Yes, there is. Just go to the building on the Banma Line in Rua do Cunha at the bus stop on Bunbao Street, but if you want to buy food, you should go to the Macau Peninsula. Many residents in Taipa are like this. After all, there are more kinds of markets in the Macau Peninsula than in Taipa.

There are several markets in Macau: Youhan Market, Taishan Market, Red Market and Shalitou.