Nyx and Jaz (The Infinity Project; Infinity: Prime Book 1) by Saje Williams

Nikki Sanchez is desperate. Her father has been framed and is scheduled for execution by a rogue government. She can hear agents banging on her door, eager to tie up loose ends. Utterly out of options, she's pulled back into a memory of an urban legend from her childhood. In the bathroom mirror she speaks the words. "Lady of Blades." As the third repetition tumbles from her lips, she hears the agents burst through the door. She steps out to meet them, certain she's about to die. Fate has other ideas. As does the Lady of Blades.