You can bind your own API in a .dll, .lib, or any C++ code with a plugin, and forward the input to C++ classes, blueprints or the UE input mapping system (recommended route). This is the way I did it for the motion controller Razer Hydra, see Razer Hydra Plugin - Engine Source & GitHub - Unreal Engine Forums for details, there you will find a full source (github and any of the dl zips) for the implementation so you can easily just take the plugin and rewrite the parts specific to your sensor.