A Darker Shade of Magic by V. E. Schwab

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Description from Goodreads: "Kell is one of the last Antari, a rare magician who can travel between parallel worlds: hopping from Grey London, to Red London, to White London, and back, but never Black London. Officially, Kell is the personal ambassador and adopted Prince of Red London, carrying the monthly correspondences between the royals of each London. Unofficially, Kell smuggles for those willing to pay for even a glimpse of a world they’ll never see, and it is this dangerous hobby that sets him up for accidental treason. Fleeing into Grey London, Kell runs afoul of Lila Bard, a cut-purse with lofty aspirations. She robs him, saves him from a dangerous enemy, then forces him to take her with him for her proper adventure. But perilous magic is afoot, and treachery lurks at every turn. To save both his London and the others, Kell and Lila will first need to stay alive—a feat trickier than they hoped."

Check out this video of V. E. Schwab talking about her inspiration for this book.