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 27 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:16:04.167794+02:00	htx	VELVET/USDT:USDT	0.059875	80	6313 ms	10s short -0.075157 30s short -0.075157 60s short -0.075157	advanced ready
2026-09-22 10:15:51.689954+02:00	gate	VELVET/USDT:USDT	0.059785	68	13529 ms	10s short -0.150539 30s short -0.150539 60s short -0.150539	advanced ready
2026-09-22 10:15:38.009089+02:00	binance	VELVET/USDT:USDT	0.05987	80	6550 ms	10s short -0.075163 30s short -0.075163 60s short -0.075163	advanced ready
2026-09-22 10:15:31.018734+02:00	htx	VELVET/USDT:USDT	0.0599	80	5943 ms	10s flat -0.041736 30s flat -0.041736 60s flat -0.041736	advanced ready
2026-09-22 10:15:19.134876+02:00	gate	VELVET/USDT:USDT	0.05982	68	11280 ms	10s short -0.058509 30s short -0.058509 60s short -0.058509	advanced ready
2026-09-22 10:15:07.664528+02:00	binance	VELVET/USDT:USDT	0.059845	80	7446 ms	10s flat 0.041775 30s flat 0.041775 60s flat 0.041775	advanced ready
2026-09-22 10:14:59.799954+02:00	htx	VELVET/USDT:USDT	0.059885	80	6251 ms	10s flat 0.025048 30s flat 0.025048 60s flat 0.025048	advanced ready
2026-09-22 10:14:47.578653+02:00	gate	VELVET/USDT:USDT	0.05978	68	11861 ms	10s long 0.066912 30s long 0.066912 60s long 0.066912	advanced ready
2026-09-22 10:14:35.554299+02:00	binance	VELVET/USDT:USDT	0.059895	80	7058 ms	10s short -0.083479 30s short -0.083479 60s short -0.083479	advanced ready
2026-09-22 10:14:28.021296+02:00	htx	VELVET/USDT:USDT	0.059865	80	7665 ms	10s flat 0.033409 30s flat 0.033409 60s flat 0.033409	advanced ready

Price

Best bid: 0.05981
Best ask: 0.05994
Spread: 0.00013
Spread %: 0.217119
Mid price: 0.059875
Last price: 0.05994
Mark price: -
Index price: -

Order Book

Bid depth 5: 38025
Ask depth 5: 168159
Bid depth 10: 160861
Ask depth 10: 233032
Bid depth 20: 465022
Ask depth 20: 840333
Imbalance 5: -0.631155
Imbalance 10: -0.183225
Imbalance 20: -0.287516
Top bid size: 644
Top ask size: 873
Bid wall score: 0.001385
Ask wall score: 0.001039

Dynamics

Bid depth 5 delta: -6666
Ask depth 5 delta: -79921
Imbalance 5 delta: 0.063549
Bid depth 10 delta: 54228
Ask depth 10 delta: -31702
Imbalance 10 delta: 0.242502
Spread delta: -0.00005
Mid price delta: -0.000025
Wall shift score: -0.000938

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: 0.05985167
Mid median: 0.05987
Price deviation %: 0.038985
Spread %: 0.192142

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: 6313
Order book timestamp: 2026-09-22 10:16:01.182000+02:00
Ticker timestamp: 2026-09-22 10:16:02.724000+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	short	-0.075157	-0.075157	-0.075157	0.075157	0.075157	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.075157	0.075157	0.075157	0.075157	-0.075157	0.075157	yes
30s	short	-0.075157	-0.075157	-0.075157	0.075157	0.075157	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.075157	0.075157	0.075157	0.075157	-0.075157	0.075157	yes
60s	short	-0.075157	-0.075157	-0.075157	0.075157	0.075157	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.075157	0.075157	0.075157	0.075157	-0.075157	0.075157	yes

Price

Best bid: 0.05972
Best ask: 0.05985
Spread: 0.00013
Spread %: 0.217446
Mid price: 0.059785
Last price: 0.05982
Mark price: 0.05971
Index price: 0.059692

Order Book

Bid depth 5: 127
Ask depth 5: 113
Bid depth 10: 257
Ask depth 10: 290
Bid depth 20: 496
Ask depth 20: 691
Imbalance 5: 0.058333
Imbalance 10: -0.060329
Imbalance 20: -0.16428
Top bid size: 36
Top ask size: 7
Bid wall score: 0.072581
Ask wall score: 0.01013

Dynamics

Bid depth 5 delta: -22
Ask depth 5 delta: -20
Imbalance 5 delta: 0.001596
Bid depth 10 delta: -15
Ask depth 10 delta: -19
Imbalance 10 delta: 0.003354
Spread delta: 0.00003
Mid price delta: -0.000035
Wall shift score: 0.00395

Tape

Buy volume: 276
Sell volume: 130
Buy/sell delta: 146
Buy/sell ratio: 2.123077
Avg trade size: 4.06
Large trade count: 2
Largest trade size: 34

Candle

Return 1: -0.016714
Return 3: 0.268186
Volume 1: 82
Volume avg 5: 108.6
Momentum 5: -0.316614

Cross Exchange

Mid avg: 0.05986333
Mid median: 0.05987
Price deviation %: -0.130854
Spread %: 0.133638

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15369600
Quote volume 24h: 916933
Price change 24h %: 2.41

Quality

Capture latency ms: 13529
Order book timestamp: 2026-09-22 10:15:50+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.949000+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	-0.150539	-0.150539	-0.150539	0.150539	0.150539	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.150539	0.150539	0.150539	0.150539	-0.150539	0.150539	yes
30s	short	-0.150539	-0.150539	-0.150539	0.150539	0.150539	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.150539	0.150539	0.150539	0.150539	-0.150539	0.150539	yes
60s	short	-0.150539	-0.150539	-0.150539	0.150539	0.150539	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.150539	0.150539	0.150539	0.150539	-0.150539	0.150539	yes

Price

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

Order Book

Bid depth 5: 16779
Ask depth 5: 24475
Bid depth 10: 40449
Ask depth 10: 73962
Bid depth 20: 198655
Ask depth 20: 247312
Imbalance 5: -0.186552
Imbalance 10: -0.292918
Imbalance 20: -0.109104
Top bid size: 2702
Top ask size: 14
Bid wall score: 0.013601
Ask wall score: 0.000057

Dynamics

Bid depth 5 delta: 6895
Ask depth 5 delta: 15616
Imbalance 5 delta: -0.241239
Bid depth 10 delta: -18235
Ask depth 10 delta: 18508
Imbalance 10 delta: -0.321217
Spread delta: 0.00001
Mid price delta: 0.000025
Wall shift score: 0.012983

Tape

Buy volume: 96302
Sell volume: 133854
Buy/sell delta: -37552
Buy/sell ratio: 0.719456
Avg trade size: 2301.56
Large trade count: 6
Largest trade size: 33561

Candle

Return 1: 0.016708
Return 3: 0.083598
Volume 1: 2288
Volume avg 5: 56836.6
Momentum 5: -0.2998

Cross Exchange

Mid avg: 0.059855
Mid median: 0.059845
Price deviation %: 0.025061
Spread %: 0.133656

Funding / OI / Volume

Funding rate: 0.00031173
Funding delta: 0
Funding abs: 0.00031173
Funding pressure: 0.00031173
Open interest: 73518687
Volume 24h: 93963330
Quote volume 24h: 5629678.61154
Price change 24h %: 2.342

Quality

Capture latency ms: 6550
Order book timestamp: 2026-09-22 10:15:35.663000+02:00
Ticker timestamp: 2026-09-22 10:15:24.024000+02:00
Trades timestamp: 2026-09-22 10:15:24.024000+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	-0.075163	-0.075163	-0.075163	0.075163	0.075163	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.075163	0.075163	0.075163	0.075163	-0.075163	0.075163	yes
30s	short	-0.075163	-0.075163	-0.075163	0.075163	0.075163	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.075163	0.075163	0.075163	0.075163	-0.075163	0.075163	yes
60s	short	-0.075163	-0.075163	-0.075163	0.075163	0.075163	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.075163	0.075163	0.075163	0.075163	-0.075163	0.075163	yes

Price

Best bid: 0.05981
Best ask: 0.05999
Spread: 0.00018
Spread %: 0.300501
Mid price: 0.0599
Last price: 0.05994
Mark price: -
Index price: -

Order Book

Bid depth 5: 44691
Ask depth 5: 248080
Bid depth 10: 106633
Ask depth 10: 264734
Bid depth 20: 407915
Ask depth 20: 842001
Imbalance 5: -0.694703
Imbalance 10: -0.425727
Imbalance 20: -0.347292
Top bid size: 644
Top ask size: 248
Bid wall score: 0.001579
Ask wall score: 0.000295

Dynamics

Bid depth 5 delta: 18283
Ask depth 5 delta: 44584
Imbalance 5 delta: 0.075566
Bid depth 10 delta: 2821
Ask depth 10 delta: 30524
Imbalance 10 delta: -0.039959
Spread delta: -0.00001
Mid price delta: 0.000015
Wall shift score: 0.002289

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: 0.05985
Mid median: 0.059845
Price deviation %: 0.083542
Spread %: 0.108605

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: 5943
Order book timestamp: 2026-09-22 10:15:28.182000+02:00
Ticker timestamp: 2026-09-22 10:15:29.274000+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	-0.041736	-0.041736	-0.041736	0.041736	0.041736	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041736	0.041736	0.041736	0.041736	-0.041736	0.041736	yes
30s	flat	-0.041736	-0.041736	-0.041736	0.041736	0.041736	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041736	0.041736	0.041736	0.041736	-0.041736	0.041736	yes
60s	flat	-0.041736	-0.041736	-0.041736	0.041736	0.041736	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041736	0.041736	0.041736	0.041736	-0.041736	0.041736	yes

Price

Best bid: 0.05977
Best ask: 0.05987
Spread: 0.0001
Spread %: 0.167168
Mid price: 0.05982
Last price: 0.05986
Mark price: 0.05975
Index price: 0.059725

Order Book

Bid depth 5: 149
Ask depth 5: 133
Bid depth 10: 272
Ask depth 10: 309
Bid depth 20: 528
Ask depth 20: 723
Imbalance 5: 0.056738
Imbalance 10: -0.063683
Imbalance 20: -0.155875
Top bid size: 36
Top ask size: 7
Bid wall score: 0.068182
Ask wall score: 0.009682

Dynamics

Bid depth 5 delta: 6
Ask depth 5 delta: 36
Imbalance 5 delta: -0.134929
Bid depth 10 delta: 8
Ask depth 10 delta: 59
Imbalance 10 delta: -0.090921
Spread delta: 0
Mid price delta: 0.00004
Wall shift score: 0.004479

Tape

Buy volume: 274
Sell volume: 128
Buy/sell delta: 146
Buy/sell ratio: 2.140625
Avg trade size: 4.02
Large trade count: 2
Largest trade size: 34

Candle

Return 1: 0.050142
Return 3: 0.335233
Volume 1: 29
Volume avg 5: 98
Momentum 5: -0.249958

Cross Exchange

Mid avg: 0.05983667
Mid median: 0.059845
Price deviation %: -0.027854
Spread %: 0.175478

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15365300
Quote volume 24h: 916676
Price change 24h %: 2.48

Quality

Capture latency ms: 11280
Order book timestamp: 2026-09-22 10:15:17+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.917000+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	-0.058509	-0.058509	-0.058509	0.058509	0.058509	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058509	0.058509	0.058509	0.058509	-0.058509	0.058509	yes
30s	short	-0.058509	-0.058509	-0.058509	0.058509	0.058509	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058509	0.058509	0.058509	0.058509	-0.058509	0.058509	yes
60s	short	-0.058509	-0.058509	-0.058509	0.058509	0.058509	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058509	0.058509	0.058509	0.058509	-0.058509	0.058509	yes

Price

Best bid: 0.05984
Best ask: 0.05985
Spread: 0.00001
Spread %: 0.01671
Mid price: 0.059845
Last price: 0.05985
Mark price: -
Index price: -

Order Book

Bid depth 5: 9884
Ask depth 5: 8859
Bid depth 10: 58684
Ask depth 10: 55454
Bid depth 20: 112281
Ask depth 20: 171518
Imbalance 5: 0.054687
Imbalance 10: 0.028299
Imbalance 20: -0.208729
Top bid size: 160
Top ask size: 148
Bid wall score: 0.001425
Ask wall score: 0.000863

Dynamics

Bid depth 5 delta: 4658
Ask depth 5 delta: 3211
Imbalance 5 delta: 0.093495
Bid depth 10 delta: 4482
Ask depth 10 delta: 12833
Imbalance 10 delta: -0.091311
Spread delta: 0
Mid price delta: -0.00005
Wall shift score: 0.001489

Tape

Buy volume: 96302
Sell volume: 135318
Buy/sell delta: -39016
Buy/sell ratio: 0.711672
Avg trade size: 2316.2
Large trade count: 6
Largest trade size: 33561

Candle

Return 1: 0
Return 3: 0.066878
Volume 1: 0
Volume avg 5: 56379
Momentum 5: -0.316456

Cross Exchange

Mid avg: 0.05985333
Mid median: 0.059885
Price deviation %: -0.013923
Spread %: 0.192136

Funding / OI / Volume

Funding rate: 0.00031173
Funding delta: -0.00000343
Funding abs: 0.00031173
Funding pressure: 0.00031516
Open interest: 73519897
Volume 24h: 93961202
Quote volume 24h: 5629551.26527
Price change 24h %: 2.325

Quality

Capture latency ms: 7446
Order book timestamp: 2026-09-22 10:15:05.020000+02:00
Ticker timestamp: 2026-09-22 10:15:04.077000+02:00
Trades timestamp: 2026-09-22 10:15:06.010000+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	0.041775	0.041775	0.041775	0.041775	0.041775	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.041775	0.041775	0.041775	0.041775	0.041775	-0.041775	yes
30s	flat	0.041775	0.041775	0.041775	0.041775	0.041775	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.041775	0.041775	0.041775	0.041775	0.041775	-0.041775	yes
60s	flat	0.041775	0.041775	0.041775	0.041775	0.041775	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.041775	0.041775	0.041775	0.041775	0.041775	-0.041775	yes

Price

Best bid: 0.05979
Best ask: 0.05998
Spread: 0.00019
Spread %: 0.317275
Mid price: 0.059885
Last price: 0.05994
Mark price: -
Index price: -

Order Book

Bid depth 5: 26408
Ask depth 5: 203496
Bid depth 10: 103812
Ask depth 10: 234210
Bid depth 20: 343716
Ask depth 20: 847721
Imbalance 5: -0.770269
Imbalance 10: -0.385768
Imbalance 20: -0.423023
Top bid size: 320
Top ask size: 1641
Bid wall score: 0.000931
Ask wall score: 0.001936

Dynamics

Bid depth 5 delta: 719
Ask depth 5 delta: 100749
Imbalance 5 delta: -0.170297
Bid depth 10 delta: -42216
Ask depth 10 delta: 31640
Imbalance 10 delta: -0.223569
Spread delta: 0.00002
Mid price delta: 0.00002
Wall shift score: 0.002288

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

Cross Exchange

Mid avg: 0.05984667
Mid median: 0.059865
Price deviation %: 0.064053
Spread %: 0.192158

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202350
Volume 24h: 295672
Quote volume 24h: 295672
Price change 24h %: -1.007432

Quality

Capture latency ms: 6251
Order book timestamp: 2026-09-22 10:14:57.882000+02:00
Ticker timestamp: 2026-09-22 10:14:58.333000+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	0.025048	0.025048	0.025048	0.025048	0.025048	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025048	0.025048	0.025048	0.025048	0.025048	-0.025048	yes
30s	flat	0.025048	0.025048	0.025048	0.025048	0.025048	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025048	0.025048	0.025048	0.025048	0.025048	-0.025048	yes
60s	flat	0.025048	0.025048	0.025048	0.025048	0.025048	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025048	0.025048	0.025048	0.025048	0.025048	-0.025048	yes

Price

Best bid: 0.05973
Best ask: 0.05983
Spread: 0.0001
Spread %: 0.16728
Mid price: 0.05978
Last price: 0.05978
Mark price: 0.05971
Index price: 0.05969

Order Book

Bid depth 5: 143
Ask depth 5: 97
Bid depth 10: 264
Ask depth 10: 250
Bid depth 20: 520
Ask depth 20: 704
Imbalance 5: 0.191667
Imbalance 10: 0.027237
Imbalance 20: -0.150327
Top bid size: 34
Top ask size: 8
Bid wall score: 0.065385
Ask wall score: 0.011364

Dynamics

Bid depth 5 delta: 14
Ask depth 5 delta: -61
Imbalance 5 delta: 0.292712
Bid depth 10 delta: 41
Ask depth 10 delta: -145
Imbalance 10 delta: 0.305555
Spread delta: -0.00002
Mid price delta: 0
Wall shift score: 0.055305

Tape

Buy volume: 226
Sell volume: 139
Buy/sell delta: 87
Buy/sell ratio: 1.625899
Avg trade size: 3.65
Large trade count: 1
Largest trade size: 14

Candle

Return 1: -0.050159
Return 3: -0.266934
Volume 1: 77
Volume avg 5: 95.8
Momentum 5: -0.433045

Cross Exchange

Mid avg: 0.05984667
Mid median: 0.059865
Price deviation %: -0.111396
Spread %: 0.192158

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15353300
Quote volume 24h: 915958
Price change 24h %: 2.22

Quality

Capture latency ms: 11861
Order book timestamp: 2026-09-22 10:14:46+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.885000+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	0.066912	0.066912	0.066912	0.066912	0.066912	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.066912	0.066912	0.066912	0.066912	0.066912	-0.066912	yes
30s	long	0.066912	0.066912	0.066912	0.066912	0.066912	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.066912	0.066912	0.066912	0.066912	0.066912	-0.066912	yes
60s	long	0.066912	0.066912	0.066912	0.066912	0.066912	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.066912	0.066912	0.066912	0.066912	0.066912	-0.066912	yes

Price

Best bid: 0.05989
Best ask: 0.0599
Spread: 0.00001
Spread %: 0.016696
Mid price: 0.059895
Last price: 0.05985
Mark price: -
Index price: -

Order Book

Bid depth 5: 5226
Ask depth 5: 5648
Bid depth 10: 54202
Ask depth 10: 42621
Bid depth 20: 258685
Ask depth 20: 158071
Imbalance 5: -0.038808
Imbalance 10: 0.11961
Imbalance 20: 0.241422
Top bid size: 320
Top ask size: 342
Bid wall score: 0.001237
Ask wall score: 0.002164

Dynamics

Bid depth 5 delta: -7856
Ask depth 5 delta: -7895
Imbalance 5 delta: -0.021494
Bid depth 10 delta: 26245
Ask depth 10 delta: -11957
Imbalance 10 delta: 0.442152
Spread delta: 0
Mid price delta: 0.00007
Wall shift score: -0.0014

Tape

Buy volume: 84949
Sell volume: 115306
Buy/sell delta: -30357
Buy/sell ratio: 0.736727
Avg trade size: 2002.55
Large trade count: 7
Largest trade size: 33561

Candle

Return 1: 0.05015
Return 3: -0.283239
Volume 1: 10005
Volume avg 5: 56787.4
Momentum 5: -0.399401

Cross Exchange

Mid avg: 0.05982333
Mid median: 0.059825
Price deviation %: 0.119797
Spread %: 0.142085

Funding / OI / Volume

Funding rate: 0.00031516
Funding delta: -0.00000664
Funding abs: 0.00031516
Funding pressure: 0.0003218
Open interest: 73558443
Volume 24h: 93911353
Quote volume 24h: 5626547.93549
Price change 24h %: 2.325

Quality

Capture latency ms: 7058
Order book timestamp: 2026-09-22 10:14:33.365000+02:00
Ticker timestamp: 2026-09-22 10:14:26.542000+02:00
Trades timestamp: 2026-09-22 10:14:26.542000+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	-0.083479	-0.083479	-0.083479	0.083479	0.083479	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.083479	0.083479	0.083479	0.083479	-0.083479	0.083479	yes
30s	short	-0.083479	-0.083479	-0.083479	0.083479	0.083479	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.083479	0.083479	0.083479	0.083479	-0.083479	0.083479	yes
60s	short	-0.083479	-0.083479	-0.083479	0.083479	0.083479	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.083479	0.083479	0.083479	0.083479	-0.083479	0.083479	yes

Price

Best bid: 0.05978
Best ask: 0.05995
Spread: 0.00017
Spread %: 0.283972
Mid price: 0.059865
Last price: 0.05994
Mark price: -
Index price: -

Order Book

Bid depth 5: 25689
Ask depth 5: 102747
Bid depth 10: 146028
Ask depth 10: 202570
Bid depth 20: 363860
Ask depth 20: 826894
Imbalance 5: -0.599972
Imbalance 10: -0.162198
Imbalance 20: -0.388858
Top bid size: 447
Top ask size: 3739
Bid wall score: 0.001228
Ask wall score: 0.004522

Dynamics

Bid depth 5 delta: -13446
Ask depth 5 delta: -68798
Imbalance 5 delta: 0.028517
Bid depth 10 delta: -74822
Ask depth 10 delta: -3691
Imbalance 10 delta: -0.196356
Spread delta: -0.00002
Mid price delta: 0.00005
Wall shift score: 0.003611

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

Cross Exchange

Mid avg: 0.05980667
Mid median: 0.059815
Price deviation %: 0.097537
Spread %: 0.075242

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202350
Volume 24h: 295672
Quote volume 24h: 295672
Price change 24h %: -1.007432

Quality

Capture latency ms: 7665
Order book timestamp: 2026-09-22 10:14:24.782000+02:00
Ticker timestamp: 2026-09-22 10:14:26.005000+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	0.033409	0.033409	0.033409	0.033409	0.033409	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033409	0.033409	0.033409	0.033409	0.033409	-0.033409	yes
30s	flat	0.033409	0.033409	0.033409	0.033409	0.033409	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033409	0.033409	0.033409	0.033409	0.033409	-0.033409	yes
60s	flat	0.033409	0.033409	0.033409	0.033409	0.033409	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033409	0.033409	0.033409	0.033409	0.033409	-0.033409	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.