The Feira de São Joaquim, on the bayside road north of the centre, is the working market that supplies the city — yams, dendê palm oil, sun-dried meat, live chickens, candomblé religious supplies, agricultural tools, fish straight off the boats. It is sprawling, chaotic, and not aimed at tourists, which is the point.
Go in the morning, bring as little as possible, and accept that you will get lost. Photographers will find it the best market in Brazil. Most visitors come back impressed.