wp_rest_example.php

<?php 

add_action( 'rest_api_init', 'register_form_shortcode' );

function register_form_shortcode() {

	register_rest_route( 'mdg/v1', '/events', [
		'methods'             => 'GET',
		'callback'            => 'get_shortcode_html',
		'permission_callback' => '__return_true',
	]);

}

function get_shortcode_html( WP_REST_Request $request ) {

	// do stuff

	return new WP_REST_Response( $data, 200 );

}