It's almost impossible to run these markets without slipping up somewhere. It seems this guy was actually directly involved with the dealing though and wasn't just a Ulbruct type who created it and let others do the actual business. I wouldn't recommend running one from any western countries and make sure whatever country you are in doesn't have the death penalty for drugs offenses.
You cant say that because you dont know the size of the market.
you always need 2 out of 3 values to know this.
so in holland they researced drug use and siezed amounts.
and they came to a conclusion that the chance to get busted it about 1-4% at most.