This paper researches the game among multi-agents in electric power market with integration of distributed generation under the background of energy internet. First, it builts a game framework which is consisted by generation companies, power suppliers and multiple types of users using multi-agent technique. And then, it adopts the uniform market clearing price and payment as bidding to create a series of models including optimal bidding electricity decision model. These models serve for generators and users who have abilities to electricity with grid according to their features. At the same time, optimal decision model is modeled for customers who can use distributed generation and elastic load to adjust their demands based on the utility function. The interest equalization of the market is successfully achieved through the game theory in our proposed simulations. The experimental results show that all market participants can get reasonable revenue, whilst the outcomes are various in different cooperation scenarios. The results also prove that increasing the flexibility of the load regulation can significantly improve penetration of distributed clean energy.