Log in to Liquidity One (L1).
Click on your avatar in the top right corner.
Click on "Profile"
Click on "API"
Click on [Create an API Key].
Make up a name such as MW and click [Create].
Fill in your password you use to log in to L1 and click [Submit].
Fill in your authenticator code and then click [Verify].
Note that the API secret only appears once here so if you want to use it again, you must save it in a safe place or retrieve it from MW after you have entered it there. Usually it is enough to add it to MW once and if you lost it on the way, it is also easy to repeat the above and create a new one. To copy it, click on "Copy" below the code and paste in any location or click "Save" and a text file will be created and saved locally on your computer. Note that only the API Secret is saved in the file and not the Key ID but the latter can be retrieved from L1 whenever you want and you can retrieve both from MW after entering them once.

Now log in to MW.
Click on "Trade Accounts"
Click on [Add Account] in the "Crypto Accounts" section.
Select LiquidityOne under "API Exchange" and click [Continue].
You cannot currently whitelist IP addresses at L1 so just click [Continue].
Copy the API Key from L1, memorise what letters or numbers it starts and ends with. Click on the eye and double-check these when you have pasted everything at MW so that they are correct and that you have not included any extra spaces or similar at the beginning or end. Repeat the same thing with API Secret. Check that it still says LiquidityOne in the dropdown above and then click [Submit]. Click [Ok] and you are done. Now click on [Access Trade Interface] or "Crypto interface" and in this view you should see what you have in your wallet.