Trading and Exchanges was my detailed introduction to what really happens in the markets. I wish I could find a similarly detailed and coherent book on corporat

Trading and Exchanges was my detailed introduction to what really happens in the markets. I wish I could find a similarly detailed and coherent book on corporate actions. It's a few years out of date, but not painfully so. Madoff was still a huge market maker, not a scandal, and it makes no mention liquidity rebates. Edit: I should add that I had no trading background before reading the book, I was just an engineer at a finance startup who still thought "order" and "trade" were synonyms.