Armour and clay are both already on the market, however it's currently cheaper to just buy the diamonds/iron and make it yourself.
Clay is on the market, although will require you to combine 4 to make a clay block then cook to make hardened clay, then dye what colour you want. For dyeing, lapis, bone meal, cactus, dandelion and roses are also purchasable on the market, meaning black is the only primary dye not found on the market.
I'm using old guest market as a point of reference here, which you can access by doing /warp guest2 followed by /warp market.
P.S. LIEKABOWSE beat me to it, but I'll say it anyway due to the clay comment.