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 9 of 6225 · 62250 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-09-22 10:47:37.682665+02:00	htx	VELVET/USDT:USDT	0.059105	80	5697 ms	10s flat 0.025379 30s flat 0.025379 60s flat 0.025379	advanced ready
2026-09-22 10:47:25.842894+02:00	gate	VELVET/USDT:USDT	0.05902	68	12224 ms	10s flat 0.016943 30s flat 0.016943 60s flat 0.016943	advanced ready
2026-09-22 10:47:13.445761+02:00	binance	VELVET/USDT:USDT	0.059015	80	6756 ms	10s flat 0.042362 30s flat 0.042362 60s flat 0.042362	advanced ready
2026-09-22 10:47:06.263526+02:00	htx	VELVET/USDT:USDT	0.05906	80	5834 ms	10s long 0.076194 30s long 0.076194 60s long 0.076194	advanced ready
2026-09-22 10:46:54.430266+02:00	gate	VELVET/USDT:USDT	0.059	68	11070 ms	10s flat 0.033898 30s flat 0.033898 60s flat 0.033898	advanced ready
2026-09-22 10:46:43.163258+02:00	binance	VELVET/USDT:USDT	0.059015	80	6454 ms	10s flat 0 30s flat 0 60s flat 0	advanced ready
2026-09-22 10:46:36.289918+02:00	htx	VELVET/USDT:USDT	0.059045	80	6769 ms	10s flat 0.025404 30s flat 0.025404 60s flat 0.025404	advanced ready
2026-09-22 10:46:23.616309+02:00	gate	VELVET/USDT:USDT	0.058975	68	11154 ms	10s flat 0.042391 30s flat 0.042391 60s flat 0.042391	advanced ready
2026-09-22 10:46:12.285073+02:00	binance	VELVET/USDT:USDT	0.05902	80	6644 ms	10s flat -0.008472 30s flat -0.008472 60s flat -0.008472	advanced ready
2026-09-22 10:46:05.205225+02:00	htx	VELVET/USDT:USDT	0.059075	80	6622 ms	10s short -0.050783 30s short -0.050783 60s short -0.050783	advanced ready

Price

Best bid: 0.05899
Best ask: 0.05922
Spread: 0.00023
Spread %: 0.389138
Mid price: 0.059105
Last price: 0.05918
Mark price: -
Index price: -

Order Book

Bid depth 5: 10036
Ask depth 5: 45729
Bid depth 10: 56216
Ask depth 10: 73996
Bid depth 20: 98443
Ask depth 20: 98255
Imbalance 5: -0.640061
Imbalance 10: -0.136547
Imbalance 20: 0.000956
Top bid size: 653
Top ask size: 2523
Bid wall score: 0.006633
Ask wall score: 0.025678

Dynamics

Bid depth 5 delta: -14801
Ask depth 5 delta: -186141
Imbalance 5 delta: 0.166434
Bid depth 10 delta: -92725
Ask depth 10 delta: -189050
Imbalance 10 delta: 0.140416
Spread delta: 0.00005
Mid price delta: 0.000045
Wall shift score: -0.016288

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: 0.05903167
Mid median: 0.05902
Price deviation %: 0.124227
Spread %: 0.07623

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: 5697
Order book timestamp: 2026-09-22 10:47:35.346000+02:00
Ticker timestamp: 2026-09-22 10:47:35.798000+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	0.025379	0.025379	0.025379	0.025379	0.025379	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025379	0.025379	0.025379	0.025379	0.025379	-0.025379	yes
30s	flat	0.025379	0.025379	0.025379	0.025379	0.025379	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025379	0.025379	0.025379	0.025379	0.025379	-0.025379	yes
60s	flat	0.025379	0.025379	0.025379	0.025379	0.025379	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025379	0.025379	0.025379	0.025379	0.025379	-0.025379	yes

Price

Best bid: 0.05897
Best ask: 0.05907
Spread: 0.0001
Spread %: 0.169434
Mid price: 0.05902
Last price: 0.05905
Mark price: 0.05902
Index price: 0.05896

Order Book

Bid depth 5: 120
Ask depth 5: 128
Bid depth 10: 231
Ask depth 10: 295
Bid depth 20: 482
Ask depth 20: 761
Imbalance 5: -0.032258
Imbalance 10: -0.121673
Imbalance 20: -0.224457
Top bid size: 7
Top ask size: 29
Bid wall score: 0.014523
Ask wall score: 0.038108

Dynamics

Bid depth 5 delta: 8
Ask depth 5 delta: 17
Imbalance 5 delta: -0.036742
Bid depth 10 delta: -5
Ask depth 10 delta: 35
Imbalance 10 delta: -0.073286
Spread delta: -0.00002
Mid price delta: 0.00002
Wall shift score: -0.031115

Tape

Buy volume: 148
Sell volume: 173
Buy/sell delta: -25
Buy/sell ratio: 0.855491
Avg trade size: 3.21
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.050804
Return 3: -0.253507
Volume 1: 39
Volume avg 5: 72.8
Momentum 5: -0.304054

Cross Exchange

Mid avg: 0.059025
Mid median: 0.059015
Price deviation %: -0.008471
Spread %: 0.101652

Funding / OI / Volume

Funding rate: 0.000062
Funding delta: 0.000001
Funding abs: 0.000062
Funding pressure: 0.000063
Open interest: -
Volume 24h: 15704100
Quote volume 24h: 936739
Price change 24h %: 0.05

Quality

Capture latency ms: 12224
Order book timestamp: 2026-09-22 10:47:24+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.843000+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	0.016943	0.016943	0.016943	0.016943	0.016943	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016943	0.016943	0.016943	0.016943	0.016943	-0.016943	yes
30s	flat	0.016943	0.016943	0.016943	0.016943	0.016943	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016943	0.016943	0.016943	0.016943	0.016943	-0.016943	yes
60s	flat	0.016943	0.016943	0.016943	0.016943	0.016943	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.016943	0.016943	0.016943	0.016943	0.016943	-0.016943	yes

Price

Best bid: 0.05901
Best ask: 0.05902
Spread: 0.00001
Spread %: 0.016945
Mid price: 0.059015
Last price: 0.05904
Mark price: -
Index price: -

Order Book

Bid depth 5: 14450
Ask depth 5: 11990
Bid depth 10: 27128
Ask depth 10: 69943
Bid depth 20: 219545
Ask depth 20: 216232
Imbalance 5: 0.093041
Imbalance 10: -0.441069
Imbalance 20: 0.007603
Top bid size: 872
Top ask size: 4131
Bid wall score: 0.003972
Ask wall score: 0.019104

Dynamics

Bid depth 5 delta: 4842
Ask depth 5 delta: -34846
Imbalance 5 delta: 0.752597
Bid depth 10 delta: -1216
Ask depth 10 delta: -36435
Imbalance 10 delta: 0.138153
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.045355

Tape

Buy volume: 144620
Sell volume: 78600
Buy/sell delta: 66020
Buy/sell ratio: 1.839949
Avg trade size: 2232.2
Large trade count: 6
Largest trade size: 28839

Candle

Return 1: -0.016935
Return 3: -0.118423
Volume 1: 254
Volume avg 5: 40550.8
Momentum 5: -0.287114

Cross Exchange

Mid avg: 0.059025
Mid median: 0.059015
Price deviation %: -0.016942
Spread %: 0.101652

Funding / OI / Volume

Funding rate: 0.00026599
Funding delta: -0.00000453
Funding abs: 0.00026599
Funding pressure: 0.00027052
Open interest: 73135839
Volume 24h: 92232709
Quote volume 24h: 5529337.7162
Price change 24h %: 0.017

Quality

Capture latency ms: 6756
Order book timestamp: 2026-09-22 10:47:10.857000+02:00
Ticker timestamp: 2026-09-22 10:47:02.782000+02:00
Trades timestamp: 2026-09-22 10:47:07.478000+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	0.042362	0.042362	0.042362	0.042362	0.042362	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042362	0.042362	0.042362	0.042362	0.042362	-0.042362	yes
30s	flat	0.042362	0.042362	0.042362	0.042362	0.042362	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042362	0.042362	0.042362	0.042362	0.042362	-0.042362	yes
60s	flat	0.042362	0.042362	0.042362	0.042362	0.042362	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042362	0.042362	0.042362	0.042362	0.042362	-0.042362	yes

Price

Best bid: 0.05897
Best ask: 0.05915
Spread: 0.00018
Spread %: 0.304775
Mid price: 0.05906
Last price: 0.05918
Mark price: -
Index price: -

Order Book

Bid depth 5: 24837
Ask depth 5: 231870
Bid depth 10: 148941
Ask depth 10: 263046
Bid depth 20: 320056
Ask depth 20: 865312
Imbalance 5: -0.806495
Imbalance 10: -0.276963
Imbalance 20: -0.459989
Top bid size: 654
Top ask size: 4154
Bid wall score: 0.002043
Ask wall score: 0.004801

Dynamics

Bid depth 5 delta: 3790
Ask depth 5 delta: 15530
Imbalance 5 delta: 0.016182
Bid depth 10 delta: 89884
Ask depth 10 delta: 25938
Imbalance 10 delta: 0.324226
Spread delta: 0.00001
Mid price delta: 0.000015
Wall shift score: 0.013532

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: 0.05902
Mid median: 0.059015
Price deviation %: 0.067774
Spread %: 0.076245

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: 5834
Order book timestamp: 2026-09-22 10:47:04.482000+02:00
Ticker timestamp: 2026-09-22 10:47:04.764000+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	long	0.076194	0.076194	0.076194	0.076194	0.076194	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.076194	0.076194	0.076194	0.076194	0.076194	-0.076194	yes
30s	long	0.076194	0.076194	0.076194	0.076194	0.076194	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.076194	0.076194	0.076194	0.076194	0.076194	-0.076194	yes
60s	long	0.076194	0.076194	0.076194	0.076194	0.076194	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.076194	0.076194	0.076194	0.076194	0.076194	-0.076194	yes

Price

Best bid: 0.05894
Best ask: 0.05906
Spread: 0.00012
Spread %: 0.20339
Mid price: 0.059
Last price: 0.05898
Mark price: 0.05898
Index price: 0.05893

Order Book

Bid depth 5: 112
Ask depth 5: 111
Bid depth 10: 236
Ask depth 10: 260
Bid depth 20: 473
Ask depth 20: 746
Imbalance 5: 0.004484
Imbalance 10: -0.048387
Imbalance 20: -0.223954
Top bid size: 8
Top ask size: 7
Bid wall score: 0.016913
Ask wall score: 0.009383

Dynamics

Bid depth 5 delta: -16
Ask depth 5 delta: -30
Imbalance 5 delta: 0.052811
Bid depth 10 delta: -3
Ask depth 10 delta: -30
Imbalance 10 delta: 0.048021
Spread delta: 0.00001
Mid price delta: 0.000025
Wall shift score: -0.006755

Tape

Buy volume: 146
Sell volume: 169
Buy/sell delta: -23
Buy/sell ratio: 0.863905
Avg trade size: 3.15
Large trade count: 0
Largest trade size: 9

Candle

Return 1: 0.033898
Return 3: -0.21978
Volume 1: 68
Volume avg 5: 80.6
Momentum 5: -0.371371

Cross Exchange

Mid avg: 0.05901167
Mid median: 0.059015
Price deviation %: -0.01977
Spread %: 0.118621

Funding / OI / Volume

Funding rate: 0.000061
Funding delta: 0
Funding abs: 0.000061
Funding pressure: 0.000061
Open interest: -
Volume 24h: 15699100
Quote volume 24h: 936444
Price change 24h %: 0.05

Quality

Capture latency ms: 11070
Order book timestamp: 2026-09-22 10:46:53+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.813000+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	0.033898	0.033898	0.033898	0.033898	0.033898	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033898	0.033898	0.033898	0.033898	0.033898	-0.033898	yes
30s	flat	0.033898	0.033898	0.033898	0.033898	0.033898	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033898	0.033898	0.033898	0.033898	0.033898	-0.033898	yes
60s	flat	0.033898	0.033898	0.033898	0.033898	0.033898	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.033898	0.033898	0.033898	0.033898	0.033898	-0.033898	yes

Price

Best bid: 0.05901
Best ask: 0.05902
Spread: 0.00001
Spread %: 0.016945
Mid price: 0.059015
Last price: 0.05901
Mark price: -
Index price: -

Order Book

Bid depth 5: 9608
Ask depth 5: 46836
Bid depth 10: 28344
Ask depth 10: 106378
Bid depth 20: 129847
Ask depth 20: 234233
Imbalance 5: -0.659556
Imbalance 10: -0.579222
Imbalance 20: -0.286712
Top bid size: 1403
Top ask size: 16699
Bid wall score: 0.010805
Ask wall score: 0.071292

Dynamics

Bid depth 5 delta: -1622
Ask depth 5 delta: 22354
Imbalance 5 delta: -0.288477
Bid depth 10 delta: 938
Ask depth 10 delta: 10441
Imbalance 10 delta: -0.023609
Spread delta: -0.00001
Mid price delta: -0.000005
Wall shift score: -0.049106

Tape

Buy volume: 127246
Sell volume: 79445
Buy/sell delta: 47801
Buy/sell ratio: 1.601687
Avg trade size: 2066.91
Large trade count: 5
Largest trade size: 28839

Candle

Return 1: -0.067739
Return 3: -0.287259
Volume 1: 37247
Volume avg 5: 39849
Momentum 5: -0.405063

Cross Exchange

Mid avg: 0.05901333
Mid median: 0.05902
Price deviation %: 0.002824
Spread %: 0.118617

Funding / OI / Volume

Funding rate: 0.00027052
Funding delta: 0
Funding abs: 0.00027052
Funding pressure: 0.00027052
Open interest: 73150473
Volume 24h: 92347563
Quote volume 24h: 5536124.00357
Price change 24h %: -0.068

Quality

Capture latency ms: 6454
Order book timestamp: 2026-09-22 10:46:41.008000+02:00
Ticker timestamp: 2026-09-22 10:46:28.616000+02:00
Trades timestamp: 2026-09-22 10:46:28.616000+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: 0.05896
Best ask: 0.05913
Spread: 0.00017
Spread %: 0.287916
Mid price: 0.059045
Last price: 0.05918
Mark price: -
Index price: -

Order Book

Bid depth 5: 21047
Ask depth 5: 216340
Bid depth 10: 59057
Ask depth 10: 237108
Bid depth 20: 418122
Ask depth 20: 569077
Imbalance 5: -0.822678
Imbalance 10: -0.601189
Imbalance 20: -0.152912
Top bid size: 654
Top ask size: 10160
Bid wall score: 0.001564
Ask wall score: 0.017853

Dynamics

Bid depth 5 delta: -32773
Ask depth 5 delta: 43598
Imbalance 5 delta: -0.297779
Bid depth 10 delta: -79694
Ask depth 10 delta: 33902
Imbalance 10 delta: -0.4127
Spread delta: 0.00004
Mid price delta: -0.00003
Wall shift score: -0.009289

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: 0.067636
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: 0.067636

Cross Exchange

Mid avg: 0.05902333
Mid median: 0.05902
Price deviation %: 0.036709
Spread %: 0.169425

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202861
Volume 24h: 279754
Quote volume 24h: 279754
Price change 24h %: -2.262593

Quality

Capture latency ms: 6769
Order book timestamp: 2026-09-22 10:46:33.046000+02:00
Ticker timestamp: 2026-09-22 10:46:33.338000+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	0.025404	0.025404	0.025404	0.025404	0.025404	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025404	0.025404	0.025404	0.025404	0.025404	-0.025404	yes
30s	flat	0.025404	0.025404	0.025404	0.025404	0.025404	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025404	0.025404	0.025404	0.025404	0.025404	-0.025404	yes
60s	flat	0.025404	0.025404	0.025404	0.025404	0.025404	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.025404	0.025404	0.025404	0.025404	0.025404	-0.025404	yes

Price

Best bid: 0.05892
Best ask: 0.05903
Spread: 0.00011
Spread %: 0.18652
Mid price: 0.058975
Last price: 0.05896
Mark price: 0.05896
Index price: 0.058955

Order Book

Bid depth 5: 128
Ask depth 5: 141
Bid depth 10: 239
Ask depth 10: 290
Bid depth 20: 468
Ask depth 20: 776
Imbalance 5: -0.048327
Imbalance 10: -0.096408
Imbalance 20: -0.247588
Top bid size: 29
Top ask size: 37
Bid wall score: 0.061966
Ask wall score: 0.04768

Dynamics

Bid depth 5 delta: 64
Ask depth 5 delta: -24
Imbalance 5 delta: 0.392721
Bid depth 10 delta: 47
Ask depth 10 delta: -19
Imbalance 10 delta: 0.137125
Spread delta: 0.00003
Mid price delta: -0.000095
Wall shift score: 0.052148

Tape

Buy volume: 171
Sell volume: 154
Buy/sell delta: 17
Buy/sell ratio: 1.11039
Avg trade size: 3.25
Large trade count: 0
Largest trade size: 9

Candle

Return 1: -0.067797
Return 3: -0.321217
Volume 1: 24
Volume avg 5: 71.8
Momentum 5: -0.472654

Cross Exchange

Mid avg: 0.059055
Mid median: 0.05907
Price deviation %: -0.135467
Spread %: 0.093134

Funding / OI / Volume

Funding rate: 0.000061
Funding delta: -0.000014
Funding abs: 0.000061
Funding pressure: 0.000075
Open interest: -
Volume 24h: 15695900
Quote volume 24h: 936255
Price change 24h %: 0.02

Quality

Capture latency ms: 11154
Order book timestamp: 2026-09-22 10:46:22+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 18:14:26.781000+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	0.042391	0.042391	0.042391	0.042391	0.042391	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042391	0.042391	0.042391	0.042391	0.042391	-0.042391	yes
30s	flat	0.042391	0.042391	0.042391	0.042391	0.042391	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042391	0.042391	0.042391	0.042391	0.042391	-0.042391	yes
60s	flat	0.042391	0.042391	0.042391	0.042391	0.042391	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.042391	0.042391	0.042391	0.042391	0.042391	-0.042391	yes

Price

Best bid: 0.05901
Best ask: 0.05903
Spread: 0.00002
Spread %: 0.033887
Mid price: 0.05902
Last price: 0.05905
Mark price: -
Index price: -

Order Book

Bid depth 5: 11230
Ask depth 5: 24482
Bid depth 10: 27406
Ask depth 10: 95937
Bid depth 20: 136349
Ask depth 20: 220290
Imbalance 5: -0.37108
Imbalance 10: -0.555613
Imbalance 20: -0.235367
Top bid size: 133
Top ask size: 2722
Bid wall score: 0.000975
Ask wall score: 0.012356

Dynamics

Bid depth 5 delta: 5085
Ask depth 5 delta: 524
Imbalance 5 delta: 0.220655
Bid depth 10 delta: 5157
Ask depth 10 delta: -2556
Imbalance 10 delta: 0.075849
Spread delta: -0.00001
Mid price delta: -0.000105
Wall shift score: -0.013718

Tape

Buy volume: 114580
Sell volume: 87082
Buy/sell delta: 27498
Buy/sell ratio: 1.315771
Avg trade size: 2016.62
Large trade count: 6
Largest trade size: 28839

Candle

Return 1: 0
Return 3: -0.219669
Volume 1: 0
Volume avg 5: 32399.6
Momentum 5: -0.337553

Cross Exchange

Mid avg: 0.05909
Mid median: 0.059075
Price deviation %: -0.118463
Spread %: 0.093078

Funding / OI / Volume

Funding rate: 0.00027052
Funding delta: 0
Funding abs: 0.00027052
Funding pressure: 0.00027052
Open interest: 73159072
Volume 24h: 92386545
Quote volume 24h: 5538419.51883
Price change 24h %: 0.051

Quality

Capture latency ms: 6644
Order book timestamp: 2026-09-22 10:46:10.130000+02:00
Ticker timestamp: 2026-09-22 10:45:53.436000+02:00
Trades timestamp: 2026-09-22 10:46:10.199000+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	-0.008472	-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: 0.05901
Best ask: 0.05914
Spread: 0.00013
Spread %: 0.220059
Mid price: 0.059075
Last price: 0.05918
Mark price: -
Index price: -

Order Book

Bid depth 5: 53820
Ask depth 5: 172742
Bid depth 10: 138751
Ask depth 10: 203206
Bid depth 20: 405205
Ask depth 20: 832364
Imbalance 5: -0.524898
Imbalance 10: -0.188489
Imbalance 20: -0.34516
Top bid size: 89
Top ask size: 6010
Bid wall score: 0.00022
Ask wall score: 0.00722

Dynamics

Bid depth 5 delta: 41860
Ask depth 5 delta: -34666
Imbalance 5 delta: 0.366061
Bid depth 10 delta: -163369
Ask depth 10 delta: -67123
Imbalance 10 delta: -0.244024
Spread delta: -0.00004
Mid price delta: -0.0001
Wall shift score: 0.017024

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: 0.067636
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: 0.067636

Cross Exchange

Mid avg: 0.05912333
Mid median: 0.059125
Price deviation %: -0.08175
Spread %: 0.177595

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 202858
Volume 24h: 279754
Quote volume 24h: 279754
Price change 24h %: -2.262593

Quality

Capture latency ms: 6622
Order book timestamp: 2026-09-22 10:46:02.746000+02:00
Ticker timestamp: 2026-09-22 10:46:03.184000+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	short	-0.050783	-0.050783	-0.050783	0.050783	0.050783	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050783	0.050783	0.050783	0.050783	-0.050783	0.050783	yes
30s	short	-0.050783	-0.050783	-0.050783	0.050783	0.050783	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050783	0.050783	0.050783	0.050783	-0.050783	0.050783	yes
60s	short	-0.050783	-0.050783	-0.050783	0.050783	0.050783	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.050783	0.050783	0.050783	0.050783	-0.050783	0.050783	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.