I'm not sure you can get a realistic mechanism without having large numbers of participants. Otherwise you just get colluders managing prices. That might make a good game, but it's not much like what you're asking for.
I don't know. If players are big dealers, I think that they could have more influence than say in 3Ms Stocks & bonds (where there is none).
Sort of a buying and selling mechanism as in AH's Stock Market Game. Limited to a single industry, it might really work well.
'xx comes close to what I'd want - but has a few too many anomalies.