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 31 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:08:37.929344+02:00	gate	VELVET/USDT:USDT	0.06024	68	11678 ms	10s short -0.373506 30s short -0.373506 60s short -0.373506	advanced ready
2026-09-22 10:08:26.049442+02:00	binance	VELVET/USDT:USDT	0.060245	80	6564 ms	10s short -0.406673 30s short -0.406673 60s short -0.406673	advanced ready
2026-09-22 10:08:19.047837+02:00	htx	VELVET/USDT:USDT	0.06026	80	5290 ms	10s short -0.298706 30s short -0.298706 60s short -0.298706	advanced ready
2026-09-22 10:08:07.390526+02:00	gate	VELVET/USDT:USDT	0.06015	68	15519 ms	10s long 0.149626 30s long 0.149626 60s long 0.149626	advanced ready
2026-09-22 10:07:51.727740+02:00	binance	VELVET/USDT:USDT	0.060075	80	6612 ms	10s long 0.28298 30s long 0.28298 60s long 0.28298	advanced ready
2026-09-22 10:07:44.696418+02:00	htx	VELVET/USDT:USDT	0.060115	80	5840 ms	10s long 0.241204 30s long 0.241204 60s long 0.241204	advanced ready
2026-09-22 10:07:32.972372+02:00	gate	VELVET/USDT:USDT	0.059975	68	11633 ms	10s long 0.291788 30s long 0.291788 60s long 0.291788	advanced ready
2026-09-22 10:07:21.198930+02:00	binance	VELVET/USDT:USDT	0.060105	80	7196 ms	10s flat -0.049913 30s flat -0.049913 60s flat -0.049913	advanced ready
2026-09-22 10:07:13.557617+02:00	htx	VELVET/USDT:USDT	0.06024	80	6057 ms	10s short -0.207503 30s short -0.207503 60s short -0.207503	advanced ready
2026-09-22 10:07:01.488165+02:00	gate	VELVET/USDT:USDT	0.05998	68	11048 ms	10s flat -0.008336 30s flat -0.008336 60s flat -0.008336	advanced ready

Price

Best bid: 0.06018
Best ask: 0.0603
Spread: 0.00012
Spread %: 0.199203
Mid price: 0.06024
Last price: 0.06026
Mark price: 0.05999
Index price: 0.059925

Order Book

Bid depth 5: 113
Ask depth 5: 93
Bid depth 10: 295
Ask depth 10: 209
Bid depth 20: 587
Ask depth 20: 493
Imbalance 5: 0.097087
Imbalance 10: 0.170635
Imbalance 20: 0.087037
Top bid size: 7
Top ask size: 6
Bid wall score: 0.011925
Ask wall score: 0.01217

Dynamics

Bid depth 5 delta: -25
Ask depth 5 delta: 4
Imbalance 5 delta: -0.118772
Bid depth 10 delta: -10
Ask depth 10 delta: 31
Imbalance 10 delta: -0.092305
Spread delta: 0
Mid price delta: 0.00009
Wall shift score: 0.003817

Tape

Buy volume: 202
Sell volume: 169
Buy/sell delta: 33
Buy/sell ratio: 1.195266
Avg trade size: 3.71
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0.182876
Return 3: 0.466822
Volume 1: 50
Volume avg 5: 99.4
Momentum 5: 0.550642

Cross Exchange

Mid avg: 0.06021833
Mid median: 0.060245
Price deviation %: 0.03598
Spread %: 0.182669

Funding / OI / Volume

Funding rate: 0.000075
Funding delta: 0
Funding abs: 0.000075
Funding pressure: 0.000075
Open interest: -
Volume 24h: 15287000
Quote volume 24h: 911985
Price change 24h %: 2.73

Quality

Capture latency ms: 11678
Order book timestamp: 2026-09-22 10:08:36+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.515000+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	-0.373506	-0.373506	-0.373506	0.373506	0.373506	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.373506	0.373506	0.373506	0.373506	-0.373506	0.373506	yes
30s	short	-0.373506	-0.373506	-0.373506	0.373506	0.373506	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.373506	0.373506	0.373506	0.373506	-0.373506	0.373506	yes
60s	short	-0.373506	-0.373506	-0.373506	0.373506	0.373506	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.373506	0.373506	0.373506	0.373506	-0.373506	0.373506	yes

Price

Best bid: 0.06024
Best ask: 0.06025
Spread: 0.00001
Spread %: 0.016599
Mid price: 0.060245
Last price: 0.06026
Mark price: -
Index price: -

Order Book

Bid depth 5: 7181
Ask depth 5: 6413
Bid depth 10: 27856
Ask depth 10: 68374
Bid depth 20: 139448
Ask depth 20: 197907
Imbalance 5: 0.056496
Imbalance 10: -0.421054
Imbalance 20: -0.173286
Top bid size: 2631
Top ask size: 220
Bid wall score: 0.018867
Ask wall score: 0.001112

Dynamics

Bid depth 5 delta: -691
Ask depth 5 delta: -11455
Imbalance 5 delta: 0.444841
Bid depth 10 delta: -7642
Ask depth 10 delta: -12296
Imbalance 10 delta: -0.032203
Spread delta: -0.00002
Mid price delta: 0.00017
Wall shift score: 0.024656

Tape

Buy volume: 111488
Sell volume: 54903
Buy/sell delta: 56585
Buy/sell ratio: 2.030636
Avg trade size: 1663.91
Large trade count: 6
Largest trade size: 67511

Candle

Return 1: 0.132935
Return 3: 0.383142
Volume 1: 24542
Volume avg 5: 58953.8
Momentum 5: 0.466822

Cross Exchange

Mid avg: 0.06016167
Mid median: 0.06015
Price deviation %: 0.138516
Spread %: 0.307505

Funding / OI / Volume

Funding rate: 0.00032277
Funding delta: -0.00000475
Funding abs: 0.00032277
Funding pressure: 0.00032752
Open interest: 73616125
Volume 24h: 94361098
Quote volume 24h: 5651947.90609
Price change 24h %: 2.728

Quality

Capture latency ms: 6564
Order book timestamp: 2026-09-22 10:08:23.167000+02:00
Ticker timestamp: 2026-09-22 10:08:17.692000+02:00
Trades timestamp: 2026-09-22 10:08:17.692000+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	-0.406673	-0.406673	-0.406673	0.406673	0.406673	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.406673	0.406673	0.406673	0.406673	-0.406673	0.406673	yes
30s	short	-0.406673	-0.406673	-0.406673	0.406673	0.406673	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.406673	0.406673	0.406673	0.406673	-0.406673	0.406673	yes
60s	short	-0.406673	-0.406673	-0.406673	0.406673	0.406673	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.406673	0.406673	0.406673	0.406673	-0.406673	0.406673	yes

Price

Best bid: 0.06017
Best ask: 0.06035
Spread: 0.00018
Spread %: 0.298706
Mid price: 0.06026
Last price: 0.06009
Mark price: -
Index price: -

Order Book

Bid depth 5: 55039
Ask depth 5: 168691
Bid depth 10: 110615
Ask depth 10: 219130
Bid depth 20: 373508
Ask depth 20: 799916
Imbalance 5: -0.507987
Imbalance 10: -0.329088
Imbalance 20: -0.363388
Top bid size: 2224
Top ask size: 86
Bid wall score: 0.005954
Ask wall score: 0.000108

Dynamics

Bid depth 5 delta: 22865
Ask depth 5 delta: -20390
Imbalance 5 delta: 0.201181
Bid depth 10 delta: -26875
Ask depth 10 delta: -13070
Imbalance 10 delta: -0.0729
Spread delta: 0.00001
Mid price delta: 0.000145
Wall shift score: 0.014916

Tape

Buy volume: 3512
Sell volume: 15320
Buy/sell delta: -11808
Buy/sell ratio: 0.229243
Avg trade size: 188.32
Large trade count: 8
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0.033294
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: 0.033294

Cross Exchange

Mid avg: 0.06011333
Mid median: 0.060115
Price deviation %: 0.243984
Spread %: 0.124764

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203127
Volume 24h: 295904
Quote volume 24h: 295904
Price change 24h %: -0.759703

Quality

Capture latency ms: 5290
Order book timestamp: 2026-09-22 10:08:16.546000+02:00
Ticker timestamp: 2026-09-22 10:08:17.431000+02:00
Trades timestamp: 2026-09-22 10:06:40.289000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.298706	-0.298706	-0.298706	0.298706	0.298706	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.298706	0.298706	0.298706	0.298706	-0.298706	0.298706	yes
30s	short	-0.298706	-0.298706	-0.298706	0.298706	0.298706	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.298706	0.298706	0.298706	0.298706	-0.298706	0.298706	yes
60s	short	-0.298706	-0.298706	-0.298706	0.298706	0.298706	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.298706	0.298706	0.298706	0.298706	-0.298706	0.298706	yes

Price

Best bid: 0.06009
Best ask: 0.06021
Spread: 0.00012
Spread %: 0.199501
Mid price: 0.06015
Last price: 0.06015
Mark price: 0.05997
Index price: 0.059925

Order Book

Bid depth 5: 138
Ask depth 5: 89
Bid depth 10: 305
Ask depth 10: 178
Bid depth 20: 521
Ask depth 20: 412
Imbalance 5: 0.215859
Imbalance 10: 0.26294
Imbalance 20: 0.116827
Top bid size: 8
Top ask size: 8
Bid wall score: 0.015355
Ask wall score: 0.019417

Dynamics

Bid depth 5 delta: 58
Ask depth 5 delta: -41
Imbalance 5 delta: 0.453954
Bid depth 10 delta: 117
Ask depth 10 delta: -68
Imbalance 10 delta: 0.396581
Spread delta: 0.00003
Mid price delta: 0.000175
Wall shift score: 0.078098

Tape

Buy volume: 229
Sell volume: 160
Buy/sell delta: 69
Buy/sell ratio: 1.43125
Avg trade size: 3.89
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0
Return 3: 0.283428
Volume 1: 3
Volume avg 5: 90
Momentum 5: 0.367095

Cross Exchange

Mid avg: 0.060055
Mid median: 0.060075
Price deviation %: 0.158188
Spread %: 0.23312

Funding / OI / Volume

Funding rate: 0.000075
Funding delta: 0.000025
Funding abs: 0.000075
Funding pressure: 0.0001
Open interest: -
Volume 24h: 15283500
Quote volume 24h: 911774
Price change 24h %: 2.54

Quality

Capture latency ms: 15519
Order book timestamp: 2026-09-22 10:08:06+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.481000+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	0.149626	0.149626	0.149626	0.149626	0.149626	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.149626	0.149626	0.149626	0.149626	0.149626	-0.149626	yes
30s	long	0.149626	0.149626	0.149626	0.149626	0.149626	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.149626	0.149626	0.149626	0.149626	0.149626	-0.149626	yes
60s	long	0.149626	0.149626	0.149626	0.149626	0.149626	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.149626	0.149626	0.149626	0.149626	0.149626	-0.149626	yes

Price

Best bid: 0.06006
Best ask: 0.06009
Spread: 0.00003
Spread %: 0.049938
Mid price: 0.060075
Last price: 0.06009
Mark price: -
Index price: -

Order Book

Bid depth 5: 7872
Ask depth 5: 17868
Bid depth 10: 35498
Ask depth 10: 80670
Bid depth 20: 117375
Ask depth 20: 227280
Imbalance 5: -0.388345
Imbalance 10: -0.388851
Imbalance 20: -0.318884
Top bid size: 320
Top ask size: 2188
Bid wall score: 0.002726
Ask wall score: 0.009627

Dynamics

Bid depth 5 delta: -3075
Ask depth 5 delta: -3888
Imbalance 5 delta: -0.057825
Bid depth 10 delta: 8410
Ask depth 10 delta: -5893
Imbalance 10 delta: 0.134462
Spread delta: 0
Mid price delta: -0.00003
Wall shift score: -0.001737

Tape

Buy volume: 112436
Sell volume: 53624
Buy/sell delta: 58812
Buy/sell ratio: 2.096748
Avg trade size: 1660.6
Large trade count: 6
Largest trade size: 67511

Candle

Return 1: 0.033294
Return 3: -0.182724
Volume 1: 23239
Volume avg 5: 67296
Momentum 5: 0.016644

Cross Exchange

Mid avg: 0.060065
Mid median: 0.060105
Price deviation %: 0.016649
Spread %: 0.233081

Funding / OI / Volume

Funding rate: 0.00032752
Funding delta: 0
Funding abs: 0.00032752
Funding pressure: 0.00032752
Open interest: 73609624
Volume 24h: 94378155
Quote volume 24h: 5652908.73057
Price change 24h %: 2.038

Quality

Capture latency ms: 6612
Order book timestamp: 2026-09-22 10:07:49.526000+02:00
Ticker timestamp: 2026-09-22 10:07:43.729000+02:00
Trades timestamp: 2026-09-22 10:07:43.729000+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	0.28298	0.28298	0.28298	0.28298	0.28298	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.28298	0.28298	0.28298	0.28298	0.28298	-0.28298	yes
30s	long	0.28298	0.28298	0.28298	0.28298	0.28298	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.28298	0.28298	0.28298	0.28298	0.28298	-0.28298	yes
60s	long	0.28298	0.28298	0.28298	0.28298	0.28298	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.28298	0.28298	0.28298	0.28298	0.28298	-0.28298	yes

Price

Best bid: 0.06003
Best ask: 0.0602
Spread: 0.00017
Spread %: 0.282791
Mid price: 0.060115
Last price: 0.06009
Mark price: -
Index price: -

Order Book

Bid depth 5: 32174
Ask depth 5: 189081
Bid depth 10: 137490
Ask depth 10: 232200
Bid depth 20: 358418
Ask depth 20: 561851
Imbalance 5: -0.709168
Imbalance 10: -0.256188
Imbalance 20: -0.221058
Top bid size: 642
Top ask size: 6102
Bid wall score: 0.001791
Ask wall score: 0.010861

Dynamics

Bid depth 5 delta: 22309
Ask depth 5 delta: 146584
Imbalance 5 delta: -0.085968
Bid depth 10 delta: 91177
Ask depth 10 delta: 160523
Imbalance 10 delta: -0.04122
Spread delta: -0.00031
Mid price delta: -0.000125
Wall shift score: 0.031139

Tape

Buy volume: 3512
Sell volume: 15320
Buy/sell delta: -11808
Buy/sell ratio: 0.229243
Avg trade size: 188.32
Large trade count: 8
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0.033294
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: 0.033294

Cross Exchange

Mid avg: 0.06010667
Mid median: 0.060105
Price deviation %: 0.013864
Spread %: 0.440883

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203127
Volume 24h: 295904
Quote volume 24h: 295904
Price change 24h %: -0.759703

Quality

Capture latency ms: 5840
Order book timestamp: 2026-09-22 10:07:42.382000+02:00
Ticker timestamp: 2026-09-22 10:07:43.345000+02:00
Trades timestamp: 2026-09-22 10:06:40.289000+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	0.241204	0.241204	0.241204	0.241204	0.241204	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.241204	0.241204	0.241204	0.241204	0.241204	-0.241204	yes
30s	long	0.241204	0.241204	0.241204	0.241204	0.241204	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.241204	0.241204	0.241204	0.241204	0.241204	-0.241204	yes
60s	long	0.241204	0.241204	0.241204	0.241204	0.241204	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.241204	0.241204	0.241204	0.241204	0.241204	-0.241204	yes

Price

Best bid: 0.05993
Best ask: 0.06002
Spread: 0.00009
Spread %: 0.150063
Mid price: 0.059975
Last price: 0.06007
Mark price: 0.05995
Index price: 0.059915

Order Book

Bid depth 5: 80
Ask depth 5: 130
Bid depth 10: 188
Ask depth 10: 246
Bid depth 20: 387
Ask depth 20: 471
Imbalance 5: -0.238095
Imbalance 10: -0.133641
Imbalance 20: -0.097902
Top bid size: 6
Top ask size: 46
Bid wall score: 0.015504
Ask wall score: 0.097665

Dynamics

Bid depth 5 delta: -50
Ask depth 5 delta: 39
Imbalance 5 delta: -0.414566
Bid depth 10 delta: -34
Ask depth 10 delta: 6
Imbalance 10 delta: -0.09468
Spread delta: -0.00001
Mid price delta: -0.000005
Wall shift score: -0.035339

Tape

Buy volume: 237
Sell volume: 153
Buy/sell delta: 84
Buy/sell ratio: 1.54902
Avg trade size: 3.9
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.08325
Return 3: -0.199568
Volume 1: 65
Volume avg 5: 96.8
Momentum 5: -0.049967

Cross Exchange

Mid avg: 0.06010833
Mid median: 0.060105
Price deviation %: -0.221822
Spread %: 0.432552

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15276600
Quote volume 24h: 911360
Price change 24h %: 2.44

Quality

Capture latency ms: 11633
Order book timestamp: 2026-09-22 10:07:31+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.451000+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	0.291788	0.291788	0.291788	0.291788	0.291788	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.291788	0.291788	0.291788	0.291788	0.291788	-0.291788	yes
30s	long	0.291788	0.291788	0.291788	0.291788	0.291788	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.291788	0.291788	0.291788	0.291788	0.291788	-0.291788	yes
60s	long	0.291788	0.291788	0.291788	0.291788	0.291788	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.291788	0.291788	0.291788	0.291788	0.291788	-0.291788	yes

Price

Best bid: 0.06009
Best ask: 0.06012
Spread: 0.00003
Spread %: 0.049913
Mid price: 0.060105
Last price: 0.06002
Mark price: -
Index price: -

Order Book

Bid depth 5: 10947
Ask depth 5: 21756
Bid depth 10: 27088
Ask depth 10: 86563
Bid depth 20: 106350
Ask depth 20: 238118
Imbalance 5: -0.33052
Imbalance 10: -0.523313
Imbalance 20: -0.382526
Top bid size: 320
Top ask size: 1946
Bid wall score: 0.003009
Ask wall score: 0.008172

Dynamics

Bid depth 5 delta: 4714
Ask depth 5 delta: 14837
Imbalance 5 delta: -0.278361
Bid depth 10 delta: -18247
Ask depth 10 delta: 43694
Imbalance 10 delta: -0.551271
Spread delta: 0.00002
Mid price delta: 0.00008
Wall shift score: -0.029873

Tape

Buy volume: 121575
Sell volume: 61770
Buy/sell delta: 59805
Buy/sell ratio: 1.968188
Avg trade size: 1833.45
Large trade count: 4
Largest trade size: 67511

Candle

Return 1: -0.083236
Return 3: -0.299003
Volume 1: 160
Volume avg 5: 62680.2
Momentum 5: -0.099867

Cross Exchange

Mid avg: 0.06008167
Mid median: 0.060025
Price deviation %: 0.038836
Spread %: 0.432744

Funding / OI / Volume

Funding rate: 0.00032752
Funding delta: -0.00000657
Funding abs: 0.00032752
Funding pressure: 0.00033409
Open interest: 73611980
Volume 24h: 94306284
Quote volume 24h: 5648632.2324
Price change 24h %: 1.919

Quality

Capture latency ms: 7196
Order book timestamp: 2026-09-22 10:07:18.981000+02:00
Ticker timestamp: 2026-09-22 10:07:00.001000+02:00
Trades timestamp: 2026-09-22 10:07:17.888000+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	-0.049913	-0.049913	-0.049913	0.049913	0.049913	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.049913	0.049913	0.049913	0.049913	-0.049913	0.049913	yes
30s	flat	-0.049913	-0.049913	-0.049913	0.049913	0.049913	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.049913	0.049913	0.049913	0.049913	-0.049913	0.049913	yes
60s	flat	-0.049913	-0.049913	-0.049913	0.049913	0.049913	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.049913	0.049913	0.049913	0.049913	-0.049913	0.049913	yes

Price

Best bid: 0.06
Best ask: 0.06048
Spread: 0.00048
Spread %: 0.796813
Mid price: 0.06024
Last price: 0.06009
Mark price: -
Index price: -

Order Book

Bid depth 5: 9865
Ask depth 5: 42497
Bid depth 10: 46313
Ask depth 10: 71677
Bid depth 20: 97541
Ask depth 20: 94507
Imbalance 5: -0.6232
Imbalance 10: -0.214967
Imbalance 20: 0.015798
Top bid size: 642
Top ask size: 4422
Bid wall score: 0.006582
Ask wall score: 0.04679

Dynamics

Bid depth 5 delta: -7062
Ask depth 5 delta: -160817
Imbalance 5 delta: 0.223087
Bid depth 10 delta: -58768
Ask depth 10 delta: -170746
Imbalance 10 delta: 0.180257
Spread delta: 0.00031
Mid price delta: 0.000155
Wall shift score: -0.038412

Tape

Buy volume: 3512
Sell volume: 15320
Buy/sell delta: -11808
Buy/sell ratio: 0.229243
Avg trade size: 188.32
Large trade count: 8
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0.033294
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: 0.033294

Cross Exchange

Mid avg: 0.06003
Mid median: 0.060025
Price deviation %: 0.349825
Spread %: 0.174913

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203125
Volume 24h: 295904
Quote volume 24h: 295904
Price change 24h %: -0.759703

Quality

Capture latency ms: 6057
Order book timestamp: 2026-09-22 10:07:11.382000+02:00
Ticker timestamp: 2026-09-22 10:07:11.734000+02:00
Trades timestamp: 2026-09-22 10:06:40.289000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.207503	-0.207503	-0.207503	0.207503	0.207503	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.207503	0.207503	0.207503	0.207503	-0.207503	0.207503	yes
30s	short	-0.207503	-0.207503	-0.207503	0.207503	0.207503	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.207503	0.207503	0.207503	0.207503	-0.207503	0.207503	yes
60s	short	-0.207503	-0.207503	-0.207503	0.207503	0.207503	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.207503	0.207503	0.207503	0.207503	-0.207503	0.207503	yes

Price

Best bid: 0.05993
Best ask: 0.06003
Spread: 0.0001
Spread %: 0.166722
Mid price: 0.05998
Last price: 0.06003
Mark price: 0.05993
Index price: 0.0599

Order Book

Bid depth 5: 130
Ask depth 5: 91
Bid depth 10: 222
Ask depth 10: 240
Bid depth 20: 449
Ask depth 20: 526
Imbalance 5: 0.176471
Imbalance 10: -0.038961
Imbalance 20: -0.078974
Top bid size: 8
Top ask size: 34
Bid wall score: 0.017817
Ask wall score: 0.064639

Dynamics

Bid depth 5 delta: 38
Ask depth 5 delta: -20
Imbalance 5 delta: 0.270067
Bid depth 10 delta: 14
Ask depth 10 delta: -17
Imbalance 10 delta: 0.066415
Spread delta: -0.00003
Mid price delta: -0.000025
Wall shift score: -0.016601

Tape

Buy volume: 246
Sell volume: 149
Buy/sell delta: 97
Buy/sell ratio: 1.651007
Avg trade size: 3.95
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.04995
Return 3: -0.166306
Volume 1: 24
Volume avg 5: 88.6
Momentum 5: -0.016656

Cross Exchange

Mid avg: 0.06003833
Mid median: 0.060025
Price deviation %: -0.09716
Spread %: 0.133248

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15267400
Quote volume 24h: 910808
Price change 24h %: 1.99

Quality

Capture latency ms: 11048
Order book timestamp: 2026-09-22 10:07:00+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.420000+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	-0.008336	-0.008336	-0.008336	0.008336	0.008336	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008336	0.008336	0.008336	0.008336	-0.008336	0.008336	yes
30s	flat	-0.008336	-0.008336	-0.008336	0.008336	0.008336	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008336	0.008336	0.008336	0.008336	-0.008336	0.008336	yes
60s	flat	-0.008336	-0.008336	-0.008336	0.008336	0.008336	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008336	0.008336	0.008336	0.008336	-0.008336	0.008336	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.