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LUCIT-Systems-and-Development / unicorn-binance-rest-api

A Python SDK by LUCIT to use the Binance REST API`s (com+testnet, com-margin+testnet, com-isolated_margin+testnet, com-futures+testnet, us, tr) in a simple, fast, flexible, robust and fully-featured way.
https://unicorn-binance-rest-api.docs.lucit.tech
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Download Futures Order Book Historical Data #62

Open Animouse31 opened 1 year ago

Animouse31 commented 1 year ago

Is your feature request related to a problem? Please describe.

@oliver-zehentleitner

Can you add a new feature to download Futures Order Book Historical Data thru Rest API?

Binance is providing it thru a whitelisted account. There are two types of historical data we can download T-Depth and S-Depth.

Here's the explanation about it: https://www.binance.com/en/support/faq/binance-futures-order-book-historical-data-e707685b4e0f408fa7c1b9ccd8ea7aa9 and https://github.com/binance/binance-public-data/tree/master/Futures_Order_Book_Download

Describe the solution you'd like.

No response

Describe alternatives you've considered

No response

Additional context

No response

oliver-zehentleitner commented 1 year ago

Yes, I can do that, but it will take a while. If you want do implement it your self in the mean time, a PR is appreciated!