Clear FIXED and MULTI_STEP market bids in VirtualBidDispatch and SpreadBid

Project.toml

@@ -36,12 +36,17 @@ PowerFlows = "94fada2c-fd9a-4e89-8d82-81405f5cb4f6"
 # LOCAL PATH CO-DEV PIN (temporary): POM's IS4 git pin resolved to an older commit
 # than PSY's local checkout expects (TimeSeriesKey UnionAll mismatch on load).
 # Revert to the git rev pin once PSY's local changes land on IS4.
-InfrastructureSystems = {rev = "IS4", url = "https://github.com/Sienna-Platform/InfrastructureSystems.jl"}
+# TEMPORARY: the last IS4 commit before its OpenAPI 1.x move (2026-09-10), which needs the same
+# unpushed OpenAPI model packages.
+InfrastructureSystems = {rev = "04af380f8a013b150ddf7e0d8ca812ad9e24812b", url = "https://github.com/Sienna-Platform/InfrastructureSystems.jl"}
 InfrastructureOptimizationModels = {rev = "jd/market_models2", url = "https://github.com/Sienna-Platform/InfrastructureOptimizationModels.jl"}
 # LOCAL PATH CO-DEV PIN (temporary): the variable -> variable_operation_cost cost-field
 # rename on PSY's generated cost types is uncommitted on disk, not on the psy6 branch yet.
 # Revert to the git rev pin once pushed/merged.
-PowerSystems = {rev = "psy6", url = "https://github.com/Sienna-Platform/PowerSystems.jl"}
+# TEMPORARY: psy6 as of the PowerSystems #1784 squash merge (2026-09-10). It already carries #1783
+# (must_run removed, status enum), which POM's feedforwards and the pushed OpenAPI model packages do
+# not follow yet, and the psy6 head has since moved to OpenAPI 1.x against unpushed model packages.
+PowerSystems = {rev = "f75b4418c2928ff7efd6d110c6dce40c401f874e", url = "https://github.com/Sienna-Platform/PowerSystems.jl"}
 # TEMPORARY: pinned to the arc-keyed-catalog branch (PNM #356 + #357) until they merge to
 # psy6. Revert to `rev = "psy6"` once they land.
 PowerNetworkMatrices = {rev = "psy6", url = "https://github.com/Sienna-Platform/PowerNetworkMatrices.jl"}
@@ -50,13 +55,13 @@ PowerNetworkMatrices = {rev = "psy6", url = "https://github.com/Sienna-Platform/
 # PSY's own sources). POM imports none of them: they sit in [deps] only because Pkg
 # rejects a [sources] entry for a package absent from [deps]. Mirrors PSY's own
 # Project.toml. Temporary until the OpenAPI packages are registered.
-PowerCoreOpenAPIModels = {url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", rev = "main", subdir = "PowerCoreOpenAPIModels.jl"}
-InfrastructureTimeSeriesOpenAPIModels = {url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", rev = "main", subdir = "InfrastructureTimeSeriesOpenAPIModels.jl"}
-InfrastructureCoreOpenAPIModels = {url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", rev = "main", subdir = "InfrastructureCoreOpenAPIModels.jl"}
-PowerDynamicsOpenAPIModels = {url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", rev = "main", subdir = "PowerDynamicsOpenAPIModels.jl"}
-PowerInvestmentsOpenAPIModels = {url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", rev = "main", subdir = "PowerInvestmentsOpenAPIModels.jl"}
-PowerOpenAPIModels = {url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", rev = "main", subdir = "PowerOpenAPIModels.jl"}
-PowerOperationsOpenAPIModels = {url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", rev = "main", subdir = "PowerOperationsOpenAPIModels.jl"}
+PowerCoreOpenAPIModels = {url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", rev = "rh/update_enums", subdir = "PowerCoreOpenAPIModels.jl"}
+InfrastructureTimeSeriesOpenAPIModels = {url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", rev = "rh/update_enums", subdir = "InfrastructureTimeSeriesOpenAPIModels.jl"}
+InfrastructureCoreOpenAPIModels = {url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", rev = "rh/update_enums", subdir = "InfrastructureCoreOpenAPIModels.jl"}
+PowerDynamicsOpenAPIModels = {url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", rev = "rh/update_enums", subdir = "PowerDynamicsOpenAPIModels.jl"}
+PowerInvestmentsOpenAPIModels = {url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", rev = "rh/update_enums", subdir = "PowerInvestmentsOpenAPIModels.jl"}
+PowerOpenAPIModels = {url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", rev = "rh/update_enums", subdir = "PowerOpenAPIModels.jl"}
+PowerOperationsOpenAPIModels = {url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", rev = "rh/update_enums", subdir = "PowerOperationsOpenAPIModels.jl"}
 
 [extensions]
 PowerFlowsExt = "PowerFlows"

docs/Project.toml

@@ -19,21 +19,25 @@ PowerSystems = "bcd98974-b02a-5e2f-9ee0-a103f5c450dd"
 PrettyTables = "08abe8d2-0d0c-5749-adfa-8a2ac140af0d"
 
 [sources]
-InfrastructureSystems = {rev = "IS4", url = "https://github.com/Sienna-Platform/InfrastructureSystems.jl"}
-PowerSystems = {rev = "psy6", url = "https://github.com/Sienna-Platform/PowerSystems.jl"}
+# TEMPORARY (mirrors the root Project.toml): last IS4 commit before its OpenAPI 1.x move.
+InfrastructureSystems = {rev = "04af380f8a013b150ddf7e0d8ca812ad9e24812b", url = "https://github.com/Sienna-Platform/InfrastructureSystems.jl"}
+# TEMPORARY: psy6 as of the PowerSystems #1784 squash merge (2026-09-10). It already carries #1783
+# (must_run removed, status enum), which POM's feedforwards and the pushed OpenAPI model packages do
+# not follow yet, and the psy6 head has since moved to OpenAPI 1.x against unpushed model packages.
+PowerSystems = {rev = "f75b4418c2928ff7efd6d110c6dce40c401f874e", url = "https://github.com/Sienna-Platform/PowerSystems.jl"}
 # Still-unmerged market-model work; not yet an ancestor of IOM's main.
-InfrastructureOptimizationModels = {rev = "jd/market_model", url = "https://github.com/Sienna-Platform/InfrastructureOptimizationModels.jl"}
+InfrastructureOptimizationModels = {rev = "jd/market_models2", url = "https://github.com/Sienna-Platform/InfrastructureOptimizationModels.jl"}
 PowerNetworkMatrices = {rev = "psy6", url = "https://github.com/Sienna-Platform/PowerNetworkMatrices.jl"}
 # PSY psy6 depends on these unregistered packages; [sources] of non-root projects are
 # ignored by Pkg, so every environment resolving PSY must pin them itself (same rev as
 # PSY's own sources). Temporary until the OpenAPI packages are registered.
-PowerCoreOpenAPIModels = {rev = "main", url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", subdir = "PowerCoreOpenAPIModels.jl"}
-InfrastructureTimeSeriesOpenAPIModels = {rev = "main", url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", subdir = "InfrastructureTimeSeriesOpenAPIModels.jl"}
-InfrastructureCoreOpenAPIModels = {rev = "main", url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", subdir = "InfrastructureCoreOpenAPIModels.jl"}
-PowerDynamicsOpenAPIModels = {rev = "main", url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", subdir = "PowerDynamicsOpenAPIModels.jl"}
-PowerInvestmentsOpenAPIModels = {rev = "main", url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", subdir = "PowerInvestmentsOpenAPIModels.jl"}
-PowerOpenAPIModels = {rev = "main", url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", subdir = "PowerOpenAPIModels.jl"}
-PowerOperationsOpenAPIModels = {rev = "main", url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", subdir = "PowerOperationsOpenAPIModels.jl"}
+PowerCoreOpenAPIModels = {rev = "rh/update_enums", url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", subdir = "PowerCoreOpenAPIModels.jl"}
+InfrastructureTimeSeriesOpenAPIModels = {rev = "rh/update_enums", url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", subdir = "InfrastructureTimeSeriesOpenAPIModels.jl"}
+InfrastructureCoreOpenAPIModels = {rev = "rh/update_enums", url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", subdir = "InfrastructureCoreOpenAPIModels.jl"}
+PowerDynamicsOpenAPIModels = {rev = "rh/update_enums", url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", subdir = "PowerDynamicsOpenAPIModels.jl"}
+PowerInvestmentsOpenAPIModels = {rev = "rh/update_enums", url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", subdir = "PowerInvestmentsOpenAPIModels.jl"}
+PowerOpenAPIModels = {rev = "rh/update_enums", url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", subdir = "PowerOpenAPIModels.jl"}
+PowerOperationsOpenAPIModels = {rev = "rh/update_enums", url = "https://github.com/Sienna-Platform/PowerOpenAPIModels.git", subdir = "PowerOperationsOpenAPIModels.jl"}
 
 [compat]
 Documenter = "^1.0"

src/PowerOperationsModels.jl

@@ -820,6 +820,8 @@ export RampConstraint
 export RampLimitConstraint
 export CopperPlateBalanceConstraint
 export SettlementBalanceConstraint
+export BlockBidQuantityConstraint
+export BlockBidLinkConstraint
 export ClearedPositionConstraint
 export ActiveRangeICConstraint
 export NodalBalanceActiveConstraint

src/common_models/market_bid_plumbing.jl

@@ -120,6 +120,28 @@ get_offer_curves(::IOM.DecrementalOffer, op_cost::PSY.OfferCurveCost) =
 get_offer_curves(::IOM.IncrementalOffer, op_cost::PSY.OfferCurveCost) =
     get_output_offer_curves(op_cost)
 
+# `IncrementalBidOffer` reads the same incremental side as `IncrementalOffer`; only the
+# objective sign and the expected curvity differ (see the type's docstring).
+get_offer_curves(
+    ::IncrementalBidOffer,
+    device::OFFER_CURVE_COMPONENTS,
+) = get_output_offer_curves(IOM.get_operation_cost(device))
+get_offer_curves(::IncrementalBidOffer, op_cost::PSY.OfferCurveCost) =
+    get_output_offer_curves(op_cost)
+
+# The rest of IOM's OfferDirection dispatch table for the bid direction: incremental
+# parameter/variable/constraint types, a benefit sign, and the concavity the negative sign
+# requires of the curve.
+Base.string(::IncrementalBidOffer) = "incremental bid"
+IOM._slope_param(::IncrementalBidOffer) = IncrementalPiecewiseLinearSlopeParameter
+IOM._breakpoint_param(::IncrementalBidOffer) = IncrementalPiecewiseLinearBreakpointParameter
+IOM._block_offer_var(::IncrementalBidOffer) = PiecewiseLinearBlockIncrementalOffer
+IOM._block_offer_constraint(::IncrementalBidOffer) =
+    PiecewiseLinearBlockIncrementalOfferConstraint
+IOM._objective_sign(::IncrementalBidOffer) = OBJECTIVE_FUNCTION_NEGATIVE
+IOM.curvity_check(::IncrementalBidOffer, x) = IS.is_concave(x)
+IOM.expected_curvity(::IncrementalBidOffer) = "concave"
+
 # direction and operating reserve demand curve (ORDC) reserve service: the curve is on the
 # `variable` field (a CostCurve, static or time-series-backed) rather than split
 # across incremental/decremental sides. Direction is irrelevant to the lookup; the
@@ -172,9 +194,6 @@ _has_market_bid_cost(device::OFFER_CURVE_COMPONENTS) =
 _has_market_bid_cost(::MBC_TYPES) = true
 _has_market_bid_cost(::PSY.OperationalCost) = false
 
-"Curve-clearing style (`PSY.CurveStyles`) for a `MarketBidCost`/`MarketBidTimeSeriesCost` bid."
-_curve_style(cost::MBC_TYPES) = PSY.get_curve_style(cost)
-
 _has_import_export_cost(::PSY.StaticInjection) = false
 _has_import_export_cost(device::PSY.Source) =
     _has_import_export_cost(IOM.get_operation_cost(device))

src/core/constraints.jl

@@ -65,6 +65,21 @@ keeps its own parameters/slacks): the settlement row carries only bid variables.
 """
 struct SettlementBalanceConstraint <: ConstraintType end
 
+"""
+Quantity row of a FIXED-`curve_style` market bid, one per (component, direction, period):
+`p[c, t] - Q[c, t] z[c, t] == 0`, with `p` the award (`ActivePowerOutVariable` /
+`ActivePowerInVariable`), `Q` the period's offer quantity and `z` its
+[`BlockBidCommitmentVariable`](@ref). The bid clears its whole quantity or nothing.
+"""
+struct BlockBidQuantityConstraint <: ConstraintType end
+
+"""
+Link row of a MULTI_STEP-`curve_multistep` market bid between two consecutive periods of
+one block: `p[c, t] - p[c, t + 1] == 0`. A block is a run of consecutive periods whose
+offer curves are identical; the rows are keyed by the first period of each pair, sparse.
+"""
+struct BlockBidLinkConstraint <: ConstraintType end
+
 """
 `ClearedPositionVariable[loc, t] == AggregateClearedInjection[loc, t]` — one row per
 settlement location per timestep, never per bus.

src/core/formulations.jl

@@ -138,9 +138,11 @@ Formulation for `PSY.VirtualParticipant` market components. Adds `ActivePowerOut
 bounded by `max_supply`/`max_demand`, and adds both directly to the single system-wide
 `SettlementBalance` row (+out, -in) — never to a physical `ActivePowerBalance` row.
 `settlement_point`/`trading_hubs` are recorded on the component but unresolved here: with
-one settlement row, location is moot. `PSY.CurveStyles` selects the bid's shape: CURVE gets
-a fresh divisible variable per period, VARIABLE one shared divisible variable across the
-horizon, and FIXED a shared binary [`BlockBidCommitmentVariable`](@ref).
+one settlement row, location is moot. `PSY.CurveStyles` selects the bid's shape: VARIABLE
+clears a divisible quantity per period on the PWL path, FIXED clears the period's whole
+quantity or nothing through a per-period binary [`BlockBidCommitmentVariable`](@ref).
+`PSY.CurveMultiStep.MULTI_STEP` links consecutive periods with identical offers into one
+block ([`BlockBidLinkConstraint`](@ref)).
 
 Simultaneous nonzero `ActivePowerOutVariable` and `ActivePowerInVariable` on the same
 participant (self-crossing) is permitted, mirroring real DAM virtual-bidding rules: an
@@ -167,9 +169,12 @@ equality with no nodal effect.
 struct AggregateBalance <: AbstractDeviceFormulation end
 
 """
-Formulation for `PSY.PointToPointBid`: one [`ClearedTransferVariable`](@ref) per bid, written
-as −q into the `from` location's [`AggregateClearedInjection`](@ref) and +q into the `to`
-location's. Excluded from `SettlementBalance`: its two settlement terms would cancel exactly.
+Formulation for `PSY.PointToPointBid`: one [`ClearedTransferVariable`](@ref) per bid and
+period, written as −q into the `from` location's [`AggregateClearedInjection`](@ref) and +q
+into the `to` location's. Excluded from `SettlementBalance`: its two settlement terms would
+cancel exactly. A MULTI_STEP spread bid clears one MW across every period of a block of
+identical curves ([`BlockBidLinkConstraint`](@ref)); FIXED is rejected, a spread bid is
+always divisible.
 """
 struct SpreadBid <: AbstractDeviceFormulation end
 

src/core/market_formulations.jl

@@ -7,3 +7,18 @@ balance. The physical balance keeps its `StaticPowerLoad` parameters and gains z
 settlement equality — not the physical slack — is the binding accounting identity.
 """
 struct SettlementMarket <: IOM.AbstractMarketModel end
+
+"""
+Offer direction for a willingness-to-pay instrument whose curve is authored on the
+incremental side. It reads the incremental parameters, variables and constraints exactly as
+`IOM.IncrementalOffer` does, but enters the minimized objective with a **negative** sign:
+the curve is a benefit, not a cost, so the instrument clears up to the quantity where its
+marginal bid price meets the cleared price rather than only when it relieves congestion.
+
+A spread bid is the motivating case. PSY stores `spread_bid` on the incremental side only,
+so the side is fixed by the data contract while the sign is fixed by the economics, and the
+two differ. Because the sign is negative, the delta PWL relaxation is exact only for a
+non-increasing bid curve, so the expected curvity is concave (a single-segment curve, the
+usual shape for a point-to-point bid, satisfies both).
+"""
+struct IncrementalBidOffer <: IOM.OfferDirection end

src/core/variables.jl

@@ -43,10 +43,10 @@ struct LiftVariable <: VariableType end
 
 """
 Binary block-bid commitment variable (``z``) for a FIXED-`curve_style` market bid
-(`PSY.CurveStyles.FIXED`): one JuMP variable per (component, direction), reused unscaled
-at every period of the horizon in both the settlement row and the objective. The block
-clears at its full MW envelope in every period when ``z = 1``, or not at all when
-``z = 0`` — an all-or-nothing decision across the whole bid period.
+(`PSY.CurveStyles.FIXED`): one per (component, direction, period). The award equals the
+period's offer quantity when ``z = 1`` and zero when ``z = 0``
+([`BlockBidQuantityConstraint`](@ref)); ``z`` prices the block in the objective and never
+enters the settlement row itself.
 """
 struct BlockBidCommitmentVariable <: VariableType end