Iakovos is right. It is an ironic phrase, it means “nothing to worry about”, “it is not important”.
The literal translation would be: Something is running at the gypsy.
“Τρέχω” means “run”, but in colloquial speech “τρέχει” also means “happen”. Eg: “τι τρέχει;” means “what is running?” but also “what is happening?”.
“γύφτικα” is adjective neuter accusative plural of “γύφτος”, which means Gypsy (Roma).
So the phrase “κάτι τρέχει στα γύφτικα” means “something is happening at the gypsy camp”, but with an ironic twist.
In the older days, when Gypsies lived in camps, it was believed that there was often commotion (in the camp), without any important reason.