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 3 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:58:32.446434+02:00	htx	VELVET/USDT:USDT	0.059025	80	7160 ms	10s flat -0.025413 30s flat -0.025413 60s flat -0.025413	advanced ready
2026-09-22 10:58:19.312004+02:00	gate	VELVET/USDT:USDT	0.058905	68	14258 ms	10s flat 0.033953 30s flat 0.033953 60s flat 0.033953	advanced ready
2026-09-22 10:58:04.880231+02:00	binance	VELVET/USDT:USDT	0.05901	80	6702 ms	10s short -0.110151 30s short -0.110151 60s short -0.110151	advanced ready
2026-09-22 10:57:57.753841+02:00	htx	VELVET/USDT:USDT	0.05901	80	6132 ms	10s flat 0.025419 30s flat 0.025419 60s flat 0.025419	advanced ready
2026-09-22 10:57:45.405806+02:00	gate	VELVET/USDT:USDT	0.058885	68	12094 ms	10s flat 0.033965 30s flat 0.033965 60s flat 0.033965	advanced ready
2026-09-22 10:57:33.175448+02:00	binance	VELVET/USDT:USDT	0.058945	80	7050 ms	10s long 0.110272 30s long 0.110272 60s long 0.110272	advanced ready
2026-09-22 10:57:25.664913+02:00	htx	VELVET/USDT:USDT	0.058985	80	6543 ms	10s flat 0.042384 30s flat 0.042384 60s flat 0.042384	advanced ready
2026-09-22 10:57:13.145881+02:00	gate	VELVET/USDT:USDT	0.058965	68	11155 ms	10s short -0.135674 30s short -0.135674 60s short -0.135674	advanced ready
2026-09-22 10:57:01.836705+02:00	binance	VELVET/USDT:USDT	0.058965	80	6454 ms	10s flat -0.033918 30s flat -0.033918 60s flat -0.033918	advanced ready
2026-09-22 10:56:54.881214+02:00	htx	VELVET/USDT:USDT	0.05901	80	7196 ms	10s flat -0.042366 30s flat -0.042366 60s flat -0.042366	advanced ready

Price

Best bid: 0.05896
Best ask: 0.05909
Spread: 0.00013
Spread %: 0.220246
Mid price: 0.059025
Last price: 0.05897
Mark price: -
Index price: -

Order Book

Bid depth 5: 25081
Ask depth 5: 215741
Bid depth 10: 224335
Ask depth 10: 284028
Bid depth 20: 1308961
Ask depth 20: 583364
Imbalance 5: -0.791705
Imbalance 10: -0.117422
Imbalance 20: 0.383442
Top bid size: 320
Top ask size: 397
Bid wall score: 0.000244
Ask wall score: 0.000681

Dynamics

Bid depth 5 delta: -64695
Ask depth 5 delta: -6313
Imbalance 5 delta: -0.367506
Bid depth 10 delta: -19970
Ask depth 10 delta: 29571
Imbalance 10 delta: -0.097068
Spread delta: -0.00007
Mid price delta: 0.000015
Wall shift score: -0.006956

Tape

Buy volume: 5082
Sell volume: 16280
Buy/sell delta: -11198
Buy/sell ratio: 0.312162
Avg trade size: 213.62
Large trade count: 10
Largest trade size: 6554

Candle

Return 1: 0
Return 3: -0.186188
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: -0.186188

Cross Exchange

Mid avg: 0.058975
Mid median: 0.05901
Price deviation %: 0.084782
Spread %: 0.178042

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202869
Volume 24h: 274360
Quote volume 24h: 274360
Price change 24h %: -2.609414

Quality

Capture latency ms: 7160
Order book timestamp: 2026-09-22 10:58:30.346000+02:00
Ticker timestamp: 2026-09-22 10:58:30.702000+02:00
Trades timestamp: 2026-09-22 10:56:40.290000+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	-0.025413	-0.025413	-0.025413	0.025413	0.025413	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025413	0.025413	0.025413	0.025413	-0.025413	0.025413	yes
30s	flat	-0.025413	-0.025413	-0.025413	0.025413	0.025413	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025413	0.025413	0.025413	0.025413	-0.025413	0.025413	yes
60s	flat	-0.025413	-0.025413	-0.025413	0.025413	0.025413	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025413	0.025413	0.025413	0.025413	-0.025413	0.025413	yes

Price

Best bid: 0.05884
Best ask: 0.05897
Spread: 0.00013
Spread %: 0.220694
Mid price: 0.058905
Last price: 0.0589
Mark price: 0.05888
Index price: 0.058875

Order Book

Bid depth 5: 147
Ask depth 5: 181
Bid depth 10: 332
Ask depth 10: 313
Bid depth 20: 690
Ask depth 20: 663
Imbalance 5: -0.103659
Imbalance 10: 0.029457
Imbalance 20: 0.019956
Top bid size: 11
Top ask size: 54
Bid wall score: 0.015942
Ask wall score: 0.081448

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 21
Imbalance 5 delta: -0.08455
Bid depth 10 delta: -58
Ask depth 10 delta: 1
Imbalance 10 delta: -0.081654
Spread delta: 0.00004
Mid price delta: 0.00002
Wall shift score: -0.075243

Tape

Buy volume: 144
Sell volume: 197
Buy/sell delta: -53
Buy/sell ratio: 0.730964
Avg trade size: 3.41
Large trade count: 0
Largest trade size: 10

Candle

Return 1: -0.050908
Return 3: -0.118704
Volume 1: 42
Volume avg 5: 64.2
Momentum 5: -0.118704

Cross Exchange

Mid avg: 0.05896833
Mid median: 0.05901
Price deviation %: -0.107402
Spread %: 0.211978

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15947900
Quote volume 24h: 951119
Price change 24h %: -1.01

Quality

Capture latency ms: 14258
Order book timestamp: 2026-09-22 10:58:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.497000+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	0.033953	0.033953	0.033953	0.033953	0.033953	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033953	0.033953	0.033953	0.033953	0.033953	-0.033953	yes
30s	flat	0.033953	0.033953	0.033953	0.033953	0.033953	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033953	0.033953	0.033953	0.033953	0.033953	-0.033953	yes
60s	flat	0.033953	0.033953	0.033953	0.033953	0.033953	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033953	0.033953	0.033953	0.033953	0.033953	-0.033953	yes

Price

Best bid: 0.059
Best ask: 0.05902
Spread: 0.00002
Spread %: 0.033893
Mid price: 0.05901
Last price: 0.05897
Mark price: -
Index price: -

Order Book

Bid depth 5: 13129
Ask depth 5: 19827
Bid depth 10: 41044
Ask depth 10: 65920
Bid depth 20: 248438
Ask depth 20: 240485
Imbalance 5: -0.203241
Imbalance 10: -0.232564
Imbalance 20: 0.016266
Top bid size: 320
Top ask size: 1137
Bid wall score: 0.001288
Ask wall score: 0.004728

Dynamics

Bid depth 5 delta: -4181
Ask depth 5 delta: -16362
Imbalance 5 delta: 0.149644
Bid depth 10 delta: 10132
Ask depth 10 delta: -14538
Imbalance 10 delta: 0.212313
Spread delta: 0.00001
Mid price delta: 0.000065
Wall shift score: -0.001751

Tape

Buy volume: 105829
Sell volume: 76878
Buy/sell delta: 28951
Buy/sell ratio: 1.376584
Avg trade size: 1827.07
Large trade count: 9
Largest trade size: 27304

Candle

Return 1: 0.033916
Return 3: 0.067854
Volume 1: 9869
Volume avg 5: 27796.2
Momentum 5: 0

Cross Exchange

Mid avg: 0.05894667
Mid median: 0.058945
Price deviation %: 0.107442
Spread %: 0.212056

Funding / OI / Volume

Funding rate: 0.00023701
Funding delta: -0.00000462
Funding abs: 0.00023701
Funding pressure: 0.00024163
Open interest: 73186873
Volume 24h: 92298664
Quote volume 24h: 5533116.81735
Price change 24h %: -0.874

Quality

Capture latency ms: 6702
Order book timestamp: 2026-09-22 10:58:02.736000+02:00
Ticker timestamp: 2026-09-22 10:57:53.783000+02:00
Trades timestamp: 2026-09-22 10:58:02.739000+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	-0.110151	-0.110151	-0.110151	0.110151	0.110151	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.110151	0.110151	0.110151	0.110151	-0.110151	0.110151	yes
30s	short	-0.110151	-0.110151	-0.110151	0.110151	0.110151	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.110151	0.110151	0.110151	0.110151	-0.110151	0.110151	yes
60s	short	-0.110151	-0.110151	-0.110151	0.110151	0.110151	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.110151	0.110151	0.110151	0.110151	-0.110151	0.110151	yes

Price

Best bid: 0.05891
Best ask: 0.05911
Spread: 0.0002
Spread %: 0.338926
Mid price: 0.05901
Last price: 0.05897
Mark price: -
Index price: -

Order Book

Bid depth 5: 89776
Ask depth 5: 222054
Bid depth 10: 244305
Ask depth 10: 254457
Bid depth 20: 452362
Ask depth 20: 578290
Imbalance 5: -0.424199
Imbalance 10: -0.020354
Imbalance 20: -0.122183
Top bid size: 5915
Top ask size: 3791
Bid wall score: 0.013076
Ask wall score: 0.006556

Dynamics

Bid depth 5 delta: 62034
Ask depth 5 delta: 21329
Imbalance 5 delta: 0.332947
Bid depth 10 delta: 128470
Ask depth 10 delta: 8367
Imbalance 10 delta: 0.339541
Spread delta: 0.00005
Mid price delta: 0.000025
Wall shift score: 0.010293

Tape

Buy volume: 5082
Sell volume: 16280
Buy/sell delta: -11198
Buy/sell ratio: 0.312162
Avg trade size: 213.62
Large trade count: 10
Largest trade size: 6554

Candle

Return 1: 0
Return 3: -0.186188
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: -0.186188

Cross Exchange

Mid avg: 0.05893833
Mid median: 0.058945
Price deviation %: 0.121596
Spread %: 0.169669

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202866
Volume 24h: 274656
Quote volume 24h: 274656
Price change 24h %: -2.609414

Quality

Capture latency ms: 6132
Order book timestamp: 2026-09-22 10:57:55.082000+02:00
Ticker timestamp: 2026-09-22 10:57:55.770000+02:00
Trades timestamp: 2026-09-22 10:56:40.290000+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	0.025419	0.025419	0.025419	0.025419	0.025419	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025419	0.025419	0.025419	0.025419	0.025419	-0.025419	yes
30s	flat	0.025419	0.025419	0.025419	0.025419	0.025419	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025419	0.025419	0.025419	0.025419	0.025419	-0.025419	yes
60s	flat	0.025419	0.025419	0.025419	0.025419	0.025419	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025419	0.025419	0.025419	0.025419	0.025419	-0.025419	yes

Price

Best bid: 0.05884
Best ask: 0.05893
Spread: 0.00009
Spread %: 0.15284
Mid price: 0.058885
Last price: 0.05888
Mark price: 0.05887
Index price: 0.058865

Order Book

Bid depth 5: 154
Ask depth 5: 160
Bid depth 10: 390
Ask depth 10: 312
Bid depth 20: 733
Ask depth 20: 759
Imbalance 5: -0.019108
Imbalance 10: 0.111111
Imbalance 20: -0.017426
Top bid size: 11
Top ask size: 4
Bid wall score: 0.015007
Ask wall score: 0.00527

Dynamics

Bid depth 5 delta: 78
Ask depth 5 delta: -14
Imbalance 5 delta: 0.372892
Bid depth 10 delta: 103
Ask depth 10 delta: 13
Imbalance 10 delta: 0.131589
Spread delta: 0
Mid price delta: -0.00008
Wall shift score: 0.091454

Tape

Buy volume: 159
Sell volume: 205
Buy/sell delta: -46
Buy/sell ratio: 0.77561
Avg trade size: 3.64
Large trade count: 0
Largest trade size: 10

Candle

Return 1: -0.186472
Return 3: -0.101798
Volume 1: 66
Volume avg 5: 71.4
Momentum 5: -0.186472

Cross Exchange

Mid avg: 0.058965
Mid median: 0.058965
Price deviation %: -0.135674
Spread %: 0.067837

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15943300
Quote volume 24h: 950848
Price change 24h %: -0.93

Quality

Capture latency ms: 12094
Order book timestamp: 2026-09-22 10:57:44+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.463000+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	0.033965	0.033965	0.033965	0.033965	0.033965	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033965	0.033965	0.033965	0.033965	0.033965	-0.033965	yes
30s	flat	0.033965	0.033965	0.033965	0.033965	0.033965	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033965	0.033965	0.033965	0.033965	0.033965	-0.033965	yes
60s	flat	0.033965	0.033965	0.033965	0.033965	0.033965	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033965	0.033965	0.033965	0.033965	0.033965	-0.033965	yes

Price

Best bid: 0.05894
Best ask: 0.05895
Spread: 0.00001
Spread %: 0.016965
Mid price: 0.058945
Last price: 0.05894
Mark price: -
Index price: -

Order Book

Bid depth 5: 17310
Ask depth 5: 36189
Bid depth 10: 30912
Ask depth 10: 80458
Bid depth 20: 227204
Ask depth 20: 196180
Imbalance 5: -0.352885
Imbalance 10: -0.444877
Imbalance 20: 0.073276
Top bid size: 3159
Top ask size: 3059
Bid wall score: 0.013904
Ask wall score: 0.015593

Dynamics

Bid depth 5 delta: 6323
Ask depth 5 delta: 34335
Imbalance 5 delta: -1.064123
Bid depth 10 delta: -9367
Ask depth 10 delta: 14806
Imbalance 10 delta: -0.205354
Spread delta: 0
Mid price delta: -0.00002
Wall shift score: -0.012023

Tape

Buy volume: 96797
Sell volume: 72642
Buy/sell delta: 24155
Buy/sell ratio: 1.332521
Avg trade size: 1694.39
Large trade count: 8
Largest trade size: 27304

Candle

Return 1: -0.08476
Return 3: -0.08476
Volume 1: 3345
Volume avg 5: 24089
Momentum 5: -0.169377

Cross Exchange

Mid avg: 0.05897167
Mid median: 0.058965
Price deviation %: -0.045219
Spread %: 0.033915

Funding / OI / Volume

Funding rate: 0.00024163
Funding delta: 0
Funding abs: 0.00024163
Funding pressure: 0.00024163
Open interest: 73196480
Volume 24h: 92280201
Quote volume 24h: 5532028.49342
Price change 24h %: -0.925

Quality

Capture latency ms: 7050
Order book timestamp: 2026-09-22 10:57:30.421000+02:00
Ticker timestamp: 2026-09-22 10:57:22.279000+02:00
Trades timestamp: 2026-09-22 10:57:30.418000+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	0.110272	0.110272	0.110272	0.110272	0.110272	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.110272	0.110272	0.110272	0.110272	0.110272	-0.110272	yes
30s	long	0.110272	0.110272	0.110272	0.110272	0.110272	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.110272	0.110272	0.110272	0.110272	0.110272	-0.110272	yes
60s	long	0.110272	0.110272	0.110272	0.110272	0.110272	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.110272	0.110272	0.110272	0.110272	0.110272	-0.110272	yes

Price

Best bid: 0.05891
Best ask: 0.05906
Spread: 0.00015
Spread %: 0.254302
Mid price: 0.058985
Last price: 0.05897
Mark price: -
Index price: -

Order Book

Bid depth 5: 27742
Ask depth 5: 200725
Bid depth 10: 115835
Ask depth 10: 246090
Bid depth 20: 484594
Ask depth 20: 910015
Imbalance 5: -0.757147
Imbalance 10: -0.359895
Imbalance 20: -0.305047
Top bid size: 654
Top ask size: 4661
Bid wall score: 0.00135
Ask wall score: 0.005122

Dynamics

Bid depth 5 delta: -714
Ask depth 5 delta: -20142
Imbalance 5 delta: 0.014587
Bid depth 10 delta: 25155
Ask depth 10 delta: -38684
Imbalance 10 delta: 0.157063
Spread delta: -0.00003
Mid price delta: -0.000025
Wall shift score: 0.002907

Tape

Buy volume: 5082
Sell volume: 16280
Buy/sell delta: -11198
Buy/sell ratio: 0.312162
Avg trade size: 213.62
Large trade count: 10
Largest trade size: 6554

Candle

Return 1: 0
Return 3: -0.186188
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: -0.186188

Cross Exchange

Mid avg: 0.05898
Mid median: 0.058965
Price deviation %: 0.008477
Spread %: 0.076297

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202866
Volume 24h: 274656
Quote volume 24h: 274656
Price change 24h %: -2.609414

Quality

Capture latency ms: 6543
Order book timestamp: 2026-09-22 10:57:23.082000+02:00
Ticker timestamp: 2026-09-22 10:57:24.203000+02:00
Trades timestamp: 2026-09-22 10:56:40.290000+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	0.042384	0.042384	0.042384	0.042384	0.042384	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042384	0.042384	0.042384	0.042384	0.042384	-0.042384	yes
30s	flat	0.042384	0.042384	0.042384	0.042384	0.042384	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042384	0.042384	0.042384	0.042384	0.042384	-0.042384	yes
60s	flat	0.042384	0.042384	0.042384	0.042384	0.042384	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042384	0.042384	0.042384	0.042384	0.042384	-0.042384	yes

Price

Best bid: 0.05892
Best ask: 0.05901
Spread: 0.00009
Spread %: 0.152633
Mid price: 0.058965
Last price: 0.05895
Mark price: 0.05888
Index price: 0.05887

Order Book

Bid depth 5: 76
Ask depth 5: 174
Bid depth 10: 287
Ask depth 10: 299
Bid depth 20: 663
Ask depth 20: 639
Imbalance 5: -0.392
Imbalance 10: -0.020478
Imbalance 20: 0.018433
Top bid size: 6
Top ask size: 58
Bid wall score: 0.00905
Ask wall score: 0.090767

Dynamics

Bid depth 5 delta: -37
Ask depth 5 delta: 3
Imbalance 5 delta: -0.187775
Bid depth 10 delta: 83
Ask depth 10 delta: -24
Imbalance 10 delta: 0.205329
Spread delta: -0.00001
Mid price delta: 0.000025
Wall shift score: -0.041927

Tape

Buy volume: 151
Sell volume: 216
Buy/sell delta: -65
Buy/sell ratio: 0.699074
Avg trade size: 3.67
Large trade count: 0
Largest trade size: 10

Candle

Return 1: -0.067808
Return 3: 0.016966
Volume 1: 18
Volume avg 5: 61.8
Momentum 5: -0.067808

Cross Exchange

Mid avg: 0.05897167
Mid median: 0.058965
Price deviation %: -0.011305
Spread %: 0.118701

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15939600
Quote volume 24h: 950630
Price change 24h %: -0.81

Quality

Capture latency ms: 11155
Order book timestamp: 2026-09-22 10:57:11+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.431000+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	-0.135674	-0.135674	-0.135674	0.135674	0.135674	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.135674	0.135674	0.135674	0.135674	-0.135674	0.135674	yes
30s	short	-0.135674	-0.135674	-0.135674	0.135674	0.135674	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.135674	0.135674	0.135674	0.135674	-0.135674	0.135674	yes
60s	short	-0.135674	-0.135674	-0.135674	0.135674	0.135674	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.135674	0.135674	0.135674	0.135674	-0.135674	0.135674	yes

Price

Best bid: 0.05896
Best ask: 0.05897
Spread: 0.00001
Spread %: 0.016959
Mid price: 0.058965
Last price: 0.05901
Mark price: -
Index price: -

Order Book

Bid depth 5: 10987
Ask depth 5: 1854
Bid depth 10: 40279
Ask depth 10: 65652
Bid depth 20: 135410
Ask depth 20: 204270
Imbalance 5: 0.711237
Imbalance 10: -0.239524
Imbalance 20: -0.20272
Top bid size: 1459
Top ask size: 90
Bid wall score: 0.010775
Ask wall score: 0.000441

Dynamics

Bid depth 5 delta: 3774
Ask depth 5 delta: -9751
Imbalance 5 delta: 0.944631
Bid depth 10 delta: 9775
Ask depth 10 delta: -4219
Imbalance 10 delta: 0.152675
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.009495

Tape

Buy volume: 99288
Sell volume: 70264
Buy/sell delta: 29024
Buy/sell ratio: 1.413071
Avg trade size: 1695.52
Large trade count: 8
Largest trade size: 27304

Candle

Return 1: 0.101781
Return 3: 0.033904
Volume 1: 34506
Volume avg 5: 31803.2
Momentum 5: -0.067739

Cross Exchange

Mid avg: 0.05897167
Mid median: 0.058965
Price deviation %: -0.011305
Spread %: 0.118701

Funding / OI / Volume

Funding rate: 0.00024163
Funding delta: 0
Funding abs: 0.00024163
Funding pressure: 0.00024163
Open interest: 73195407
Volume 24h: 92313930
Quote volume 24h: 5534035.97898
Price change 24h %: -0.74

Quality

Capture latency ms: 6454
Order book timestamp: 2026-09-22 10:56:59.658000+02:00
Ticker timestamp: 2026-09-22 10:56:52.514000+02:00
Trades timestamp: 2026-09-22 10:56:58.471000+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	-0.033918	-0.033918	-0.033918	0.033918	0.033918	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033918	0.033918	0.033918	0.033918	-0.033918	0.033918	yes
30s	flat	-0.033918	-0.033918	-0.033918	0.033918	0.033918	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033918	0.033918	0.033918	0.033918	-0.033918	0.033918	yes
60s	flat	-0.033918	-0.033918	-0.033918	0.033918	0.033918	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033918	0.033918	0.033918	0.033918	-0.033918	0.033918	yes

Price

Best bid: 0.05892
Best ask: 0.0591
Spread: 0.00018
Spread %: 0.305033
Mid price: 0.05901
Last price: 0.05897
Mark price: -
Index price: -

Order Book

Bid depth 5: 28456
Ask depth 5: 220867
Bid depth 10: 90680
Ask depth 10: 284774
Bid depth 20: 466084
Ask depth 20: 582358
Imbalance 5: -0.771734
Imbalance 10: -0.516958
Imbalance 20: -0.110902
Top bid size: 285
Top ask size: 4246
Bid wall score: 0.000611
Ask wall score: 0.007291

Dynamics

Bid depth 5 delta: 18401
Ask depth 5 delta: 210754
Imbalance 5 delta: -0.768858
Bid depth 10 delta: 43553
Ask depth 10 delta: 237609
Imbalance 10 delta: -0.516555
Spread delta: 0.00001
Mid price delta: 0.000015
Wall shift score: -0.005886

Tape

Buy volume: 5082
Sell volume: 16280
Buy/sell delta: -11198
Buy/sell ratio: 0.312162
Avg trade size: 213.62
Large trade count: 10
Largest trade size: 6554

Candle

Return 1: -0.186188
Return 3: -0.186188
Volume 1: 6
Volume avg 5: 2.4
Momentum 5: -0.20308

Cross Exchange

Mid avg: 0.05896667
Mid median: 0.058965
Price deviation %: 0.073488
Spread %: 0.093273

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202866
Volume 24h: 274656
Quote volume 24h: 274656
Price change 24h %: -2.609414

Quality

Capture latency ms: 7196
Order book timestamp: 2026-09-22 10:56:52.646000+02:00
Ticker timestamp: 2026-09-22 10:56:53.201000+02:00
Trades timestamp: 2026-09-22 10:56:40.290000+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	-0.042366	-0.042366	-0.042366	0.042366	0.042366	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042366	0.042366	0.042366	0.042366	-0.042366	0.042366	yes
30s	flat	-0.042366	-0.042366	-0.042366	0.042366	0.042366	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042366	0.042366	0.042366	0.042366	-0.042366	0.042366	yes
60s	flat	-0.042366	-0.042366	-0.042366	0.042366	0.042366	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042366	0.042366	0.042366	0.042366	-0.042366	0.042366	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.