Binance Futures Order Book History with a Public Gap Log

About

CandleFeed records Binance USD-M futures depth (100ms diff stream), trades, and 1,000-level REST snapshots every 5 minutes from three nodes in Tokyo and Singapore. A nightly job merges the feeds only where Binance's update-id chain stays continuous, and data that all three nodes missed is listed in a public gap log. Snapshots are tagged clean, straddle, or in_gap so replay can handle snapshots taken partway through a diff event. A sample endpoint without an account covers BTCUSDT and DOTUSDT for 2026-10-01.