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That would be kind of dumb though, why would she walk through the streets like that? How would she know the Waif would stab her exactly there? Also what are these bags made of that they can hold pig's blood? There's no plastic in GoT.
Also, iirc Arya was wearing a slim dress, not only would we have been able to see it but the knife would've gone right through the bag and into her chest.
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Given that she knew the Faceless Men were after her, I think the better question is why Arya would walk through the streets like that. She's either an idiot or she was trying to lure the waif out of hiding.
It was certainly a gamble as to where the waif would stab her, but I have heard an opinion that the waif only ever hit her on the body, so she may have assumed that's where she'd be stabbed.
The bags would be made of pigs bladders or leather or some other material. There's plenty of waterproof material in that universe.
And I've attached a screengrab of what she was wearing. It's not bulging, but it's not tight fitting either.