Legends of the Long Night

Legends of the Long Night is a history book, researching scattered legendary accounts of the Long Night 8,000 years ago, when the White Walkers first attempted to destroy the world of the living.

In the books
No such book has been mentioned by name in the A Song of Ice and Fire novels. The on-screen text of the book in the Season 7 premiere is actually a block quote from The World of Ice and Fire.