nexa-bidkit 1.0.0b1

Day-ahead and intraday auction bid generation for European power markets

nexa-bidkit

A Python library for generating day-ahead and intraday auction bids for European power markets. EUPHEMIA-compatible output formats.

Part of the Phase Nexa ecosystem.

Features

• Type-safe bid construction: Pydantic v2 models with strict validation
• DataFrame-first API: Build curves from pandas DataFrames
• 15-minute MTU support: Handle both hourly and quarter-hourly market time units
• EUPHEMIA compatibility: Output formats compatible with European power market coupling
• Comprehensive validation: EUPHEMIA compliance checks, data quality validation, and temporal constraints

Installation

pip install nexa-bidkit

Quick Start

Constructing curves from DataFrames

import pandas as pd
from decimal import Decimal
from datetime import datetime
from zoneinfo import ZoneInfo
from nexa_bidkit import (
    CurveType,
    MTUDuration,
    MTUInterval,
    from_dataframe,
)

# Your bid data as a DataFrame
df = pd.DataFrame({
    "price": [10.5, 25.0, 45.0, 80.0],
    "volume": [50, 100, 75, 25],
})

# Define the MTU this curve applies to
mtu = MTUInterval.from_start(
    datetime(2026, 4, 1, 13, 0, tzinfo=ZoneInfo("Europe/Oslo")),
    MTUDuration.QUARTER_HOURLY
)

# Convert to a validated supply curve
curve = from_dataframe(df, curve_type=CurveType.SUPPLY, mtu=mtu)

print(f"Total volume: {curve.total_volume} MW")
print(f"Price range: {curve.min_price} - {curve.max_price} EUR/MWh")

Combining multiple bids

from nexa_bidkit import merge_curves

# Combine bids from multiple plants
plant_curves = [
    from_dataframe(plant1_df, curve_type=CurveType.SUPPLY, mtu=mtu),
    from_dataframe(plant2_df, curve_type=CurveType.SUPPLY, mtu=mtu),
]
portfolio = merge_curves(plant_curves, aggregation="sum")

Applying constraints

from nexa_bidkit import clip_curve, filter_zero_volume, aggregate_by_price

# Clean and constrain curve
curve = from_dataframe(df, curve_type=CurveType.SUPPLY, mtu=mtu)
curve = filter_zero_volume(curve)  # Remove empty steps
curve = clip_curve(
    curve,
    min_price=Decimal("0"),  # No negative prices
    max_volume=Decimal("500")  # Capacity constraint
)
curve = aggregate_by_price(curve)  # Consolidate for smaller message size

Creating bids

from decimal import Decimal
from datetime import datetime
from zoneinfo import ZoneInfo
from nexa_bidkit import (
    BiddingZone,
    Direction,
    DeliveryPeriod,
    MTUDuration,
    block_bid,
    indivisible_block_bid,
    linked_block_bid,
    exclusive_group,
)

# Define a delivery period (4 hours of quarter-hourly MTUs)
delivery = DeliveryPeriod(
    start=datetime(2026, 4, 1, 10, 0, tzinfo=ZoneInfo("Europe/Oslo")),
    end=datetime(2026, 4, 1, 14, 0, tzinfo=ZoneInfo("Europe/Oslo")),
    duration=MTUDuration.QUARTER_HOURLY,
)

# Create a block bid (partially fillable)
peak_bid = block_bid(
    bidding_zone=BiddingZone.NO1,
    direction=Direction.SELL,
    delivery_period=delivery,
    price=Decimal("55.0"),
    volume=Decimal("100"),
    min_acceptance_ratio=Decimal("0.5"),  # Accept 50%+ fill
)

# Create an indivisible block bid (all-or-nothing)
must_run = indivisible_block_bid(
    bidding_zone=BiddingZone.NO1,
    direction=Direction.SELL,
    delivery_period=delivery,
    price=Decimal("25.0"),
    volume=Decimal("50"),
)

# Create a linked block bid (only accepted if parent accepted)
ramp_up = linked_block_bid(
    parent_bid_id=must_run.bid_id,
    bidding_zone=BiddingZone.NO1,
    direction=Direction.SELL,
    delivery_period=delivery,
    price=Decimal("35.0"),
    volume=Decimal("25"),
)

# Create an exclusive group (at most one accepted)
option_a = block_bid(
    bidding_zone=BiddingZone.NO1,
    direction=Direction.SELL,
    delivery_period=delivery,
    price=Decimal("40.0"),
    volume=Decimal("150"),
)
option_b = block_bid(
    bidding_zone=BiddingZone.NO1,
    direction=Direction.SELL,
    delivery_period=delivery,
    price=Decimal("45.0"),
    volume=Decimal("120"),
)
options = exclusive_group([option_a, option_b])

print(f"Peak bid total volume: {peak_bid.total_volume} MW")
print(f"Must-run is indivisible: {must_run.is_indivisible}")
print(f"Exclusive group has {options.member_count} options")

Managing portfolios with OrderBook

from nexa_bidkit import (
    create_order_book,
    add_bid,
    add_bids,
    get_bids_by_zone,
    get_bids_by_status,
    count_bids,
    total_volume_by_zone,
    update_all_statuses,
    orders_to_dataframe,
    BidStatus,
)

# Create an order book
book = create_order_book()

# Add individual bids
book = add_bid(book, must_run)
book = add_bid(book, peak_bid)

# Add multiple bids at once
book = add_bids(book, [ramp_up, options])

# Query bids
no1_bids = get_bids_by_zone(book, BiddingZone.NO1)
draft_bids = get_bids_by_status(book, BidStatus.DRAFT)

# Aggregate statistics
bid_counts = count_bids(book)
volumes = total_volume_by_zone(book)

print(f"Total bids: {sum(bid_counts.values())}")
print(f"NO1 volume: {volumes[BiddingZone.NO1]} MW")

# Update statuses (e.g., after validation)
book = update_all_statuses(book, BidStatus.VALIDATED)

# Export to pandas for analysis
df = orders_to_dataframe(book)
print(df[["bid_id", "bid_type", "bidding_zone", "status"]])

Validating bids for EUPHEMIA compliance

from nexa_bidkit import (
    validate_bid,
    validate_bids,
    validate_order_book_for_submission,
    get_validation_summary,
    EuphemiaValidationError,
    DataQualityError,
    TemporalValidationError,
)

# Validate individual bid
try:
    validate_bid(peak_bid)
    print("Bid is valid!")
except EuphemiaValidationError as e:
    print(f"EUPHEMIA compliance error: {e}")
except DataQualityError as e:
    print(f"Data quality issue: {e}")

# Batch validation (collects all errors)
results = validate_bids([must_run, peak_bid, ramp_up])
summary = get_validation_summary(results)

print(f"Validated {summary['total_bids']} bids")
print(f"Pass rate: {summary['pass_rate']:.1f}%")
print(f"Errors by type: {summary['error_types']}")

# Comprehensive validation before submission
gate_closure = datetime(2026, 3, 31, 12, 0, tzinfo=ZoneInfo("Europe/Oslo"))

try:
    validate_order_book_for_submission(
        book,
        gate_closure_time=gate_closure,
    )
    print("Order book ready for submission")
except ValidationError as e:
    print(f"Validation failed: {e}")

The validation module enforces:

• EUPHEMIA rules: Maximum curve steps (200), block duration limits (1-24 hours)
• Data quality: Minimum volumes (0.1 MW), reasonable price increments
• Temporal constraints: Gate closure deadlines, delivery periods within auction day
• Portfolio limits: Total volume sanity checks across bidding zones

Submitting to Nord Pool

The nordpool module converts your bids into Nord Pool Auction API request payloads. Because Nord Pool contract IDs (e.g. "NO1-14") depend on Nord Pool's products API, you supply a ContractIdResolver callable to perform that mapping.

Curve order from a SimpleBid

from nexa_bidkit.nordpool import simple_bid_to_curve_order
from nexa_bidkit import (
    BiddingZone, CurveType, Direction, MTUDuration, MTUInterval,
    PriceQuantityCurve, PriceQuantityStep, SimpleBid,
)
from decimal import Decimal
from datetime import datetime
from zoneinfo import ZoneInfo

mtu = MTUInterval.from_start(
    datetime(2026, 4, 1, 13, 0, tzinfo=ZoneInfo("Europe/Oslo")),
    MTUDuration.HOURLY,
)

curve = PriceQuantityCurve(
    curve_type=CurveType.SUPPLY,
    steps=[
        PriceQuantityStep(price=Decimal("10.00"), volume=Decimal("50")),
        PriceQuantityStep(price=Decimal("20.00"), volume=Decimal("100")),
    ],
    mtu=mtu,
)

bid = SimpleBid(
    bid_id="simple-1",
    bidding_zone=BiddingZone.NO1,
    direction=Direction.SELL,
    curve=curve,
)

# Your resolver maps (MTUInterval, BiddingZone) → Nord Pool contract ID.
# Call Nord Pool's products API to populate this lookup at runtime.
def resolve_contract(mtu, zone):
    hour = mtu.start.hour
    return f"{zone.value}-{hour}"

payload = simple_bid_to_curve_order(
    bid,
    auction_id="DA-2026-04-01",
    portfolio="my-portfolio",
    contract_id_resolver=resolve_contract,
)

# Serialise to JSON for the Nord Pool API (uses camelCase aliases)
print(payload.model_dump(by_alias=True))
# {
#   "auctionId": "DA-2026-04-01",
#   "portfolio": "my-portfolio",
#   "areaCode": "NO1",
#   "comment": null,
#   "curves": [{"contractId": "NO1-13", "curvePoints": [...]}]
# }

Block and linked block orders

from nexa_bidkit.nordpool import block_bid_to_block_list, linked_block_bid_to_block_list
from nexa_bidkit import (
    BiddingZone, DeliveryPeriod, Direction, MTUDuration,
    block_bid, linked_block_bid,
)
from decimal import Decimal
from datetime import datetime
from zoneinfo import ZoneInfo

tz = ZoneInfo("Europe/Oslo")
delivery = DeliveryPeriod(
    start=datetime(2026, 4, 1, 10, 0, tzinfo=tz),
    end=datetime(2026, 4, 1, 14, 0, tzinfo=tz),
    duration=MTUDuration.HOURLY,
)

must_run = block_bid(
    bidding_zone=BiddingZone.NO1,
    direction=Direction.SELL,
    delivery_period=delivery,
    price=Decimal("25.0"),
    volume=Decimal("50"),
    bid_id="must-run",
)

ramp_up = linked_block_bid(
    parent_bid_id=must_run.bid_id,
    bidding_zone=BiddingZone.NO1,
    direction=Direction.SELL,
    delivery_period=delivery,
    price=Decimal("35.0"),
    volume=Decimal("25"),
)

block_payload  = block_bid_to_block_list(must_run, "DA-2026-04-01", "my-portfolio", resolve_contract)
linked_payload = linked_block_bid_to_block_list(ramp_up, "DA-2026-04-01", "my-portfolio", resolve_contract)

# The linked block payload carries the parent reference
print(linked_payload.blocks[0].linked_to)  # "must-run"

Converting a whole OrderBook at once

from nexa_bidkit.nordpool import order_book_to_nord_pool
from nexa_bidkit import create_order_book, add_bids

book = create_order_book()
book = add_bids(book, [must_run, ramp_up])

submission = order_book_to_nord_pool(
    book,
    auction_id="DA-2026-04-01",
    portfolio="my-portfolio",
    contract_id_resolver=resolve_contract,
)

print(f"Curve orders:        {len(submission.curve_orders)}")
print(f"Block orders:        {len(submission.block_orders)}")
print(f"Linked block orders: {len(submission.linked_block_orders)}")
print(f"Exclusive groups:    {len(submission.exclusive_group_orders)}")

Examples

The examples/ directory contains Jupyter notebooks covering real-world European power market scenarios. Each notebook is self-contained and can be run locally after installing the library.

Notebook	Scenario	Key APIs
01_simple_hourly_bids.ipynb	Hallingdal Wind Farm (NO2) — 24h supply bids with 15-min MTUs	PriceQuantityCurve, simple_bid_from_curve
02_block_bids.ipynb	Borgholt CCGT (DE-LU) — startup cost recovery, exclusive operating modes	LinkedBlockBid, ExclusiveGroupBid
03_merit_order_curves.ipynb	Fjord Energy aggregator — multi-asset portfolio merit order	merge_curves, scale_curve, clip_curve
04_order_book_and_validation.ipynb	Solberg trading desk — end-to-end: order book, validation, Nord Pool export	OrderBook, validate_bids, order_book_to_nord_pool

Running the examples

# Install with dev dependencies (includes jupyter, matplotlib)
poetry install

# Run a notebook interactively
poetry run jupyter notebook examples/01_simple_hourly_bids.ipynb

# Execute all notebooks and update outputs in-place
make execute-notebooks

# Run notebooks as tests (used by CI)
make test-notebooks

Core Concepts

Market Time Units (MTU)

EU power markets transitioned to 15-minute MTUs on 30 Sept 2025. The library handles both:

• MTUDuration.QUARTER_HOURLY - 15-minute intervals (96 per day)
• MTUDuration.HOURLY - Hourly intervals (24 per day)

Price-Quantity Curves

Merit-order curves represent supply or demand:

• Supply curves: Steps sorted ascending by price (cheapest generation first)
• Demand curves: Steps sorted descending by price (highest-value consumption first)

EUPHEMIA Bid Types

• Simple hourly bids (price-quantity pairs per MTU)
• Block bids (fixed price/volume across consecutive MTUs)
• Linked block bids (parent-child relationships)
• Exclusive groups (mutually exclusive block bids)

Development

Setup

# Install poetry
curl -sSL https://install.python-poetry.org | python3 -

# Install dependencies
poetry install

# Run tests
poetry run pytest

# Type checking
poetry run mypy src

# Linting
poetry run ruff check src

Running tests

# All tests with coverage
make test

# Or using poetry directly
poetry run pytest tests/ -v
poetry run pytest --cov=nexa_bidkit --cov-report=term-missing

Releasing a new version

Releases are published to PyPI automatically via GitHub Actions when a GitHub release is created. The pipeline validates, runs CI, builds, publishes to TestPyPI, then (after human approval) publishes to PyPI.

Prerequisites (one-time, per environment)

PyPI Trusted Publishers — configure on both pypi.org and test.pypi.org:

1. Log in → Account Settings → Publishing → "Add a new pending publisher"
2. Fill in: Owner phasenexa, Repo nexa-bidkit, Workflow publish.yml, Environment pypi (or testpypi)

GitHub Environments — in Repo Settings → Environments:

• Create testpypi with no protection rules
• Create pypi with a Required Reviewer (yourself) — this is the human approval gate before PyPI publish

Publishing a beta release

# 1. Create a version bump branch (main is protected — never push directly)
git checkout main && git pull
git checkout -b chore/bump-version-to-1.0.0b1

# 2. Bump the version in pyproject.toml
make bump version=1.0.0b1

# 3. Commit, push, and open a PR
git add pyproject.toml
git commit -m "chore: bump version to 1.0.0b1"
git push -u origin chore/bump-version-to-1.0.0b1
gh pr create --title "chore: bump version to 1.0.0b1" --body "Version bump for beta release."

# 4. Merge the PR into main, then on GitHub create a new Release
#    - Tag: v1.0.0b1  (target: main)
#    - Check "This is a pre-release"
#    - Publish release

Publishing a stable release

# 1. Create a version bump branch (main is protected — never push directly)
git checkout main && git pull
git checkout -b chore/bump-version-to-1.0.0

# 2. Bump the version in pyproject.toml
make bump version=1.0.0

# 3. Commit, push, and open a PR
git add pyproject.toml
git commit -m "chore: bump version to 1.0.0"
git push -u origin chore/bump-version-to-1.0.0
gh pr create --title "chore: bump version to 1.0.0" --body "Version bump for stable release."

# 4. Merge the PR into main, then on GitHub create a new Release
#    - Tag: v1.0.0  (target: main)
#    - Do NOT check "This is a pre-release"
#    - Publish release

What happens next

validate → ci → build → publish-testpypi → [approval] → publish-pypi

1. validate — confirms the tag matches pyproject.toml and the pre-release flag is consistent
2. ci — runs the full test suite (lint, type check, tests, notebooks, coverage ≥80%) against the exact tagged commit
3. build — produces .whl and .tar.gz via poetry build
4. publish-testpypi — publishes automatically to test.pypi.org
5. publish-pypi — waits for a human approval in the pypi GitHub Environment, then publishes to pypi.org

Verify the release

# Check test.pypi.org first (no approval needed)
pip install --index-url https://test.pypi.org/simple/ nexa-bidkit==1.0.0b1

# After approving the pypi gate, check the stable index
pip install nexa-bidkit==1.0.0

# Pre-releases require --pre
pip install --pre nexa-bidkit

Local pre-flight check

Before creating a GitHub release, verify the tag matches pyproject.toml:

make publish-check tag=v1.0.0
# OK: 1.0.0 matches pyproject.toml

License

MIT

Contributing

This is an internal Phase Nexa project. For issues or questions, contact the Nexa team.