Parlor Games by Maryka Biaggio. Publisher Random House’s blurb:
It’s 1887, and eighteen-year-old May Dugas has ventured to Chicago in hopes of earning enough money to support her family. Yet when circumstances force her to take up residence at the city’s most infamous bordello, she chooses to use her feminine wiles to extract not only sidelong looks but also large sums of money from the men she encounters. Insinuating herself into high society, May lands a well-to-do fiancé—until, that is, a Pinkerton detective named Reed Doherty intervenes.
Reed has made it his mission to bring May to justice, and he pursues her across the world, from Shanghai to London and back, until he makes one last daring attempt to corner her. But May still has a few tricks up her sleeve, tricks that just might prove she’s one tough woman to catch.