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There is no need (or way) to mark Market books as received. We send them out with Delivery Confirmation, so the P.O. lets us know electronically that the book was received. In the rare instance that a book shows up on your bookshelf (on hold) that you didn't actually receive yet, you could send in feedback about it after waiting a day or so. My experience has shown that occasionally (but pretty rarely) the P.O. notifies us of delivery a day or two before the book actually gets there.
Hope this answers your question!