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 26 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:17:45.506605+02:00	binance	VELVET/USDT:USDT	0.05987	80	6622 ms	10s flat -0.025054 30s flat -0.025054 60s flat -0.025054	advanced ready
2026-09-22 10:17:38.484852+02:00	htx	VELVET/USDT:USDT	0.059915	80	6554 ms	10s flat -0.008345 30s flat -0.008345 60s flat -0.008345	advanced ready
2026-09-22 10:17:25.664453+02:00	gate	VELVET/USDT:USDT	0.05983	68	12028 ms	10s flat 0.016714 30s flat 0.016714 60s flat 0.016714	advanced ready
2026-09-22 10:17:13.467678+02:00	binance	VELVET/USDT:USDT	0.059815	80	6797 ms	10s long 0.09195 30s long 0.09195 60s long 0.09195	advanced ready
2026-09-22 10:17:06.226878+02:00	htx	VELVET/USDT:USDT	0.05984	80	6193 ms	10s long 0.125334 30s long 0.125334 60s long 0.125334	advanced ready
2026-09-22 10:16:53.839585+02:00	gate	VELVET/USDT:USDT	0.059755	68	11694 ms	10s long 0.125513 30s long 0.125513 60s long 0.125513	advanced ready
2026-09-22 10:16:42.003314+02:00	binance	VELVET/USDT:USDT	0.059805	80	7046 ms	10s flat 0.016721 30s flat 0.016721 60s flat 0.016721	advanced ready
2026-09-22 10:16:34.519656+02:00	htx	VELVET/USDT:USDT	0.05983	80	5448 ms	10s flat 0.016714 30s flat 0.016714 60s flat 0.016714	advanced ready
2026-09-22 10:16:22.714921+02:00	gate	VELVET/USDT:USDT	0.059695	68	11364 ms	10s long 0.100511 30s long 0.100511 60s long 0.100511	advanced ready
2026-09-22 10:16:11.182235+02:00	binance	VELVET/USDT:USDT	0.059825	80	6590 ms	10s flat -0.033431 30s flat -0.033431 60s flat -0.033431	advanced ready

Price

Best bid: 0.05986
Best ask: 0.05988
Spread: 0.00002
Spread %: 0.033406
Mid price: 0.05987
Last price: 0.05987
Mark price: -
Index price: -

Order Book

Bid depth 5: 7259
Ask depth 5: 28369
Bid depth 10: 18607
Ask depth 10: 104790
Bid depth 20: 190158
Ask depth 20: 240826
Imbalance 5: -0.592512
Imbalance 10: -0.698421
Imbalance 20: -0.117564
Top bid size: 1062
Top ask size: 88
Bid wall score: 0.005585
Ask wall score: 0.000365

Dynamics

Bid depth 5 delta: -2470
Ask depth 5 delta: 25003
Imbalance 5 delta: -1.078422
Bid depth 10 delta: -33268
Ask depth 10 delta: 46070
Imbalance 10 delta: -0.636528
Spread delta: 0.00001
Mid price delta: 0.000055
Wall shift score: 0.007146

Tape

Buy volume: 109122
Sell volume: 105155
Buy/sell delta: 3967
Buy/sell ratio: 1.037725
Avg trade size: 2142.77
Large trade count: 6
Largest trade size: 27193

Candle

Return 1: 0.100318
Return 3: 0.033417
Volume 1: 2190
Volume avg 5: 45582
Momentum 5: 0.100318

Cross Exchange

Mid avg: 0.05985333
Mid median: 0.05983
Price deviation %: 0.027846
Spread %: 0.167075

Funding / OI / Volume

Funding rate: 0.00030952
Funding delta: 0
Funding abs: 0.00030952
Funding pressure: 0.00030952
Open interest: 73529583
Volume 24h: 94076020
Quote volume 24h: 5636410.77464
Price change 24h %: 2.359

Quality

Capture latency ms: 6622
Order book timestamp: 2026-09-22 10:17:43.037000+02:00
Ticker timestamp: 2026-09-22 10:17:35.365000+02:00
Trades timestamp: 2026-09-22 10:17:35.365000+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	-0.025054	-0.025054	-0.025054	0.025054	0.025054	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025054	0.025054	0.025054	0.025054	-0.025054	0.025054	yes
30s	flat	-0.025054	-0.025054	-0.025054	0.025054	0.025054	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025054	0.025054	0.025054	0.025054	-0.025054	0.025054	yes
60s	flat	-0.025054	-0.025054	-0.025054	0.025054	0.025054	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025054	0.025054	0.025054	0.025054	-0.025054	0.025054	yes

Price

Best bid: 0.05983
Best ask: 0.06
Spread: 0.00017
Spread %: 0.283735
Mid price: 0.059915
Last price: 0.05981
Mark price: -
Index price: -

Order Book

Bid depth 5: 19254
Ask depth 5: 228195
Bid depth 10: 99984
Ask depth 10: 250138
Bid depth 20: 370514
Ask depth 20: 579900
Imbalance 5: -0.84438
Imbalance 10: -0.428862
Imbalance 20: -0.22031
Top bid size: 634
Top ask size: 7626
Bid wall score: 0.001711
Ask wall score: 0.013151

Dynamics

Bid depth 5 delta: -19019
Ask depth 5 delta: 77010
Imbalance 5 delta: -0.248406
Bid depth 10 delta: -56798
Ask depth 10 delta: 46708
Imbalance 10 delta: -0.29936
Spread delta: -0.00001
Mid price delta: 0.000075
Wall shift score: -0.024628

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: 0.05982833
Mid median: 0.05983
Price deviation %: 0.144859
Spread %: 0.041786

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202353
Volume 24h: 293974
Quote volume 24h: 293974
Price change 24h %: -1.22213

Quality

Capture latency ms: 6554
Order book timestamp: 2026-09-22 10:17:35.982000+02:00
Ticker timestamp: 2026-09-22 10:17:36.830000+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	-0.008345	-0.008345	-0.008345	0.008345	0.008345	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008345	0.008345	0.008345	0.008345	-0.008345	0.008345	yes
30s	flat	-0.008345	-0.008345	-0.008345	0.008345	0.008345	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008345	0.008345	0.008345	0.008345	-0.008345	0.008345	yes
60s	flat	-0.008345	-0.008345	-0.008345	0.008345	0.008345	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008345	0.008345	0.008345	0.008345	-0.008345	0.008345	yes

Price

Best bid: 0.05977
Best ask: 0.05989
Spread: 0.00012
Spread %: 0.200568
Mid price: 0.05983
Last price: 0.05985
Mark price: 0.05972
Index price: 0.05967

Order Book

Bid depth 5: 149
Ask depth 5: 129
Bid depth 10: 287
Ask depth 10: 305
Bid depth 20: 567
Ask depth 20: 719
Imbalance 5: 0.071942
Imbalance 10: -0.030405
Imbalance 20: -0.118196
Top bid size: 36
Top ask size: 16
Bid wall score: 0.063492
Ask wall score: 0.022253

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -240
Imbalance 5 delta: 0.493908
Bid depth 10 delta: 7
Ask depth 10 delta: -217
Imbalance 10 delta: 0.27134
Spread delta: -0.00001
Mid price delta: 0.000075
Wall shift score: -0.014259

Tape

Buy volume: 263
Sell volume: 126
Buy/sell delta: 137
Buy/sell ratio: 2.087302
Avg trade size: 3.89
Large trade count: 1
Largest trade size: 34

Candle

Return 1: 0.05015
Return 3: 0.033428
Volume 1: 34
Volume avg 5: 92.6
Momentum 5: 0.318471

Cross Exchange

Mid avg: 0.05980333
Mid median: 0.059815
Price deviation %: 0.044591
Spread %: 0.142133

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15383200
Quote volume 24h: 917746
Price change 24h %: 2.41

Quality

Capture latency ms: 12028
Order book timestamp: 2026-09-22 10:17:24+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.043000+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	0.016714	0.016714	0.016714	0.016714	0.016714	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016714	0.016714	0.016714	0.016714	0.016714	-0.016714	yes
30s	flat	0.016714	0.016714	0.016714	0.016714	0.016714	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016714	0.016714	0.016714	0.016714	0.016714	-0.016714	yes
60s	flat	0.016714	0.016714	0.016714	0.016714	0.016714	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016714	0.016714	0.016714	0.016714	0.016714	-0.016714	yes

Price

Best bid: 0.05981
Best ask: 0.05982
Spread: 0.00001
Spread %: 0.016718
Mid price: 0.059815
Last price: 0.05981
Mark price: -
Index price: -

Order Book

Bid depth 5: 9729
Ask depth 5: 3366
Bid depth 10: 51875
Ask depth 10: 58720
Bid depth 20: 192884
Ask depth 20: 199425
Imbalance 5: 0.485911
Imbalance 10: -0.061892
Imbalance 20: -0.016673
Top bid size: 320
Top ask size: 715
Bid wall score: 0.001659
Ask wall score: 0.003585

Dynamics

Bid depth 5 delta: 6268
Ask depth 5 delta: -5661
Imbalance 5 delta: 0.931619
Bid depth 10 delta: 22572
Ask depth 10 delta: -20095
Imbalance 10 delta: 0.396052
Spread delta: 0
Mid price delta: 0.00001
Wall shift score: 0.003853

Tape

Buy volume: 118412
Sell volume: 105033
Buy/sell delta: 13379
Buy/sell ratio: 1.127379
Avg trade size: 2234.45
Large trade count: 5
Largest trade size: 27193

Candle

Return 1: 0
Return 3: -0.066834
Volume 1: 0
Volume avg 5: 45144
Momentum 5: 0

Cross Exchange

Mid avg: 0.0598
Mid median: 0.059805
Price deviation %: 0.025084
Spread %: 0.14214

Funding / OI / Volume

Funding rate: 0.00030952
Funding delta: -0.00000221
Funding abs: 0.00030952
Funding pressure: 0.00031173
Open interest: 73529652
Volume 24h: 94082628
Quote volume 24h: 5636794.26092
Price change 24h %: 2.309

Quality

Capture latency ms: 6797
Order book timestamp: 2026-09-22 10:17:11.155000+02:00
Ticker timestamp: 2026-09-22 10:16:55.112000+02:00
Trades timestamp: 2026-09-22 10:16:55.112000+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	0.09195	0.09195	0.09195	0.09195	0.09195	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.09195	0.09195	0.09195	0.09195	0.09195	-0.09195	yes
30s	long	0.09195	0.09195	0.09195	0.09195	0.09195	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.09195	0.09195	0.09195	0.09195	0.09195	-0.09195	yes
60s	long	0.09195	0.09195	0.09195	0.09195	0.09195	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.09195	0.09195	0.09195	0.09195	0.09195	-0.09195	yes

Price

Best bid: 0.05975
Best ask: 0.05993
Spread: 0.00018
Spread %: 0.300802
Mid price: 0.05984
Last price: 0.05981
Mark price: -
Index price: -

Order Book

Bid depth 5: 38273
Ask depth 5: 151185
Bid depth 10: 156782
Ask depth 10: 203430
Bid depth 20: 467537
Ask depth 20: 821049
Imbalance 5: -0.595974
Imbalance 10: -0.129502
Imbalance 20: -0.274341
Top bid size: 6465
Top ask size: 525
Bid wall score: 0.013828
Ask wall score: 0.000639

Dynamics

Bid depth 5 delta: 7945
Ask depth 5 delta: -34888
Imbalance 5 delta: 0.123732
Bid depth 10 delta: 9478
Ask depth 10 delta: -30272
Imbalance 10 delta: 0.097261
Spread delta: 0
Mid price delta: 0.00001
Wall shift score: 0.00925

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: 0.05979667
Mid median: 0.059805
Price deviation %: 0.072468
Spread %: 0.125425

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202353
Volume 24h: 293974
Quote volume 24h: 293974
Price change 24h %: -1.22213

Quality

Capture latency ms: 6193
Order book timestamp: 2026-09-22 10:17:03.346000+02:00
Ticker timestamp: 2026-09-22 10:17:04.769000+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	0.125334	0.125334	0.125334	0.125334	0.125334	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.125334	0.125334	0.125334	0.125334	0.125334	-0.125334	yes
30s	long	0.125334	0.125334	0.125334	0.125334	0.125334	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.125334	0.125334	0.125334	0.125334	0.125334	-0.125334	yes
60s	long	0.125334	0.125334	0.125334	0.125334	0.125334	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.125334	0.125334	0.125334	0.125334	0.125334	-0.125334	yes

Price

Best bid: 0.05969
Best ask: 0.05982
Spread: 0.00013
Spread %: 0.217555
Mid price: 0.059755
Last price: 0.05974
Mark price: 0.05974
Index price: 0.059695

Order Book

Bid depth 5: 150
Ask depth 5: 369
Bid depth 10: 280
Ask depth 10: 522
Bid depth 20: 584
Ask depth 20: 1018
Imbalance 5: -0.421965
Imbalance 10: -0.301746
Imbalance 20: -0.270911
Top bid size: 37
Top ask size: 8
Bid wall score: 0.063356
Ask wall score: 0.007859

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: 13
Imbalance 5 delta: -0.000808
Bid depth 10 delta: -8
Ask depth 10 delta: 49
Imbalance 10 delta: -0.058644
Spread delta: 0.00004
Mid price delta: 0.00006
Wall shift score: -0.000853

Tape

Buy volume: 252
Sell volume: 140
Buy/sell delta: 112
Buy/sell ratio: 1.8
Avg trade size: 3.92
Large trade count: 2
Largest trade size: 34

Candle

Return 1: -0.050192
Return 3: -0.117037
Volume 1: 80
Volume avg 5: 113.6
Momentum 5: -0.333667

Cross Exchange

Mid avg: 0.05977667
Mid median: 0.059805
Price deviation %: -0.036246
Spread %: 0.225841

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15380000
Quote volume 24h: 917555
Price change 24h %: 2.19

Quality

Capture latency ms: 11694
Order book timestamp: 2026-09-22 10:16:52+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:25.011000+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	0.125513	0.125513	0.125513	0.125513	0.125513	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.125513	0.125513	0.125513	0.125513	0.125513	-0.125513	yes
30s	long	0.125513	0.125513	0.125513	0.125513	0.125513	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.125513	0.125513	0.125513	0.125513	0.125513	-0.125513	yes
60s	long	0.125513	0.125513	0.125513	0.125513	0.125513	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.125513	0.125513	0.125513	0.125513	0.125513	-0.125513	yes

Price

Best bid: 0.0598
Best ask: 0.05981
Spread: 0.00001
Spread %: 0.016721
Mid price: 0.059805
Last price: 0.05979
Mark price: -
Index price: -

Order Book

Bid depth 5: 3461
Ask depth 5: 9027
Bid depth 10: 29303
Ask depth 10: 78815
Bid depth 20: 218359
Ask depth 20: 216886
Imbalance 5: -0.445708
Imbalance 10: -0.457944
Imbalance 20: 0.003384
Top bid size: 525
Top ask size: 1775
Bid wall score: 0.002404
Ask wall score: 0.008184

Dynamics

Bid depth 5 delta: -12205
Ask depth 5 delta: 5398
Imbalance 5 delta: -1.069548
Bid depth 10 delta: -15861
Ask depth 10 delta: 33513
Imbalance 10 delta: -0.456419
Spread delta: 0
Mid price delta: -0.00002
Wall shift score: -0.005866

Tape

Buy volume: 118670
Sell volume: 102759
Buy/sell delta: 15911
Buy/sell ratio: 1.154838
Avg trade size: 2214.29
Large trade count: 5
Largest trade size: 27193

Candle

Return 1: -0.066856
Return 3: -0.05015
Volume 1: 62298
Volume avg 5: 68984
Momentum 5: -0.383206

Cross Exchange

Mid avg: 0.05978333
Mid median: 0.059825
Price deviation %: 0.036242
Spread %: 0.225815

Funding / OI / Volume

Funding rate: 0.00031173
Funding delta: 0
Funding abs: 0.00031173
Funding pressure: 0.00031173
Open interest: 73530384
Volume 24h: 94079525
Quote volume 24h: 5636608.69847
Price change 24h %: 2.275

Quality

Capture latency ms: 7046
Order book timestamp: 2026-09-22 10:16:39.559000+02:00
Ticker timestamp: 2026-09-22 10:16:30.995000+02:00
Trades timestamp: 2026-09-22 10:16:30.995000+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	0.016721	0.016721	0.016721	0.016721	0.016721	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016721	0.016721	0.016721	0.016721	0.016721	-0.016721	yes
30s	flat	0.016721	0.016721	0.016721	0.016721	0.016721	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016721	0.016721	0.016721	0.016721	0.016721	-0.016721	yes
60s	flat	0.016721	0.016721	0.016721	0.016721	0.016721	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016721	0.016721	0.016721	0.016721	0.016721	-0.016721	yes

Price

Best bid: 0.05974
Best ask: 0.05992
Spread: 0.00018
Spread %: 0.300852
Mid price: 0.05983
Last price: 0.05994
Mark price: -
Index price: -

Order Book

Bid depth 5: 30328
Ask depth 5: 186073
Bid depth 10: 147304
Ask depth 10: 233702
Bid depth 20: 456737
Ask depth 20: 854936
Imbalance 5: -0.719706
Imbalance 10: -0.226763
Imbalance 20: -0.303581
Top bid size: 1989
Top ask size: 356
Bid wall score: 0.004355
Ask wall score: 0.000416

Dynamics

Bid depth 5 delta: -7697
Ask depth 5 delta: 17914
Imbalance 5 delta: -0.088551
Bid depth 10 delta: -13557
Ask depth 10 delta: 670
Imbalance 10 delta: -0.043538
Spread delta: 0.00005
Mid price delta: -0.000045
Wall shift score: 0.003592

Tape

Buy volume: 5074
Sell volume: 15312
Buy/sell delta: -10238
Buy/sell ratio: 0.331374
Avg trade size: 203.86
Large trade count: 9
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: -0.233023

Cross Exchange

Mid avg: 0.05979833
Mid median: 0.059825
Price deviation %: 0.052956
Spread %: 0.301012

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202350
Volume 24h: 293968
Quote volume 24h: 293968
Price change 24h %: -1.007432

Quality

Capture latency ms: 5448
Order book timestamp: 2026-09-22 10:16:31.582000+02:00
Ticker timestamp: 2026-09-22 10:16:32.759000+02:00
Trades timestamp: 2026-09-22 10:12:40.289000+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	0.016714	0.016714	0.016714	0.016714	0.016714	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016714	0.016714	0.016714	0.016714	0.016714	-0.016714	yes
30s	flat	0.016714	0.016714	0.016714	0.016714	0.016714	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016714	0.016714	0.016714	0.016714	0.016714	-0.016714	yes
60s	flat	0.016714	0.016714	0.016714	0.016714	0.016714	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016714	0.016714	0.016714	0.016714	0.016714	-0.016714	yes

Price

Best bid: 0.05965
Best ask: 0.05974
Spread: 0.00009
Spread %: 0.150766
Mid price: 0.059695
Last price: 0.05969
Mark price: 0.05976
Index price: 0.059715

Order Book

Bid depth 5: 145
Ask depth 5: 356
Bid depth 10: 288
Ask depth 10: 473
Bid depth 20: 563
Ask depth 20: 922
Imbalance 5: -0.421158
Imbalance 10: -0.243101
Imbalance 20: -0.241751
Top bid size: 36
Top ask size: 7
Bid wall score: 0.063943
Ask wall score: 0.007592

Dynamics

Bid depth 5 delta: 18
Ask depth 5 delta: 243
Imbalance 5 delta: -0.479491
Bid depth 10 delta: 31
Ask depth 10 delta: 183
Imbalance 10 delta: -0.182772
Spread delta: -0.00004
Mid price delta: -0.00009
Wall shift score: -0.006099

Tape

Buy volume: 247
Sell volume: 147
Buy/sell delta: 100
Buy/sell ratio: 1.680272
Avg trade size: 3.94
Large trade count: 2
Largest trade size: 34

Candle

Return 1: -0.133846
Return 3: -0.200635
Volume 1: 40
Volume avg 5: 105.6
Momentum 5: -0.417084

Cross Exchange

Mid avg: 0.05982833
Mid median: 0.059825
Price deviation %: -0.22286
Spread %: 0.15043

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15374400
Quote volume 24h: 917220
Price change 24h %: 2.1

Quality

Capture latency ms: 11364
Order book timestamp: 2026-09-22 10:16:21+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.981000+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	0.100511	0.100511	0.100511	0.100511	0.100511	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.100511	0.100511	0.100511	0.100511	0.100511	-0.100511	yes
30s	long	0.100511	0.100511	0.100511	0.100511	0.100511	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.100511	0.100511	0.100511	0.100511	0.100511	-0.100511	yes
60s	long	0.100511	0.100511	0.100511	0.100511	0.100511	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.100511	0.100511	0.100511	0.100511	0.100511	-0.100511	yes

Price

Best bid: 0.05982
Best ask: 0.05983
Spread: 0.00001
Spread %: 0.016715
Mid price: 0.059825
Last price: 0.05983
Mark price: -
Index price: -

Order Book

Bid depth 5: 15666
Ask depth 5: 3629
Bid depth 10: 45164
Ask depth 10: 45302
Bid depth 20: 139107
Ask depth 20: 199444
Imbalance 5: 0.62384
Imbalance 10: -0.001525
Imbalance 20: -0.178221
Top bid size: 330
Top ask size: 456
Bid wall score: 0.002372
Ask wall score: 0.002286

Dynamics

Bid depth 5 delta: -1113
Ask depth 5 delta: -20846
Imbalance 5 delta: 0.810392
Bid depth 10 delta: 4715
Ask depth 10 delta: -28660
Imbalance 10 delta: 0.291392
Spread delta: -0.00001
Mid price delta: -0.000045
Wall shift score: -0.013459

Tape

Buy volume: 96543
Sell volume: 115452
Buy/sell delta: -18909
Buy/sell ratio: 0.836218
Avg trade size: 2119.95
Large trade count: 6
Largest trade size: 33561

Candle

Return 1: 0
Return 3: 0.016717
Volume 1: 40
Volume avg 5: 56532.4
Momentum 5: -0.316561

Cross Exchange

Mid avg: 0.05984333
Mid median: 0.05987
Price deviation %: -0.030636
Spread %: 0.150393

Funding / OI / Volume

Funding rate: 0.00031173
Funding delta: 0
Funding abs: 0.00031173
Funding pressure: 0.00031173
Open interest: 73520454
Volume 24h: 94017267
Quote volume 24h: 5632888.50281
Price change 24h %: 2.343

Quality

Capture latency ms: 6590
Order book timestamp: 2026-09-22 10:16:08.835000+02:00
Ticker timestamp: 2026-09-22 10:16:00.527000+02:00
Trades timestamp: 2026-09-22 10:16:00.527000+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	-0.033431	-0.033431	-0.033431	0.033431	0.033431	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033431	0.033431	0.033431	0.033431	-0.033431	0.033431	yes
30s	flat	-0.033431	-0.033431	-0.033431	0.033431	0.033431	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033431	0.033431	0.033431	0.033431	-0.033431	0.033431	yes
60s	flat	-0.033431	-0.033431	-0.033431	0.033431	0.033431	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033431	0.033431	0.033431	0.033431	-0.033431	0.033431	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.