In April 2017 the market of Torrvieja moved to a new place arranged by Torrvieja town. It is found where the streets Avenida Delfina Viudes and Calle Panol meet each other. Map here.
The following text was valid until April 2017:
In Torrevieja there is a big market every Friday. If/when you are to visit the Scandinavian Centre, you will also find the market.
Map from harbour and Torrevieja center to the market.