Monster Hunter Bloodlines by Larry Correia

Monster Hunter International book 8

It opens with an auction. Owen and his team are interested in something sold there. MCB is interested in someone coming to buy. A thief arrives.

The consequences involve a con with a lot of people in costume, a bar, a small store where the clerk has been read in, a witch-hunter, much discussion of the value of the thing for various ends, a siege, an orc baby-sitter, and more.