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 30 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:10:32.267889+02:00	htx	VELVET/USDT:USDT	0.06	80	6253 ms	10s long 0.108333 30s long 0.108333 60s long 0.108333	advanced ready
2026-09-22 10:10:19.907072+02:00	gate	VELVET/USDT:USDT	0.05997	68	12285 ms	10s flat -0.016675 30s flat -0.016675 60s flat -0.016675	advanced ready
2026-09-22 10:10:07.474774+02:00	binance	VELVET/USDT:USDT	0.060085	80	7300 ms	10s short -0.091537 30s short -0.091537 60s short -0.091537	advanced ready
2026-09-22 10:09:59.757301+02:00	htx	VELVET/USDT:USDT	0.06011	80	7699 ms	10s short -0.182998 30s short -0.182998 60s short -0.182998	advanced ready
2026-09-22 10:09:46.075408+02:00	gate	VELVET/USDT:USDT	0.05998	68	12127 ms	10s flat -0.016672 30s flat -0.016672 60s flat -0.016672	advanced ready
2026-09-22 10:09:33.794316+02:00	binance	VELVET/USDT:USDT	0.060065	80	13563 ms	10s flat 0.033297 30s flat 0.033297 60s flat 0.033297	advanced ready
2026-09-22 10:09:19.791147+02:00	htx	VELVET/USDT:USDT	0.060105	80	5207 ms	10s flat 0.008319 30s flat 0.008319 60s flat 0.008319	advanced ready
2026-09-22 10:09:08.369443+02:00	gate	VELVET/USDT:USDT	0.060015	68	11673 ms	10s short -0.058319 30s short -0.058319 60s short -0.058319	advanced ready
2026-09-22 10:08:56.567534+02:00	binance	VELVET/USDT:USDT	0.06	80	6574 ms	10s long 0.108333 30s long 0.108333 60s long 0.108333	advanced ready
2026-09-22 10:08:49.574936+02:00	htx	VELVET/USDT:USDT	0.06008	80	5461 ms	10s flat 0.041611 30s flat 0.041611 60s flat 0.041611	advanced ready

Price

Best bid: 0.05991
Best ask: 0.06009
Spread: 0.00018
Spread %: 0.3
Mid price: 0.06
Last price: 0.06008
Mark price: -
Index price: -

Order Book

Bid depth 5: 43543
Ask depth 5: 166456
Bid depth 10: 180254
Ask depth 10: 205420
Bid depth 20: 429630
Ask depth 20: 841330
Imbalance 5: -0.585303
Imbalance 10: -0.065252
Imbalance 20: -0.323928
Top bid size: 160
Top ask size: 1785
Bid wall score: 0.000372
Ask wall score: 0.002122

Dynamics

Bid depth 5 delta: 15130
Ask depth 5 delta: -38614
Imbalance 5 delta: 0.171313
Bid depth 10 delta: 25024
Ask depth 10 delta: -26733
Imbalance 10 delta: 0.133319
Spread delta: 0
Mid price delta: -0.00011
Wall shift score: -0.007361

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: -0.016642
Volume 1: 0
Volume avg 5: 312.4
Momentum 5: 0.016647

Cross Exchange

Mid avg: 0.060055
Mid median: 0.060085
Price deviation %: -0.091583
Spread %: 0.23312

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: 6253
Order book timestamp: 2026-09-22 10:10:30.382000+02:00
Ticker timestamp: 2026-09-22 10:10:30.817000+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	0.108333	0.108333	0.108333	0.108333	0.108333	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.108333	0.108333	0.108333	0.108333	0.108333	-0.108333	yes
30s	long	0.108333	0.108333	0.108333	0.108333	0.108333	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.108333	0.108333	0.108333	0.108333	0.108333	-0.108333	yes
60s	long	0.108333	0.108333	0.108333	0.108333	0.108333	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.108333	0.108333	0.108333	0.108333	0.108333	-0.108333	yes

Price

Best bid: 0.05992
Best ask: 0.06002
Spread: 0.0001
Spread %: 0.16675
Mid price: 0.05997
Last price: 0.05996
Mark price: 0.05997
Index price: 0.059973

Order Book

Bid depth 5: 85
Ask depth 5: 136
Bid depth 10: 206
Ask depth 10: 241
Bid depth 20: 423
Ask depth 20: 578
Imbalance 5: -0.230769
Imbalance 10: -0.0783
Imbalance 20: -0.154845
Top bid size: 6
Top ask size: 32
Bid wall score: 0.014184
Ask wall score: 0.055363

Dynamics

Bid depth 5 delta: -19
Ask depth 5 delta: -8
Imbalance 5 delta: -0.069479
Bid depth 10 delta: -19
Ask depth 10 delta: -22
Imbalance 10 delta: -0.000431
Spread delta: 0
Mid price delta: -0.00001
Wall shift score: -0.016042

Tape

Buy volume: 132
Sell volume: 194
Buy/sell delta: -62
Buy/sell ratio: 0.680412
Avg trade size: 3.26
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.133245
Return 3: -0.315877
Volume 1: 34
Volume avg 5: 100.6
Momentum 5: -0.033344

Cross Exchange

Mid avg: 0.06005833
Mid median: 0.060085
Price deviation %: -0.147079
Spread %: 0.216456

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15311100
Quote volume 24h: 913432
Price change 24h %: 2.22

Quality

Capture latency ms: 12285
Order book timestamp: 2026-09-22 10:10:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.617000+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	-0.016675	-0.016675	-0.016675	0.016675	0.016675	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016675	0.016675	0.016675	0.016675	-0.016675	0.016675	yes
30s	flat	-0.016675	-0.016675	-0.016675	0.016675	0.016675	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016675	0.016675	0.016675	0.016675	-0.016675	0.016675	yes
60s	flat	-0.016675	-0.016675	-0.016675	0.016675	0.016675	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016675	0.016675	0.016675	0.016675	-0.016675	0.016675	yes

Price

Best bid: 0.06008
Best ask: 0.06009
Spread: 0.00001
Spread %: 0.016643
Mid price: 0.060085
Last price: 0.06009
Mark price: -
Index price: -

Order Book

Bid depth 5: 6284
Ask depth 5: 6236
Bid depth 10: 21940
Ask depth 10: 54127
Bid depth 20: 140476
Ask depth 20: 190678
Imbalance 5: 0.003834
Imbalance 10: -0.42314
Imbalance 20: -0.151597
Top bid size: 160
Top ask size: 460
Bid wall score: 0.001139
Ask wall score: 0.002412

Dynamics

Bid depth 5 delta: -500
Ask depth 5 delta: 1416
Imbalance 5 delta: -0.165418
Bid depth 10 delta: -36
Ask depth 10 delta: 4674
Imbalance 10 delta: -0.038464
Spread delta: 0
Mid price delta: 0.00002
Wall shift score: -0.00336

Tape

Buy volume: 73635
Sell volume: 239926
Buy/sell delta: -166291
Buy/sell ratio: 0.306907
Avg trade size: 3135.61
Large trade count: 4
Largest trade size: 102111

Candle

Return 1: -0.066567
Return 3: -0.216019
Volume 1: 31228
Volume avg 5: 98923.4
Momentum 5: 0.033317

Cross Exchange

Mid avg: 0.06005167
Mid median: 0.060065
Price deviation %: 0.055508
Spread %: 0.21648

Funding / OI / Volume

Funding rate: 0.00032839
Funding delta: 0.00000562
Funding abs: 0.00032839
Funding pressure: 0.00033401
Open interest: 73605920
Volume 24h: 94625361
Quote volume 24h: 5667901.54335
Price change 24h %: 2.403

Quality

Capture latency ms: 7300
Order book timestamp: 2026-09-22 10:10:05.293000+02:00
Ticker timestamp: 2026-09-22 10:09:40.468000+02:00
Trades timestamp: 2026-09-22 10:10:06.630000+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	-0.091537	-0.091537	-0.091537	0.091537	0.091537	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.091537	0.091537	0.091537	0.091537	-0.091537	0.091537	yes
30s	short	-0.091537	-0.091537	-0.091537	0.091537	0.091537	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.091537	0.091537	0.091537	0.091537	-0.091537	0.091537	yes
60s	short	-0.091537	-0.091537	-0.091537	0.091537	0.091537	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.091537	0.091537	0.091537	0.091537	-0.091537	0.091537	yes

Price

Best bid: 0.06002
Best ask: 0.0602
Spread: 0.00018
Spread %: 0.299451
Mid price: 0.06011
Last price: 0.06008
Mark price: -
Index price: -

Order Book

Bid depth 5: 28413
Ask depth 5: 205070
Bid depth 10: 155230
Ask depth 10: 232153
Bid depth 20: 484019
Ask depth 20: 562391
Imbalance 5: -0.756616
Imbalance 10: -0.198571
Imbalance 20: -0.074896
Top bid size: 2978
Top ask size: 304
Bid wall score: 0.006153
Ask wall score: 0.000541

Dynamics

Bid depth 5 delta: -7047
Ask depth 5 delta: 38953
Imbalance 5 delta: -0.108442
Bid depth 10 delta: 45074
Ask depth 10 delta: 12602
Imbalance 10 delta: 0.133224
Spread delta: 0.00001
Mid price delta: 0.000005
Wall shift score: 0.006904

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: -0.016642
Volume 1: 0
Volume avg 5: 312.4
Momentum 5: 0.016647

Cross Exchange

Mid avg: 0.06005
Mid median: 0.060065
Price deviation %: 0.099917
Spread %: 0.20816

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202348
Volume 24h: 297462
Quote volume 24h: 297462
Price change 24h %: -0.776218

Quality

Capture latency ms: 7699
Order book timestamp: 2026-09-22 10:09:56.882000+02:00
Ticker timestamp: 2026-09-22 10:09:57.914000+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	-0.182998	-0.182998	-0.182998	0.182998	0.182998	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.182998	0.182998	0.182998	0.182998	-0.182998	0.182998	yes
30s	short	-0.182998	-0.182998	-0.182998	0.182998	0.182998	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.182998	0.182998	0.182998	0.182998	-0.182998	0.182998	yes
60s	short	-0.182998	-0.182998	-0.182998	0.182998	0.182998	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.182998	0.182998	0.182998	0.182998	-0.182998	0.182998	yes

Price

Best bid: 0.05993
Best ask: 0.06003
Spread: 0.0001
Spread %: 0.166722
Mid price: 0.05998
Last price: 0.06004
Mark price: 0.05997
Index price: 0.059943

Order Book

Bid depth 5: 104
Ask depth 5: 144
Bid depth 10: 225
Ask depth 10: 263
Bid depth 20: 442
Ask depth 20: 670
Imbalance 5: -0.16129
Imbalance 10: -0.077869
Imbalance 20: -0.205036
Top bid size: 10
Top ask size: 32
Bid wall score: 0.022624
Ask wall score: 0.047761

Dynamics

Bid depth 5 delta: -9
Ask depth 5 delta: -220
Imbalance 5 delta: 0.364915
Bid depth 10 delta: -9
Ask depth 10 delta: -213
Imbalance 10 delta: 0.262976
Spread delta: -0.00001
Mid price delta: -0.000035
Wall shift score: -0.000906

Tape

Buy volume: 192
Sell volume: 188
Buy/sell delta: 4
Buy/sell ratio: 1.021277
Avg trade size: 3.8
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0.116764
Return 3: -0.0666
Volume 1: 89
Volume avg 5: 107.4
Momentum 5: -0.182937

Cross Exchange

Mid avg: 0.06006167
Mid median: 0.060065
Price deviation %: -0.135971
Spread %: 0.149846

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15305100
Quote volume 24h: 913072
Price change 24h %: 2.35

Quality

Capture latency ms: 12127
Order book timestamp: 2026-09-22 10:09:44+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.583000+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	-0.016672	-0.016672	-0.016672	0.016672	0.016672	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016672	0.016672	0.016672	0.016672	-0.016672	0.016672	yes
30s	flat	-0.016672	-0.016672	-0.016672	0.016672	0.016672	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016672	0.016672	0.016672	0.016672	-0.016672	0.016672	yes
60s	flat	-0.016672	-0.016672	-0.016672	0.016672	0.016672	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016672	0.016672	0.016672	0.016672	-0.016672	0.016672	yes

Price

Best bid: 0.06006
Best ask: 0.06007
Spread: 0.00001
Spread %: 0.016649
Mid price: 0.060065
Last price: 0.06006
Mark price: -
Index price: -

Order Book

Bid depth 5: 6784
Ask depth 5: 4820
Bid depth 10: 21976
Ask depth 10: 49453
Bid depth 20: 112252
Ask depth 20: 180244
Imbalance 5: 0.169252
Imbalance 10: -0.384676
Imbalance 20: -0.232454
Top bid size: 322
Top ask size: 141
Bid wall score: 0.002869
Ask wall score: 0.000782

Dynamics

Bid depth 5 delta: 1355
Ask depth 5 delta: -3735
Imbalance 5 delta: 0.392793
Bid depth 10 delta: -42037
Ask depth 10 delta: 12005
Imbalance 10 delta: -0.6465
Spread delta: -0.00001
Mid price delta: 0.000065
Wall shift score: -0.001698

Tape

Buy volume: 69069
Sell volume: 256654
Buy/sell delta: -187585
Buy/sell ratio: 0.269113
Avg trade size: 3257.23
Large trade count: 5
Largest trade size: 102111

Candle

Return 1: 0.083319
Return 3: -0.016647
Volume 1: 114484
Volume avg 5: 99188.8
Momentum 5: -0.232558

Cross Exchange

Mid avg: 0.06004
Mid median: 0.060015
Price deviation %: 0.041639
Spread %: 0.174883

Funding / OI / Volume

Funding rate: 0.00032277
Funding delta: 0
Funding abs: 0.00032277
Funding pressure: 0.00032277
Open interest: 73605723
Volume 24h: 94575539
Quote volume 24h: 5664949.32097
Price change 24h %: 2.352

Quality

Capture latency ms: 13563
Order book timestamp: 2026-09-22 10:09:31.515000+02:00
Ticker timestamp: 2026-09-22 10:09:26.958000+02:00
Trades timestamp: 2026-09-22 10:09:26.958000+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	0.033297	0.033297	0.033297	0.033297	0.033297	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033297	0.033297	0.033297	0.033297	0.033297	-0.033297	yes
30s	flat	0.033297	0.033297	0.033297	0.033297	0.033297	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033297	0.033297	0.033297	0.033297	0.033297	-0.033297	yes
60s	flat	0.033297	0.033297	0.033297	0.033297	0.033297	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033297	0.033297	0.033297	0.033297	0.033297	-0.033297	yes

Price

Best bid: 0.06002
Best ask: 0.06019
Spread: 0.00017
Spread %: 0.282838
Mid price: 0.060105
Last price: 0.06008
Mark price: -
Index price: -

Order Book

Bid depth 5: 35460
Ask depth 5: 166117
Bid depth 10: 110156
Ask depth 10: 219551
Bid depth 20: 376472
Ask depth 20: 793536
Imbalance 5: -0.648174
Imbalance 10: -0.331795
Imbalance 20: -0.356463
Top bid size: 537
Top ask size: 2157
Bid wall score: 0.001426
Ask wall score: 0.002718

Dynamics

Bid depth 5 delta: -22956
Ask depth 5 delta: -16772
Imbalance 5 delta: -0.132341
Bid depth 10 delta: -166088
Ask depth 10 delta: -65123
Imbalance 10 delta: -0.316766
Spread delta: -0.00003
Mid price delta: 0.000025
Wall shift score: -0.00529

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: -0.016642
Volume 1: 0
Volume avg 5: 312.4
Momentum 5: 0.016647

Cross Exchange

Mid avg: 0.06003167
Mid median: 0.060015
Price deviation %: 0.122158
Spread %: 0.133263

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203127
Volume 24h: 297462
Quote volume 24h: 297462
Price change 24h %: -0.776218

Quality

Capture latency ms: 5207
Order book timestamp: 2026-09-22 10:09:17.346000+02:00
Ticker timestamp: 2026-09-22 10:09:17.767000+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	0.008319	0.008319	0.008319	0.008319	0.008319	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008319	0.008319	0.008319	0.008319	0.008319	-0.008319	yes
30s	flat	0.008319	0.008319	0.008319	0.008319	0.008319	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008319	0.008319	0.008319	0.008319	0.008319	-0.008319	yes
60s	flat	0.008319	0.008319	0.008319	0.008319	0.008319	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008319	0.008319	0.008319	0.008319	0.008319	-0.008319	yes

Price

Best bid: 0.05996
Best ask: 0.06007
Spread: 0.00011
Spread %: 0.183288
Mid price: 0.060015
Last price: 0.06
Mark price: 0.06
Index price: 0.059973

Order Book

Bid depth 5: 113
Ask depth 5: 364
Bid depth 10: 234
Ask depth 10: 476
Bid depth 20: 451
Ask depth 20: 805
Imbalance 5: -0.526205
Imbalance 10: -0.340845
Imbalance 20: -0.281847
Top bid size: 7
Top ask size: 32
Bid wall score: 0.015521
Ask wall score: 0.039752

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 271
Imbalance 5 delta: -0.623293
Bid depth 10 delta: -61
Ask depth 10 delta: 267
Imbalance 10 delta: -0.51148
Spread delta: -0.00001
Mid price delta: -0.000225
Wall shift score: -0.023985

Tape

Buy volume: 175
Sell volume: 205
Buy/sell delta: -30
Buy/sell ratio: 0.853659
Avg trade size: 3.8
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0.083403
Return 3: -0.0999
Volume 1: 31
Volume avg 5: 95.8
Momentum 5: -0.216198

Cross Exchange

Mid avg: 0.06010667
Mid median: 0.06008
Price deviation %: -0.152507
Spread %: 0.39929

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: -0.000025
Funding abs: 0.00005
Funding pressure: 0.000075
Open interest: -
Volume 24h: 15298000
Quote volume 24h: 912646
Price change 24h %: 2.28

Quality

Capture latency ms: 11673
Order book timestamp: 2026-09-22 10:09:07+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.547000+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	-0.058319	-0.058319	-0.058319	0.058319	0.058319	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058319	0.058319	0.058319	0.058319	-0.058319	0.058319	yes
30s	short	-0.058319	-0.058319	-0.058319	0.058319	0.058319	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058319	0.058319	0.058319	0.058319	-0.058319	0.058319	yes
60s	short	-0.058319	-0.058319	-0.058319	0.058319	0.058319	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058319	0.058319	0.058319	0.058319	-0.058319	0.058319	yes

Price

Best bid: 0.05999
Best ask: 0.06001
Spread: 0.00002
Spread %: 0.033333
Mid price: 0.06
Last price: 0.06005
Mark price: -
Index price: -

Order Book

Bid depth 5: 5429
Ask depth 5: 8555
Bid depth 10: 64013
Ask depth 10: 37448
Bid depth 20: 293447
Ask depth 20: 139614
Imbalance 5: -0.223541
Imbalance 10: 0.261825
Imbalance 20: 0.355222
Top bid size: 3332
Top ask size: 1057
Bid wall score: 0.011355
Ask wall score: 0.007571

Dynamics

Bid depth 5 delta: -1752
Ask depth 5 delta: 2142
Imbalance 5 delta: -0.280037
Bid depth 10 delta: 36157
Ask depth 10 delta: -30926
Imbalance 10 delta: 0.682878
Spread delta: 0.00001
Mid price delta: -0.000245
Wall shift score: -0.013972

Tape

Buy volume: 19219
Sell volume: 206204
Buy/sell delta: -186985
Buy/sell ratio: 0.093204
Avg trade size: 2254.23
Large trade count: 3
Largest trade size: 102111

Candle

Return 1: -0.166168
Return 3: 0.083292
Volume 1: 213370
Volume avg 5: 96719.4
Momentum 5: 0.166722

Cross Exchange

Mid avg: 0.06018833
Mid median: 0.06024
Price deviation %: -0.312907
Spread %: 0.27414

Funding / OI / Volume

Funding rate: 0.00032277
Funding delta: 0
Funding abs: 0.00032277
Funding pressure: 0.00032277
Open interest: 73633442
Volume 24h: 94501671
Quote volume 24h: 5660466.50572
Price change 24h %: 2.37

Quality

Capture latency ms: 6574
Order book timestamp: 2026-09-22 10:08:54.420000+02:00
Ticker timestamp: 2026-09-22 10:08:52.608000+02:00
Trades timestamp: 2026-09-22 10:08:52.609000+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	0.108333	0.108333	0.108333	0.108333	0.108333	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.108333	0.108333	0.108333	0.108333	0.108333	-0.108333	yes
30s	long	0.108333	0.108333	0.108333	0.108333	0.108333	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.108333	0.108333	0.108333	0.108333	0.108333	-0.108333	yes
60s	long	0.108333	0.108333	0.108333	0.108333	0.108333	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.108333	0.108333	0.108333	0.108333	0.108333	-0.108333	yes

Price

Best bid: 0.05998
Best ask: 0.06018
Spread: 0.0002
Spread %: 0.332889
Mid price: 0.06008
Last price: 0.06008
Mark price: -
Index price: -

Order Book

Bid depth 5: 58416
Ask depth 5: 182889
Bid depth 10: 276244
Ask depth 10: 284674
Bid depth 20: 466289
Ask depth 20: 899358
Imbalance 5: -0.515833
Imbalance 10: -0.015029
Imbalance 20: -0.317116
Top bid size: 3858
Top ask size: 3845
Bid wall score: 0.008274
Ask wall score: 0.004275

Dynamics

Bid depth 5 delta: 3377
Ask depth 5 delta: 14198
Imbalance 5 delta: -0.007845
Bid depth 10 delta: 165629
Ask depth 10 delta: 65544
Imbalance 10 delta: 0.314059
Spread delta: 0.00002
Mid price delta: -0.00018
Wall shift score: -0.001848

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: -0.016642
Return 3: 0.016647
Volume 1: 1558
Volume avg 5: 312.4
Momentum 5: 0.016647

Cross Exchange

Mid avg: 0.06024833
Mid median: 0.060245
Price deviation %: -0.279399
Spread %: 0.033196

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203127
Volume 24h: 297462
Quote volume 24h: 297462
Price change 24h %: -0.776218

Quality

Capture latency ms: 5461
Order book timestamp: 2026-09-22 10:08:47.582000+02:00
Ticker timestamp: 2026-09-22 10:08:47.905000+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	0.041611	0.041611	0.041611	0.041611	0.041611	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.041611	0.041611	0.041611	0.041611	0.041611	-0.041611	yes
30s	flat	0.041611	0.041611	0.041611	0.041611	0.041611	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.041611	0.041611	0.041611	0.041611	0.041611	-0.041611	yes
60s	flat	0.041611	0.041611	0.041611	0.041611	0.041611	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.041611	0.041611	0.041611	0.041611	0.041611	-0.041611	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.