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 32 of 6225 · 62250 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:06:50.287915+02:00	binance	VELVET/USDT:USDT	0.060025	80	6627 ms	10s long 0.133278 30s long 0.133278 60s long 0.133278	advanced ready
2026-09-22 10:06:43.255351+02:00	htx	VELVET/USDT:USDT	0.060085	80	5826 ms	10s long 0.257968 30s long 0.257968 60s long 0.257968	advanced ready
2026-09-22 10:06:31.378486+02:00	gate	VELVET/USDT:USDT	0.060005	68	11126 ms	10s flat -0.041663 30s flat -0.041663 60s flat -0.041663	advanced ready
2026-09-22 10:06:20.079115+02:00	binance	VELVET/USDT:USDT	0.060035	80	6534 ms	10s flat -0.016657 30s flat -0.016657 60s flat -0.016657	advanced ready
2026-09-22 10:06:13.075600+02:00	htx	VELVET/USDT:USDT	0.060065	80	5569 ms	10s flat 0.033297 30s flat 0.033297 60s flat 0.033297	advanced ready
2026-09-22 10:06:01.362913+02:00	gate	VELVET/USDT:USDT	0.059995	68	11487 ms	10s flat 0.016668 30s flat 0.016668 60s flat 0.016668	advanced ready
2026-09-22 10:05:49.662592+02:00	binance	VELVET/USDT:USDT	0.060025	80	7084 ms	10s flat 0.01666 30s flat 0.01666 60s flat 0.01666	advanced ready
2026-09-22 10:05:42.174706+02:00	htx	VELVET/USDT:USDT	0.060055	80	5792 ms	10s flat 0.016651 30s flat 0.016651 60s flat 0.016651	advanced ready
2026-09-22 10:05:30.286872+02:00	gate	VELVET/USDT:USDT	0.05998	68	11623 ms	10s flat 0.025008 30s flat 0.025008 60s flat 0.025008	advanced ready
2026-09-22 10:05:18.487231+02:00	binance	VELVET/USDT:USDT	0.060115	80	7026 ms	10s short -0.149713 30s short -0.149713 60s short -0.149713	advanced ready

Price

Best bid: 0.06002
Best ask: 0.06003
Spread: 0.00001
Spread %: 0.01666
Mid price: 0.060025
Last price: 0.06005
Mark price: -
Index price: -

Order Book

Bid depth 5: 6233
Ask depth 5: 6919
Bid depth 10: 45335
Ask depth 10: 42869
Bid depth 20: 153732
Ask depth 20: 178084
Imbalance 5: -0.052159
Imbalance 10: 0.027958
Imbalance 20: -0.07339
Top bid size: 4434
Top ask size: 736
Bid wall score: 0.028842
Ask wall score: 0.004133

Dynamics

Bid depth 5 delta: -9896
Ask depth 5 delta: 2742
Imbalance 5 delta: -0.640754
Bid depth 10 delta: -7238
Ask depth 10 delta: -2913
Imbalance 10 delta: -0.041088
Spread delta: 0
Mid price delta: -0.00001
Wall shift score: 0.004606

Tape

Buy volume: 36592
Sell volume: 46077
Buy/sell delta: -9485
Buy/sell ratio: 0.794149
Avg trade size: 826.69
Large trade count: 12
Largest trade size: 7157

Candle

Return 1: 0.049975
Return 3: 0.133378
Volume 1: 1179
Volume avg 5: 56832.8
Momentum 5: -0.166223

Cross Exchange

Mid avg: 0.06004167
Mid median: 0.060035
Price deviation %: -0.027759
Spread %: 0.133241

Funding / OI / Volume

Funding rate: 0.00033409
Funding delta: 0
Funding abs: 0.00033409
Funding pressure: 0.00033409
Open interest: 73691993
Volume 24h: 94221975
Quote volume 24h: 5643550.08878
Price change 24h %: 1.866

Quality

Capture latency ms: 6627
Order book timestamp: 2026-09-22 10:06:48.138000+02:00
Ticker timestamp: 2026-09-22 10:06:45.980000+02:00
Trades timestamp: 2026-09-22 10:06:49.567000+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	0.133278	0.133278	0.133278	0.133278	0.133278	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.133278	0.133278	0.133278	0.133278	0.133278	-0.133278	yes
30s	long	0.133278	0.133278	0.133278	0.133278	0.133278	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.133278	0.133278	0.133278	0.133278	0.133278	-0.133278	yes
60s	long	0.133278	0.133278	0.133278	0.133278	0.133278	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.133278	0.133278	0.133278	0.133278	0.133278	-0.133278	yes

Price

Best bid: 0.06
Best ask: 0.06017
Spread: 0.00017
Spread %: 0.282933
Mid price: 0.060085
Last price: 0.06009
Mark price: -
Index price: -

Order Book

Bid depth 5: 16927
Ask depth 5: 203314
Bid depth 10: 105081
Ask depth 10: 242423
Bid depth 20: 370980
Ask depth 20: 848871
Imbalance 5: -0.846287
Imbalance 10: -0.395224
Imbalance 20: -0.391762
Top bid size: 642
Top ask size: 2994
Bid wall score: 0.001731
Ask wall score: 0.003527

Dynamics

Bid depth 5 delta: -31574
Ask depth 5 delta: 17913
Imbalance 5 delta: -0.260999
Bid depth 10 delta: -8104
Ask depth 10 delta: -17962
Imbalance 10 delta: -0.001188
Spread delta: 0
Mid price delta: 0.00002
Wall shift score: -0.002064

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: 0.033294
Return 3: 0.033294
Volume 1: 4
Volume avg 5: 1.6
Momentum 5: -0.677686

Cross Exchange

Mid avg: 0.060035
Mid median: 0.060035
Price deviation %: 0.083285
Spread %: 0.099942

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203125
Volume 24h: 297600
Quote volume 24h: 297600
Price change 24h %: -0.759703

Quality

Capture latency ms: 5826
Order book timestamp: 2026-09-22 10:06:40.446000+02:00
Ticker timestamp: 2026-09-22 10:06:41.766000+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	0.257968	0.257968	0.257968	0.257968	0.257968	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.257968	0.257968	0.257968	0.257968	0.257968	-0.257968	yes
30s	long	0.257968	0.257968	0.257968	0.257968	0.257968	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.257968	0.257968	0.257968	0.257968	0.257968	-0.257968	yes
60s	long	0.257968	0.257968	0.257968	0.257968	0.257968	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.257968	0.257968	0.257968	0.257968	0.257968	-0.257968	yes

Price

Best bid: 0.05994
Best ask: 0.06007
Spread: 0.00013
Spread %: 0.216649
Mid price: 0.060005
Last price: 0.05998
Mark price: 0.06003
Index price: 0.060015

Order Book

Bid depth 5: 92
Ask depth 5: 111
Bid depth 10: 208
Ask depth 10: 257
Bid depth 20: 408
Ask depth 20: 582
Imbalance 5: -0.093596
Imbalance 10: -0.105376
Imbalance 20: -0.175758
Top bid size: 8
Top ask size: 29
Bid wall score: 0.019608
Ask wall score: 0.049828

Dynamics

Bid depth 5 delta: -28
Ask depth 5 delta: 25
Imbalance 5 delta: -0.258645
Bid depth 10 delta: -12
Ask depth 10 delta: 36
Imbalance 10 delta: -0.103109
Spread delta: 0
Mid price delta: 0.00001
Wall shift score: -0.018316

Tape

Buy volume: 206
Sell volume: 168
Buy/sell delta: 38
Buy/sell ratio: 1.22619
Avg trade size: 3.74
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0
Return 3: 0.083431
Volume 1: 44
Volume avg 5: 93.2
Momentum 5: -0.183059

Cross Exchange

Mid avg: 0.06003167
Mid median: 0.060035
Price deviation %: -0.044421
Spread %: 0.116605

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15264100
Quote volume 24h: 910610
Price change 24h %: 1.9

Quality

Capture latency ms: 11126
Order book timestamp: 2026-09-22 10:06:30+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.389000+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	-0.041663	-0.041663	-0.041663	0.041663	0.041663	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041663	0.041663	0.041663	0.041663	-0.041663	0.041663	yes
30s	flat	-0.041663	-0.041663	-0.041663	0.041663	0.041663	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041663	0.041663	0.041663	0.041663	-0.041663	0.041663	yes
60s	flat	-0.041663	-0.041663	-0.041663	0.041663	0.041663	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041663	0.041663	0.041663	0.041663	-0.041663	0.041663	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: 16129
Ask depth 5: 4177
Bid depth 10: 52573
Ask depth 10: 45782
Bid depth 20: 123333
Ask depth 20: 173336
Imbalance 5: 0.588595
Imbalance 10: 0.069046
Imbalance 20: -0.168548
Top bid size: 2542
Top ask size: 88
Bid wall score: 0.020611
Ask wall score: 0.000508

Dynamics

Bid depth 5 delta: 10934
Ask depth 5 delta: -6573
Imbalance 5 delta: 0.93698
Bid depth 10 delta: 19403
Ask depth 10 delta: -29684
Imbalance 10 delta: 0.458383
Spread delta: 0
Mid price delta: 0.00001
Wall shift score: 0.004004

Tape

Buy volume: 88350
Sell volume: 39013
Buy/sell delta: 49337
Buy/sell ratio: 2.26463
Avg trade size: 1273.63
Large trade count: 7
Largest trade size: 27734

Candle

Return 1: 0.016658
Return 3: 0.100033
Volume 1: 429
Volume avg 5: 56682.8
Momentum 5: -0.199468

Cross Exchange

Mid avg: 0.06002833
Mid median: 0.060025
Price deviation %: 0.011106
Spread %: 0.116612

Funding / OI / Volume

Funding rate: 0.00033409
Funding delta: -0.00000425
Funding abs: 0.00033409
Funding pressure: 0.00033834
Open interest: 73691857
Volume 24h: 94220763
Quote volume 24h: 5643477.30494
Price change 24h %: 1.849

Quality

Capture latency ms: 6534
Order book timestamp: 2026-09-22 10:06:15.321000+02:00
Ticker timestamp: 2026-09-22 10:06:05.541000+02:00
Trades timestamp: 2026-09-22 10:06:05.541000+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	-0.016657	-0.016657	-0.016657	0.016657	0.016657	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016657	0.016657	0.016657	0.016657	-0.016657	0.016657	yes
30s	flat	-0.016657	-0.016657	-0.016657	0.016657	0.016657	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016657	0.016657	0.016657	0.016657	-0.016657	0.016657	yes
60s	flat	-0.016657	-0.016657	-0.016657	0.016657	0.016657	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016657	0.016657	0.016657	0.016657	-0.016657	0.016657	yes

Price

Best bid: 0.05998
Best ask: 0.06015
Spread: 0.00017
Spread %: 0.283027
Mid price: 0.060065
Last price: 0.06007
Mark price: -
Index price: -

Order Book

Bid depth 5: 48501
Ask depth 5: 185401
Bid depth 10: 113185
Ask depth 10: 260385
Bid depth 20: 313495
Ask depth 20: 858401
Imbalance 5: -0.585288
Imbalance 10: -0.394036
Imbalance 20: -0.464978
Top bid size: 643
Top ask size: 1531
Bid wall score: 0.002051
Ask wall score: 0.001784

Dynamics

Bid depth 5 delta: 13575
Ask depth 5 delta: -27516
Imbalance 5 delta: 0.132872
Bid depth 10 delta: 27700
Ask depth 10 delta: 24388
Imbalance 10 delta: 0.074146
Spread delta: 0
Mid price delta: 0.00001
Wall shift score: 0.005173

Tape

Buy volume: 3508
Sell volume: 17040
Buy/sell delta: -13532
Buy/sell ratio: 0.205869
Avg trade size: 205.48
Large trade count: 9
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: -0.710744

Cross Exchange

Mid avg: 0.060025
Mid median: 0.060025
Price deviation %: 0.066639
Spread %: 0.099958

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203125
Volume 24h: 297596
Quote volume 24h: 297596
Price change 24h %: -0.792733

Quality

Capture latency ms: 5569
Order book timestamp: 2026-09-22 10:06:10.846000+02:00
Ticker timestamp: 2026-09-22 10:06:11.325000+02:00
Trades timestamp: 2026-09-22 10:02:40.287000+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: 0.05993
Best ask: 0.06006
Spread: 0.00013
Spread %: 0.216685
Mid price: 0.059995
Last price: 0.05998
Mark price: 0.06002
Index price: 0.060018

Order Book

Bid depth 5: 120
Ask depth 5: 86
Bid depth 10: 220
Ask depth 10: 221
Bid depth 20: 419
Ask depth 20: 572
Imbalance 5: 0.165049
Imbalance 10: -0.002268
Imbalance 20: -0.15439
Top bid size: 6
Top ask size: 15
Bid wall score: 0.01432
Ask wall score: 0.026224

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: -21
Imbalance 5 delta: 0.12469
Bid depth 10 delta: 4
Ask depth 10 delta: -22
Imbalance 10 delta: 0.056556
Spread delta: 0.00003
Mid price delta: 0.000015
Wall shift score: 0.029623

Tape

Buy volume: 209
Sell volume: 166
Buy/sell delta: 43
Buy/sell ratio: 1.259036
Avg trade size: 3.75
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0
Return 3: 0.083431
Volume 1: 0
Volume avg 5: 84.4
Momentum 5: -0.183059

Cross Exchange

Mid avg: 0.06002
Mid median: 0.060025
Price deviation %: -0.041653
Spread %: 0.124958

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15260300
Quote volume 24h: 910382
Price change 24h %: 1.85

Quality

Capture latency ms: 11487
Order book timestamp: 2026-09-22 10:06:00+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.359000+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	0.016668	0.016668	0.016668	0.016668	0.016668	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016668	0.016668	0.016668	0.016668	0.016668	-0.016668	yes
30s	flat	0.016668	0.016668	0.016668	0.016668	0.016668	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016668	0.016668	0.016668	0.016668	0.016668	-0.016668	yes
60s	flat	0.016668	0.016668	0.016668	0.016668	0.016668	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016668	0.016668	0.016668	0.016668	0.016668	-0.016668	yes

Price

Best bid: 0.06002
Best ask: 0.06003
Spread: 0.00001
Spread %: 0.01666
Mid price: 0.060025
Last price: 0.06003
Mark price: -
Index price: -

Order Book

Bid depth 5: 5195
Ask depth 5: 10750
Bid depth 10: 33170
Ask depth 10: 75466
Bid depth 20: 137028
Ask depth 20: 203030
Imbalance 5: -0.348385
Imbalance 10: -0.389337
Imbalance 20: -0.19409
Top bid size: 4573
Top ask size: 3507
Bid wall score: 0.033373
Ask wall score: 0.017273

Dynamics

Bid depth 5 delta: 368
Ask depth 5 delta: 5974
Imbalance 5 delta: -0.353696
Bid depth 10 delta: 5597
Ask depth 10 delta: 16930
Imbalance 10 delta: -0.029758
Spread delta: 0
Mid price delta: -0.00009
Wall shift score: 0.013972

Tape

Buy volume: 88272
Sell volume: 35930
Buy/sell delta: 52342
Buy/sell ratio: 2.456777
Avg trade size: 1242.02
Large trade count: 8
Largest trade size: 27734

Candle

Return 1: -0.282392
Return 3: -0.083222
Volume 1: 20289
Volume avg 5: 62544.6
Momentum 5: -0.182907

Cross Exchange

Mid avg: 0.06005
Mid median: 0.060055
Price deviation %: -0.041632
Spread %: 0.224813

Funding / OI / Volume

Funding rate: 0.00033834
Funding delta: 0
Funding abs: 0.00033834
Funding pressure: 0.00033834
Open interest: 73699102
Volume 24h: 94222738
Quote volume 24h: 5643579.42625
Price change 24h %: 1.78

Quality

Capture latency ms: 7084
Order book timestamp: 2026-09-22 10:05:47.275000+02:00
Ticker timestamp: 2026-09-22 10:05:44.576000+02:00
Trades timestamp: 2026-09-22 10:05:46.843000+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	0.01666	0.01666	0.01666	0.01666	0.01666	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.01666	0.01666	0.01666	0.01666	0.01666	-0.01666	yes
30s	flat	0.01666	0.01666	0.01666	0.01666	0.01666	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.01666	0.01666	0.01666	0.01666	0.01666	-0.01666	yes
60s	flat	0.01666	0.01666	0.01666	0.01666	0.01666	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.01666	0.01666	0.01666	0.01666	0.01666	-0.01666	yes

Price

Best bid: 0.05997
Best ask: 0.06014
Spread: 0.00017
Spread %: 0.283074
Mid price: 0.060055
Last price: 0.06007
Mark price: -
Index price: -

Order Book

Bid depth 5: 34926
Ask depth 5: 212917
Bid depth 10: 85485
Ask depth 10: 235997
Bid depth 20: 251919
Ask depth 20: 843248
Imbalance 5: -0.71816
Imbalance 10: -0.468182
Imbalance 20: -0.539944
Top bid size: 643
Top ask size: 6289
Bid wall score: 0.002552
Ask wall score: 0.007458

Dynamics

Bid depth 5 delta: 6138
Ask depth 5 delta: 5804
Imbalance 5 delta: 0.037771
Bid depth 10 delta: -61966
Ask depth 10 delta: 9144
Imbalance 10 delta: -0.256049
Spread delta: 0.00005
Mid price delta: -0.000145
Wall shift score: -0.005858

Tape

Buy volume: 3508
Sell volume: 17040
Buy/sell delta: -13532
Buy/sell ratio: 0.205869
Avg trade size: 205.48
Large trade count: 9
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: -0.710744

Cross Exchange

Mid avg: 0.06009833
Mid median: 0.060115
Price deviation %: -0.072104
Spread %: 0.366067

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203125
Volume 24h: 297596
Quote volume 24h: 297596
Price change 24h %: -0.792733

Quality

Capture latency ms: 5792
Order book timestamp: 2026-09-22 10:05:39.382000+02:00
Ticker timestamp: 2026-09-22 10:05:40.751000+02:00
Trades timestamp: 2026-09-22 10:02:40.287000+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	0.016651	0.016651	0.016651	0.016651	0.016651	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016651	0.016651	0.016651	0.016651	0.016651	-0.016651	yes
30s	flat	0.016651	0.016651	0.016651	0.016651	0.016651	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016651	0.016651	0.016651	0.016651	0.016651	-0.016651	yes
60s	flat	0.016651	0.016651	0.016651	0.016651	0.016651	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016651	0.016651	0.016651	0.016651	0.016651	-0.016651	yes

Price

Best bid: 0.05993
Best ask: 0.06003
Spread: 0.0001
Spread %: 0.166722
Mid price: 0.05998
Last price: 0.06001
Mark price: 0.06002
Index price: 0.060025

Order Book

Bid depth 5: 116
Ask depth 5: 107
Bid depth 10: 216
Ask depth 10: 243
Bid depth 20: 415
Ask depth 20: 518
Imbalance 5: 0.040359
Imbalance 10: -0.058824
Imbalance 20: -0.110397
Top bid size: 6
Top ask size: 29
Bid wall score: 0.014458
Ask wall score: 0.055985

Dynamics

Bid depth 5 delta: 15
Ask depth 5 delta: -14
Imbalance 5 delta: 0.130449
Bid depth 10 delta: -19
Ask depth 10 delta: 33
Imbalance 10 delta: -0.115003
Spread delta: 0.00001
Mid price delta: -0.000165
Wall shift score: -0.005748

Tape

Buy volume: 211
Sell volume: 173
Buy/sell delta: 38
Buy/sell ratio: 1.219653
Avg trade size: 3.84
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.199568
Return 3: -0.049967
Volume 1: 34
Volume avg 5: 89
Momentum 5: -0.099883

Cross Exchange

Mid avg: 0.06015333
Mid median: 0.060145
Price deviation %: -0.288152
Spread %: 0.141306

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15255100
Quote volume 24h: 910070
Price change 24h %: 1.9

Quality

Capture latency ms: 11623
Order book timestamp: 2026-09-22 10:05:29+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.327000+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	0.025008	0.025008	0.025008	0.025008	0.025008	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025008	0.025008	0.025008	0.025008	0.025008	-0.025008	yes
30s	flat	0.025008	0.025008	0.025008	0.025008	0.025008	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025008	0.025008	0.025008	0.025008	0.025008	-0.025008	yes
60s	flat	0.025008	0.025008	0.025008	0.025008	0.025008	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025008	0.025008	0.025008	0.025008	0.025008	-0.025008	yes

Price

Best bid: 0.06011
Best ask: 0.06012
Spread: 0.00001
Spread %: 0.016635
Mid price: 0.060115
Last price: 0.06015
Mark price: -
Index price: -

Order Book

Bid depth 5: 4827
Ask depth 5: 4776
Bid depth 10: 27573
Ask depth 10: 58536
Bid depth 20: 110841
Ask depth 20: 200432
Imbalance 5: 0.005311
Imbalance 10: -0.359579
Imbalance 20: -0.287821
Top bid size: 499
Top ask size: 476
Bid wall score: 0.004502
Ask wall score: 0.002375

Dynamics

Bid depth 5 delta: -6022
Ask depth 5 delta: -4566
Imbalance 5 delta: -0.069326
Bid depth 10 delta: -25577
Ask depth 10 delta: 13763
Imbalance 10 delta: -0.445126
Spread delta: -0.00001
Mid price delta: -0.000135
Wall shift score: 0.012026

Tape

Buy volume: 87079
Sell volume: 38671
Buy/sell delta: 48408
Buy/sell ratio: 2.251791
Avg trade size: 1257.5
Large trade count: 8
Largest trade size: 27734

Candle

Return 1: -0.182724
Return 3: 0.016644
Volume 1: 16559
Volume avg 5: 61798.6
Momentum 5: -0.083139

Cross Exchange

Mid avg: 0.06019833
Mid median: 0.0602
Price deviation %: -0.138431
Spread %: 0.174423

Funding / OI / Volume

Funding rate: 0.00033834
Funding delta: 0
Funding abs: 0.00033834
Funding pressure: 0.00033834
Open interest: 73712142
Volume 24h: 94252911
Quote volume 24h: 5645350.5502
Price change 24h %: 1.984

Quality

Capture latency ms: 7026
Order book timestamp: 2026-09-22 10:05:15.765000+02:00
Ticker timestamp: 2026-09-22 10:05:07.733000+02:00
Trades timestamp: 2026-09-22 10:05:17.274000+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	-0.149713	-0.149713	-0.149713	0.149713	0.149713	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.149713	0.149713	0.149713	0.149713	-0.149713	0.149713	yes
30s	short	-0.149713	-0.149713	-0.149713	0.149713	0.149713	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.149713	0.149713	0.149713	0.149713	-0.149713	0.149713	yes
60s	short	-0.149713	-0.149713	-0.149713	0.149713	0.149713	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.149713	0.149713	0.149713	0.149713	-0.149713	0.149713	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.