In China, wind power producers will participate in the spot market as strategic producers. They should submit offering prices and forecasted production to the independent system operator. Intraprovincial and interprovincial green certificate trading, as a mechanism to promote the development of wind power, is advanced in parallel with the spot market. Studying the bidding strategies of wind power producers in the spot market, especially with the introduction of intraprovincial and interprovincial green certificate trading, has great practical significance for the stable operation of wind power producers and the construction of a renewable energy-friendly electricity market. This paper proposes a bi-level stochastic model to simulate the bidding strategy of a wind power producer in the spot market. The upper level problem of the model describes the decision-making process of the wind power producer, and the lower level problems include the clearing process of the spot market and the TGC market, in which the spot market includes the day-ahead market and the balance market, and the TGC market includes the intraprovincial and interprovincial TGC markets. Then, using Karush-Kuhn-Tucker (KKT) conditions, the strong duality theorem, and the big M method, the bi-level model is recast into a mixed integer linear (MIL) model convenient to be solved. Finally, an example is given to analyze the wind power producer's optimal bidding strategy under different electricity market environments and different wind power penetration levels.