A leading example is the Lloyd Shapley and Martin Shubik[1] trading post game.
The relative price of each good in terms of the numeraire is determined as the ratio of the amount of the numeraire brought at each post, to the quantity of goods offered for sale at that post.
In this way, every agent is allocated goods in proportion to his bids, so that posts always clear.
Pradeep Dubey and John Geanakoplos show that such a game can be a strategic foundation of the Walras equilibrium.
An excellent description of price formation in a strategic market game in which for each commodity there is a unique trading post, on which consumers place offers of the commodity and bids of inside money, is provided by James Peck, Karl Shell and Stephen Spear.