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 34 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:03:24.811275+02:00	gate	VELVET/USDT:USDT	0.059985	68	11464 ms	10s short -0.133367 30s short -0.133367 60s short -0.133367	advanced ready
2026-09-22 10:03:13.175567+02:00	binance	VELVET/USDT:USDT	0.06008	80	7064 ms	10s short -0.108189 30s short -0.108189 60s short -0.108189	advanced ready
2026-09-22 10:03:05.684037+02:00	htx	VELVET/USDT:USDT	0.060105	80	6017 ms	10s short -0.174694 30s short -0.174694 60s short -0.174694	advanced ready
2026-09-22 10:02:53.522161+02:00	gate	VELVET/USDT:USDT	0.06002	68	13150 ms	10s short -0.058314 30s short -0.058314 60s short -0.058314	advanced ready
2026-09-22 10:02:40.210365+02:00	binance	VELVET/USDT:USDT	0.060065	80	6370 ms	10s flat 0.024973 30s flat 0.024973 60s flat 0.024973	advanced ready
2026-09-22 10:02:33.442587+02:00	htx	VELVET/USDT:USDT	0.0601	80	5193 ms	10s flat 0.008319 30s flat 0.008319 60s flat 0.008319	advanced ready
2026-09-22 10:02:22.193183+02:00	gate	VELVET/USDT:USDT	0.06002	68	11154 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:02:10.899403+02:00	binance	VELVET/USDT:USDT	0.060185	80	7201 ms	10s short -0.199385 30s short -0.199385 60s short -0.199385	advanced ready
2026-09-22 10:02:03.250790+02:00	htx	VELVET/USDT:USDT	0.060195	80	6120 ms	10s short -0.15782 30s short -0.15782 60s short -0.15782	advanced ready
2026-09-22 10:01:50.993056+02:00	gate	VELVET/USDT:USDT	0.060105	68	10721 ms	10s short -0.141419 30s short -0.141419 60s short -0.141419	advanced ready

Price

Best bid: 0.05993
Best ask: 0.06004
Spread: 0.00011
Spread %: 0.183379
Mid price: 0.059985
Last price: 0.06
Mark price: 0.05997
Index price: 0.059925

Order Book

Bid depth 5: 85
Ask depth 5: 104
Bid depth 10: 193
Ask depth 10: 211
Bid depth 20: 400
Ask depth 20: 547
Imbalance 5: -0.100529
Imbalance 10: -0.044554
Imbalance 20: -0.155227
Top bid size: 12
Top ask size: 26
Bid wall score: 0.03
Ask wall score: 0.047532

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: -12
Imbalance 5 delta: 0.077136
Bid depth 10 delta: 7
Ask depth 10 delta: 6
Imbalance 10 delta: 0.004039
Spread delta: 0.00001
Mid price delta: -0.000035
Wall shift score: 0.006318

Tape

Buy volume: 136
Sell volume: 541
Buy/sell delta: -405
Buy/sell ratio: 0.251386
Avg trade size: 6.77
Large trade count: 1
Largest trade size: 260

Candle

Return 1: 0
Return 3: -0.049942
Volume 1: 30
Volume avg 5: 180.2
Momentum 5: -0.776731

Cross Exchange

Mid avg: 0.06006833
Mid median: 0.06008
Price deviation %: -0.138731
Spread %: 0.141506

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15232700
Quote volume 24h: 908725
Price change 24h %: 1.82

Quality

Capture latency ms: 11464
Order book timestamp: 2026-09-22 10:03:23+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.203000+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	-0.133367	-0.133367	-0.133367	0.133367	0.133367	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.133367	0.133367	0.133367	0.133367	-0.133367	0.133367	yes
30s	short	-0.133367	-0.133367	-0.133367	0.133367	0.133367	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.133367	0.133367	0.133367	0.133367	-0.133367	0.133367	yes
60s	short	-0.133367	-0.133367	-0.133367	0.133367	0.133367	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.133367	0.133367	0.133367	0.133367	-0.133367	0.133367	yes

Price

Best bid: 0.06007
Best ask: 0.06009
Spread: 0.00002
Spread %: 0.033289
Mid price: 0.06008
Last price: 0.06007
Mark price: -
Index price: -

Order Book

Bid depth 5: 33369
Ask depth 5: 14101
Bid depth 10: 48715
Ask depth 10: 35706
Bid depth 20: 133570
Ask depth 20: 157101
Imbalance 5: 0.405898
Imbalance 10: 0.154097
Imbalance 20: -0.080954
Top bid size: 4123
Top ask size: 160
Bid wall score: 0.030868
Ask wall score: 0.001018

Dynamics

Bid depth 5 delta: 25071
Ask depth 5 delta: 3769
Imbalance 5 delta: 0.515077
Bid depth 10 delta: 19647
Ask depth 10 delta: -216
Imbalance 10 delta: 0.259559
Spread delta: 0.00001
Mid price delta: 0.000015
Wall shift score: 0.035023

Tape

Buy volume: 59531
Sell volume: 64056
Buy/sell delta: -4525
Buy/sell ratio: 0.929359
Avg trade size: 1235.87
Large trade count: 8
Largest trade size: 11296

Candle

Return 1: 0
Return 3: -0.099767
Volume 1: 28056
Volume avg 5: 139033
Momentum 5: -0.743433

Cross Exchange

Mid avg: 0.06006333
Mid median: 0.060065
Price deviation %: 0.027748
Spread %: 0.141517

Funding / OI / Volume

Funding rate: 0.0003418
Funding delta: -0.00000669
Funding abs: 0.0003418
Funding pressure: 0.00034849
Open interest: 73789144
Volume 24h: 94166897
Quote volume 24h: 5640078.20779
Price change 24h %: 2.16

Quality

Capture latency ms: 7064
Order book timestamp: 2026-09-22 10:03:10.433000+02:00
Ticker timestamp: 2026-09-22 10:03:04.382000+02:00
Trades timestamp: 2026-09-22 10:03:08.662000+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	-0.108189	-0.108189	-0.108189	0.108189	0.108189	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.108189	0.108189	0.108189	0.108189	-0.108189	0.108189	yes
30s	short	-0.108189	-0.108189	-0.108189	0.108189	0.108189	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.108189	0.108189	0.108189	0.108189	-0.108189	0.108189	yes
60s	short	-0.108189	-0.108189	-0.108189	0.108189	0.108189	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.108189	0.108189	0.108189	0.108189	-0.108189	0.108189	yes

Price

Best bid: 0.06002
Best ask: 0.06019
Spread: 0.00017
Spread %: 0.282838
Mid price: 0.060105
Last price: 0.06007
Mark price: -
Index price: -

Order Book

Bid depth 5: 57430
Ask depth 5: 161697
Bid depth 10: 218078
Ask depth 10: 229349
Bid depth 20: 551340
Ask depth 20: 866608
Imbalance 5: -0.475829
Imbalance 10: -0.025191
Imbalance 20: -0.222341
Top bid size: 642
Top ask size: 7785
Bid wall score: 0.001164
Ask wall score: 0.008983

Dynamics

Bid depth 5 delta: 24004
Ask depth 5 delta: -25375
Imbalance 5 delta: 0.220984
Bid depth 10 delta: 103520
Ask depth 10 delta: -27307
Imbalance 10 delta: 0.357602
Spread delta: 0.00001
Mid price delta: 0.000005
Wall shift score: -0.004973

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: 0.06006167
Mid median: 0.060065
Price deviation %: 0.072148
Spread %: 0.133196

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: 6017
Order book timestamp: 2026-09-22 10:03:03.782000+02:00
Ticker timestamp: 2026-09-22 10:03:04.146000+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	-0.174694	-0.174694	-0.174694	0.174694	0.174694	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.174694	0.174694	0.174694	0.174694	-0.174694	0.174694	yes
30s	short	-0.174694	-0.174694	-0.174694	0.174694	0.174694	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.174694	0.174694	0.174694	0.174694	-0.174694	0.174694	yes
60s	short	-0.174694	-0.174694	-0.174694	0.174694	0.174694	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.174694	0.174694	0.174694	0.174694	-0.174694	0.174694	yes

Price

Best bid: 0.05997
Best ask: 0.06007
Spread: 0.0001
Spread %: 0.166611
Mid price: 0.06002
Last price: 0.06004
Mark price: 0.05995
Index price: 0.059908

Order Book

Bid depth 5: 81
Ask depth 5: 116
Bid depth 10: 186
Ask depth 10: 205
Bid depth 20: 385
Ask depth 20: 571
Imbalance 5: -0.177665
Imbalance 10: -0.048593
Imbalance 20: -0.194561
Top bid size: 7
Top ask size: 24
Bid wall score: 0.018182
Ask wall score: 0.042032

Dynamics

Bid depth 5 delta: -19
Ask depth 5 delta: 1
Imbalance 5 delta: -0.107898
Bid depth 10 delta: -11
Ask depth 10 delta: -5
Imbalance 10 delta: -0.016652
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.001853

Tape

Buy volume: 184
Sell volume: 516
Buy/sell delta: -332
Buy/sell ratio: 0.356589
Avg trade size: 7
Large trade count: 1
Largest trade size: 260

Candle

Return 1: -0.083209
Return 3: -0.530152
Volume 1: 112
Volume avg 5: 190.2
Momentum 5: -0.875021

Cross Exchange

Mid avg: 0.06006167
Mid median: 0.060065
Price deviation %: -0.069373
Spread %: 0.133196

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15230300
Quote volume 24h: 908581
Price change 24h %: 2.16

Quality

Capture latency ms: 13150
Order book timestamp: 2026-09-22 10:02:52+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.169000+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	-0.058314	-0.058314	-0.058314	0.058314	0.058314	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058314	0.058314	0.058314	0.058314	-0.058314	0.058314	yes
30s	short	-0.058314	-0.058314	-0.058314	0.058314	0.058314	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058314	0.058314	0.058314	0.058314	-0.058314	0.058314	yes
60s	short	-0.058314	-0.058314	-0.058314	0.058314	0.058314	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058314	0.058314	0.058314	0.058314	-0.058314	0.058314	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: 8298
Ask depth 5: 10332
Bid depth 10: 29068
Ask depth 10: 35922
Bid depth 20: 135978
Ask depth 20: 162741
Imbalance 5: -0.109179
Imbalance 10: -0.105462
Imbalance 20: -0.089593
Top bid size: 2363
Top ask size: 3670
Bid wall score: 0.017378
Ask wall score: 0.022551

Dynamics

Bid depth 5 delta: 1481
Ask depth 5 delta: -1878
Imbalance 5 delta: 0.174261
Bid depth 10 delta: 3997
Ask depth 10 delta: -11654
Imbalance 10 delta: 0.204323
Spread delta: 0
Mid price delta: -0.00012
Wall shift score: -0.007044

Tape

Buy volume: 46586
Sell volume: 54834
Buy/sell delta: -8248
Buy/sell ratio: 0.849582
Avg trade size: 1014.2
Large trade count: 11
Largest trade size: 11296

Candle

Return 1: -0.166223
Return 3: -0.562914
Volume 1: 63660
Volume avg 5: 136865.4
Momentum 5: -0.874732

Cross Exchange

Mid avg: 0.06010167
Mid median: 0.0601
Price deviation %: -0.061008
Spread %: 0.274535

Funding / OI / Volume

Funding rate: 0.00034849
Funding delta: 0
Funding abs: 0.00034849
Funding pressure: 0.00034849
Open interest: 73799005
Volume 24h: 94174579
Quote volume 24h: 5640495.37227
Price change 24h %: 1.987

Quality

Capture latency ms: 6370
Order book timestamp: 2026-09-22 10:02:37.969000+02:00
Ticker timestamp: 2026-09-22 10:02:34.426000+02:00
Trades timestamp: 2026-09-22 10:02:36.197000+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	0.024973	0.024973	0.024973	0.024973	0.024973	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024973	0.024973	0.024973	0.024973	0.024973	-0.024973	yes
30s	flat	0.024973	0.024973	0.024973	0.024973	0.024973	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024973	0.024973	0.024973	0.024973	0.024973	-0.024973	yes
60s	flat	0.024973	0.024973	0.024973	0.024973	0.024973	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024973	0.024973	0.024973	0.024973	0.024973	-0.024973	yes

Price

Best bid: 0.06002
Best ask: 0.06018
Spread: 0.00016
Spread %: 0.266223
Mid price: 0.0601
Last price: 0.0605
Mark price: -
Index price: -

Order Book

Bid depth 5: 33426
Ask depth 5: 187072
Bid depth 10: 114558
Ask depth 10: 256656
Bid depth 20: 338232
Ask depth 20: 554120
Imbalance 5: -0.696814
Imbalance 10: -0.382793
Imbalance 20: -0.241931
Top bid size: 642
Top ask size: 2629
Bid wall score: 0.001898
Ask wall score: 0.004744

Dynamics

Bid depth 5 delta: 3933
Ask depth 5 delta: -3605
Imbalance 5 delta: 0.035275
Bid depth 10 delta: -46084
Ask depth 10 delta: -117
Imbalance 10 delta: -0.152492
Spread delta: -0.00001
Mid price delta: -0.000095
Wall shift score: 0.005211

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: 0.531738

Cross Exchange

Mid avg: 0.06013333
Mid median: 0.060185
Price deviation %: -0.055432
Spread %: 0.29102

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203123
Volume 24h: 299288
Quote volume 24h: 299288
Price change 24h %: -0.082576

Quality

Capture latency ms: 5193
Order book timestamp: 2026-09-22 10:02:31.546000+02:00
Ticker timestamp: 2026-09-22 10:02:32.083000+02:00
Trades timestamp: 2026-09-22 09:58:40.290000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	flat	0.008319	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: 0.05997
Best ask: 0.06007
Spread: 0.0001
Spread %: 0.166611
Mid price: 0.06002
Last price: 0.06004
Mark price: 0.06003
Index price: 0.06003

Order Book

Bid depth 5: 100
Ask depth 5: 115
Bid depth 10: 197
Ask depth 10: 210
Bid depth 20: 388
Ask depth 20: 583
Imbalance 5: -0.069767
Imbalance 10: -0.031941
Imbalance 20: -0.200824
Top bid size: 6
Top ask size: 24
Bid wall score: 0.015464
Ask wall score: 0.041166

Dynamics

Bid depth 5 delta: 15
Ask depth 5 delta: 1
Imbalance 5 delta: 0.075961
Bid depth 10 delta: 20
Ask depth 10 delta: 17
Imbalance 10 delta: 0.011302
Spread delta: 0.00001
Mid price delta: -0.000085
Wall shift score: -0.034973

Tape

Buy volume: 176
Sell volume: 524
Buy/sell delta: -348
Buy/sell ratio: 0.335878
Avg trade size: 7
Large trade count: 1
Largest trade size: 260

Candle

Return 1: -0.149775
Return 3: -0.596421
Volume 1: 65
Volume avg 5: 180.8
Momentum 5: -0.94106

Cross Exchange

Mid avg: 0.06016167
Mid median: 0.060185
Price deviation %: -0.235477
Spread %: 0.149597

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15223800
Quote volume 24h: 908191
Price change 24h %: 2.16

Quality

Capture latency ms: 11154
Order book timestamp: 2026-09-22 10:02:20+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.141000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	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	Labeled
10s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
30s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
60s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes

Price

Best bid: 0.06018
Best ask: 0.06019
Spread: 0.00001
Spread %: 0.016615
Mid price: 0.060185
Last price: 0.06015
Mark price: -
Index price: -

Order Book

Bid depth 5: 6817
Ask depth 5: 12210
Bid depth 10: 25071
Ask depth 10: 47576
Bid depth 20: 128321
Ask depth 20: 177111
Imbalance 5: -0.283439
Imbalance 10: -0.309786
Imbalance 20: -0.159741
Top bid size: 269
Top ask size: 40
Bid wall score: 0.002096
Ask wall score: 0.000226

Dynamics

Bid depth 5 delta: 2195
Ask depth 5 delta: -22803
Imbalance 5 delta: 0.483332
Bid depth 10 delta: -9165
Ask depth 10 delta: -16009
Imbalance 10 delta: -0.009758
Spread delta: -0.00001
Mid price delta: 0.000015
Wall shift score: 0.011818

Tape

Buy volume: 41875
Sell volume: 64276
Buy/sell delta: -22401
Buy/sell ratio: 0.651487
Avg trade size: 1061.51
Large trade count: 9
Largest trade size: 11296

Candle

Return 1: 0.049867
Return 3: -0.347682
Volume 1: 25015
Volume avg 5: 129136.4
Momentum 5: -0.660175

Cross Exchange

Mid avg: 0.06015667
Mid median: 0.06017
Price deviation %: 0.047099
Spread %: 0.149609

Funding / OI / Volume

Funding rate: 0.00034849
Funding delta: 0
Funding abs: 0.00034849
Funding pressure: 0.00034849
Open interest: 73796558
Volume 24h: 94174542
Quote volume 24h: 5640450.49994
Price change 24h %: 2.14

Quality

Capture latency ms: 7201
Order book timestamp: 2026-09-22 10:02:08.683000+02:00
Ticker timestamp: 2026-09-22 10:02:02.554000+02:00
Trades timestamp: 2026-09-22 10:02:10.225000+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	-0.199385	-0.199385	-0.199385	0.199385	0.199385	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.199385	0.199385	0.199385	0.199385	-0.199385	0.199385	yes
30s	short	-0.199385	-0.199385	-0.199385	0.199385	0.199385	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.199385	0.199385	0.199385	0.199385	-0.199385	0.199385	yes
60s	short	-0.199385	-0.199385	-0.199385	0.199385	0.199385	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.199385	0.199385	0.199385	0.199385	-0.199385	0.199385	yes

Price

Best bid: 0.06011
Best ask: 0.06028
Spread: 0.00017
Spread %: 0.282415
Mid price: 0.060195
Last price: 0.0605
Mark price: -
Index price: -

Order Book

Bid depth 5: 29493
Ask depth 5: 190677
Bid depth 10: 160642
Ask depth 10: 256773
Bid depth 20: 423157
Ask depth 20: 766010
Imbalance 5: -0.732089
Imbalance 10: -0.230301
Imbalance 20: -0.288314
Top bid size: 641
Top ask size: 7332
Bid wall score: 0.001515
Ask wall score: 0.009572

Dynamics

Bid depth 5 delta: 20558
Ask depth 5 delta: 146364
Imbalance 5 delta: -0.067688
Bid depth 10 delta: 2841
Ask depth 10 delta: 877
Imbalance 10 delta: 0.006817
Spread delta: -0.00048
Mid price delta: -0.00003
Wall shift score: -0.004011

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: 0.531738

Cross Exchange

Mid avg: 0.06016667
Mid median: 0.06017
Price deviation %: 0.047091
Spread %: 0.199446

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203123
Volume 24h: 299288
Quote volume 24h: 299288
Price change 24h %: -0.082576

Quality

Capture latency ms: 6120
Order book timestamp: 2026-09-22 10:02:00.382000+02:00
Ticker timestamp: 2026-09-22 10:02:00.798000+02:00
Trades timestamp: 2026-09-22 09:58:40.290000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.15782	-0.15782	-0.15782	0.15782	0.15782	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.15782	0.15782	0.15782	0.15782	-0.15782	0.15782	yes
30s	short	-0.15782	-0.15782	-0.15782	0.15782	0.15782	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.15782	0.15782	0.15782	0.15782	-0.15782	0.15782	yes
60s	short	-0.15782	-0.15782	-0.15782	0.15782	0.15782	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.15782	0.15782	0.15782	0.15782	-0.15782	0.15782	yes

Price

Best bid: 0.06006
Best ask: 0.06015
Spread: 0.00009
Spread %: 0.149738
Mid price: 0.060105
Last price: 0.06009
Mark price: 0.06011
Index price: 0.060048

Order Book

Bid depth 5: 85
Ask depth 5: 114
Bid depth 10: 177
Ask depth 10: 193
Bid depth 20: 393
Ask depth 20: 471
Imbalance 5: -0.145729
Imbalance 10: -0.043243
Imbalance 20: -0.090278
Top bid size: 22
Top ask size: 22
Bid wall score: 0.05598
Ask wall score: 0.046709

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 21
Imbalance 5 delta: -0.094881
Bid depth 10 delta: 2
Ask depth 10 delta: 1
Imbalance 10 delta: 0.003078
Spread delta: -0.00007
Mid price delta: -0.000035
Wall shift score: -0.031543

Tape

Buy volume: 182
Sell volume: 512
Buy/sell delta: -330
Buy/sell ratio: 0.355469
Avg trade size: 6.94
Large trade count: 1
Largest trade size: 260

Candle

Return 1: 0.033294
Return 3: -0.6941
Volume 1: 61
Volume avg 5: 193.2
Momentum 5: -0.480291

Cross Exchange

Mid avg: 0.06017833
Mid median: 0.06017
Price deviation %: -0.12186
Spread %: 0.141247

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15216900
Quote volume 24h: 907776
Price change 24h %: 2.09

Quality

Capture latency ms: 10721
Order book timestamp: 2026-09-22 10:01:49+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.107000+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	-0.141419	-0.141419	-0.141419	0.141419	0.141419	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.141419	0.141419	0.141419	0.141419	-0.141419	0.141419	yes
30s	short	-0.141419	-0.141419	-0.141419	0.141419	0.141419	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.141419	0.141419	0.141419	0.141419	-0.141419	0.141419	yes
60s	short	-0.141419	-0.141419	-0.141419	0.141419	0.141419	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.141419	0.141419	0.141419	0.141419	-0.141419	0.141419	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.