What?  lol.  Nope, that response made no sense to me they sent me.  I asked more about it and they actually replied saying they sent the wrong message.   

My VPN was pointing to Canada where they are blocking trading and my IP address was coming from there so they were blocking my trading.   

So lesson going forward, don't point your VPN to location that is being blocked 

I've submitted a support request with them from their support page.  https://www.bitmex.com/app/support

Will report back with what happens


Edit: Sooooo this was their response... wow 
https://i.imgur.com/YTyXawr.jpg

Just wanted to say I am now having the same issue unfortunately.   Just started happening today.   No matter what leverage or amount I put in I get the message stating it exceeds my risk limit.  Tried changing the risk limit to the max and using zero leverage and only buying 1 unit.  Still says same thing.   Been using Bitmex for months...  Hopefully it resolves itself soon.

Up about 16% today so far.  Hopefully others ignored this predication as well!  Bought a bunch this morning.  Planning on holding and watch it keep moving up!