It is a mart for transfrontier trade with Tibet and Yarkand.
c.1400, from Old French frontier "prow of a ship, front rank of an army" (13c.), noun use of adjective frontier "facing, neighboring," from front "brow" (see front (n.)).
Originally the front line of an army, sense of "borderland" is first attested early 15c. In reference to North America, from 1670s; later with a specific sense:
What is the frontier? ... In the census reports it is treated as the margin of that settlement which has a density of two or more to the square mile. [F.J. Turner, "The Frontier in American History," 1920]Frontiersman is from 1782.