To advance designs of mechanisms and interfaces for volatile digital markets, this work examines the interplay between competitive arousal and interoceptive awareness during economic decisions. Drawing on the theory of competitive arousal, we hypothesize that heightened arousal increases risk-taking behaviour and affects trading performance, and that this relationship is moderated by interoceptive awareness. We present a research model and experimental design that involves real-time trading and monitoring of participants' physiological responses to assess the relationship between arousal levels and decision quality. We also present results from a pilot study testing which market designs generate more price volatility. Our findings suggest that a market with higher expected dividends from the traded assets generates higher and more dynamic prices, and that participants in this market exhibit greater fluctuations in spontaneous arousal as indicated by EDA measures. Conversely, we derive recommendations for further investigation of the proposed hypotheses.