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 38 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 09:56:17.247804+02:00	binance	VELVET/USDT:USDT	0.060445	80	6685 ms	10s flat -0.04136 30s flat -0.04136 60s flat -0.04136	advanced ready
2026-09-22 09:56:10.130802+02:00	htx	VELVET/USDT:USDT	0.06045	80	6439 ms	10s long 0.06617 30s long 0.06617 60s long 0.06617	advanced ready
2026-09-22 09:55:57.540602+02:00	gate	VELVET/USDT:USDT	0.06039	68	13235 ms	10s flat 0.016559 30s flat 0.016559 60s flat 0.016559	advanced ready
2026-09-22 09:55:44.154111+02:00	binance	VELVET/USDT:USDT	0.060405	80	6889 ms	10s long 0.06622 30s long 0.06622 60s long 0.06622	advanced ready
2026-09-22 09:55:36.841723+02:00	htx	VELVET/USDT:USDT	0.06042	90	4995 ms	10s flat 0.049652 30s flat 0.049652 60s flat 0.049652	advanced ready
2026-09-22 09:55:25.693416+02:00	gate	VELVET/USDT:USDT	0.060305	68	11479 ms	10s long 0.14095 30s long 0.14095 60s long 0.14095	advanced ready
2026-09-22 09:55:14.077529+02:00	binance	VELVET/USDT:USDT	0.060345	80	6859 ms	10s long 0.099428 30s long 0.099428 60s long 0.099428	advanced ready
2026-09-22 09:55:06.793306+02:00	htx	VELVET/USDT:USDT	0.060325	80	7000 ms	10s long 0.15748 30s long 0.15748 60s long 0.15748	advanced ready
2026-09-22 09:54:53.758885+02:00	gate	VELVET/USDT:USDT	0.06013	68	13557 ms	10s long 0.291036 30s long 0.291036 60s long 0.291036	advanced ready
2026-09-22 09:54:40.029506+02:00	binance	VELVET/USDT:USDT	0.06014	80	7393 ms	10s long 0.340871 30s long 0.340871 60s long 0.340871	advanced ready

Price

Best bid: 0.06042
Best ask: 0.06047
Spread: 0.00005
Spread %: 0.08272
Mid price: 0.060445
Last price: 0.06046
Mark price: -
Index price: -

Order Book

Bid depth 5: 51773
Ask depth 5: 10940
Bid depth 10: 89643
Ask depth 10: 30945
Bid depth 20: 191052
Ask depth 20: 114112
Imbalance 5: 0.651109
Imbalance 10: 0.486765
Imbalance 20: 0.252127
Top bid size: 4030
Top ask size: 1693
Bid wall score: 0.021094
Ask wall score: 0.014836

Dynamics

Bid depth 5 delta: 43746
Ask depth 5 delta: -310
Imbalance 5 delta: 0.818303
Bid depth 10 delta: 13969
Ask depth 10 delta: -4170
Imbalance 10 delta: 0.120673
Spread delta: 0.00004
Mid price delta: 0.00004
Wall shift score: 0.017909

Tape

Buy volume: 72885
Sell volume: 86523
Buy/sell delta: -13638
Buy/sell ratio: 0.842377
Avg trade size: 1594.08
Large trade count: 9
Largest trade size: 14530

Candle

Return 1: 0.049628
Return 3: 0.649026
Volume 1: 36452
Volume avg 5: 64722.6
Momentum 5: 0.515207

Cross Exchange

Mid avg: 0.060415
Mid median: 0.060405
Price deviation %: 0.049657
Spread %: 0.099313

Funding / OI / Volume

Funding rate: 0.00034859
Funding delta: 0.00000128
Funding abs: 0.00034859
Funding pressure: 0.00034987
Open interest: 73936891
Volume 24h: 93530646
Quote volume 24h: 5601485.8636
Price change 24h %: 2.631

Quality

Capture latency ms: 6685
Order book timestamp: 2026-09-22 09:56:15.100000+02:00
Ticker timestamp: 2026-09-22 09:56:10.857000+02:00
Trades timestamp: 2026-09-22 09:56:10.858000+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	-0.04136	-0.04136	-0.04136	0.04136	0.04136	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.04136	0.04136	0.04136	0.04136	-0.04136	0.04136	yes
30s	flat	-0.04136	-0.04136	-0.04136	0.04136	0.04136	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.04136	0.04136	0.04136	0.04136	-0.04136	0.04136	yes
60s	flat	-0.04136	-0.04136	-0.04136	0.04136	0.04136	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.04136	0.04136	0.04136	0.04136	-0.04136	0.04136	yes

Price

Best bid: 0.06034
Best ask: 0.06056
Spread: 0.00022
Spread %: 0.363937
Mid price: 0.06045
Last price: 0.06018
Mark price: -
Index price: -

Order Book

Bid depth 5: 81466
Ask depth 5: 16055
Bid depth 10: 130020
Ask depth 10: 143603
Bid depth 20: 438491
Ask depth 20: 694187
Imbalance 5: 0.670738
Imbalance 10: -0.049641
Imbalance 20: -0.225745
Top bid size: 9453
Top ask size: 2749
Bid wall score: 0.021558
Ask wall score: 0.00396

Dynamics

Bid depth 5 delta: -17882
Ask depth 5 delta: -78839
Imbalance 5 delta: 0.647807
Bid depth 10 delta: -213212
Ask depth 10 delta: 20963
Imbalance 10 delta: -0.523145
Spread delta: 0
Mid price delta: 0.00003
Wall shift score: 0.00141

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: 0.060405
Mid median: 0.060405
Price deviation %: 0.074497
Spread %: 0.049665

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: 6439
Order book timestamp: 2026-09-22 09:56:07.182000+02:00
Ticker timestamp: 2026-09-22 09:56:08.114000+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	0.06617	0.06617	0.06617	0.06617	0.06617	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.06617	0.06617	0.06617	0.06617	0.06617	-0.06617	yes
30s	long	0.06617	0.06617	0.06617	0.06617	0.06617	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.06617	0.06617	0.06617	0.06617	0.06617	-0.06617	yes
60s	long	0.06617	0.06617	0.06617	0.06617	0.06617	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.06617	0.06617	0.06617	0.06617	0.06617	-0.06617	yes

Price

Best bid: 0.06033
Best ask: 0.06045
Spread: 0.00012
Spread %: 0.198708
Mid price: 0.06039
Last price: 0.06037
Mark price: 0.06026
Index price: 0.060178

Order Book

Bid depth 5: 75
Ask depth 5: 89
Bid depth 10: 175
Ask depth 10: 205
Bid depth 20: 365
Ask depth 20: 580
Imbalance 5: -0.085366
Imbalance 10: -0.078947
Imbalance 20: -0.227513
Top bid size: 17
Top ask size: 17
Bid wall score: 0.046575
Ask wall score: 0.02931

Dynamics

Bid depth 5 delta: -32
Ask depth 5 delta: 28
Imbalance 5 delta: -0.359175
Bid depth 10 delta: -31
Ask depth 10 delta: 38
Imbalance 10 delta: -0.183505
Spread delta: 0.00001
Mid price delta: 0.000085
Wall shift score: 0.008442

Tape

Buy volume: 178
Sell volume: 226
Buy/sell delta: -48
Buy/sell ratio: 0.787611
Avg trade size: 4.04
Large trade count: 1
Largest trade size: 26

Candle

Return 1: 0.249087
Return 3: 0.149303
Volume 1: 99
Volume avg 5: 122
Momentum 5: 0.365752

Cross Exchange

Mid avg: 0.06037667
Mid median: 0.060405
Price deviation %: 0.022084
Spread %: 0.190471

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15826600
Quote volume 24h: 943445
Price change 24h %: 2.64

Quality

Capture latency ms: 13235
Order book timestamp: 2026-09-22 09:55:56+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:23.755000+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	0.016559	0.016559	0.016559	0.016559	0.016559	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016559	0.016559	0.016559	0.016559	0.016559	-0.016559	yes
30s	flat	0.016559	0.016559	0.016559	0.016559	0.016559	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016559	0.016559	0.016559	0.016559	0.016559	-0.016559	yes
60s	flat	0.016559	0.016559	0.016559	0.016559	0.016559	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016559	0.016559	0.016559	0.016559	0.016559	-0.016559	yes

Price

Best bid: 0.0604
Best ask: 0.06041
Spread: 0.00001
Spread %: 0.016555
Mid price: 0.060405
Last price: 0.0604
Mark price: -
Index price: -

Order Book

Bid depth 5: 8027
Ask depth 5: 11250
Bid depth 10: 75674
Ask depth 10: 35115
Bid depth 20: 183146
Ask depth 20: 126334
Imbalance 5: -0.167194
Imbalance 10: 0.366092
Imbalance 20: 0.183572
Top bid size: 680
Top ask size: 1941
Bid wall score: 0.003713
Ask wall score: 0.015364

Dynamics

Bid depth 5 delta: -3057
Ask depth 5 delta: 5189
Imbalance 5 delta: -0.460166
Bid depth 10 delta: 21487
Ask depth 10 delta: -5169
Imbalance 10 delta: 0.218925
Spread delta: 0
Mid price delta: 0.00006
Wall shift score: -0.033745

Tape

Buy volume: 69411
Sell volume: 56290
Buy/sell delta: 13121
Buy/sell ratio: 1.233096
Avg trade size: 1257.01
Large trade count: 7
Largest trade size: 12447

Candle

Return 1: 0.215696
Return 3: 0.149229
Volume 1: 50570
Volume avg 5: 99491
Momentum 5: 0.348895

Cross Exchange

Mid avg: 0.06035667
Mid median: 0.060345
Price deviation %: 0.08008
Spread %: 0.190534

Funding / OI / Volume

Funding rate: 0.00034731
Funding delta: 0
Funding abs: 0.00034731
Funding pressure: 0.00034731
Open interest: 73936658
Volume 24h: 93545152
Quote volume 24h: 5602301.53543
Price change 24h %: 2.477

Quality

Capture latency ms: 6889
Order book timestamp: 2026-09-22 09:55:41.962000+02:00
Ticker timestamp: 2026-09-22 09:55:38.774000+02:00
Trades timestamp: 2026-09-22 09:55:38.774000+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	0.06622	0.06622	0.06622	0.06622	0.06622	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.06622	0.06622	0.06622	0.06622	0.06622	-0.06622	yes
30s	long	0.06622	0.06622	0.06622	0.06622	0.06622	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.06622	0.06622	0.06622	0.06622	0.06622	-0.06622	yes
60s	long	0.06622	0.06622	0.06622	0.06622	0.06622	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.06622	0.06622	0.06622	0.06622	0.06622	-0.06622	yes

Price

Best bid: 0.06031
Best ask: 0.06053
Spread: 0.00022
Spread %: 0.364118
Mid price: 0.06042
Last price: 0.06018
Mark price: -
Index price: -

Order Book

Bid depth 5: 99348
Ask depth 5: 94894
Bid depth 10: 343232
Ask depth 10: 122640
Bid depth 20: 498225
Ask depth 20: 456387
Imbalance 5: 0.02293
Imbalance 10: 0.473503
Imbalance 20: 0.043827
Top bid size: 11100
Top ask size: 2780
Bid wall score: 0.022279
Ask wall score: 0.006091

Dynamics

Bid depth 5 delta: 27526
Ask depth 5 delta: -55842
Imbalance 5 delta: 0.377507
Bid depth 10 delta: 220800
Ask depth 10 delta: -52234
Imbalance 10 delta: 0.649894
Spread delta: 0.00005
Mid price delta: 0.000095
Wall shift score: 0.015855

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: 0.060325
Mid median: 0.060325
Price deviation %: 0.15748
Spread %: 0.066308

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203118
Volume 24h: 302676
Quote volume 24h: 302676
Price change 24h %: -0.611065

Quality

Capture latency ms: 4995
Order book timestamp: 2026-09-22 09:55:35.046000+02:00
Ticker timestamp: 2026-09-22 09:55:35.545000+02:00
Trades timestamp: 2026-09-22 09:54:40.287000+02:00
Data quality score: 90
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	flat	0.049652	0.049652	0.049652	0.049652	0.049652	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.049652	0.049652	0.049652	0.049652	0.049652	-0.049652	yes
30s	flat	0.049652	0.049652	0.049652	0.049652	0.049652	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.049652	0.049652	0.049652	0.049652	0.049652	-0.049652	yes
60s	flat	0.049652	0.049652	0.049652	0.049652	0.049652	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.049652	0.049652	0.049652	0.049652	0.049652	-0.049652	yes

Price

Best bid: 0.06025
Best ask: 0.06036
Spread: 0.00011
Spread %: 0.182406
Mid price: 0.060305
Last price: 0.06029
Mark price: 0.06024
Index price: 0.060155

Order Book

Bid depth 5: 107
Ask depth 5: 61
Bid depth 10: 206
Ask depth 10: 167
Bid depth 20: 423
Ask depth 20: 504
Imbalance 5: 0.27381
Imbalance 10: 0.104558
Imbalance 20: -0.087379
Top bid size: 18
Top ask size: 17
Bid wall score: 0.042553
Ask wall score: 0.03373

Dynamics

Bid depth 5 delta: 13
Ask depth 5 delta: -22
Imbalance 5 delta: 0.211663
Bid depth 10 delta: -4
Ask depth 10 delta: -30
Imbalance 10 delta: 0.072617
Spread delta: 0.00001
Mid price delta: 0.000175
Wall shift score: -0.01041

Tape

Buy volume: 207
Sell volume: 210
Buy/sell delta: -3
Buy/sell ratio: 0.985714
Avg trade size: 4.17
Large trade count: 1
Largest trade size: 26

Candle

Return 1: 0.11624
Return 3: 0.016589
Volume 1: 47
Volume avg 5: 111.6
Momentum 5: 0.232751

Cross Exchange

Mid avg: 0.06026667
Mid median: 0.060325
Price deviation %: 0.063606
Spread %: 0.356748

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15818800
Quote volume 24h: 942975
Price change 24h %: 2.5

Quality

Capture latency ms: 11479
Order book timestamp: 2026-09-22 09:55:24+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:23.723000+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	0.14095	0.14095	0.14095	0.14095	0.14095	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.14095	0.14095	0.14095	0.14095	0.14095	-0.14095	yes
30s	long	0.14095	0.14095	0.14095	0.14095	0.14095	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.14095	0.14095	0.14095	0.14095	0.14095	-0.14095	yes
60s	long	0.14095	0.14095	0.14095	0.14095	0.14095	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.14095	0.14095	0.14095	0.14095	0.14095	-0.14095	yes

Price

Best bid: 0.06034
Best ask: 0.06035
Spread: 0.00001
Spread %: 0.016571
Mid price: 0.060345
Last price: 0.06031
Mark price: -
Index price: -

Order Book

Bid depth 5: 11084
Ask depth 5: 6061
Bid depth 10: 54187
Ask depth 10: 40284
Bid depth 20: 163638
Ask depth 20: 115511
Imbalance 5: 0.292972
Imbalance 10: 0.147167
Imbalance 20: 0.172406
Top bid size: 5025
Top ask size: 995
Bid wall score: 0.030708
Ask wall score: 0.008614

Dynamics

Bid depth 5 delta: 3326
Ask depth 5 delta: 621
Imbalance 5 delta: 0.117339
Bid depth 10 delta: -10962
Ask depth 10 delta: 6074
Imbalance 10 delta: -0.164219
Spread delta: -0.00001
Mid price delta: 0.000205
Wall shift score: 0.033312

Tape

Buy volume: 59064
Sell volume: 52403
Buy/sell delta: 6661
Buy/sell ratio: 1.127111
Avg trade size: 1114.67
Large trade count: 7
Largest trade size: 12447

Candle

Return 1: 0.099552
Return 3: 0.033162
Volume 1: 4230
Volume avg 5: 90223
Momentum 5: 0.232597

Cross Exchange

Mid avg: 0.06019833
Mid median: 0.06014
Price deviation %: 0.243639
Spread %: 0.323929

Funding / OI / Volume

Funding rate: 0.00034731
Funding delta: 0
Funding abs: 0.00034731
Funding pressure: 0.00034731
Open interest: 73945090
Volume 24h: 93494756
Quote volume 24h: 5599259.74443
Price change 24h %: 2.324

Quality

Capture latency ms: 6859
Order book timestamp: 2026-09-22 09:55:11.611000+02:00
Ticker timestamp: 2026-09-22 09:55:06.998000+02:00
Trades timestamp: 2026-09-22 09:55:07.458000+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	0.099428	0.099428	0.099428	0.099428	0.099428	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.099428	0.099428	0.099428	0.099428	0.099428	-0.099428	yes
30s	long	0.099428	0.099428	0.099428	0.099428	0.099428	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.099428	0.099428	0.099428	0.099428	0.099428	-0.099428	yes
60s	long	0.099428	0.099428	0.099428	0.099428	0.099428	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.099428	0.099428	0.099428	0.099428	0.099428	-0.099428	yes

Price

Best bid: 0.06024
Best ask: 0.06041
Spread: 0.00017
Spread %: 0.281807
Mid price: 0.060325
Last price: 0.06018
Mark price: -
Index price: -

Order Book

Bid depth 5: 71822
Ask depth 5: 150736
Bid depth 10: 122432
Ask depth 10: 174874
Bid depth 20: 433177
Ask depth 20: 714336
Imbalance 5: -0.354577
Imbalance 10: -0.176391
Imbalance 20: -0.245016
Top bid size: 640
Top ask size: 818
Bid wall score: 0.001477
Ask wall score: 0.001145

Dynamics

Bid depth 5 delta: 17713
Ask depth 5 delta: 9412
Imbalance 5 delta: 0.091688
Bid depth 10 delta: -84690
Ask depth 10 delta: -39607
Imbalance 10 delta: -0.158936
Spread delta: 0.00001
Mid price delta: 0.000135
Wall shift score: 0.000799

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: 0.06015333
Mid median: 0.06014
Price deviation %: 0.285382
Spread %: 0.099745

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 203118
Volume 24h: 302676
Quote volume 24h: 302676
Price change 24h %: -0.611065

Quality

Capture latency ms: 7000
Order book timestamp: 2026-09-22 09:55:04.382000+02:00
Ticker timestamp: 2026-09-22 09:55:04.739000+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	0.15748	0.15748	0.15748	0.15748	0.15748	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.15748	0.15748	0.15748	0.15748	0.15748	-0.15748	yes
30s	long	0.15748	0.15748	0.15748	0.15748	0.15748	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.15748	0.15748	0.15748	0.15748	0.15748	-0.15748	yes
60s	long	0.15748	0.15748	0.15748	0.15748	0.15748	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.15748	0.15748	0.15748	0.15748	0.15748	-0.15748	yes

Price

Best bid: 0.06008
Best ask: 0.06018
Spread: 0.0001
Spread %: 0.166306
Mid price: 0.06013
Last price: 0.06014
Mark price: 0.06008
Index price: 0.060005

Order Book

Bid depth 5: 94
Ask depth 5: 83
Bid depth 10: 210
Ask depth 10: 197
Bid depth 20: 393
Ask depth 20: 537
Imbalance 5: 0.062147
Imbalance 10: 0.031941
Imbalance 20: -0.154839
Top bid size: 20
Top ask size: 17
Bid wall score: 0.050891
Ask wall score: 0.031657

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: 2
Imbalance 5 delta: -0.042825
Bid depth 10 delta: -6
Ask depth 10 delta: 10
Imbalance 10 delta: -0.040019
Spread delta: -0.00001
Mid price delta: 0.000005
Wall shift score: 0.033692

Tape

Buy volume: 177
Sell volume: 225
Buy/sell delta: -48
Buy/sell ratio: 0.786667
Avg trade size: 4.02
Large trade count: 1
Largest trade size: 26

Candle

Return 1: 0.233333
Return 3: -0.016625
Volume 1: 64
Volume avg 5: 118.6
Momentum 5: 0.166556

Cross Exchange

Mid avg: 0.06015167
Mid median: 0.06014
Price deviation %: -0.03602
Spread %: 0.10806

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15815200
Quote volume 24h: 942758
Price change 24h %: 2.12

Quality

Capture latency ms: 13557
Order book timestamp: 2026-09-22 09:54:52+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:23.691000+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	0.291036	0.291036	0.291036	0.291036	0.291036	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.291036	0.291036	0.291036	0.291036	0.291036	-0.291036	yes
30s	long	0.291036	0.291036	0.291036	0.291036	0.291036	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.291036	0.291036	0.291036	0.291036	0.291036	-0.291036	yes
60s	long	0.291036	0.291036	0.291036	0.291036	0.291036	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.291036	0.291036	0.291036	0.291036	0.291036	-0.291036	yes

Price

Best bid: 0.06013
Best ask: 0.06015
Spread: 0.00002
Spread %: 0.033256
Mid price: 0.06014
Last price: 0.06014
Mark price: -
Index price: -

Order Book

Bid depth 5: 7758
Ask depth 5: 5440
Bid depth 10: 65149
Ask depth 10: 34210
Bid depth 20: 300012
Ask depth 20: 118964
Imbalance 5: 0.175633
Imbalance 10: 0.311386
Imbalance 20: 0.43212
Top bid size: 314
Top ask size: 1459
Bid wall score: 0.001047
Ask wall score: 0.012264

Dynamics

Bid depth 5 delta: 1530
Ask depth 5 delta: -3848
Imbalance 5 delta: 0.372848
Bid depth 10 delta: 5166
Ask depth 10 delta: 11578
Imbalance 10 delta: -0.140723
Spread delta: 0.00001
Mid price delta: 0.000055
Wall shift score: -0.011791

Tape

Buy volume: 44251
Sell volume: 71694
Buy/sell delta: -27443
Buy/sell ratio: 0.61722
Avg trade size: 1159.45
Large trade count: 9
Largest trade size: 9862

Candle

Return 1: -0.016642
Return 3: -0.149576
Volume 1: 32400
Volume avg 5: 109670.8
Momentum 5: 0.066622

Cross Exchange

Mid avg: 0.06013333
Mid median: 0.060125
Price deviation %: 0.011086
Spread %: 0.174612

Funding / OI / Volume

Funding rate: 0.00034731
Funding delta: 0
Funding abs: 0.00034731
Funding pressure: 0.00034731
Open interest: 73952055
Volume 24h: 93454510
Quote volume 24h: 5596818.5744
Price change 24h %: 1.984

Quality

Capture latency ms: 7393
Order book timestamp: 2026-09-22 09:54:37.776000+02:00
Ticker timestamp: 2026-09-22 09:54:33.933000+02:00
Trades timestamp: 2026-09-22 09:54:39.290000+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	0.340871	0.340871	0.340871	0.340871	0.340871	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.340871	0.340871	0.340871	0.340871	0.340871	-0.340871	yes
30s	long	0.340871	0.340871	0.340871	0.340871	0.340871	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.340871	0.340871	0.340871	0.340871	0.340871	-0.340871	yes
60s	long	0.340871	0.340871	0.340871	0.340871	0.340871	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.340871	0.340871	0.340871	0.340871	0.340871	-0.340871	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.