How about this: Markets have a reach, a distance. A trader can interact with any markets within reach. A market acts like a message channel, so all traders within reach of it can talk to each other. It also acts as an exchange, so they can not only chat, but also trade. Trading would become a lot more interactive.
Additionally, this would a "border town" feel to border towns; I assume most traders would stay on borders to be able to spot inter-realm opportunities, while bankers keep control on some intra-realm trading. I really like this.
