The group of about 500 vendors was led by Jirasak Noikam, who said he was a tentative general election candidate for the ruling Palang Pracharath Party.
The vendors travelled from the Northeast province in a convoy of 14 chartered buses.
Jirsak said the group would rally in front of Government House at 4pm on Sunday to call on PM Prayut Chan-o-cha to sack the GLO director and board and guarantee quotas of lottery tickets for vendors.
The group would stay in Bangkok for two days of protest, he added.
The digital system was launched to combat overpricing that has plagued the government lottery for years. The Paotang digital lottery tickets are sold at the original price of 80 baht. They have proved so popular with the public that vendors are complaining they no longer have customers for their paper tickets.