Go to BitMEX
Log in or create a new account on https://www.bitmex.com/.
Open account dashboard
Click the profile email on the top right corner, then click Account & Security.
Follow to API
Click "API keys" on the left side menu.
Name your key
When you have multiple APIs, a proper name helps to manage it.
You must select "Order Cancel" to use the key with 3Commas.
Click "Create API Key"
Don't change other settings to avoid problems.