Yup. I think there’s no doubt. Gyms and Waton’s sell whey protein but the prices are much higher than on Taobao. Be sure to buy from highly-ranked sellers on Taobao, though. If Brendan or Vincent see this they may have specific recommendations on sellers or brands, I don’t know much about that.
I still sell protein to a few guys in Chengdu. Most popular is BSN’s Syntha 6, which I now sell for 470 per 5lb tub. Other brands/products are available.