If you get such an error, then you did not (or not correctly) follow step 2 of the instructions:

  1. Log in into your KuCoin account and navigate to the API page (https://kucoin.com/account/api)
  2. Enter 'cointracking' into the API Passphrase field
  3. Create a new API key
  4. DISABLE the trade permission for your new API key
  5. Enter your Key and your Secret here

... and generate another key.