Model your own grid topology
Build buses, lines, zones and units node by node, or import a network you already have. Every node carries its own load, generation mix and price formation.
Centralized power market simulation
ElecSim is a power market trading simulation system built around centralized electricity market design, with China’s market model at its core. Model your own grid topology, run the entire trading chain from annual contracts to real-time dispatch, and train or assess a team on a realistic clearing engine — solo or head-to-head.
What ElecSim does
Most market simulators hand you a fixed test system and a spreadsheet of prices. ElecSim lets you build the network yourself and then watch how your own decisions move the clearing price.
Build buses, lines, zones and units node by node, or import a network you already have. Every node carries its own load, generation mix and price formation.
Annual and monthly contracts, then day-ahead, then real-time. One continuous simulation keeps contract positions, dispatch and settlement consistent across the timeline.
Turn any saved scenario into a course or a timed exam. ElecSim grades every participant automatically and breaks the score down by question and by trading decision.
Contracts, day-ahead and real-time all sit on the same timeline, so a position taken in January is still visible in the five-minute dispatch that settles it.
Trading mechanisms
Medium- and long-term trading sets the position; the spot market clears whatever is left. ElecSim models each mechanism with its own order types, matching rules and pricing.
Annual, quarterly and monthly positions agreed ahead of delivery, then decomposed into the spot timeline hour by hour.
Two parties agree on price and volume directly, each carrying its own contract curve, credit limit and set of counterparties.
Buyers and sellers submit quantity-price curves; the market clears at a single marginal price against the supply-demand ratio.
Continuous order-book matching for as long as the window is open, so prices move with the depth of the book.
One side posts a firm price and volume; the other takes all or part of it until the listing is filled.
Hourly or 15-minute security-constrained clearing for the next delivery day, producing node or zonal prices.
Rolling dispatch that settles deviations from the day-ahead schedule at real-time prices.
How a session runs
Choose the market model, define or import the grid topology, and set the participant mix, load profile and renewable forecast.
Each participant signs medium- and long-term contracts and bids into the day-ahead and real-time markets — alone, or in a shared session with other people.
The engine clears and settles every round, then reports profit and loss, deviation exposure and, in exam mode, a graded score for each participant.
Market participants
Nine participant types are modelled out of the box. Each one brings its own physical constraints, cost structure and bidding behaviour, so strategies that work in the real market are the ones that work here.
Simulation modes
One operator, one portfolio. Test a bidding strategy against the market, see how your own orders move the clearing price, and replay the day afterwards.
Every participant in the same market at the same time. Your bid changes everyone else’s clearing price, and theirs changes yours.
Structured courses built from real market scenarios, run instructor-led in a classroom or self-paced by an individual.
Timed assessment with automatic grading, a question-level breakdown and an exportable report for each participant.
Who uses it
Pricing
Both published plans are single-market: they cover the centralized market model available today, which is China. To run a different market, see the custom option.
Tell us which province, which participant mix and which trading rules you want to simulate, and we will set up a demonstration scenario built on your own grid topology.