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timestamp correction #5

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timestamp correction #5

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6 changes: 5 additions & 1 deletion cryptofeed/exchanges/kucoin.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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]:
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