[peller]

Related, Trading and Exchanges: Market Microstructure for Practitioners by Larry Harris is also excellent.

https://www.amazon.com/Trading-Exchanges-Market-Microstructu...

These aren't really textbooks, but regardless, the Market Wizards series by Jack Schwagger is highly recommended:

https://www.amazon.com/Market-Wizards-Updated-Interviews-Tra...

https://www.amazon.com/New-Market-Wizards-Conversations-Amer...

https://www.amazon.com/Hedge-Fund-Market-Wizards-Winning/dp/...

[skatestuff → peller]

I second Trading and Exchanges, a phenomenal overview for folks who want to learn how brokerages and market making work.

[minhazm423 → peller]

Are you a trader?