Historical L2 Order Book Data

nkaz001 / collect-binancefutures

Collect BinanceFutures's trade and orderbook(depth) feeds.

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Historical L2 Order Book Data #3

Closed EkremSel closed 1 year ago

EkremSel commented 1 year ago

Is it possible to fetch historical market depth?

nkaz001 commented 1 year ago

This is for collecting live feed. You can find their official historical data at https://www.binance.com/en/landing/data, although it lacks some information for accurate backtesting.