Diwali Mela or Diwali Fete are extremely popular not just in Delhi, India but all over in the world. Here is many things to do in Diwali mela in Delhi like: Shopping at Old Delhi, Shopping at Connaught Place, ILD Mall, etc.
http://www.ixigo.com/things-to-do-near-around-sunder-nagar-diwali-mela-delhi-lp-1753241