Secure the account

Scan for malware https://www.malwarebytes.com/
Deauthorize all other devices https://steamhost.cn/twofactor/manage
Change passwords from a clean computer
Generate new backup codes https://steamhost.cn/twofactor/manage
Revoke the API key https://steamhost.cn/steamcommunity_com/dev/apikey

Stop using third party skin trading/gambling scam sites or clicking suspicious links
#1

Also reported for bypassing the world filter.

You are solely responsible for the security of your account. It's likely been hijacked for a while.

1. Scan for malware ... Your account is compromised.
https://www.malwarebytes.com/
2. Check that the email and phone number on the Steam account are still yours.
3. Deauthorize all other devices. https://steamhost.cn/twofactor/manage
4. Change passwords from a clean computer.
5. Generate new backup codes for your Mobile App. https://steamhost.cn/twofactor/manage
6. Revoke the API key (there should be no key). https://steamhost.cn/steamcommunity_com/dev/apikey.

Do as the others have said and stop trusting random sites.

There are only 3 ways for others to get into your account:

1. You either got infected and had malware steal your active session, which means steam thinks it is your own doing. (Or you logged in on another infected machine)

2. You entered your login + Steam Guard code somewhere you were not supposed to. (Scanning the QR code to login does the same)

3. Someone else has/had physical access to your devices. (Or you forgot to logout after being in an internet café etc.)

You can't deny all 3 of these, it's impossible to get into your account otherwise.

Stolen wallet or items that way will not be refunded, as it is the users responsibility to make sure their accounts are safe.