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 37 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 09:58:01.678864+02:00	gate	VELVET/USDT:USDT	0.06054	68	11000 ms	10s short -0.24777 30s short -0.24777 60s short -0.24777	advanced ready
2026-09-22 09:57:50.546256+02:00	binance	VELVET/USDT:USDT	0.0606	80	6730 ms	10s short -0.305281 30s short -0.305281 60s short -0.305281	advanced ready
2026-09-22 09:57:43.367944+02:00	htx	VELVET/USDT:USDT	0.06058	80	5624 ms	10s short -0.107296 30s short -0.107296 60s short -0.107296	advanced ready
2026-09-22 09:57:31.753284+02:00	gate	VELVET/USDT:USDT	0.0605	68	12134 ms	10s long 0.066116 30s long 0.066116 60s long 0.066116	advanced ready
2026-09-22 09:57:19.439551+02:00	binance	VELVET/USDT:USDT	0.06044	80	6479 ms	10s long 0.264725 30s long 0.264725 60s long 0.264725	advanced ready
2026-09-22 09:57:12.486777+02:00	htx	VELVET/USDT:USDT	0.060465	80	6598 ms	10s long 0.190193 30s long 0.190193 60s long 0.190193	advanced ready
2026-09-22 09:56:59.829245+02:00	gate	VELVET/USDT:USDT	0.06039	68	11311 ms	10s long 0.182149 30s long 0.182149 60s long 0.182149	advanced ready
2026-09-22 09:56:48.391854+02:00	binance	VELVET/USDT:USDT	0.06042	80	6864 ms	10s flat 0.033102 30s flat 0.033102 60s flat 0.033102	advanced ready
2026-09-22 09:56:41.134094+02:00	htx	VELVET/USDT:USDT	0.06049	80	6213 ms	10s flat -0.041329 30s flat -0.041329 60s flat -0.041329	advanced ready
2026-09-22 09:56:28.886860+02:00	gate	VELVET/USDT:USDT	0.0604	68	11506 ms	10s flat -0.016556 30s flat -0.016556 60s flat -0.016556	advanced ready

Price

Best bid: 0.06048
Best ask: 0.0606
Spread: 0.00012
Spread %: 0.198216
Mid price: 0.06054
Last price: 0.06057
Mark price: 0.06057
Index price: 0.060458

Order Book

Bid depth 5: 117
Ask depth 5: 93
Bid depth 10: 231
Ask depth 10: 190
Bid depth 20: 427
Ask depth 20: 535
Imbalance 5: 0.114286
Imbalance 10: 0.097387
Imbalance 20: -0.112266
Top bid size: 18
Top ask size: 22
Bid wall score: 0.042155
Ask wall score: 0.041121

Dynamics

Bid depth 5 delta: -14
Ask depth 5 delta: 33
Imbalance 5 delta: -0.257442
Bid depth 10 delta: 27
Ask depth 10 delta: -20
Imbalance 10 delta: 0.11188
Spread delta: 0
Mid price delta: 0.00004
Wall shift score: -0.032233

Tape

Buy volume: 186
Sell volume: 212
Buy/sell delta: -26
Buy/sell ratio: 0.877358
Avg trade size: 3.98
Large trade count: 1
Largest trade size: 16

Candle

Return 1: 0
Return 3: 0.231673
Volume 1: 0
Volume avg 5: 88
Momentum 5: 0.95

Cross Exchange

Mid avg: 0.06056
Mid median: 0.06058
Price deviation %: -0.033025
Spread %: 0.165125

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15847200
Quote volume 24h: 944690
Price change 24h %: 3.01

Quality

Capture latency ms: 11000
Order book timestamp: 2026-09-22 09:58:00+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:23.879000+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	-0.24777	-0.24777	-0.24777	0.24777	0.24777	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.24777	0.24777	0.24777	0.24777	-0.24777	0.24777	yes
30s	short	-0.24777	-0.24777	-0.24777	0.24777	0.24777	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.24777	0.24777	0.24777	0.24777	-0.24777	0.24777	yes
60s	short	-0.24777	-0.24777	-0.24777	0.24777	0.24777	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.24777	0.24777	0.24777	0.24777	-0.24777	0.24777	yes

Price

Best bid: 0.06059
Best ask: 0.06061
Spread: 0.00002
Spread %: 0.033003
Mid price: 0.0606
Last price: 0.06057
Mark price: -
Index price: -

Order Book

Bid depth 5: 13124
Ask depth 5: 19838
Bid depth 10: 54473
Ask depth 10: 48532
Bid depth 20: 133475
Ask depth 20: 111338
Imbalance 5: -0.203689
Imbalance 10: 0.057677
Imbalance 20: 0.090424
Top bid size: 130
Top ask size: 3432
Bid wall score: 0.000974
Ask wall score: 0.030825

Dynamics

Bid depth 5 delta: -2047
Ask depth 5 delta: 10922
Imbalance 5 delta: -0.463373
Bid depth 10 delta: -9465
Ask depth 10 delta: 11489
Imbalance 10 delta: -0.20866
Spread delta: 0
Mid price delta: 0.00016
Wall shift score: -0.030806

Tape

Buy volume: 71005
Sell volume: 55549
Buy/sell delta: 15456
Buy/sell ratio: 1.278241
Avg trade size: 1265.54
Large trade count: 7
Largest trade size: 14530

Candle

Return 1: 0.231596
Return 3: 0.530944
Volume 1: 52898
Volume avg 5: 69645.8
Momentum 5: 0.464268

Cross Exchange

Mid avg: 0.06050667
Mid median: 0.0605
Price deviation %: 0.154253
Spread %: 0.231379

Funding / OI / Volume

Funding rate: 0.00035585
Funding delta: 0
Funding abs: 0.00035585
Funding pressure: 0.00035585
Open interest: 73953513
Volume 24h: 93638906
Quote volume 24h: 5608022.59085
Price change 24h %: 3.045

Quality

Capture latency ms: 6730
Order book timestamp: 2026-09-22 09:57:48.268000+02:00
Ticker timestamp: 2026-09-22 09:57:44.327000+02:00
Trades timestamp: 2026-09-22 09:57:47.832000+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	-0.305281	-0.305281	-0.305281	0.305281	0.305281	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.305281	0.305281	0.305281	0.305281	-0.305281	0.305281	yes
30s	short	-0.305281	-0.305281	-0.305281	0.305281	0.305281	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.305281	0.305281	0.305281	0.305281	-0.305281	0.305281	yes
60s	short	-0.305281	-0.305281	-0.305281	0.305281	0.305281	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.305281	0.305281	0.305281	0.305281	-0.305281	0.305281	yes

Price

Best bid: 0.06049
Best ask: 0.06067
Spread: 0.00018
Spread %: 0.297128
Mid price: 0.06058
Last price: 0.06018
Mark price: -
Index price: -

Order Book

Bid depth 5: 76821
Ask depth 5: 117695
Bid depth 10: 147574
Ask depth 10: 165074
Bid depth 20: 425541
Ask depth 20: 494881
Imbalance 5: -0.210132
Imbalance 10: -0.055973
Imbalance 20: -0.075335
Top bid size: 316
Top ask size: 631
Bid wall score: 0.000743
Ask wall score: 0.001275

Dynamics

Bid depth 5 delta: -16788
Ask depth 5 delta: -41820
Imbalance 5 delta: 0.050239
Bid depth 10 delta: -8515
Ask depth 10 delta: -70838
Imbalance 10 delta: 0.147656
Spread delta: -0.00003
Mid price delta: 0.000115
Wall shift score: -0.010795

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: 0.06046833
Mid median: 0.060465
Price deviation %: 0.18467
Spread %: 0.099225

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: 5624
Order book timestamp: 2026-09-22 09:57:40.982000+02:00
Ticker timestamp: 2026-09-22 09:57:41.746000+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	short	-0.107296	-0.107296	-0.107296	0.107296	0.107296	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.107296	0.107296	0.107296	0.107296	-0.107296	0.107296	yes
30s	short	-0.107296	-0.107296	-0.107296	0.107296	0.107296	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.107296	0.107296	0.107296	0.107296	-0.107296	0.107296	yes
60s	short	-0.107296	-0.107296	-0.107296	0.107296	0.107296	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.107296	0.107296	0.107296	0.107296	-0.107296	0.107296	yes

Price

Best bid: 0.06044
Best ask: 0.06056
Spread: 0.00012
Spread %: 0.198347
Mid price: 0.0605
Last price: 0.06048
Mark price: 0.06047
Index price: 0.060357

Order Book

Bid depth 5: 131
Ask depth 5: 60
Bid depth 10: 204
Ask depth 10: 210
Bid depth 20: 409
Ask depth 20: 482
Imbalance 5: 0.371728
Imbalance 10: -0.014493
Imbalance 20: -0.08193
Top bid size: 17
Top ask size: 4
Bid wall score: 0.041565
Ask wall score: 0.008299

Dynamics

Bid depth 5 delta: 41
Ask depth 5 delta: -30
Imbalance 5 delta: 0.371728
Bid depth 10 delta: 15
Ask depth 10 delta: 31
Imbalance 10 delta: -0.041667
Spread delta: 0
Mid price delta: 0.00011
Wall shift score: 0.037946

Tape

Buy volume: 217
Sell volume: 159
Buy/sell delta: 58
Buy/sell ratio: 1.36478
Avg trade size: 3.76
Large trade count: 1
Largest trade size: 16

Candle

Return 1: 0.165618
Return 3: 0.43175
Volume 1: 59
Volume avg 5: 109.6
Momentum 5: 0.331785

Cross Exchange

Mid avg: 0.06043167
Mid median: 0.06044
Price deviation %: 0.113075
Spread %: 0.124107

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15842900
Quote volume 24h: 944430
Price change 24h %: 2.86

Quality

Capture latency ms: 12134
Order book timestamp: 2026-09-22 09:57:30+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:23.849000+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	0.066116	0.066116	0.066116	0.066116	0.066116	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.066116	0.066116	0.066116	0.066116	0.066116	-0.066116	yes
30s	long	0.066116	0.066116	0.066116	0.066116	0.066116	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.066116	0.066116	0.066116	0.066116	0.066116	-0.066116	yes
60s	long	0.066116	0.066116	0.066116	0.066116	0.066116	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.066116	0.066116	0.066116	0.066116	0.066116	-0.066116	yes

Price

Best bid: 0.06043
Best ask: 0.06045
Spread: 0.00002
Spread %: 0.033091
Mid price: 0.06044
Last price: 0.06042
Mark price: -
Index price: -

Order Book

Bid depth 5: 15171
Ask depth 5: 8916
Bid depth 10: 63938
Ask depth 10: 37043
Bid depth 20: 152232
Ask depth 20: 152597
Imbalance 5: 0.259684
Imbalance 10: 0.266337
Imbalance 20: -0.001197
Top bid size: 305
Top ask size: 160
Bid wall score: 0.002004
Ask wall score: 0.001049

Dynamics

Bid depth 5 delta: -840
Ask depth 5 delta: -3573
Imbalance 5 delta: 0.136105
Bid depth 10 delta: -5346
Ask depth 10 delta: 11010
Imbalance 10 delta: -0.187422
Spread delta: 0
Mid price delta: 0.00002
Wall shift score: 0.001428

Tape

Buy volume: 63204
Sell volume: 73193
Buy/sell delta: -9989
Buy/sell ratio: 0.863525
Avg trade size: 1363.97
Large trade count: 6
Largest trade size: 14530

Candle

Return 1: -0.033085
Return 3: 0.265472
Volume 1: 12150
Volume avg 5: 61496.2
Momentum 5: 0.198972

Cross Exchange

Mid avg: 0.060425
Mid median: 0.06042
Price deviation %: 0.024824
Spread %: 0.124121

Funding / OI / Volume

Funding rate: 0.00035585
Funding delta: 0.00000726
Funding abs: 0.00035585
Funding pressure: 0.00036311
Open interest: 73940630
Volume 24h: 93549098
Quote volume 24h: 5602650.35968
Price change 24h %: 2.79

Quality

Capture latency ms: 6479
Order book timestamp: 2026-09-22 09:57:17.110000+02:00
Ticker timestamp: 2026-09-22 09:57:12.426000+02:00
Trades timestamp: 2026-09-22 09:57:18.784000+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	0.264725	0.264725	0.264725	0.264725	0.264725	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.264725	0.264725	0.264725	0.264725	0.264725	-0.264725	yes
30s	long	0.264725	0.264725	0.264725	0.264725	0.264725	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.264725	0.264725	0.264725	0.264725	0.264725	-0.264725	yes
60s	long	0.264725	0.264725	0.264725	0.264725	0.264725	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.264725	0.264725	0.264725	0.264725	0.264725	-0.264725	yes

Price

Best bid: 0.06036
Best ask: 0.06057
Spread: 0.00021
Spread %: 0.347308
Mid price: 0.060465
Last price: 0.06018
Mark price: -
Index price: -

Order Book

Bid depth 5: 93609
Ask depth 5: 159515
Bid depth 10: 156089
Ask depth 10: 235912
Bid depth 20: 293436
Ask depth 20: 532861
Imbalance 5: -0.26037
Imbalance 10: -0.20363
Imbalance 20: -0.289757
Top bid size: 4864
Top ask size: 3364
Bid wall score: 0.016576
Ask wall score: 0.006313

Dynamics

Bid depth 5 delta: 24341
Ask depth 5 delta: -18198
Imbalance 5 delta: 0.178712
Bid depth 10 delta: 34572
Ask depth 10 delta: 27696
Imbalance 10 delta: 0.059307
Spread delta: 0.00001
Mid price delta: -0.000025
Wall shift score: 0.012054

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: 0.06043333
Mid median: 0.06042
Price deviation %: 0.052399
Spread %: 0.165472

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: 6598
Order book timestamp: 2026-09-22 09:57:10.082000+02:00
Ticker timestamp: 2026-09-22 09:57:10.473000+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	0.190193	0.190193	0.190193	0.190193	0.190193	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.190193	0.190193	0.190193	0.190193	0.190193	-0.190193	yes
30s	long	0.190193	0.190193	0.190193	0.190193	0.190193	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.190193	0.190193	0.190193	0.190193	0.190193	-0.190193	yes
60s	long	0.190193	0.190193	0.190193	0.190193	0.190193	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.190193	0.190193	0.190193	0.190193	0.190193	-0.190193	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: 0.06031
Index price: 0.06021

Order Book

Bid depth 5: 90
Ask depth 5: 90
Bid depth 10: 189
Ask depth 10: 179
Bid depth 20: 395
Ask depth 20: 482
Imbalance 5: 0
Imbalance 10: 0.027174
Imbalance 20: -0.099202
Top bid size: 17
Top ask size: 23
Bid wall score: 0.043038
Ask wall score: 0.047718

Dynamics

Bid depth 5 delta: -23
Ask depth 5 delta: -23
Imbalance 5 delta: 0
Bid depth 10 delta: 1
Ask depth 10 delta: -25
Imbalance 10 delta: 0.06799
Spread delta: 0.00002
Mid price delta: -0.00001
Wall shift score: 0.034283

Tape

Buy volume: 211
Sell volume: 154
Buy/sell delta: 57
Buy/sell ratio: 1.37013
Avg trade size: 3.65
Large trade count: 1
Largest trade size: 16

Candle

Return 1: -0.016548
Return 3: 0.7
Volume 1: 116
Volume avg 5: 120
Momentum 5: 0.448878

Cross Exchange

Mid avg: 0.06043667
Mid median: 0.06042
Price deviation %: -0.077216
Spread %: 0.148916

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15835400
Quote volume 24h: 943977
Price change 24h %: 2.9

Quality

Capture latency ms: 11311
Order book timestamp: 2026-09-22 09:56:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:23.817000+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	0.182149	0.182149	0.182149	0.182149	0.182149	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.182149	0.182149	0.182149	0.182149	0.182149	-0.182149	yes
30s	long	0.182149	0.182149	0.182149	0.182149	0.182149	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.182149	0.182149	0.182149	0.182149	0.182149	-0.182149	yes
60s	long	0.182149	0.182149	0.182149	0.182149	0.182149	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.182149	0.182149	0.182149	0.182149	0.182149	-0.182149	yes

Price

Best bid: 0.06041
Best ask: 0.06043
Spread: 0.00002
Spread %: 0.033102
Mid price: 0.06042
Last price: 0.06046
Mark price: -
Index price: -

Order Book

Bid depth 5: 16011
Ask depth 5: 12489
Bid depth 10: 69284
Ask depth 10: 26033
Bid depth 20: 167828
Ask depth 20: 117158
Imbalance 5: 0.123579
Imbalance 10: 0.45376
Imbalance 20: 0.177798
Top bid size: 336
Top ask size: 290
Bid wall score: 0.002002
Ask wall score: 0.002475

Dynamics

Bid depth 5 delta: -35762
Ask depth 5 delta: 1549
Imbalance 5 delta: -0.52753
Bid depth 10 delta: -20359
Ask depth 10 delta: -4912
Imbalance 10 delta: -0.033005
Spread delta: -0.00003
Mid price delta: -0.000025
Wall shift score: -0.006731

Tape

Buy volume: 67287
Sell volume: 73713
Buy/sell delta: -6426
Buy/sell ratio: 0.912824
Avg trade size: 1410
Large trade count: 7
Largest trade size: 14530

Candle

Return 1: -0.033085
Return 3: 0.565818
Volume 1: 52110
Volume avg 5: 67854.2
Momentum 5: 0.432109

Cross Exchange

Mid avg: 0.060445
Mid median: 0.060445
Price deviation %: -0.04136
Spread %: 0.148896

Funding / OI / Volume

Funding rate: 0.00034859
Funding delta: 0
Funding abs: 0.00034859
Funding pressure: 0.00034859
Open interest: 73936019
Volume 24h: 93595780
Quote volume 24h: 5605364.07038
Price change 24h %: 2.631

Quality

Capture latency ms: 6864
Order book timestamp: 2026-09-22 09:56:46.203000+02:00
Ticker timestamp: 2026-09-22 09:56:42.892000+02:00
Trades timestamp: 2026-09-22 09:56:46.813000+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	0.033102	0.033102	0.033102	0.033102	0.033102	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033102	0.033102	0.033102	0.033102	0.033102	-0.033102	yes
30s	flat	0.033102	0.033102	0.033102	0.033102	0.033102	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033102	0.033102	0.033102	0.033102	0.033102	-0.033102	yes
60s	flat	0.033102	0.033102	0.033102	0.033102	0.033102	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033102	0.033102	0.033102	0.033102	0.033102	-0.033102	yes

Price

Best bid: 0.06039
Best ask: 0.06059
Spread: 0.0002
Spread %: 0.330633
Mid price: 0.06049
Last price: 0.06018
Mark price: -
Index price: -

Order Book

Bid depth 5: 69268
Ask depth 5: 177713
Bid depth 10: 121517
Ask depth 10: 208216
Bid depth 20: 409240
Ask depth 20: 748413
Imbalance 5: -0.439082
Imbalance 10: -0.262937
Imbalance 20: -0.292983
Top bid size: 1585
Top ask size: 4239
Bid wall score: 0.003873
Ask wall score: 0.005664

Dynamics

Bid depth 5 delta: -12198
Ask depth 5 delta: 161658
Imbalance 5 delta: -1.10982
Bid depth 10 delta: -8503
Ask depth 10 delta: 64613
Imbalance 10 delta: -0.213296
Spread delta: -0.00002
Mid price delta: 0.00004
Wall shift score: -0.019389

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: 0.049875
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: 0.049875

Cross Exchange

Mid avg: 0.06043167
Mid median: 0.060445
Price deviation %: 0.096528
Spread %: 0.082738

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: 6213
Order book timestamp: 2026-09-22 09:56:38.782000+02:00
Ticker timestamp: 2026-09-22 09:56:39.481000+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	flat	-0.041329	-0.041329	-0.041329	0.041329	0.041329	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041329	0.041329	0.041329	0.041329	-0.041329	0.041329	yes
30s	flat	-0.041329	-0.041329	-0.041329	0.041329	0.041329	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041329	0.041329	0.041329	0.041329	-0.041329	0.041329	yes
60s	flat	-0.041329	-0.041329	-0.041329	0.041329	0.041329	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.041329	0.041329	0.041329	0.041329	-0.041329	0.041329	yes

Price

Best bid: 0.06035
Best ask: 0.06045
Spread: 0.0001
Spread %: 0.165563
Mid price: 0.0604
Last price: 0.06042
Mark price: 0.06029
Index price: 0.060205

Order Book

Bid depth 5: 113
Ask depth 5: 113
Bid depth 10: 188
Ask depth 10: 204
Bid depth 20: 402
Ask depth 20: 579
Imbalance 5: 0
Imbalance 10: -0.040816
Imbalance 20: -0.180428
Top bid size: 1
Top ask size: 24
Bid wall score: 0.002488
Ask wall score: 0.041451

Dynamics

Bid depth 5 delta: 38
Ask depth 5 delta: 24
Imbalance 5 delta: 0.085366
Bid depth 10 delta: 13
Ask depth 10 delta: -1
Imbalance 10 delta: 0.038131
Spread delta: -0.00002
Mid price delta: 0.00001
Wall shift score: -0.056228

Tape

Buy volume: 183
Sell volume: 216
Buy/sell delta: -33
Buy/sell ratio: 0.847222
Avg trade size: 3.99
Large trade count: 2
Largest trade size: 26

Candle

Return 1: -0.016548
Return 3: 0.7
Volume 1: 61
Volume avg 5: 109
Momentum 5: 0.448878

Cross Exchange

Mid avg: 0.06042833
Mid median: 0.060445
Price deviation %: -0.046887
Spread %: 0.099291

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15829900
Quote volume 24h: 943645
Price change 24h %: 2.9

Quality

Capture latency ms: 11506
Order book timestamp: 2026-09-22 09:56:27+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:23.787000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	flat	-0.016556	-0.016556	-0.016556	0.016556	0.016556	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016556	0.016556	0.016556	0.016556	-0.016556	0.016556	yes
30s	flat	-0.016556	-0.016556	-0.016556	0.016556	0.016556	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016556	0.016556	0.016556	0.016556	-0.016556	0.016556	yes
60s	flat	-0.016556	-0.016556	-0.016556	0.016556	0.016556	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016556	0.016556	0.016556	0.016556	-0.016556	0.016556	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.