Fleamarkets: informal, possibly tacitly "not seen" (depending upon the authoritarianism they work under, and may be "officially" unseen as a safety-valve but still quietly policed/monitored for intelligence purposes and to close down truly dangerous sales), ripe for various degrees of trading legalities or lack-thereof.
Floating Markets: 'spontaneous' or at least arranged to be irregular in location (if not in frequency) and maybe a reaction to the perceived problems of the fleamarkets being secretly tool of the government.
Speakeasy-type 'private establishments' where (without official oversight or sort of excluded by upward-corruption/quid-pro-quo) shady deals (and other things) might happen in smokey alcoves.
New to town (and without a reputation) you could probably find a fairly sanitised "flohmarkt" (my main experience of these, IRL, being in Germany and ex-Eastern Berlin in particular) quite easy, anywhere where people can handily lay out wares without being explicitly discouraged by residents and authorities alike.
By knowing the right people to ask (or the right sort of people to ask where the right people to ask are) you could maybe discover the next imminent floating market. Maybe asking the right questions (and not asking the wrong ones) at the previous place? Likely to be more anarchic, except for Unwritten Rules that you might easily fall afoul of, and dangerous.
Again, the right kind of questions of the right kind of wrong-uns might lead to that variously discreet door, behind which are various discrete levels of checking. Once inside, less intrinsically dangerous but with plenty of behavioural rules you could fall afoul of if you present yourself badly (or annoy the kind of person who has reputation or influence enough to get a bye) or i any way threaten the sanctity of the establishment itself.
And then, somewhere in the middle of that all, there's the CMOT Dibblers. Perhaps purveying pies containing anything from 'meat' (named meat, if you're lucky!) to passwords.