And yes, what happens next is just what you think happens: you run a mixture of oxygen and fluorine through a 700-degree-heating block. "Oh, no you don't," is the common reaction of most chemists to that proposal, ". . .not unless I'm at least a mile away, two miles if I'm downwind." This, folks, is the bracingly direct route to preparing dioxygen difluoride, often referred to in the literature by its evocative formula of FOOF.Worth reading all the way through, and I'm really sorry I can't get my hands on the obscure book "Ignition!" that James refers to ("Buy Used $7,240.84 + $3.99 shipping"--man, they can't even throw in free shipping?) (5-star review: "I've read parts of this book. I'd do obscene and disgusting things to get my hands on a copy of my own...") (but here's a free PDF version).
So does anyone use dioxygen difluoride for anything? Not as far as I can see. Most of the recent work with the stuff has come from groups at Los Alamos, where it's been used to prepare national-security substances such as plutonium and neptunium hexafluoride. But I do note that if you run the structure through SciFinder, it comes out with a most unexpected icon that indicates a commercial supplier. That would be the Hangzhou Sage Chemical Company. They offer it in 100g, 500g, and 1 kilo amounts, which is interesting, because I don't think a kilo of dioxygen difluoride has ever existed. Someone should call them on this - ask for the free shipping, and if they object, tell them Amazon offers it on this item. Serves 'em right. Morons.