In this paper, we first discuss the notion that artificial market systems whose purposes are to design institutions for realistic markets should meet the requirements of fidelity, transparency, reproducibility, traceability, and usability. Next, we introduce two artificial market systems named the Itayose U-Mart system and the Zaraba U-Mart system that meet the requirements well, which have been developed by the U-Mart project. Finally, we point out that the U-Mart system is faced with the difficulties of complexities of the system and frequent changes to specification from the viewpoint of software engineering. In order to deal with the difficulties, we employed an object-oriented modeling method to design the U-Mart system and succeeded in constructing the system efficiently.