The protest in Sheung Shui, not far from the Chinese city of Shenzhen, started peacefully but devolved into skirmishes, with demonstrators throwing umbrellas at police who retaliated by swinging batons and firing pepper spray.
Hong Kong police appealed to protesters on Saturday to refrain from violence and leave the area after scuffles in the town of Sheung Shui, where thousands of demonstrators had converged earlier in the day to protest against mainland Chinese traders.
The police made the announcement in a post on their website and in a message read out on television.
The protest in Sheung Shui, not far from the Chinese city of Shenzhen, started peacefully but devolved into skirmishes, with demonstrators throwing umbrellas and hard hats at police who retaliated by swinging batons and firing pepper spray.
Millions of people have taken part in street protests, with hundreds even storming the legislature on July 1, against the now-suspended extradition bill that would have allowed criminal suspects in Hong Kong to be sent to China to face trial.
TRT World spoke to journalist Joel Laby in Hong Kong for more
Critics see the bill as a threat to Hong Kong's rule of law. Chief Executive Carrie Lam suspended the bill last month in the face of opposition and this week said it was "dead", but opponents say they will settle for nothing short of its formal withdrawal.
Most of the protests have taken place in and around Hong Kong's central business district, but recently demonstrators have turned their sights to parts of the territory that have seen less political activity.
The have also sought to broaden support for the movement by focusing on narrower, more domestic issues.
Last Saturday, nearly 2,000 people marched in the residential district of Tuen Mun to protest against middle-aged mainland women they accused of brashly singing and dancing to pop songs in Mandarin, which many locals considered a nuisance.
Tens of thousands of protesters staged an anti-extradition march the next day through one of the most popular tourist shopping areas in Kowloon, where they tried to win support from mainland Chinese tourists.
On Saturday, the focus again turned away from downtown Hong Kong to Sheung Shui, a town close to the border where so-called "parallel traders" from the mainland buy bulk quantities of duty free goods which they then carry into China to sell.
The small-time mainland traders have long been a source of anger among some in Hong Kong who argue that they have fuelled inflation, dodged taxes, diluted the town's identity and caused a spike in property prices.
Jimmy Sham, convener of the Civil Human Rights Front, which has organised a string of major protests against the extradition bill, said the root problem was Hong Kong's lack of full democracy.
"The government, Carrie Lam, some legislators in functional constituencies are not elected by the people, so there are many escalating actions in different districts to reflect different social issues," he said.
"If political problems are not solved, social well-being issues will continue to emerge endlessly."
When Britain returned Hong Kong to China in 1997, Chinese Communist leaders promised the city a high degree of autonomy for 50 years.
But many say China has progressively tightened its grip, putting Hong Kong's freedoms under threat through a range of measures such as the extradition bill.
Anti-extradition protesters were planning another demonstration on Sunday in the town of Sha Tin, in the so-called New Territories between Hong Kong island and the border with China.