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The interbank lending network, while facilitating transactions, poses risk contagion in the banking system. To address challenges in existing research, this paper models the interbank lending network using a multi-agent approach and generates a dynamic network through a bidirectional matching mechanism(BiMM). Additionally, We divide banks into three categories based on realistic bank balance sheet data. Given the fact that banks of different categories exhibit different degrees of contagion, we propose the weighted DebtRank (W-DebtRank). Then, comprehensive simulation analysis is conducted on the risk contagion of heterogeneous banks in the dynamic network using W-DebtRank. The proposed method addresses four issues: the heterogeneity of banks, the dynamic nature of networks, the practicality of lending strategies, and the comprehensiveness of risk analysis. The model is validated using the SRISK metric and the Monte Carlo-based SYMBOL simulation model. Through multiple perspectives in simulation experiments, the risk contagion process among banks is deeply investigated in our paper. [ABSTRACT FROM AUTHOR]