MAS4TE Market Clearing

Market clearing mechanism for battery-related order books in the MAS4TE context.

Features

• Validates orders against allowed C-rates (allowed_c_rates).
• Performs market clearing via optimization (Pyomo + HiGHS).
• Applies uniform pricing for accepted orders.
• Returns accepted/rejected orders including meta information.

Requirements

• Python >=3.10
• An installable solver for Pyomo (default in code: highs)

Installation

Option A: Install package from git

pip install git+https://github.com/MAS4TE/market-clearing

Option B: Install package locally

python -m venv .venv
source .venv/bin/activate
pip install -U pip
pip install -e .

Option C: Install dependencies from requirements.txt

python -m venv .venv
source .venv/bin/activate
pip install -r requirements.txt

Clearing Return Values

• accepted_orders: Orders with accepted_volume != 0, including accepted_price.
• rejected_orders: Orders with accepted_volume == 0, including accepted_price.
• meta: List of aggregated metrics, one entry per cleared location (e.g. supply/demand volume, uniform price, product interval, location).
• flows: Currently an empty list.

Multi-Market / Exclusive Bids

BatteryClearing can jointly clear several markets (e.g. one at location A and one at location B) in a single optimization run. Each location keeps its own supply/demand balance and its own uniform clearing price; orders are assigned to a market via the location field of Order (legacy: node).

Bids on different markets can be linked to be mutually exclusive: e.g. a bidder may place the same offer on market A and on market B and require that acceptance on one excludes acceptance on the other. Linked orders share the same value in the order field configured via exclusive_link_field (default: exclusive_id). The clearing then enforces

sum(accepted_volume_o / volume_o for o in group) <= 1

so that, in particular, full acceptance on one market forces the linked order(s) to be rejected. (Note: the constraint is LP-relaxed — fractional splits between markets are feasible. Strict binary "either / or" exclusivity would require a MIP solver.)

Required MarketConfig.param_dict keys

Key	Required	Description
allowed_c_rates	yes	Whitelist of permitted C-rates per order.
locations	optional	List of locations handled by this clearing instance, e.g. ["A", "B"]. If omitted, the clearing infers locations from the orders' location field (legacy: node, single-market mode).
exclusive_link_field	optional	Name of the order field identifying the exclusive group. Defaults to "exclusive_id".

Required Order fields

In addition to the standard ASSUME Order fields:

• location: location identifier (e.g. "A" or "B"). (node is accepted as legacy alias.)
• c_rate: as before.
• exclusive_id (or whatever exclusive_link_field points at): identifier shared by all orders in the same exclusive group. Set to None (or omit) if the order is not coupled to any other.

Project Structure

mas4te_market_clearing/
  __init__.py
  battery_market_clearing.py
pyproject.toml
requirements.txt

License

MIT