New API Features: WebSocket Support & Historical Data

We've shipped three major API updates that make it significantly easier to build on EVSignals data: WebSocket feeds, expanded historical data, and a new Python SDK.

Real-time WebSocket feeds

You can now subscribe to live odds changes via WebSocket instead of polling REST endpoints. Benefits:

• Sub-50ms latency — Get price updates as they happen
• Efficient — No wasted requests; data pushes only when something changes
• Flexible filtering — Subscribe to specific markets, platforms, or event categories

from evsignals import ws
async with ws.connect() as feed:
    async for update in feed.subscribe(markets=["kalshi:*:presidential"]):
        print(f"{update.market}: {update.price}")

Expanded historical data

Our historical archive now includes:

• Tick-level data back to each platform's launch date
• Settlement outcomes for all resolved markets
• Volume and liquidity metrics at hourly granularity
• Cross-platform snapshots — synchronized timestamps across sources

This data powers notebook backtesting and is available via both REST and bulk download (CSV, Parquet).

Python SDK v2

The Python SDK has been rewritten with full async support:

• async/await throughout — no blocking calls
• Type hints and autocompletion for all endpoints
• Built-in rate limiting and retry logic
• Streaming support for large datasets

Install with pip install evsignals>=2.0 or upgrade in any notebook.

All three updates are live now. Check the updated docs for migration guides and examples.