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 4 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:56:41.594733+02:00	gate	VELVET/USDT:USDT	0.05894	68	11605 ms	10s flat 0.042416 30s flat 0.042416 60s flat 0.042416	advanced ready
2026-09-22 10:56:29.875653+02:00	binance	VELVET/USDT:USDT	0.058965	80	6527 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:56:22.927676+02:00	htx	VELVET/USDT:USDT	0.058995	80	5768 ms	10s flat 0.025426 30s flat 0.025426 60s flat 0.025426	advanced ready
2026-09-22 10:56:10.963228+02:00	gate	VELVET/USDT:USDT	0.05894	68	12175 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:55:58.608601+02:00	binance	VELVET/USDT:USDT	0.058945	80	6613 ms	10s flat 0.03393 30s flat 0.03393 60s flat 0.03393	advanced ready
2026-09-22 10:55:51.584004+02:00	htx	VELVET/USDT:USDT	0.05902	80	6180 ms	10s flat -0.042359 30s flat -0.042359 60s flat -0.042359	advanced ready
2026-09-22 10:55:39.473562+02:00	gate	VELVET/USDT:USDT	0.05897	68	13055 ms	10s short -0.050873 30s short -0.050873 60s short -0.050873	advanced ready
2026-09-22 10:55:26.268321+02:00	binance	VELVET/USDT:USDT	0.059	80	7047 ms	10s short -0.09322 30s short -0.09322 60s short -0.09322	advanced ready
2026-09-22 10:55:18.807358+02:00	htx	VELVET/USDT:USDT	0.05907	80	6638 ms	10s short -0.084645 30s short -0.084645 60s short -0.084645	advanced ready
2026-09-22 10:55:06.059371+02:00	gate	VELVET/USDT:USDT	0.058965	68	13956 ms	10s flat 0.00848 30s flat 0.00848 60s flat 0.00848	advanced ready

Price

Best bid: 0.05889
Best ask: 0.05899
Spread: 0.0001
Spread %: 0.169664
Mid price: 0.05894
Last price: 0.05893
Mark price: 0.05895
Index price: 0.05895

Order Book

Bid depth 5: 113
Ask depth 5: 171
Bid depth 10: 204
Ask depth 10: 323
Bid depth 20: 442
Ask depth 20: 773
Imbalance 5: -0.204225
Imbalance 10: -0.225806
Imbalance 20: -0.272428
Top bid size: 7
Top ask size: 43
Bid wall score: 0.015837
Ask wall score: 0.055627

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -1
Imbalance 5 delta: -0.009781
Bid depth 10 delta: -3
Ask depth 10 delta: -1
Imbalance 10 delta: -0.005467
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.001327

Tape

Buy volume: 143
Sell volume: 224
Buy/sell delta: -81
Buy/sell ratio: 0.638393
Avg trade size: 3.67
Large trade count: 0
Largest trade size: 10

Candle

Return 1: -0.067831
Return 3: -0.067831
Volume 1: 45
Volume avg 5: 72.6
Momentum 5: -0.084774

Cross Exchange

Mid avg: 0.05896667
Mid median: 0.058965
Price deviation %: -0.045223
Spread %: 0.093273

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15936100
Quote volume 24h: 950424
Price change 24h %: -0.69

Quality

Capture latency ms: 11605
Order book timestamp: 2026-09-22 10:56:40+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.398000+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	0.042416	0.042416	0.042416	0.042416	0.042416	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042416	0.042416	0.042416	0.042416	0.042416	-0.042416	yes
30s	flat	0.042416	0.042416	0.042416	0.042416	0.042416	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042416	0.042416	0.042416	0.042416	0.042416	-0.042416	yes
60s	flat	0.042416	0.042416	0.042416	0.042416	0.042416	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042416	0.042416	0.042416	0.042416	0.042416	-0.042416	yes

Price

Best bid: 0.05896
Best ask: 0.05897
Spread: 0.00001
Spread %: 0.016959
Mid price: 0.058965
Last price: 0.059
Mark price: -
Index price: -

Order Book

Bid depth 5: 7213
Ask depth 5: 11605
Bid depth 10: 30504
Ask depth 10: 69871
Bid depth 20: 119172
Ask depth 20: 181831
Imbalance 5: -0.233394
Imbalance 10: -0.392199
Imbalance 20: -0.208167
Top bid size: 931
Top ask size: 1268
Bid wall score: 0.007812
Ask wall score: 0.006974

Dynamics

Bid depth 5 delta: -8254
Ask depth 5 delta: -3486
Imbalance 5 delta: -0.245698
Bid depth 10 delta: 83
Ask depth 10 delta: -11241
Imbalance 10 delta: 0.062294
Spread delta: 0
Mid price delta: 0.00002
Wall shift score: -0.010101

Tape

Buy volume: 123226
Sell volume: 70608
Buy/sell delta: 52618
Buy/sell ratio: 1.745213
Avg trade size: 1938.34
Large trade count: 8
Largest trade size: 27304

Candle

Return 1: 0.016964
Return 3: -0.050856
Volume 1: 26970
Volume avg 5: 30296
Momentum 5: -0.152413

Cross Exchange

Mid avg: 0.05896
Mid median: 0.058945
Price deviation %: 0.00848
Spread %: 0.093284

Funding / OI / Volume

Funding rate: 0.00024163
Funding delta: -0.00000603
Funding abs: 0.00024163
Funding pressure: 0.00024766
Open interest: 73195815
Volume 24h: 92355011
Quote volume 24h: 5536471.49611
Price change 24h %: -0.757

Quality

Capture latency ms: 6527
Order book timestamp: 2026-09-22 10:56:27.205000+02:00
Ticker timestamp: 2026-09-22 10:56:04.812000+02:00
Trades timestamp: 2026-09-22 10:56:23.710000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Labeled
10s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
30s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
60s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes

Price

Best bid: 0.05891
Best ask: 0.05908
Spread: 0.00017
Spread %: 0.28816
Mid price: 0.058995
Last price: 0.05908
Mark price: -
Index price: -

Order Book

Bid depth 5: 10055
Ask depth 5: 10113
Bid depth 10: 47127
Ask depth 10: 47165
Bid depth 20: 98427
Ask depth 20: 96535
Imbalance 5: -0.002876
Imbalance 10: -0.000403
Imbalance 20: 0.009704
Top bid size: 654
Top ask size: 718
Bid wall score: 0.006645
Ask wall score: 0.007438

Dynamics

Bid depth 5 delta: -81942
Ask depth 5 delta: -202223
Imbalance 5 delta: 0.392543
Bid depth 10 delta: -100583
Ask depth 10 delta: -230518
Imbalance 10 delta: 0.305133
Spread delta: -0.00001
Mid price delta: -0.000025
Wall shift score: 0.012527

Tape

Buy volume: 5076
Sell volume: 16286
Buy/sell delta: -11210
Buy/sell ratio: 0.311679
Avg trade size: 213.62
Large trade count: 10
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: -0.016923

Cross Exchange

Mid avg: 0.05896833
Mid median: 0.058945
Price deviation %: 0.045222
Spread %: 0.135666

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202866
Volume 24h: 274650
Quote volume 24h: 274650
Price change 24h %: -2.427746

Quality

Capture latency ms: 5768
Order book timestamp: 2026-09-22 10:56:21.282000+02:00
Ticker timestamp: 2026-09-22 10:56:21.567000+02:00
Trades timestamp: 2026-09-22 10:52:40.286000+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	0.025426	0.025426	0.025426	0.025426	0.025426	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025426	0.025426	0.025426	0.025426	0.025426	-0.025426	yes
30s	flat	0.025426	0.025426	0.025426	0.025426	0.025426	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025426	0.025426	0.025426	0.025426	0.025426	-0.025426	yes
60s	flat	0.025426	0.025426	0.025426	0.025426	0.025426	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025426	0.025426	0.025426	0.025426	0.025426	-0.025426	yes

Price

Best bid: 0.05889
Best ask: 0.05899
Spread: 0.0001
Spread %: 0.169664
Mid price: 0.05894
Last price: 0.0589
Mark price: 0.05895
Index price: 0.058948

Order Book

Bid depth 5: 116
Ask depth 5: 172
Bid depth 10: 207
Ask depth 10: 324
Bid depth 20: 445
Ask depth 20: 774
Imbalance 5: -0.194444
Imbalance 10: -0.220339
Imbalance 20: -0.269893
Top bid size: 7
Top ask size: 44
Bid wall score: 0.01573
Ask wall score: 0.056848

Dynamics

Bid depth 5 delta: 7
Ask depth 5 delta: -11
Imbalance 5 delta: 0.05898
Bid depth 10 delta: -2
Ask depth 10 delta: -22
Imbalance 10 delta: 0.026508
Spread delta: -0.00002
Mid price delta: -0.00003
Wall shift score: 0.008433

Tape

Buy volume: 158
Sell volume: 211
Buy/sell delta: -53
Buy/sell ratio: 0.748815
Avg trade size: 3.69
Large trade count: 0
Largest trade size: 10

Candle

Return 1: -0.118704
Return 3: -0.118704
Volume 1: 7
Volume avg 5: 65
Momentum 5: -0.135639

Cross Exchange

Mid avg: 0.05897833
Mid median: 0.05897
Price deviation %: -0.064996
Spread %: 0.127165

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15933300
Quote volume 24h: 950259
Price change 24h %: -0.74

Quality

Capture latency ms: 12175
Order book timestamp: 2026-09-22 10:56:09+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.364000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Labeled
10s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
30s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes
60s	flat	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	yes

Price

Best bid: 0.05894
Best ask: 0.05895
Spread: 0.00001
Spread %: 0.016965
Mid price: 0.058945
Last price: 0.05895
Mark price: -
Index price: -

Order Book

Bid depth 5: 15467
Ask depth 5: 15091
Bid depth 10: 30421
Ask depth 10: 81112
Bid depth 20: 169662
Ask depth 20: 192652
Imbalance 5: 0.012304
Imbalance 10: -0.454493
Imbalance 20: -0.063453
Top bid size: 1997
Top ask size: 160
Bid wall score: 0.01177
Ask wall score: 0.000831

Dynamics

Bid depth 5 delta: 1102
Ask depth 5 delta: 7982
Imbalance 5 delta: -0.325593
Bid depth 10 delta: -13138
Ask depth 10 delta: 40633
Imbalance 10 delta: -0.491143
Spread delta: -0.00001
Mid price delta: -0.000055
Wall shift score: 0.010508

Tape

Buy volume: 102880
Sell volume: 70433
Buy/sell delta: 32447
Buy/sell ratio: 1.460679
Avg trade size: 1733.13
Large trade count: 7
Largest trade size: 27304

Candle

Return 1: -0.067808
Return 3: -0.152439
Volume 1: 30228
Volume avg 5: 35409.2
Momentum 5: -0.135524

Cross Exchange

Mid avg: 0.05899667
Mid median: 0.059
Price deviation %: -0.087576
Spread %: 0.084751

Funding / OI / Volume

Funding rate: 0.00024766
Funding delta: 0
Funding abs: 0.00024766
Funding pressure: 0.00024766
Open interest: 73195416
Volume 24h: 92413118
Quote volume 24h: 5539935.30114
Price change 24h %: -0.691

Quality

Capture latency ms: 6613
Order book timestamp: 2026-09-22 10:55:56.215000+02:00
Ticker timestamp: 2026-09-22 10:55:53.993000+02:00
Trades timestamp: 2026-09-22 10:55:53.993000+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	0.03393	0.03393	0.03393	0.03393	0.03393	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.03393	0.03393	0.03393	0.03393	0.03393	-0.03393	yes
30s	flat	0.03393	0.03393	0.03393	0.03393	0.03393	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.03393	0.03393	0.03393	0.03393	0.03393	-0.03393	yes
60s	flat	0.03393	0.03393	0.03393	0.03393	0.03393	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.03393	0.03393	0.03393	0.03393	0.03393	-0.03393	yes

Price

Best bid: 0.05893
Best ask: 0.05911
Spread: 0.00018
Spread %: 0.304981
Mid price: 0.05902
Last price: 0.05908
Mark price: -
Index price: -

Order Book

Bid depth 5: 91997
Ask depth 5: 212336
Bid depth 10: 147710
Ask depth 10: 277683
Bid depth 20: 426444
Ask depth 20: 575266
Imbalance 5: -0.395419
Imbalance 10: -0.305536
Imbalance 20: -0.148568
Top bid size: 1935
Top ask size: 10273
Bid wall score: 0.004538
Ask wall score: 0.017858

Dynamics

Bid depth 5 delta: 73021
Ask depth 5 delta: 174801
Imbalance 5 delta: -0.067005
Bid depth 10 delta: 44429
Ask depth 10 delta: 38892
Imbalance 10 delta: 0.090608
Spread delta: 0
Mid price delta: -0.00005
Wall shift score: -0.015756

Tape

Buy volume: 5076
Sell volume: 16286
Buy/sell delta: -11210
Buy/sell ratio: 0.311679
Avg trade size: 213.62
Large trade count: 10
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: -0.016923

Cross Exchange

Mid avg: 0.05901333
Mid median: 0.059
Price deviation %: 0.011297
Spread %: 0.169453

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202866
Volume 24h: 274650
Quote volume 24h: 274650
Price change 24h %: -2.427746

Quality

Capture latency ms: 6180
Order book timestamp: 2026-09-22 10:55:46.982000+02:00
Ticker timestamp: 2026-09-22 10:55:49.467000+02:00
Trades timestamp: 2026-09-22 10:52:40.286000+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	-0.042359	-0.042359	-0.042359	0.042359	0.042359	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042359	0.042359	0.042359	0.042359	-0.042359	0.042359	yes
30s	flat	-0.042359	-0.042359	-0.042359	0.042359	0.042359	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042359	0.042359	0.042359	0.042359	-0.042359	0.042359	yes
60s	flat	-0.042359	-0.042359	-0.042359	0.042359	0.042359	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042359	0.042359	0.042359	0.042359	-0.042359	0.042359	yes

Price

Best bid: 0.05891
Best ask: 0.05903
Spread: 0.00012
Spread %: 0.203493
Mid price: 0.05897
Last price: 0.05895
Mark price: 0.05897
Index price: 0.058963

Order Book

Bid depth 5: 109
Ask depth 5: 183
Bid depth 10: 209
Ask depth 10: 346
Bid depth 20: 442
Ask depth 20: 801
Imbalance 5: -0.253425
Imbalance 10: -0.246847
Imbalance 20: -0.288817
Top bid size: 9
Top ask size: 56
Bid wall score: 0.020362
Ask wall score: 0.069913

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: 2
Imbalance 5 delta: 0.016751
Bid depth 10 delta: 1
Ask depth 10 delta: 11
Imbalance 10 delta: -0.012961
Spread delta: -0.00001
Mid price delta: 0.000005
Wall shift score: 0.003926

Tape

Buy volume: 147
Sell volume: 224
Buy/sell delta: -77
Buy/sell ratio: 0.65625
Avg trade size: 3.71
Large trade count: 0
Largest trade size: 10

Candle

Return 1: 0.016966
Return 3: -0.067808
Volume 1: 48
Volume avg 5: 78.4
Momentum 5: -0.067808

Cross Exchange

Mid avg: 0.05901167
Mid median: 0.059
Price deviation %: -0.070608
Spread %: 0.177931

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15930100
Quote volume 24h: 950070
Price change 24h %: -0.69

Quality

Capture latency ms: 13055
Order book timestamp: 2026-09-22 10:55:38+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.337000+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	-0.050873	-0.050873	-0.050873	0.050873	0.050873	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050873	0.050873	0.050873	0.050873	-0.050873	0.050873	yes
30s	short	-0.050873	-0.050873	-0.050873	0.050873	0.050873	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050873	0.050873	0.050873	0.050873	-0.050873	0.050873	yes
60s	short	-0.050873	-0.050873	-0.050873	0.050873	0.050873	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050873	0.050873	0.050873	0.050873	-0.050873	0.050873	yes

Price

Best bid: 0.05899
Best ask: 0.05901
Spread: 0.00002
Spread %: 0.033898
Mid price: 0.059
Last price: 0.05902
Mark price: -
Index price: -

Order Book

Bid depth 5: 14365
Ask depth 5: 7109
Bid depth 10: 43559
Ask depth 10: 40479
Bid depth 20: 231736
Ask depth 20: 233402
Imbalance 5: 0.337897
Imbalance 10: 0.03665
Imbalance 20: -0.003582
Top bid size: 259
Top ask size: 160
Bid wall score: 0.001118
Ask wall score: 0.000686

Dynamics

Bid depth 5 delta: -1808
Ask depth 5 delta: -8850
Imbalance 5 delta: 0.331237
Bid depth 10 delta: 2338
Ask depth 10 delta: -20334
Imbalance 10 delta: 0.228665
Spread delta: 0.00001
Mid price delta: 0.000005
Wall shift score: 0.020553

Tape

Buy volume: 106709
Sell volume: 66893
Buy/sell delta: 39816
Buy/sell ratio: 1.595219
Avg trade size: 1736.02
Large trade count: 7
Largest trade size: 27304

Candle

Return 1: 0
Return 3: -0.084688
Volume 1: 25682
Volume avg 5: 34500
Momentum 5: -0.067762

Cross Exchange

Mid avg: 0.05901
Mid median: 0.058995
Price deviation %: -0.016946
Spread %: 0.177936

Funding / OI / Volume

Funding rate: 0.00024766
Funding delta: -0.00000606
Funding abs: 0.00024766
Funding pressure: 0.00025372
Open interest: 73202554
Volume 24h: 92399609
Quote volume 24h: 5539138.46671
Price change 24h %: -0.573

Quality

Capture latency ms: 7047
Order book timestamp: 2026-09-22 10:55:24.087000+02:00
Ticker timestamp: 2026-09-22 10:55:21.096000+02:00
Trades timestamp: 2026-09-22 10:55:25.383000+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	-0.09322	-0.09322	-0.09322	0.09322	0.09322	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.09322	0.09322	0.09322	0.09322	-0.09322	0.09322	yes
30s	short	-0.09322	-0.09322	-0.09322	0.09322	0.09322	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.09322	0.09322	0.09322	0.09322	-0.09322	0.09322	yes
60s	short	-0.09322	-0.09322	-0.09322	0.09322	0.09322	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.09322	0.09322	0.09322	0.09322	-0.09322	0.09322	yes

Price

Best bid: 0.05898
Best ask: 0.05916
Spread: 0.00018
Spread %: 0.304723
Mid price: 0.05907
Last price: 0.05908
Mark price: -
Index price: -

Order Book

Bid depth 5: 18976
Ask depth 5: 37535
Bid depth 10: 103281
Ask depth 10: 238791
Bid depth 20: 435426
Ask depth 20: 865083
Imbalance 5: -0.328414
Imbalance 10: -0.396145
Imbalance 20: -0.330376
Top bid size: 1141
Top ask size: 160
Bid wall score: 0.00262
Ask wall score: 0.000185

Dynamics

Bid depth 5 delta: -15599
Ask depth 5 delta: -119575
Imbalance 5 delta: 0.310838
Bid depth 10 delta: 35762
Ask depth 10 delta: -21486
Imbalance 10 delta: 0.191898
Spread delta: 0.00003
Mid price delta: 0.000035
Wall shift score: 0.01103

Tape

Buy volume: 5076
Sell volume: 16286
Buy/sell delta: -11210
Buy/sell ratio: 0.311679
Avg trade size: 213.62
Large trade count: 10
Largest trade size: 6554

Candle

Return 1: 0
Return 3: 0
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: -0.016923

Cross Exchange

Mid avg: 0.05899833
Mid median: 0.058995
Price deviation %: 0.121472
Spread %: 0.118647

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202866
Volume 24h: 274650
Quote volume 24h: 274650
Price change 24h %: -2.427746

Quality

Capture latency ms: 6638
Order book timestamp: 2026-09-22 10:55:16.346000+02:00
Ticker timestamp: 2026-09-22 10:55:17.325000+02:00
Trades timestamp: 2026-09-22 10:52:40.286000+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	-0.084645	-0.084645	-0.084645	0.084645	0.084645	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.084645	0.084645	0.084645	0.084645	-0.084645	0.084645	yes
30s	short	-0.084645	-0.084645	-0.084645	0.084645	0.084645	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.084645	0.084645	0.084645	0.084645	-0.084645	0.084645	yes
60s	short	-0.084645	-0.084645	-0.084645	0.084645	0.084645	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.084645	0.084645	0.084645	0.084645	-0.084645	0.084645	yes

Price

Best bid: 0.0589
Best ask: 0.05903
Spread: 0.00013
Spread %: 0.22047
Mid price: 0.058965
Last price: 0.05894
Mark price: 0.05898
Index price: 0.058982

Order Book

Bid depth 5: 104
Ask depth 5: 181
Bid depth 10: 208
Ask depth 10: 335
Bid depth 20: 457
Ask depth 20: 738
Imbalance 5: -0.270175
Imbalance 10: -0.233886
Imbalance 20: -0.235146
Top bid size: 9
Top ask size: 54
Bid wall score: 0.019694
Ask wall score: 0.073171

Dynamics

Bid depth 5 delta: 41
Ask depth 5 delta: -20
Imbalance 5 delta: 0.252552
Bid depth 10 delta: 21
Ask depth 10 delta: -20
Imbalance 10 delta: 0.076077
Spread delta: 0
Mid price delta: 0.00004
Wall shift score: -0.013859

Tape

Buy volume: 155
Sell volume: 221
Buy/sell delta: -66
Buy/sell ratio: 0.701357
Avg trade size: 3.76
Large trade count: 0
Largest trade size: 10

Candle

Return 1: 0.050899
Return 3: -0.033904
Volume 1: 7
Volume avg 5: 70.2
Momentum 5: -0.033904

Cross Exchange

Mid avg: 0.058985
Mid median: 0.058995
Price deviation %: -0.033907
Spread %: 0.186488

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15927000
Quote volume 24h: 949887
Price change 24h %: -0.71

Quality

Capture latency ms: 13956
Order book timestamp: 2026-09-22 10:55:04+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.305000+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	0.00848	0.00848	0.00848	0.00848	0.00848	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.00848	0.00848	0.00848	0.00848	0.00848	-0.00848	yes
30s	flat	0.00848	0.00848	0.00848	0.00848	0.00848	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.00848	0.00848	0.00848	0.00848	0.00848	-0.00848	yes
60s	flat	0.00848	0.00848	0.00848	0.00848	0.00848	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.00848	0.00848	0.00848	0.00848	0.00848	-0.00848	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.