Congrats on your bird - but when you said you didnt see anything so awful - I guess you don't know anyone who's bought from fleamarkets. I do.
Here in Houston they sell them at a few different places - I know 3 people in the last 6 years who didn't know better and bought a puppy - (not at the same Flea Market either) 2 of the puppies died from Parvo - the other puppy had worms really REALLY bad.
Flea Market Pets are pretty much sold without any care to their welfare
you're taking a chance bringing home a bird and I would def take it to your vet to get it checked out. I don't really know anything about birds at all - but if it were me - that's what I would do.
Flea markets rank right up there with those people on the side of the road selling puppies - you never know what you're getting. For anyone wanting a healthy dog - NEVER buy from a Flea Market