Imagine a game played by multiple people simultaneously. Everyone starts with £100 each. There are some number N of "rounds". A "round" is like an auction: in each round there are ten gems to be purchased. The price starts at £100 and counts down over time; the first person to say "I want them" gets the gems for that round, at the price they're at. Obviously you can't spend more money than you've got.
The winner is the person with the most gems at the end.
So the tension is "wait longer to spend less money, but if you wait too long someone will get in first", combined with "you can get an easy ten gems in round 1 by bidding really early, but then you've got no money left for the other rounds".
This feels like the sort of thing for which there's probably a perfect strategy where you wait until the price is less than 1/e or something for each of the first six rounds. Is there?