The　uncertainty　of　renewable　energy　output　brings　challenge　to　the　market　pricing　mechanism，it　becomes　a　key　problem　to　realize　balanced　benefit　distribution　among　market　participants.　A　market　clearing　mechanism　for　locational　marginal　price　considering　the　uncertainty　of　wind　power　output　is　proposed.　A　bi-level　model　for　coordinated　optimal　dispatch　between　distribution　network　and　multiple　microgrids　is　established.　The　upper　level　model　is　a　data-driven　robust　economic　dispatch　model　of　the　distribution　network　considering　the　uncertainty　of　wind　power　output　and　power　interaction，and　the　lower　level　model　is　a　data-driven　robust　economic　dispatch　model　of　the　microgrids　considering　price-based　demand　response.　The　upper　and　lower　level　models　are　iteratively　solved　through　the　information　transmission　of　power　interaction　and　electricity　price　between　the　distribution　network　and　microgrids，which　realizes　balanced　benefit　distribution　among　different　market　participants.　The　simulative　results　of　a　test　system　verify　the　effectiveness　of　the　proposed　model　and　the　solving　approach.　©　2023　Electric　Power　Automation　Equipment　Press.　All　rights　reserved.