When the integrated energy system (IES) participates in electricity spot market transactions, the transaction price is uncertain due to changes in market supply and demand. In order to deal with this problem, a detailed analysis of the operating marginal cost of the integrated energy system was used to investigate the optimal dispatch strategy that fully utilizes the flexible resources of the integrated energy system to participate in the market. Firstly, the typical scenarios of market price uncertainty under the external spot market environment were analyzed, and the internal multiple source-load adjustable resources and operation cost structure of the integrated energy system were investigated. Secondly, a trading optimization model considering the marginal cost of the system under the condition of price uncertainty in the electric power market was established, and the sand cat swarm optimization algorithm was proposed to solve the problem. Finally, simulation verification was conducted based on actual cases. The result shows that this strategy can not only reduce the operating cost of IES, but also enhance its adaptability to market price uncertainty. The strategy provides new ideas for the operation of integrated energy systems in the power spot market environment, which is also helpful to realize the double optimization of economy and reliability of energy system participating in the market scheduling.