Embodiments of the present disclosure are directed to conducting an auction among players and/or visitors in a gaming venue. Players in the casino or other gaming venue can voluntarily participate in the auction, from within the venue, such as through an Electronic Gaming Machine (EGM) or other gaming system they are playing, or from a mobile device connected to the casino or to a gaming device. Various gaming-related features, vouchers, prizes, products, etc. that are associated with the venue can be purchased by auction, among players being present in the casino venue, in real-time.