Marching down the middle of the street is not illegal. Indeed, many fundamental cases of constitutional law note that the street is a "per se" public forum, i.e., the most public a forum can be, and is thus subject to the highest protections for speech.

Marching down a street and merely disrupting traffic is thus quite legal, however, if your marching causes dangerous disruptions to traffic (i.e., accidents), then it is not.