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 24 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:21:28.715938+02:00	htx	VELVET/USDT:USDT	0.05996	80	6218 ms	10s short -0.408606 30s short -0.408606 60s short -0.408606	advanced ready
2026-09-22 10:21:16.286560+02:00	gate	VELVET/USDT:USDT	0.05971	68	12493 ms	10s short -0.092112 30s short -0.092112 60s short -0.092112	advanced ready
2026-09-22 10:21:03.569078+02:00	binance	VELVET/USDT:USDT	0.059595	80	6572 ms	10s long 0.268479 30s long 0.268479 60s long 0.268479	advanced ready
2026-09-22 10:20:56.562609+02:00	htx	VELVET/USDT:USDT	0.059635	80	7577 ms	10s long 0.544982 30s long 0.544982 60s long 0.544982	advanced ready
2026-09-22 10:20:42.761436+02:00	gate	VELVET/USDT:USDT	0.05963	68	13593 ms	10s long 0.134161 30s long 0.134161 60s long 0.134161	advanced ready
2026-09-22 10:20:28.982077+02:00	binance	VELVET/USDT:USDT	0.059705	80	6874 ms	10s short -0.184239 30s short -0.184239 60s short -0.184239	advanced ready
2026-09-22 10:20:21.642262+02:00	htx	VELVET/USDT:USDT	0.05974	80	7772 ms	10s short -0.175762 30s short -0.175762 60s short -0.175762	advanced ready
2026-09-22 10:20:07.548067+02:00	gate	VELVET/USDT:USDT	0.059745	68	12249 ms	10s short -0.192485 30s short -0.192485 60s short -0.192485	advanced ready
2026-09-22 10:19:55.114317+02:00	binance	VELVET/USDT:USDT	0.059705	80	7362 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:19:47.266057+02:00	htx	VELVET/USDT:USDT	0.059845	80	5953 ms	10s short -0.175453 30s short -0.175453 60s short -0.175453	advanced ready

Price

Best bid: 0.05972
Best ask: 0.0602
Spread: 0.00048
Spread %: 0.800534
Mid price: 0.05996
Last price: 0.05971
Mark price: -
Index price: -

Order Book

Bid depth 5: 10331
Ask depth 5: 43109
Bid depth 10: 65705
Ask depth 10: 87244
Bid depth 20: 101757
Ask depth 20: 115001
Imbalance 5: -0.613361
Imbalance 10: -0.140825
Imbalance 20: -0.0611
Top bid size: 645
Top ask size: 4465
Bid wall score: 0.006339
Ask wall score: 0.038826

Dynamics

Bid depth 5 delta: -8996
Ask depth 5 delta: -125043
Imbalance 5 delta: 0.180461
Bid depth 10 delta: 3414
Ask depth 10 delta: -148425
Imbalance 10 delta: 0.441059
Spread delta: 0.00031
Mid price delta: 0.000325
Wall shift score: -0.033218

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: 0.05964667
Mid median: 0.059635
Price deviation %: 0.525316
Spread %: 0.192802

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: 6218
Order book timestamp: 2026-09-22 10:21:26.682000+02:00
Ticker timestamp: 2026-09-22 10:21:27.170000+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	-0.408606	-0.408606	-0.408606	0.408606	0.408606	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.408606	0.408606	0.408606	0.408606	-0.408606	0.408606	yes
30s	short	-0.408606	-0.408606	-0.408606	0.408606	0.408606	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.408606	0.408606	0.408606	0.408606	-0.408606	0.408606	yes
60s	short	-0.408606	-0.408606	-0.408606	0.408606	0.408606	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.408606	0.408606	0.408606	0.408606	-0.408606	0.408606	yes

Price

Best bid: 0.05965
Best ask: 0.05977
Spread: 0.00012
Spread %: 0.200971
Mid price: 0.05971
Last price: 0.05974
Mark price: 0.05966
Index price: 0.05961

Order Book

Bid depth 5: 186
Ask depth 5: 149
Bid depth 10: 340
Ask depth 10: 303
Bid depth 20: 700
Ask depth 20: 753
Imbalance 5: 0.110448
Imbalance 10: 0.057543
Imbalance 20: -0.036476
Top bid size: 37
Top ask size: 36
Bid wall score: 0.052857
Ask wall score: 0.047809

Dynamics

Bid depth 5 delta: 36
Ask depth 5 delta: 28
Imbalance 5 delta: 0.003437
Bid depth 10 delta: 60
Ask depth 10 delta: 33
Imbalance 10 delta: 0.039361
Spread delta: 0.00002
Mid price delta: 0.00008
Wall shift score: 0.029229

Tape

Buy volume: 195
Sell volume: 167
Buy/sell delta: 28
Buy/sell ratio: 1.167665
Avg trade size: 3.62
Large trade count: 0
Largest trade size: 8

Candle

Return 1: 0.335909
Return 3: -0.267112
Volume 1: 15
Volume avg 5: 62.8
Momentum 5: -0.133735

Cross Exchange

Mid avg: 0.05962
Mid median: 0.05963
Price deviation %: 0.150956
Spread %: 0.067092

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15412800
Quote volume 24h: 919515
Price change 24h %: 2.43

Quality

Capture latency ms: 12493
Order book timestamp: 2026-09-22 10:21:15+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.270000+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	-0.092112	-0.092112	-0.092112	0.092112	0.092112	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.092112	0.092112	0.092112	0.092112	-0.092112	0.092112	yes
30s	short	-0.092112	-0.092112	-0.092112	0.092112	0.092112	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.092112	0.092112	0.092112	0.092112	-0.092112	0.092112	yes
60s	short	-0.092112	-0.092112	-0.092112	0.092112	0.092112	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.092112	0.092112	0.092112	0.092112	-0.092112	0.092112	yes

Price

Best bid: 0.05959
Best ask: 0.0596
Spread: 0.00001
Spread %: 0.01678
Mid price: 0.059595
Last price: 0.05959
Mark price: -
Index price: -

Order Book

Bid depth 5: 7706
Ask depth 5: 8768
Bid depth 10: 12250
Ask depth 10: 79268
Bid depth 20: 121509
Ask depth 20: 183018
Imbalance 5: -0.064465
Imbalance 10: -0.732293
Imbalance 20: -0.201982
Top bid size: 824
Top ask size: 345
Bid wall score: 0.006781
Ask wall score: 0.001885

Dynamics

Bid depth 5 delta: -18299
Ask depth 5 delta: 5495
Imbalance 5 delta: -0.840884
Bid depth 10 delta: -25411
Ask depth 10 delta: 39959
Imbalance 10 delta: -0.710882
Spread delta: 0
Mid price delta: -0.00011
Wall shift score: -0.148765

Tape

Buy volume: 15876
Sell volume: 83391
Buy/sell delta: -67515
Buy/sell ratio: 0.19038
Avg trade size: 992.67
Large trade count: 7
Largest trade size: 22241

Candle

Return 1: -0.200971
Return 3: -0.451052
Volume 1: 45643
Volume avg 5: 35084.4
Momentum 5: -0.401137

Cross Exchange

Mid avg: 0.05965667
Mid median: 0.059635
Price deviation %: -0.103369
Spread %: 0.125719

Funding / OI / Volume

Funding rate: 0.00030101
Funding delta: -0.00000679
Funding abs: 0.00030101
Funding pressure: 0.0003078
Open interest: 73518820
Volume 24h: 93692869
Quote volume 24h: 5614182.28439
Price change 24h %: 2.213

Quality

Capture latency ms: 6572
Order book timestamp: 2026-09-22 10:21:01.322000+02:00
Ticker timestamp: 2026-09-22 10:20:53.331000+02:00
Trades timestamp: 2026-09-22 10:21:01.699000+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	0.268479	0.268479	0.268479	0.268479	0.268479	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.268479	0.268479	0.268479	0.268479	0.268479	-0.268479	yes
30s	long	0.268479	0.268479	0.268479	0.268479	0.268479	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.268479	0.268479	0.268479	0.268479	0.268479	-0.268479	yes
60s	long	0.268479	0.268479	0.268479	0.268479	0.268479	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.268479	0.268479	0.268479	0.268479	0.268479	-0.268479	yes

Price

Best bid: 0.05955
Best ask: 0.05972
Spread: 0.00017
Spread %: 0.285067
Mid price: 0.059635
Last price: 0.05971
Mark price: -
Index price: -

Order Book

Bid depth 5: 19327
Ask depth 5: 168152
Bid depth 10: 62291
Ask depth 10: 235669
Bid depth 20: 259733
Ask depth 20: 882384
Imbalance 5: -0.793822
Imbalance 10: -0.581883
Imbalance 20: -0.545173
Top bid size: 647
Top ask size: 1553
Bid wall score: 0.002491
Ask wall score: 0.00176

Dynamics

Bid depth 5 delta: -12695
Ask depth 5 delta: -43387
Imbalance 5 delta: -0.056771
Bid depth 10 delta: -33376
Ask depth 10 delta: -3119
Imbalance 10 delta: -0.15396
Spread delta: -0.00001
Mid price delta: -0.000105
Wall shift score: -0.000437

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: -0.167196
Return 3: -0.167196
Volume 1: 6
Volume avg 5: 2.4
Momentum 5: -0.383717

Cross Exchange

Mid avg: 0.05969167
Mid median: 0.059705
Price deviation %: -0.094932
Spread %: 0.18428

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202353
Volume 24h: 290562
Quote volume 24h: 290562
Price change 24h %: -1.387283

Quality

Capture latency ms: 7577
Order book timestamp: 2026-09-22 10:20:52.546000+02:00
Ticker timestamp: 2026-09-22 10:20:55.048000+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	long	0.544982	0.544982	0.544982	0.544982	0.544982	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.544982	0.544982	0.544982	0.544982	0.544982	-0.544982	yes
30s	long	0.544982	0.544982	0.544982	0.544982	0.544982	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.544982	0.544982	0.544982	0.544982	0.544982	-0.544982	yes
60s	long	0.544982	0.544982	0.544982	0.544982	0.544982	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	0.544982	0.544982	0.544982	0.544982	0.544982	-0.544982	yes

Price

Best bid: 0.05958
Best ask: 0.05968
Spread: 0.0001
Spread %: 0.167701
Mid price: 0.05963
Last price: 0.0597
Mark price: 0.05972
Index price: 0.059725

Order Book

Bid depth 5: 150
Ask depth 5: 121
Bid depth 10: 280
Ask depth 10: 270
Bid depth 20: 640
Ask depth 20: 732
Imbalance 5: 0.107011
Imbalance 10: 0.018182
Imbalance 20: -0.067055
Top bid size: 16
Top ask size: 36
Bid wall score: 0.025
Ask wall score: 0.04918

Dynamics

Bid depth 5 delta: -42
Ask depth 5 delta: 0
Imbalance 5 delta: -0.119826
Bid depth 10 delta: -42
Ask depth 10 delta: 12
Imbalance 10 delta: -0.092163
Spread delta: -0.00001
Mid price delta: -0.000115
Wall shift score: -0.069288

Tape

Buy volume: 187
Sell volume: 173
Buy/sell delta: 14
Buy/sell ratio: 1.080925
Avg trade size: 3.6
Large trade count: 0
Largest trade size: 8

Candle

Return 1: 0.150981
Return 3: -0.250627
Volume 1: 47
Volume avg 5: 70.6
Momentum 5: -0.117116

Cross Exchange

Mid avg: 0.05973
Mid median: 0.05974
Price deviation %: -0.16742
Spread %: 0.066968

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15406900
Quote volume 24h: 919164
Price change 24h %: 2.49

Quality

Capture latency ms: 13593
Order book timestamp: 2026-09-22 10:20:41+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.238000+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	0.134161	0.134161	0.134161	0.134161	0.134161	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.134161	0.134161	0.134161	0.134161	0.134161	-0.134161	yes
30s	long	0.134161	0.134161	0.134161	0.134161	0.134161	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.134161	0.134161	0.134161	0.134161	0.134161	-0.134161	yes
60s	long	0.134161	0.134161	0.134161	0.134161	0.134161	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.134161	0.134161	0.134161	0.134161	0.134161	-0.134161	yes

Price

Best bid: 0.0597
Best ask: 0.05971
Spread: 0.00001
Spread %: 0.016749
Mid price: 0.059705
Last price: 0.0597
Mark price: -
Index price: -

Order Book

Bid depth 5: 26005
Ask depth 5: 3273
Bid depth 10: 37661
Ask depth 10: 39309
Bid depth 20: 149223
Ask depth 20: 183532
Imbalance 5: 0.776419
Imbalance 10: -0.021411
Imbalance 20: -0.103106
Top bid size: 23190
Top ask size: 320
Bid wall score: 0.155405
Ask wall score: 0.001744

Dynamics

Bid depth 5 delta: 18576
Ask depth 5 delta: -3317
Imbalance 5 delta: 0.716572
Bid depth 10 delta: 15269
Ask depth 10 delta: -19046
Imbalance 10 delta: 0.423968
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.152494

Tape

Buy volume: 18934
Sell volume: 54128
Buy/sell delta: -35194
Buy/sell ratio: 0.3498
Avg trade size: 730.62
Large trade count: 8
Largest trade size: 13638

Candle

Return 1: -0.016748
Return 3: -0.26729
Volume 1: 8851
Volume avg 5: 27726
Momentum 5: -0.217282

Cross Exchange

Mid avg: 0.05973
Mid median: 0.05974
Price deviation %: -0.041855
Spread %: 0.066968

Funding / OI / Volume

Funding rate: 0.0003078
Funding delta: 0.00000164
Funding abs: 0.0003078
Funding pressure: 0.00030944
Open interest: 73535453
Volume 24h: 93607522
Quote volume 24h: 5609110.73188
Price change 24h %: 2.401

Quality

Capture latency ms: 6874
Order book timestamp: 2026-09-22 10:20:26.703000+02:00
Ticker timestamp: 2026-09-22 10:20:18.046000+02:00
Trades timestamp: 2026-09-22 10:20:18.046000+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	-0.184239	-0.184239	-0.184239	0.184239	0.184239	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.184239	0.184239	0.184239	0.184239	-0.184239	0.184239	yes
30s	short	-0.184239	-0.184239	-0.184239	0.184239	0.184239	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.184239	0.184239	0.184239	0.184239	-0.184239	0.184239	yes
60s	short	-0.184239	-0.184239	-0.184239	0.184239	0.184239	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.184239	0.184239	0.184239	0.184239	-0.184239	0.184239	yes

Price

Best bid: 0.05965
Best ask: 0.05983
Spread: 0.00018
Spread %: 0.301306
Mid price: 0.05974
Last price: 0.05981
Mark price: -
Index price: -

Order Book

Bid depth 5: 32022
Ask depth 5: 211539
Bid depth 10: 95667
Ask depth 10: 238788
Bid depth 20: 304144
Ask depth 20: 569005
Imbalance 5: -0.737051
Imbalance 10: -0.427923
Imbalance 20: -0.30334
Top bid size: 646
Top ask size: 544
Bid wall score: 0.002124
Ask wall score: 0.000956

Dynamics

Bid depth 5 delta: -5372
Ask depth 5 delta: 186789
Imbalance 5 delta: -0.940514
Bid depth 10 delta: 48239
Ask depth 10 delta: 179735
Imbalance 10 delta: -0.318749
Spread delta: 0.00003
Mid price delta: -0.000105
Wall shift score: 0.000496

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: -0.216884

Cross Exchange

Mid avg: 0.059765
Mid median: 0.059745
Price deviation %: -0.041831
Spread %: 0.234251

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202353
Volume 24h: 290556
Quote volume 24h: 290556
Price change 24h %: -1.22213

Quality

Capture latency ms: 7772
Order book timestamp: 2026-09-22 10:20:17.546000+02:00
Ticker timestamp: 2026-09-22 10:20:19.014000+02:00
Trades timestamp: 2026-09-22 10:16:40.289000+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	-0.175762	-0.175762	-0.175762	0.175762	0.175762	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.175762	0.175762	0.175762	0.175762	-0.175762	0.175762	yes
30s	short	-0.175762	-0.175762	-0.175762	0.175762	0.175762	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.175762	0.175762	0.175762	0.175762	-0.175762	0.175762	yes
60s	short	-0.175762	-0.175762	-0.175762	0.175762	0.175762	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.175762	0.175762	0.175762	0.175762	-0.175762	0.175762	yes

Price

Best bid: 0.05969
Best ask: 0.0598
Spread: 0.00011
Spread %: 0.184116
Mid price: 0.059745
Last price: 0.05973
Mark price: 0.05976
Index price: 0.059762

Order Book

Bid depth 5: 192
Ask depth 5: 121
Bid depth 10: 322
Ask depth 10: 258
Bid depth 20: 633
Ask depth 20: 680
Imbalance 5: 0.226837
Imbalance 10: 0.110345
Imbalance 20: -0.035796
Top bid size: 36
Top ask size: 8
Bid wall score: 0.056872
Ask wall score: 0.011765

Dynamics

Bid depth 5 delta: 34
Ask depth 5 delta: -11
Imbalance 5 delta: 0.137182
Bid depth 10 delta: 35
Ask depth 10 delta: -39
Imbalance 10 delta: 0.127468
Spread delta: -0.00001
Mid price delta: -0.000095
Wall shift score: 0.047253

Tape

Buy volume: 190
Sell volume: 169
Buy/sell delta: 21
Buy/sell ratio: 1.12426
Avg trade size: 3.59
Large trade count: 0
Largest trade size: 8

Candle

Return 1: 0.201309
Return 3: -0.200501
Volume 1: 7
Volume avg 5: 62.6
Momentum 5: -0.066923

Cross Exchange

Mid avg: 0.05979667
Mid median: 0.05984
Price deviation %: -0.086404
Spread %: 0.234127

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: -0.000003
Funding abs: 0.00005
Funding pressure: 0.000053
Open interest: -
Volume 24h: 15404000
Quote volume 24h: 918990
Price change 24h %: 2.54

Quality

Capture latency ms: 12249
Order book timestamp: 2026-09-22 10:20:06+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.205000+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	-0.192485	-0.192485	-0.192485	0.192485	0.192485	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.192485	0.192485	0.192485	0.192485	-0.192485	0.192485	yes
30s	short	-0.192485	-0.192485	-0.192485	0.192485	0.192485	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.192485	0.192485	0.192485	0.192485	-0.192485	0.192485	yes
60s	short	-0.192485	-0.192485	-0.192485	0.192485	0.192485	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.192485	0.192485	0.192485	0.192485	-0.192485	0.192485	yes

Price

Best bid: 0.0597
Best ask: 0.05971
Spread: 0.00001
Spread %: 0.016749
Mid price: 0.059705
Last price: 0.05971
Mark price: -
Index price: -

Order Book

Bid depth 5: 7429
Ask depth 5: 6590
Bid depth 10: 22392
Ask depth 10: 58355
Bid depth 20: 126954
Ask depth 20: 209629
Imbalance 5: 0.059847
Imbalance 10: -0.445379
Imbalance 20: -0.24563
Top bid size: 342
Top ask size: 320
Bid wall score: 0.002694
Ask wall score: 0.001527

Dynamics

Bid depth 5 delta: -203
Ask depth 5 delta: 161
Imbalance 5 delta: -0.025708
Bid depth 10 delta: 4510
Ask depth 10 delta: -5442
Imbalance 10 delta: 0.116761
Spread delta: 0
Mid price delta: -0.00006
Wall shift score: -0.003761

Tape

Buy volume: 47399
Sell volume: 57416
Buy/sell delta: -10017
Buy/sell ratio: 0.825536
Avg trade size: 1048.15
Large trade count: 8
Largest trade size: 26984

Candle

Return 1: -0.350467
Return 3: -0.167196
Volume 1: 51187
Volume avg 5: 29127.6
Momentum 5: -0.233918

Cross Exchange

Mid avg: 0.05981667
Mid median: 0.05984
Price deviation %: -0.186682
Spread %: 0.133742

Funding / OI / Volume

Funding rate: 0.00030616
Funding delta: 0
Funding abs: 0.00030616
Funding pressure: 0.00030616
Open interest: 73535415
Volume 24h: 94115410
Quote volume 24h: 5638800.39144
Price change 24h %: 1.946

Quality

Capture latency ms: 7362
Order book timestamp: 2026-09-22 10:19:52.614000+02:00
Ticker timestamp: 2026-09-22 10:19:49.099000+02:00
Trades timestamp: 2026-09-22 10:19:49.099000+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: 0.05977
Best ask: 0.05992
Spread: 0.00015
Spread %: 0.250648
Mid price: 0.059845
Last price: 0.05981
Mark price: -
Index price: -

Order Book

Bid depth 5: 37394
Ask depth 5: 24750
Bid depth 10: 47428
Ask depth 10: 59053
Bid depth 20: 110704
Ask depth 20: 106903
Imbalance 5: 0.203463
Imbalance 10: -0.109174
Imbalance 20: 0.017467
Top bid size: 645
Top ask size: 551
Bid wall score: 0.005826
Ask wall score: 0.005154

Dynamics

Bid depth 5 delta: -5209
Ask depth 5 delta: -17833
Imbalance 5 delta: 0.203228
Bid depth 10 delta: 1123
Ask depth 10 delta: 2925
Imbalance 10 delta: -0.013278
Spread delta: -0.00063
Mid price delta: -0.000005
Wall shift score: 0.002239

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: -0.216884

Cross Exchange

Mid avg: 0.05981833
Mid median: 0.05984
Price deviation %: 0.044579
Spread %: 0.142097

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202353
Volume 24h: 292266
Quote volume 24h: 292266
Price change 24h %: -1.22213

Quality

Capture latency ms: 5953
Order book timestamp: 2026-09-22 10:19:45.346000+02:00
Ticker timestamp: 2026-09-22 10:19:45.700000+02:00
Trades timestamp: 2026-09-22 10:16:40.289000+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	-0.175453	-0.175453	-0.175453	0.175453	0.175453	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.175453	0.175453	0.175453	0.175453	-0.175453	0.175453	yes
30s	short	-0.175453	-0.175453	-0.175453	0.175453	0.175453	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.175453	0.175453	0.175453	0.175453	-0.175453	0.175453	yes
60s	short	-0.175453	-0.175453	-0.175453	0.175453	0.175453	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.175453	0.175453	0.175453	0.175453	-0.175453	0.175453	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.