In this paper，we present a multiunit online double auction mechanism，which can be used in the market of dynamic environments for securities trading，resource allocation on computational grids，emission trade，etc． Firstly，we describe an online double auction problem，in which multiple agents arrive and depart over time and bid for multiunit goods． Secondly，we design a multiunit online double auction mechanism for the above auction problem． Thirdly，we prove that the mechanism not only satisfy individual rationality，material balance and weakly budget balance，but also can induce agents to reveal their true arrival time，departure time and values． Finally，a numerical example is given to verify the feasibility and rationality of the mechanism．