Download Futures Order Book Historical Data

[Animouse31]

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

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Additional context

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[oliver-zehentleitner]

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!