API
Open the BitMEX API page by first clicking on your account name (email) the top right corner. Then, click Account and Security, and on the left sidebar, click API Keys.
Leave Key Permissions blank and Withdraw unchecked.
Click the Create API Key.
Copy your API key and secret to TokenTax.
CSV
At the top right, to the right of where it says "Wallet," click "Save as CSV". Note that we require the wallet history, not the trading / execution history.
Upload your CSV file to TokenTax.