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);
            }
        }
    }
}
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