Kraken Runtime Error

Hello, My Live Algorithm was running fine on a live node and I have been running it on and off for a couple of months now. I stopped the algo and restarted it without changing any code and I have been getting a runtime error:

 During the algorithm initialization, the following exception has occurred: Error getting cash balance from brokerage: An item with the same key has already been added. Key: XXBTAn item with the same key has already been added. Key: XXBT in BrokerageSetupHandler.cs:line 364 An item with the same key has already been added. Key: XXBT: StackTrace: An item with the same key has already been added. Key: XXBT in BrokerageSetupHandler.cs:line 364 An item with the same key has already been added. Key: XXBT 

I am not adding any securities called XXBT. I am only adding BTCUSD. Did anyone get this error? 

Tried redeploying several times but still same issue

#region imports

    using System;

    using System.Collections;

    using System.Collections.Generic;

    using System.Linq;

    using System.Globalization;

    using System.Drawing;

    using QuantConnect;

    using QuantConnect.Algorithm.Framework;

    using QuantConnect.Algorithm.Framework.Selection;

    using QuantConnect.Algorithm.Framework.Alphas;

    using QuantConnect.Algorithm.Framework.Portfolio;

    using QuantConnect.Algorithm.Framework.Execution;

    using QuantConnect.Algorithm.Framework.Risk;

    using QuantConnect.Parameters;

    using QuantConnect.Benchmarks;

    using QuantConnect.Brokerages;

    using QuantConnect.Util;

    using QuantConnect.Interfaces;

    using QuantConnect.Algorithm;

    using QuantConnect.Indicators;

    using QuantConnect.Data;

    using QuantConnect.Data.Consolidators;

    using QuantConnect.Data.Custom;

    using QuantConnect.DataSource;

    using QuantConnect.Data.Fundamental;

    using QuantConnect.Data.Market;

    using QuantConnect.Data.UniverseSelection;

    using QuantConnect.Notifications;

    using QuantConnect.Orders;

    using QuantConnect.Orders.Fees;

    using QuantConnect.Orders.Fills;

    using QuantConnect.Orders.Slippage;

    using QuantConnect.Scheduling;

    using QuantConnect.Securities;

    using QuantConnect.Securities.Equity;

    using QuantConnect.Securities.Future;

    using QuantConnect.Securities.Option;

    using QuantConnect.Securities.Forex;

    using QuantConnect.Securities.Crypto;  

    using QuantConnect.Securities.Interfaces;

    using QuantConnect.Storage;

    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;

    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;

#endregion

namespace QuantConnect.Algorithm.CSharp

{

    public class AlertTanParrot : QCAlgorithm

    {



        public override void Initialize()

        {

       

            SetAccountCurrency("USD");



 DefaultOrderProperties = new KrakenOrderProperties

            {

                TimeInForce = TimeInForce.GoodTilCanceled,

                PostOnly = false,

                FeeInBase = false,

                FeeInQuote = true,

                NoMarketPriceProtection = true

            };  

       

         //   EnableAutomaticIndicatorWarmUp = true;

            try{

            SetBrokerageModel(BrokerageName.Kraken, AccountType.Margin);

            }

            catch(Exception x)

            {

                Log("Exception During Setbrokerage Model "+ x.Message);

            }

           

            var a = AddCrypto("BTCUSD", Resolution.Minute, Market.Kraken );

            Securities["BTCUSD"].FeeModel = new KrakenFeeModel();

            SetCash(100000);             //Set Strategy Cash

           

            var startime = new DateTime(2023,01,01);



            SetStartDate(startime);

            SetEndDate(2022,11,8);



            SetEndDate(startime.AddDays(5)); // Set end date to last week



            Portfolio.MarginCallModel = MarginCallModel.Null;



            SetCash(100000);

            SetStartDate(2022, 8, 11);

            SetCash(100000);

           

       



        }



        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

        /// Slice object keyed by symbol containing the stock data

        public override void OnData(Slice data)

        {

            if (!Portfolio.Invested)

            {

             //   SetHoldings("SPY", 0.33);

           //     SetHoldings("BND", 0.33);

        .//        SetHoldings("AAPL", 0.33);

            }

        }



    }

}