Different candles are made of different waxes, or blends of waxes. Paraffin is very soft, and has a low melting temp. Try finding candles made from Palm wax. Here, take a look at this:

http://demo.interaksi.co.id/wax/faq.html

Also synthetic beeswax has a very high melting temp.

Petrochem makes some more exotic very hard waxes that melt at or above the boiling point of water. If candles are your thing, there's lots you can do.

I dip my candles in elmers glue and stow. The glue keeps them from flowing if they get too hot.