By 'on sale' I mean specially discounted prices, usually because merchandise is old or there's a surplus, or for a special occasion
I wasn't able to find reference to discounted prices, but I wouldn't rule out that such events happened. It is likely the case that these 'sales' would be informal, (i.e. announced orally in the markets as people passed by) and this would certainly account for a lack of evidence for the organisation of discount sales. If I've been ignorant of sources here I apologise, but I was unable to turn up anything.
Holiday sales on the other hand were a thing, however only in the sense that they would occur around holiday periods, and not (as far as I have found) that there would be special discounts in prices. Juvenal talks about the markets that would pop up around the Festival of Saturnalia and how much he enjoyed the festivities. The item bought as a gift for the celebrations was a sigilla, a little clay figurine. These had some religious association with the pagan festival, but also could be used as toys for kids. That's pretty much as close as you get to a modern Christmas sale as I have yet found.
Sources:
Trading Communities in the Roman World, Taco T. Terpstra
Juvenal, Satires, VI.153