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 6 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:53:06.022998+02:00	htx	VELVET/USDT:USDT	0.059085	80	8497 ms	10s flat -0.042312 30s flat -0.042312 60s flat -0.042312	advanced ready
2026-09-22 10:52:51.330789+02:00	gate	VELVET/USDT:USDT	0.059035	68	12702 ms	10s short -0.110104 30s short -0.110104 60s short -0.110104	advanced ready
2026-09-22 10:52:38.480906+02:00	binance	VELVET/USDT:USDT	0.059075	80	6657 ms	10s short -0.084638 30s short -0.084638 60s short -0.084638	advanced ready
2026-09-22 10:52:31.347986+02:00	htx	VELVET/USDT:USDT	0.05911	80	5620 ms	10s flat -0.042294 30s flat -0.042294 60s flat -0.042294	advanced ready
2026-09-22 10:52:19.708848+02:00	gate	VELVET/USDT:USDT	0.059035	68	11398 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:52:08.181609+02:00	binance	VELVET/USDT:USDT	0.05905	80	6946 ms	10s flat 0.042337 30s flat 0.042337 60s flat 0.042337	advanced ready
2026-09-22 10:51:59.758149+02:00	htx	VELVET/USDT:USDT	0.059095	80	5681 ms	10s flat 0.025383 30s flat 0.025383 60s flat 0.025383	advanced ready
2026-09-22 10:51:48.094168+02:00	gate	VELVET/USDT:USDT	0.058995	68	12046 ms	10s long 0.067802 30s long 0.067802 60s long 0.067802	advanced ready
2026-09-22 10:51:35.885314+02:00	binance	VELVET/USDT:USDT	0.059035	80	7416 ms	10s flat 0.025409 30s flat 0.025409 60s flat 0.025409	advanced ready
2026-09-22 10:51:28.008438+02:00	htx	VELVET/USDT:USDT	0.059085	80	5573 ms	10s flat 0.016925 30s flat 0.016925 60s flat 0.016925	advanced ready

Price

Best bid: 0.05902
Best ask: 0.05915
Spread: 0.00013
Spread %: 0.220022
Mid price: 0.059085
Last price: 0.05908
Mark price: -
Index price: -

Order Book

Bid depth 5: 21252
Ask depth 5: 167794
Bid depth 10: 103050
Ask depth 10: 254727
Bid depth 20: 1317830
Ask depth 20: 585435
Imbalance 5: -0.775166
Imbalance 10: -0.423943
Imbalance 20: 0.38481
Top bid size: 653
Top ask size: 1790
Bid wall score: 0.000496
Ask wall score: 0.003058

Dynamics

Bid depth 5 delta: 11234
Ask depth 5 delta: 154620
Imbalance 5 delta: -0.639084
Bid depth 10 delta: 41533
Ask depth 10 delta: 196299
Imbalance 10 delta: -0.449696
Spread delta: -0.00005
Mid price delta: -0.000025
Wall shift score: 0.005084

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: 0.05907333
Mid median: 0.059075
Price deviation %: 0.019749
Spread %: 0.126961

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202863
Volume 24h: 276338
Quote volume 24h: 276338
Price change 24h %: -2.427746

Quality

Capture latency ms: 8497
Order book timestamp: 2026-09-22 10:53:03.282000+02:00
Ticker timestamp: 2026-09-22 10:53:03.932000+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	-0.042312	-0.042312	-0.042312	0.042312	0.042312	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042312	0.042312	0.042312	0.042312	-0.042312	0.042312	yes
30s	flat	-0.042312	-0.042312	-0.042312	0.042312	0.042312	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042312	0.042312	0.042312	0.042312	-0.042312	0.042312	yes
60s	flat	-0.042312	-0.042312	-0.042312	0.042312	0.042312	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042312	0.042312	0.042312	0.042312	-0.042312	0.042312	yes

Price

Best bid: 0.05897
Best ask: 0.0591
Spread: 0.00013
Spread %: 0.220208
Mid price: 0.059035
Last price: 0.05902
Mark price: 0.05902
Index price: 0.058968

Order Book

Bid depth 5: 138
Ask depth 5: 174
Bid depth 10: 249
Ask depth 10: 327
Bid depth 20: 488
Ask depth 20: 782
Imbalance 5: -0.115385
Imbalance 10: -0.135417
Imbalance 20: -0.231496
Top bid size: 8
Top ask size: 11
Bid wall score: 0.016393
Ask wall score: 0.014066

Dynamics

Bid depth 5 delta: 0
Ask depth 5 delta: 25
Imbalance 5 delta: -0.077057
Bid depth 10 delta: 0
Ask depth 10 delta: 13
Imbalance 10 delta: -0.019964
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.001063

Tape

Buy volume: 239
Sell volume: 171
Buy/sell delta: 68
Buy/sell ratio: 1.397661
Avg trade size: 4.1
Large trade count: 0
Largest trade size: 10

Candle

Return 1: 0.06782
Return 3: -0.016941
Volume 1: 76
Volume avg 5: 397
Momentum 5: -0.084645

Cross Exchange

Mid avg: 0.05907333
Mid median: 0.059075
Price deviation %: -0.064891
Spread %: 0.126961

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 15905700
Quote volume 24h: 948631
Price change 24h %: -0.2

Quality

Capture latency ms: 12702
Order book timestamp: 2026-09-22 10:52:50+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.169000+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	-0.110104	-0.110104	-0.110104	0.110104	0.110104	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.110104	0.110104	0.110104	0.110104	-0.110104	0.110104	yes
30s	short	-0.110104	-0.110104	-0.110104	0.110104	0.110104	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.110104	0.110104	0.110104	0.110104	-0.110104	0.110104	yes
60s	short	-0.110104	-0.110104	-0.110104	0.110104	0.110104	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.110104	0.110104	0.110104	0.110104	-0.110104	0.110104	yes

Price

Best bid: 0.05907
Best ask: 0.05908
Spread: 0.00001
Spread %: 0.016928
Mid price: 0.059075
Last price: 0.05908
Mark price: -
Index price: -

Order Book

Bid depth 5: 39539
Ask depth 5: 3556
Bid depth 10: 56544
Ask depth 10: 73458
Bid depth 20: 136016
Ask depth 20: 196143
Imbalance 5: 0.834969
Imbalance 10: -0.130106
Imbalance 20: -0.181019
Top bid size: 4586
Top ask size: 89
Bid wall score: 0.033717
Ask wall score: 0.000454

Dynamics

Bid depth 5 delta: 24585
Ask depth 5 delta: -4889
Imbalance 5 delta: 0.556795
Bid depth 10 delta: 27412
Ask depth 10 delta: -1908
Imbalance 10 delta: 0.312333
Spread delta: -0.00001
Mid price delta: 0.000025
Wall shift score: 0.035219

Tape

Buy volume: 121011
Sell volume: 144772
Buy/sell delta: -23761
Buy/sell ratio: 0.835873
Avg trade size: 2657.83
Large trade count: 3
Largest trade size: 81394

Candle

Return 1: 0.050804
Return 3: -0.033841
Volume 1: 6675
Volume avg 5: 63990.4
Momentum 5: 0.033864

Cross Exchange

Mid avg: 0.059065
Mid median: 0.05905
Price deviation %: 0.016931
Spread %: 0.126979

Funding / OI / Volume

Funding rate: 0.00025562
Funding delta: 0
Funding abs: 0.00025562
Funding pressure: 0.00025562
Open interest: 73217927
Volume 24h: 92413570
Quote volume 24h: 5540002.77232
Price change 24h %: -0.118

Quality

Capture latency ms: 6657
Order book timestamp: 2026-09-22 10:52:36.105000+02:00
Ticker timestamp: 2026-09-22 10:52:21.634000+02:00
Trades timestamp: 2026-09-22 10:52:21.634000+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	-0.084638	-0.084638	-0.084638	0.084638	0.084638	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.084638	0.084638	0.084638	0.084638	-0.084638	0.084638	yes
30s	short	-0.084638	-0.084638	-0.084638	0.084638	0.084638	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.084638	0.084638	0.084638	0.084638	-0.084638	0.084638	yes
60s	short	-0.084638	-0.084638	-0.084638	0.084638	0.084638	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.084638	0.084638	0.084638	0.084638	-0.084638	0.084638	yes

Price

Best bid: 0.05902
Best ask: 0.0592
Spread: 0.00018
Spread %: 0.304517
Mid price: 0.05911
Last price: 0.05909
Mark price: -
Index price: -

Order Book

Bid depth 5: 10018
Ask depth 5: 13174
Bid depth 10: 61517
Ask depth 10: 58428
Bid depth 20: 98415
Ask depth 20: 99434
Imbalance 5: -0.136081
Imbalance 10: 0.025753
Imbalance 20: -0.00515
Top bid size: 653
Top ask size: 1420
Bid wall score: 0.006635
Ask wall score: 0.014281

Dynamics

Bid depth 5 delta: -1298
Ask depth 5 delta: 2394
Imbalance 5 delta: -0.160339
Bid depth 10 delta: 14559
Ask depth 10 delta: -13469
Imbalance 10 delta: 0.235581
Spread delta: 0.00003
Mid price delta: 0.000015
Wall shift score: 0.000379

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: 0.8
Momentum 5: -0.152078

Cross Exchange

Mid avg: 0.05906
Mid median: 0.05905
Price deviation %: 0.08466
Spread %: 0.101592

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202863
Volume 24h: 278026
Quote volume 24h: 278026
Price change 24h %: -2.41123

Quality

Capture latency ms: 5620
Order book timestamp: 2026-09-22 10:52:29.246000+02:00
Ticker timestamp: 2026-09-22 10:52:29.725000+02:00
Trades timestamp: 2026-09-22 10:48:40.291000+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	-0.042294	-0.042294	-0.042294	0.042294	0.042294	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042294	0.042294	0.042294	0.042294	-0.042294	0.042294	yes
30s	flat	-0.042294	-0.042294	-0.042294	0.042294	0.042294	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042294	0.042294	0.042294	0.042294	-0.042294	0.042294	yes
60s	flat	-0.042294	-0.042294	-0.042294	0.042294	0.042294	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.042294	0.042294	0.042294	0.042294	-0.042294	0.042294	yes

Price

Best bid: 0.05897
Best ask: 0.0591
Spread: 0.00013
Spread %: 0.220208
Mid price: 0.059035
Last price: 0.05902
Mark price: 0.05901
Index price: 0.058948

Order Book

Bid depth 5: 138
Ask depth 5: 149
Bid depth 10: 249
Ask depth 10: 314
Bid depth 20: 488
Ask depth 20: 769
Imbalance 5: -0.038328
Imbalance 10: -0.115453
Imbalance 20: -0.223548
Top bid size: 8
Top ask size: 10
Bid wall score: 0.016393
Ask wall score: 0.013004

Dynamics

Bid depth 5 delta: 20
Ask depth 5 delta: -41
Imbalance 5 delta: 0.195439
Bid depth 10 delta: 7
Ask depth 10 delta: -41
Imbalance 10 delta: 0.073827
Spread delta: 0.00002
Mid price delta: 0.00004
Wall shift score: 0.002198

Tape

Buy volume: 232
Sell volume: 835
Buy/sell delta: -603
Buy/sell ratio: 0.277844
Avg trade size: 10.67
Large trade count: 4
Largest trade size: 380

Candle

Return 1: 0.06782
Return 3: -0.016941
Volume 1: 24
Volume avg 5: 386.6
Momentum 5: -0.084645

Cross Exchange

Mid avg: 0.05904667
Mid median: 0.05905
Price deviation %: -0.019758
Spread %: 0.169358

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: -0.000004
Funding abs: 0.00005
Funding pressure: 0.000054
Open interest: -
Volume 24h: 15901500
Quote volume 24h: 948383
Price change 24h %: -0.2

Quality

Capture latency ms: 11398
Order book timestamp: 2026-09-22 10:52:18+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.137000+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: 0.05904
Best ask: 0.05906
Spread: 0.00002
Spread %: 0.03387
Mid price: 0.05905
Last price: 0.05905
Mark price: -
Index price: -

Order Book

Bid depth 5: 14954
Ask depth 5: 8445
Bid depth 10: 29132
Ask depth 10: 75366
Bid depth 20: 142409
Ask depth 20: 200335
Imbalance 5: 0.278174
Imbalance 10: -0.442439
Imbalance 20: -0.169007
Top bid size: 1672
Top ask size: 2744
Bid wall score: 0.011741
Ask wall score: 0.013697

Dynamics

Bid depth 5 delta: 10361
Ask depth 5 delta: -3394
Imbalance 5 delta: 0.719143
Bid depth 10 delta: 16517
Ask depth 10 delta: 6485
Imbalance 10 delta: 0.247975
Spread delta: 0.00001
Mid price delta: 0.000015
Wall shift score: 0.003683

Tape

Buy volume: 117580
Sell volume: 175929
Buy/sell delta: -58349
Buy/sell ratio: 0.668338
Avg trade size: 2935.09
Large trade count: 4
Largest trade size: 81394

Candle

Return 1: -0.016935
Return 3: -0.101523
Volume 1: 3244
Volume avg 5: 63304.2
Momentum 5: -0.033864

Cross Exchange

Mid avg: 0.05904167
Mid median: 0.059035
Price deviation %: 0.014114
Spread %: 0.169372

Funding / OI / Volume

Funding rate: 0.00025562
Funding delta: -0.00000623
Funding abs: 0.00025562
Funding pressure: 0.00026185
Open interest: 73223471
Volume 24h: 92409695
Quote volume 24h: 5539773.90387
Price change 24h %: -0.169

Quality

Capture latency ms: 6946
Order book timestamp: 2026-09-22 10:52:05.989000+02:00
Ticker timestamp: 2026-09-22 10:52:00.474000+02:00
Trades timestamp: 2026-09-22 10:52:03.867000+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	0.042337	0.042337	0.042337	0.042337	0.042337	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042337	0.042337	0.042337	0.042337	0.042337	-0.042337	yes
30s	flat	0.042337	0.042337	0.042337	0.042337	0.042337	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042337	0.042337	0.042337	0.042337	0.042337	-0.042337	yes
60s	flat	0.042337	0.042337	0.042337	0.042337	0.042337	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042337	0.042337	0.042337	0.042337	0.042337	-0.042337	yes

Price

Best bid: 0.05902
Best ask: 0.05917
Spread: 0.00015
Spread %: 0.253829
Mid price: 0.059095
Last price: 0.05909
Mark price: -
Index price: -

Order Book

Bid depth 5: 11316
Ask depth 5: 10780
Bid depth 10: 46958
Ask depth 10: 71897
Bid depth 20: 98840
Ask depth 20: 97120
Imbalance 5: 0.024258
Imbalance 10: -0.209827
Imbalance 20: 0.008777
Top bid size: 653
Top ask size: 1421
Bid wall score: 0.006607
Ask wall score: 0.014631

Dynamics

Bid depth 5 delta: -4543
Ask depth 5 delta: -214624
Imbalance 5 delta: 0.892791
Bid depth 10 delta: -135153
Ask depth 10 delta: -221547
Imbalance 10 delta: 0.024285
Spread delta: 0.00002
Mid price delta: 0.00001
Wall shift score: 0.001343

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: 0.8
Momentum 5: -0.152078

Cross Exchange

Mid avg: 0.05903833
Mid median: 0.059035
Price deviation %: 0.095983
Spread %: 0.152443

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202863
Volume 24h: 278026
Quote volume 24h: 278026
Price change 24h %: -2.41123

Quality

Capture latency ms: 5681
Order book timestamp: 2026-09-22 10:51:57.846000+02:00
Ticker timestamp: 2026-09-22 10:51:58.316000+02:00
Trades timestamp: 2026-09-22 10:48:40.291000+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	0.025383	0.025383	0.025383	0.025383	0.025383	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025383	0.025383	0.025383	0.025383	0.025383	-0.025383	yes
30s	flat	0.025383	0.025383	0.025383	0.025383	0.025383	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025383	0.025383	0.025383	0.025383	0.025383	-0.025383	yes
60s	flat	0.025383	0.025383	0.025383	0.025383	0.025383	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025383	0.025383	0.025383	0.025383	0.025383	-0.025383	yes

Price

Best bid: 0.05894
Best ask: 0.05905
Spread: 0.00011
Spread %: 0.186456
Mid price: 0.058995
Last price: 0.05899
Mark price: 0.05898
Index price: 0.058948

Order Book

Bid depth 5: 118
Ask depth 5: 190
Bid depth 10: 242
Ask depth 10: 355
Bid depth 20: 479
Ask depth 20: 794
Imbalance 5: -0.233766
Imbalance 10: -0.18928
Imbalance 20: -0.247447
Top bid size: 6
Top ask size: 9
Bid wall score: 0.012526
Ask wall score: 0.011335

Dynamics

Bid depth 5 delta: -37
Ask depth 5 delta: -222
Imbalance 5 delta: 0.219497
Bid depth 10 delta: -24
Ask depth 10 delta: -222
Imbalance 10 delta: 0.179641
Spread delta: 0.00001
Mid price delta: -0.000015
Wall shift score: -0.03621

Tape

Buy volume: 217
Sell volume: 1210
Buy/sell delta: -993
Buy/sell ratio: 0.179339
Avg trade size: 14.27
Large trade count: 10
Largest trade size: 380

Candle

Return 1: -0.016952
Return 3: -0.101626
Volume 1: 78
Volume avg 5: 396.2
Momentum 5: -0.118544

Cross Exchange

Mid avg: 0.05904333
Mid median: 0.059035
Price deviation %: -0.081861
Spread %: 0.127025

Funding / OI / Volume

Funding rate: 0.000054
Funding delta: 0
Funding abs: 0.000054
Funding pressure: 0.000054
Open interest: -
Volume 24h: 15898100
Quote volume 24h: 948182
Price change 24h %: -0.15

Quality

Capture latency ms: 12046
Order book timestamp: 2026-09-22 10:51:46+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.107000+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	0.067802	0.067802	0.067802	0.067802	0.067802	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.067802	0.067802	0.067802	0.067802	0.067802	-0.067802	yes
30s	long	0.067802	0.067802	0.067802	0.067802	0.067802	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.067802	0.067802	0.067802	0.067802	0.067802	-0.067802	yes
60s	long	0.067802	0.067802	0.067802	0.067802	0.067802	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.067802	0.067802	0.067802	0.067802	0.067802	-0.067802	yes

Price

Best bid: 0.05903
Best ask: 0.05904
Spread: 0.00001
Spread %: 0.016939
Mid price: 0.059035
Last price: 0.05903
Mark price: -
Index price: -

Order Book

Bid depth 5: 4593
Ask depth 5: 11839
Bid depth 10: 12615
Ask depth 10: 68881
Bid depth 20: 91721
Ask depth 20: 176068
Imbalance 5: -0.440969
Imbalance 10: -0.690414
Imbalance 20: -0.314976
Top bid size: 1366
Top ask size: 3615
Bid wall score: 0.014893
Ask wall score: 0.020532

Dynamics

Bid depth 5 delta: -6453
Ask depth 5 delta: -12024
Imbalance 5 delta: -0.073814
Bid depth 10 delta: -11527
Ask depth 10 delta: 15813
Imbalance 10 delta: -0.315774
Spread delta: -0.00001
Mid price delta: 0.000005
Wall shift score: -0.004837

Tape

Buy volume: 112335
Sell volume: 178216
Buy/sell delta: -65881
Buy/sell ratio: 0.630331
Avg trade size: 2905.51
Large trade count: 4
Largest trade size: 81394

Candle

Return 1: 0
Return 3: -0.084631
Volume 1: 45761
Volume avg 5: 79534
Momentum 5: -0.03387

Cross Exchange

Mid avg: 0.05904167
Mid median: 0.05903
Price deviation %: -0.011291
Spread %: 0.127029

Funding / OI / Volume

Funding rate: 0.00026185
Funding delta: 0
Funding abs: 0.00026185
Funding pressure: 0.00026185
Open interest: 73227439
Volume 24h: 92434553
Quote volume 24h: 5541248.10463
Price change 24h %: -0.455

Quality

Capture latency ms: 7416
Order book timestamp: 2026-09-22 10:51:33.704000+02:00
Ticker timestamp: 2026-09-22 10:51:26.186000+02:00
Trades timestamp: 2026-09-22 10:51:26.186000+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	0.025409	0.025409	0.025409	0.025409	0.025409	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025409	0.025409	0.025409	0.025409	0.025409	-0.025409	yes
30s	flat	0.025409	0.025409	0.025409	0.025409	0.025409	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025409	0.025409	0.025409	0.025409	0.025409	-0.025409	yes
60s	flat	0.025409	0.025409	0.025409	0.025409	0.025409	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025409	0.025409	0.025409	0.025409	0.025409	-0.025409	yes

Price

Best bid: 0.05902
Best ask: 0.05915
Spread: 0.00013
Spread %: 0.220022
Mid price: 0.059085
Last price: 0.05909
Mark price: -
Index price: -

Order Book

Bid depth 5: 15859
Ask depth 5: 225404
Bid depth 10: 182111
Ask depth 10: 293444
Bid depth 20: 535162
Ask depth 20: 591024
Imbalance 5: -0.868534
Imbalance 10: -0.234112
Imbalance 20: -0.049603
Top bid size: 653
Top ask size: 6258
Bid wall score: 0.00122
Ask wall score: 0.010588

Dynamics

Bid depth 5 delta: -1919
Ask depth 5 delta: 38364
Imbalance 5 delta: -0.042132
Bid depth 10 delta: 25664
Ask depth 10 delta: 42437
Imbalance 10 delta: -0.002036
Spread delta: -0.00002
Mid price delta: -0.00001
Wall shift score: -0.003279

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: 0.8
Momentum 5: -0.152078

Cross Exchange

Mid avg: 0.059045
Mid median: 0.05903
Price deviation %: 0.067745
Spread %: 0.143958

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202863
Volume 24h: 278026
Quote volume 24h: 278026
Price change 24h %: -2.41123

Quality

Capture latency ms: 5573
Order book timestamp: 2026-09-22 10:51:25.446000+02:00
Ticker timestamp: 2026-09-22 10:51:26.030000+02:00
Trades timestamp: 2026-09-22 10:48:40.291000+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	0.016925	0.016925	0.016925	0.016925	0.016925	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016925	0.016925	0.016925	0.016925	0.016925	-0.016925	yes
30s	flat	0.016925	0.016925	0.016925	0.016925	0.016925	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016925	0.016925	0.016925	0.016925	0.016925	-0.016925	yes
60s	flat	0.016925	0.016925	0.016925	0.016925	0.016925	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016925	0.016925	0.016925	0.016925	0.016925	-0.016925	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.