Interesting ideas, also I agree that diplomacy isn't diminished if trade at such a market would be much more expensive.
To make implementation easier and therefore more probable I would be content with not a market as such, but with trade opportinities as events. From time to time you would get an event message like
"A strange black cubicle with irregular surface and edge length of more than a kilometre materialized near your home planet out of nowhere. After the initial shock it turns out that the object is a merchant ship from far away that travels the galaxy in search of favorable trading opportunities.
You have several options:
- Buy 10 Durantium for 1000 BC.
- Buy 2 Arnor Spice for 1000 BC.
- Shoot the ship down and loot the wreckage (4 Durantium, 1 Arnor Spice, 500 BC, 10 Malevolent Points)"
Of course it would be even better if the last option would trigger a battle with the local forces orbiting the home planet and the loot (in case of a win) would be randomized.