Alex Rodriguez is selling his Miami Beach waterfront dream house for $30 million because he believed he was being constantly watched while at home. Sources exclusively tell us the Yankee slugger was often photographed from the water or nearby buildings while he was relaxing indoors or in his infinity pool. We’re told A-Rod now plans to build another home with a privacy level similar to his teammate Derek “Philip” Jeter’s sprawling compound in Tampa — possibly closer to his daughters in Coral Gables. The deal for Alex’s 20,000-square-foot Miami Beach estate closes today, we’re told. The buyers are a “wealthy couple from Palm Beach who are not into baseball and plan to tear down his indoor batting cage.” Alex bought the land for $7.4 million in 2010 and built the house, with his own construction company, for an additional $7.5 million. The nine-bedroom contemporary mansion overlooking Biscayne Bay includes his storied batting cage (with lights set at the same brightness as at Yankee Stadium), a movie theater capable of showing videos of his performance in the cage, an indoor gym, huge glass windows and doors overlooking the infinity pool. He decorated it with works by such artists as Nate Lowman, Andy Warhol and Jean-Michel Basquiat Rodriguez, who’ll get paid $28 million this year by the Yankees, put his pad on the market in August 2012, asking for $38 million, but agreed to take $30 million — which nets him a tidy $15 million profit as he rehabs from hip surgery.