Wicked City by Alaya Johnson

In an alternate-reality past, 1920s New York is dealing not only with the Prohibition, but also with a controversial new intoxicant for its vampire population called Faust. Should that also be prohibited? Because the alcohol prohibition has worked out so well (not).

Our do-gooder heroine, Zephyr Hollis, grew up in a famous vampire killing family. But on her own as an adult, she's softened her views and taken up campaigning rather than staking. Her best friend is a mystic, and she's accidentally magically bound to a djinni.

This is the second book in the Zephyr Hollis series, and I occasionally felt like I should have read the first book to give me some additional background, but it wasn't strictly necessary for the story. I had a tough time tracking down the first book, but I'll be giving that a try also, soon. And this book ends with a dramatic phone call, certainly indicating another book in the works.