As　an　important　market　means　to　promote　energy　revolution,　the　regional　distribution　trading　in　the　energy　interconnection　area　needs　to　develop　effective　market　strategies　according　to　the　characteristics　of　the　local　multi-energy　trading　and　considering　the　risks　of　renewable　energy　output　and　load　forecast　deviation,　so　as　to　optimize　the　flexibility　and　robustness　of　the　regional　multi-energy　market　trading.　First　of　all,　a　two-layer　optimization　model　of　the　regional　electric　heating　market　trading　is　established　based　on　each　participant＇s　trading　willingness　and　efficiency　maximization　in　the　perfect　competition　environment.　Secondly,　the　two-level　game　interactive　iteration　optimization　method　is　put　forward.　Through　the　iteration　optimization　trading　strategies　and　market　clearing　of　the　game　participants,　the　participants＇　trading　flexibility　is　improved　and　its　effectiveness　maximized.　Taking　the　optimized　quotation　as　the　known　values　according　to　the　market　changes,　energy　supply　and　demand　and　the　iterative　efficiency,　the　nonlinear　complex　solution　is　avoided　in　the　double　nested　children　target　optimization　model.　In　addition,　in　order　to　reduce　the　impact　of　the　renewable　energy　output　and　the　load　forecast　deviation　on　the　participants＇　efficiency　and　the　market　trading,　the　IGDT　method　is　used　to　maximize　the　forecast　deviation　under　the　condition　of　ensuring　the　minimum　efficiency　of　the　participants,　and　the　obtained　trading　strategy　has　strong　robustness.　The　results　of　the　example　show　that　the　layered　interactive　iterative　game　mechanism　can　achieve　the　equilibrium　of　the　regional　electric　heat　trading　market,　maximize　the　efficiency　of　the　participants　and　the　social　welfare,　and　has　good　flexibility　and　economy.　By　means　of　the　IGDT　method,　the　uncertainty　of　the　random　variables　that　the　participants　can　tolerate　is　maximized　according　to　the　different　performance　deviations　that　the　participants　can　accept,　so　that　the　trading　decision　has　better　robustness　and　operability.　©　2022,　Power　System　Technology　Press.　All　right　reserved.