Palacio de Gaviria
Time Out says
The palace of the Marquis of Gaviri is in C/Arenal, right next to the Puerta del Sol. It was built in 1847 by architect Aníbal Álvarez Bouquel in the style of the Italian Renaissance palaces with a certain neoclassical influence, and it became one of the most luxurious of its time. For two decades the building housed one of Madrid's most famous discos, known mainly for its Erasmus parties.