Found in 2 comments on Hacker News
peller · 2018-10-01 · Original thread
Related, Trading and Exchanges: Market Microstructure for Practitioners by Larry Harris is also excellent.

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

SirLJ · 2017-06-03 · Original thread
I wish as a kid I had access to the following:

"More Money Than God: Hedge Funds and the Making of a New Elite"

Market Wizards, Updated: Interviews With Top Traders

The New Market Wizards: Conversations with America's Top Traders

Hedge Fund Market Wizards: How Winning Traders Win

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