Aiming at the development trend of multi - energy cooperative planning and co-operation of energy systems, a comprehensive energy market trading mechanism including electric energy, thermal energy and hydrogen energy is proposed. Market participants are integrated energy service providers with energy conversion equipment that can supply multiple types of energy and users with flexible demand response capabilities. Based on the market game relationship between integrated energy service providers and users, a Stackelberg game model between them is established. Besides, an upper model of the non-cooperative game of the integrated-energy service providers is established, and the lower model of the evolutionary game between users is established. According to the characteristics of the model, a distributed algorithm for finding the equilibrium solution of the model is proposed. Calculations show that the integrated energy trading mechanism can not only improve energy efficiency, but also promote the flexible response of userload, reduce peak load and enhance user efficiency。