A good double electricity auction mechanism should control market power and enhance the economic welfare of the electricity market.In order to achieve this aim, the paper designs a new double auction mechanism in electricity market, using the idea of the Vickery-Clark-Groves mechanism. In the new mechanism the market participants can gain some transfer payments based on their contributions to the market welfare, and the new mechanism can balance the budget of the market organizer. Then makes a theoretical analysis and gives a demonstration from the Spanish electricity market, and the results show that comparing with the MCP mechanism, the new one can reduce the bids of some generation companies with market power in faith, and enhance the economic welfare of the electricity market.