EF Core and MySql query is too slow

I have 2 tables named markets and exchanges in mysql.
There are approximately 1.5 million records in the exchanges table.
I would like to get records from exchanges table with the highest update date of each market. As a result of the query, I want to return a list with only one recent update for each market.
I created a query like the following with linq. But he responds very slowly.
Approximately 7-8 minutes. How do I fix this problem?

Thanks for your answers.

var query = (from exchange in _context.Exchanges
             join market in _context.Markets on exchange.MarketId equals market.Id
             where market.TypeId == 1
             group exchange by exchange.MarketId into grp

             let maxdate = grp.Max(x => x.LastUpdatedDateTime)

             from exchanges in grp
             where exchanges.LastUpdatedDateTime == maxdate
             select new DtoGetAllMarketsWithLastExchanges
             {
                 Id = exchanges.MarketId,
                 Code = exchanges.Markets.Code,
                 Name = exchanges.Markets.Name,
                 LastBuyPrice = exchanges.LastBuyPrice,
                 LastSellPrice = exchanges.LastSellPrice,
                 SeoUrl = exchanges.Markets.SeoUrl,
                 Icon = exchanges.Markets.Icon,
                 LastUpdateDate = exchanges.LastUpdatedDateTime,
                 Rate = exchanges.Rate
             }).ToList();

Markets Entity Class;

[Table("Markets")]
public partial class Markets : BaseEntity
{
    public int TypeId { get; set; }

    public string Code { get; set; }

    public string Name { get; set; }

    public byte Unit { get; set; }

    public int OrderNumber { get; set; }

    public string Icon { get; set; }

    public string SeoUrl { get; set; }

    public virtual List<Exchanges> Exchanges { get; set; }
}

Exchanges Entity Class;

[Table("Exchanges")]
public partial class Exchanges : BaseEntity
{
    public int MarketId { get; set; }

    public double LastBuyPrice { get; set; }

    public double LastSellPrice { get; set; }

    public double Rate { get; set; }

    public DateTime CreatedDateTime { get; set; }

    public DateTime LastUpdatedDateTime { get; set; }

    [ForeignKey("MarketId")]
    public virtual Markets Markets { get; set; } 

}