Double jeopardy means that you cannot be forced to go to trial on the same charges more than once (there are a number of exceptions to this, but that is the basic definition). You cannot be arrested and tried in a new case for the same crime that sent you to prison. However, if the warrant is for an offense that you have never gone to trial on before, then there is no double jeopardy issue.
You do clearly need a criminal defense attorney.
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Double Jeopardy prevents the government from pursuing criminal charges for the same act twice. It attaches after the trial on the charge has begun. Unfortunately, they can do exactly what they did in your case.
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Double Jeopardy only applies to the same conduct. If you have an outstanding warrant for other conduct, they can still prosecute you for that conduct. There is no requirement for the prosecution to bring all cases to trial prior to you being sentenced on one case. You may have defenses (such as a right to a speedy trial), so you should hire a good criminal defense attorney.