 ms	10s flat -0.04189 30s flat -0.04189 60s flat -0.04189	advanced ready
2026-09-22 10:23:40.121870+02:00	htx	VELVET/USDT:USDT	0.0597	80	5925 ms	10s flat 0.008375 30s flat 0.008375 60s flat 0.008375	advanced ready
2026-09-22 10:23:28.156396+02:00	gate	VELVET/USDT:USDT	0.05958	68	15508 ms	10s long 0.100705 30s long 0.100705 60s long 0.100705	advanced ready

Price

Best bid: 0.05928
Best ask: 0.05939
Spread: 0.00011
Spread %: 0.185388
Mid price: 0.059335
Last price: 0.05932
Mark price: 0.0594
Index price: 0.059398

Order Book

Bid depth 5: 167
Ask depth 5: 134
Bid depth 10: 312
Ask depth 10: 253
Bid depth 20: 577
Ask depth 20: 557
Imbalance 5: 0.109635
Imbalance 10: 0.104425
Imbalance 20: 0.017637
Top bid size: 8
Top ask size: 31
Bid wall score: 0.013865
Ask wall score: 0.055655

Dynamics

Bid depth 5 delta: 46
Ask depth 5 delta: 16
Imbalance 5 delta: 0.097082
Bid depth 10 delta: 57
Ask depth 10 delta: -11
Imbalance 10 delta: 0.121766
Spread delta: 0
Mid price delta: -0.00028
Wall shift score: -0.003832

Tape

Buy volume: 175
Sell volume: 204
Buy/sell delta: -29
Buy/sell ratio: 0.857843
Avg trade size: 3.79
Large trade count: 1
Largest trade size: 25

Candle

Return 1: -0.569896
Return 3: -0.653157
Volume 1: 131
Volume avg 5: 90.4
Momentum 5: -0.486496

Cross Exchange

Mid avg: 0.05964167
Mid median: 0.059625
Price deviation %: -0.514182
Spread %: 0.117368

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15442100
Quote volume 24h: 921262
Price change 24h %: 1.42

Quality

Capture latency ms: 10835
Order book timestamp: 2026-09-22 10:24:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.498000+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	0.05056	0.05056	0.05056	0.05056	0.05056	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05056	0.05056	0.05056	0.05056	0.05056	-0.05056	yes
30s	long	0.05056	0.05056	0.05056	0.05056	0.05056	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05056	0.05056	0.05056	0.05056	0.05056	-0.05056	yes
60s	long	0.05056	0.05056	0.05056	0.05056	0.05056	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05056	0.05056	0.05056	0.05056	0.05056	-0.05056	yes

Price

Best bid: 0.05962
Best ask: 0.05963
Spread: 0.00001
Spread %: 0.016771
Mid price: 0.059625
Last price: 0.05963
Mark price: -
Index price: -

Order Book

Bid depth 5: 15055
Ask depth 5: 3579
Bid depth 10: 33884
Ask depth 10: 21949
Bid depth 20: 118273
Ask depth 20: 144497
Imbalance 5: 0.615863
Imbalance 10: 0.213762
Imbalance 20: -0.099798
Top bid size: 1282
Top ask size: 156
Bid wall score: 0.010839
Ask wall score: 0.00108

Dynamics

Bid depth 5 delta: 5152
Ask depth 5 delta: -3458
Imbalance 5 delta: 0.446678
Bid depth 10 delta: -12324
Ask depth 10 delta: -12190
Imbalance 10 delta: 0.063552
Spread delta: 0
Mid price delta: -0.00003
Wall shift score: -0.015691

Tape

Buy volume: 89813
Sell volume: 68124
Buy/sell delta: 21689
Buy/sell ratio: 1.318375
Avg trade size: 1579.37
Large trade count: 5
Largest trade size: 36621

Candle

Return 1: -0.050285
Return 3: -0.067035
Volume 1: 30059
Volume avg 5: 53590.8
Momentum 5: -0.133981

Cross Exchange

Mid avg: 0.05965167
Mid median: 0.059655
Price deviation %: -0.044704
Spread %: 0.117348

Funding / OI / Volume

Funding rate: 0.00028865
Funding delta: 0
Funding abs: 0.00028865
Funding pressure: 0.00028865
Open interest: 73553732
Volume 24h: 93538610
Quote volume 24h: 5605390.65872
Price change 24h %: 1.792

Quality

Capture latency ms: 7341
Order book timestamp: 2026-09-22 10:24:45.151000+02:00
Ticker timestamp: 2026-09-22 10:24:39.238000+02:00
Trades timestamp: 2026-09-22 10:24:39.237000+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	-0.628931	-0.628931	-0.628931	0.628931	0.628931	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.628931	0.628931	0.628931	0.628931	-0.628931	0.628931	yes
30s	short	-0.628931	-0.628931	-0.628931	0.628931	0.628931	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.628931	0.628931	0.628931	0.628931	-0.628931	0.628931	yes
60s	short	-0.628931	-0.628931	-0.628931	0.628931	0.628931	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.628931	0.628931	0.628931	0.628931	-0.628931	0.628931	yes

Price

Best bid: 0.05961
Best ask: 0.05976
Spread: 0.00015
Spread %: 0.251319
Mid price: 0.059685
Last price: 0.05971
Mark price: -
Index price: -

Order Book

Bid depth 5: 8877
Ask depth 5: 11150
Bid depth 10: 58298
Ask depth 10: 56689
Bid depth 20: 99821
Ask depth 20: 96546
Imbalance 5: -0.113497
Imbalance 10: 0.013993
Imbalance 20: 0.016678
Top bid size: 243
Top ask size: 91
Bid wall score: 0.002434
Ask wall score: 0.000943

Dynamics

Bid depth 5 delta: -20091
Ask depth 5 delta: -206000
Imbalance 5 delta: 0.651104
Bid depth 10 delta: -30573
Ask depth 10 delta: -190116
Imbalance 10 delta: 0.484488
Spread delta: -0.00004
Mid price delta: -0.00002
Wall shift score: 0.009393

Tape

Buy volume: 5080
Sell volume: 15308
Buy/sell delta: -10228
Buy/sell ratio: 0.331853
Avg trade size: 203.88
Large trade count: 9
Largest trade size: 6554

Candle

Return 1: -0.133981
Return 3: -0.133981
Volume 1: 4
Volume avg 5: 2
Momentum 5: -0.300953

Cross Exchange

Mid avg: 0.05965833
Mid median: 0.059655
Price deviation %: 0.044699
Spread %: 0.150859

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202356
Volume 24h: 288856
Quote volume 24h: 288856
Price change 24h %: -1.387283

Quality

Capture latency ms: 5822
Order book timestamp: 2026-09-22 10:24:38.482000+02:00
Ticker timestamp: 2026-09-22 10:24:38.831000+02:00
Trades timestamp: 2026-09-22 10:20:40.287000+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	-0.519393	-0.519393	-0.519393	0.519393	0.519393	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.519393	0.519393	0.519393	0.519393	-0.519393	0.519393	yes
30s	short	-0.519393	-0.519393	-0.519393	0.519393	0.519393	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.519393	0.519393	0.519393	0.519393	-0.519393	0.519393	yes
60s	short	-0.519393	-0.519393	-0.519393	0.519393	0.519393	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.519393	0.519393	0.519393	0.519393	-0.519393	0.519393	yes

Price

Best bid: 0.05956
Best ask: 0.05967
Spread: 0.00011
Spread %: 0.184517
Mid price: 0.059615
Last price: 0.05964
Mark price: 0.05956
Index price: 0.059535

Order Book

Bid depth 5: 121
Ask depth 5: 118
Bid depth 10: 255
Ask depth 10: 264
Bid depth 20: 523
Ask depth 20: 676
Imbalance 5: 0.012552
Imbalance 10: -0.017341
Imbalance 20: -0.127606
Top bid size: 8
Top ask size: 36
Bid wall score: 0.015296
Ask wall score: 0.053254

Dynamics

Bid depth 5 delta: -28
Ask depth 5 delta: -83
Imbalance 5 delta: 0.161124
Bid depth 10 delta: -12
Ask depth 10 delta: -91
Imbalance 10 delta: 0.124138
Spread delta: 0.00001
Mid price delta: -0.000025
Wall shift score: -0.051558

Tape

Buy volume: 186
Sell volume: 164
Buy/sell delta: 22
Buy/sell ratio: 1.134146
Avg trade size: 3.5
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.033523
Return 3: -0.117233
Volume 1: 36
Volume avg 5: 71.4
Momentum 5: 0.050327

Cross Exchange

Mid avg: 0.05966667
Mid median: 0.059655
Price deviation %: -0.086592
Spread %: 0.108939

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15438200
Quote volume 24h: 921030
Price change 24h %: 1.97

Quality

Capture latency ms: 11243
Order book timestamp: 2026-09-22 10:24:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.468000+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	-0.46968	-0.46968	-0.46968	0.46968	0.46968	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.46968	0.46968	0.46968	0.46968	-0.46968	0.46968	yes
30s	short	-0.46968	-0.46968	-0.46968	0.46968	0.46968	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.46968	0.46968	0.46968	0.46968	-0.46968	0.46968	yes
60s	short	-0.46968	-0.46968	-0.46968	0.46968	0.46968	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.46968	0.46968	0.46968	0.46968	-0.46968	0.46968	yes

Price

Best bid: 0.05965
Best ask: 0.05966
Spread: 0.00001
Spread %: 0.016763
Mid price: 0.059655
Last price: 0.05969
Mark price: -
Index price: -

Order Book

Bid depth 5: 9903
Ask depth 5: 7037
Bid depth 10: 46208
Ask depth 10: 34139
Bid depth 20: 135767
Ask depth 20: 194555
Imbalance 5: 0.169185
Imbalance 10: 0.150211
Imbalance 20: -0.177972
Top bid size: 3567
Top ask size: 160
Bid wall score: 0.026273
Ask wall score: 0.000822

Dynamics

Bid depth 5 delta: -4123
Ask depth 5 delta: -7786
Imbalance 5 delta: 0.196812
Bid depth 10 delta: 19754
Ask depth 10 delta: -36876
Imbalance 10 delta: 0.607392
Spread delta: -0.00001
Mid price delta: -0.000025
Wall shift score: 0.010452

Tape

Buy volume: 101237
Sell volume: 56053
Buy/sell delta: 45184
Buy/sell ratio: 1.806094
Avg trade size: 1572.9
Large trade count: 6
Largest trade size: 36621

Candle

Return 1: -0.016762
Return 3: -0.033518
Volume 1: 14190
Volume avg 5: 50417
Momentum 5: -0.100486

Cross Exchange

Mid avg: 0.059675
Mid median: 0.05968
Price deviation %: -0.033515
Spread %: 0.108923

Funding / OI / Volume

Funding rate: 0.00028865
Funding delta: -0.00000618
Funding abs: 0.00028865
Funding pressure: 0.00029483
Open interest: 73556450
Volume 24h: 93518689
Quote volume 24h: 5604202.72664
Price change 24h %: 1.895

Quality

Capture latency ms: 6806
Order book timestamp: 2026-09-22 10:24:14.309000+02:00
Ticker timestamp: 2026-09-22 10:24:09.355000+02:00
Trades timestamp: 2026-09-22 10:24:16.157000+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	-0.050289	-0.050289	-0.050289	0.050289	0.050289	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050289	0.050289	0.050289	0.050289	-0.050289	0.050289	yes
30s	short	-0.050289	-0.050289	-0.050289	0.050289	0.050289	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050289	0.050289	0.050289	0.050289	-0.050289	0.050289	yes
60s	short	-0.050289	-0.050289	-0.050289	0.050289	0.050289	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050289	0.050289	0.050289	0.050289	-0.050289	0.050289	yes

Price

Best bid: 0.05961
Best ask: 0.0598
Spread: 0.00019
Spread %: 0.318231
Mid price: 0.059705
Last price: 0.05971
Mark price: -
Index price: -

Order Book

Bid depth 5: 28968
Ask depth 5: 217150
Bid depth 10: 88871
Ask depth 10: 246805
Bid depth 20: 311685
Ask depth 20: 786089
Imbalance 5: -0.764601
Imbalance 10: -0.470495
Imbalance 20: -0.432151
Top bid size: 243
Top ask size: 6824
Bid wall score: 0.00078
Ask wall score: 0.008681

Dynamics

Bid depth 5 delta: -34447
Ask depth 5 delta: 49112
Imbalance 5 delta: -0.312574
Bid depth 10 delta: -22328
Ask depth 10 delta: 13415
Imbalance 10 delta: -0.115896
Spread delta: -0.00001
Mid price delta: 0.000005
Wall shift score: -0.031056

Tape

Buy volume: 5080
Sell volume: 15308
Buy/sell delta: -10228
Buy/sell ratio: 0.331853
Avg trade size: 203.88
Large trade count: 9
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: -0.167196

Cross Exchange

Mid avg: 0.05967333
Mid median: 0.05968
Price deviation %: 0.053067
Spread %: 0.100547

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202356
Volume 24h: 288856
Quote volume 24h: 288856
Price change 24h %: -1.387283

Quality

Capture latency ms: 5935
Order book timestamp: 2026-09-22 10:24:07.782000+02:00
Ticker timestamp: 2026-09-22 10:24:08.628000+02:00
Trades timestamp: 2026-09-22 10:20:40.287000+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	flat	-0.033498	-0.033498	-0.033498	0.033498	0.033498	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033498	0.033498	0.033498	0.033498	-0.033498	0.033498	yes
30s	flat	-0.033498	-0.033498	-0.033498	0.033498	0.033498	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033498	0.033498	0.033498	0.033498	-0.033498	0.033498	yes
60s	flat	-0.033498	-0.033498	-0.033498	0.033498	0.033498	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033498	0.033498	0.033498	0.033498	-0.033498	0.033498	yes

Price

Best bid: 0.05959
Best ask: 0.05969
Spread: 0.0001
Spread %: 0.167673
Mid price: 0.05964
Last price: 0.05966
Mark price: 0.0596
Index price: 0.059572

Order Book

Bid depth 5: 149
Ask depth 5: 201
Bid depth 10: 267
Ask depth 10: 355
Bid depth 20: 542
Ask depth 20: 833
Imbalance 5: -0.148571
Imbalance 10: -0.141479
Imbalance 20: -0.211636
Top bid size: 36
Top ask size: 44
Bid wall score: 0.066421
Ask wall score: 0.052821

Dynamics

Bid depth 5 delta: 22
Ask depth 5 delta: 62
Imbalance 5 delta: -0.103459
Bid depth 10 delta: 26
Ask depth 10 delta: 62
Imbalance 10 delta: -0.044101
Spread delta: -0.00002
Mid price delta: 0.00006
Wall shift score: 0.010916

Tape

Buy volume: 185
Sell volume: 170
Buy/sell delta: 15
Buy/sell ratio: 1.088235
Avg trade size: 3.55
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.01677
Return 3: 0.134363
Volume 1: 97
Volume avg 5: 72
Momentum 5: -0.467446

Cross Exchange

Mid avg: 0.05965333
Mid median: 0.05968
Price deviation %: -0.022351
Spread %: 0.201162

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15434100
Quote volume 24h: 920785
Price change 24h %: 2.04

Quality

Capture latency ms: 10830
Order book timestamp: 2026-09-22 10:23:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.437000+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	-0.041918	-0.041918	-0.041918	0.041918	0.041918	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041918	0.041918	0.041918	0.041918	-0.041918	0.041918	yes
30s	flat	-0.041918	-0.041918	-0.041918	0.041918	0.041918	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041918	0.041918	0.041918	0.041918	-0.041918	0.041918	yes
60s	flat	-0.041918	-0.041918	-0.041918	0.041918	0.041918	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041918	0.041918	0.041918	0.041918	-0.041918	0.041918	yes

Price

Best bid: 0.05967
Best ask: 0.05969
Spread: 0.00002
Spread %: 0.033512
Mid price: 0.05968
Last price: 0.05969
Mark price: -
Index price: -

Order Book

Bid depth 5: 14026
Ask depth 5: 14823
Bid depth 10: 26454
Ask depth 10: 71015
Bid depth 20: 109205
Ask depth 20: 235979
Imbalance 5: -0.027627
Imbalance 10: -0.457181
Imbalance 20: -0.367265
Top bid size: 1786
Top ask size: 320
Bid wall score: 0.016355
Ask wall score: 0.001356

Dynamics

Bid depth 5 delta: 4137
Ask depth 5 delta: 2022
Imbalance 5 delta: 0.100712
Bid depth 10 delta: 10643
Ask depth 10 delta: -22568
Imbalance 10 delta: 0.253754
Spread delta: 0.00001
Mid price delta: 0.000105
Wall shift score: 0.013578

Tape

Buy volume: 116122
Sell volume: 56113
Buy/sell delta: 60009
Buy/sell ratio: 2.069431
Avg trade size: 1722.35
Large trade count: 6
Largest trade size: 36621

Candle

Return 1: 0.016756
Return 3: 0.167813
Volume 1: 123759
Volume avg 5: 57074.8
Momentum 5: -0.383845

Cross Exchange

Mid avg: 0.05961833
Mid median: 0.05958
Price deviation %: 0.103436
Spread %: 0.209667

Funding / OI / Volume

Funding rate: 0.00029483
Funding delta: 0
Funding abs: 0.00029483
Funding pressure: 0.00029483
Open interest: 73556516
Volume 24h: 93752987
Quote volume 24h: 5617886.99885
Price change 24h %: 2.174

Quality

Capture latency ms: 6695
Order book timestamp: 2026-09-22 10:23:45.133000+02:00
Ticker timestamp: 2026-09-22 10:23:35.922000+02:00
Trades timestamp: 2026-09-22 10:23:45.318000+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	-0.04189	-0.04189	-0.04189	0.04189	0.04189	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.04189	0.04189	0.04189	0.04189	-0.04189	0.04189	yes
30s	flat	-0.04189	-0.04189	-0.04189	0.04189	0.04189	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.04189	0.04189	0.04189	0.04189	-0.04189	0.04189	yes
60s	flat	-0.04189	-0.04189	-0.04189	0.04189	0.04189	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.04189	0.04189	0.04189	0.04189	-0.04189	0.04189	yes

Price

Best bid: 0.0596
Best ask: 0.0598
Spread: 0.0002
Spread %: 0.335008
Mid price: 0.0597
Last price: 0.05971
Mark price: -
Index price: -

Order Book

Bid depth 5: 63415
Ask depth 5: 168038
Bid depth 10: 111199
Ask depth 10: 233390
Bid depth 20: 326204
Ask depth 20: 776998
Imbalance 5: -0.452027
Imbalance 10: -0.354599
Imbalance 20: -0.408623
Top bid size: 7750
Top ask size: 469
Bid wall score: 0.023758
Ask wall score: 0.000604

Dynamics

Bid depth 5 delta: 47091
Ask depth 5 delta: -48788
Imbalance 5 delta: 0.407943
Bid depth 10 delta: 12831
Ask depth 10 delta: -10735
Imbalance 10 delta: 0.070977
Spread delta: 0.00004
Mid price delta: -0.00002
Wall shift score: 0.025399

Tape

Buy volume: 5080
Sell volume: 15308
Buy/sell delta: -10228
Buy/sell ratio: 0.331853
Avg trade size: 203.88
Large trade count: 9
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: -0.167196

Cross Exchange

Mid avg: 0.059625
Mid median: 0.05958
Price deviation %: 0.125786
Spread %: 0.243187

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202356
Volume 24h: 288856
Quote volume 24h: 288856
Price change 24h %: -1.387283

Quality

Capture latency ms: 5925
Order book timestamp: 2026-09-22 10:23:37.882000+02:00
Ticker timestamp: 2026-09-22 10:23:38.396000+02:00
Trades timestamp: 2026-09-22 10:20:40.287000+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	flat	0.008375	0.008375	0.008375	0.008375	0.008375	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008375	0.008375	0.008375	0.008375	0.008375	-0.008375	yes
30s	flat	0.008375	0.008375	0.008375	0.008375	0.008375	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008375	0.008375	0.008375	0.008375	0.008375	-0.008375	yes
60s	flat	0.008375	0.008375	0.008375	0.008375	0.008375	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008375	0.008375	0.008375	0.008375	0.008375	-0.008375	yes

Price

Best bid: 0.05952
Best ask: 0.05964
Spread: 0.00012
Spread %: 0.20141
Mid price: 0.05958
Last price: 0.05956
Mark price: 0.05956
Index price: 0.059525

Order Book

Bid depth 5: 127
Ask depth 5: 139
Bid depth 10: 241
Ask depth 10: 293
Bid depth 20: 581
Ask depth 20: 785
Imbalance 5: -0.045113
Imbalance 10: -0.097378
Imbalance 20: -0.149341
Top bid size: 6
Top ask size: 6
Bid wall score: 0.010327
Ask wall score: 0.007643

Dynamics

Bid depth 5 delta: -22
Ask depth 5 delta: -26
Imbalance 5 delta: 0.005843
Bid depth 10 delta: -74
Ask depth 10 delta: -21
Imbalance 10 delta: -0.098968
Spread delta: 0
Mid price delta: -0.00005
Wall shift score: 0.002822

Tape

Buy volume: 183
Sell volume: 171
Buy/sell delta: 12
Buy/sell ratio: 1.070175
Avg trade size: 3.54
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.117391
Return 3: 0.033591
Volume 1: 61
Volume avg 5: 64.8
Momentum 5: -0.567613

Cross Exchange

Mid avg: 0.05964167
Mid median: 0.05963
Price deviation %: -0.103395
Spread %: 0.243119

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15430700
Quote volume 24h: 920583
Price change 24h %: 1.86

Quality

Capture latency ms: 15508
Order book timestamp: 2026-09-22 10:23:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.407000+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	0.100705	0.100705	0.100705	0.100705	0.100705	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.100705	0.100705	0.100705	0.100705	0.100705	-0.100705	yes
30s	long	0.100705	0.100705	0.100705	0.100705	0.100705	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.100705	0.100705	0.100705	0.100705	0.100705	-0.100705	yes
60s	long	0.100705	0.100705	0.100705	0.100705	0.100705	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.100705	0.100705	0.100705	0.100705	0.100705	-0.100705	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.