"We will go at farmers' day"
As a rule (and I don't know of any exceptions to it) phrases denoting a time are not introduced by anything like a preposition to indicate "in/on/at".
"Nitalala usiku.“ = "I will sleep at night"
"Walifika Jumamosi." = "They arrived on Saturday."
"Watanitembelea siku yangu ya kuzaliwa. = "They will visit me on my birthday."
Hmm. I don't think that one ever came up for me.
From the terrible English, I don't actually know what these sentences are supposed to mean. Like, is it "they went (somewhere unspecified) on Bla Day" or "they went to Bla Day" (with the name of the day standing for an event or celebration of that day)? "At" means nothing to me here.
With kwenye I'd assume the latter because it's often used to indicate a location (incl. destination or source of movement).