The Phoenix Club hosts parties. Ostensibly a swingers club, but that isn't really the game; I don't think
any men show up with partners of their own. Multiple women, up to twice as many men. May not be your thing but who knows.
I almost went when I was last in London but it was an anniversary trip, so that would have been an extra level of guilt I don't need to live with.
Roughly $275 CAN for a two hour party.