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I used magento and as my experience says the security is very very good, not perfect of course it still an open-source platform. Magento has great community that fix security threads every day.
I think the90% of security threats came from the developer not the platform
You can download books about security
Magento is opensource as an ecomerce solution as compare to many others ecommerce solutions available in the market. But each opensource has its own advantages and disadvantages. There is an opensource, a security risk is always there.