clodds 1.1.0

package/dist/feeds/betfair/index.js

@@ -0,0 +1,640 @@
+"use strict";
+/**
+ * Betfair Exchange Feed
+ * Sports betting exchange with full trading API
+ *
+ * Features:
+ * - Market data (prices, volumes, liquidity)
+ * - Full trading (back/lay orders)
+ * - Market streaming via WebSocket
+ * - Portfolio/positions tracking
+ *
+ * Docs: https://docs.developer.betfair.com/
+ */
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BETFAIR_EVENT_TYPES = void 0;
+exports.createBetfairFeed = createBetfairFeed;
+const events_1 = require("events");
+const ws_1 = __importDefault(require("ws"));
+const logger_1 = require("../../utils/logger");
+const freshness_1 = require("../freshness");
+// =============================================================================
+// CONSTANTS
+// =============================================================================
+const BETFAIR_API_URL = 'https://api.betfair.com/exchange';
+const BETFAIR_IDENTITY_URL = 'https://identitysso.betfair.com/api';
+const BETFAIR_STREAM_URL = 'wss://stream-api.betfair.com/api/v1';
+// Market types we care about
+const MARKET_TYPES = ['WIN', 'MATCH_ODDS', 'OVER_UNDER', 'CORRECT_SCORE'];
+// =============================================================================
+// BETFAIR API CLIENT
+// =============================================================================
+async function betfairRequest(auth, endpoint, method, params) {
+    const url = `${BETFAIR_API_URL}/betting/rest/v1.0/${endpoint}/`;
+    const response = await fetch(url, {
+        method: 'POST',
+        headers: {
+            'X-Application': auth.appKey,
+            'X-Authentication': auth.sessionToken,
+            'Content-Type': 'application/json',
+            'Accept': 'application/json',
+        },
+        body: JSON.stringify({ filter: params }),
+    });
+    if (!response.ok) {
+        const error = await response.text();
+        throw new Error(`Betfair API error: ${response.status} - ${error}`);
+    }
+    return response.json();
+}
+async function betfairAccountRequest(auth, endpoint) {
+    const url = `${BETFAIR_API_URL}/account/rest/v1.0/${endpoint}/`;
+    const response = await fetch(url, {
+        method: 'POST',
+        headers: {
+            'X-Application': auth.appKey,
+            'X-Authentication': auth.sessionToken,
+            'Content-Type': 'application/json',
+            'Accept': 'application/json',
+        },
+        body: JSON.stringify({}),
+    });
+    if (!response.ok) {
+        throw new Error(`Betfair Account API error: ${response.status}`);
+    }
+    return response.json();
+}
+// =============================================================================
+// BETFAIR FEED IMPLEMENTATION
+// =============================================================================
+async function createBetfairFeed(config) {
+    const emitter = new events_1.EventEmitter();
+    let auth = null;
+    let ws = null;
+    let streamConnectionId = null;
+    const subscribedMarkets = new Set();
+    const marketCache = new Map();
+    const priceCache = new Map(); // marketId -> selectionId -> price
+    let pingInterval = null;
+    // Freshness tracking for WebSocket health monitoring
+    const freshnessTracker = (0, freshness_1.getGlobalFreshnessTracker)();
+    // Convert Betfair market to our Market type
+    function convertToMarket(m, book) {
+        const outcomes = m.runners.map((r) => {
+            const runnerBook = book?.runners.find((rb) => rb.selectionId === r.selectionId);
+            const backPrice = runnerBook?.ex?.availableToBack?.[0]?.price || 0;
+            const price = backPrice > 0 ? 1 / backPrice : 0; // Convert odds to probability
+            return {
+                id: r.selectionId.toString(),
+                name: r.runnerName,
+                price,
+                volume24h: runnerBook?.totalMatched || 0,
+            };
+        });
+        return {
+            id: m.marketId,
+            platform: 'betfair',
+            slug: m.marketId.replace(/\./g, '-'),
+            question: `${m.event?.name || ''} - ${m.marketName}`.trim(),
+            description: m.description?.marketType,
+            outcomes,
+            volume24h: m.totalMatched || 0,
+            liquidity: book?.totalAvailable || 0,
+            endDate: m.marketStartTime ? new Date(m.marketStartTime) : undefined,
+            resolved: book?.status === 'CLOSED',
+            tags: [
+                m.eventType?.name || 'sports',
+                m.competition?.name,
+                m.event?.countryCode,
+            ].filter(Boolean),
+            url: `https://www.betfair.com/exchange/plus/market/${m.marketId}`,
+            createdAt: new Date(),
+            updatedAt: new Date(),
+        };
+    }
+    // Connect to streaming API
+    function connectStream() {
+        if (!auth)
+            return;
+        ws = new ws_1.default(BETFAIR_STREAM_URL);
+        ws.on('open', () => {
+            logger_1.logger.info('Betfair stream connected');
+            // Authenticate
+            const authMsg = {
+                op: 'authentication',
+                appKey: auth.appKey,
+                session: auth.sessionToken,
+            };
+            ws.send(JSON.stringify(authMsg));
+        });
+        ws.on('message', (data) => {
+            try {
+                const msg = JSON.parse(data.toString());
+                if (msg.op === 'connection') {
+                    streamConnectionId = msg.connectionId;
+                    logger_1.logger.info({ connectionId: streamConnectionId }, 'Betfair stream authenticated');
+                    emitter.emit('connected');
+                    // Resubscribe to markets
+                    for (const marketId of subscribedMarkets) {
+                        subscribeMarketStream(marketId);
+                    }
+                    // Start ping
+                    pingInterval = setInterval(() => {
+                        if (ws?.readyState === ws_1.default.OPEN) {
+                            ws.send(JSON.stringify({ op: 'heartbeat' }));
+                        }
+                    }, 30000);
+                }
+                if (msg.op === 'mcm') {
+                    // Market change message
+                    handleMarketChange(msg);
+                }
+                if (msg.op === 'status' && msg.statusCode === 'FAILURE') {
+                    logger_1.logger.error({ msg }, 'Betfair stream error');
+                }
+            }
+            catch (err) {
+                logger_1.logger.debug({ err }, 'Failed to parse Betfair stream message');
+            }
+        });
+        ws.on('close', () => {
+            logger_1.logger.warn('Betfair stream disconnected');
+            ws = null;
+            streamConnectionId = null;
+            if (pingInterval) {
+                clearInterval(pingInterval);
+                pingInterval = null;
+            }
+            // Reconnect after delay
+            setTimeout(connectStream, 5000);
+        });
+        ws.on('error', (err) => {
+            logger_1.logger.error({ err }, 'Betfair stream error');
+        });
+    }
+    function subscribeMarketStream(marketId) {
+        if (!ws || ws.readyState !== ws_1.default.OPEN)
+            return;
+        const subMsg = {
+            op: 'marketSubscription',
+            id: Date.now(),
+            marketFilter: { marketIds: [marketId] },
+            marketDataFilter: {
+                fields: ['EX_BEST_OFFERS_DISP', 'EX_TRADED', 'EX_TRADED_VOL', 'EX_LTP'],
+            },
+        };
+        ws.send(JSON.stringify(subMsg));
+        logger_1.logger.debug({ marketId }, 'Subscribed to Betfair market');
+    }
+    function handleMarketChange(msg) {
+        if (!msg.mc)
+            return;
+        for (const change of msg.mc) {
+            const marketId = change.id;
+            if (change.rc) {
+                // Runner changes
+                for (const rc of change.rc) {
+                    const selectionId = rc.id;
+                    const ltp = rc.ltp; // Last traded price
+                    if (ltp) {
+                        const marketPrices = priceCache.get(marketId) || new Map();
+                        const prevPrice = marketPrices.get(selectionId);
+                        // Record message for freshness tracking
+                        freshnessTracker.recordMessage('betfair', marketId);
+                        if (prevPrice !== ltp) {
+                            marketPrices.set(selectionId, ltp);
+                            priceCache.set(marketId, marketPrices);
+                            const probability = 1 / ltp;
+                            const update = {
+                                platform: 'betfair',
+                                marketId,
+                                outcomeId: selectionId.toString(),
+                                price: probability,
+                                previousPrice: prevPrice ? 1 / prevPrice : undefined,
+                                timestamp: Date.now(),
+                            };
+                            emitter.emit('price', update);
+                        }
+                    }
+                }
+            }
+        }
+    }
+    // Attach methods
+    const feed = Object.assign(emitter, {
+        async start() {
+            if (config.sessionToken) {
+                auth = { appKey: config.appKey, sessionToken: config.sessionToken };
+                connectStream();
+            }
+            else if (config.username && config.password) {
+                await feed.login();
+                connectStream();
+            }
+            else {
+                throw new Error('Betfair: Either sessionToken or username/password required');
+            }
+            logger_1.logger.info('Betfair feed started');
+        },
+        stop() {
+            if (pingInterval) {
+                clearInterval(pingInterval);
+                pingInterval = null;
+            }
+            if (ws) {
+                ws.close();
+                ws = null;
+            }
+            auth = null;
+            logger_1.logger.info('Betfair feed stopped');
+            emitter.emit('disconnected');
+        },
+        async login() {
+            if (!config.username || !config.password) {
+                throw new Error('Betfair: username and password required for login');
+            }
+            const url = `${BETFAIR_IDENTITY_URL}/login`;
+            const response = await fetch(url, {
+                method: 'POST',
+                headers: {
+                    'X-Application': config.appKey,
+                    'Content-Type': 'application/x-www-form-urlencoded',
+                },
+                body: new URLSearchParams({
+                    username: config.username,
+                    password: config.password,
+                }),
+            });
+            if (!response.ok) {
+                logger_1.logger.error({ status: response.status }, 'Betfair login failed');
+                return false;
+            }
+            const data = await response.json();
+            if (data.status === 'SUCCESS' && data.token) {
+                auth = { appKey: config.appKey, sessionToken: data.token };
+                logger_1.logger.info('Betfair login successful');
+                return true;
+            }
+            logger_1.logger.error({ status: data.status }, 'Betfair login failed');
+            return false;
+        },
+        async logout() {
+            if (!auth)
+                return;
+            try {
+                await fetch(`${BETFAIR_IDENTITY_URL}/logout`, {
+                    method: 'POST',
+                    headers: {
+                        'X-Application': auth.appKey,
+                        'X-Authentication': auth.sessionToken,
+                    },
+                });
+            }
+            catch {
+                // Ignore logout errors
+            }
+            auth = null;
+        },
+        isAuthenticated() {
+            return auth !== null;
+        },
+        async searchMarkets(query, options = {}) {
+            if (!auth)
+                return [];
+            try {
+                const filter = {
+                    textQuery: query,
+                    marketTypeCodes: options.marketTypes || MARKET_TYPES,
+                };
+                if (options.eventTypeIds) {
+                    filter.eventTypeIds = options.eventTypeIds;
+                }
+                const markets = await betfairRequest(auth, 'listMarketCatalogue', 'POST', {
+                    ...filter,
+                    maxResults: 100,
+                    marketProjection: ['COMPETITION', 'EVENT', 'EVENT_TYPE', 'RUNNER_DESCRIPTION', 'MARKET_DESCRIPTION'],
+                });
+                // Cache markets
+                for (const m of markets) {
+                    marketCache.set(m.marketId, m);
+                }
+                // Get price data for top markets
+                const topMarketIds = markets.slice(0, 20).map((m) => m.marketId);
+                const books = await betfairRequest(auth, 'listMarketBook', 'POST', {
+                    marketIds: topMarketIds,
+                    priceProjection: { priceData: ['EX_BEST_OFFERS'] },
+                });
+                const bookMap = new Map(books.map((b) => [b.marketId, b]));
+                return markets.map((m) => convertToMarket(m, bookMap.get(m.marketId)));
+            }
+            catch (err) {
+                logger_1.logger.error({ err }, 'Betfair search error');
+                return [];
+            }
+        },
+        async getMarket(marketId) {
+            if (!auth)
+                return null;
+            try {
+                const markets = await betfairRequest(auth, 'listMarketCatalogue', 'POST', {
+                    marketIds: [marketId],
+                    marketProjection: ['COMPETITION', 'EVENT', 'EVENT_TYPE', 'RUNNER_DESCRIPTION', 'MARKET_DESCRIPTION'],
+                });
+                if (markets.length === 0)
+                    return null;
+                const market = markets[0];
+                marketCache.set(marketId, market);
+                const book = await feed.getMarketBook(marketId);
+                return convertToMarket(market, book || undefined);
+            }
+            catch (err) {
+                logger_1.logger.error({ err, marketId }, 'Betfair getMarket error');
+                return null;
+            }
+        },
+        async getMarketBook(marketId) {
+            if (!auth)
+                return null;
+            try {
+                const books = await betfairRequest(auth, 'listMarketBook', 'POST', {
+                    marketIds: [marketId],
+                    priceProjection: {
+                        priceData: ['EX_BEST_OFFERS', 'EX_TRADED'],
+                        virtualise: true,
+                    },
+                });
+                return books[0] || null;
+            }
+            catch (err) {
+                logger_1.logger.error({ err, marketId }, 'Betfair getMarketBook error');
+                return null;
+            }
+        },
+        async getOrderbook(marketId, selectionId) {
+            if (!auth)
+                return null;
+            try {
+                const book = await feed.getMarketBook(marketId);
+                if (!book)
+                    return null;
+                const runner = book.runners.find((r) => r.selectionId === selectionId);
+                if (!runner?.ex)
+                    return null;
+                const bids = (runner.ex.availableToBack || [])
+                    .map((p) => [1 / p.price, p.size])
+                    .slice(0, 10);
+                const asks = (runner.ex.availableToLay || [])
+                    .map((p) => [1 / p.price, p.size])
+                    .slice(0, 10);
+                const bestBid = bids[0]?.[0] || 0;
+                const bestAsk = asks[0]?.[0] || 1;
+                return {
+                    platform: 'betfair',
+                    marketId,
+                    outcomeId: selectionId.toString(),
+                    bids,
+                    asks,
+                    spread: bestAsk - bestBid,
+                    midPrice: (bestBid + bestAsk) / 2,
+                    timestamp: Date.now(),
+                };
+            }
+            catch (err) {
+                logger_1.logger.error({ err, marketId, selectionId }, 'Betfair getOrderbook error');
+                return null;
+            }
+        },
+        subscribeToMarket(marketId) {
+            subscribedMarkets.add(marketId);
+            subscribeMarketStream(marketId);
+            // Start freshness tracking with polling fallback
+            freshnessTracker.track('betfair', marketId, async () => {
+                const book = await feed.getMarketBook(marketId);
+                if (book?.runners) {
+                    for (const runner of book.runners) {
+                        const ltp = runner.lastPriceTraded;
+                        if (ltp) {
+                            const marketPrices = priceCache.get(marketId) || new Map();
+                            const prevPrice = marketPrices.get(runner.selectionId);
+                            if (prevPrice !== ltp) {
+                                marketPrices.set(runner.selectionId, ltp);
+                                priceCache.set(marketId, marketPrices);
+                                emitter.emit('price', {
+                                    platform: 'betfair',
+                                    marketId,
+                                    outcomeId: runner.selectionId.toString(),
+                                    price: 1 / ltp,
+                                    previousPrice: prevPrice ? 1 / prevPrice : undefined,
+                                    timestamp: Date.now(),
+                                });
+                            }
+                        }
+                    }
+                }
+            });
+        },
+        unsubscribeFromMarket(marketId) {
+            subscribedMarkets.delete(marketId);
+            priceCache.delete(marketId);
+            freshnessTracker.untrack('betfair', marketId);
+        },
+        async placeBackOrder(marketId, selectionId, price, size) {
+            if (!auth)
+                return null;
+            try {
+                const result = await betfairRequest(auth, 'placeOrders', 'POST', {
+                    marketId,
+                    instructions: [{
+                            selectionId,
+                            handicap: 0,
+                            side: 'BACK',
+                            orderType: 'LIMIT',
+                            limitOrder: {
+                                size,
+                                price, // Betfair odds (not probability)
+                                persistenceType: 'LAPSE',
+                            },
+                        }],
+                });
+                const report = result.instructionReports?.[0];
+                if (!report || report.status !== 'SUCCESS') {
+                    logger_1.logger.error({ result }, 'Betfair back order failed');
+                    return null;
+                }
+                logger_1.logger.info({ marketId, selectionId, price, size, betId: report.betId }, 'Betfair back order placed');
+                return {
+                    betId: report.betId,
+                    marketId,
+                    selectionId,
+                    side: 'BACK',
+                    status: 'EXECUTABLE',
+                    priceSize: { price, size },
+                    placedDate: new Date().toISOString(),
+                };
+            }
+            catch (err) {
+                logger_1.logger.error({ err }, 'Betfair placeBackOrder error');
+                return null;
+            }
+        },
+        async placeLayOrder(marketId, selectionId, price, size) {
+            if (!auth)
+                return null;
+            try {
+                const result = await betfairRequest(auth, 'placeOrders', 'POST', {
+                    marketId,
+                    instructions: [{
+                            selectionId,
+                            handicap: 0,
+                            side: 'LAY',
+                            orderType: 'LIMIT',
+                            limitOrder: {
+                                size,
+                                price,
+                                persistenceType: 'LAPSE',
+                            },
+                        }],
+                });
+                const report = result.instructionReports?.[0];
+                if (!report || report.status !== 'SUCCESS') {
+                    logger_1.logger.error({ result }, 'Betfair lay order failed');
+                    return null;
+                }
+                logger_1.logger.info({ marketId, selectionId, price, size, betId: report.betId }, 'Betfair lay order placed');
+                return {
+                    betId: report.betId,
+                    marketId,
+                    selectionId,
+                    side: 'LAY',
+                    status: 'EXECUTABLE',
+                    priceSize: { price, size },
+                    placedDate: new Date().toISOString(),
+                };
+            }
+            catch (err) {
+                logger_1.logger.error({ err }, 'Betfair placeLayOrder error');
+                return null;
+            }
+        },
+        async cancelOrder(marketId, betId) {
+            if (!auth)
+                return false;
+            try {
+                const result = await betfairRequest(auth, 'cancelOrders', 'POST', {
+                    marketId,
+                    instructions: [{ betId }],
+                });
+                return result.instructionReports?.[0]?.status === 'SUCCESS';
+            }
+            catch (err) {
+                logger_1.logger.error({ err }, 'Betfair cancelOrder error');
+                return false;
+            }
+        },
+        async cancelAllOrders(marketId) {
+            if (!auth)
+                return 0;
+            try {
+                const result = await betfairRequest(auth, 'cancelOrders', 'POST', marketId ? { marketId } : {});
+                const cancelled = result.instructionReports?.filter((r) => r.status === 'SUCCESS').length || 0;
+                logger_1.logger.info({ marketId, cancelled }, 'Betfair orders cancelled');
+                return cancelled;
+            }
+            catch (err) {
+                logger_1.logger.error({ err }, 'Betfair cancelAllOrders error');
+                return 0;
+            }
+        },
+        async getOpenOrders(marketId) {
+            if (!auth)
+                return [];
+            try {
+                const result = await betfairRequest(auth, 'listCurrentOrders', 'POST', {
+                    orderProjection: 'EXECUTABLE',
+                    ...(marketId ? { marketIds: [marketId] } : {}),
+                });
+                return result.currentOrders || [];
+            }
+            catch (err) {
+                logger_1.logger.error({ err }, 'Betfair getOpenOrders error');
+                return [];
+            }
+        },
+        async getPositions() {
+            if (!auth)
+                return [];
+            try {
+                // Betfair doesn't have a direct positions endpoint
+                // We need to calculate from cleared orders or current orders
+                const result = await betfairRequest(auth, 'listCurrentOrders', 'POST', { orderProjection: 'ALL' });
+                // Group by market and selection
+                const positions = new Map();
+                for (const order of result.currentOrders || []) {
+                    if (order.sizeMatched && order.sizeMatched > 0) {
+                        const key = `${order.marketId}_${order.selectionId}`;
+                        const existing = positions.get(key) || {
+                            marketId: order.marketId,
+                            selectionId: order.selectionId,
+                            matchedPL: 0,
+                            unmatchedPL: 0,
+                        };
+                        // Simplified P&L (would need more logic for accurate calculation)
+                        const pl = order.side === 'BACK'
+                            ? (order.avgPriceMatched || 0) * (order.sizeMatched || 0)
+                            : -(order.avgPriceMatched || 0) * (order.sizeMatched || 0);
+                        existing.matchedPL = (existing.matchedPL || 0) + pl;
+                        positions.set(key, existing);
+                    }
+                }
+                return Array.from(positions.values());
+            }
+            catch (err) {
+                logger_1.logger.error({ err }, 'Betfair getPositions error');
+                return [];
+            }
+        },
+        async getAccountFunds() {
+            if (!auth)
+                return { available: 0, exposure: 0, balance: 0 };
+            try {
+                const result = await betfairAccountRequest(auth, 'getAccountFunds');
+                return {
+                    available: result.availableToBetBalance || 0,
+                    exposure: result.exposure || 0,
+                    balance: result.balance || 0,
+                };
+            }
+            catch (err) {
+                logger_1.logger.error({ err }, 'Betfair getAccountFunds error');
+                return { available: 0, exposure: 0, balance: 0 };
+            }
+        },
+    });
+    return feed;
+}
+// =============================================================================
+// EVENT TYPE IDS (for filtering)
+// =============================================================================
+exports.BETFAIR_EVENT_TYPES = {
+    SOCCER: '1',
+    TENNIS: '2',
+    GOLF: '3',
+    CRICKET: '4',
+    RUGBY_UNION: '5',
+    BOXING: '6',
+    HORSE_RACING: '7',
+    MOTOR_SPORT: '8',
+    CYCLING: '11',
+    BASKETBALL: '7522',
+    AMERICAN_FOOTBALL: '6423',
+    BASEBALL: '7511',
+    ICE_HOCKEY: '7524',
+    POLITICS: '2378961',
+    ESPORTS: '27454571',
+    SNOOKER: '6422',
+    DARTS: '3503',
+};
+//# sourceMappingURL=index.js.map

package/dist/feeds/betfair/index.js.map

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