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 33 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:05:11.052596+02:00	htx	VELVET/USDT:USDT	0.0602	80	5755 ms	10s short -0.240864 30s short -0.240864 60s short -0.240864	advanced ready
2026-09-22 10:04:59.383865+02:00	gate	VELVET/USDT:USDT	0.060145	68	12923 ms	10s short -0.274337 30s short -0.274337 60s short -0.274337	advanced ready
2026-09-22 10:04:46.283648+02:00	binance	VELVET/USDT:USDT	0.06025	80	7148 ms	10s short -0.224066 30s short -0.224066 60s short -0.224066	advanced ready
2026-09-22 10:04:38.698088+02:00	htx	VELVET/USDT:USDT	0.06014	90	4994 ms	10s long 0.099767 30s long 0.099767 60s long 0.099767	advanced ready
2026-09-22 10:04:27.703708+02:00	gate	VELVET/USDT:USDT	0.060065	68	11311 ms	10s long 0.133189 30s long 0.133189 60s long 0.133189	advanced ready
2026-09-22 10:04:16.202356+02:00	binance	VELVET/USDT:USDT	0.060065	80	6662 ms	10s long 0.308 30s long 0.308 60s long 0.308	advanced ready
2026-09-22 10:04:09.103006+02:00	htx	VELVET/USDT:USDT	0.06017	80	6152 ms	10s flat -0.049859 30s flat -0.049859 60s flat -0.049859	advanced ready
2026-09-22 10:03:56.743915+02:00	gate	VELVET/USDT:USDT	0.059905	68	11671 ms	10s long 0.26709 30s long 0.26709 60s long 0.26709	advanced ready
2026-09-22 10:03:44.915255+02:00	binance	VELVET/USDT:USDT	0.060015	80	7783 ms	10s long 0.083313 30s long 0.083313 60s long 0.083313	advanced ready
2026-09-22 10:03:36.689546+02:00	htx	VELVET/USDT:USDT	0.06	80	5449 ms	10s long 0.283333 30s long 0.283333 60s long 0.283333	advanced ready

Price

Best bid: 0.06014
Best ask: 0.06026
Spread: 0.00012
Spread %: 0.199336
Mid price: 0.0602
Last price: 0.06007
Mark price: -
Index price: -

Order Book

Bid depth 5: 28788
Ask depth 5: 207113
Bid depth 10: 147451
Ask depth 10: 226853
Bid depth 20: 420627
Ask depth 20: 556801
Imbalance 5: -0.755932
Imbalance 10: -0.212132
Imbalance 20: -0.139319
Top bid size: 641
Top ask size: 318
Bid wall score: 0.001524
Ask wall score: 0.000571

Dynamics

Bid depth 5 delta: -34149
Ask depth 5 delta: 44481
Imbalance 5 delta: -0.31396
Bid depth 10 delta: 52981
Ask depth 10 delta: 25153
Imbalance 10 delta: 0.149923
Spread delta: -0.00006
Mid price delta: 0.00006
Wall shift score: 0.001457

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: 0.06017833
Mid median: 0.060145
Price deviation %: 0.036004
Spread %: 0.18279

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: 5755
Order book timestamp: 2026-09-22 10:05:08.082000+02:00
Ticker timestamp: 2026-09-22 10:05:09.548000+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	short	-0.240864	-0.240864	-0.240864	0.240864	0.240864	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.240864	0.240864	0.240864	0.240864	-0.240864	0.240864	yes
30s	short	-0.240864	-0.240864	-0.240864	0.240864	0.240864	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.240864	0.240864	0.240864	0.240864	-0.240864	0.240864	yes
60s	short	-0.240864	-0.240864	-0.240864	0.240864	0.240864	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.240864	0.240864	0.240864	0.240864	-0.240864	0.240864	yes

Price

Best bid: 0.0601
Best ask: 0.06019
Spread: 0.00009
Spread %: 0.149638
Mid price: 0.060145
Last price: 0.06013
Mark price: 0.06011
Index price: 0.06007

Order Book

Bid depth 5: 101
Ask depth 5: 121
Bid depth 10: 235
Ask depth 10: 210
Bid depth 20: 460
Ask depth 20: 489
Imbalance 5: -0.09009
Imbalance 10: 0.05618
Imbalance 20: -0.030558
Top bid size: 8
Top ask size: 26
Bid wall score: 0.017391
Ask wall score: 0.05317

Dynamics

Bid depth 5 delta: -18
Ask depth 5 delta: 3
Imbalance 5 delta: -0.094309
Bid depth 10 delta: -26
Ask depth 10 delta: -7
Imbalance 10 delta: -0.03587
Spread delta: -0.00004
Mid price delta: 0.00008
Wall shift score: -0.046925

Tape

Buy volume: 202
Sell volume: 185
Buy/sell delta: 17
Buy/sell ratio: 1.091892
Avg trade size: 3.87
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0.333723
Return 3: 0.066567
Volume 1: 136
Volume avg 5: 197.2
Momentum 5: -0.381047

Cross Exchange

Mid avg: 0.06015167
Mid median: 0.06014
Price deviation %: -0.011083
Spread %: 0.307556

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15248500
Quote volume 24h: 909673
Price change 24h %: 2.02

Quality

Capture latency ms: 12923
Order book timestamp: 2026-09-22 10:04:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.297000+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	-0.274337	-0.274337	-0.274337	0.274337	0.274337	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.274337	0.274337	0.274337	0.274337	-0.274337	0.274337	yes
30s	short	-0.274337	-0.274337	-0.274337	0.274337	0.274337	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.274337	0.274337	0.274337	0.274337	-0.274337	0.274337	yes
60s	short	-0.274337	-0.274337	-0.274337	0.274337	0.274337	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.274337	0.274337	0.274337	0.274337	-0.274337	0.274337	yes

Price

Best bid: 0.06024
Best ask: 0.06026
Spread: 0.00002
Spread %: 0.033195
Mid price: 0.06025
Last price: 0.06019
Mark price: -
Index price: -

Order Book

Bid depth 5: 10849
Ask depth 5: 9342
Bid depth 10: 53150
Ask depth 10: 44773
Bid depth 20: 142964
Ask depth 20: 154557
Imbalance 5: 0.074637
Imbalance 10: 0.085547
Imbalance 20: -0.038965
Top bid size: 160
Top ask size: 1703
Bid wall score: 0.001119
Ask wall score: 0.011019

Dynamics

Bid depth 5 delta: 535
Ask depth 5 delta: -1763
Imbalance 5 delta: 0.111567
Bid depth 10 delta: 26224
Ask depth 10 delta: 16349
Imbalance 10 delta: 0.112611
Spread delta: -0.00001
Mid price delta: 0.000185
Wall shift score: 0.008673

Tape

Buy volume: 98279
Sell volume: 49617
Buy/sell delta: 48662
Buy/sell ratio: 1.980753
Avg trade size: 1478.96
Large trade count: 6
Largest trade size: 27734

Candle

Return 1: 0.483494
Return 3: 0.182846
Volume 1: 75875
Volume avg 5: 153673
Momentum 5: -0.215232

Cross Exchange

Mid avg: 0.06009
Mid median: 0.060065
Price deviation %: 0.266267
Spread %: 0.124813

Funding / OI / Volume

Funding rate: 0.00033834
Funding delta: 0
Funding abs: 0.00033834
Funding pressure: 0.00033834
Open interest: 73716671
Volume 24h: 94243224
Quote volume 24h: 5644741.83449
Price change 24h %: 2.034

Quality

Capture latency ms: 7148
Order book timestamp: 2026-09-22 10:04:44.059000+02:00
Ticker timestamp: 2026-09-22 10:04:39.599000+02:00
Trades timestamp: 2026-09-22 10:04:45.322000+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	-0.224066	-0.224066	-0.224066	0.224066	0.224066	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.224066	0.224066	0.224066	0.224066	-0.224066	0.224066	yes
30s	short	-0.224066	-0.224066	-0.224066	0.224066	0.224066	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.224066	0.224066	0.224066	0.224066	-0.224066	0.224066	yes
60s	short	-0.224066	-0.224066	-0.224066	0.224066	0.224066	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.224066	0.224066	0.224066	0.224066	-0.224066	0.224066	yes

Price

Best bid: 0.06005
Best ask: 0.06023
Spread: 0.00018
Spread %: 0.299302
Mid price: 0.06014
Last price: 0.06007
Mark price: -
Index price: -

Order Book

Bid depth 5: 62937
Ask depth 5: 162632
Bid depth 10: 94470
Ask depth 10: 201700
Bid depth 20: 430932
Ask depth 20: 773904
Imbalance 5: -0.441971
Imbalance 10: -0.362056
Imbalance 20: -0.284663
Top bid size: 1785
Top ask size: 3596
Bid wall score: 0.004142
Ask wall score: 0.004647

Dynamics

Bid depth 5 delta: 53629
Ask depth 5 delta: 153165
Imbalance 5 delta: -0.433502
Bid depth 10 delta: 48641
Ask depth 10 delta: 155810
Imbalance 10 delta: -0.361391
Spread delta: -0.0003
Mid price delta: -0.00003
Wall shift score: 0.001268

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

Cross Exchange

Mid avg: 0.0601
Mid median: 0.060065
Price deviation %: 0.066556
Spread %: 0.174709

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: 4994
Order book timestamp: 2026-09-22 10:04:36.682000+02:00
Ticker timestamp: 2026-09-22 10:04:37.207000+02:00
Trades timestamp: 2026-09-22 10:02:40.287000+02:00
Data quality score: 90
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	0.099767	0.099767	0.099767	0.099767	0.099767	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.099767	0.099767	0.099767	0.099767	0.099767	-0.099767	yes
30s	long	0.099767	0.099767	0.099767	0.099767	0.099767	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.099767	0.099767	0.099767	0.099767	0.099767	-0.099767	yes
60s	long	0.099767	0.099767	0.099767	0.099767	0.099767	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.099767	0.099767	0.099767	0.099767	0.099767	-0.099767	yes

Price

Best bid: 0.06
Best ask: 0.06013
Spread: 0.00013
Spread %: 0.216432
Mid price: 0.060065
Last price: 0.06
Mark price: 0.06
Index price: 0.059967

Order Book

Bid depth 5: 119
Ask depth 5: 118
Bid depth 10: 261
Ask depth 10: 217
Bid depth 20: 460
Ask depth 20: 573
Imbalance 5: 0.004219
Imbalance 10: 0.09205
Imbalance 20: -0.10939
Top bid size: 26
Top ask size: 26
Bid wall score: 0.056522
Ask wall score: 0.045375

Dynamics

Bid depth 5 delta: 35
Ask depth 5 delta: 17
Imbalance 5 delta: 0.096111
Bid depth 10 delta: 85
Ask depth 10 delta: -40
Imbalance 10 delta: 0.279117
Spread delta: 0.00002
Mid price delta: 0.00016
Wall shift score: 0.038217

Tape

Buy volume: 196
Sell volume: 198
Buy/sell delta: -2
Buy/sell ratio: 0.989899
Avg trade size: 3.94
Large trade count: 1
Largest trade size: 17

Candle

Return 1: 0.116803
Return 3: -0.149775
Volume 1: 45
Volume avg 5: 179
Momentum 5: -0.596421

Cross Exchange

Mid avg: 0.06004667
Mid median: 0.060065
Price deviation %: 0.030532
Spread %: 0.441323

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15243000
Quote volume 24h: 909342
Price change 24h %: 1.8

Quality

Capture latency ms: 11311
Order book timestamp: 2026-09-22 10:04:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.265000+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	0.133189	0.133189	0.133189	0.133189	0.133189	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.133189	0.133189	0.133189	0.133189	0.133189	-0.133189	yes
30s	long	0.133189	0.133189	0.133189	0.133189	0.133189	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.133189	0.133189	0.133189	0.133189	0.133189	-0.133189	yes
60s	long	0.133189	0.133189	0.133189	0.133189	0.133189	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.133189	0.133189	0.133189	0.133189	0.133189	-0.133189	yes

Price

Best bid: 0.06005
Best ask: 0.06008
Spread: 0.00003
Spread %: 0.049946
Mid price: 0.060065
Last price: 0.06013
Mark price: -
Index price: -

Order Book

Bid depth 5: 10314
Ask depth 5: 11105
Bid depth 10: 26926
Ask depth 10: 28424
Bid depth 20: 121202
Ask depth 20: 157221
Imbalance 5: -0.03693
Imbalance 10: -0.027064
Imbalance 20: -0.129368
Top bid size: 320
Top ask size: 3335
Bid wall score: 0.00264
Ask wall score: 0.021212

Dynamics

Bid depth 5 delta: 771
Ask depth 5 delta: -39926
Imbalance 5 delta: 0.647984
Bid depth 10 delta: 5250
Ask depth 10 delta: -26126
Imbalance 10 delta: 0.404206
Spread delta: 0.00002
Mid price delta: 0.00005
Wall shift score: -0.045948

Tape

Buy volume: 103549
Sell volume: 58797
Buy/sell delta: 44752
Buy/sell ratio: 1.761127
Avg trade size: 1623.46
Large trade count: 6
Largest trade size: 27734

Candle

Return 1: 0.216739
Return 3: -0.083112
Volume 1: 63733
Volume avg 5: 151244.6
Momentum 5: -0.480132

Cross Exchange

Mid avg: 0.06003
Mid median: 0.060015
Price deviation %: 0.058304
Spread %: 0.441446

Funding / OI / Volume

Funding rate: 0.00033834
Funding delta: -0.00000346
Funding abs: 0.00033834
Funding pressure: 0.0003418
Open interest: 73723304
Volume 24h: 94232499
Quote volume 24h: 5644097.23204
Price change 24h %: 1.933

Quality

Capture latency ms: 6662
Order book timestamp: 2026-09-22 10:04:13.969000+02:00
Ticker timestamp: 2026-09-22 10:04:05.800000+02:00
Trades timestamp: 2026-09-22 10:04:12.467000+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	0.308	0.308	0.308	0.308	0.308	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.308	0.308	0.308	0.308	0.308	-0.308	yes
30s	long	0.308	0.308	0.308	0.308	0.308	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.308	0.308	0.308	0.308	0.308	-0.308	yes
60s	long	0.308	0.308	0.308	0.308	0.308	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.308	0.308	0.308	0.308	0.308	-0.308	yes

Price

Best bid: 0.05993
Best ask: 0.06041
Spread: 0.00048
Spread %: 0.79774
Mid price: 0.06017
Last price: 0.06007
Mark price: -
Index price: -

Order Book

Bid depth 5: 9308
Ask depth 5: 9467
Bid depth 10: 45829
Ask depth 10: 45890
Bid depth 20: 97057
Ask depth 20: 94464
Imbalance 5: -0.008469
Imbalance 10: -0.000665
Imbalance 20: 0.013539
Top bid size: 90
Top ask size: 255
Bid wall score: 0.000927
Ask wall score: 0.002699

Dynamics

Bid depth 5 delta: -1368
Ask depth 5 delta: -2592
Imbalance 5 delta: 0.052363
Bid depth 10 delta: -9387
Ask depth 10 delta: -2611
Imbalance 10 delta: -0.065409
Spread delta: -0.00032
Mid price delta: 0.00017
Wall shift score: 0.020639

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

Cross Exchange

Mid avg: 0.05997333
Mid median: 0.06
Price deviation %: 0.327924
Spread %: 0.183415

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: 6152
Order book timestamp: 2026-09-22 10:04:06.582000+02:00
Ticker timestamp: 2026-09-22 10:04:07.097000+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	-0.049859	-0.049859	-0.049859	0.049859	0.049859	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.049859	0.049859	0.049859	0.049859	-0.049859	0.049859	yes
30s	flat	-0.049859	-0.049859	-0.049859	0.049859	0.049859	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.049859	0.049859	0.049859	0.049859	-0.049859	0.049859	yes
60s	flat	-0.049859	-0.049859	-0.049859	0.049859	0.049859	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.049859	0.049859	0.049859	0.049859	-0.049859	0.049859	yes

Price

Best bid: 0.05985
Best ask: 0.05996
Spread: 0.00011
Spread %: 0.183624
Mid price: 0.059905
Last price: 0.05993
Mark price: 0.05995
Index price: 0.059955

Order Book

Bid depth 5: 84
Ask depth 5: 101
Bid depth 10: 176
Ask depth 10: 257
Bid depth 20: 399
Ask depth 20: 573
Imbalance 5: -0.091892
Imbalance 10: -0.187067
Imbalance 20: -0.179012
Top bid size: 8
Top ask size: 27
Bid wall score: 0.02005
Ask wall score: 0.04712

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -3
Imbalance 5 delta: 0.008637
Bid depth 10 delta: -17
Ask depth 10 delta: 46
Imbalance 10 delta: -0.142513
Spread delta: 0
Mid price delta: -0.00008
Wall shift score: -0.009538

Tape

Buy volume: 159
Sell volume: 283
Buy/sell delta: -124
Buy/sell ratio: 0.561837
Avg trade size: 4.42
Large trade count: 1
Largest trade size: 17

Candle

Return 1: -0.233178
Return 3: -0.283003
Volume 1: 80
Volume avg 5: 190.2
Momentum 5: -1.008098

Cross Exchange

Mid avg: 0.06
Mid median: 0.06
Price deviation %: -0.158333
Spread %: 0.05

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15237600
Quote volume 24h: 909019
Price change 24h %: 1.7

Quality

Capture latency ms: 11671
Order book timestamp: 2026-09-22 10:03:55+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.235000+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	0.26709	0.26709	0.26709	0.26709	0.26709	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.26709	0.26709	0.26709	0.26709	0.26709	-0.26709	yes
30s	long	0.26709	0.26709	0.26709	0.26709	0.26709	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.26709	0.26709	0.26709	0.26709	0.26709	-0.26709	yes
60s	long	0.26709	0.26709	0.26709	0.26709	0.26709	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.26709	0.26709	0.26709	0.26709	0.26709	-0.26709	yes

Price

Best bid: 0.06001
Best ask: 0.06002
Spread: 0.00001
Spread %: 0.016663
Mid price: 0.060015
Last price: 0.06002
Mark price: -
Index price: -

Order Book

Bid depth 5: 9543
Ask depth 5: 51031
Bid depth 10: 21676
Ask depth 10: 54550
Bid depth 20: 97882
Ask depth 20: 197050
Imbalance 5: -0.684914
Imbalance 10: -0.43127
Imbalance 20: -0.33624
Top bid size: 2772
Top ask size: 186
Bid wall score: 0.02832
Ask wall score: 0.000944

Dynamics

Bid depth 5 delta: -23826
Ask depth 5 delta: 36930
Imbalance 5 delta: -1.090813
Bid depth 10 delta: -27039
Ask depth 10 delta: 18844
Imbalance 10 delta: -0.585367
Spread delta: -0.00001
Mid price delta: -0.000065
Wall shift score: -0.002473

Tape

Buy volume: 52884
Sell volume: 80447
Buy/sell delta: -27563
Buy/sell ratio: 0.657377
Avg trade size: 1333.31
Large trade count: 5
Largest trade size: 26909

Candle

Return 1: -0.1498
Return 3: -0.249418
Volume 1: 69812
Volume avg 5: 147384.2
Momentum 5: -0.89212

Cross Exchange

Mid avg: 0.06002167
Mid median: 0.06
Price deviation %: -0.011107
Spread %: 0.158276

Funding / OI / Volume

Funding rate: 0.0003418
Funding delta: 0
Funding abs: 0.0003418
Funding pressure: 0.0003418
Open interest: 73761551
Volume 24h: 94183878
Quote volume 24h: 5641137.88807
Price change 24h %: 2.075

Quality

Capture latency ms: 7783
Order book timestamp: 2026-09-22 10:03:41.790000+02:00
Ticker timestamp: 2026-09-22 10:03:40.904000+02:00
Trades timestamp: 2026-09-22 10:03:42.602000+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	0.083313	0.083313	0.083313	0.083313	0.083313	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.083313	0.083313	0.083313	0.083313	0.083313	-0.083313	yes
30s	long	0.083313	0.083313	0.083313	0.083313	0.083313	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.083313	0.083313	0.083313	0.083313	0.083313	-0.083313	yes
60s	long	0.083313	0.083313	0.083313	0.083313	0.083313	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.083313	0.083313	0.083313	0.083313	0.083313	-0.083313	yes

Price

Best bid: 0.0596
Best ask: 0.0604
Spread: 0.0008
Spread %: 1.333333
Mid price: 0.06
Last price: 0.06007
Mark price: -
Index price: -

Order Book

Bid depth 5: 10676
Ask depth 5: 12059
Bid depth 10: 55216
Ask depth 10: 48501
Bid depth 20: 97586
Ask depth 20: 86878
Imbalance 5: -0.060831
Imbalance 10: 0.064743
Imbalance 20: 0.058049
Top bid size: 647
Top ask size: 2523
Bid wall score: 0.00663
Ask wall score: 0.029041

Dynamics

Bid depth 5 delta: -46754
Ask depth 5 delta: -149638
Imbalance 5 delta: 0.414998
Bid depth 10 delta: -162862
Ask depth 10 delta: -180848
Imbalance 10 delta: 0.089934
Spread delta: 0.00063
Mid price delta: -0.000105
Wall shift score: -0.014592

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

Cross Exchange

Mid avg: 0.06005667
Mid median: 0.06008
Price deviation %: -0.094355
Spread %: 0.199811

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203125
Volume 24h: 299292
Quote volume 24h: 299292
Price change 24h %: -0.792733

Quality

Capture latency ms: 5449
Order book timestamp: 2026-09-22 10:03:34.646000+02:00
Ticker timestamp: 2026-09-22 10:03:35.066000+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	long	0.283333	0.283333	0.283333	0.283333	0.283333	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.283333	0.283333	0.283333	0.283333	0.283333	-0.283333	yes
30s	long	0.283333	0.283333	0.283333	0.283333	0.283333	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.283333	0.283333	0.283333	0.283333	0.283333	-0.283333	yes
60s	long	0.283333	0.283333	0.283333	0.283333	0.283333	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.283333	0.283333	0.283333	0.283333	0.283333	-0.283333	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.