Several hundred people gathered late Saturday in the northeast of the city around cars blaring music and floats.
Police said they intervened when those taking part began heading toward the city centre and throwing bottles and stones at officers.
It was not immediately clear why the gathering was deemed illegal.
Demonstrators “set up barricades and set off fireworks”, a police statement said.
After several warnings, police said they used water cannon, rubber bullets and a type of irritant spray to stop the procession reaching the city centre, to protect the officers and prevent further damage.
Police also made several dozens identity checks.