<p>Over the past decade, smart grids have been widely implemented. Real-time pricing can better address demand-side management in smart grids. Real-time pricing requires managers to interact more with consumers at the data level, which raises many privacy threats. Thus, we introduce differential privacy into the Real-time pricing for privacy protection. However, differential privacy leaves more space for an adversary to compromise the robustness of the system, which has not been well addressed in the literature. In this paper, we propose a novel active attack detection scheme against stealthy attacks, and then give the proof of correctness and effectiveness of the proposed scheme. Further, we conduct extensive experiments with real datasets from CER to verify the detection performance of the proposed scheme.</p>