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 7 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:51:16.381000+02:00	gate	VELVET/USDT:USDT	0.05901	68	12905 ms	10s flat -0.025419 30s flat -0.025419 60s flat -0.025419	advanced ready
2026-09-22 10:51:03.313528+02:00	binance	VELVET/USDT:USDT	0.05903	80	6889 ms	10s flat 0.00847 30s flat 0.00847 60s flat 0.00847	advanced ready
2026-09-22 10:50:55.964710+02:00	htx	VELVET/USDT:USDT	0.059095	80	5476 ms	10s flat -0.016922 30s flat -0.016922 60s flat -0.016922	advanced ready
2026-09-22 10:50:44.436306+02:00	gate	VELVET/USDT:USDT	0.059015	68	13666 ms	10s flat -0.008472 30s flat -0.008472 60s flat -0.008472	advanced ready
2026-09-22 10:50:30.589717+02:00	binance	VELVET/USDT:USDT	0.059035	80	7128 ms	10s flat -0.00847 30s flat -0.00847 60s flat -0.00847	advanced ready
2026-09-22 10:50:23.055827+02:00	htx	VELVET/USDT:USDT	0.059085	80	6259 ms	10s flat 0.016925 30s flat 0.016925 60s flat 0.016925	advanced ready
2026-09-22 10:50:10.407044+02:00	gate	VELVET/USDT:USDT	0.05907	68	13962 ms	10s short -0.09311 30s short -0.09311 60s short -0.09311	advanced ready
2026-09-22 10:49:56.295816+02:00	binance	VELVET/USDT:USDT	0.059095	80	6781 ms	10s short -0.101531 30s short -0.101531 60s short -0.101531	advanced ready
2026-09-22 10:49:49.106284+02:00	htx	VELVET/USDT:USDT	0.059125	80	5463 ms	10s short -0.067653 30s short -0.067653 60s short -0.067653	advanced ready
2026-09-22 10:49:37.470368+02:00	gate	VELVET/USDT:USDT	0.059045	68	13546 ms	10s flat 0.042341 30s flat 0.042341 60s flat 0.042341	advanced ready

Price

Best bid: 0.05896
Best ask: 0.05906
Spread: 0.0001
Spread %: 0.169463
Mid price: 0.05901
Last price: 0.05898
Mark price: 0.05898
Index price: 0.058958

Order Book

Bid depth 5: 155
Ask depth 5: 412
Bid depth 10: 266
Ask depth 10: 577
Bid depth 20: 508
Ask depth 20: 1016
Imbalance 5: -0.453263
Imbalance 10: -0.368921
Imbalance 20: -0.333333
Top bid size: 43
Top ask size: 48
Bid wall score: 0.084646
Ask wall score: 0.047244

Dynamics

Bid depth 5 delta: 9
Ask depth 5 delta: 225
Imbalance 5 delta: -0.33014
Bid depth 10 delta: 9
Ask depth 10 delta: 250
Imbalance 10 delta: -0.249058
Spread delta: -0.00001
Mid price delta: -0.000005
Wall shift score: -0.051547

Tape

Buy volume: 205
Sell volume: 1565
Buy/sell delta: -1360
Buy/sell ratio: 0.13099
Avg trade size: 17.7
Large trade count: 8
Largest trade size: 380

Candle

Return 1: -0.016952
Return 3: -0.101626
Volume 1: 29
Volume avg 5: 386.4
Momentum 5: -0.118544

Cross Exchange

Mid avg: 0.05904667
Mid median: 0.05903
Price deviation %: -0.062098
Spread %: 0.135486

Funding / OI / Volume

Funding rate: 0.000054
Funding delta: -0.000012
Funding abs: 0.000054
Funding pressure: 0.000066
Open interest: -
Volume 24h: 15892300
Quote volume 24h: 947840
Price change 24h %: -0.17

Quality

Capture latency ms: 12905
Order book timestamp: 2026-09-22 10:51:15+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.073000+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	-0.025419	-0.025419	-0.025419	0.025419	0.025419	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025419	0.025419	0.025419	0.025419	-0.025419	0.025419	yes
30s	flat	-0.025419	-0.025419	-0.025419	0.025419	0.025419	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025419	0.025419	0.025419	0.025419	-0.025419	0.025419	yes
60s	flat	-0.025419	-0.025419	-0.025419	0.025419	0.025419	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.025419	0.025419	0.025419	0.025419	-0.025419	0.025419	yes

Price

Best bid: 0.05902
Best ask: 0.05904
Spread: 0.00002
Spread %: 0.033881
Mid price: 0.05903
Last price: 0.05902
Mark price: -
Index price: -

Order Book

Bid depth 5: 11046
Ask depth 5: 23863
Bid depth 10: 24142
Ask depth 10: 53068
Bid depth 20: 195879
Ask depth 20: 193415
Imbalance 5: -0.367155
Imbalance 10: -0.374641
Imbalance 20: 0.006329
Top bid size: 167
Top ask size: 320
Bid wall score: 0.000853
Ask wall score: 0.001654

Dynamics

Bid depth 5 delta: 5901
Ask depth 5 delta: 797
Imbalance 5 delta: 0.268094
Bid depth 10 delta: 5901
Ask depth 10 delta: -21066
Imbalance 10 delta: 0.230426
Spread delta: 0.00001
Mid price delta: -0.000005
Wall shift score: 0.013433

Tape

Buy volume: 114346
Sell volume: 179117
Buy/sell delta: -64771
Buy/sell ratio: 0.638387
Avg trade size: 2934.63
Large trade count: 4
Largest trade size: 81394

Candle

Return 1: -0.118443
Return 3: -0.050796
Volume 1: 61835
Volume avg 5: 81827.8
Momentum 5: -0.03387

Cross Exchange

Mid avg: 0.05904833
Mid median: 0.059035
Price deviation %: -0.031048
Spread %: 0.135482

Funding / OI / Volume

Funding rate: 0.00026185
Funding delta: 0.00000194
Funding abs: 0.00026185
Funding pressure: 0.00026379
Open interest: 73206703
Volume 24h: 92426893
Quote volume 24h: 5540803.03878
Price change 24h %: -0.254

Quality

Capture latency ms: 6889
Order book timestamp: 2026-09-22 10:51:01.142000+02:00
Ticker timestamp: 2026-09-22 10:50:58.605000+02:00
Trades timestamp: 2026-09-22 10:51:01.461000+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	0.00847	0.00847	0.00847	0.00847	0.00847	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.00847	0.00847	0.00847	0.00847	0.00847	-0.00847	yes
30s	flat	0.00847	0.00847	0.00847	0.00847	0.00847	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.00847	0.00847	0.00847	0.00847	0.00847	-0.00847	yes
60s	flat	0.00847	0.00847	0.00847	0.00847	0.00847	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.00847	0.00847	0.00847	0.00847	0.00847	-0.00847	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: 17778
Ask depth 5: 187040
Bid depth 10: 156447
Ask depth 10: 251007
Bid depth 20: 413474
Ask depth 20: 830487
Imbalance 5: -0.826402
Imbalance 10: -0.232075
Imbalance 20: -0.33523
Top bid size: 653
Top ask size: 6369
Bid wall score: 0.001579
Ask wall score: 0.007669

Dynamics

Bid depth 5 delta: 1950
Ask depth 5 delta: -14262
Imbalance 5 delta: 0.027805
Bid depth 10 delta: -46046
Ask depth 10 delta: -17080
Imbalance 10 delta: -0.092686
Spread delta: 0.00002
Mid price delta: 0.00001
Wall shift score: -0.006819

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: -0.152078
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: -0.152078

Cross Exchange

Mid avg: 0.059045
Mid median: 0.059035
Price deviation %: 0.084681
Spread %: 0.118554

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: 5476
Order book timestamp: 2026-09-22 10:50:53.782000+02:00
Ticker timestamp: 2026-09-22 10:50:54.671000+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	-0.016922	-0.016922	-0.016922	0.016922	0.016922	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016922	0.016922	0.016922	0.016922	-0.016922	0.016922	yes
30s	flat	-0.016922	-0.016922	-0.016922	0.016922	0.016922	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016922	0.016922	0.016922	0.016922	-0.016922	0.016922	yes
60s	flat	-0.016922	-0.016922	-0.016922	0.016922	0.016922	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.016922	0.016922	0.016922	0.016922	-0.016922	0.016922	yes

Price

Best bid: 0.05896
Best ask: 0.05907
Spread: 0.00011
Spread %: 0.186393
Mid price: 0.059015
Last price: 0.05901
Mark price: 0.05899
Index price: 0.058948

Order Book

Bid depth 5: 146
Ask depth 5: 187
Bid depth 10: 257
Ask depth 10: 327
Bid depth 20: 499
Ask depth 20: 711
Imbalance 5: -0.123123
Imbalance 10: -0.119863
Imbalance 20: -0.175207
Top bid size: 50
Top ask size: 8
Bid wall score: 0.1002
Ask wall score: 0.011252

Dynamics

Bid depth 5 delta: 34
Ask depth 5 delta: 22
Imbalance 5 delta: 0.068213
Bid depth 10 delta: 8
Ask depth 10 delta: 22
Imbalance 10 delta: -0.01878
Spread delta: 0.00001
Mid price delta: -0.000055
Wall shift score: 0.135339

Tape

Buy volume: 196
Sell volume: 1568
Buy/sell delta: -1372
Buy/sell ratio: 0.125
Avg trade size: 17.64
Large trade count: 8
Largest trade size: 380

Candle

Return 1: -0.033881
Return 3: -0.101574
Volume 1: 90
Volume avg 5: 391.4
Momentum 5: 0.016949

Cross Exchange

Mid avg: 0.05906333
Mid median: 0.05907
Price deviation %: -0.081833
Spread %: 0.084655

Funding / OI / Volume

Funding rate: 0.000066
Funding delta: 0
Funding abs: 0.000066
Funding pressure: 0.000066
Open interest: -
Volume 24h: 15886200
Quote volume 24h: 947480
Price change 24h %: -0.22

Quality

Capture latency ms: 13666
Order book timestamp: 2026-09-22 10:50:43+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.043000+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	-0.008472	-0.008472	-0.008472	0.008472	0.008472	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008472	0.008472	0.008472	0.008472	-0.008472	0.008472	yes
30s	flat	-0.008472	-0.008472	-0.008472	0.008472	0.008472	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008472	0.008472	0.008472	0.008472	-0.008472	0.008472	yes
60s	flat	-0.008472	-0.008472	-0.008472	0.008472	0.008472	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008472	0.008472	0.008472	0.008472	-0.008472	0.008472	yes

Price

Best bid: 0.05903
Best ask: 0.05904
Spread: 0.00001
Spread %: 0.016939
Mid price: 0.059035
Last price: 0.05902
Mark price: -
Index price: -

Order Book

Bid depth 5: 5145
Ask depth 5: 23066
Bid depth 10: 18241
Ask depth 10: 74134
Bid depth 20: 116979
Ask depth 20: 199932
Imbalance 5: -0.635249
Imbalance 10: -0.605066
Imbalance 20: -0.261755
Top bid size: 165
Top ask size: 3128
Bid wall score: 0.001411
Ask wall score: 0.015645

Dynamics

Bid depth 5 delta: -39558
Ask depth 5 delta: -11623
Imbalance 5 delta: -0.761382
Bid depth 10 delta: -38050
Ask depth 10 delta: -22529
Imbalance 10 delta: -0.341118
Spread delta: 0
Mid price delta: -0.00006
Wall shift score: 0.011542

Tape

Buy volume: 85680
Sell volume: 213762
Buy/sell delta: -128082
Buy/sell ratio: 0.40082
Avg trade size: 2994.42
Large trade count: 4
Largest trade size: 81394

Candle

Return 1: -0.135364
Return 3: -0.067728
Volume 1: 49337
Volume avg 5: 79328.2
Momentum 5: -0.050804

Cross Exchange

Mid avg: 0.05908333
Mid median: 0.059085
Price deviation %: -0.081805
Spread %: 0.042313

Funding / OI / Volume

Funding rate: 0.00025991
Funding delta: 0
Funding abs: 0.00025991
Funding pressure: 0.00025991
Open interest: 73208094
Volume 24h: 92414873
Quote volume 24h: 5540093.32904
Price change 24h %: -0.254

Quality

Capture latency ms: 7128
Order book timestamp: 2026-09-22 10:50:28.159000+02:00
Ticker timestamp: 2026-09-22 10:50:15.193000+02:00
Trades timestamp: 2026-09-22 10:50:15.193000+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	-0.00847	-0.00847	-0.00847	0.00847	0.00847	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.00847	0.00847	0.00847	0.00847	-0.00847	0.00847	yes
30s	flat	-0.00847	-0.00847	-0.00847	0.00847	0.00847	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.00847	0.00847	0.00847	0.00847	-0.00847	0.00847	yes
60s	flat	-0.00847	-0.00847	-0.00847	0.00847	0.00847	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.00847	0.00847	0.00847	0.00847	-0.00847	0.00847	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: 15828
Ask depth 5: 201302
Bid depth 10: 202493
Ask depth 10: 268087
Bid depth 20: 544286
Ask depth 20: 839244
Imbalance 5: -0.854207
Imbalance 10: -0.13939
Imbalance 20: -0.213192
Top bid size: 653
Top ask size: 395
Bid wall score: 0.0012
Ask wall score: 0.000471

Dynamics

Bid depth 5 delta: -37254
Ask depth 5 delta: 10090
Imbalance 5 delta: -0.288782
Bid depth 10 delta: -63653
Ask depth 10 delta: 30740
Imbalance 10 delta: -0.196588
Spread delta: -0.00004
Mid price delta: -0.00004
Wall shift score: 0.004423

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: -0.152078
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: -0.152078

Cross Exchange

Mid avg: 0.05909667
Mid median: 0.059095
Price deviation %: -0.019742
Spread %: 0.093068

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: 6259
Order book timestamp: 2026-09-22 10:50:19.782000+02:00
Ticker timestamp: 2026-09-22 10:50:21.332000+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

Price

Best bid: 0.05902
Best ask: 0.05912
Spread: 0.0001
Spread %: 0.169291
Mid price: 0.05907
Last price: 0.05903
Mark price: 0.05902
Index price: 0.058955

Order Book

Bid depth 5: 112
Ask depth 5: 165
Bid depth 10: 249
Ask depth 10: 305
Bid depth 20: 492
Ask depth 20: 830
Imbalance 5: -0.191336
Imbalance 10: -0.101083
Imbalance 20: -0.255673
Top bid size: 8
Top ask size: 52
Bid wall score: 0.01626
Ask wall score: 0.062651

Dynamics

Bid depth 5 delta: 14
Ask depth 5 delta: 22
Imbalance 5 delta: -0.004614
Bid depth 10 delta: 36
Ask depth 10 delta: 22
Imbalance 10 delta: 0.040046
Spread delta: 0.00001
Mid price delta: 0.000025
Wall shift score: -0.003456

Tape

Buy volume: 199
Sell volume: 1566
Buy/sell delta: -1367
Buy/sell ratio: 0.127075
Avg trade size: 17.65
Large trade count: 8
Largest trade size: 380

Candle

Return 1: 0
Return 3: -0.067716
Volume 1: 31
Volume avg 5: 379.6
Momentum 5: 0.050847

Cross Exchange

Mid avg: 0.05908833
Mid median: 0.059095
Price deviation %: -0.031027
Spread %: 0.135391

Funding / OI / Volume

Funding rate: 0.000066
Funding delta: -0.000006
Funding abs: 0.000066
Funding pressure: 0.000072
Open interest: -
Volume 24h: 15880800
Quote volume 24h: 947161
Price change 24h %: -0.19

Quality

Capture latency ms: 13962
Order book timestamp: 2026-09-22 10:50:09+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:27.007000+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	-0.09311	-0.09311	-0.09311	0.09311	0.09311	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.09311	0.09311	0.09311	0.09311	-0.09311	0.09311	yes
30s	short	-0.09311	-0.09311	-0.09311	0.09311	0.09311	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.09311	0.09311	0.09311	0.09311	-0.09311	0.09311	yes
60s	short	-0.09311	-0.09311	-0.09311	0.09311	0.09311	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.09311	0.09311	0.09311	0.09311	-0.09311	0.09311	yes

Price

Best bid: 0.05909
Best ask: 0.0591
Spread: 0.00001
Spread %: 0.016922
Mid price: 0.059095
Last price: 0.05909
Mark price: -
Index price: -

Order Book

Bid depth 5: 44703
Ask depth 5: 34689
Bid depth 10: 56291
Ask depth 10: 96663
Bid depth 20: 119325
Ask depth 20: 246524
Imbalance 5: 0.126134
Imbalance 10: -0.263949
Imbalance 20: -0.347682
Top bid size: 174
Top ask size: 6714
Bid wall score: 0.001458
Ask wall score: 0.027235

Dynamics

Bid depth 5 delta: -37590
Ask depth 5 delta: 18663
Imbalance 5 delta: -0.547866
Bid depth 10 delta: -40109
Ask depth 10 delta: 26871
Imbalance 10 delta: -0.424053
Spread delta: 0
Mid price delta: 0
Wall shift score: -0.340134

Tape

Buy volume: 95933
Sell volume: 177179
Buy/sell delta: -81246
Buy/sell ratio: 0.541447
Avg trade size: 2731.12
Large trade count: 3
Largest trade size: 81394

Candle

Return 1: 0.016926
Return 3: 0.067739
Volume 1: 179852
Volume avg 5: 77980
Momentum 5: -0.033835

Cross Exchange

Mid avg: 0.05908833
Mid median: 0.059095
Price deviation %: 0.011283
Spread %: 0.135391

Funding / OI / Volume

Funding rate: 0.00025991
Funding delta: 0
Funding abs: 0.00025991
Funding pressure: 0.00025991
Open interest: 73197320
Volume 24h: 92393555
Quote volume 24h: 5538836.29025
Price change 24h %: -0.203

Quality

Capture latency ms: 6781
Order book timestamp: 2026-09-22 10:49:52.337000+02:00
Ticker timestamp: 2026-09-22 10:49:39.612000+02:00
Trades timestamp: 2026-09-22 10:49:39.588000+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	-0.101531	-0.101531	-0.101531	0.101531	0.101531	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101531	0.101531	0.101531	0.101531	-0.101531	0.101531	yes
30s	short	-0.101531	-0.101531	-0.101531	0.101531	0.101531	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101531	0.101531	0.101531	0.101531	-0.101531	0.101531	yes
60s	short	-0.101531	-0.101531	-0.101531	0.101531	0.101531	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.101531	0.101531	0.101531	0.101531	-0.101531	0.101531	yes

Price

Best bid: 0.05904
Best ask: 0.05921
Spread: 0.00017
Spread %: 0.287526
Mid price: 0.059125
Last price: 0.05909
Mark price: -
Index price: -

Order Book

Bid depth 5: 53082
Ask depth 5: 191212
Bid depth 10: 266146
Ask depth 10: 237347
Bid depth 20: 521600
Ask depth 20: 803737
Imbalance 5: -0.565425
Imbalance 10: 0.057198
Imbalance 20: -0.212879
Top bid size: 653
Top ask size: 3975
Bid wall score: 0.001252
Ask wall score: 0.004946

Dynamics

Bid depth 5 delta: -99123
Ask depth 5 delta: 49153
Imbalance 5 delta: -0.599905
Bid depth 10 delta: 89258
Ask depth 10 delta: 47395
Imbalance 10 delta: 0.092811
Spread delta: -0.00001
Mid price delta: 0.000005
Wall shift score: -0.115694

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: -0.152078
Volume 1: 0
Volume avg 5: 0.8
Momentum 5: -0.152078

Cross Exchange

Mid avg: 0.05908667
Mid median: 0.059095
Price deviation %: 0.064876
Spread %: 0.126932

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202863
Volume 24h: 279540
Quote volume 24h: 279540
Price change 24h %: -2.41123

Quality

Capture latency ms: 5463
Order book timestamp: 2026-09-22 10:49:46.546000+02:00
Ticker timestamp: 2026-09-22 10:49:47.394000+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	short	-0.067653	-0.067653	-0.067653	0.067653	0.067653	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.067653	0.067653	0.067653	0.067653	-0.067653	0.067653	yes
30s	short	-0.067653	-0.067653	-0.067653	0.067653	0.067653	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.067653	0.067653	0.067653	0.067653	-0.067653	0.067653	yes
60s	short	-0.067653	-0.067653	-0.067653	0.067653	0.067653	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.067653	0.067653	0.067653	0.067653	-0.067653	0.067653	yes

Price

Best bid: 0.059
Best ask: 0.05909
Spread: 0.00009
Spread %: 0.152426
Mid price: 0.059045
Last price: 0.05903
Mark price: 0.05902
Index price: 0.05896

Order Book

Bid depth 5: 98
Ask depth 5: 143
Bid depth 10: 213
Ask depth 10: 283
Bid depth 20: 464
Ask depth 20: 738
Imbalance 5: -0.186722
Imbalance 10: -0.141129
Imbalance 20: -0.227953
Top bid size: 9
Top ask size: 46
Bid wall score: 0.019397
Ask wall score: 0.062331

Dynamics

Bid depth 5 delta: -11
Ask depth 5 delta: 27
Imbalance 5 delta: -0.155611
Bid depth 10 delta: -24
Ask depth 10 delta: 14
Imbalance 10 delta: -0.077888
Spread delta: 0
Mid price delta: -0.00002
Wall shift score: -0.04345

Tape

Buy volume: 193
Sell volume: 1567
Buy/sell delta: -1374
Buy/sell ratio: 0.123165
Avg trade size: 17.6
Large trade count: 8
Largest trade size: 380

Candle

Return 1: -0.016938
Return 3: -0.03387
Volume 1: 1595
Volume avg 5: 385.8
Momentum 5: -0.236606

Cross Exchange

Mid avg: 0.05909333
Mid median: 0.059095
Price deviation %: -0.081792
Spread %: 0.093073

Funding / OI / Volume

Funding rate: 0.000072
Funding delta: 0
Funding abs: 0.000072
Funding pressure: 0.000072
Open interest: -
Volume 24h: 15868400
Quote volume 24h: 946429
Price change 24h %: -0.08

Quality

Capture latency ms: 13546
Order book timestamp: 2026-09-22 10:49:36+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.976000+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	0.042341	0.042341	0.042341	0.042341	0.042341	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042341	0.042341	0.042341	0.042341	0.042341	-0.042341	yes
30s	flat	0.042341	0.042341	0.042341	0.042341	0.042341	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042341	0.042341	0.042341	0.042341	0.042341	-0.042341	yes
60s	flat	0.042341	0.042341	0.042341	0.042341	0.042341	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042341	0.042341	0.042341	0.042341	0.042341	-0.042341	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.