The indoor Mercado de San Telmo is open all week and is not related to the Sunday "Feria de San Telmo" Market. It occupies an entire city block with exits on Carlos Calvo, Estados Unidos, Defensa, and Bolivar streets.
When I moved here in 2010, I lived one block from this market. The restaurants you see inside it today weren't there. It was 100% food vendors and antiques. I did my veggie shopping here!
For better or worse (or a blend of both), this market has become a dining hall in recent years with vendors leaving for tourist friendly parrillas.
There are great options for empanadas and steak here. I highly recommend Coffee Town if you're struggling to find good coffee in Buenos Aires. This is what you've been looking for.
There are still antique vendors on the Bolivar Street end of the market. You can find some great vintage clothes, antiques, and even the famous pinguino wine pitchers here. Exit to Bolivar and you'll find a lot of great restaurants and street art, like Saigon's excellent Vietnamese cuisine.
The exit to Defensa Street has newer shops dedicated to tourists with curated pieces from around the country. They're pricier than you'd find them in their respective provinces but if you're not traveling to the Northwest this is a great spot to pick up a souvenir.