To address the issue of high auxiliary service costs caused by the grid connection of new energy generation, a dual layer optimization scheduling method for high penetration new energy power grids is proposed, taking into account the auxiliary service costs of grid connection. The correlation between the output fluctuations and load fluctuations of new energy generation is analyzed, and a calculation model for auxiliary service costs caused by grid connection of new energy generation is established. Taking into account the timescale division requirements for grid energy trading and auxiliary service market transactions, a new high penetration energy grid two-level optimization scheduling model is established. The upper level scheduling model aims to minimize the sum of grid energy procurement costs and auxiliary service costs caused by new energy generation and completes the optimization scheduling of the grid for several hours. The lower level scheduling model aims to closely follow the upper level scheduling plan for new energy power plants/groups. Optimization and scheduling of the power grid for tens of minutes is completed, taking into account the balanced allocation of wind and solar losses among various power plants within the new energy power plant group. The simulation results show that the method proposed in this paper can reduce the energy transaction costs and auxiliary service transaction costs of the power grid during low and peak load periods.