update with self.history

Author: arnavsinghvi11

docs/docs/deep-dive/language_model_clients/custom-lm-client.mdx

@@ -52,6 +52,7 @@ def __init__(model, api_key):
     self.model = model
     self.api_key = api_key
     self.provider = "default"
+    self.history = []
 
     self.base_url = "https://api.anthropic.com/v1/messages"
 ```