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 36 of 6225 · 62250 total records · 10 per page

Previous Next

Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 09:59:49.509484+02:00	htx	VELVET/USDT:USDT	0.06065	80	5564 ms	10s short -0.461665 30s short -0.461665 60s short -0.461665	advanced ready
2026-09-22 09:59:37.699091+02:00	gate	VELVET/USDT:USDT	0.060355	68	11405 ms	10s short -0.11598 30s short -0.11598 60s short -0.11598	advanced ready
2026-09-22 09:59:26.159853+02:00	binance	VELVET/USDT:USDT	0.06042	80	6514 ms	10s flat -0.041377 30s flat -0.041377 60s flat -0.041377	advanced ready
2026-09-22 09:59:19.185196+02:00	htx	VELVET/USDT:USDT	0.060585	80	6207 ms	10s long 0.107287 30s long 0.107287 60s long 0.107287	advanced ready
2026-09-22 09:59:06.809838+02:00	gate	VELVET/USDT:USDT	0.060475	68	13298 ms	10s short -0.198429 30s short -0.198429 60s short -0.198429	advanced ready
2026-09-22 09:58:53.331344+02:00	binance	VELVET/USDT:USDT	0.06054	80	7058 ms	10s short -0.198216 30s short -0.198216 60s short -0.198216	advanced ready
2026-09-22 09:58:45.815489+02:00	htx	VELVET/USDT:USDT	0.060565	80	6085 ms	10s flat 0.033022 30s flat 0.033022 60s flat 0.033022	advanced ready
2026-09-22 09:58:33.209928+02:00	gate	VELVET/USDT:USDT	0.06039	68	11354 ms	10s long 0.140752 30s long 0.140752 60s long 0.140752	advanced ready
2026-09-22 09:58:21.703292+02:00	binance	VELVET/USDT:USDT	0.060415	80	6352 ms	10s long 0.206902 30s long 0.206902 60s long 0.206902	advanced ready
2026-09-22 09:58:14.937827+02:00	htx	VELVET/USDT:USDT	0.060515	80	6780 ms	10s long 0.082624 30s long 0.082624 60s long 0.082624	advanced ready

Price

Best bid: 0.06037
Best ask: 0.06093
Spread: 0.00056
Spread %: 0.923331
Mid price: 0.06065
Last price: 0.0605
Mark price: -
Index price: -

Order Book

Bid depth 5: 5670
Ask depth 5: 42054
Bid depth 10: 44770
Ask depth 10: 62204
Bid depth 20: 72462
Ask depth 20: 89961
Imbalance 5: -0.762384
Imbalance 10: -0.162974
Imbalance 20: -0.107737
Top bid size: 638
Top ask size: 4388
Bid wall score: 0.008805
Ask wall score: 0.048777

Dynamics

Bid depth 5 delta: -47815
Ask depth 5 delta: -132477
Imbalance 5 delta: -0.231517
Bid depth 10 delta: -110956
Ask depth 10 delta: -144957
Imbalance 10 delta: -0.021236
Spread delta: 0.00039
Mid price delta: 0.000065
Wall shift score: -0.033736

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: 0.06045333
Mid median: 0.06042
Price deviation %: 0.32532
Spread %: 0.380459

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203123
Volume 24h: 300986
Quote volume 24h: 300986
Price change 24h %: -0.082576

Quality

Capture latency ms: 5564
Order book timestamp: 2026-09-22 09:59:47.746000+02:00
Ticker timestamp: 2026-09-22 09:59:48.098000+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	-0.461665	-0.461665	-0.461665	0.461665	0.461665	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.461665	0.461665	0.461665	0.461665	-0.461665	0.461665	yes
30s	short	-0.461665	-0.461665	-0.461665	0.461665	0.461665	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.461665	0.461665	0.461665	0.461665	-0.461665	0.461665	yes
60s	short	-0.461665	-0.461665	-0.461665	0.461665	0.461665	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.461665	0.461665	0.461665	0.461665	-0.461665	0.461665	yes

Price

Best bid: 0.0603
Best ask: 0.06041
Spread: 0.00011
Spread %: 0.182255
Mid price: 0.060355
Last price: 0.06035
Mark price: 0.06038
Index price: 0.060345

Order Book

Bid depth 5: 130
Ask depth 5: 81
Bid depth 10: 222
Ask depth 10: 277
Bid depth 20: 404
Ask depth 20: 538
Imbalance 5: 0.232227
Imbalance 10: -0.11022
Imbalance 20: -0.142251
Top bid size: 7
Top ask size: 17
Bid wall score: 0.017327
Ask wall score: 0.031599

Dynamics

Bid depth 5 delta: 30
Ask depth 5 delta: -18
Imbalance 5 delta: 0.227202
Bid depth 10 delta: 18
Ask depth 10 delta: 79
Imbalance 10 delta: -0.125146
Spread delta: 0
Mid price delta: -0.00012
Wall shift score: 0.020448

Tape

Buy volume: 162
Sell volume: 237
Buy/sell delta: -75
Buy/sell ratio: 0.683544
Avg trade size: 3.99
Large trade count: 1
Largest trade size: 16

Candle

Return 1: -0.264419
Return 3: -0.049685
Volume 1: 78
Volume avg 5: 104.4
Momentum 5: 0.215875

Cross Exchange

Mid avg: 0.06049333
Mid median: 0.060475
Price deviation %: -0.228675
Spread %: 0.272757

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15865500
Quote volume 24h: 945797
Price change 24h %: 2.62

Quality

Capture latency ms: 11405
Order book timestamp: 2026-09-22 09:59:36+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:23.976000+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	-0.11598	-0.11598	-0.11598	0.11598	0.11598	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.11598	0.11598	0.11598	0.11598	-0.11598	0.11598	yes
30s	short	-0.11598	-0.11598	-0.11598	0.11598	0.11598	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.11598	0.11598	0.11598	0.11598	-0.11598	0.11598	yes
60s	short	-0.11598	-0.11598	-0.11598	0.11598	0.11598	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.11598	0.11598	0.11598	0.11598	-0.11598	0.11598	yes

Price

Best bid: 0.06041
Best ask: 0.06043
Spread: 0.00002
Spread %: 0.033102
Mid price: 0.06042
Last price: 0.06043
Mark price: -
Index price: -

Order Book

Bid depth 5: 7395
Ask depth 5: 10611
Bid depth 10: 40203
Ask depth 10: 40321
Bid depth 20: 281808
Ask depth 20: 122058
Imbalance 5: -0.178607
Imbalance 10: -0.001465
Imbalance 20: 0.395552
Top bid size: 320
Top ask size: 806
Bid wall score: 0.001136
Ask wall score: 0.006603

Dynamics

Bid depth 5 delta: -2298
Ask depth 5 delta: -4695
Imbalance 5 delta: 0.045922
Bid depth 10 delta: -33694
Ask depth 10 delta: -10200
Imbalance 10 delta: -0.189348
Spread delta: 0
Mid price delta: -0.00012
Wall shift score: -0.007645

Tape

Buy volume: 33893
Sell volume: 78454
Buy/sell delta: -44561
Buy/sell ratio: 0.432011
Avg trade size: 1123.47
Large trade count: 10
Largest trade size: 10250

Candle

Return 1: -0.165207
Return 3: -0.033085
Volume 1: 34342
Volume avg 5: 57130.4
Momentum 5: 0.265472

Cross Exchange

Mid avg: 0.06053333
Mid median: 0.06054
Price deviation %: -0.187225
Spread %: 0.181718

Funding / OI / Volume

Funding rate: 0.00036019
Funding delta: 0.00000434
Funding abs: 0.00036019
Funding pressure: 0.00036453
Open interest: 73984941
Volume 24h: 93620595
Quote volume 24h: 5607110.94578
Price change 24h %: 2.702

Quality

Capture latency ms: 6514
Order book timestamp: 2026-09-22 09:59:23.657000+02:00
Ticker timestamp: 2026-09-22 09:59:21.409000+02:00
Trades timestamp: 2026-09-22 09:59:21.409000+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	-0.041377	-0.041377	-0.041377	0.041377	0.041377	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041377	0.041377	0.041377	0.041377	-0.041377	0.041377	yes
30s	flat	-0.041377	-0.041377	-0.041377	0.041377	0.041377	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041377	0.041377	0.041377	0.041377	-0.041377	0.041377	yes
60s	flat	-0.041377	-0.041377	-0.041377	0.041377	0.041377	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041377	0.041377	0.041377	0.041377	-0.041377	0.041377	yes

Price

Best bid: 0.0605
Best ask: 0.06067
Spread: 0.00017
Spread %: 0.280598
Mid price: 0.060585
Last price: 0.0605
Mark price: -
Index price: -

Order Book

Bid depth 5: 53485
Ask depth 5: 174531
Bid depth 10: 155726
Ask depth 10: 207161
Bid depth 20: 500675
Ask depth 20: 931840
Imbalance 5: -0.530866
Imbalance 10: -0.141738
Imbalance 20: -0.300985
Top bid size: 637
Top ask size: 6997
Bid wall score: 0.001272
Ask wall score: 0.007509

Dynamics

Bid depth 5 delta: -5698
Ask depth 5 delta: 27627
Imbalance 5 delta: -0.105216
Bid depth 10 delta: 17701
Ask depth 10 delta: 31033
Imbalance 10 delta: -0.02045
Spread delta: -0.00002
Mid price delta: 0.00002
Wall shift score: -0.005032

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: 0.06052667
Mid median: 0.06054
Price deviation %: 0.096376
Spread %: 0.148695

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203123
Volume 24h: 300986
Quote volume 24h: 300986
Price change 24h %: -0.082576

Quality

Capture latency ms: 6207
Order book timestamp: 2026-09-22 09:59:16.982000+02:00
Ticker timestamp: 2026-09-22 09:59:17.705000+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	0.107287	0.107287	0.107287	0.107287	0.107287	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.107287	0.107287	0.107287	0.107287	0.107287	-0.107287	yes
30s	long	0.107287	0.107287	0.107287	0.107287	0.107287	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.107287	0.107287	0.107287	0.107287	0.107287	-0.107287	yes
60s	long	0.107287	0.107287	0.107287	0.107287	0.107287	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.107287	0.107287	0.107287	0.107287	0.107287	-0.107287	yes

Price

Best bid: 0.06042
Best ask: 0.06053
Spread: 0.00011
Spread %: 0.181893
Mid price: 0.060475
Last price: 0.06051
Mark price: 0.06049
Index price: 0.06042

Order Book

Bid depth 5: 100
Ask depth 5: 99
Bid depth 10: 204
Ask depth 10: 198
Bid depth 20: 417
Ask depth 20: 458
Imbalance 5: 0.005025
Imbalance 10: 0.014925
Imbalance 20: -0.046857
Top bid size: 1
Top ask size: 17
Bid wall score: 0.002398
Ask wall score: 0.037118

Dynamics

Bid depth 5 delta: 10
Ask depth 5 delta: 7
Imbalance 5 delta: 0.016014
Bid depth 10 delta: 15
Ask depth 10 delta: -10
Imbalance 10 delta: 0.062784
Spread delta: -0.00001
Mid price delta: 0.000085
Wall shift score: -0.042044

Tape

Buy volume: 166
Sell volume: 214
Buy/sell delta: -48
Buy/sell ratio: 0.775701
Avg trade size: 3.8
Large trade count: 1
Largest trade size: 16

Candle

Return 1: 0
Return 3: 0.215303
Volume 1: 7
Volume avg 5: 90.2
Momentum 5: 0.481568

Cross Exchange

Mid avg: 0.06049833
Mid median: 0.06054
Price deviation %: -0.038569
Spread %: 0.289264

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15862400
Quote volume 24h: 945609
Price change 24h %: 2.89

Quality

Capture latency ms: 13298
Order book timestamp: 2026-09-22 09:59:05+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:23.944000+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	-0.198429	-0.198429	-0.198429	0.198429	0.198429	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.198429	0.198429	0.198429	0.198429	-0.198429	0.198429	yes
30s	short	-0.198429	-0.198429	-0.198429	0.198429	0.198429	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.198429	0.198429	0.198429	0.198429	-0.198429	0.198429	yes
60s	short	-0.198429	-0.198429	-0.198429	0.198429	0.198429	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.198429	0.198429	0.198429	0.198429	-0.198429	0.198429	yes

Price

Best bid: 0.06053
Best ask: 0.06055
Spread: 0.00002
Spread %: 0.033036
Mid price: 0.06054
Last price: 0.06056
Mark price: -
Index price: -

Order Book

Bid depth 5: 9693
Ask depth 5: 15306
Bid depth 10: 73897
Ask depth 10: 50521
Bid depth 20: 189386
Ask depth 20: 137908
Imbalance 5: -0.224529
Imbalance 10: 0.187883
Imbalance 20: 0.157284
Top bid size: 2957
Top ask size: 1853
Bid wall score: 0.015614
Ask wall score: 0.013436

Dynamics

Bid depth 5 delta: -3569
Ask depth 5 delta: 4653
Imbalance 5 delta: -0.333624
Bid depth 10 delta: -24868
Ask depth 10 delta: 26829
Imbalance 10 delta: -0.425173
Spread delta: -0.00001
Mid price delta: 0.000125
Wall shift score: 0.003462

Tape

Buy volume: 58916
Sell volume: 52422
Buy/sell delta: 6494
Buy/sell ratio: 1.123879
Avg trade size: 1113.38
Large trade count: 11
Largest trade size: 12522

Candle

Return 1: -0.049513
Return 3: 0.181969
Volume 1: 24952
Volume avg 5: 63165.4
Momentum 5: 0.78216

Cross Exchange

Mid avg: 0.06045667
Mid median: 0.060415
Price deviation %: 0.13784
Spread %: 0.289464

Funding / OI / Volume

Funding rate: 0.00035585
Funding delta: 0
Funding abs: 0.00035585
Funding pressure: 0.00035585
Open interest: 73968644
Volume 24h: 93593098
Quote volume 24h: 5605427.81718
Price change 24h %: 2.923

Quality

Capture latency ms: 7058
Order book timestamp: 2026-09-22 09:58:50.608000+02:00
Ticker timestamp: 2026-09-22 09:58:47.483000+02:00
Trades timestamp: 2026-09-22 09:58:50.313000+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	-0.198216	-0.198216	-0.198216	0.198216	0.198216	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.198216	0.198216	0.198216	0.198216	-0.198216	0.198216	yes
30s	short	-0.198216	-0.198216	-0.198216	0.198216	0.198216	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.198216	0.198216	0.198216	0.198216	-0.198216	0.198216	yes
60s	short	-0.198216	-0.198216	-0.198216	0.198216	0.198216	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.198216	0.198216	0.198216	0.198216	-0.198216	0.198216	yes

Price

Best bid: 0.06047
Best ask: 0.06066
Spread: 0.00019
Spread %: 0.313713
Mid price: 0.060565
Last price: 0.0605
Mark price: -
Index price: -

Order Book

Bid depth 5: 59183
Ask depth 5: 146904
Bid depth 10: 138025
Ask depth 10: 176128
Bid depth 20: 477867
Ask depth 20: 505060
Imbalance 5: -0.42565
Imbalance 10: -0.121288
Imbalance 20: -0.027665
Top bid size: 2492
Top ask size: 3242
Bid wall score: 0.005215
Ask wall score: 0.006419

Dynamics

Bid depth 5 delta: -9055
Ask depth 5 delta: 55793
Imbalance 5 delta: -0.28211
Bid depth 10 delta: -15375
Ask depth 10 delta: 21647
Imbalance 10 delta: -0.117777
Spread delta: 0.00006
Mid price delta: 0.00005
Wall shift score: -0.000522

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: 0.531738
Return 3: 0.531738
Volume 1: 4
Volume avg 5: 2
Momentum 5: 0.581879

Cross Exchange

Mid avg: 0.06044
Mid median: 0.060415
Price deviation %: 0.206817
Spread %: 0.206817

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203121
Volume 24h: 300986
Quote volume 24h: 300986
Price change 24h %: -0.082576

Quality

Capture latency ms: 6085
Order book timestamp: 2026-09-22 09:58:43.482000+02:00
Ticker timestamp: 2026-09-22 09:58:44.068000+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	0.033022	0.033022	0.033022	0.033022	0.033022	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033022	0.033022	0.033022	0.033022	0.033022	-0.033022	yes
30s	flat	0.033022	0.033022	0.033022	0.033022	0.033022	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033022	0.033022	0.033022	0.033022	0.033022	-0.033022	yes
60s	flat	0.033022	0.033022	0.033022	0.033022	0.033022	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033022	0.033022	0.033022	0.033022	0.033022	-0.033022	yes

Price

Best bid: 0.06033
Best ask: 0.06045
Spread: 0.00012
Spread %: 0.198708
Mid price: 0.06039
Last price: 0.06042
Mark price: 0.06042
Index price: 0.060395

Order Book

Bid depth 5: 90
Ask depth 5: 92
Bid depth 10: 189
Ask depth 10: 208
Bid depth 20: 395
Ask depth 20: 476
Imbalance 5: -0.010989
Imbalance 10: -0.047859
Imbalance 20: -0.092997
Top bid size: 17
Top ask size: 17
Bid wall score: 0.043038
Ask wall score: 0.035714

Dynamics

Bid depth 5 delta: -27
Ask depth 5 delta: -1
Imbalance 5 delta: -0.125275
Bid depth 10 delta: -42
Ask depth 10 delta: 18
Imbalance 10 delta: -0.145246
Spread delta: 0
Mid price delta: -0.00015
Wall shift score: 0.006291

Tape

Buy volume: 175
Sell volume: 215
Buy/sell delta: -40
Buy/sell ratio: 0.813953
Avg trade size: 3.9
Large trade count: 1
Largest trade size: 16

Candle

Return 1: -0.247647
Return 3: -0.016548
Volume 1: 38
Volume avg 5: 95.6
Momentum 5: 0.7

Cross Exchange

Mid avg: 0.06049
Mid median: 0.060515
Price deviation %: -0.165317
Spread %: 0.206646

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15856700
Quote volume 24h: 945265
Price change 24h %: 2.76

Quality

Capture latency ms: 11354
Order book timestamp: 2026-09-22 09:58:31+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:23.907000+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	0.140752	0.140752	0.140752	0.140752	0.140752	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.140752	0.140752	0.140752	0.140752	0.140752	-0.140752	yes
30s	long	0.140752	0.140752	0.140752	0.140752	0.140752	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.140752	0.140752	0.140752	0.140752	0.140752	-0.140752	yes
60s	long	0.140752	0.140752	0.140752	0.140752	0.140752	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.140752	0.140752	0.140752	0.140752	0.140752	-0.140752	yes

Price

Best bid: 0.0604
Best ask: 0.06043
Spread: 0.00003
Spread %: 0.049657
Mid price: 0.060415
Last price: 0.06046
Mark price: -
Index price: -

Order Book

Bid depth 5: 13262
Ask depth 5: 10653
Bid depth 10: 98765
Ask depth 10: 23692
Bid depth 20: 293366
Ask depth 20: 101046
Imbalance 5: 0.109095
Imbalance 10: 0.613056
Imbalance 20: 0.487612
Top bid size: 552
Top ask size: 320
Bid wall score: 0.001882
Ask wall score: 0.003167

Dynamics

Bid depth 5 delta: 138
Ask depth 5 delta: -9185
Imbalance 5 delta: 0.312784
Bid depth 10 delta: 44292
Ask depth 10 delta: -24840
Imbalance 10 delta: 0.555379
Spread delta: 0.00001
Mid price delta: -0.000185
Wall shift score: 0.028566

Tape

Buy volume: 71493
Sell volume: 63736
Buy/sell delta: 7757
Buy/sell ratio: 1.121705
Avg trade size: 1352.29
Large trade count: 8
Largest trade size: 12522

Candle

Return 1: -0.26407
Return 3: -0.033085
Volume 1: 19681
Volume avg 5: 62111.2
Momentum 5: 0.565818

Cross Exchange

Mid avg: 0.06055167
Mid median: 0.06054
Price deviation %: -0.225703
Spread %: 0.140376

Funding / OI / Volume

Funding rate: 0.00035585
Funding delta: 0
Funding abs: 0.00035585
Funding pressure: 0.00035585
Open interest: 73964639
Volume 24h: 93628228
Quote volume 24h: 5607492.31376
Price change 24h %: 2.753

Quality

Capture latency ms: 6352
Order book timestamp: 2026-09-22 09:58:19.420000+02:00
Ticker timestamp: 2026-09-22 09:58:12.177000+02:00
Trades timestamp: 2026-09-22 09:58:18.225000+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	long	0.206902	0.206902	0.206902	0.206902	0.206902	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.206902	0.206902	0.206902	0.206902	0.206902	-0.206902	yes
30s	long	0.206902	0.206902	0.206902	0.206902	0.206902	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.206902	0.206902	0.206902	0.206902	0.206902	-0.206902	yes
60s	long	0.206902	0.206902	0.206902	0.206902	0.206902	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.206902	0.206902	0.206902	0.206902	0.206902	-0.206902	yes

Price

Best bid: 0.06045
Best ask: 0.06058
Spread: 0.00013
Spread %: 0.214823
Mid price: 0.060515
Last price: 0.06018
Mark price: -
Index price: -

Order Book

Bid depth 5: 68238
Ask depth 5: 91111
Bid depth 10: 153400
Ask depth 10: 154481
Bid depth 20: 475828
Ask depth 20: 483983
Imbalance 5: -0.14354
Imbalance 10: -0.003511
Imbalance 20: -0.008496
Top bid size: 638
Top ask size: 979
Bid wall score: 0.001341
Ask wall score: 0.002023

Dynamics

Bid depth 5 delta: -8583
Ask depth 5 delta: -26584
Imbalance 5 delta: 0.066592
Bid depth 10 delta: 5826
Ask depth 10 delta: -10593
Imbalance 10 delta: 0.052462
Spread delta: -0.00005
Mid price delta: -0.000065
Wall shift score: -0.00015

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: 1.2
Momentum 5: 0.049875

Cross Exchange

Mid avg: 0.06057333
Mid median: 0.06058
Price deviation %: -0.096302
Spread %: 0.099053

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203121
Volume 24h: 300982
Quote volume 24h: 300982
Price change 24h %: -0.611065

Quality

Capture latency ms: 6780
Order book timestamp: 2026-09-22 09:58:12.082000+02:00
Ticker timestamp: 2026-09-22 09:58:13.001000+02:00
Trades timestamp: 2026-09-22 09:54:40.287000+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	0.082624	0.082624	0.082624	0.082624	0.082624	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.082624	0.082624	0.082624	0.082624	0.082624	-0.082624	yes
30s	long	0.082624	0.082624	0.082624	0.082624	0.082624	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.082624	0.082624	0.082624	0.082624	0.082624	-0.082624	yes
60s	long	0.082624	0.082624	0.082624	0.082624	0.082624	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.082624	0.082624	0.082624	0.082624	0.082624	-0.082624	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.