Shades of Magic Series by V.E. Schwab.
The Shades of Magic series is the gaslamp fantasy phenomenon from #1 New York Times bestselling author V.E. Schwab.
Kell is one of the last Antari--magicians with a rare, coveted ability to travel between parallel Londons: Red, Grey, White, and, once upon a time, Black. Officially, he's an ambassador; unofficially, he's a smuggler. After an exchange goes awry, Kell escapes to Grey London and runs into Delilah Bard, a cut-purse with lofty aspirations. Now perilous magic is afoot, and treachery lurks at every turn. To save all of the worlds, they'll first need to stay alive.
"Full of magic, intrigue, adventure, deception, a bit of piracy...this will engage both adult and young adult fantasy readers alike." --Booklist (on A Gathering of Shadows)