WebSocket API Improvements & Documentation Updates

User Nils reported several WebSocket issues/improvements: 1. Multi-JSON frames: WS sends multiple JSON objects per frame (NDJSON), which is undocumented and breaks standard parsers. 2. Sequence numbers: User expects 'seq' field and 'X-OddsAPI-Seq' header (possibly from the-odds-api.com docs), but they are missing. 3. Player Props dependency: Updates only flow when ML is included in the subscription. 4. Connection takeover: Use a specific close reason instead of generic code 1000 when a new connection replaces an old one. 5. Documentation: Update docs to clarify that WS is event-driven only (no initial snapshot).