Did this every get created? I would love to have a functioning AH.
Yes, it was implemented. I'm not sure what version specifically, though.
If you just want a functioning auction-house, then the server's auction house is already working, however if you mean you want an auction house as if other people were online, then yes that was also added, and requires a bit of changing in the settings.
It's in the worldserver.conf file, search in there for either "auction house" or "AHBot" etc, similar things like that and you'll find the settings.