There are way too many markets in Bangkok, each one of them has different operational hours so whenever you plan to go to one, just cross check on google for the hours it is open in, and then head out.
Lets talk about my favourite Ratchada Night train market, one of its kind, famous for the craziest and local food experience.
I love it 'cause it is the most colorful;
Is free if you just want to see around &
ofcourse has a crazy no. of food to choose from, being it from the tradtional desert which is the famous Mango sticky rice and chest nuts in coconut milk, crocodile, insects like scorpion, spiders, earthworms, silkworms and what not, you can get it all there, ranging from 50 THB to 100THB.
Tried this local dish called Pad thai in the night train market and it instantly became my favourite,
Cost me about 70THB for a plate, very filling and tastes the best with a little of lemon squeezed over it.