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 23 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:23:12.487251+02:00	binance	VELVET/USDT:USDT	0.059575	80	6698 ms	10s long 0.176248 30s long 0.176248 60s long 0.176248	advanced ready
2026-09-22 10:23:05.389211+02:00	htx	VELVET/USDT:USDT	0.05972	80	6271 ms	10s flat -0.03349 30s flat -0.03349 60s flat -0.03349	advanced ready
2026-09-22 10:22:53.083002+02:00	gate	VELVET/USDT:USDT	0.05963	68	11358 ms	10s short -0.08385 30s short -0.08385 60s short -0.08385	advanced ready
2026-09-22 10:22:41.541376+02:00	binance	VELVET/USDT:USDT	0.059675	80	8001 ms	10s short -0.167574 30s short -0.167574 60s short -0.167574	advanced ready
2026-09-22 10:22:33.099704+02:00	htx	VELVET/USDT:USDT	0.05971	80	6558 ms	10s flat 0.016748 30s flat 0.016748 60s flat 0.016748	advanced ready
2026-09-22 10:22:20.323929+02:00	gate	VELVET/USDT:USDT	0.059665	68	13107 ms	10s short -0.058661 30s short -0.058661 60s short -0.058661	advanced ready
2026-09-22 10:22:07.072354+02:00	binance	VELVET/USDT:USDT	0.059675	80	7671 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:21:58.990163+02:00	htx	VELVET/USDT:USDT	0.059715	80	5021 ms	10s flat -0.008373 30s flat -0.008373 60s flat -0.008373	advanced ready
2026-09-22 10:21:48.076387+02:00	gate	VELVET/USDT:USDT	0.059655	68	11451 ms	10s flat 0.016763 30s flat 0.016763 60s flat 0.016763	advanced ready
2026-09-22 10:21:36.476604+02:00	binance	VELVET/USDT:USDT	0.059755	80	7273 ms	10s short -0.13388 30s short -0.13388 60s short -0.13388	advanced ready

Price

Best bid: 0.05957
Best ask: 0.05958
Spread: 0.00001
Spread %: 0.016786
Mid price: 0.059575
Last price: 0.05969
Mark price: -
Index price: -

Order Book

Bid depth 5: 9889
Ask depth 5: 12801
Bid depth 10: 15811
Ask depth 10: 93583
Bid depth 20: 129752
Ask depth 20: 257013
Imbalance 5: -0.128338
Imbalance 10: -0.710935
Imbalance 20: -0.32904
Top bid size: 303
Top ask size: 235
Bid wall score: 0.002335
Ask wall score: 0.000914

Dynamics

Bid depth 5 delta: 567
Ask depth 5 delta: 9421
Imbalance 5 delta: -0.596139
Bid depth 10 delta: -14955
Ask depth 10 delta: 33350
Imbalance 10 delta: -0.387118
Spread delta: -0.00002
Mid price delta: -0.0001
Wall shift score: -0.000564

Tape

Buy volume: 113555
Sell volume: 46479
Buy/sell delta: 67076
Buy/sell ratio: 2.443146
Avg trade size: 1600.34
Large trade count: 4
Largest trade size: 36621

Candle

Return 1: -0.100536
Return 3: 0.050344
Volume 1: 11569
Volume avg 5: 34636.8
Momentum 5: -0.500668

Cross Exchange

Mid avg: 0.059675
Mid median: 0.059675
Price deviation %: -0.167574
Spread %: 0.150817

Funding / OI / Volume

Funding rate: 0.00029483
Funding delta: -0.00000618
Funding abs: 0.00029483
Funding pressure: 0.00030101
Open interest: 73543218
Volume 24h: 93629342
Quote volume 24h: 5610517.65903
Price change 24h %: 2.174

Quality

Capture latency ms: 6698
Order book timestamp: 2026-09-22 10:23:10.021000+02:00
Ticker timestamp: 2026-09-22 10:23:02.613000+02:00
Trades timestamp: 2026-09-22 10:23:11.780000+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	0.176248	0.176248	0.176248	0.176248	0.176248	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.176248	0.176248	0.176248	0.176248	0.176248	-0.176248	yes
30s	long	0.176248	0.176248	0.176248	0.176248	0.176248	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.176248	0.176248	0.176248	0.176248	0.176248	-0.176248	yes
60s	long	0.176248	0.176248	0.176248	0.176248	0.176248	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.176248	0.176248	0.176248	0.176248	0.176248	-0.176248	yes

Price

Best bid: 0.05964
Best ask: 0.0598
Spread: 0.00016
Spread %: 0.267917
Mid price: 0.05972
Last price: 0.05971
Mark price: -
Index price: -

Order Book

Bid depth 5: 16324
Ask depth 5: 216826
Bid depth 10: 98368
Ask depth 10: 244125
Bid depth 20: 325263
Ask depth 20: 817060
Imbalance 5: -0.85997
Imbalance 10: -0.425577
Imbalance 20: -0.430524
Top bid size: 223
Top ask size: 2394
Bid wall score: 0.000686
Ask wall score: 0.00293

Dynamics

Bid depth 5 delta: -21321
Ask depth 5 delta: 56351
Imbalance 5 delta: -0.239992
Bid depth 10 delta: -22197
Ask depth 10 delta: 22346
Imbalance 10 delta: -0.129927
Spread delta: 0.00002
Mid price delta: 0.00001
Wall shift score: -0.001718

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: 0.05967167
Mid median: 0.059675
Price deviation %: 0.080999
Spread %: 0.134067

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: 6271
Order book timestamp: 2026-09-22 10:23:03.382000+02:00
Ticker timestamp: 2026-09-22 10:23:04.029000+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	-0.03349	-0.03349	-0.03349	0.03349	0.03349	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.03349	0.03349	0.03349	0.03349	-0.03349	0.03349	yes
30s	flat	-0.03349	-0.03349	-0.03349	0.03349	0.03349	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.03349	0.03349	0.03349	0.03349	-0.03349	0.03349	yes
60s	flat	-0.03349	-0.03349	-0.03349	0.03349	0.03349	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.03349	0.03349	0.03349	0.03349	-0.03349	0.03349	yes

Price

Best bid: 0.05957
Best ask: 0.05969
Spread: 0.00012
Spread %: 0.201241
Mid price: 0.05963
Last price: 0.05962
Mark price: 0.05962
Index price: 0.059573

Order Book

Bid depth 5: 149
Ask depth 5: 165
Bid depth 10: 315
Ask depth 10: 314
Bid depth 20: 671
Ask depth 20: 818
Imbalance 5: -0.050955
Imbalance 10: 0.00159
Imbalance 20: -0.098724
Top bid size: 36
Top ask size: 44
Bid wall score: 0.053651
Ask wall score: 0.05379

Dynamics

Bid depth 5 delta: 48
Ask depth 5 delta: 24
Imbalance 5 delta: 0.114334
Bid depth 10 delta: 60
Ask depth 10 delta: 19
Imbalance 10 delta: 0.074317
Spread delta: -0.00001
Mid price delta: -0.000035
Wall shift score: 0.041133

Tape

Buy volume: 191
Sell volume: 150
Buy/sell delta: 41
Buy/sell ratio: 1.273333
Avg trade size: 3.41
Large trade count: 0
Largest trade size: 8

Candle

Return 1: -0.150729
Return 3: 0.016776
Volume 1: 82
Volume avg 5: 68.2
Momentum 5: -0.384294

Cross Exchange

Mid avg: 0.05968333
Mid median: 0.059675
Price deviation %: -0.089361
Spread %: 0.075398

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15422700
Quote volume 24h: 920106
Price change 24h %: 2.28

Quality

Capture latency ms: 11358
Order book timestamp: 2026-09-22 10:22:51+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.369000+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	-0.08385	-0.08385	-0.08385	0.08385	0.08385	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.08385	0.08385	0.08385	0.08385	-0.08385	0.08385	yes
30s	short	-0.08385	-0.08385	-0.08385	0.08385	0.08385	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.08385	0.08385	0.08385	0.08385	-0.08385	0.08385	yes
60s	short	-0.08385	-0.08385	-0.08385	0.08385	0.08385	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.08385	0.08385	0.08385	0.08385	-0.08385	0.08385	yes

Price

Best bid: 0.05966
Best ask: 0.05969
Spread: 0.00003
Spread %: 0.050272
Mid price: 0.059675
Last price: 0.05969
Mark price: -
Index price: -

Order Book

Bid depth 5: 9322
Ask depth 5: 3380
Bid depth 10: 30766
Ask depth 10: 60233
Bid depth 20: 112141
Ask depth 20: 193334
Imbalance 5: 0.4678
Imbalance 10: -0.323817
Imbalance 20: -0.265793
Top bid size: 320
Top ask size: 168
Bid wall score: 0.002854
Ask wall score: 0.000869

Dynamics

Bid depth 5 delta: 6362
Ask depth 5 delta: -25193
Imbalance 5 delta: 1.280061
Bid depth 10 delta: 15434
Ask depth 10 delta: -4961
Imbalance 10 delta: 0.295387
Spread delta: 0.00002
Mid price delta: 0
Wall shift score: 0.008241

Tape

Buy volume: 45813
Sell volume: 63888
Buy/sell delta: -18075
Buy/sell ratio: 0.717083
Avg trade size: 1097.01
Large trade count: 5
Largest trade size: 22241

Candle

Return 1: -0.016759
Return 3: -0.083738
Volume 1: 40820
Volume avg 5: 32834.8
Momentum 5: -0.334113

Cross Exchange

Mid avg: 0.05968333
Mid median: 0.059675
Price deviation %: -0.013963
Spread %: 0.075398

Funding / OI / Volume

Funding rate: 0.00030101
Funding delta: 0
Funding abs: 0.00030101
Funding pressure: 0.00030101
Open interest: 73543132
Volume 24h: 93704300
Quote volume 24h: 5614933.80915
Price change 24h %: 2.226

Quality

Capture latency ms: 8001
Order book timestamp: 2026-09-22 10:22:39.151000+02:00
Ticker timestamp: 2026-09-22 10:22:28.861000+02:00
Trades timestamp: 2026-09-22 10:22:39.549000+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	-0.167574	-0.167574	-0.167574	0.167574	0.167574	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.167574	0.167574	0.167574	0.167574	-0.167574	0.167574	yes
30s	short	-0.167574	-0.167574	-0.167574	0.167574	0.167574	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.167574	0.167574	0.167574	0.167574	-0.167574	0.167574	yes
60s	short	-0.167574	-0.167574	-0.167574	0.167574	0.167574	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.167574	0.167574	0.167574	0.167574	-0.167574	0.167574	yes

Price

Best bid: 0.05964
Best ask: 0.05978
Spread: 0.00014
Spread %: 0.234467
Mid price: 0.05971
Last price: 0.05971
Mark price: -
Index price: -

Order Book

Bid depth 5: 37645
Ask depth 5: 160475
Bid depth 10: 120565
Ask depth 10: 221779
Bid depth 20: 359095
Ask depth 20: 518552
Imbalance 5: -0.619978
Imbalance 10: -0.29565
Imbalance 20: -0.181687
Top bid size: 223
Top ask size: 595
Bid wall score: 0.000621
Ask wall score: 0.001147

Dynamics

Bid depth 5 delta: 16590
Ask depth 5 delta: -8320
Imbalance 5 delta: 0.158216
Bid depth 10 delta: 37417
Ask depth 10 delta: -32672
Imbalance 10 delta: 0.211766
Spread delta: -0.00001
Mid price delta: -0.000005
Wall shift score: 0.001571

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

Cross Exchange

Mid avg: 0.059685
Mid median: 0.059675
Price deviation %: 0.041887
Spread %: 0.083773

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202356
Volume 24h: 290562
Quote volume 24h: 290562
Price change 24h %: -1.387283

Quality

Capture latency ms: 6558
Order book timestamp: 2026-09-22 10:22:29.282000+02:00
Ticker timestamp: 2026-09-22 10:22:31.100000+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	0.016748	0.016748	0.016748	0.016748	0.016748	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016748	0.016748	0.016748	0.016748	0.016748	-0.016748	yes
30s	flat	0.016748	0.016748	0.016748	0.016748	0.016748	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016748	0.016748	0.016748	0.016748	0.016748	-0.016748	yes
60s	flat	0.016748	0.016748	0.016748	0.016748	0.016748	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016748	0.016748	0.016748	0.016748	0.016748	-0.016748	yes

Price

Best bid: 0.0596
Best ask: 0.05973
Spread: 0.00013
Spread %: 0.217883
Mid price: 0.059665
Last price: 0.05963
Mark price: 0.05963
Index price: 0.059573

Order Book

Bid depth 5: 101
Ask depth 5: 141
Bid depth 10: 255
Ask depth 10: 295
Bid depth 20: 562
Ask depth 20: 693
Imbalance 5: -0.165289
Imbalance 10: -0.072727
Imbalance 20: -0.104382
Top bid size: 6
Top ask size: 36
Bid wall score: 0.010676
Ask wall score: 0.051948

Dynamics

Bid depth 5 delta: -36
Ask depth 5 delta: -16
Imbalance 5 delta: -0.097262
Bid depth 10 delta: -52
Ask depth 10 delta: -16
Imbalance 10 delta: -0.066255
Spread delta: 0
Mid price delta: 0.00001
Wall shift score: -0.008506

Tape

Buy volume: 196
Sell volume: 149
Buy/sell delta: 47
Buy/sell ratio: 1.315436
Avg trade size: 3.45
Large trade count: 0
Largest trade size: 8

Candle

Return 1: -0.050243
Return 3: 0.11743
Volume 1: 35
Volume avg 5: 58.8
Momentum 5: -0.284043

Cross Exchange

Mid avg: 0.05968167
Mid median: 0.059675
Price deviation %: -0.027926
Spread %: 0.100533

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15419700
Quote volume 24h: 919927
Price change 24h %: 2.3

Quality

Capture latency ms: 13107
Order book timestamp: 2026-09-22 10:22:19+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.337000+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	-0.058661	-0.058661	-0.058661	0.058661	0.058661	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058661	0.058661	0.058661	0.058661	-0.058661	0.058661	yes
30s	short	-0.058661	-0.058661	-0.058661	0.058661	0.058661	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058661	0.058661	0.058661	0.058661	-0.058661	0.058661	yes
60s	short	-0.058661	-0.058661	-0.058661	0.058661	0.058661	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058661	0.058661	0.058661	0.058661	-0.058661	0.058661	yes

Price

Best bid: 0.05967
Best ask: 0.05968
Spread: 0.00001
Spread %: 0.016757
Mid price: 0.059675
Last price: 0.05967
Mark price: -
Index price: -

Order Book

Bid depth 5: 2960
Ask depth 5: 28573
Bid depth 10: 15332
Ask depth 10: 65194
Bid depth 20: 91005
Ask depth 20: 213055
Imbalance 5: -0.81226
Imbalance 10: -0.619204
Imbalance 20: -0.401401
Top bid size: 727
Top ask size: 3035
Bid wall score: 0.007989
Ask wall score: 0.014245

Dynamics

Bid depth 5 delta: 487
Ask depth 5 delta: -15033
Imbalance 5 delta: 0.080402
Bid depth 10 delta: -2218
Ask depth 10 delta: -30137
Imbalance 10 delta: 0.069849
Spread delta: -0.00002
Mid price delta: -0.00008
Wall shift score: -0.000196

Tape

Buy volume: 16743
Sell volume: 83697
Buy/sell delta: -66954
Buy/sell ratio: 0.200043
Avg trade size: 1004.4
Large trade count: 6
Largest trade size: 22241

Candle

Return 1: 0.134251
Return 3: -0.417223
Volume 1: 23150
Volume avg 5: 26634.2
Momentum 5: -0.234075

Cross Exchange

Mid avg: 0.05970833
Mid median: 0.059715
Price deviation %: -0.055827
Spread %: 0.167481

Funding / OI / Volume

Funding rate: 0.00030101
Funding delta: 0
Funding abs: 0.00030101
Funding pressure: 0.00030101
Open interest: 73517725
Volume 24h: 93701533
Quote volume 24h: 5614720.59649
Price change 24h %: 2.28

Quality

Capture latency ms: 7671
Order book timestamp: 2026-09-22 10:22:04.393000+02:00
Ticker timestamp: 2026-09-22 10:21:50.856000+02:00
Trades timestamp: 2026-09-22 10:21:50.856000+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: 0.05964
Best ask: 0.05979
Spread: 0.00015
Spread %: 0.251193
Mid price: 0.059715
Last price: 0.05971
Mark price: -
Index price: -

Order Book

Bid depth 5: 21055
Ask depth 5: 168795
Bid depth 10: 83148
Ask depth 10: 254451
Bid depth 20: 294092
Ask depth 20: 824056
Imbalance 5: -0.778193
Imbalance 10: -0.507416
Imbalance 20: -0.473966
Top bid size: 223
Top ask size: 2353
Bid wall score: 0.000758
Ask wall score: 0.002855

Dynamics

Bid depth 5 delta: 10724
Ask depth 5 delta: 125686
Imbalance 5 delta: -0.164833
Bid depth 10 delta: 17443
Ask depth 10 delta: 167207
Imbalance 10 delta: -0.366591
Spread delta: -0.00033
Mid price delta: -0.000245
Wall shift score: 0.03039

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

Cross Exchange

Mid avg: 0.05979
Mid median: 0.059755
Price deviation %: -0.125439
Spread %: 0.510119

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202356
Volume 24h: 290562
Quote volume 24h: 290562
Price change 24h %: -1.387283

Quality

Capture latency ms: 5021
Order book timestamp: 2026-09-22 10:21:56.582000+02:00
Ticker timestamp: 2026-09-22 10:21:57.357000+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	-0.008373	-0.008373	-0.008373	0.008373	0.008373	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008373	0.008373	0.008373	0.008373	-0.008373	0.008373	yes
30s	flat	-0.008373	-0.008373	-0.008373	0.008373	0.008373	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008373	0.008373	0.008373	0.008373	-0.008373	0.008373	yes
60s	flat	-0.008373	-0.008373	-0.008373	0.008373	0.008373	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008373	0.008373	0.008373	0.008373	-0.008373	0.008373	yes

Price

Best bid: 0.05959
Best ask: 0.05972
Spread: 0.00013
Spread %: 0.21792
Mid price: 0.059655
Last price: 0.05971
Mark price: 0.05971
Index price: 0.059638

Order Book

Bid depth 5: 137
Ask depth 5: 157
Bid depth 10: 307
Ask depth 10: 311
Bid depth 20: 622
Ask depth 20: 789
Imbalance 5: -0.068027
Imbalance 10: -0.006472
Imbalance 20: -0.118356
Top bid size: 8
Top ask size: 36
Bid wall score: 0.012862
Ask wall score: 0.045627

Dynamics

Bid depth 5 delta: -49
Ask depth 5 delta: 8
Imbalance 5 delta: -0.178475
Bid depth 10 delta: -33
Ask depth 10 delta: 8
Imbalance 10 delta: -0.064015
Spread delta: 0.00001
Mid price delta: -0.000055
Wall shift score: -0.037814

Tape

Buy volume: 218
Sell volume: 154
Buy/sell delta: 64
Buy/sell ratio: 1.415584
Avg trade size: 3.72
Large trade count: 0
Largest trade size: 8

Candle

Return 1: 0.285522
Return 3: -0.317195
Volume 1: 48
Volume avg 5: 69.4
Momentum 5: -0.183885

Cross Exchange

Mid avg: 0.05980833
Mid median: 0.059755
Price deviation %: -0.256375
Spread %: 0.418002

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15414700
Quote volume 24h: 919629
Price change 24h %: 2.38

Quality

Capture latency ms: 11451
Order book timestamp: 2026-09-22 10:21:46+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.300000+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	0.016763	0.016763	0.016763	0.016763	0.016763	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016763	0.016763	0.016763	0.016763	0.016763	-0.016763	yes
30s	flat	0.016763	0.016763	0.016763	0.016763	0.016763	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016763	0.016763	0.016763	0.016763	0.016763	-0.016763	yes
60s	flat	0.016763	0.016763	0.016763	0.016763	0.016763	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016763	0.016763	0.016763	0.016763	0.016763	-0.016763	yes

Price

Best bid: 0.05974
Best ask: 0.05977
Spread: 0.00003
Spread %: 0.050205
Mid price: 0.059755
Last price: 0.05975
Mark price: -
Index price: -

Order Book

Bid depth 5: 2473
Ask depth 5: 43606
Bid depth 10: 17550
Ask depth 10: 95331
Bid depth 20: 111266
Ask depth 20: 235527
Imbalance 5: -0.892663
Imbalance 10: -0.689053
Imbalance 20: -0.358315
Top bid size: 160
Top ask size: 1766
Bid wall score: 0.001438
Ask wall score: 0.007498

Dynamics

Bid depth 5 delta: -5233
Ask depth 5 delta: 34838
Imbalance 5 delta: -0.828197
Bid depth 10 delta: 5300
Ask depth 10 delta: 16063
Imbalance 10 delta: 0.04324
Spread delta: 0.00002
Mid price delta: 0.00016
Wall shift score: -0.010956

Tape

Buy volume: 18148
Sell volume: 77050
Buy/sell delta: -58902
Buy/sell ratio: 0.235535
Avg trade size: 951.98
Large trade count: 6
Largest trade size: 22241

Candle

Return 1: 0.268501
Return 3: -0.283712
Volume 1: 14222
Volume avg 5: 24848.6
Momentum 5: -0.100318

Cross Exchange

Mid avg: 0.059755
Mid median: 0.05971
Price deviation %: 0
Spread %: 0.610828

Funding / OI / Volume

Funding rate: 0.00030101
Funding delta: 0
Funding abs: 0.00030101
Funding pressure: 0.00030101
Open interest: 73516297
Volume 24h: 93692605
Quote volume 24h: 5614187.497
Price change 24h %: 2.417

Quality

Capture latency ms: 7273
Order book timestamp: 2026-09-22 10:21:33.829000+02:00
Ticker timestamp: 2026-09-22 10:21:25.804000+02:00
Trades timestamp: 2026-09-22 10:21:25.804000+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	-0.13388	-0.13388	-0.13388	0.13388	0.13388	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.13388	0.13388	0.13388	0.13388	-0.13388	0.13388	yes
30s	short	-0.13388	-0.13388	-0.13388	0.13388	0.13388	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.13388	0.13388	0.13388	0.13388	-0.13388	0.13388	yes
60s	short	-0.13388	-0.13388	-0.13388	0.13388	0.13388	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.13388	0.13388	0.13388	0.13388	-0.13388	0.13388	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.