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 5 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:54:51.968067+02:00	binance	VELVET/USDT:USDT	0.058995	80	6866 ms	10s flat 0.008475 30s flat 0.008475 60s flat 0.008475	advanced ready
2026-09-22 10:54:44.634041+02:00	htx	VELVET/USDT:USDT	0.059035	80	6276 ms	10s long 0.059287 30s long 0.059287 60s long 0.059287	advanced ready
2026-09-22 10:54:32.046650+02:00	gate	VELVET/USDT:USDT	0.058925	68	11065 ms	10s long 0.067883 30s long 0.067883 60s long 0.067883	advanced ready
2026-09-22 10:54:20.791511+02:00	binance	VELVET/USDT:USDT	0.058975	80	6445 ms	10s flat 0.033913 30s flat 0.033913 60s flat 0.033913	advanced ready
2026-09-22 10:54:13.911255+02:00	htx	VELVET/USDT:USDT	0.059045	80	5737 ms	10s flat -0.016936 30s flat -0.016936 60s flat -0.016936	advanced ready
2026-09-22 10:54:02.014065+02:00	gate	VELVET/USDT:USDT	0.05897	68	11428 ms	10s short -0.07631 30s short -0.07631 60s short -0.07631	advanced ready
2026-09-22 10:53:50.451479+02:00	binance	VELVET/USDT:USDT	0.058985	80	6596 ms	10s flat -0.016953 30s flat -0.016953 60s flat -0.016953	advanced ready
2026-09-22 10:53:43.417337+02:00	htx	VELVET/USDT:USDT	0.05906	80	5498 ms	10s flat -0.025398 30s flat -0.025398 60s flat -0.025398	advanced ready
2026-09-22 10:53:31.873250+02:00	gate	VELVET/USDT:USDT	0.05897	68	18102 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:53:13.602997+02:00	binance	VELVET/USDT:USDT	0.059025	80	7085 ms	10s short -0.067768 30s short -0.067768 60s short -0.067768	advanced ready

Price

Best bid: 0.05899
Best ask: 0.059
Spread: 0.00001
Spread %: 0.016951
Mid price: 0.058995
Last price: 0.05899
Mark price: -
Index price: -

Order Book

Bid depth 5: 16173
Ask depth 5: 15959
Bid depth 10: 41221
Ask depth 10: 60813
Bid depth 20: 136131
Ask depth 20: 246736
Imbalance 5: 0.00666
Imbalance 10: -0.192014
Imbalance 20: -0.288886
Top bid size: 4899
Top ask size: 13844
Bid wall score: 0.035987
Ask wall score: 0.056109

Dynamics

Bid depth 5 delta: 3623
Ask depth 5 delta: -22633
Imbalance 5 delta: 0.51587
Bid depth 10 delta: 20677
Ask depth 10 delta: -17322
Imbalance 10 delta: 0.391605
Spread delta: 0
Mid price delta: 0.00002
Wall shift score: -0.031806

Tape

Buy volume: 102513
Sell volume: 99256
Buy/sell delta: 3257
Buy/sell ratio: 1.032814
Avg trade size: 2017.69
Large trade count: 6
Largest trade size: 37554

Candle

Return 1: 0
Return 3: -0.101609
Volume 1: 41645
Volume avg 5: 41427.2
Momentum 5: -0.186125

Cross Exchange

Mid avg: 0.05897833
Mid median: 0.058975
Price deviation %: 0.028259
Spread %: 0.186509

Funding / OI / Volume

Funding rate: 0.00025372
Funding delta: 0
Funding abs: 0.00025372
Funding pressure: 0.00025372
Open interest: 73202401
Volume 24h: 92369302
Quote volume 24h: 5537353.21096
Price change 24h %: -0.657

Quality

Capture latency ms: 6866
Order book timestamp: 2026-09-22 10:54:49.607000+02:00
Ticker timestamp: 2026-09-22 10:54:45.272000+02:00
Trades timestamp: 2026-09-22 10:54:51.112000+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	0.008475	0.008475	0.008475	0.008475	0.008475	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008475	0.008475	0.008475	0.008475	0.008475	-0.008475	yes
30s	flat	0.008475	0.008475	0.008475	0.008475	0.008475	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008475	0.008475	0.008475	0.008475	0.008475	-0.008475	yes
60s	flat	0.008475	0.008475	0.008475	0.008475	0.008475	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008475	0.008475	0.008475	0.008475	0.008475	-0.008475	yes

Price

Best bid: 0.05896
Best ask: 0.05911
Spread: 0.00015
Spread %: 0.254087
Mid price: 0.059035
Last price: 0.05908
Mark price: -
Index price: -

Order Book

Bid depth 5: 34575
Ask depth 5: 157110
Bid depth 10: 67519
Ask depth 10: 260277
Bid depth 20: 342643
Ask depth 20: 876944
Imbalance 5: -0.639252
Imbalance 10: -0.588043
Imbalance 20: -0.4381
Top bid size: 654
Top ask size: 9211
Bid wall score: 0.001909
Ask wall score: 0.010504

Dynamics

Bid depth 5 delta: 7914
Ask depth 5 delta: -22064
Imbalance 5 delta: 0.101696
Bid depth 10 delta: 8689
Ask depth 10 delta: 30479
Imbalance 10 delta: 0.004305
Spread delta: -0.00002
Mid price delta: -0.00001
Wall shift score: 0.007526

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

Cross Exchange

Mid avg: 0.05898167
Mid median: 0.058975
Price deviation %: 0.090424
Spread %: 0.203453

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202866
Volume 24h: 276338
Quote volume 24h: 276338
Price change 24h %: -2.427746

Quality

Capture latency ms: 6276
Order book timestamp: 2026-09-22 10:54:41.446000+02:00
Ticker timestamp: 2026-09-22 10:54:42.968000+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	long	0.059287	0.059287	0.059287	0.059287	0.059287	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059287	0.059287	0.059287	0.059287	0.059287	-0.059287	yes
30s	long	0.059287	0.059287	0.059287	0.059287	0.059287	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059287	0.059287	0.059287	0.059287	0.059287	-0.059287	yes
60s	long	0.059287	0.059287	0.059287	0.059287	0.059287	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.059287	0.059287	0.059287	0.059287	0.059287	-0.059287	yes

Price

Best bid: 0.05886
Best ask: 0.05899
Spread: 0.00013
Spread %: 0.220619
Mid price: 0.058925
Last price: 0.05891
Mark price: 0.05894
Index price: 0.058938

Order Book

Bid depth 5: 63
Ask depth 5: 201
Bid depth 10: 187
Ask depth 10: 355
Bid depth 20: 423
Ask depth 20: 803
Imbalance 5: -0.522727
Imbalance 10: -0.309963
Imbalance 20: -0.309951
Top bid size: 8
Top ask size: 47
Bid wall score: 0.018913
Ask wall score: 0.058531

Dynamics

Bid depth 5 delta: -79
Ask depth 5 delta: -188
Imbalance 5 delta: -0.057567
Bid depth 10 delta: -66
Ask depth 10 delta: -202
Imbalance 10 delta: 0.065346
Spread delta: 0.00003
Mid price delta: -0.000045
Wall shift score: -0.117053

Tape

Buy volume: 163
Sell volume: 209
Buy/sell delta: -46
Buy/sell ratio: 0.779904
Avg trade size: 3.72
Large trade count: 0
Largest trade size: 10

Candle

Return 1: -0.101747
Return 3: -0.118684
Volume 1: 57
Volume avg 5: 88.4
Momentum 5: -0.203286

Cross Exchange

Mid avg: 0.05899667
Mid median: 0.058975
Price deviation %: -0.121476
Spread %: 0.127126

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15923000
Quote volume 24h: 949651
Price change 24h %: -0.51

Quality

Capture latency ms: 11065
Order book timestamp: 2026-09-22 10:54:30+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.269000+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	0.067883	0.067883	0.067883	0.067883	0.067883	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.067883	0.067883	0.067883	0.067883	0.067883	-0.067883	yes
30s	long	0.067883	0.067883	0.067883	0.067883	0.067883	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.067883	0.067883	0.067883	0.067883	0.067883	-0.067883	yes
60s	long	0.067883	0.067883	0.067883	0.067883	0.067883	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.067883	0.067883	0.067883	0.067883	0.067883	-0.067883	yes

Price

Best bid: 0.05897
Best ask: 0.05898
Spread: 0.00001
Spread %: 0.016956
Mid price: 0.058975
Last price: 0.05903
Mark price: -
Index price: -

Order Book

Bid depth 5: 12550
Ask depth 5: 38592
Bid depth 10: 20544
Ask depth 10: 78135
Bid depth 20: 110164
Ask depth 20: 215680
Imbalance 5: -0.50921
Imbalance 10: -0.58362
Imbalance 20: -0.323824
Top bid size: 1369
Top ask size: 160
Bid wall score: 0.012427
Ask wall score: 0.000742

Dynamics

Bid depth 5 delta: 5681
Ask depth 5 delta: 14929
Imbalance 5 delta: 0.040836
Bid depth 10 delta: -20559
Ask depth 10 delta: 10739
Imbalance 10 delta: -0.341286
Spread delta: 0
Mid price delta: -0.00001
Wall shift score: 0.027036

Tape

Buy volume: 100665
Sell volume: 103745
Buy/sell delta: -3080
Buy/sell ratio: 0.970312
Avg trade size: 2044.1
Large trade count: 5
Largest trade size: 37554

Candle

Return 1: 0.067808
Return 3: -0.03387
Volume 1: 14845
Volume avg 5: 36067.2
Momentum 5: -0.118443

Cross Exchange

Mid avg: 0.059
Mid median: 0.058985
Price deviation %: -0.042373
Spread %: 0.127119

Funding / OI / Volume

Funding rate: 0.00025372
Funding delta: -0.0000019
Funding abs: 0.00025372
Funding pressure: 0.00025562
Open interest: 73202827
Volume 24h: 92391294
Quote volume 24h: 5538663.47278
Price change 24h %: -0.589

Quality

Capture latency ms: 6445
Order book timestamp: 2026-09-22 10:54:18.622000+02:00
Ticker timestamp: 2026-09-22 10:54:08.058000+02:00
Trades timestamp: 2026-09-22 10:54:08.058000+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	0.033913	0.033913	0.033913	0.033913	0.033913	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033913	0.033913	0.033913	0.033913	0.033913	-0.033913	yes
30s	flat	0.033913	0.033913	0.033913	0.033913	0.033913	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033913	0.033913	0.033913	0.033913	0.033913	-0.033913	yes
60s	flat	0.033913	0.033913	0.033913	0.033913	0.033913	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033913	0.033913	0.033913	0.033913	0.033913	-0.033913	yes

Price

Best bid: 0.05896
Best ask: 0.05913
Spread: 0.00017
Spread %: 0.287916
Mid price: 0.059045
Last price: 0.05908
Mark price: -
Index price: -

Order Book

Bid depth 5: 26661
Ask depth 5: 179174
Bid depth 10: 58830
Ask depth 10: 229798
Bid depth 20: 259185
Ask depth 20: 561190
Imbalance 5: -0.740948
Imbalance 10: -0.592347
Imbalance 20: -0.36813
Top bid size: 654
Top ask size: 10463
Bid wall score: 0.002523
Ask wall score: 0.018644

Dynamics

Bid depth 5 delta: -18194
Ask depth 5 delta: 10658
Imbalance 5 delta: -0.161389
Bid depth 10 delta: -35693
Ask depth 10 delta: 2693
Imbalance 10 delta: -0.180126
Spread delta: 0.00009
Mid price delta: -0.000015
Wall shift score: -0.017222

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

Cross Exchange

Mid avg: 0.059005
Mid median: 0.058985
Price deviation %: 0.067791
Spread %: 0.152529

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202866
Volume 24h: 276338
Quote volume 24h: 276338
Price change 24h %: -2.427746

Quality

Capture latency ms: 5737
Order book timestamp: 2026-09-22 10:54:11.646000+02:00
Ticker timestamp: 2026-09-22 10:54:12.230000+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	-0.016936	-0.016936	-0.016936	0.016936	0.016936	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016936	0.016936	0.016936	0.016936	-0.016936	0.016936	yes
30s	flat	-0.016936	-0.016936	-0.016936	0.016936	0.016936	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016936	0.016936	0.016936	0.016936	-0.016936	0.016936	yes
60s	flat	-0.016936	-0.016936	-0.016936	0.016936	0.016936	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016936	0.016936	0.016936	0.016936	-0.016936	0.016936	yes

Price

Best bid: 0.05892
Best ask: 0.05902
Spread: 0.0001
Spread %: 0.169578
Mid price: 0.05897
Last price: 0.05897
Mark price: 0.05894
Index price: 0.058938

Order Book

Bid depth 5: 142
Ask depth 5: 389
Bid depth 10: 253
Ask depth 10: 557
Bid depth 20: 502
Ask depth 20: 973
Imbalance 5: -0.46516
Imbalance 10: -0.375309
Imbalance 20: -0.319322
Top bid size: 43
Top ask size: 8
Bid wall score: 0.085657
Ask wall score: 0.008222

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 226
Imbalance 5 delta: -0.396308
Bid depth 10 delta: 0
Ask depth 10 delta: -13
Imbalance 10 delta: 0.009868
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.00282

Tape

Buy volume: 159
Sell volume: 206
Buy/sell delta: -47
Buy/sell ratio: 0.771845
Avg trade size: 3.65
Large trade count: 0
Largest trade size: 6

Candle

Return 1: 0
Return 3: -0.016955
Volume 1: 0
Volume avg 5: 77
Momentum 5: -0.101643

Cross Exchange

Mid avg: 0.059005
Mid median: 0.058985
Price deviation %: -0.059317
Spread %: 0.152529

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15918700
Quote volume 24h: 949398
Price change 24h %: -0.54

Quality

Capture latency ms: 11428
Order book timestamp: 2026-09-22 10:54:00+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.239000+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	-0.07631	-0.07631	-0.07631	0.07631	0.07631	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.07631	0.07631	0.07631	0.07631	-0.07631	0.07631	yes
30s	short	-0.07631	-0.07631	-0.07631	0.07631	0.07631	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.07631	0.07631	0.07631	0.07631	-0.07631	0.07631	yes
60s	short	-0.07631	-0.07631	-0.07631	0.07631	0.07631	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.07631	0.07631	0.07631	0.07631	-0.07631	0.07631	yes

Price

Best bid: 0.05898
Best ask: 0.05899
Spread: 0.00001
Spread %: 0.016953
Mid price: 0.058985
Last price: 0.05898
Mark price: -
Index price: -

Order Book

Bid depth 5: 6869
Ask depth 5: 23663
Bid depth 10: 41103
Ask depth 10: 67396
Bid depth 20: 145063
Ask depth 20: 202062
Imbalance 5: -0.550046
Imbalance 10: -0.242334
Imbalance 20: -0.164203
Top bid size: 1390
Top ask size: 5038
Bid wall score: 0.009582
Ask wall score: 0.024933

Dynamics

Bid depth 5 delta: -3020
Ask depth 5 delta: 2602
Imbalance 5 delta: -0.189077
Bid depth 10 delta: 21349
Ask depth 10 delta: -9492
Imbalance 10 delta: 0.348858
Spread delta: 0
Mid price delta: -0.00004
Wall shift score: 0.000218

Tape

Buy volume: 109489
Sell volume: 101032
Buy/sell delta: 8457
Buy/sell ratio: 1.083706
Avg trade size: 2105.21
Large trade count: 5
Largest trade size: 37554

Candle

Return 1: -0.101626
Return 3: -0.084703
Volume 1: 8992
Volume avg 5: 69735.2
Momentum 5: -0.169262

Cross Exchange

Mid avg: 0.05901833
Mid median: 0.059025
Price deviation %: -0.05648
Spread %: 0.152495

Funding / OI / Volume

Funding rate: 0.00025562
Funding delta: 0
Funding abs: 0.00025562
Funding pressure: 0.00025562
Open interest: 73201677
Volume 24h: 92392072
Quote volume 24h: 5538722.85712
Price change 24h %: -0.472

Quality

Capture latency ms: 6596
Order book timestamp: 2026-09-22 10:53:47.594000+02:00
Ticker timestamp: 2026-09-22 10:53:44.227000+02:00
Trades timestamp: 2026-09-22 10:53:44.227000+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	-0.016953	-0.016953	-0.016953	0.016953	0.016953	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016953	0.016953	0.016953	0.016953	-0.016953	0.016953	yes
30s	flat	-0.016953	-0.016953	-0.016953	0.016953	0.016953	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016953	0.016953	0.016953	0.016953	-0.016953	0.016953	yes
60s	flat	-0.016953	-0.016953	-0.016953	0.016953	0.016953	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016953	0.016953	0.016953	0.016953	-0.016953	0.016953	yes

Price

Best bid: 0.05902
Best ask: 0.0591
Spread: 0.00008
Spread %: 0.135455
Mid price: 0.05906
Last price: 0.05908
Mark price: -
Index price: -

Order Book

Bid depth 5: 44855
Ask depth 5: 168516
Bid depth 10: 94523
Ask depth 10: 227105
Bid depth 20: 399835
Ask depth 20: 883763
Imbalance 5: -0.579559
Imbalance 10: -0.412222
Imbalance 20: -0.377009
Top bid size: 653
Top ask size: 470
Bid wall score: 0.001633
Ask wall score: 0.000532

Dynamics

Bid depth 5 delta: 23603
Ask depth 5 delta: 722
Imbalance 5 delta: 0.195607
Bid depth 10 delta: -8527
Ask depth 10 delta: -27622
Imbalance 10 delta: 0.011721
Spread delta: -0.00005
Mid price delta: -0.000025
Wall shift score: 0.003663

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

Cross Exchange

Mid avg: 0.05902667
Mid median: 0.059025
Price deviation %: 0.056472
Spread %: 0.194827

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202866
Volume 24h: 276338
Quote volume 24h: 276338
Price change 24h %: -2.427746

Quality

Capture latency ms: 5498
Order book timestamp: 2026-09-22 10:53:40.382000+02:00
Ticker timestamp: 2026-09-22 10:53:42.135000+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	-0.025398	-0.025398	-0.025398	0.025398	0.025398	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025398	0.025398	0.025398	0.025398	-0.025398	0.025398	yes
30s	flat	-0.025398	-0.025398	-0.025398	0.025398	0.025398	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025398	0.025398	0.025398	0.025398	-0.025398	0.025398	yes
60s	flat	-0.025398	-0.025398	-0.025398	0.025398	0.025398	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025398	0.025398	0.025398	0.025398	-0.025398	0.025398	yes

Price

Best bid: 0.05892
Best ask: 0.05902
Spread: 0.0001
Spread %: 0.169578
Mid price: 0.05897
Last price: 0.05899
Mark price: 0.05895
Index price: 0.05895

Order Book

Bid depth 5: 142
Ask depth 5: 163
Bid depth 10: 253
Ask depth 10: 570
Bid depth 20: 486
Ask depth 20: 973
Imbalance 5: -0.068852
Imbalance 10: -0.385176
Imbalance 20: -0.33379
Top bid size: 43
Top ask size: 8
Bid wall score: 0.088477
Ask wall score: 0.008222

Dynamics

Bid depth 5 delta: 4
Ask depth 5 delta: -11
Imbalance 5 delta: 0.046532
Bid depth 10 delta: 4
Ask depth 10 delta: 243
Imbalance 10 delta: -0.24976
Spread delta: -0.00003
Mid price delta: -0.000065
Wall shift score: 0.077928

Tape

Buy volume: 167
Sell volume: 203
Buy/sell delta: -36
Buy/sell ratio: 0.82266
Avg trade size: 3.7
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0
Return 3: 0
Volume 1: 49
Volume avg 5: 393
Momentum 5: -0.084688

Cross Exchange

Mid avg: 0.05904833
Mid median: 0.059035
Price deviation %: -0.13266
Spread %: 0.101612

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15912600
Quote volume 24h: 949038
Price change 24h %: -0.51

Quality

Capture latency ms: 18102
Order book timestamp: 2026-09-22 10:53:30+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.209000+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: 0.05902
Best ask: 0.05903
Spread: 0.00001
Spread %: 0.016942
Mid price: 0.059025
Last price: 0.05904
Mark price: -
Index price: -

Order Book

Bid depth 5: 9889
Ask depth 5: 21061
Bid depth 10: 19754
Ask depth 10: 76888
Bid depth 20: 89476
Ask depth 20: 227818
Imbalance 5: -0.360969
Imbalance 10: -0.591192
Imbalance 20: -0.436006
Top bid size: 3241
Top ask size: 11799
Bid wall score: 0.036222
Ask wall score: 0.051791

Dynamics

Bid depth 5 delta: -29650
Ask depth 5 delta: 17505
Imbalance 5 delta: -1.195939
Bid depth 10 delta: -36790
Ask depth 10 delta: 3430
Imbalance 10 delta: -0.461087
Spread delta: 0
Mid price delta: -0.00005
Wall shift score: -0.048832

Tape

Buy volume: 109674
Sell volume: 176195
Buy/sell delta: -66521
Buy/sell ratio: 0.622458
Avg trade size: 2858.69
Large trade count: 4
Largest trade size: 81394

Candle

Return 1: 0
Return 3: 0.016941
Volume 1: 0
Volume avg 5: 67936.8
Momentum 5: -0.067705

Cross Exchange

Mid avg: 0.059065
Mid median: 0.059075
Price deviation %: -0.067722
Spread %: 0.084653

Funding / OI / Volume

Funding rate: 0.00025562
Funding delta: 0
Funding abs: 0.00025562
Funding pressure: 0.00025562
Open interest: 73199744
Volume 24h: 92448939
Quote volume 24h: 5542091.36522
Price change 24h %: -0.186

Quality

Capture latency ms: 7085
Order book timestamp: 2026-09-22 10:53:11.055000+02:00
Ticker timestamp: 2026-09-22 10:52:59.901000+02:00
Trades timestamp: 2026-09-22 10:52:59.901000+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	-0.067768	-0.067768	-0.067768	0.067768	0.067768	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.067768	0.067768	0.067768	0.067768	-0.067768	0.067768	yes
30s	short	-0.067768	-0.067768	-0.067768	0.067768	0.067768	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.067768	0.067768	0.067768	0.067768	-0.067768	0.067768	yes
60s	short	-0.067768	-0.067768	-0.067768	0.067768	0.067768	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.067768	0.067768	0.067768	0.067768	-0.067768	0.067768	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.