In black markets on the Deep Web accessible only through TOR (The Onion Router) as the payment method is mainly used Bitcoin and Monero.
On the markets, the conversations between the seller and the buyer are encrypted (PGP).

But how do you avoid scams?
Escrow is used on the market.

Escrow is a third party (trusted) that is opposed between seller and buyer.
Buyer buys from the seller and sends the money to the Escrow address (Bitcoins get stuck there). When the buyer receives the goods, he releases the Escrow which is turned over to the seller.
If, on the other hand, the buyer does not receive the goods, he opens a "dispute".
At this point it will be the seller who will have to prove that he has actually sent the package, otherwise the outstanding money will return to the buyer.

Obviously if the market is scam, the Escrow is also scam (maybe the admin itself is behind Escrow Service).