Musannaf Ibn Abi Shayba 28:194

Muhammad ibn Abi ‘Adi narrated to us, from Ibn ‘Awn, from ‘Umayr ibn Ishaq, who said: It was said to them on the day of Badr, "Mark yourselves, for the angels have marked themselves." He said: So the first time wool was used [as a mark] was for that day.