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 28 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:14:14.266323+02:00	gate	VELVET/USDT:USDT	0.05978	68	23742 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:13:50.347358+02:00	binance	VELVET/USDT:USDT	0.059825	80	7174 ms	10s long 0.117008 30s long 0.117008 60s long 0.117008	advanced ready
2026-09-22 10:13:42.725883+02:00	htx	VELVET/USDT:USDT	0.059815	80	6429 ms	10s long 0.083591 30s long 0.083591 60s long 0.083591	advanced ready
2026-09-22 10:13:30.301898+02:00	gate	VELVET/USDT:USDT	0.059705	68	11748 ms	10s long 0.125618 30s long 0.125618 60s long 0.125618	advanced ready
2026-09-22 10:13:18.426950+02:00	binance	VELVET/USDT:USDT	0.059735	80	6478 ms	10s long 0.150665 30s long 0.150665 60s long 0.150665	advanced ready
2026-09-22 10:13:11.548561+02:00	htx	VELVET/USDT:USDT	0.0598	80	6608 ms	10s flat 0.025084 30s flat 0.025084 60s flat 0.025084	advanced ready
2026-09-22 10:12:58.988035+02:00	gate	VELVET/USDT:USDT	0.05978	68	11404 ms	10s short -0.12546 30s short -0.12546 60s short -0.12546	advanced ready
2026-09-22 10:12:47.430244+02:00	binance	VELVET/USDT:USDT	0.05992	80	7314 ms	10s short -0.308745 30s short -0.308745 60s short -0.308745	advanced ready
2026-09-22 10:12:39.708319+02:00	htx	VELVET/USDT:USDT	0.060015	80	5702 ms	10s short -0.358244 30s short -0.358244 60s short -0.358244	advanced ready
2026-09-22 10:12:28.021005+02:00	gate	VELVET/USDT:USDT	0.05991	68	11122 ms	10s short -0.216992 30s short -0.216992 60s short -0.216992	advanced ready

Price

Best bid: 0.05972
Best ask: 0.05984
Spread: 0.00012
Spread %: 0.200736
Mid price: 0.05978
Last price: 0.05981
Mark price: 0.05971
Index price: 0.05969

Order Book

Bid depth 5: 129
Ask depth 5: 158
Bid depth 10: 223
Ask depth 10: 395
Bid depth 20: 479
Ask depth 20: 790
Imbalance 5: -0.101045
Imbalance 10: -0.278317
Imbalance 20: -0.245075
Top bid size: 20
Top ask size: 34
Bid wall score: 0.041754
Ask wall score: 0.043038

Dynamics

Bid depth 5 delta: 17
Ask depth 5 delta: 34
Imbalance 5 delta: -0.050198
Bid depth 10 delta: -32
Ask depth 10 delta: 133
Imbalance 10 delta: -0.264778
Spread delta: -0.00001
Mid price delta: 0.000075
Wall shift score: -0.050749

Tape

Buy volume: 241
Sell volume: 134
Buy/sell delta: 107
Buy/sell ratio: 1.798507
Avg trade size: 3.75
Large trade count: 1
Largest trade size: 14

Candle

Return 1: 0
Return 3: -0.216884
Volume 1: 25
Volume avg 5: 85.4
Momentum 5: -0.383078

Cross Exchange

Mid avg: 0.05978167
Mid median: 0.059815
Price deviation %: -0.002788
Spread %: 0.20073

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15350600
Quote volume 24h: 915797
Price change 24h %: 2.27

Quality

Capture latency ms: 23742
Order book timestamp: 2026-09-22 10:14:13+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.853000+01:00
Data quality score: 68
Missing fields count: 1

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

Order Book

Bid depth 5: 13082
Ask depth 5: 13543
Bid depth 10: 27957
Ask depth 10: 54578
Bid depth 20: 121507
Ask depth 20: 145656
Imbalance 5: -0.017315
Imbalance 10: -0.322542
Imbalance 20: -0.090391
Top bid size: 136
Top ask size: 94
Bid wall score: 0.001119
Ask wall score: 0.000645

Dynamics

Bid depth 5 delta: -1363
Ask depth 5 delta: 8039
Imbalance 5 delta: -0.465507
Bid depth 10 delta: -41986
Ask depth 10 delta: 15753
Imbalance 10 delta: -0.608637
Spread delta: 0
Mid price delta: 0.00009
Wall shift score: 0.003246

Tape

Buy volume: 75597
Sell volume: 115528
Buy/sell delta: -39931
Buy/sell ratio: 0.654361
Avg trade size: 1911.25
Large trade count: 6
Largest trade size: 33561

Candle

Return 1: 0.01672
Return 3: -0.366422
Volume 1: 69083
Volume avg 5: 77810.8
Momentum 5: -0.316614

Cross Exchange

Mid avg: 0.05975167
Mid median: 0.059735
Price deviation %: 0.12273
Spread %: 0.184095

Funding / OI / Volume

Funding rate: 0.0003218
Funding delta: 0
Funding abs: 0.0003218
Funding pressure: 0.0003218
Open interest: 73566612
Volume 24h: 94212659
Quote volume 24h: 5644155.85253
Price change 24h %: 2.554

Quality

Capture latency ms: 7174
Order book timestamp: 2026-09-22 10:13:48.165000+02:00
Ticker timestamp: 2026-09-22 10:13:41.239000+02:00
Trades timestamp: 2026-09-22 10:13:41.239000+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	0.117008	0.117008	0.117008	0.117008	0.117008	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.117008	0.117008	0.117008	0.117008	0.117008	-0.117008	yes
30s	long	0.117008	0.117008	0.117008	0.117008	0.117008	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.117008	0.117008	0.117008	0.117008	0.117008	-0.117008	yes
60s	long	0.117008	0.117008	0.117008	0.117008	0.117008	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.117008	0.117008	0.117008	0.117008	0.117008	-0.117008	yes

Price

Best bid: 0.05972
Best ask: 0.05991
Spread: 0.00019
Spread %: 0.317646
Mid price: 0.059815
Last price: 0.05994
Mark price: -
Index price: -

Order Book

Bid depth 5: 39135
Ask depth 5: 171545
Bid depth 10: 220850
Ask depth 10: 206261
Bid depth 20: 501265
Ask depth 20: 536375
Imbalance 5: -0.628489
Imbalance 10: 0.034157
Imbalance 20: -0.033836
Top bid size: 207
Top ask size: 3925
Bid wall score: 0.000413
Ask wall score: 0.007318

Dynamics

Bid depth 5 delta: -72958
Ask depth 5 delta: 16470
Imbalance 5 delta: -0.467609
Bid depth 10 delta: -115834
Ask depth 10 delta: -29654
Imbalance 10 delta: -0.141828
Spread delta: 0.00001
Mid price delta: 0.000015
Wall shift score: -0.010208

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: 0.05974667
Mid median: 0.059735
Price deviation %: 0.114372
Spread %: 0.159005

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202348
Volume 24h: 295672
Quote volume 24h: 295672
Price change 24h %: -1.007432

Quality

Capture latency ms: 6429
Order book timestamp: 2026-09-22 10:13:39.846000+02:00
Ticker timestamp: 2026-09-22 10:13:41.103000+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	long	0.083591	0.083591	0.083591	0.083591	0.083591	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.083591	0.083591	0.083591	0.083591	0.083591	-0.083591	yes
30s	long	0.083591	0.083591	0.083591	0.083591	0.083591	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.083591	0.083591	0.083591	0.083591	0.083591	-0.083591	yes
60s	long	0.083591	0.083591	0.083591	0.083591	0.083591	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.083591	0.083591	0.083591	0.083591	0.083591	-0.083591	yes

Price

Best bid: 0.05964
Best ask: 0.05977
Spread: 0.00013
Spread %: 0.217737
Mid price: 0.059705
Last price: 0.05969
Mark price: 0.05976
Index price: 0.059748

Order Book

Bid depth 5: 112
Ask depth 5: 124
Bid depth 10: 255
Ask depth 10: 262
Bid depth 20: 522
Ask depth 20: 702
Imbalance 5: -0.050847
Imbalance 10: -0.01354
Imbalance 20: -0.147059
Top bid size: 34
Top ask size: 11
Bid wall score: 0.065134
Ask wall score: 0.01567

Dynamics

Bid depth 5 delta: 31
Ask depth 5 delta: -13
Imbalance 5 delta: 0.206033
Bid depth 10 delta: 74
Ask depth 10 delta: -35
Imbalance 10 delta: 0.229138
Spread delta: 0.00001
Mid price delta: -0.000075
Wall shift score: 0.080648

Tape

Buy volume: 204
Sell volume: 132
Buy/sell delta: 72
Buy/sell ratio: 1.545455
Avg trade size: 3.36
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0.050285
Return 3: -0.533244
Volume 1: 33
Volume avg 5: 89
Momentum 5: -0.433695

Cross Exchange

Mid avg: 0.05977167
Mid median: 0.05978
Price deviation %: -0.111536
Spread %: 0.108747

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15341200
Quote volume 24h: 915235
Price change 24h %: 2.16

Quality

Capture latency ms: 11748
Order book timestamp: 2026-09-22 10:13:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.807000+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	0.125618	0.125618	0.125618	0.125618	0.125618	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.125618	0.125618	0.125618	0.125618	0.125618	-0.125618	yes
30s	long	0.125618	0.125618	0.125618	0.125618	0.125618	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.125618	0.125618	0.125618	0.125618	0.125618	-0.125618	yes
60s	long	0.125618	0.125618	0.125618	0.125618	0.125618	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.125618	0.125618	0.125618	0.125618	0.125618	-0.125618	yes

Price

Best bid: 0.05973
Best ask: 0.05974
Spread: 0.00001
Spread %: 0.016741
Mid price: 0.059735
Last price: 0.05977
Mark price: -
Index price: -

Order Book

Bid depth 5: 14445
Ask depth 5: 5504
Bid depth 10: 69943
Ask depth 10: 38825
Bid depth 20: 251691
Ask depth 20: 149691
Imbalance 5: 0.448193
Imbalance 10: 0.286095
Imbalance 20: 0.254122
Top bid size: 170
Top ask size: 516
Bid wall score: 0.000675
Ask wall score: 0.003447

Dynamics

Bid depth 5 delta: 5483
Ask depth 5 delta: 183
Imbalance 5 delta: 0.193274
Bid depth 10 delta: 22585
Ask depth 10 delta: -34836
Imbalance 10 delta: 0.503441
Spread delta: -0.00001
Mid price delta: -0.000185
Wall shift score: -0.003713

Tape

Buy volume: 24898
Sell volume: 113722
Buy/sell delta: -88824
Buy/sell ratio: 0.218937
Avg trade size: 1386.2
Large trade count: 8
Largest trade size: 33561

Candle

Return 1: -0.083598
Return 3: -0.466356
Volume 1: 2661
Volume avg 5: 64526.4
Momentum 5: -0.416597

Cross Exchange

Mid avg: 0.05983333
Mid median: 0.0598
Price deviation %: -0.164345
Spread %: 0.233983

Funding / OI / Volume

Funding rate: 0.0003218
Funding delta: -0.00000348
Funding abs: 0.0003218
Funding pressure: 0.00032528
Open interest: 73533352
Volume 24h: 94145851
Quote volume 24h: 5640160.72647
Price change 24h %: 2.469

Quality

Capture latency ms: 6478
Order book timestamp: 2026-09-22 10:13:16.287000+02:00
Ticker timestamp: 2026-09-22 10:13:09.662000+02:00
Trades timestamp: 2026-09-22 10:13:13.555000+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	0.150665	0.150665	0.150665	0.150665	0.150665	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.150665	0.150665	0.150665	0.150665	0.150665	-0.150665	yes
30s	long	0.150665	0.150665	0.150665	0.150665	0.150665	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.150665	0.150665	0.150665	0.150665	0.150665	-0.150665	yes
60s	long	0.150665	0.150665	0.150665	0.150665	0.150665	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.150665	0.150665	0.150665	0.150665	0.150665	-0.150665	yes

Price

Best bid: 0.05971
Best ask: 0.05989
Spread: 0.00018
Spread %: 0.301003
Mid price: 0.0598
Last price: 0.05994
Mark price: -
Index price: -

Order Book

Bid depth 5: 112093
Ask depth 5: 155075
Bid depth 10: 336684
Ask depth 10: 235915
Bid depth 20: 426623
Ask depth 20: 939576
Imbalance 5: -0.16088
Imbalance 10: 0.175985
Imbalance 20: -0.37546
Top bid size: 1721
Top ask size: 687
Bid wall score: 0.004034
Ask wall score: 0.000731

Dynamics

Bid depth 5 delta: 58432
Ask depth 5 delta: -32042
Imbalance 5 delta: 0.39339
Bid depth 10 delta: 165361
Ask depth 10 delta: 1649
Imbalance 10 delta: 0.331174
Spread delta: 0.00009
Mid price delta: -0.000215
Wall shift score: 0.006728

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: 0.059905
Mid median: 0.05992
Price deviation %: -0.175278
Spread %: 0.392288

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202348
Volume 24h: 295672
Quote volume 24h: 295672
Price change 24h %: -1.007432

Quality

Capture latency ms: 6608
Order book timestamp: 2026-09-22 10:13:09.646000+02:00
Ticker timestamp: 2026-09-22 10:13:09.999000+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	0.025084	0.025084	0.025084	0.025084	0.025084	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025084	0.025084	0.025084	0.025084	0.025084	-0.025084	yes
30s	flat	0.025084	0.025084	0.025084	0.025084	0.025084	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025084	0.025084	0.025084	0.025084	0.025084	-0.025084	yes
60s	flat	0.025084	0.025084	0.025084	0.025084	0.025084	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025084	0.025084	0.025084	0.025084	0.025084	-0.025084	yes

Price

Best bid: 0.05972
Best ask: 0.05984
Spread: 0.00012
Spread %: 0.200736
Mid price: 0.05978
Last price: 0.05977
Mark price: 0.05984
Index price: 0.059843

Order Book

Bid depth 5: 81
Ask depth 5: 137
Bid depth 10: 181
Ask depth 10: 297
Bid depth 20: 461
Ask depth 20: 724
Imbalance 5: -0.256881
Imbalance 10: -0.242678
Imbalance 20: -0.221941
Top bid size: 6
Top ask size: 32
Bid wall score: 0.013015
Ask wall score: 0.044199

Dynamics

Bid depth 5 delta: -14
Ask depth 5 delta: -39
Imbalance 5 delta: 0.042012
Bid depth 10 delta: -31
Ask depth 10 delta: -23
Imbalance 10 delta: -0.03967
Spread delta: 0.00002
Mid price delta: -0.00013
Wall shift score: -0.002919

Tape

Buy volume: 177
Sell volume: 131
Buy/sell delta: 46
Buy/sell ratio: 1.351145
Avg trade size: 3.08
Large trade count: 0
Largest trade size: 4

Candle

Return 1: -0.2002
Return 3: -0.366422
Volume 1: 84
Volume avg 5: 97.4
Momentum 5: -0.548628

Cross Exchange

Mid avg: 0.05994833
Mid median: 0.05992
Price deviation %: -0.280797
Spread %: 0.175151

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15330900
Quote volume 24h: 914619
Price change 24h %: 2.43

Quality

Capture latency ms: 11404
Order book timestamp: 2026-09-22 10:12:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.777000+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	-0.12546	-0.12546	-0.12546	0.12546	0.12546	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.12546	0.12546	0.12546	0.12546	-0.12546	0.12546	yes
30s	short	-0.12546	-0.12546	-0.12546	0.12546	0.12546	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.12546	0.12546	0.12546	0.12546	-0.12546	0.12546	yes
60s	short	-0.12546	-0.12546	-0.12546	0.12546	0.12546	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.12546	0.12546	0.12546	0.12546	-0.12546	0.12546	yes

Price

Best bid: 0.05991
Best ask: 0.05993
Spread: 0.00002
Spread %: 0.033378
Mid price: 0.05992
Last price: 0.05992
Mark price: -
Index price: -

Order Book

Bid depth 5: 8962
Ask depth 5: 5321
Bid depth 10: 47358
Ask depth 10: 73661
Bid depth 20: 272633
Ask depth 20: 222611
Imbalance 5: 0.254918
Imbalance 10: -0.217346
Imbalance 20: 0.101005
Top bid size: 1322
Top ask size: 870
Bid wall score: 0.004849
Ask wall score: 0.003908

Dynamics

Bid depth 5 delta: 3965
Ask depth 5 delta: -2107
Imbalance 5 delta: 0.450572
Bid depth 10 delta: 1071
Ask depth 10 delta: 33886
Imbalance 10 delta: -0.293012
Spread delta: 0
Mid price delta: -0.00003
Wall shift score: 0.011077

Tape

Buy volume: 32303
Sell volume: 39652
Buy/sell delta: -7349
Buy/sell ratio: 0.814663
Avg trade size: 719.55
Large trade count: 9
Largest trade size: 9447

Candle

Return 1: -0.166611
Return 3: -0.282909
Volume 1: 5247
Volume avg 5: 83493.2
Momentum 5: -0.432037

Cross Exchange

Mid avg: 0.05995833
Mid median: 0.05995
Price deviation %: -0.063933
Spread %: 0.175122

Funding / OI / Volume

Funding rate: 0.00032528
Funding delta: 0
Funding abs: 0.00032528
Funding pressure: 0.00032528
Open interest: 73599670
Volume 24h: 94690075
Quote volume 24h: 5671817.40283
Price change 24h %: 2.096

Quality

Capture latency ms: 7314
Order book timestamp: 2026-09-22 10:12:45.265000+02:00
Ticker timestamp: 2026-09-22 10:12:40.772000+02:00
Trades timestamp: 2026-09-22 10:12:42.364000+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	-0.308745	-0.308745	-0.308745	0.308745	0.308745	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.308745	0.308745	0.308745	0.308745	-0.308745	0.308745	yes
30s	short	-0.308745	-0.308745	-0.308745	0.308745	0.308745	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.308745	0.308745	0.308745	0.308745	-0.308745	0.308745	yes
60s	short	-0.308745	-0.308745	-0.308745	0.308745	0.308745	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.308745	0.308745	0.308745	0.308745	-0.308745	0.308745	yes

Price

Best bid: 0.05997
Best ask: 0.06006
Spread: 0.00009
Spread %: 0.149963
Mid price: 0.060015
Last price: 0.06008
Mark price: -
Index price: -

Order Book

Bid depth 5: 53661
Ask depth 5: 187117
Bid depth 10: 171323
Ask depth 10: 234266
Bid depth 20: 437937
Ask depth 20: 887999
Imbalance 5: -0.55427
Imbalance 10: -0.155189
Imbalance 20: -0.33943
Top bid size: 160
Top ask size: 3366
Bid wall score: 0.000365
Ask wall score: 0.003791

Dynamics

Bid depth 5 delta: 33388
Ask depth 5 delta: 75829
Imbalance 5 delta: 0.137538
Bid depth 10 delta: 21448
Ask depth 10 delta: 32951
Imbalance 10 delta: -0.008716
Spread delta: -0.00005
Mid price delta: -0.000025
Wall shift score: -0.003199

Tape

Buy volume: 5070
Sell volume: 15316
Buy/sell delta: -10246
Buy/sell ratio: 0.331026
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: 311.6
Momentum 5: -0.016642

Cross Exchange

Mid avg: 0.05996667
Mid median: 0.05995
Price deviation %: 0.0806
Spread %: 0.216787

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202348
Volume 24h: 295668
Quote volume 24h: 295668
Price change 24h %: -0.776218

Quality

Capture latency ms: 5702
Order book timestamp: 2026-09-22 10:12:36.946000+02:00
Ticker timestamp: 2026-09-22 10:12:38.188000+02:00
Trades timestamp: 2026-09-22 10:08:44.158000+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	-0.358244	-0.358244	-0.358244	0.358244	0.358244	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.358244	0.358244	0.358244	0.358244	-0.358244	0.358244	yes
30s	short	-0.358244	-0.358244	-0.358244	0.358244	0.358244	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.358244	0.358244	0.358244	0.358244	-0.358244	0.358244	yes
60s	short	-0.358244	-0.358244	-0.358244	0.358244	0.358244	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.358244	0.358244	0.358244	0.358244	-0.358244	0.358244	yes

Price

Best bid: 0.05986
Best ask: 0.05996
Spread: 0.0001
Spread %: 0.166917
Mid price: 0.05991
Last price: 0.05993
Mark price: 0.05993
Index price: 0.059908

Order Book

Bid depth 5: 95
Ask depth 5: 176
Bid depth 10: 212
Ask depth 10: 320
Bid depth 20: 431
Ask depth 20: 719
Imbalance 5: -0.298893
Imbalance 10: -0.203008
Imbalance 20: -0.250435
Top bid size: 7
Top ask size: 32
Bid wall score: 0.016241
Ask wall score: 0.044506

Dynamics

Bid depth 5 delta: -32
Ask depth 5 delta: 24
Imbalance 5 delta: -0.209287
Bid depth 10 delta: -31
Ask depth 10 delta: 31
Imbalance 10 delta: -0.116541
Spread delta: -0.00001
Mid price delta: -0.000035
Wall shift score: 0.009719

Tape

Buy volume: 162
Sell volume: 139
Buy/sell delta: 23
Buy/sell ratio: 1.165468
Avg trade size: 3.01
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.083417
Return 3: -0.249833
Volume 1: 42
Volume avg 5: 89
Momentum 5: -0.432253

Cross Exchange

Mid avg: 0.05997833
Mid median: 0.05995
Price deviation %: -0.11393
Spread %: 0.158391

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15325800
Quote volume 24h: 914314
Price change 24h %: 2.71

Quality

Capture latency ms: 11122
Order book timestamp: 2026-09-22 10:12:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.747000+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	-0.216992	-0.216992	-0.216992	0.216992	0.216992	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.216992	0.216992	0.216992	0.216992	-0.216992	0.216992	yes
30s	short	-0.216992	-0.216992	-0.216992	0.216992	0.216992	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.216992	0.216992	0.216992	0.216992	-0.216992	0.216992	yes
60s	short	-0.216992	-0.216992	-0.216992	0.216992	0.216992	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.216992	0.216992	0.216992	0.216992	-0.216992	0.216992	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.