What is the closest candidate for Dark Matter currently?
This arxiv post says if there is dark matter in the solar systems, its density should be below $\approx 1.4\cdot 10^{-20} \frac{g}{cm^3}$.

They tried to find the dark matter in the solar systems by measuring its possible gravitational effects.

Note, it is a negative result, i.e. they didn't find anything, but they are suspecting, if the dark matter density would be at least $\approx 1.4\cdot 10^{-20} \frac{g}{cm^3}$, they had found it.

There are various candidates what could it be, the currently considered most probable are the WIMPs (particles interacting only gravitationally and maybe weakly).