With the large-scale development of distributed generations (DGs) and the connection into the main grid of active distribution networks (ADNs), traditional centralized dispatch of power system has encountered enormous challenge. In a bilateral electricity market, introducing ADN resources in the day-ahead generation schedule will not only enrich the dispatch patterns to the power system, but also reflect the initiative of ADNs. This paper proposes a coordinated scheduling model of power system with a plurality of ADNs based on multi-agent system where ADN agents are brought in the day-ahead market clearing. The process of market clearing and the dispatch of DGs in ADNs are independent with each other but linked together through the market clearing price (MCP) and bid volume. The optimal operating point of the whole system is achieved through multiple information exchange. In comparison with the dispatch without interaction between ADNs and the market operator (MO), the coordinated scheduling model is applied in a system with four ADNs to verify that the proposed method can improve the overall interests of ADNs. Finally, the effects of storage device and tie-line power limit are analyzed.