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 35 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:01:40.112973+02:00	binance	VELVET/USDT:USDT	0.06017	80	6646 ms	10s flat 0.024929 30s flat 0.024929 60s flat 0.024929	advanced ready
2026-09-22 10:01:33.021521+02:00	htx	VELVET/USDT:USDT	0.060225	80	6699 ms	10s flat -0.049813 30s flat -0.049813 60s flat -0.049813	advanced ready
2026-09-22 10:01:20.214472+02:00	gate	VELVET/USDT:USDT	0.06014	68	15327 ms	10s short -0.058198 30s short -0.058198 60s short -0.058198	advanced ready
2026-09-22 10:01:04.726025+02:00	binance	VELVET/USDT:USDT	0.060145	80	6911 ms	10s flat 0.041566 30s flat 0.041566 60s flat 0.041566	advanced ready
2026-09-22 10:00:57.378309+02:00	htx	VELVET/USDT:USDT	0.06016	80	5598 ms	10s long 0.108045 30s long 0.108045 60s long 0.108045	advanced ready
2026-09-22 10:00:45.686660+02:00	gate	VELVET/USDT:USDT	0.060105	68	11417 ms	10s long 0.058231 30s long 0.058231 60s long 0.058231	advanced ready
2026-09-22 10:00:34.135971+02:00	binance	VELVET/USDT:USDT	0.060285	80	10259 ms	10s short -0.23223 30s short -0.23223 60s short -0.23223	advanced ready
2026-09-22 10:00:23.439725+02:00	htx	VELVET/USDT:USDT	0.06037	80	7208 ms	10s short -0.347855 30s short -0.347855 60s short -0.347855	advanced ready
2026-09-22 10:00:10.200215+02:00	gate	VELVET/USDT:USDT	0.060285	68	12514 ms	10s short -0.298582 30s short -0.298582 60s short -0.298582	advanced ready
2026-09-22 09:59:57.525171+02:00	binance	VELVET/USDT:USDT	0.060395	80	7584 ms	10s short -0.182134 30s short -0.182134 60s short -0.182134	advanced ready

Price

Best bid: 0.06016
Best ask: 0.06018
Spread: 0.00002
Spread %: 0.033239
Mid price: 0.06017
Last price: 0.06016
Mark price: -
Index price: -

Order Book

Bid depth 5: 4622
Ask depth 5: 35013
Bid depth 10: 34236
Ask depth 10: 63585
Bid depth 20: 199644
Ask depth 20: 190320
Imbalance 5: -0.766772
Imbalance 10: -0.300028
Imbalance 20: 0.02391
Top bid size: 90
Top ask size: 1979
Bid wall score: 0.000451
Ask wall score: 0.010398

Dynamics

Bid depth 5 delta: -1041
Ask depth 5 delta: 12077
Imbalance 5 delta: -0.1628
Bid depth 10 delta: 11532
Ask depth 10 delta: 12010
Imbalance 10 delta: 0.088656
Spread delta: 0.00001
Mid price delta: 0.000025
Wall shift score: -0.015071

Tape

Buy volume: 87709
Sell volume: 49690
Buy/sell delta: 38019
Buy/sell ratio: 1.765124
Avg trade size: 1373.99
Large trade count: 8
Largest trade size: 19935

Candle

Return 1: 0.066511
Return 3: -0.578226
Volume 1: 34097
Volume avg 5: 141921
Momentum 5: -0.44665

Cross Exchange

Mid avg: 0.06017
Mid median: 0.060145
Price deviation %: 0
Spread %: 0.141266

Funding / OI / Volume

Funding rate: 0.00034849
Funding delta: 0
Funding abs: 0.00034849
Funding pressure: 0.00034849
Open interest: 73802963
Volume 24h: 94167979
Quote volume 24h: 5640031.8154
Price change 24h %: 2.226

Quality

Capture latency ms: 6646
Order book timestamp: 2026-09-22 10:01:37.892000+02:00
Ticker timestamp: 2026-09-22 10:01:35.716000+02:00
Trades timestamp: 2026-09-22 10:01:36.655000+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	0.024929	0.024929	0.024929	0.024929	0.024929	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024929	0.024929	0.024929	0.024929	0.024929	-0.024929	yes
30s	flat	0.024929	0.024929	0.024929	0.024929	0.024929	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024929	0.024929	0.024929	0.024929	0.024929	-0.024929	yes
60s	flat	0.024929	0.024929	0.024929	0.024929	0.024929	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.024929	0.024929	0.024929	0.024929	0.024929	-0.024929	yes

Price

Best bid: 0.0599
Best ask: 0.06055
Spread: 0.00065
Spread %: 1.079286
Mid price: 0.060225
Last price: 0.0605
Mark price: -
Index price: -

Order Book

Bid depth 5: 8935
Ask depth 5: 44313
Bid depth 10: 157801
Ask depth 10: 255896
Bid depth 20: 1266336
Ask depth 20: 530721
Imbalance 5: -0.664401
Imbalance 10: -0.237118
Imbalance 20: 0.409344
Top bid size: 897
Top ask size: 2523
Bid wall score: 0.000708
Ask wall score: 0.004754

Dynamics

Bid depth 5 delta: -46653
Ask depth 5 delta: -131165
Imbalance 5 delta: -0.145544
Bid depth 10 delta: -139757
Ask depth 10 delta: 33789
Imbalance 10 delta: -0.38231
Spread delta: 0.00047
Mid price delta: 0.000065
Wall shift score: -0.010854

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: 0.06014833
Mid median: 0.060145
Price deviation %: 0.127463
Spread %: 0.033251

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203123
Volume 24h: 300982
Quote volume 24h: 300982
Price change 24h %: -0.082576

Quality

Capture latency ms: 6699
Order book timestamp: 2026-09-22 10:01:30.946000+02:00
Ticker timestamp: 2026-09-22 10:01:31.658000+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	-0.049813	-0.049813	-0.049813	0.049813	0.049813	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.049813	0.049813	0.049813	0.049813	-0.049813	0.049813	yes
30s	flat	-0.049813	-0.049813	-0.049813	0.049813	0.049813	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.049813	0.049813	0.049813	0.049813	-0.049813	0.049813	yes
60s	flat	-0.049813	-0.049813	-0.049813	0.049813	0.049813	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.049813	0.049813	0.049813	0.049813	-0.049813	0.049813	yes

Price

Best bid: 0.06006
Best ask: 0.06022
Spread: 0.00016
Spread %: 0.266046
Mid price: 0.06014
Last price: 0.06021
Mark price: 0.06005
Index price: 0.059982

Order Book

Bid depth 5: 84
Ask depth 5: 93
Bid depth 10: 175
Ask depth 10: 192
Bid depth 20: 391
Ask depth 20: 453
Imbalance 5: -0.050847
Imbalance 10: -0.046322
Imbalance 20: -0.07346
Top bid size: 22
Top ask size: 7
Bid wall score: 0.056266
Ask wall score: 0.015453

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 2
Imbalance 5 delta: 0.001176
Bid depth 10 delta: -1
Ask depth 10 delta: 19
Imbalance 10 delta: -0.054918
Spread delta: 0.00003
Mid price delta: 0.000035
Wall shift score: 0.030605

Tape

Buy volume: 187
Sell volume: 518
Buy/sell delta: -331
Buy/sell ratio: 0.361004
Avg trade size: 7.05
Large trade count: 1
Largest trade size: 260

Candle

Return 1: 0.233061
Return 3: -0.495786
Volume 1: 26
Volume avg 5: 186.2
Momentum 5: -0.28155

Cross Exchange

Mid avg: 0.06013667
Mid median: 0.060145
Price deviation %: 0.005543
Spread %: 0.091458

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15213500
Quote volume 24h: 907571
Price change 24h %: 2.29

Quality

Capture latency ms: 15327
Order book timestamp: 2026-09-22 10:01:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.077000+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	-0.058198	-0.058198	-0.058198	0.058198	0.058198	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058198	0.058198	0.058198	0.058198	-0.058198	0.058198	yes
30s	short	-0.058198	-0.058198	-0.058198	0.058198	0.058198	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058198	0.058198	0.058198	0.058198	-0.058198	0.058198	yes
60s	short	-0.058198	-0.058198	-0.058198	0.058198	0.058198	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.058198	0.058198	0.058198	0.058198	-0.058198	0.058198	yes

Price

Best bid: 0.06014
Best ask: 0.06015
Spread: 0.00001
Spread %: 0.016626
Mid price: 0.060145
Last price: 0.06014
Mark price: -
Index price: -

Order Book

Bid depth 5: 5663
Ask depth 5: 22936
Bid depth 10: 22704
Ask depth 10: 51575
Bid depth 20: 225971
Ask depth 20: 187211
Imbalance 5: -0.603972
Imbalance 10: -0.388683
Imbalance 20: 0.093809
Top bid size: 2517
Top ask size: 1126
Bid wall score: 0.011139
Ask wall score: 0.006015

Dynamics

Bid depth 5 delta: 727
Ask depth 5 delta: 9918
Imbalance 5 delta: -0.153822
Bid depth 10 delta: -15624
Ask depth 10 delta: 16405
Imbalance 10 delta: -0.43165
Spread delta: 0
Mid price delta: -0.00014
Wall shift score: 0.020419

Tape

Buy volume: 69234
Sell volume: 422786
Buy/sell delta: -353552
Buy/sell ratio: 0.163757
Avg trade size: 4920.2
Large trade count: 13
Largest trade size: 67680

Candle

Return 1: -0.430464
Return 3: -0.742697
Volume 1: 503374
Volume avg 5: 148875.8
Momentum 5: -0.512821

Cross Exchange

Mid avg: 0.06018333
Mid median: 0.06016
Price deviation %: -0.063694
Spread %: 0.299086

Funding / OI / Volume

Funding rate: 0.00034849
Funding delta: -0.00000779
Funding abs: 0.00034849
Funding pressure: 0.00035628
Open interest: 73812701
Volume 24h: 94107529
Quote volume 24h: 5636412.04961
Price change 24h %: 2.227

Quality

Capture latency ms: 6911
Order book timestamp: 2026-09-22 10:01:02.499000+02:00
Ticker timestamp: 2026-09-22 10:00:50.879000+02:00
Trades timestamp: 2026-09-22 10:01:02.323000+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	0.041566	0.041566	0.041566	0.041566	0.041566	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.041566	0.041566	0.041566	0.041566	0.041566	-0.041566	yes
30s	flat	0.041566	0.041566	0.041566	0.041566	0.041566	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.041566	0.041566	0.041566	0.041566	0.041566	-0.041566	yes
60s	flat	0.041566	0.041566	0.041566	0.041566	0.041566	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.041566	0.041566	0.041566	0.041566	0.041566	-0.041566	yes

Price

Best bid: 0.06007
Best ask: 0.06025
Spread: 0.00018
Spread %: 0.299202
Mid price: 0.06016
Last price: 0.0605
Mark price: -
Index price: -

Order Book

Bid depth 5: 55588
Ask depth 5: 175478
Bid depth 10: 297558
Ask depth 10: 222107
Bid depth 20: 389058
Ask depth 20: 753263
Imbalance 5: -0.518856
Imbalance 10: 0.145192
Imbalance 20: -0.318829
Top bid size: 3354
Top ask size: 1365
Bid wall score: 0.008621
Ask wall score: 0.001812

Dynamics

Bid depth 5 delta: 45734
Ask depth 5 delta: 133137
Imbalance 5 delta: 0.10356
Bid depth 10 delta: 212756
Ask depth 10 delta: 56722
Imbalance 10 delta: 0.467283
Spread delta: -0.00058
Mid price delta: -0.00021
Wall shift score: 0.006977

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: 0.531738
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: 0.531738

Cross Exchange

Mid avg: 0.06025333
Mid median: 0.060285
Price deviation %: -0.154902
Spread %: 0.43981

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203123
Volume 24h: 300982
Quote volume 24h: 300982
Price change 24h %: -0.082576

Quality

Capture latency ms: 5598
Order book timestamp: 2026-09-22 10:00:55.746000+02:00
Ticker timestamp: 2026-09-22 10:00:56.028000+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	long	0.108045	0.108045	0.108045	0.108045	0.108045	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.108045	0.108045	0.108045	0.108045	0.108045	-0.108045	yes
30s	long	0.108045	0.108045	0.108045	0.108045	0.108045	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.108045	0.108045	0.108045	0.108045	0.108045	-0.108045	yes
60s	long	0.108045	0.108045	0.108045	0.108045	0.108045	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.108045	0.108045	0.108045	0.108045	0.108045	-0.108045	yes

Price

Best bid: 0.06004
Best ask: 0.06017
Spread: 0.00013
Spread %: 0.216288
Mid price: 0.060105
Last price: 0.06001
Mark price: 0.06002
Index price: 0.060018

Order Book

Bid depth 5: 82
Ask depth 5: 91
Bid depth 10: 176
Ask depth 10: 173
Bid depth 20: 372
Ask depth 20: 479
Imbalance 5: -0.052023
Imbalance 10: 0.008596
Imbalance 20: -0.125734
Top bid size: 17
Top ask size: 17
Bid wall score: 0.045699
Ask wall score: 0.035491

Dynamics

Bid depth 5 delta: -44
Ask depth 5 delta: 0
Imbalance 5 delta: -0.213313
Bid depth 10 delta: -49
Ask depth 10 delta: -17
Imbalance 10 delta: -0.075741
Spread delta: 0
Mid price delta: -0.00018
Wall shift score: -0.039584

Tape

Buy volume: 159
Sell volume: 532
Buy/sell delta: -373
Buy/sell ratio: 0.298872
Avg trade size: 6.91
Large trade count: 1
Largest trade size: 260

Candle

Return 1: -0.579854
Return 3: -0.92455
Volume 1: 536
Volume avg 5: 196.4
Momentum 5: -0.695019

Cross Exchange

Mid avg: 0.06031333
Mid median: 0.060285
Price deviation %: -0.345418
Spread %: 0.140931

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15159300
Quote volume 24h: 904324
Price change 24h %: 2.11

Quality

Capture latency ms: 11417
Order book timestamp: 2026-09-22 10:00:44+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.043000+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	0.058231	0.058231	0.058231	0.058231	0.058231	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.058231	0.058231	0.058231	0.058231	0.058231	-0.058231	yes
30s	long	0.058231	0.058231	0.058231	0.058231	0.058231	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.058231	0.058231	0.058231	0.058231	0.058231	-0.058231	yes
60s	long	0.058231	0.058231	0.058231	0.058231	0.058231	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.058231	0.058231	0.058231	0.058231	0.058231	-0.058231	yes

Price

Best bid: 0.06028
Best ask: 0.06029
Spread: 0.00001
Spread %: 0.016588
Mid price: 0.060285
Last price: 0.06028
Mark price: -
Index price: -

Order Book

Bid depth 5: 4936
Ask depth 5: 13018
Bid depth 10: 38328
Ask depth 10: 35170
Bid depth 20: 257085
Ask depth 20: 129033
Imbalance 5: -0.45015
Imbalance 10: 0.042967
Imbalance 20: 0.33164
Top bid size: 505
Top ask size: 2227
Bid wall score: 0.001964
Ask wall score: 0.017259

Dynamics

Bid depth 5 delta: 173
Ask depth 5 delta: -2058
Imbalance 5 delta: 0.069684
Bid depth 10 delta: -51199
Ask depth 10 delta: 4962
Imbalance 10 delta: -0.452452
Spread delta: 0
Mid price delta: -0.00011
Wall shift score: -0.01063

Tape

Buy volume: 23898
Sell volume: 45695
Buy/sell delta: -21797
Buy/sell ratio: 0.522989
Avg trade size: 695.93
Large trade count: 9
Largest trade size: 9774

Candle

Return 1: -0.198675
Return 3: -0.511636
Volume 1: 14759
Volume avg 5: 51152.8
Momentum 5: -0.281224

Cross Exchange

Mid avg: 0.06035
Mid median: 0.06037
Price deviation %: -0.107705
Spread %: 0.18227

Funding / OI / Volume

Funding rate: 0.00035628
Funding delta: -0.00000391
Funding abs: 0.00035628
Funding pressure: 0.00036019
Open interest: 73983789
Volume 24h: 93667706
Quote volume 24h: 5609942.13769
Price change 24h %: 2.465

Quality

Capture latency ms: 10259
Order book timestamp: 2026-09-22 10:00:31.956000+02:00
Ticker timestamp: 2026-09-22 10:00:17.245000+02:00
Trades timestamp: 2026-09-22 10:00:17.245000+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	-0.23223	-0.23223	-0.23223	0.23223	0.23223	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.23223	0.23223	0.23223	0.23223	-0.23223	0.23223	yes
30s	short	-0.23223	-0.23223	-0.23223	0.23223	0.23223	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.23223	0.23223	0.23223	0.23223	-0.23223	0.23223	yes
60s	short	-0.23223	-0.23223	-0.23223	0.23223	0.23223	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.23223	0.23223	0.23223	0.23223	-0.23223	0.23223	yes

Price

Best bid: 0.05999
Best ask: 0.06075
Spread: 0.00076
Spread %: 1.258903
Mid price: 0.06037
Last price: 0.0605
Mark price: -
Index price: -

Order Book

Bid depth 5: 9854
Ask depth 5: 42341
Bid depth 10: 84802
Ask depth 10: 165385
Bid depth 20: 1191104
Ask depth 20: 513508
Imbalance 5: -0.622416
Imbalance 10: -0.322091
Imbalance 20: 0.397507
Top bid size: 171
Top ask size: 160
Bid wall score: 0.000144
Ask wall score: 0.000312

Dynamics

Bid depth 5 delta: 4184
Ask depth 5 delta: 287
Imbalance 5 delta: 0.139968
Bid depth 10 delta: 40032
Ask depth 10 delta: 103181
Imbalance 10 delta: -0.159117
Spread delta: 0.0002
Mid price delta: -0.00028
Wall shift score: 0.039804

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: 0.531738
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: 0.531738

Cross Exchange

Mid avg: 0.06044333
Mid median: 0.060395
Price deviation %: -0.121326
Spread %: 0.603871

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203123
Volume 24h: 300982
Quote volume 24h: 300982
Price change 24h %: -0.082576

Quality

Capture latency ms: 7208
Order book timestamp: 2026-09-22 10:00:20.246000+02:00
Ticker timestamp: 2026-09-22 10:00:21.893000+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	-0.347855	-0.347855	-0.347855	0.347855	0.347855	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.347855	0.347855	0.347855	0.347855	-0.347855	0.347855	yes
30s	short	-0.347855	-0.347855	-0.347855	0.347855	0.347855	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.347855	0.347855	0.347855	0.347855	-0.347855	0.347855	yes
60s	short	-0.347855	-0.347855	-0.347855	0.347855	0.347855	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.347855	0.347855	0.347855	0.347855	-0.347855	0.347855	yes

Price

Best bid: 0.06022
Best ask: 0.06035
Spread: 0.00013
Spread %: 0.215642
Mid price: 0.060285
Last price: 0.06032
Mark price: 0.06036
Index price: 0.060325

Order Book

Bid depth 5: 126
Ask depth 5: 91
Bid depth 10: 225
Ask depth 10: 190
Bid depth 20: 424
Ask depth 20: 519
Imbalance 5: 0.16129
Imbalance 10: 0.084337
Imbalance 20: -0.100742
Top bid size: 35
Top ask size: 17
Bid wall score: 0.082547
Ask wall score: 0.032755

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: 10
Imbalance 5 delta: -0.070937
Bid depth 10 delta: 3
Ask depth 10 delta: -87
Imbalance 10 delta: 0.194558
Spread delta: 0.00002
Mid price delta: -0.00007
Wall shift score: 0.064064

Tape

Buy volume: 167
Sell volume: 222
Buy/sell delta: -55
Buy/sell ratio: 0.752252
Avg trade size: 3.89
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.066269
Return 3: -0.412746
Volume 1: 18
Volume avg 5: 92.8
Momentum 5: -0.182029

Cross Exchange

Mid avg: 0.06046667
Mid median: 0.060395
Price deviation %: -0.300441
Spread %: 0.487872

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15152400
Quote volume 24h: 903908
Price change 24h %: 2.64

Quality

Capture latency ms: 12514
Order book timestamp: 2026-09-22 10:00:08+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:24.009000+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	-0.298582	-0.298582	-0.298582	0.298582	0.298582	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.298582	0.298582	0.298582	0.298582	-0.298582	0.298582	yes
30s	short	-0.298582	-0.298582	-0.298582	0.298582	0.298582	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.298582	0.298582	0.298582	0.298582	-0.298582	0.298582	yes
60s	short	-0.298582	-0.298582	-0.298582	0.298582	0.298582	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.298582	0.298582	0.298582	0.298582	-0.298582	0.298582	yes

Price

Best bid: 0.06039
Best ask: 0.0604
Spread: 0.00001
Spread %: 0.016558
Mid price: 0.060395
Last price: 0.0604
Mark price: -
Index price: -

Order Book

Bid depth 5: 4763
Ask depth 5: 15076
Bid depth 10: 89527
Ask depth 10: 30208
Bid depth 20: 273796
Ask depth 20: 114159
Imbalance 5: -0.519835
Imbalance 10: 0.495419
Imbalance 20: 0.411483
Top bid size: 644
Top ask size: 801
Bid wall score: 0.002352
Ask wall score: 0.007017

Dynamics

Bid depth 5 delta: -2632
Ask depth 5 delta: 4465
Imbalance 5 delta: -0.341228
Bid depth 10 delta: 49324
Ask depth 10 delta: -10113
Imbalance 10 delta: 0.496884
Spread delta: -0.00001
Mid price delta: -0.000025
Wall shift score: 0.000803

Tape

Buy volume: 34641
Sell volume: 78895
Buy/sell delta: -44254
Buy/sell ratio: 0.439077
Avg trade size: 1135.36
Large trade count: 9
Largest trade size: 10250

Candle

Return 1: -0.21477
Return 3: -0.082713
Volume 1: 44846
Volume avg 5: 59231.2
Momentum 5: 0.215696

Cross Exchange

Mid avg: 0.060475
Mid median: 0.06042
Price deviation %: -0.132286
Spread %: 0.487805

Funding / OI / Volume

Funding rate: 0.00036019
Funding delta: 0
Funding abs: 0.00036019
Funding pressure: 0.00036019
Open interest: 73982273
Volume 24h: 93631099
Quote volume 24h: 5607745.73763
Price change 24h %: 2.651

Quality

Capture latency ms: 7584
Order book timestamp: 2026-09-22 09:59:55.292000+02:00
Ticker timestamp: 2026-09-22 09:59:52.092000+02:00
Trades timestamp: 2026-09-22 09:59:54.720000+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	-0.182134	-0.182134	-0.182134	0.182134	0.182134	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.182134	0.182134	0.182134	0.182134	-0.182134	0.182134	yes
30s	short	-0.182134	-0.182134	-0.182134	0.182134	0.182134	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.182134	0.182134	0.182134	0.182134	-0.182134	0.182134	yes
60s	short	-0.182134	-0.182134	-0.182134	0.182134	0.182134	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.182134	0.182134	0.182134	0.182134	-0.182134	0.182134	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.