Asian city's market lacking nothing (4)
I believe the answer is:
agra
'asian city's' is the definition.
(Indian city)
'market lacking nothing' is the wordplay.
'market' becomes 'agora' (ancient Greek market area).
'lacking' is a deletion indicator.
'nothing' becomes 'O' (O resembles 0).
'agora' with 'o' taken away is 'AGRA'.
(Other definitions for agra that I've seen before include "includes Taj Mahal" , "Site of the TajMahal" , "city founded in 1566" , "North Indian city, former capital of the Mogul empire" , "Foreign city" .)