The transaction mode of a power curve agreement can provide more choices for both parties, avoid the problem of contract decomposition in the medium and long-term electricity market, and refine the time granularity of power transaction. This facilitates the connection between the medium and long-term electricity market and the spot market. To this end, a curve trading mechanism oriented to the demand-side that agrees curve shape and price is proposed. Then, considering the two stakeholders of the power trading center and the electricity retailers, a two-layer optimization model for the design of the curve trading mechanism is constructed. In the upper layer, to minimize the sum of the variance of the balance account of the power trading center in the settlement period, an optimization design model of the key parameters of the curve transaction mechanism is constructed. In the lower layer, with the power purchasing strategy, interruptible load purchasing strategy and energy storage leasing strategy of the electricity retailers are considered, and a management decision model to maximize the profit of a single electricity retailer is constructed. The results of the case studies show that the proposed two-layer optimization model for the design of the curve trading mechanism can effectively reflect the influence of the parameter setting of the power trading center on the management strategy of electricity retailers, and provide the basis for quantitative analysis of the power market mechanism design. This work is supported by the National Key Research and Development Program of China (No. 2016YFB0901100).