Fish Quay, seen above, is in the V&A Basin of the Waterfront, very close to the Clock Tower mentioned in this post a few days ago. Although I've never seen fish being offloaded, presumably because we normally visit the Waterfront over weekends or in the evening, I believe that visitors to the Waterfront can stand and watch as these deep-sea fishing boats dock and offload their super-fresh fish.

Unfortunately, I doubt that one can purchase fish directly from the boat captains here. If you're keen on this, then Kalk Bay harbour is the place to be, as recently caught fish can be bought directly from fishermen on the pier.