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 8 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:49:23.775866+02:00	binance	VELVET/USDT:USDT	0.059095	80	6496 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:49:16.773103+02:00	htx	VELVET/USDT:USDT	0.05912	80	6465 ms	10s flat 0.008457 30s flat 0.008457 60s flat 0.008457	advanced ready
2026-09-22 10:49:04.012735+02:00	gate	VELVET/USDT:USDT	0.059065	68	14373 ms	10s flat -0.033861 30s flat -0.033861 60s flat -0.033861	advanced ready
2026-09-22 10:48:49.485250+02:00	binance	VELVET/USDT:USDT	0.05908	80	7053 ms	10s flat 0.025389 30s flat 0.025389 60s flat 0.025389	advanced ready
2026-09-22 10:48:41.980280+02:00	htx	VELVET/USDT:USDT	0.059115	80	6118 ms	10s flat 0.008458 30s flat 0.008458 60s flat 0.008458	advanced ready
2026-09-22 10:48:29.729051+02:00	gate	VELVET/USDT:USDT	0.059085	68	11326 ms	10s flat -0.03385 30s flat -0.03385 60s flat -0.03385	advanced ready
2026-09-22 10:48:18.258952+02:00	binance	VELVET/USDT:USDT	0.059055	80	6472 ms	10s flat 0.042333 30s flat 0.042333 60s flat 0.042333	advanced ready
2026-09-22 10:48:11.343200+02:00	htx	VELVET/USDT:USDT	0.05912	80	6879 ms	10s flat -0.008457 30s flat -0.008457 60s flat -0.008457	advanced ready
2026-09-22 10:47:58.413277+02:00	gate	VELVET/USDT:USDT	0.05903	68	13166 ms	10s long 0.093173 30s long 0.093173 60s long 0.093173	advanced ready
2026-09-22 10:47:45.099635+02:00	binance	VELVET/USDT:USDT	0.05904	80	6889 ms	10s flat 0.025407 30s flat 0.025407 60s flat 0.025407	advanced ready

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: 82293
Ask depth 5: 16026
Bid depth 10: 96400
Ask depth 10: 69792
Bid depth 20: 230926
Ask depth 20: 216072
Imbalance 5: 0.674
Imbalance 10: 0.160104
Imbalance 20: 0.033231
Top bid size: 81187
Top ask size: 8041
Bid wall score: 0.351571
Ask wall score: 0.037214

Dynamics

Bid depth 5 delta: 52618
Ask depth 5 delta: 4403
Imbalance 5 delta: 0.236884
Bid depth 10 delta: 46863
Ask depth 10 delta: -6441
Imbalance 10 delta: 0.372364
Spread delta: -0.00001
Mid price delta: 0.000015
Wall shift score: 0.330021

Tape

Buy volume: 102438
Sell volume: 102384
Buy/sell delta: 54
Buy/sell ratio: 1.000527
Avg trade size: 2048.22
Large trade count: 3
Largest trade size: 36755

Candle

Return 1: 0.016926
Return 3: 0.067739
Volume 1: 55703
Volume avg 5: 53150.2
Momentum 5: -0.033835

Cross Exchange

Mid avg: 0.05908833
Mid median: 0.05908
Price deviation %: 0.011283
Spread %: 0.093081

Funding / OI / Volume

Funding rate: 0.00025991
Funding delta: -0.00000062
Funding abs: 0.00025991
Funding pressure: 0.00026053
Open interest: 73132447
Volume 24h: 92269406
Quote volume 24h: 5531500.41504
Price change 24h %: -0.203

Quality

Capture latency ms: 6496
Order book timestamp: 2026-09-22 10:49:21.596000+02:00
Ticker timestamp: 2026-09-22 10:49:17.403000+02:00
Trades timestamp: 2026-09-22 10:49:21.596000+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: 0.05903
Best ask: 0.05921
Spread: 0.00018
Spread %: 0.304465
Mid price: 0.05912
Last price: 0.05909
Mark price: -
Index price: -

Order Book

Bid depth 5: 152205
Ask depth 5: 142059
Bid depth 10: 176888
Ask depth 10: 189952
Bid depth 20: 447511
Ask depth 20: 525274
Imbalance 5: 0.034479
Imbalance 10: -0.035612
Imbalance 20: -0.079939
Top bid size: 54796
Top ask size: 5487
Bid wall score: 0.122446
Ask wall score: 0.010446

Dynamics

Bid depth 5 delta: 131880
Ask depth 5 delta: 11527
Imbalance 5 delta: 0.765019
Bid depth 10 delta: 83123
Ask depth 10 delta: -26439
Imbalance 10 delta: 0.359757
Spread delta: 0.00001
Mid price delta: 0.000005
Wall shift score: 0.114746

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: 0.05908
Price deviation %: 0.056414
Spread %: 0.084621

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: 6465
Order book timestamp: 2026-09-22 10:49:14.446000+02:00
Ticker timestamp: 2026-09-22 10:49:15.239000+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	0.008457	0.008457	0.008457	0.008457	0.008457	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008457	0.008457	0.008457	0.008457	0.008457	-0.008457	yes
30s	flat	0.008457	0.008457	0.008457	0.008457	0.008457	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008457	0.008457	0.008457	0.008457	0.008457	-0.008457	yes
60s	flat	0.008457	0.008457	0.008457	0.008457	0.008457	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008457	0.008457	0.008457	0.008457	0.008457	-0.008457	yes

Price

Best bid: 0.05902
Best ask: 0.05911
Spread: 0.00009
Spread %: 0.152375
Mid price: 0.059065
Last price: 0.05909
Mark price: 0.059
Index price: 0.05894

Order Book

Bid depth 5: 109
Ask depth 5: 116
Bid depth 10: 237
Ask depth 10: 269
Bid depth 20: 480
Ask depth 20: 751
Imbalance 5: -0.031111
Imbalance 10: -0.063241
Imbalance 20: -0.220146
Top bid size: 6
Top ask size: 9
Bid wall score: 0.0125
Ask wall score: 0.011984

Dynamics

Bid depth 5 delta: 16
Ask depth 5 delta: -4
Imbalance 5 delta: 0.095649
Bid depth 10 delta: 16
Ask depth 10 delta: 7
Imbalance 10 delta: 0.021645
Spread delta: -0.00002
Mid price delta: -0.00002
Wall shift score: 0.031487

Tape

Buy volume: 146
Sell volume: 178
Buy/sell delta: -32
Buy/sell ratio: 0.820225
Avg trade size: 3.24
Large trade count: 0
Largest trade size: 5

Candle

Return 1: 0.084688
Return 3: 0.067739
Volume 1: 3
Volume avg 5: 67.4
Momentum 5: -0.135204

Cross Exchange

Mid avg: 0.05909333
Mid median: 0.059085
Price deviation %: -0.047947
Spread %: 0.059228

Funding / OI / Volume

Funding rate: 0.000072
Funding delta: 0.000003
Funding abs: 0.000072
Funding pressure: 0.000075
Open interest: -
Volume 24h: 15718200
Quote volume 24h: 937572
Price change 24h %: 0.07

Quality

Capture latency ms: 14373
Order book timestamp: 2026-09-22 10:49:02+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.942000+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	-0.033861	-0.033861	-0.033861	0.033861	0.033861	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033861	0.033861	0.033861	0.033861	-0.033861	0.033861	yes
30s	flat	-0.033861	-0.033861	-0.033861	0.033861	0.033861	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033861	0.033861	0.033861	0.033861	-0.033861	0.033861	yes
60s	flat	-0.033861	-0.033861	-0.033861	0.033861	0.033861	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.033861	0.033861	0.033861	0.033861	-0.033861	0.033861	yes

Price

Best bid: 0.05907
Best ask: 0.05909
Spread: 0.00002
Spread %: 0.033852
Mid price: 0.05908
Last price: 0.05912
Mark price: -
Index price: -

Order Book

Bid depth 5: 29675
Ask depth 5: 11623
Bid depth 10: 49537
Ask depth 10: 76233
Bid depth 20: 192868
Ask depth 20: 214540
Imbalance 5: 0.437116
Imbalance 10: -0.21226
Imbalance 20: -0.053195
Top bid size: 404
Top ask size: 3810
Bid wall score: 0.002095
Ask wall score: 0.017759

Dynamics

Bid depth 5 delta: -3676
Ask depth 5 delta: -3719
Imbalance 5 delta: 0.067268
Bid depth 10 delta: 9017
Ask depth 10 delta: 9875
Imbalance 10 delta: 0.029492
Spread delta: 0.00001
Mid price delta: 0.000025
Wall shift score: -0.136905

Tape

Buy volume: 137687
Sell volume: 82941
Buy/sell delta: 54746
Buy/sell ratio: 1.66006
Avg trade size: 2206.28
Large trade count: 4
Largest trade size: 36755

Candle

Return 1: 0.033864
Return 3: 0.050804
Volume 1: 14275
Volume avg 5: 49250.6
Momentum 5: -0.168976

Cross Exchange

Mid avg: 0.059085
Mid median: 0.059085
Price deviation %: -0.008462
Spread %: 0.101549

Funding / OI / Volume

Funding rate: 0.00026053
Funding delta: 0
Funding abs: 0.00026053
Funding pressure: 0.00026053
Open interest: 73128517
Volume 24h: 92335134
Quote volume 24h: 5535395.7787
Price change 24h %: 0.017

Quality

Capture latency ms: 7053
Order book timestamp: 2026-09-22 10:48:47.316000+02:00
Ticker timestamp: 2026-09-22 10:48:40.573000+02:00
Trades timestamp: 2026-09-22 10:48:48.293000+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	0.025389	0.025389	0.025389	0.025389	0.025389	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025389	0.025389	0.025389	0.025389	0.025389	-0.025389	yes
30s	flat	0.025389	0.025389	0.025389	0.025389	0.025389	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025389	0.025389	0.025389	0.025389	0.025389	-0.025389	yes
60s	flat	0.025389	0.025389	0.025389	0.025389	0.025389	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025389	0.025389	0.025389	0.025389	0.025389	-0.025389	yes

Price

Best bid: 0.05903
Best ask: 0.0592
Spread: 0.00017
Spread %: 0.287575
Mid price: 0.059115
Last price: 0.05918
Mark price: -
Index price: -

Order Book

Bid depth 5: 20325
Ask depth 5: 130532
Bid depth 10: 93765
Ask depth 10: 216391
Bid depth 20: 249732
Ask depth 20: 799637
Imbalance 5: -0.73054
Imbalance 10: -0.395369
Imbalance 20: -0.524034
Top bid size: 409
Top ask size: 3505
Bid wall score: 0.001638
Ask wall score: 0.004383

Dynamics

Bid depth 5 delta: -73233
Ask depth 5 delta: -38605
Imbalance 5 delta: -0.442833
Bid depth 10 delta: -61839
Ask depth 10 delta: 19291
Imbalance 10 delta: -0.277718
Spread delta: -0.00001
Mid price delta: -0.000005
Wall shift score: 0.00295

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: -0.152078
Return 3: -0.152078
Volume 1: 4
Volume avg 5: 2
Momentum 5: -0.084545

Cross Exchange

Mid avg: 0.05908667
Mid median: 0.059085
Price deviation %: 0.047952
Spread %: 0.110008

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202861
Volume 24h: 279536
Quote volume 24h: 279536
Price change 24h %: -2.262593

Quality

Capture latency ms: 6118
Order book timestamp: 2026-09-22 10:48:39.346000+02:00
Ticker timestamp: 2026-09-22 10:48:40.019000+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	0.008458	0.008458	0.008458	0.008458	0.008458	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008458	0.008458	0.008458	0.008458	0.008458	-0.008458	yes
30s	flat	0.008458	0.008458	0.008458	0.008458	0.008458	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008458	0.008458	0.008458	0.008458	0.008458	-0.008458	yes
60s	flat	0.008458	0.008458	0.008458	0.008458	0.008458	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.008458	0.008458	0.008458	0.008458	0.008458	-0.008458	yes

Price

Best bid: 0.05903
Best ask: 0.05914
Spread: 0.00011
Spread %: 0.186172
Mid price: 0.059085
Last price: 0.05906
Mark price: 0.05902
Index price: 0.058965

Order Book

Bid depth 5: 93
Ask depth 5: 120
Bid depth 10: 221
Ask depth 10: 262
Bid depth 20: 456
Ask depth 20: 734
Imbalance 5: -0.126761
Imbalance 10: -0.084886
Imbalance 20: -0.233613
Top bid size: 7
Top ask size: 34
Bid wall score: 0.015351
Ask wall score: 0.046322

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: 6
Imbalance 5 delta: -0.030607
Bid depth 10 delta: 3
Ask depth 10 delta: -7
Imbalance 10 delta: 0.019837
Spread delta: 0.00001
Mid price delta: 0.000055
Wall shift score: -0.037672

Tape

Buy volume: 141
Sell volume: 174
Buy/sell delta: -33
Buy/sell ratio: 0.810345
Avg trade size: 3.15
Large trade count: 0
Largest trade size: 5

Candle

Return 1: -0.016929
Return 3: 0.101695
Volume 1: 51
Volume avg 5: 72.4
Momentum 5: -0.152156

Cross Exchange

Mid avg: 0.05906833
Mid median: 0.059055
Price deviation %: 0.028216
Spread %: 0.152366

Funding / OI / Volume

Funding rate: 0.000069
Funding delta: 0.000007
Funding abs: 0.000069
Funding pressure: 0.000076
Open interest: -
Volume 24h: 15712700
Quote volume 24h: 937247
Price change 24h %: 0.02

Quality

Capture latency ms: 11326
Order book timestamp: 2026-09-22 10:48:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.907000+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	-0.03385	-0.03385	-0.03385	0.03385	0.03385	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.03385	0.03385	0.03385	0.03385	-0.03385	0.03385	yes
30s	flat	-0.03385	-0.03385	-0.03385	0.03385	0.03385	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.03385	0.03385	0.03385	0.03385	-0.03385	0.03385	yes
60s	flat	-0.03385	-0.03385	-0.03385	0.03385	0.03385	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.03385	0.03385	0.03385	0.03385	-0.03385	0.03385	yes

Price

Best bid: 0.05905
Best ask: 0.05906
Spread: 0.00001
Spread %: 0.016933
Mid price: 0.059055
Last price: 0.05904
Mark price: -
Index price: -

Order Book

Bid depth 5: 33351
Ask depth 5: 15342
Bid depth 10: 40520
Ask depth 10: 66358
Bid depth 20: 190816
Ask depth 20: 189876
Imbalance 5: 0.369848
Imbalance 10: -0.241752
Imbalance 20: 0.002469
Top bid size: 27246
Top ask size: 4091
Bid wall score: 0.142787
Ask wall score: 0.021546

Dynamics

Bid depth 5 delta: 3722
Ask depth 5 delta: -15026
Imbalance 5 delta: 0.382165
Bid depth 10 delta: -8605
Ask depth 10 delta: 8572
Imbalance 10 delta: -0.160741
Spread delta: -0.00001
Mid price delta: 0.000015
Wall shift score: 0.139807

Tape

Buy volume: 143829
Sell volume: 83515
Buy/sell delta: 60314
Buy/sell ratio: 1.722194
Avg trade size: 2273.44
Large trade count: 4
Largest trade size: 36755

Candle

Return 1: -0.033864
Return 3: -0.016935
Volume 1: 382
Volume avg 5: 46472
Momentum 5: -0.236566

Cross Exchange

Mid avg: 0.05906333
Mid median: 0.05904
Price deviation %: -0.014109
Spread %: 0.152379

Funding / OI / Volume

Funding rate: 0.00026053
Funding delta: -0.00000546
Funding abs: 0.00026053
Funding pressure: 0.00026599
Open interest: 73132132
Volume 24h: 92276312
Quote volume 24h: 5531912.96521
Price change 24h %: -0.118

Quality

Capture latency ms: 6472
Order book timestamp: 2026-09-22 10:48:15.940000+02:00
Ticker timestamp: 2026-09-22 10:48:10.777000+02:00
Trades timestamp: 2026-09-22 10:48:14.276000+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	0.042333	0.042333	0.042333	0.042333	0.042333	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042333	0.042333	0.042333	0.042333	0.042333	-0.042333	yes
30s	flat	0.042333	0.042333	0.042333	0.042333	0.042333	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042333	0.042333	0.042333	0.042333	0.042333	-0.042333	yes
60s	flat	0.042333	0.042333	0.042333	0.042333	0.042333	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042333	0.042333	0.042333	0.042333	0.042333	-0.042333	yes

Price

Best bid: 0.05903
Best ask: 0.05921
Spread: 0.00018
Spread %: 0.304465
Mid price: 0.05912
Last price: 0.05918
Mark price: -
Index price: -

Order Book

Bid depth 5: 93558
Ask depth 5: 169137
Bid depth 10: 155604
Ask depth 10: 197100
Bid depth 20: 410772
Ask depth 20: 768515
Imbalance 5: -0.287706
Imbalance 10: -0.117651
Imbalance 20: -0.303355
Top bid size: 458
Top ask size: 5234
Bid wall score: 0.001115
Ask wall score: 0.006811

Dynamics

Bid depth 5 delta: 83522
Ask depth 5 delta: 123408
Imbalance 5 delta: 0.352355
Bid depth 10 delta: 99388
Ask depth 10 delta: 123104
Imbalance 10 delta: 0.018895
Spread delta: -0.00005
Mid price delta: 0.000015
Wall shift score: 0.013349

Tape

Buy volume: 5076
Sell volume: 16288
Buy/sell delta: -11212
Buy/sell ratio: 0.31164
Avg trade size: 213.64
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: 0.067636

Cross Exchange

Mid avg: 0.05905833
Mid median: 0.05904
Price deviation %: 0.104417
Spread %: 0.126993

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202861
Volume 24h: 279536
Quote volume 24h: 279536
Price change 24h %: -2.262593

Quality

Capture latency ms: 6879
Order book timestamp: 2026-09-22 10:48:06.482000+02:00
Ticker timestamp: 2026-09-22 10:48:08.716000+02:00
Trades timestamp: 2026-09-22 10:44:40.291000+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	-0.008457	-0.008457	-0.008457	0.008457	0.008457	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008457	0.008457	0.008457	0.008457	-0.008457	0.008457	yes
30s	flat	-0.008457	-0.008457	-0.008457	0.008457	0.008457	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008457	0.008457	0.008457	0.008457	-0.008457	0.008457	yes
60s	flat	-0.008457	-0.008457	-0.008457	0.008457	0.008457	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.008457	0.008457	0.008457	0.008457	-0.008457	0.008457	yes

Price

Best bid: 0.05898
Best ask: 0.05908
Spread: 0.0001
Spread %: 0.169405
Mid price: 0.05903
Last price: 0.05901
Mark price: 0.05901
Index price: 0.058963

Order Book

Bid depth 5: 94
Ask depth 5: 114
Bid depth 10: 218
Ask depth 10: 269
Bid depth 20: 461
Ask depth 20: 751
Imbalance 5: -0.096154
Imbalance 10: -0.104723
Imbalance 20: -0.239274
Top bid size: 8
Top ask size: 8
Bid wall score: 0.017354
Ask wall score: 0.010652

Dynamics

Bid depth 5 delta: -26
Ask depth 5 delta: -14
Imbalance 5 delta: -0.063896
Bid depth 10 delta: -13
Ask depth 10 delta: -26
Imbalance 10 delta: 0.01695
Spread delta: 0
Mid price delta: 0.00001
Wall shift score: 0.030286

Tape

Buy volume: 146
Sell volume: 173
Buy/sell delta: -27
Buy/sell ratio: 0.843931
Avg trade size: 3.19
Large trade count: 0
Largest trade size: 5

Candle

Return 1: -0.03387
Return 3: -0.236606
Volume 1: 80
Volume avg 5: 81
Momentum 5: -0.287162

Cross Exchange

Mid avg: 0.059055
Mid median: 0.05904
Price deviation %: -0.042333
Spread %: 0.143934

Funding / OI / Volume

Funding rate: 0.000062
Funding delta: 0
Funding abs: 0.000062
Funding pressure: 0.000062
Open interest: -
Volume 24h: 15708500
Quote volume 24h: 936999
Price change 24h %: -0.02

Quality

Capture latency ms: 13166
Order book timestamp: 2026-09-22 10:47:57+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.877000+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	0.093173	0.093173	0.093173	0.093173	0.093173	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093173	0.093173	0.093173	0.093173	0.093173	-0.093173	yes
30s	long	0.093173	0.093173	0.093173	0.093173	0.093173	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093173	0.093173	0.093173	0.093173	0.093173	-0.093173	yes
60s	long	0.093173	0.093173	0.093173	0.093173	0.093173	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.093173	0.093173	0.093173	0.093173	0.093173	-0.093173	yes

Price

Best bid: 0.05903
Best ask: 0.05905
Spread: 0.00002
Spread %: 0.033875
Mid price: 0.05904
Last price: 0.05904
Mark price: -
Index price: -

Order Book

Bid depth 5: 29629
Ask depth 5: 30368
Bid depth 10: 49125
Ask depth 10: 57786
Bid depth 20: 194380
Ask depth 20: 192805
Imbalance 5: -0.012317
Imbalance 10: -0.081011
Imbalance 20: 0.004068
Top bid size: 320
Top ask size: 3897
Bid wall score: 0.001646
Ask wall score: 0.020212

Dynamics

Bid depth 5 delta: 15179
Ask depth 5 delta: 18378
Imbalance 5 delta: -0.105358
Bid depth 10 delta: 21997
Ask depth 10 delta: -12157
Imbalance 10 delta: 0.360058
Spread delta: 0.00001
Mid price delta: 0.000025
Wall shift score: -0.003433

Tape

Buy volume: 137227
Sell volume: 53969
Buy/sell delta: 83258
Buy/sell ratio: 2.5427
Avg trade size: 1911.96
Large trade count: 5
Largest trade size: 17076

Candle

Return 1: -0.016935
Return 3: -0.118423
Volume 1: 41241
Volume avg 5: 48748.2
Momentum 5: -0.287114

Cross Exchange

Mid avg: 0.05904667
Mid median: 0.05902
Price deviation %: -0.011291
Spread %: 0.152422

Funding / OI / Volume

Funding rate: 0.00026599
Funding delta: 0
Funding abs: 0.00026599
Funding pressure: 0.00026599
Open interest: 73116259
Volume 24h: 92273696
Quote volume 24h: 5531758.13973
Price change 24h %: 0.017

Quality

Capture latency ms: 6889
Order book timestamp: 2026-09-22 10:47:41.965000+02:00
Ticker timestamp: 2026-09-22 10:47:34.269000+02:00
Trades timestamp: 2026-09-22 10:47:34.269000+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	0.025407	0.025407	0.025407	0.025407	0.025407	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025407	0.025407	0.025407	0.025407	0.025407	-0.025407	yes
30s	flat	0.025407	0.025407	0.025407	0.025407	0.025407	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025407	0.025407	0.025407	0.025407	0.025407	-0.025407	yes
60s	flat	0.025407	0.025407	0.025407	0.025407	0.025407	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025407	0.025407	0.025407	0.025407	0.025407	-0.025407	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.