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 29 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:12:16.752100+02:00	binance	VELVET/USDT:USDT	0.05995	80	6358 ms	10s short -0.050042 30s short -0.050042 60s short -0.050042	advanced ready
2026-09-22 10:12:09.966030+02:00	htx	VELVET/USDT:USDT	0.06004	80	6051 ms	10s flat -0.041639 30s flat -0.041639 60s flat -0.041639	advanced ready
2026-09-22 10:11:57.964679+02:00	gate	VELVET/USDT:USDT	0.059945	68	11580 ms	10s short -0.058387 30s short -0.058387 60s short -0.058387	advanced ready
2026-09-22 10:11:46.229969+02:00	binance	VELVET/USDT:USDT	0.060075	80	7330 ms	10s short -0.208073 30s short -0.208073 60s short -0.208073	advanced ready
2026-09-22 10:11:38.004596+02:00	htx	VELVET/USDT:USDT	0.0601	80	7698 ms	10s short -0.099834 30s short -0.099834 60s short -0.099834	advanced ready
2026-09-22 10:11:24.305955+02:00	gate	VELVET/USDT:USDT	0.05999	68	11480 ms	10s short -0.075013 30s short -0.075013 60s short -0.075013	advanced ready
2026-09-22 10:11:12.650036+02:00	binance	VELVET/USDT:USDT	0.060035	80	7930 ms	10s long 0.066628 30s long 0.066628 60s long 0.066628	advanced ready
2026-09-22 10:11:03.850817+02:00	htx	VELVET/USDT:USDT	0.060065	80	6778 ms	10s long 0.05827 30s long 0.05827 60s long 0.05827	advanced ready
2026-09-22 10:10:50.752320+02:00	gate	VELVET/USDT:USDT	0.05996	68	11360 ms	10s long 0.050033 30s long 0.050033 60s long 0.050033	advanced ready
2026-09-22 10:10:39.251808+02:00	binance	VELVET/USDT:USDT	0.06003	80	6555 ms	10s flat 0.008329 30s flat 0.008329 60s flat 0.008329	advanced ready

Price

Best bid: 0.05994
Best ask: 0.05996
Spread: 0.00002
Spread %: 0.033361
Mid price: 0.05995
Last price: 0.05997
Mark price: -
Index price: -

Order Book

Bid depth 5: 4997
Ask depth 5: 7428
Bid depth 10: 46287
Ask depth 10: 39775
Bid depth 20: 271876
Ask depth 20: 185822
Imbalance 5: -0.195654
Imbalance 10: 0.075666
Imbalance 20: 0.188015
Top bid size: 1060
Top ask size: 2608
Bid wall score: 0.003899
Ask wall score: 0.014035

Dynamics

Bid depth 5 delta: 1505
Ask depth 5 delta: 116
Imbalance 5 delta: 0.157919
Bid depth 10 delta: 27625
Ask depth 10 delta: -33059
Imbalance 10 delta: 0.667736
Spread delta: 0.00001
Mid price delta: -0.000125
Wall shift score: -0.005259

Tape

Buy volume: 36821
Sell volume: 41038
Buy/sell delta: -4217
Buy/sell ratio: 0.897242
Avg trade size: 778.59
Large trade count: 9
Largest trade size: 9447

Candle

Return 1: -0.099967
Return 3: -0.216342
Volume 1: 1400
Volume avg 5: 82723.8
Momentum 5: -0.36557

Cross Exchange

Mid avg: 0.06002
Mid median: 0.06004
Price deviation %: -0.116628
Spread %: 0.216594

Funding / OI / Volume

Funding rate: 0.00032528
Funding delta: 0
Funding abs: 0.00032528
Funding pressure: 0.00032528
Open interest: 73599970
Volume 24h: 94686459
Quote volume 24h: 5671600.60047
Price change 24h %: 2.181

Quality

Capture latency ms: 6358
Order book timestamp: 2026-09-22 10:12:14.465000+02:00
Ticker timestamp: 2026-09-22 10:12:07.699000+02:00
Trades timestamp: 2026-09-22 10:12:15.177000+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	-0.050042	-0.050042	-0.050042	0.050042	0.050042	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050042	0.050042	0.050042	0.050042	-0.050042	0.050042	yes
30s	short	-0.050042	-0.050042	-0.050042	0.050042	0.050042	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050042	0.050042	0.050042	0.050042	-0.050042	0.050042	yes
60s	short	-0.050042	-0.050042	-0.050042	0.050042	0.050042	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050042	0.050042	0.050042	0.050042	-0.050042	0.050042	yes

Price

Best bid: 0.05997
Best ask: 0.06011
Spread: 0.00014
Spread %: 0.233178
Mid price: 0.06004
Last price: 0.06008
Mark price: -
Index price: -

Order Book

Bid depth 5: 20273
Ask depth 5: 111288
Bid depth 10: 149875
Ask depth 10: 201315
Bid depth 20: 425379
Ask depth 20: 531579
Imbalance 5: -0.691808
Imbalance 10: -0.146473
Imbalance 20: -0.110977
Top bid size: 160
Top ask size: 320
Bid wall score: 0.000376
Ask wall score: 0.000602

Dynamics

Bid depth 5 delta: -13330
Ask depth 5 delta: -78525
Imbalance 5 delta: 0.007381
Bid depth 10 delta: -85638
Ask depth 10 delta: -49595
Imbalance 10 delta: -0.11482
Spread delta: -0.00004
Mid price delta: -0.00006
Wall shift score: -0.000004

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: 0.06004
Mid median: 0.060075
Price deviation %: 0
Spread %: 0.258161

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: 6051
Order book timestamp: 2026-09-22 10:12:07.782000+02:00
Ticker timestamp: 2026-09-22 10:12:08.231000+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	flat	-0.041639	-0.041639	-0.041639	0.041639	0.041639	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041639	0.041639	0.041639	0.041639	-0.041639	0.041639	yes
30s	flat	-0.041639	-0.041639	-0.041639	0.041639	0.041639	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041639	0.041639	0.041639	0.041639	-0.041639	0.041639	yes
60s	flat	-0.041639	-0.041639	-0.041639	0.041639	0.041639	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041639	0.041639	0.041639	0.041639	-0.041639	0.041639	yes

Price

Best bid: 0.05989
Best ask: 0.06
Spread: 0.00011
Spread %: 0.183502
Mid price: 0.059945
Last price: 0.05996
Mark price: 0.05996
Index price: 0.05992

Order Book

Bid depth 5: 127
Ask depth 5: 152
Bid depth 10: 243
Ask depth 10: 289
Bid depth 20: 454
Ask depth 20: 625
Imbalance 5: -0.089606
Imbalance 10: -0.086466
Imbalance 20: -0.15848
Top bid size: 6
Top ask size: 32
Bid wall score: 0.013216
Ask wall score: 0.0512

Dynamics

Bid depth 5 delta: 14
Ask depth 5 delta: 3
Imbalance 5 delta: 0.047799
Bid depth 10 delta: 0
Ask depth 10 delta: 4
Imbalance 10 delta: -0.006921
Spread delta: 0.00001
Mid price delta: -0.000045
Wall shift score: 0.005334

Tape

Buy volume: 157
Sell volume: 140
Buy/sell delta: 17
Buy/sell ratio: 1.121429
Avg trade size: 2.97
Large trade count: 1
Largest trade size: 9

Candle

Return 1: -0.033328
Return 3: 0.066722
Volume 1: 64
Volume avg 5: 102
Momentum 5: -0.11655

Cross Exchange

Mid avg: 0.060055
Mid median: 0.060075
Price deviation %: -0.183165
Spread %: 0.183165

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15323500
Quote volume 24h: 914176
Price change 24h %: 2.3

Quality

Capture latency ms: 11580
Order book timestamp: 2026-09-22 10:11:56+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.717000+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	-0.058387	-0.058387	-0.058387	0.058387	0.058387	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058387	0.058387	0.058387	0.058387	-0.058387	0.058387	yes
30s	short	-0.058387	-0.058387	-0.058387	0.058387	0.058387	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058387	0.058387	0.058387	0.058387	-0.058387	0.058387	yes
60s	short	-0.058387	-0.058387	-0.058387	0.058387	0.058387	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058387	0.058387	0.058387	0.058387	-0.058387	0.058387	yes

Price

Best bid: 0.06007
Best ask: 0.06008
Spread: 0.00001
Spread %: 0.016646
Mid price: 0.060075
Last price: 0.06008
Mark price: -
Index price: -

Order Book

Bid depth 5: 3492
Ask depth 5: 7312
Bid depth 10: 18662
Ask depth 10: 72834
Bid depth 20: 225561
Ask depth 20: 182218
Imbalance 5: -0.353573
Imbalance 10: -0.59207
Imbalance 20: 0.10629
Top bid size: 248
Top ask size: 1089
Bid wall score: 0.001099
Ask wall score: 0.005976

Dynamics

Bid depth 5 delta: -5346
Ask depth 5 delta: 140
Imbalance 5 delta: -0.457633
Bid depth 10 delta: -38716
Ask depth 10 delta: -5803
Imbalance 10 delta: -0.435771
Spread delta: 0
Mid price delta: 0.00004
Wall shift score: -0.010631

Tape

Buy volume: 47893
Sell volume: 37004
Buy/sell delta: 10889
Buy/sell ratio: 1.294265
Avg trade size: 848.97
Large trade count: 9
Largest trade size: 9447

Candle

Return 1: 0.066622
Return 3: 0.116647
Volume 1: 4347
Volume avg 5: 85747.8
Momentum 5: 0.016647

Cross Exchange

Mid avg: 0.06004167
Mid median: 0.060035
Price deviation %: 0.055517
Spread %: 0.183206

Funding / OI / Volume

Funding rate: 0.00032528
Funding delta: 0
Funding abs: 0.00032528
Funding pressure: 0.00032528
Open interest: 73602705
Volume 24h: 94629949
Quote volume 24h: 5668241.56684
Price change 24h %: 2.351

Quality

Capture latency ms: 7330
Order book timestamp: 2026-09-22 10:11:44.076000+02:00
Ticker timestamp: 2026-09-22 10:11:38.622000+02:00
Trades timestamp: 2026-09-22 10:11:38.622000+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	-0.208073	-0.208073	-0.208073	0.208073	0.208073	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.208073	0.208073	0.208073	0.208073	-0.208073	0.208073	yes
30s	short	-0.208073	-0.208073	-0.208073	0.208073	0.208073	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.208073	0.208073	0.208073	0.208073	-0.208073	0.208073	yes
60s	short	-0.208073	-0.208073	-0.208073	0.208073	0.208073	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.208073	0.208073	0.208073	0.208073	-0.208073	0.208073	yes

Price

Best bid: 0.06001
Best ask: 0.06019
Spread: 0.00018
Spread %: 0.299501
Mid price: 0.0601
Last price: 0.06008
Mark price: -
Index price: -

Order Book

Bid depth 5: 33603
Ask depth 5: 189813
Bid depth 10: 235513
Ask depth 10: 250910
Bid depth 20: 432607
Ask depth 20: 788944
Imbalance 5: -0.699189
Imbalance 10: -0.031654
Imbalance 20: -0.291709
Top bid size: 1023
Top ask size: 2041
Bid wall score: 0.002365
Ask wall score: 0.002587

Dynamics

Bid depth 5 delta: -15606
Ask depth 5 delta: 42027
Imbalance 5 delta: -0.198785
Bid depth 10 delta: 135390
Ask depth 10 delta: 32584
Imbalance 10 delta: 0.33953
Spread delta: 0.00001
Mid price delta: 0.000035
Wall shift score: 0.000292

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: 0.06003
Mid median: 0.060035
Price deviation %: 0.116608
Spread %: 0.124938

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202348
Volume 24h: 295760
Quote volume 24h: 295760
Price change 24h %: -0.776218

Quality

Capture latency ms: 7698
Order book timestamp: 2026-09-22 10:11:35.682000+02:00
Ticker timestamp: 2026-09-22 10:11:36.284000+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	-0.099834	-0.099834	-0.099834	0.099834	0.099834	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.099834	0.099834	0.099834	0.099834	-0.099834	0.099834	yes
30s	short	-0.099834	-0.099834	-0.099834	0.099834	0.099834	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.099834	0.099834	0.099834	0.099834	-0.099834	0.099834	yes
60s	short	-0.099834	-0.099834	-0.099834	0.099834	0.099834	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.099834	0.099834	0.099834	0.099834	-0.099834	0.099834	yes

Price

Best bid: 0.05994
Best ask: 0.06004
Spread: 0.0001
Spread %: 0.166694
Mid price: 0.05999
Last price: 0.06003
Mark price: 0.06003
Index price: 0.059955

Order Book

Bid depth 5: 113
Ask depth 5: 149
Bid depth 10: 243
Ask depth 10: 285
Bid depth 20: 451
Ask depth 20: 606
Imbalance 5: -0.137405
Imbalance 10: -0.079545
Imbalance 20: -0.146641
Top bid size: 8
Top ask size: 37
Bid wall score: 0.017738
Ask wall score: 0.061056

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 23
Imbalance 5 delta: -0.087405
Bid depth 10 delta: 14
Ask depth 10 delta: 30
Imbalance 10 delta: -0.025826
Spread delta: -0.00002
Mid price delta: 0.00003
Wall shift score: -0.009008

Tape

Buy volume: 143
Sell volume: 180
Buy/sell delta: -37
Buy/sell ratio: 0.794444
Avg trade size: 3.23
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0.033328
Return 3: 0.133445
Volume 1: 19
Volume avg 5: 93
Momentum 5: -0.04995

Cross Exchange

Mid avg: 0.06002
Mid median: 0.060035
Price deviation %: -0.049983
Spread %: 0.174942

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15318100
Quote volume 24h: 913852
Price change 24h %: 2.42

Quality

Capture latency ms: 11480
Order book timestamp: 2026-09-22 10:11:23+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.679000+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	-0.075013	-0.075013	-0.075013	0.075013	0.075013	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.075013	0.075013	0.075013	0.075013	-0.075013	0.075013	yes
30s	short	-0.075013	-0.075013	-0.075013	0.075013	0.075013	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.075013	0.075013	0.075013	0.075013	-0.075013	0.075013	yes
60s	short	-0.075013	-0.075013	-0.075013	0.075013	0.075013	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.075013	0.075013	0.075013	0.075013	-0.075013	0.075013	yes

Price

Best bid: 0.06003
Best ask: 0.06004
Spread: 0.00001
Spread %: 0.016657
Mid price: 0.060035
Last price: 0.06004
Mark price: -
Index price: -

Order Book

Bid depth 5: 8838
Ask depth 5: 7172
Bid depth 10: 57378
Ask depth 10: 78637
Bid depth 20: 144962
Ask depth 20: 196187
Imbalance 5: 0.10406
Imbalance 10: -0.156299
Imbalance 20: -0.150154
Top bid size: 1460
Top ask size: 847
Bid wall score: 0.010072
Ask wall score: 0.004317

Dynamics

Bid depth 5 delta: 1212
Ask depth 5 delta: 132
Imbalance 5 delta: 0.064104
Bid depth 10 delta: -7632
Ask depth 10 delta: -20990
Imbalance 10 delta: 0.053964
Spread delta: -0.00001
Mid price delta: 0.000005
Wall shift score: 0.005577

Tape

Buy volume: 91715
Sell volume: 87236
Buy/sell delta: 4479
Buy/sell ratio: 1.051343
Avg trade size: 1789.51
Large trade count: 5
Largest trade size: 48992

Candle

Return 1: 0
Return 3: 0.049992
Volume 1: 142
Volume avg 5: 84906.8
Momentum 5: -0.049942

Cross Exchange

Mid avg: 0.06001833
Mid median: 0.06003
Price deviation %: 0.027769
Spread %: 0.174947

Funding / OI / Volume

Funding rate: 0.00032528
Funding delta: -0.00000311
Funding abs: 0.00032528
Funding pressure: 0.00032839
Open interest: 73602993
Volume 24h: 94683073
Quote volume 24h: 5671380.00998
Price change 24h %: 2.318

Quality

Capture latency ms: 7930
Order book timestamp: 2026-09-22 10:11:09.981000+02:00
Ticker timestamp: 2026-09-22 10:10:39.287000+02:00
Trades timestamp: 2026-09-22 10:11:09.807000+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	0.066628	0.066628	0.066628	0.066628	0.066628	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.066628	0.066628	0.066628	0.066628	0.066628	-0.066628	yes
30s	long	0.066628	0.066628	0.066628	0.066628	0.066628	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.066628	0.066628	0.066628	0.066628	0.066628	-0.066628	yes
60s	long	0.066628	0.066628	0.066628	0.066628	0.066628	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.066628	0.066628	0.066628	0.066628	0.066628	-0.066628	yes

Price

Best bid: 0.05998
Best ask: 0.06015
Spread: 0.00017
Spread %: 0.283027
Mid price: 0.060065
Last price: 0.06008
Mark price: -
Index price: -

Order Book

Bid depth 5: 49209
Ask depth 5: 147786
Bid depth 10: 100123
Ask depth 10: 218326
Bid depth 20: 429091
Ask depth 20: 835527
Imbalance 5: -0.500404
Imbalance 10: -0.371183
Imbalance 20: -0.32139
Top bid size: 643
Top ask size: 1682
Bid wall score: 0.001499
Ask wall score: 0.002013

Dynamics

Bid depth 5 delta: 5666
Ask depth 5 delta: -18670
Imbalance 5 delta: 0.084899
Bid depth 10 delta: -80131
Ask depth 10 delta: 12906
Imbalance 10 delta: -0.305931
Spread delta: -0.00001
Mid price delta: 0.000065
Wall shift score: 0.001235

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: 0.05999667
Mid median: 0.06
Price deviation %: 0.113895
Spread %: 0.116673

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202348
Volume 24h: 295760
Quote volume 24h: 295760
Price change 24h %: -0.776218

Quality

Capture latency ms: 6778
Order book timestamp: 2026-09-22 10:11:00.082000+02:00
Ticker timestamp: 2026-09-22 10:11:00.752000+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	long	0.05827	0.05827	0.05827	0.05827	0.05827	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05827	0.05827	0.05827	0.05827	0.05827	-0.05827	yes
30s	long	0.05827	0.05827	0.05827	0.05827	0.05827	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05827	0.05827	0.05827	0.05827	0.05827	-0.05827	yes
60s	long	0.05827	0.05827	0.05827	0.05827	0.05827	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.05827	0.05827	0.05827	0.05827	0.05827	-0.05827	yes

Price

Best bid: 0.0599
Best ask: 0.06002
Spread: 0.00012
Spread %: 0.200133
Mid price: 0.05996
Last price: 0.06001
Mark price: 0.05996
Index price: 0.05994

Order Book

Bid depth 5: 114
Ask depth 5: 126
Bid depth 10: 229
Ask depth 10: 255
Bid depth 20: 445
Ask depth 20: 612
Imbalance 5: -0.05
Imbalance 10: -0.053719
Imbalance 20: -0.157994
Top bid size: 8
Top ask size: 32
Bid wall score: 0.017978
Ask wall score: 0.052288

Dynamics

Bid depth 5 delta: 29
Ask depth 5 delta: -10
Imbalance 5 delta: 0.180769
Bid depth 10 delta: 23
Ask depth 10 delta: 14
Imbalance 10 delta: 0.024581
Spread delta: 0.00002
Mid price delta: -0.00001
Wall shift score: 0.006869

Tape

Buy volume: 135
Sell volume: 190
Buy/sell delta: -55
Buy/sell ratio: 0.710526
Avg trade size: 3.25
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.049967
Return 3: -0.232751
Volume 1: 82
Volume avg 5: 110.2
Momentum 5: 0.050017

Cross Exchange

Mid avg: 0.06
Mid median: 0.06
Price deviation %: -0.066667
Spread %: 0.1

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15314500
Quote volume 24h: 913636
Price change 24h %: 2.3

Quality

Capture latency ms: 11360
Order book timestamp: 2026-09-22 10:10:49+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.647000+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	0.050033	0.050033	0.050033	0.050033	0.050033	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050033	0.050033	0.050033	0.050033	0.050033	-0.050033	yes
30s	long	0.050033	0.050033	0.050033	0.050033	0.050033	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050033	0.050033	0.050033	0.050033	0.050033	-0.050033	yes
60s	long	0.050033	0.050033	0.050033	0.050033	0.050033	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050033	0.050033	0.050033	0.050033	0.050033	-0.050033	yes

Price

Best bid: 0.06002
Best ask: 0.06004
Spread: 0.00002
Spread %: 0.033317
Mid price: 0.06003
Last price: 0.05993
Mark price: -
Index price: -

Order Book

Bid depth 5: 7626
Ask depth 5: 7040
Bid depth 10: 65010
Ask depth 10: 99627
Bid depth 20: 166278
Ask depth 20: 203714
Imbalance 5: 0.039956
Imbalance 10: -0.210263
Imbalance 20: -0.101181
Top bid size: 160
Top ask size: 160
Bid wall score: 0.000962
Ask wall score: 0.000785

Dynamics

Bid depth 5 delta: 1342
Ask depth 5 delta: 804
Imbalance 5 delta: 0.036122
Bid depth 10 delta: 43070
Ask depth 10 delta: 45500
Imbalance 10 delta: 0.212878
Spread delta: 0.00001
Mid price delta: -0.000055
Wall shift score: 0.00145

Tape

Buy volume: 91355
Sell volume: 90295
Buy/sell delta: 1060
Buy/sell ratio: 1.011739
Avg trade size: 1816.5
Large trade count: 5
Largest trade size: 48992

Candle

Return 1: -0.149775
Return 3: -0.299103
Volume 1: 50416
Volume avg 5: 102761
Momentum 5: -0.049975

Cross Exchange

Mid avg: 0.06001833
Mid median: 0.06
Price deviation %: 0.019439
Spread %: 0.191608

Funding / OI / Volume

Funding rate: 0.00032839
Funding delta: 0
Funding abs: 0.00032839
Funding pressure: 0.00032839
Open interest: 73593024
Volume 24h: 94663120
Quote volume 24h: 5670182.32537
Price change 24h %: 2.13

Quality

Capture latency ms: 6555
Order book timestamp: 2026-09-22 10:10:37.064000+02:00
Ticker timestamp: 2026-09-22 10:10:33.150000+02:00
Trades timestamp: 2026-09-22 10:10:36.683000+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	0.008329	0.008329	0.008329	0.008329	0.008329	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008329	0.008329	0.008329	0.008329	0.008329	-0.008329	yes
30s	flat	0.008329	0.008329	0.008329	0.008329	0.008329	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008329	0.008329	0.008329	0.008329	0.008329	-0.008329	yes
60s	flat	0.008329	0.008329	0.008329	0.008329	0.008329	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008329	0.008329	0.008329	0.008329	0.008329	-0.008329	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.