Green’s Dictionary of Slang

little go n.1

also little-go

a private lottery.

[UK]Sporting Mag. Aug. VI 272/1: A private lottery, or little go, was drawing at a house in Islington [...] there are ten or eleven of the little goes at this time in the metropolis, and [...] they are moved about from one place to another to avoid detection.
[Scot]Life and Trial of James Mackcoull 16: He was employed in gulling the country folks, while his associates robbed money of them at their cards, little goes, or otherways.
[US]Commercial Advertiser 3 Sept. 2/2: Besides the legs, the officials captured a large assortment of roulette tables, wheels of fortune, little-goes and other implements of the profession.