Abstract: Against the backdrop of "medium-long term + spot" in the electricity market, we focus on the connection between medium-long term and spot, explore the market boundary of intra-month integrated trading under the high proportion of new energy entering the market, study the impact of unified price limit on social welfare and curve decomposition, and analyze the role of intra-month integrated trading mode on the market connection. Firstly, consider the existing problems in the market and explore feasible solutions. Secondly, based on market forecasting, market entities' pricing, and objective functions are constructed, combined with imbalanced electricity consumption, to construct a social welfare maximization market-clearing model. The A-NSGA-Ⅲ algorithm is used to solve the problem, and the market clearing situation and corresponding optimal price limit range are obtained. Finally, the advantages of unified price limits and segmented periods were verified through numerical examples, and a market-oriented approach for setting unified price limits was proposed while ensuring the interests and vitality of market entities. This indicates that the integrated trading market within the month under the unified price limit model is conducive to flexible trading of market entities and promotes the connection between the medium and long-term and spot markets.