There are many subdivisions in the electricity market, the performance and economics of active distribution network resources are different, and the imbalance power penalty is heavy. Whether the active distribution network can effectively absorb renewable energy and reduce the imbalance power penalty depends largely on whether the operation schedule is reasonable. Based on this, a multi-time scale optimal economic dispatch model of an active distribution network in the day-ahead main and auxiliary market is proposed. This model considers market competition and optimization of scheduling connections between time scales. By coordinating and scheduling renewable distributed power, energy storage, and load-side demand responses, it promotes the consumption of renewable energy and reduces unbalanced power while increasing the initiative for economical operation of the distribution network. First, it analyzes the way of multi-source coordinated dispatching of an active distribution network and the performance division of the ancillary service market. Secondly, it comprehensively considers the rapid adjustment of energy storage and the characteristics of energy time shift and the characteristics of demand side response time scale. The goal is to minimize the operating cost within a day, and establish a multi-time scale coordinated scheduling model. Then, based on the binary expansion method and Latin hypercube sampling, the model is transformed into a mixed integer linear programming problem for solution. Finally, an example is used to verify the correctness and effectiveness of the model. This work is supported by the Project of Sichuan Science and Technology Department (No. 2019YFG0152).