Go to Bitfinex
Log in or create a new account on https://www.bitfinex.com.
Follow to API
Hover the profile icon on the top right corner, then click API.
Click "Create New Key."
Name your key
When you have multiple APIs, a proper name helps to manage it.
Set the permissions to match the screen-shot above.
Click "Generate API Key."
Confirm with 2FA
If you don't have 2FA on Bitifnex, skip this.
Confirm with email
Open the email from Bitfinex and confirm.