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I have an idea for adding an unique layer of depth to the market system, and that is to actually turn it into a 'system'. For those who have complained I would have devs blindly copy EVE (blah, I'm only about copying what was exciting and worked), this as far as I know would be absolutely unique in comparison to anything else out there and would add a new layer of ingame involvement and engagement with neighbors.
First, thieves, scrap 'em. Absolutely retarded. While I will shamelessly continue to avail myself of existing game mechanics, it is absolutely absurd that thousands of guys in face masks are going to descend upon a city and sneek off with tons industrial resources. If you want loot, send a frikking army, or intercept caravans after pathfinding.
That out of the way, localize trading. That is, I select goods and place them on the market in-town. A new sales-geek type unit would have to be dispatched to any town with some kinda visible open-to-trading indicator to review stock, purchase and reserve lots. He would also review 'buys' for that town.
Caravans are then dispatched to collect the order. Maybe have a fee based option for order delivery which would add flexibility'
What I envision is that eventually we could have a new kind of city specialization as a trade hub. Alliances and regions would evolve trade hubs, possibilities include a new trading element to diplomacy, trade agreements, embargoes, etc.
In a nutshell, when I needed stuff, I would dispatch sales geeks to the hubs in my area, of course over time I would get a sense of who deals in what along with other locals and hubs would naturally develop.
A local hub would grow based on supply/demand within it's player driven range of influence. A good trader could keep a finger on the pulse of supply/demand and play the market in his own town with buys/sales and of course while people could still shop around sooner or later convenience and logistics would make it practical for a hub with an active market savvey player at the helm to capture most of the area's trade action.
Actually some of this is similar to 'Port Royale'. It would be cool also if our trade geeks could optionally simply travel with a caravan and just roam, developing trade routes based on buys/sells in the towns he/she visits.
It would take 50 more paragraphs to encapsulate all the possibilities. 
------------- -Molg
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