From 64243b0a6eb052b659141b5833945436c3b9875a Mon Sep 17 00:00:00 2001
From: Chris Gilbert <chris@elixir.finance>
Date: Mon, 19 Dec 2022 14:14:37 -0500
Subject: [PATCH] timestamp correction

---
 cryptofeed/exchanges/kucoin.py | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/cryptofeed/exchanges/kucoin.py b/cryptofeed/exchanges/kucoin.py
index 405a95280..d93feed41 100644
--- a/cryptofeed/exchanges/kucoin.py
+++ b/cryptofeed/exchanges/kucoin.py
@@ -343,7 +343,11 @@ async def _process_l2_book(self, msg: dict, symbol: str, timestamp: float):
 
         self.seq_no[symbol] = data['sequenceEnd']
 
-        ts = data['time'] / 1000
+        if 'time' in data:
+            ts = data['time'] / 1000
+        else:
+            LOG.debug("No timestamp data returned by Kucoin websocket.")
+            ts = None
         delta = {BID: [], ASK: []}
         for s, side in (('bids', BID), ('asks', ASK)):
             for update in data['changes'][s]: