You have to start with the fundamentals, on two abstraction layers. The two layers are the financial abstractions (instruments, entities, ecologies) and technical ones (programs, networks, databases).
Since you're asking about the markets, let's leave the technical ones for now. They're a whole universe in themselves.
The fundamentals of instruments are things like the time value of money and optionality. Read Hull and Willmot, and maybe Natenberg. Whether you're a Venetian banker during the Renaissance or staking the newest, fanciest cryptocurrency, these books will illuminate how the instruments work. They are technical books, not so narrative as much as math. But from a few building blocks you will be able to understand how all sorts of things work, eg convertible bonds, rights issues, dividends (this is a surprisingly insanely deep rabbit hole), interest rate swaps, mortgages, ETFs, employee option grants, stablecoins.
The narrative perspective is absolute useful too. It's more reading per nugget, but Reminiscences is one of those things that shows you how regardless of how thing are done technologically (boys running around vs computers) there's a way the ecology works with the participants' incentives. There's also the stock market wizards books, interviews with mostly macro traders IIRC. Ed Thorpe's memoirs are pretty good at tying a certain kind of mathematical thinking to the markets. The Renaissance Technologies book that recently came out is excellent too. Poker Face of Wall Street, another one of those about connections between games and markets.
This would provide a grounding in being able to understand the kind of stuff Matt Levine writes, he writes good stuff but it's so diverse that without a foundation it just feels like a whole bunch of different things.
(Also if you ever have to expand on the technical layer, I’d be very interested.)
https://www.amazon.com/Devil-Take-Hindmost-Financial-Specula...
Financial shenanigans are major plot points.
Otherwise, you should also sign up to Matt Levine's Money Stuff.
George Selgin has some great books on history. His Good Money is a great start, but he also has things about more modern history.