Show HN: Binance futures order book history from 3 nodes, with a public gap log

Category: database

Tags: market-data, binance, order-book, websocket, data-integrity

Score: 5.7/10 (Innovation: 5, Technical: 6, Documentation: 5, Utility: 6)

CandleFeed provides historical Binance USD-M futures order book (L2) and tick trade data by merging WebSocket captures from three independent nodes with strict chain-continuity checks. It publishes a public gap log documenting any missing data, offering transparency that is rare in market data services. This is useful for backtesting and research where data integrity is critical.

Target audience: quantitative traders, data engineers, researchers

Repository: https://candlefeed.ai/data/order-book/

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