Initial commit: Arbitrage

2026-05-15 15:06:30 +02:00
commit c9406410ae
12 changed files with 51372 additions and 0 deletions
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+# The Odds API — https://the-odds-api.com/
+# Copy to .env and set your key before running odds fetch scripts.
+ODDS_API_KEY=your_api_key_here
+
+# Default region and market format (optional)
+ODDS_REGIONS=uk,eu
+ODDS_MARKETS=h2h
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+# Python
+__pycache__/
+*.py[cod]
+*$py.class
+*.so
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+
+# Virtual environments
+.venv/
+venv/
+arb-venv/
+env/
+ENV/
+
+# Secrets and local config
+.env
+.env.*
+!.env.example
+
+# IDE
+.idea/
+*.swp
+*.swo
+
+# OS
+.DS_Store
+Thumbs.db
+
+# Jupyter
+.ipynb_checkpoints/
+
+# pytest / coverage
+.pytest_cache/
+.coverage
+htmlcov/
@@ -0,0 +1,14 @@
+{
+    "files.exclude": {
+        "**/.git": true,
+        "**/.svn": true,
+        "**/.hg": true,
+        "**/.DS_Store": true,
+        "**/Thumbs.db": true,
+        "**/CVS": true,
+        "**/.retool_types/**": true,
+        "**/*tsconfig.json": true,
+        ".cache": true,
+        "retool.config.json": true
+    }
+}
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+# Arbitrage
+
+Tools and data for exploring **sports betting odds** and (eventually) **arbitrage opportunities** across bookmakers.
+
+## Project status
+
+| Area | Status |
+|------|--------|
+| Odds API sample data (boxing) | Included under `odds/data/samples/` |
+| Odds fetch script | `odds/scripts/fetch_odds.py` |
+| Arbitrage detection engine | Not implemented yet |
+
+## Repository layout
+
+```
+arbitrage/
+├── docs/                    # Architecture and data schema
+├── odds/
+│   ├── data/samples/        # Cached API responses (JSON)
+│   └── scripts/             # fetch_odds.py
+├── requirements.txt
+└── .env.example             # ODDS_API_KEY template
+```
+
+## Quick start
+
+### 1. Clone and create a virtual environment
+
+```bash
+python -m venv .venv
+# Windows
+.venv\Scripts\activate
+# macOS / Linux
+source .venv/bin/activate
+
+pip install -r requirements.txt
+```
+
+### 2. Configure The Odds API (for live pulls)
+
+1. Sign up at [The Odds API](https://the-odds-api.com/).
+2. Copy `.env.example` to `.env` and set `ODDS_API_KEY`.
+3. Fetch fresh odds:
+
+```bash
+python odds/scripts/fetch_odds.py --sport boxing_boxing --out odds/data/samples/boxing_odds.json
+```
+
+## Documentation
+
+- [Architecture](docs/ARCHITECTURE.md) — how modules fit together
+- [Odds data schema](docs/DATA_SCHEMA.md) — JSON structure from The Odds API
+- [Odds module](odds/README.md) — fetching and sample data
+
+## What is not in this repo
+
+- Virtual environments (`arb-venv/`, `.venv/`) — create locally; see `.gitignore`
+- API keys — use `.env` (never commit)
+
+## License
+
+Add a license file before publishing if you intend open-source distribution.
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+# Architecture
+
+## Overview
+
+```mermaid
+flowchart LR
+  subgraph external [External]
+    API[The Odds API]
+  end
+
+  subgraph repo [Repository]
+    Fetch[odds/scripts/fetch_odds.py]
+    Samples[(odds/data/samples/*.json)]
+    Arb[Arbitrage engine - planned]
+  end
+
+  API --> Fetch --> Samples
+  Samples --> Arb
+```
+
+## Odds pipeline (current and planned)
+
+### Current
+
+1. Operator sets `ODDS_API_KEY` in `.env`
+2. `fetch_odds.py` calls `GET /v4/sports/{sport_key}/odds`
+3. Response JSON is stored under `odds/data/samples/`
+
+### Planned
+
+| Stage | Responsibility |
+|-------|----------------|
+| Loader | Read JSON snapshots or live API |
+| Normalizer | One row per (event, bookmaker, market, outcome) |
+| Arb scanner | Compare implied probabilities across books |
+| Reporter | CLI or export of opportunities above margin threshold |
+
+## Configuration
+
+| Variable | Used by | Description |
+|----------|---------|-------------|
+| `ODDS_API_KEY` | `fetch_odds.py` | The Odds API authentication |
+| `ODDS_REGIONS` | (optional future) | Default regions for fetch |
+| `ODDS_MARKETS` | (optional future) | Default markets for fetch |
+
+## Dependencies
+
+See root `requirements.txt`. Odds fetch uses `requests`.
+
+## Out of scope for git
+
+- `arb-venv/`, `.venv/` — local virtualenvs
+- `.env` — secrets
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+# Odds data schema
+
+Sample file: `odds/data/samples/boxing_odds.json`
+
+Source: [The Odds API](https://the-odds-api.com/) v4 — `GET /sports/{sport}/odds`
+
+## Top level
+
+The response is a **JSON array** of event objects.
+
+```json
+[
+  {
+    "id": "7605c958b8ffbe29c0dcb81e4d2c8a10",
+    "sport_key": "boxing_boxing",
+    "sport_title": "Boxing",
+    "commence_time": "2025-05-10T16:00:00Z",
+    "home_team": "Charlie Senior",
+    "away_team": "Cesar Ignacio Paredes",
+    "bookmakers": [ ... ]
+  }
+]
+```
+
+## Event fields
+
+| Field | Type | Description |
+|-------|------|-------------|
+| `id` | string | Unique event id |
+| `sport_key` | string | API sport identifier |
+| `sport_title` | string | Human-readable sport name |
+| `commence_time` | ISO 8601 UTC | Scheduled start |
+| `home_team` | string | Home / first fighter name |
+| `away_team` | string | Away / second fighter name |
+| `bookmakers` | array | List of books offering lines on this event |
+
+## Bookmaker object
+
+| Field | Type | Description |
+|-------|------|-------------|
+| `key` | string | Bookmaker slug (e.g. `unibet_uk`) |
+| `title` | string | Display name |
+| `last_update` | ISO 8601 | When this book’s lines were updated |
+| `link` | string \| null | Deep link to event on book site |
+| `sid` | string \| null | Book-specific event id |
+| `markets` | array | Markets offered for this event |
+
+## Market object
+
+| Field | Type | Description |
+|-------|------|-------------|
+| `key` | string | Market type: `h2h` (moneyline), `h2h_lay` (exchange lay), etc. |
+| `last_update` | ISO 8601 | Market update time |
+| `outcomes` | array | Selections and prices |
+
+## Outcome object
+
+| Field | Type | Description |
+|-------|------|-------------|
+| `name` | string | Fighter name or `Draw` |
+| `price` | number | **Decimal** odds (European format) |
+| `link` | string \| null | Selection deep link |
+| `sid` | string \| null | Selection id at book |
+| `bet_limit` | number \| null | Max stake if provided |
+
+## Implied probability (for arbitrage)
+
+For decimal odds `d`:
+
+```
+implied_probability = 1 / d
+```
+
+For a **single** book’s full market (all mutually exclusive outcomes), sum of implied probabilities &gt; 1 indicates book margin (overround).
+
+**Cross-book arbitrage** (simplified): for each outcome, take the **best** (highest) decimal odds across books, then:
+
+```
+arb_sum = sum(1 / best_odds_i for each outcome i)
+```
+
+If `arb_sum < 1`, a risk-free profit is theoretically possible before fees and limits.
+
+## Normalized row (recommended for future code)
+
+| Column | Example |
+|--------|---------|
+| `event_id` | `7605c958...` |
+| `commence_time` | `2025-05-10T16:00:00Z` |
+| `home_team` | `Charlie Senior` |
+| `away_team` | `Cesar Ignacio Paredes` |
+| `bookmaker_key` | `unibet_uk` |
+| `market_key` | `h2h` |
+| `outcome_name` | `Charlie Senior` |
+| `price` | `1.03` |
+| `implied_prob` | `0.9709` |
+
+## API usage notes
+
+- Responses count against your API quota; check response headers `x-requests-remaining`.
+- Region and market query params filter payload size; sample uses `uk,eu` and `h2h`.
+- Prices are decimal in this project (`oddsFormat=decimal` in fetch script).
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+# Odds module
+
+Handles **ingestion and storage** of sports odds from [The Odds API](https://the-odds-api.com/). Arbitrage logic will consume normalized odds from this layer once implemented.
+
+## Contents
+
+| Path | Description |
+|------|-------------|
+| `data/samples/boxing_odds.json` | Snapshot of boxing `h2h` odds (~1 MB) |
+| `scripts/fetch_odds.py` | CLI to pull live odds and save JSON |
+
+Legacy path `api-pull/Odds/boxing_odds.json` may still exist locally; prefer `data/samples/` for new work.
+
+## Fetching odds
+
+```bash
+# From repository root, with ODDS_API_KEY set
+python odds/scripts/fetch_odds.py \
+  --sport boxing_boxing \
+  --regions uk,eu \
+  --markets h2h \
+  --out odds/data/samples/boxing_odds.json
+```
+
+### Script functions
+
+| Function | Purpose |
+|----------|---------|
+| `get_api_key()` | Reads `ODDS_API_KEY` from the environment |
+| `fetch_odds(sport, regions, markets, api_key)` | HTTP GET to `/v4/sports/{sport}/odds` |
+| `save_odds(data, output_path)` | Writes pretty-printed JSON |
+| `main()` | Parses CLI args and runs fetch + save |
+
+## Sample data
+
+`boxing_odds.json` is an array of **events**. Each event has `home_team`, `away_team`, `commence_time`, and a `bookmakers` list. Each bookmaker exposes `markets` (e.g. `h2h` head-to-head) with `outcomes` and decimal `price` values.
+
+See [docs/DATA_SCHEMA.md](../docs/DATA_SCHEMA.md) for the full field reference.
+
+## Next steps (arbitrage)
+
+Planned pipeline:
+
+1. **Normalize** — flatten bookmaker/outcome rows per event
+2. **Implied probability** — `1 / decimal_odds` per outcome
+3. **Cross-book compare** — find outcomes where sum of best inverse odds &lt; 1 (arb margin)
+4. **Stake split** — optional Kelly / equal-profit calculators
+
+None of steps 2–4 exist in code yet; this folder is ingestion-only today.
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+# Legacy path
+
+Sample odds were originally stored here. Use the current path instead:
+
+| Old | New |
+|-----|-----|
+| `api-pull/Odds/boxing_odds.json` | `odds/data/samples/boxing_odds.json` |
+
+You may delete `api-pull/` locally after confirming the copy exists under `odds/data/samples/`.
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+"""
+Fetch sports odds from The Odds API and save JSON snapshots.
+
+Requires ODDS_API_KEY in environment or .env (see project .env.example).
+
+Usage:
+    python odds/scripts/fetch_odds.py --sport boxing_boxing --out odds/data/samples/boxing_odds.json
+"""
+
+from __future__ import annotations
+
+import argparse
+import json
+import os
+import sys
+from pathlib import Path
+
+try:
+    import requests
+except ImportError:
+    print("Install dependencies: pip install -r requirements.txt", file=sys.stderr)
+    raise
+
+API_BASE = "https://api.the-odds-api.com/v4"
+DEFAULT_SPORT = "boxing_boxing"
+DEFAULT_REGIONS = "uk,eu"
+DEFAULT_MARKETS = "h2h"
+
+
+def get_api_key() -> str:
+    """Read API key from ODDS_API_KEY environment variable."""
+    key = os.environ.get("ODDS_API_KEY", "").strip()
+    if not key:
+        raise SystemExit(
+            "Missing ODDS_API_KEY. Copy .env.example to .env and set your key."
+        )
+    return key
+
+
+def fetch_odds(
+    sport: str,
+    regions: str,
+    markets: str,
+    api_key: str,
+) -> list[dict]:
+    """
+    GET odds for a sport from The Odds API.
+
+    Args:
+        sport: Sport key (e.g. boxing_boxing).
+        regions: Comma-separated region codes.
+        markets: Comma-separated market keys.
+        api_key: The Odds API key.
+
+    Returns:
+        Parsed JSON list of events.
+
+    Raises:
+        requests.HTTPError: On non-2xx response.
+    """
+    url = f"{API_BASE}/sports/{sport}/odds"
+    params = {
+        "apiKey": api_key,
+        "regions": regions,
+        "markets": markets,
+        "oddsFormat": "decimal",
+    }
+    response = requests.get(url, params=params, timeout=60)
+    response.raise_for_status()
+    return response.json()
+
+
+def save_odds(data: list[dict], output_path: Path) -> None:
+    """Write odds JSON to disk with stable formatting."""
+    output_path.parent.mkdir(parents=True, exist_ok=True)
+    with output_path.open("w", encoding="utf-8") as f:
+        json.dump(data, f, indent=4, ensure_ascii=False)
+    print(f"Saved {len(data)} events to {output_path}")
+
+
+def parse_args() -> argparse.Namespace:
+    parser = argparse.ArgumentParser(description="Fetch odds from The Odds API")
+    parser.add_argument("--sport", default=DEFAULT_SPORT, help="Sport key")
+    parser.add_argument("--regions", default=DEFAULT_REGIONS, help="Region codes")
+    parser.add_argument("--markets", default=DEFAULT_MARKETS, help="Market keys")
+    parser.add_argument(
+        "--out",
+        type=Path,
+        default=Path("odds/data/samples/boxing_odds.json"),
+        help="Output JSON path",
+    )
+    return parser.parse_args()
+
+
+def main() -> None:
+    args = parse_args()
+    api_key = get_api_key()
+    data = fetch_odds(args.sport, args.regions, args.markets, api_key)
+    save_odds(data, args.out)
+
+
+if __name__ == "__main__":
+    main()
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+requests>=2.31.0