Thundering Jupiter. The inhabitants of this new place conversed at the tops of their voices, as they held harsh, pointlessly long arguments - though when I looked out hoping to see a knife fight, they were all just shrugging casually and strolling off with loaves under their elbows. The level of street sound seemed absurd. Unnecessary bells clanged to no purpose. Even the donkeys were noisier than at home.

I fell back into bed. Uncle Fulvius had said we could sleep in as long as we liked. Well, that got the maids clattering up and down the stone stairs. One even burst in on us to see if we were up yet. Instead of vanishing discreetly, she just stood there in her shapeless shift and sloppy sandals, grinning.

‘Don’t say anything!’ Helena muttered against my shoulder, though I thought her teeth were gritted.

When the servant or slave left, I raved for a while about how many loathsome indignities are imposed upon blameless travellers via that filthy phrase, remember, darling, we are guests!

Never be a guest. Hospitality may be the noblest social tradition of Greece and Rome, possibly of Egypt too, but stick it straight back in the sweaty armpit of whatever helpful relative wants to bore you to death with his army stories, or the very old friend of your father who hopes to interest you in his new invention - whichever menace has invited you to share his inconvenient foreign house. Pay your way in an honest mansio. Preserve your integrity. Keep the right to shout get lost!

‘We are in the East,’ Helena soothed me. ‘They say the pace of life is different.’

‘Always a good excuse for foreigners’ ghastly incompetence.’

‘Don’t be bitter.’ Helena rolled into my arms and snuggled, becoming once more comfortable and comatose.

I had a better idea than sleeping. ‘We are in the East.’ I murmured. ‘The beds are soft, the climate balmy; the women are sinuous, the men obsessed with lust -’

‘And don’t tell me, Marcus Didius - you want to put a new entry on your list of “cities where I have made love”?’

‘Lady, you always read my mind.’

‘Easy enough,’ suggested Helena cruelly. ‘It never changes.’

This was the life. We were in the East. We had no pressing business and breakfast would go on being served all morning.

I knew the arrangements for breakfast because Fulvius had told me. As a man with a past he never talked about, who was engaged in trades he kept mysterious, my maternal uncle tended to be terse (unlike the rest of our family), so he imparted vital information with unsparing clarity. His house rules were few and civilised: ‘Do what you like but don’t attract attention from the military. Turn up for dinner on time. No dogs on the reading couches. Children under seven to be in bed before dinner starts. All fornication to be conducted in silence.’ Well, that was a challenge. Helena and I were enthusiastic lovers; I was eager to see if it was feasible.

We had left my dog in Rome but had two children under seven - Julia, approaching five, and Favonia, two. I had promised they would be exemplary house guests and since they were fast asleep when we arrived, nobody yet knew otherwise. With us too was Albia my foster-daughter, who was probably about seventeen, so sometimes she attended formal meals like a very shy grown-up or sometimes she stormed off to her room with a murderous scowl, taking all the sweetmeats in the house. We had found her in Britain. She would be a poppet one day. So we told ourselves.

Albia was a fixture, on her second major trip with us. Helena’s brother Aulus was an unexpected addition to my party. He could be a trial when he wanted to be; since he was an abrasive character, that was frequent. Aulus Camillus Aelianus, the elder of Helena’s two brothers, had worked as my assistant in Rome before he took himself off to learn law at Athens, after (for the fourth or fifth time, to my knowledge) he was blindingly struck by his ‘real’ vocation. Like all students, immediately his family thought he was finally settling down in a prestigious, extremely expensive university, he heard through some grapevine that there was better teaching at another one. Or better parties and the chance of a better love life, anyway. When we dropped in to visit him last month, he hitched a free ride on our ship, saying he passionately wanted to study at the Alexandria Museion. I said nothing. His father would pay for it. The senator, a diligent, tolerant man, would just be thankful that Aulus had not - so far - expressed a wish to be a gladiator, a master forger or a writer of ten-scroll epic-poetry.

Fulvius could not have known I would bring my wastrel brother-in-law, but he expected the rest. My mother’s brother, the most complicated of a crazy trio, years ago Uncle Fulvius ran away from home to join the cult of Cybele in Asia Minor. After that, he was not seen for a good two decades, during which he was known as ‘the one we never talk about’ - though of course he always came under avid discussion at family parties, once enough wine had been drunk and people got on to insulting absent members. I grew up with many a dainty auntie chewing on bread rolls toothlessly while speculating whether Fulvius had actually castrated himself with a flint, as devotees supposedly did.

I had encountered him a year back, in Ostia. I had been fully accompanied on that mission, so he knew I came with a tribe. His reappearance in Italy was a shock at the time. He now engaged in suspicious-sounding overseas activities, which presumably continued in some form now that he lived in Egypt. Being Fulvius, he had not bothered to explain why he moved here. At Ostia he and his crony Cassius took to Helena; at least, it had been to her that the couple addressed an invitation to stay in their Alexandrian house. They knew she wanted to see the Pyramids and the Pharos. Like me, Helena Justina had mental lists; a methodical tourist, she aimed to one day see all the Seven Wonders of the World. She liked numbered aims and ambitions; for a senator’s daughter, those ambitions were extravagantly cultural, which - she joked - was why she married me. We had done Olympia and Athens on a trip to Greece last year. En route to Egypt we had added Rhodes.

‘And how was the dear Colossus?’ Fulvius asked, when we joined him on the flat roof of his house. There the promised breakfast was indeed still being served, and judging by the crumbs on the tablecloth it had been going on for at least the past three hours.

‘Tumbled down in an earthquake, but the broken pieces are phenomenal.’

‘He’s a cutie - don’t you adore a man with thirty-foot thighs?’

‘Oh Marcus is muscular enough for me . . . Fulvius, thank you so much for inviting us - this is heavenly!’ Helena knew how to biff aside rude talk.

Fulvius allowed himself to be diverted. A paunchy figure in pristine Roman dress - ankle-length full whites - he was the kind of tetchy expatriate who did not believe in trying to fit in. Abroad, he wore a toga even on occasions when he would never have dreamed of bothering in Rome. Only his enormous cameo ring hinted at his exotic side.

Looking north across the ocean, Helena gazed out at the panorama of gorgeous sea views that simmered beneath a hot blue sky. My astute uncle had somehow acquired a house in the Brucheion region, once the royal quarter and still the most magnificent and sought-after place to live. Now that the incestuous royal Ptolemies had been kicked into oblivion by us Romans - deftly cleansing the world of rivals - the district was even more desirable to those with taste. We had glimpsed its atmospheric assets on arriving last night, for Alexandria was home to an enormous lamp-manufacturing industry; the streets here were gloriously lit at night, unlike every other city Helena and I had lived in - Corduba, Londinium, Palmyra, even our own dear Rome, where if lamps were hung up the burglars immediately doused them.