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 25 of 6225 · 62250 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:19:35.288050+02:00	gate	VELVET/USDT:USDT	0.05984	68	12082 ms	10s short -0.158757 30s short -0.158757 60s short -0.158757	advanced ready
2026-09-22 10:19:23.069052+02:00	binance	VELVET/USDT:USDT	0.059765	80	6537 ms	10s short -0.100393 30s short -0.100393 60s short -0.100393	advanced ready
2026-09-22 10:19:16.031853+02:00	htx	VELVET/USDT:USDT	0.05985	80	5393 ms	10s flat -0.008354 30s flat -0.008354 60s flat -0.008354	advanced ready
2026-09-22 10:19:04.440536+02:00	gate	VELVET/USDT:USDT	0.059925	68	13003 ms	10s short -0.141844 30s short -0.141844 60s short -0.141844	advanced ready
2026-09-22 10:18:51.275258+02:00	binance	VELVET/USDT:USDT	0.059955	80	7678 ms	10s short -0.316904 30s short -0.316904 60s short -0.316904	advanced ready
2026-09-22 10:18:43.154481+02:00	htx	VELVET/USDT:USDT	0.05994	80	5863 ms	10s short -0.15015 30s short -0.15015 60s short -0.15015	advanced ready
2026-09-22 10:18:31.187267+02:00	gate	VELVET/USDT:USDT	0.059855	68	11544 ms	10s long 0.116949 30s long 0.116949 60s long 0.116949	advanced ready
2026-09-22 10:18:19.465244+02:00	binance	VELVET/USDT:USDT	0.059855	80	7130 ms	10s long 0.16707 30s long 0.16707 60s long 0.16707	advanced ready
2026-09-22 10:18:11.850034+02:00	htx	VELVET/USDT:USDT	0.05991	80	6936 ms	10s long 0.050075 30s long 0.050075 60s long 0.050075	advanced ready
2026-09-22 10:17:58.611592+02:00	gate	VELVET/USDT:USDT	0.05984	68	12964 ms	10s flat 0.025067 30s flat 0.025067 60s flat 0.025067	advanced ready

Price

Best bid: 0.05978
Best ask: 0.0599
Spread: 0.00012
Spread %: 0.200535
Mid price: 0.05984
Last price: 0.05972
Mark price: 0.05975
Index price: 0.059753

Order Book

Bid depth 5: 158
Ask depth 5: 132
Bid depth 10: 287
Ask depth 10: 297
Bid depth 20: 576
Ask depth 20: 686
Imbalance 5: 0.089655
Imbalance 10: -0.017123
Imbalance 20: -0.087163
Top bid size: 8
Top ask size: 11
Bid wall score: 0.013889
Ask wall score: 0.016035

Dynamics

Bid depth 5 delta: -31
Ask depth 5 delta: 1
Imbalance 5 delta: -0.091595
Bid depth 10 delta: -40
Ask depth 10 delta: 37
Imbalance 10 delta: -0.131263
Spread delta: -0.00001
Mid price delta: -0.000085
Wall shift score: -0.051771

Tape

Buy volume: 200
Sell volume: 157
Buy/sell delta: 43
Buy/sell ratio: 1.273885
Avg trade size: 3.57
Large trade count: 0
Largest trade size: 8

Candle

Return 1: -0.300501
Return 3: -0.167168
Volume 1: 37
Volume avg 5: 79.2
Momentum 5: -0.183854

Cross Exchange

Mid avg: 0.05984667
Mid median: 0.05985
Price deviation %: -0.01114
Spread %: 0.26735

Funding / OI / Volume

Funding rate: 0.000053
Funding delta: 0
Funding abs: 0.000053
Funding pressure: 0.000053
Open interest: -
Volume 24h: 15402700
Quote volume 24h: 918913
Price change 24h %: 2.59

Quality

Capture latency ms: 12082
Order book timestamp: 2026-09-22 10:19:33+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.165000+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	-0.158757	-0.158757	-0.158757	0.158757	0.158757	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.158757	0.158757	0.158757	0.158757	-0.158757	0.158757	yes
30s	short	-0.158757	-0.158757	-0.158757	0.158757	0.158757	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.158757	0.158757	0.158757	0.158757	-0.158757	0.158757	yes
60s	short	-0.158757	-0.158757	-0.158757	0.158757	0.158757	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.158757	0.158757	0.158757	0.158757	-0.158757	0.158757	yes

Price

Best bid: 0.05976
Best ask: 0.05977
Spread: 0.00001
Spread %: 0.016732
Mid price: 0.059765
Last price: 0.05983
Mark price: -
Index price: -

Order Book

Bid depth 5: 7632
Ask depth 5: 6429
Bid depth 10: 17882
Ask depth 10: 63797
Bid depth 20: 113036
Ask depth 20: 209168
Imbalance 5: 0.085556
Imbalance 10: -0.56214
Imbalance 20: -0.298358
Top bid size: 730
Top ask size: 320
Bid wall score: 0.006458
Ask wall score: 0.00153

Dynamics

Bid depth 5 delta: -1116
Ask depth 5 delta: 5143
Imbalance 5 delta: -0.658116
Bid depth 10 delta: -7207
Ask depth 10 delta: 6465
Imbalance 10 delta: -0.170941
Spread delta: 0
Mid price delta: -0.00019
Wall shift score: 0.002249

Tape

Buy volume: 52473
Sell volume: 73980
Buy/sell delta: -21507
Buy/sell ratio: 0.709286
Avg trade size: 1264.53
Large trade count: 12
Largest trade size: 26984

Candle

Return 1: -0.250334
Return 3: -0.066878
Volume 1: 18944
Volume avg 5: 22679
Momentum 5: -0.133668

Cross Exchange

Mid avg: 0.05991
Mid median: 0.059925
Price deviation %: -0.24203
Spread %: 0.175263

Funding / OI / Volume

Funding rate: 0.00030616
Funding delta: 0
Funding abs: 0.00030616
Funding pressure: 0.00030616
Open interest: 73528256
Volume 24h: 94081485
Quote volume 24h: 5636770.9929
Price change 24h %: 2.151

Quality

Capture latency ms: 6537
Order book timestamp: 2026-09-22 10:19:20.900000+02:00
Ticker timestamp: 2026-09-22 10:19:16.029000+02:00
Trades timestamp: 2026-09-22 10:19:21.583000+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	-0.100393	-0.100393	-0.100393	0.100393	0.100393	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.100393	0.100393	0.100393	0.100393	-0.100393	0.100393	yes
30s	short	-0.100393	-0.100393	-0.100393	0.100393	0.100393	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.100393	0.100393	0.100393	0.100393	-0.100393	0.100393	yes
60s	short	-0.100393	-0.100393	-0.100393	0.100393	0.100393	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.100393	0.100393	0.100393	0.100393	-0.100393	0.100393	yes

Price

Best bid: 0.05946
Best ask: 0.06024
Spread: 0.00078
Spread %: 1.303258
Mid price: 0.05985
Last price: 0.05981
Mark price: -
Index price: -

Order Book

Bid depth 5: 42603
Ask depth 5: 42583
Bid depth 10: 46305
Ask depth 10: 56128
Bid depth 20: 98043
Ask depth 20: 94471
Imbalance 5: 0.000235
Imbalance 10: -0.095897
Imbalance 20: 0.018554
Top bid size: 4448
Top ask size: 4434
Bid wall score: 0.045368
Ask wall score: 0.046935

Dynamics

Bid depth 5 delta: 22452
Ask depth 5 delta: -185927
Imbalance 5 delta: 0.838159
Bid depth 10 delta: -24145
Ask depth 10 delta: -203775
Imbalance 10 delta: 0.47759
Spread delta: 0.0006
Mid price delta: -0.00009
Wall shift score: -0.013198

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: 0.05994
Mid median: 0.05994
Price deviation %: -0.15015
Spread %: 0.05005

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: 5393
Order book timestamp: 2026-09-22 10:19:14.346000+02:00
Ticker timestamp: 2026-09-22 10:19:14.660000+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	flat	-0.008354	-0.008354	-0.008354	0.008354	0.008354	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008354	0.008354	0.008354	0.008354	-0.008354	0.008354	yes
30s	flat	-0.008354	-0.008354	-0.008354	0.008354	0.008354	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008354	0.008354	0.008354	0.008354	-0.008354	0.008354	yes
60s	flat	-0.008354	-0.008354	-0.008354	0.008354	0.008354	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008354	0.008354	0.008354	0.008354	-0.008354	0.008354	yes

Price

Best bid: 0.05986
Best ask: 0.05999
Spread: 0.00013
Spread %: 0.216938
Mid price: 0.059925
Last price: 0.05997
Mark price: 0.05983
Index price: 0.059725

Order Book

Bid depth 5: 189
Ask depth 5: 131
Bid depth 10: 327
Ask depth 10: 260
Bid depth 20: 587
Ask depth 20: 594
Imbalance 5: 0.18125
Imbalance 10: 0.11414
Imbalance 20: -0.005927
Top bid size: 40
Top ask size: 11
Bid wall score: 0.068143
Ask wall score: 0.018519

Dynamics

Bid depth 5 delta: 24
Ask depth 5 delta: 11
Imbalance 5 delta: 0.023355
Bid depth 10 delta: 13
Ask depth 10 delta: -36
Imbalance 10 delta: 0.084631
Spread delta: 0.00004
Mid price delta: 0.00007
Wall shift score: -0.003209

Tape

Buy volume: 203
Sell volume: 152
Buy/sell delta: 51
Buy/sell ratio: 1.335526
Avg trade size: 3.55
Large trade count: 0
Largest trade size: 7

Candle

Return 1: 0.116861
Return 3: 0.250752
Volume 1: 3
Volume avg 5: 72.4
Momentum 5: 0.233996

Cross Exchange

Mid avg: 0.05991667
Mid median: 0.05994
Price deviation %: 0.013908
Spread %: 0.166898

Funding / OI / Volume

Funding rate: 0.000053
Funding delta: 0.000003
Funding abs: 0.000053
Funding pressure: 0.000056
Open interest: -
Volume 24h: 15398800
Quote volume 24h: 918680
Price change 24h %: 2.5

Quality

Capture latency ms: 13003
Order book timestamp: 2026-09-22 10:19:03+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.141000+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	-0.141844	-0.141844	-0.141844	0.141844	0.141844	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.141844	0.141844	0.141844	0.141844	-0.141844	0.141844	yes
30s	short	-0.141844	-0.141844	-0.141844	0.141844	0.141844	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.141844	0.141844	0.141844	0.141844	-0.141844	0.141844	yes
60s	short	-0.141844	-0.141844	-0.141844	0.141844	0.141844	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.141844	0.141844	0.141844	0.141844	-0.141844	0.141844	yes

Price

Best bid: 0.05995
Best ask: 0.05996
Spread: 0.00001
Spread %: 0.016679
Mid price: 0.059955
Last price: 0.05992
Mark price: -
Index price: -

Order Book

Bid depth 5: 8748
Ask depth 5: 1286
Bid depth 10: 25089
Ask depth 10: 57332
Bid depth 20: 96056
Ask depth 20: 188716
Imbalance 5: 0.743672
Imbalance 10: -0.391199
Imbalance 20: -0.325383
Top bid size: 461
Top ask size: 400
Bid wall score: 0.004799
Ask wall score: 0.00212

Dynamics

Bid depth 5 delta: 1648
Ask depth 5 delta: -12179
Imbalance 5 delta: 1.053178
Bid depth 10 delta: -9542
Ask depth 10 delta: -14220
Imbalance 10 delta: -0.043488
Spread delta: 0
Mid price delta: 0.0001
Wall shift score: 0.004071

Tape

Buy volume: 68228
Sell volume: 101376
Buy/sell delta: -33148
Buy/sell ratio: 0.673019
Avg trade size: 1696.04
Large trade count: 8
Largest trade size: 27193

Candle

Return 1: 0.100234
Return 3: 0.150426
Volume 1: 2752
Volume avg 5: 33814
Momentum 5: 0.167168

Cross Exchange

Mid avg: 0.05988333
Mid median: 0.059855
Price deviation %: 0.119677
Spread %: 0.141943

Funding / OI / Volume

Funding rate: 0.00030616
Funding delta: 0
Funding abs: 0.00030616
Funding pressure: 0.00030616
Open interest: 73535990
Volume 24h: 94084334
Quote volume 24h: 5636912.09435
Price change 24h %: 2.48

Quality

Capture latency ms: 7678
Order book timestamp: 2026-09-22 10:18:49.015000+02:00
Ticker timestamp: 2026-09-22 10:18:45.775000+02:00
Trades timestamp: 2026-09-22 10:18:45.775000+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	-0.316904	-0.316904	-0.316904	0.316904	0.316904	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.316904	0.316904	0.316904	0.316904	-0.316904	0.316904	yes
30s	short	-0.316904	-0.316904	-0.316904	0.316904	0.316904	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.316904	0.316904	0.316904	0.316904	-0.316904	0.316904	yes
60s	short	-0.316904	-0.316904	-0.316904	0.316904	0.316904	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.316904	0.316904	0.316904	0.316904	-0.316904	0.316904	yes

Price

Best bid: 0.05985
Best ask: 0.06003
Spread: 0.00018
Spread %: 0.3003
Mid price: 0.05994
Last price: 0.05981
Mark price: -
Index price: -

Order Book

Bid depth 5: 20151
Ask depth 5: 228510
Bid depth 10: 70450
Ask depth 10: 259903
Bid depth 20: 320603
Ask depth 20: 590039
Imbalance 5: -0.837924
Imbalance 10: -0.573487
Imbalance 20: -0.295875
Top bid size: 4312
Top ask size: 1073
Bid wall score: 0.01345
Ask wall score: 0.001819

Dynamics

Bid depth 5 delta: -15614
Ask depth 5 delta: 1949
Imbalance 5 delta: -0.1106
Bid depth 10 delta: -58404
Ask depth 10 delta: 15848
Imbalance 10 delta: -0.264561
Spread delta: 0.00002
Mid price delta: 0.00003
Wall shift score: 0.015617

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: -0.216884
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: -0.216884

Cross Exchange

Mid avg: 0.05987333
Mid median: 0.059855
Price deviation %: 0.111346
Spread %: 0.091861

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: 5863
Order book timestamp: 2026-09-22 10:18:40.946000+02:00
Ticker timestamp: 2026-09-22 10:18:41.429000+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	-0.15015	-0.15015	-0.15015	0.15015	0.15015	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.15015	0.15015	0.15015	0.15015	-0.15015	0.15015	yes
30s	short	-0.15015	-0.15015	-0.15015	0.15015	0.15015	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.15015	0.15015	0.15015	0.15015	-0.15015	0.15015	yes
60s	short	-0.15015	-0.15015	-0.15015	0.15015	0.15015	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.15015	0.15015	0.15015	0.15015	-0.15015	0.15015	yes

Price

Best bid: 0.05981
Best ask: 0.0599
Spread: 0.00009
Spread %: 0.150363
Mid price: 0.059855
Last price: 0.05984
Mark price: 0.05978
Index price: 0.059695

Order Book

Bid depth 5: 165
Ask depth 5: 120
Bid depth 10: 314
Ask depth 10: 296
Bid depth 20: 570
Ask depth 20: 678
Imbalance 5: 0.157895
Imbalance 10: 0.029508
Imbalance 20: -0.086538
Top bid size: 36
Top ask size: 7
Bid wall score: 0.063158
Ask wall score: 0.010324

Dynamics

Bid depth 5 delta: 30
Ask depth 5 delta: 15
Imbalance 5 delta: 0.032895
Bid depth 10 delta: 30
Ask depth 10 delta: 15
Imbalance 10 delta: 0.024198
Spread delta: -0.00003
Mid price delta: 0.000015
Wall shift score: 0.053367

Tape

Buy volume: 252
Sell volume: 145
Buy/sell delta: 107
Buy/sell ratio: 1.737931
Avg trade size: 3.97
Large trade count: 1
Largest trade size: 34

Candle

Return 1: -0.016708
Return 3: 0.117116
Volume 1: 43
Volume avg 5: 93.6
Momentum 5: 0.050159

Cross Exchange

Mid avg: 0.05986833
Mid median: 0.059855
Price deviation %: -0.022271
Spread %: 0.116923

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15393100
Quote volume 24h: 918338
Price change 24h %: 2.27

Quality

Capture latency ms: 11544
Order book timestamp: 2026-09-22 10:18:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.109000+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	0.116949	0.116949	0.116949	0.116949	0.116949	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.116949	0.116949	0.116949	0.116949	0.116949	-0.116949	yes
30s	long	0.116949	0.116949	0.116949	0.116949	0.116949	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.116949	0.116949	0.116949	0.116949	0.116949	-0.116949	yes
60s	long	0.116949	0.116949	0.116949	0.116949	0.116949	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.116949	0.116949	0.116949	0.116949	0.116949	-0.116949	yes

Price

Best bid: 0.05985
Best ask: 0.05986
Spread: 0.00001
Spread %: 0.016707
Mid price: 0.059855
Last price: 0.05988
Mark price: -
Index price: -

Order Book

Bid depth 5: 7100
Ask depth 5: 13465
Bid depth 10: 34631
Ask depth 10: 71552
Bid depth 20: 111906
Ask depth 20: 198388
Imbalance 5: -0.309506
Imbalance 10: -0.347711
Imbalance 20: -0.27871
Top bid size: 88
Top ask size: 432
Bid wall score: 0.000786
Ask wall score: 0.002178

Dynamics

Bid depth 5 delta: -159
Ask depth 5 delta: -14904
Imbalance 5 delta: 0.283005
Bid depth 10 delta: 16024
Ask depth 10 delta: -33238
Imbalance 10 delta: 0.35071
Spread delta: -0.00001
Mid price delta: -0.000015
Wall shift score: -0.006611

Tape

Buy volume: 83948
Sell volume: 110619
Buy/sell delta: -26671
Buy/sell ratio: 0.758893
Avg trade size: 1945.67
Large trade count: 7
Largest trade size: 27193

Candle

Return 1: 0.033411
Return 3: 0.08357
Volume 1: 348
Volume avg 5: 33333.2
Momentum 5: 0.100301

Cross Exchange

Mid avg: 0.05987333
Mid median: 0.05987
Price deviation %: -0.03062
Spread %: 0.116913

Funding / OI / Volume

Funding rate: 0.00030616
Funding delta: -0.00000336
Funding abs: 0.00030616
Funding pressure: 0.00030952
Open interest: 73535626
Volume 24h: 94081580
Quote volume 24h: 5636747.14161
Price change 24h %: 2.411

Quality

Capture latency ms: 7130
Order book timestamp: 2026-09-22 10:18:16.155000+02:00
Ticker timestamp: 2026-09-22 10:18:04.287000+02:00
Trades timestamp: 2026-09-22 10:18:04.287000+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	0.16707	0.16707	0.16707	0.16707	0.16707	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.16707	0.16707	0.16707	0.16707	0.16707	-0.16707	yes
30s	long	0.16707	0.16707	0.16707	0.16707	0.16707	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.16707	0.16707	0.16707	0.16707	0.16707	-0.16707	yes
60s	long	0.16707	0.16707	0.16707	0.16707	0.16707	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.16707	0.16707	0.16707	0.16707	0.16707	-0.16707	yes

Price

Best bid: 0.05983
Best ask: 0.05999
Spread: 0.00016
Spread %: 0.267067
Mid price: 0.05991
Last price: 0.05981
Mark price: -
Index price: -

Order Book

Bid depth 5: 35765
Ask depth 5: 226561
Bid depth 10: 128854
Ask depth 10: 244055
Bid depth 20: 419319
Ask depth 20: 574401
Imbalance 5: -0.727324
Imbalance 10: -0.308925
Imbalance 20: -0.156062
Top bid size: 634
Top ask size: 3158
Bid wall score: 0.001512
Ask wall score: 0.005498

Dynamics

Bid depth 5 delta: 16511
Ask depth 5 delta: -1634
Imbalance 5 delta: 0.117056
Bid depth 10 delta: 28870
Ask depth 10 delta: -6083
Imbalance 10 delta: 0.119937
Spread delta: -0.00001
Mid price delta: -0.000005
Wall shift score: 0.007453

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: -0.216884
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: -0.216884

Cross Exchange

Mid avg: 0.059875
Mid median: 0.05987
Price deviation %: 0.058455
Spread %: 0.125261

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: 6936
Order book timestamp: 2026-09-22 10:18:07.482000+02:00
Ticker timestamp: 2026-09-22 10:18:09.381000+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	long	0.050075	0.050075	0.050075	0.050075	0.050075	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050075	0.050075	0.050075	0.050075	0.050075	-0.050075	yes
30s	long	0.050075	0.050075	0.050075	0.050075	0.050075	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050075	0.050075	0.050075	0.050075	0.050075	-0.050075	yes
60s	long	0.050075	0.050075	0.050075	0.050075	0.050075	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050075	0.050075	0.050075	0.050075	0.050075	-0.050075	yes

Price

Best bid: 0.05978
Best ask: 0.0599
Spread: 0.00012
Spread %: 0.200535
Mid price: 0.05984
Last price: 0.05982
Mark price: 0.05974
Index price: 0.05967

Order Book

Bid depth 5: 135
Ask depth 5: 105
Bid depth 10: 284
Ask depth 10: 281
Bid depth 20: 540
Ask depth 20: 687
Imbalance 5: 0.125
Imbalance 10: 0.00531
Imbalance 20: -0.119804
Top bid size: 6
Top ask size: 8
Bid wall score: 0.011111
Ask wall score: 0.011645

Dynamics

Bid depth 5 delta: -14
Ask depth 5 delta: -24
Imbalance 5 delta: 0.053058
Bid depth 10 delta: -3
Ask depth 10 delta: -24
Imbalance 10 delta: 0.035715
Spread delta: 0
Mid price delta: 0.00001
Wall shift score: -0.041773

Tape

Buy volume: 237
Sell volume: 152
Buy/sell delta: 85
Buy/sell ratio: 1.559211
Avg trade size: 3.89
Large trade count: 1
Largest trade size: 34

Candle

Return 1: 0.083584
Return 3: 0.066856
Volume 1: 84
Volume avg 5: 102.6
Momentum 5: 0.351995

Cross Exchange

Mid avg: 0.05987167
Mid median: 0.05987
Price deviation %: -0.052891
Spread %: 0.14197

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15388700
Quote volume 24h: 918075
Price change 24h %: 2.36

Quality

Capture latency ms: 12964
Order book timestamp: 2026-09-22 10:17:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.077000+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	0.025067	0.025067	0.025067	0.025067	0.025067	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025067	0.025067	0.025067	0.025067	0.025067	-0.025067	yes
30s	flat	0.025067	0.025067	0.025067	0.025067	0.025067	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025067	0.025067	0.025067	0.025067	0.025067	-0.025067	yes
60s	flat	0.025067	0.025067	0.025067	0.025067	0.025067	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025067	0.025067	0.025067	0.025067	0.025067	-0.025067	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.