The market sets the price, but what drives market demand? Classical implementations of discrete choice models discovered that market structure needed to be explicitly encoded in the model to avoid the problem of implausible predictions about the substitution value of distinct products. We demonstrate this issue and how to resolve it by adding more explicit structure to the models of market demand while giving insight into what drives the utility of products for consumers. These consumer choice models find a natural expression in the Bayesian paradigm and we show how to fit them to real data with PyMC Marketing's Consumer Choice module.