I finally went through an absorbing book Trading and Exchanges: Market Microstructure for Practitioners written by Larry Harris.

Book itself was published in 2003, but it still holds essential knowledge about markets and their mechanics. I dedicate this book truly to people who think about investments or have a genuine interest in how markets work and what kind of participants we can find on them.

From my perspective chapters that lifted up my knowledge where Part III - Speculators and Part IV - Liquidity Suppliers

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