Setting based on pre-industrial mumbai (maybe with some early low-steampunk)

[Unoriginal]

I'm an American who has never been to India, much less Mumbai, but I'd like to get away from the traditional Eurocentric setting I tend to play in. Mumbai is the first place I think of when I think of "far away and exotic". What are some setting ideas I could do to bring in this flavor?

What do you know about pre-industrial Mumbai and what do you want in your setting?